0001145549-15-002928.txt : 20150601 0001145549-15-002928.hdr.sgml : 20150601 20150407142106 ACCESSION NUMBER: 0001145549-15-002928 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: 15755989 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-03-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 44 86 14687143806.01 3830753.78 1303702.86 14689670856.93 0.0024 1.0001 2015-03-31 1.0001 2015-03-31 C000012373 1.00 14689670856.93 1.00 63519758.17 3394801831.97 3331282073.80 0.0001 1.0001 2015-03-31 1.0001 2015-03-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.180000% 00037CEK2 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 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 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 5000000.00 5000000.00 0.0003 N 5000550.00 5000550.00 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 0.0051 N 75000000.00 75000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.265000% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-10 2015-11-10 N N N 45000000.00 45000000.00 0.0031 N 45001350.00 45001350.00 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 300000000.00 300000000.00 0.0204 Security is a time deposit. N 300000000.00 300000000.00 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 40000000.00 40000000.00 0.0027 N 40002000.00 40002000.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAM9 Other Note N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 129000000.00 129000000.00 0.0088 N 129001419.00 129001419.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAS6 Other Note N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 15000000.00 15000000.00 0.0010 N 15000150.00 15000150.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBK2 Other Note N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N N 9000000.00 9000000.00 0.0006 N 9000432.00 9000432.00 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 25000000.00 25000000.00 0.0017 N 25001500.00 25001500.00 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 14000000.00 14000000.00 0.0010 N 14000840.00 14000840.00 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 3000000.00 3000000.00 0.0002 N 3000177.00 3000177.00 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 23000000.00 23000000.00 0.0016 N 23001840.00 23001840.00 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 74000000.00 74000000.00 0.0050 N 74006660.00 74006660.00 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 45000000.00 45000000.00 0.0031 N 45004500.00 45004500.00 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 10000000.00 10000000.00 0.0007 N 10001300.00 10001300.00 Bank of America, NA Bank of America, NA 0.320000% 06053PDX2 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 45000000.00 45000000.00 0.0031 N 45021150.00 45021150.00 Bank of Montreal Bank of Montreal 0.220000% 06366CET1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 93000000.00 93000000.00 0.0063 N 93002790.00 93002790.00 Bank of Montreal Bank of Montreal 0.230000% 06366CJB5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N N 68000000.00 68000000.00 0.0046 N 68006800.00 68006800.00 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 71000000.00 71000000.00 0.0048 Security is a time deposit. N 71000000.00 71000000.00 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 30000000.00 30000000.00 0.0020 N 30001800.00 30001800.00 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 97000000.00 97000000.00 0.0066 N 97002910.00 97002910.00 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 19000000.00 19000000.00 0.0013 N 19000570.00 19000570.00 Bank of Nova Scotia Bank of Nova Scotia 0.243800% 06417HTD8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2015-05-26 N N N 119000000.00 119000000.00 0.0081 N 118998810.00 118998810.00 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 145000000.00 145000000.00 0.0099 N 145050750.00 145050750.00 Bank of the West Bank of the West 0.240000% 06426GGH4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 43000000.00 43000000.00 0.0029 N 43004730.00 43004730.00 Bank of the West Bank of the West 0.250000% 06426GGP6 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 29000000.00 29000000.00 0.0020 N 29006670.00 29006670.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000% 06538HQQ6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 3000000.00 3000000.00 0.0002 N 3000090.00 3000090.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HQS2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 40000000.00 40000000.00 0.0027 N 40001200.00 40001200.00 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 84000000.00 84000000.00 0.0057 N 84010920.00 84010920.00 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 59000000.00 59000000.00 0.0040 N 59007670.00 59007670.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JNF9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 47000000.00 47000000.00 0.0032 N 47006110.00 47006110.00 Barclays Bank Plc Barclays Bank Plc 0.360000% 06741XL30 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 59000000.00 59000000.00 0.0040 N 59005900.00 59005900.00 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 62000000.00 62000000.00 0.0042 N 62014260.00 62014260.00 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XR59 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 119000000.00 119000000.00 0.0081 N 119071400.00 119071400.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XS74 Certificate of Deposit N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 6000000.00 6000000.00 0.0004 N 6000660.00 6000660.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M150401_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-06-25 0.00 Treasury Debt 400.00 399.97 United States Treasury Department 2015-06-30 1.875000 Treasury Debt 100.00 100.90 United States Treasury Department 2015-09-30 0.250000 Treasury Debt 100.00 100.05 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 100.00 101.78 United States Treasury Department 2016-05-15 7.250000 Treasury Debt 9400.00 10383.07 United States Treasury Department 2016-05-31 0.375000 Treasury Debt 100.00 100.14 United States Treasury Department 2016-06-15 0.500000 Treasury Debt 100.00 100.29 United States Treasury Department 2016-09-15 0.875000 Treasury Debt 100.00 100.60 United States Treasury Department 2016-10-15 0.625000 Treasury Debt 100.00 100.49 United States Treasury Department 2016-10-31 0.375000 Treasury Debt 1547800.00 1547077.53 United States Treasury Department 2016-10-31 1.000000 Treasury Debt 100.00 101.21 United States Treasury Department 2016-12-31 3.250000 Treasury Debt 100.00 105.53 United States Treasury Department 2017-01-31 0.875000 Treasury Debt 100.00 100.72 United States Treasury Department 2017-05-31 2.750000 Treasury Debt 100.00 105.38 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 100.00 102.72 United States Treasury Department 2017-10-15 0.875000 Treasury Debt 100.00 100.62 United States Treasury Department 2017-10-31 0.750000 Treasury Debt 100.00 100.18 United States Treasury Department 2018-02-28 2.750000 Treasury Debt 100.00 105.50 United States Treasury Department 2018-05-15 3.875000 Treasury Debt 1000.00 1103.46 United States Treasury Department 2018-06-30 1.375000 Treasury Debt 100.00 101.44 United States Treasury Department 2018-06-30 2.375000 Treasury Debt 200.00 209.71 United States Treasury Department 2018-07-31 2.250000 Treasury Debt 100.00 104.24 United States Treasury Department 2018-10-31 1.250000 Treasury Debt 100.00 100.90 United States Treasury Department 2018-11-15 3.750000 Treasury Debt 500.00 553.45 United States Treasury Department 2019-01-31 1.250000 Treasury Debt 200.00 200.77 United States Treasury Department 2019-02-28 1.500000 Treasury Debt 101.00 102.18 United States Treasury Department 2020-06-30 1.875000 Treasury Debt 100.00 102.51 United States Treasury Department 2020-09-30 2.000000 Treasury Debt 100.00 102.47 United States Treasury Department 2021-01-31 2.125000 Treasury Debt 100.00 103.26 United States Treasury Department 2021-03-31 2.250000 Treasury Debt 200.00 207.12 United States Treasury Department 2021-05-31 2.000000 Treasury Debt 200.00 205.33 United States Treasury Department 2021-06-30 2.125000 Treasury Debt 100.00 103.22 United States Treasury Department 2021-09-30 2.125000 Treasury Debt 200.00 205.19 United States Treasury Department 2029-02-15 5.250000 Treasury Debt 100.00 137.01 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 1532313.00 1532313.00 0.0001 N 1532313.00 1532313.00 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 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 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 19000000.00 18992463.33 0.0013 N 18994870.00 18994870.00 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 31000000.00 31000000.00 0.0021 N 31005890.00 31005890.00 BNP Paribas BNP Paribas 0.300000% 05572NWN2 Certificate of Deposit N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 62000000.00 62000000.00 0.0042 N 62012400.00 62012400.00 BNP Paribas BNP Paribas 0.360000% 05572NXE1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-08-24 N N N 96000000.00 96000000.00 0.0065 N 96011520.00 96011520.00 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 41000000.00 41000000.00 0.0028 N 41000820.00 41000820.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.310000% 921AAE003_0.3100_M150401_2M54 0001197610 Other Repurchase Agreement N BEAR STEARNS ARM TRUST 2005 1 2035-08-25 2.641200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20668962.00 16456312.27 HARBORVIEW MTGE LOAN TRUST,NY 2036-11-19 0.357499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53026897.00 16059655.78 WELLS FARGO 2036-10-25 2.611000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27360577.00 4284031.98 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 32000000.00 32000000.00 0.0022 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 32000000.00 32000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.110000% 987WVU007_0.1100_M150401_2M54 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2018-01-31 2.625000 Treasury Debt 51482000.00 54195941.32 United States Treasury Department 2020-12-31 2.375000 Treasury Debt 29226600.00 30675499.81 United States Treasury Department 2044-05-15 3.375000 Treasury Debt 18820000.00 22228670.08 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 105000000.00 105000000.00 0.0071 N 105000000.00 105000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.130000% 987WVU007_0.1300_M150401_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2018-01-25 0.501000 Government Agency Debt 53000.00 35397.86 Fannie Mae 2019-12-25 1.800000 Government Agency Debt 28709.00 28932.07 Fannie Mae 2022-10-25 2.654999 Government Agency Debt 4695.00 4705.08 Fannie Mae 2024-10-01 3.153999 Government Agency Debt 380000.00 400349.44 Fannie Mae 2025-05-01 2.706000 Government Agency Debt 506640.00 508678.79 Fannie Mae 2025-10-01 4.000000 Government Agency Debt 93763049.00 43335091.46 Fannie Mae 2027-04-01 3.500000 Government Agency Debt 582827.00 433857.74 Fannie Mae 2027-05-01 3.000000 Government Agency Debt 648646.00 496731.64 Fannie Mae 2028-03-01 2.500000 Government Agency Debt 606807.00 509879.28 Fannie Mae 2028-07-01 3.000000 Government Agency Debt 526084.00 465448.18 Fannie Mae 2033-10-01 2.196000 Government Agency Debt 3500000.00 474325.22 Fannie Mae 2034-11-01 5.740000 Government Agency Debt 478380.00 440300.99 Fannie Mae 2035-04-01 2.373000 Government Agency Debt 3160000.00 489437.23 Fannie Mae 2035-05-01 5.208999 Government Agency Debt 6500000.00 404878.50 Fannie Mae 2036-02-01 2.031000 Government Agency Debt 850000.00 489593.59 Fannie Mae 2036-04-01 2.355000 Government Agency Debt 5000000.00 468257.96 Fannie Mae 2036-07-01 1.985000 Government Agency Debt 2550000.00 371204.90 Fannie Mae 2037-05-01 2.265000 Government Agency Debt 2528049.00 384754.72 Fannie Mae 2038-06-01 3.939999 Government Agency Debt 686585.00 475224.74 Fannie Mae 2041-07-01 2.270999 Government Agency Debt 788390.00 319122.47 Fannie Mae 2042-06-01 2.795999 Government Agency Debt 506243.00 414094.26 Fannie Mae 2042-11-01 3.000000 Government Agency Debt 440000.00 391314.61 Fannie Mae 2043-05-01 2.275999 Government Agency Debt 681051.00 551305.88 Fannie Mae 2044-09-01 4.000000 Government Agency Debt 360934.00 384474.82 Freddie Mac 2028-02-01 2.000000 Government Agency Debt 653000.00 532804.56 Freddie Mac 2030-12-01 3.500000 Government Agency Debt 800000.00 359828.60 Freddie Mac 2031-01-01 4.000000 Government Agency Debt 1041925.00 456160.65 Freddie Mac 2040-08-01 4.500000 Government Agency Debt 1807528.00 558732.56 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 1101802.00 365660.88 Freddie Mac 2045-03-01 3.000000 Government Agency Debt 1009411.00 1030250.51 Freddie Mac 2045-03-01 3.000000 Government Agency Debt 518918.00 530287.49 Freddie Mac 2045-03-20 3.000000 Government Agency Debt 421644.00 430109.35 GNMA 2038-03-20 0.855999 Government Agency Debt 10493276.00 977500.90 GNMA 2038-05-15 5.000000 Government Agency Debt 3179465.00 432167.14 GNMA 2041-07-20 5.500000 Government Agency Debt 63721568.00 22422891.73 GNMA 2041-10-20 1.625000 Government Agency Debt 794916.00 283010.77 GNMA 2042-01-20 2.500000 Government Agency Debt 1000.00 364.86 GNMA 2042-11-20 3.500000 Government Agency Debt 10539363.00 8138763.39 GNMA 2044-12-20 4.000000 Government Agency Debt 428085.00 458791.68 GNMA 2045-03-15 3.000000 Government Agency Debt 499950.00 515878.41 GNMA 2055-06-15 4.129999 Government Agency Debt 487036.00 512100.66 GNMA 2056-01-15 3.819999 Government Agency Debt 351100.00 377268.65 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 88000000.00 88000000.00 0.0060 N 88000000.00 88000000.00 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 89000000.00 89000000.00 0.0061 N 89000000.00 89000000.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FS49 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Letter of Credit Citibank NA N/A N/A 24000000.00 23994500.00 0.0016 N 23996640.00 23996640.00 CAFCO, LLC CAFCO, LLC 0.280000% 12476FV37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N Y Letter of Credit Citibank NA N/A N/A 20000000.00 19980711.07 0.0014 N 19983600.00 19983600.00 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 25000000.00 24976375.00 0.0017 N 24979000.00 24979000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.250000% 13606JNU9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-17 2015-06-17 N N N 28000000.00 28000000.00 0.0019 N 28007280.00 28007280.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.270000% 13606JTP4 Certificate of Deposit N First Tier Security N/A N/A 2015-08-25 2015-08-25 N N N 31000000.00 31000000.00 0.0021 N 31003720.00 31003720.00 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 50000000.00 49979861.11 0.0034 N 49986500.00 49986500.00 Charta, LLC Charta, LLC 0.250000% 16115XSB2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N Y Letter of Credit Citibank NA N/A N/A 16000000.00 15995555.55 0.0011 N 15997120.00 15997120.00 Charta, LLC Charta, LLC 0.250000% 16115XSN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N Y Letter of Credit Citibank NA N/A N/A 16000000.00 15994333.33 0.0011 N 15996000.00 15996000.00 Charta, LLC Charta, LLC 0.250000% 16115XT88 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 32000000.00 31984888.89 0.0022 N 31988480.00 31988480.00 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 30000000.00 29980166.67 0.0020 N 29985900.00 29985900.00 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 15000000.00 14989616.70 0.0010 N 14992500.00 14992500.00 Chase Bank USA, NA Chase Bank USA, NA 0.350000% 16144RUU5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 50000000.00 50000000.00 0.0034 N 50025500.00 50025500.00 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 33000000.00 33000000.00 0.0022 N 33011220.00 33011220.00 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 17000000.00 16988761.08 0.0012 N 16992350.00 16992350.00 Ciesco, LLC Ciesco, LLC 0.290000% 17178CVA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-10 2015-08-10 N N Y Letter of Credit Citibank NA N/A N/A 61250000.00 61185364.23 0.0042 N 61194875.00 61194875.00 Citibank, NA Citibank, NA 0.250000% 17304UA42 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 3000000.00 3000000.00 0.0002 N 3000000.00 3000000.00 Citibank, NA Citibank, NA 0.250000% 17304UB66 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 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 114000000.00 114000000.00 0.0078 N 114010260.00 114010260.00 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 19000000.00 19000000.00 0.0013 N 19004370.00 19004370.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.390000% 19422GUL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-20 2015-07-20 N N Y Guaranty JP Morgan Securities LLC N/A N/A 29000000.00 28965441.66 0.0020 N 28977090.00 28977090.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.400000% 19422DTF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 57000000.00 56952499.99 0.0039 N 56974350.00 56974350.00 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 46000000.00 45997588.62 0.0031 N 46001380.00 46001380.00 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 112000000.00 111996350.57 0.0076 N 112002240.00 112002240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.257500% 924DPV000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-06-19 N N N 18000000.00 18000000.00 0.0012 N 18000360.00 18000360.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.265000% 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2015-09-23 N N Y Letter of Credit Citibank NA N/A N/A 5000000.00 4992708.33 0.0003 N 4993000.00 4993000.00 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 61000000.00 61000000.00 0.0042 N 61000610.00 61000610.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.290000% 22533MWX5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 11000000.00 11000000.00 0.0007 N 11001540.00 11001540.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.240000% 22533MXS5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 28000000.00 28000000.00 0.0019 N 28002800.00 28002800.00 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 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2035-07-25 0.673699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2080000.00 466219.48 BSABS 2006-AC1 1A2 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 114586.31 CFLX 2005-2 4A1 2020-05-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 151845.21 CSFB 2005-9 2A1 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1573997.74 CSMC 2006-5 1A1 2036-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99208000.00 21720923.74 CSMC 2006-5 2A1 2036-06-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 54055000.00 13426657.23 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3951290.00 3775127.43 MLCFC 2007-5 2048-08-12 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 16821715.59 RALI 2005-QS12 A3 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000000.00 2635337.28 RAST 2005-A15 5A1 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49512799.00 14049750.92 WFMBS 2036-12-25 5.538199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000000.00 14963989.14 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 78000000.00 78000000.00 0.0053 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, 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3.592800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 580000.00 480017.89 PMTLT 2013-J1 B4 2043-09-25 3.599800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5780000.00 4605484.12 First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 6000000.00 6000000.00 0.0004 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 6000000.00 6000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.700000% 988WZK004_0.7000_M150527_2M54 0001230485 Other Repurchase Agreement N 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 6183817.86 BSARM 2036-02-25 2.390000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 6803157.93 CREDIT SUISSE COMM MTGE TR 2038-06-11 5.807100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3540000.00 3532847.93 MSM 2005-5AR 1M3 2035-09-25 0.723700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6094000.00 5050253.66 TMST 2037-06-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 67110000.00 10429293.54 WBCMT 2006-C26 AJ 2045-06-15 5.993699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2470000.00 2501372.44 First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 30000000.00 30000000.00 0.0020 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 30000000.00 30000000.00 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 106000000.00 105995406.66 0.0072 N 105996820.00 105996820.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M150401_2M54 0001074042 Government Agency Repurchase Agreement Y 5.25 TVBD 39 C 2039-09-15 5.250000 Government Agency Debt 10807000.00 14129215.89 Fannie Mae 2031-03-15 0.00 Government Agency Debt 26293000.00 15807614.53 Freddie Mac 2025-12-11 0.00 Government Agency Debt 24551500.00 18473530.66 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 47000000.00 47000000.00 0.0032 N 47000000.00 47000000.00 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 83000000.00 82996126.67 0.0056 N 82998340.00 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3.625000 Treasury Debt 250400.00 279908.16 United States Treasury Department 2021-11-15 2.000000 Treasury Debt 678332400.00 695724036.98 First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 696000000.00 696000000.00 0.0474 N 695979120.00 695979120.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 32000000.00 31997457.78 0.0022 N 31998720.00 31998720.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 32000000.00 31997066.67 0.0022 N 31998720.00 31998720.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JTQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 4000000.00 3997666.67 0.0003 N 3998720.00 3998720.00 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 81000000.00 80951625.00 0.0055 N 80973270.00 80973270.00 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 1575000.00 1575000.00 0.0001 N 1575000.00 1575000.00 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 134000000.00 0.0091 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 157000000.00 157000000.00 0.0107 N 156971740.00 156971740.00 HSBC Bank USA HSBC Bank USA 0.310000% 40428AE45 Certificate of Deposit N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N N 36000000.00 36000000.00 0.0025 N 35994600.00 35994600.00 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 37000000.00 37000000.00 0.0025 N 37004070.00 37004070.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.270000% 4497W1R16 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N Y ING Bank NV N/A N/A N 88000000.00 88000000.00 0.0060 N 88000000.00 88000000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.300000% 4497W1T14 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N Y ING Bank NV N/A N/A N 72000000.00 71963400.00 0.0049 N 71977680.00 71977680.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.280000% 4497W1TC0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-12 2015-06-12 N Y ING Bank NV N/A N/A N 2000000.00 1998880.00 0.0001 N 1999240.00 1999240.00 ING Bank NV ING Bank NV 0.300000% 924TBU002 0000319432 Certificate of Deposit N First 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N 17000000.00 17000000.00 0.0012 N 17003400.00 17003400.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.140000% 46899T004_0.1400_M150401_2M54 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 3.500000 Government Agency Debt 12593051.00 10513976.11 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 67608032.00 59888584.11 Freddie Mac 2032-04-01 3.500000 Government Agency Debt 45972123.00 32597783.51 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 100000000.00 100000000.00 0.0068 N 100000000.00 100000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.630000% 921ACP006_0.6300_M150629_2M54 0001168163 Other Repurchase Agreement N AMERICOLD 2010 LLC TRUST 2029-01-17 6.810999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6780493.00 7915386.87 AUSTRALIA NEW ZEALAND 2016-02-12 0.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2890476.00 2902630.45 BAMLL COML MTG SEC TR 2031-12-17 3.271999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8875000.00 8925411.97 BBCMS TR 2014-BXO 2027-08-16 2.732200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 144329.00 144779.07 BERKSHIRE HATHAWAY 2021-08-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10005000.00 10974100.98 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 388G 2033-06-16 2.521999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5562444.00 5790656.48 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1545325.00 1608725.63 FREEPORT MCMORAN COOPER 2017-03-01 2.149999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2936181.00 2928405.01 GCMO 144A COMMERCIAL 2028-11-15 7.968799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3220610.00 3269800.67 INTERNATINOAL PAPER CAPITAL TRUST 2021-08-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5666489.00 7158494.44 J P MORGAN CHASE COML MTG SECSTR 2014 FL4 2030-12-16 4.174999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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CO 2023-03-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5043243.00 5136268.42 MORGAN STANLEY CAP I TR 2011 C1 2047-09-17 3.883999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12927000.00 13145197.71 ORACLE CORP 2019-10-08 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 192.00 196.24 ORACLE CORP 2024-07-08 3.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500250.00 1586707.74 PHILLIP MORRIS INTL INC 2023-11-15 3.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3476951.00 3674337.51 PPL CAPITAL FUNDING, INC. 2022-06-15 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 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3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8820464.00 7041787.05 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 2244073.00 1791547.95 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 1021449.00 889377.85 WMB 7.875 09/01/21 2021-09-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8419542.00 9807524.55 First Tier Security N/A N/A 2015-06-29 2015-06-29 N N N 226000000.00 226000000.00 0.0154 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 226000000.00 226000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.070000% 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Jupiter Securitization Corp Jupiter Securitization Corp 0.250000% 4820P3T94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 59000000.00 58971729.17 0.0040 N 58976400.00 58976400.00 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 3000000.00 2998139.17 0.0002 N 2998620.00 2998620.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.290000% 4820P3TP8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-23 2015-06-23 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 117000000.00 116921772.49 0.0080 N 116941500.00 116941500.00 Lexington Parker Capital Co, LLC Lexington Parker Capital Co, LLC 0.240000% 52952MU16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N Y Credit / Liquidity 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41994960.00 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 66000000.00 65955945.00 0.0045 N 65967000.00 65967000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000% 921ACQ004_0.5500_M150505_2M54 0000728612 Other Repurchase Agreement N BAMILL RE REMIC TR 2014 FRR6 2046-08-26 3.668200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14774411.00 14774285.11 BEAR STEARNS ARM TRUST 2007-4 2047-06-25 2.871200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81322734.00 21308900.46 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26049235.00 22089722.33 JPMCC 2008-C2 AM 2051-02-12 6.573400 Other Instrument common stocks, ETFs, 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N 126000000.00 126000000.00 Societe Generale Societe Generale 0.270000% 83369CT20 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 126000000.00 125941410.00 0.0086 N 125950860.00 125950860.00 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 39000000.00 38974975.00 0.0027 N 38983620.00 38983620.00 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 25000000.00 25000000.00 0.0017 N 25003750.00 25003750.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y3G7 Certificate of Deposit N First Tier Security N/A N/A 2015-07-07 2015-07-07 N N N 13000000.00 13000000.00 0.0009 N 13002080.00 13002080.00 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 34000000.00 34000000.00 0.0023 N 34000680.00 34000680.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YH31 Certificate of Deposit N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 10000000.00 10000000.00 0.0007 N 10001000.00 10001000.00 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 6000000.00 6000000.00 0.0004 N 6000780.00 6000780.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YRQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 28000000.00 28000000.00 0.0019 N 28005880.00 28005880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YVH4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 4000000.00 4000000.00 0.0003 N 4000000.00 4000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXF6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 43000000.00 43000000.00 0.0029 N 43001720.00 43001720.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXY5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 19000000.00 19000000.00 0.0013 N 19000760.00 19000760.00 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 75000000.00 75000000.00 0.0051 N 75015000.00 75015000.00 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 35000000.00 35000000.00 0.0024 N 35007000.00 35007000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCY2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 7000000.00 7000000.00 0.0005 N 6999790.00 6999790.00 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 22000000.00 21999999.44 0.0015 N 22000000.00 22000000.00 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 1000000.00 1000000.00 0.0001 N 1000050.00 1000050.00 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 1000000.00 1000000.00 0.0001 N 1000050.00 1000050.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KVD2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 79000000.00 79000000.00 0.0054 N 79003950.00 79003950.00 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 44000000.00 44000000.00 0.0030 N 44003080.00 44003080.00 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 23000000.00 23000000.00 0.0016 N 23002300.00 23002300.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KWJ8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 144000000.00 144000000.00 0.0098 N 144012960.00 144012960.00 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 220000000.00 220000000.00 0.0150 Security is a time deposit. N 220000000.00 220000000.00 Swedbank AB Swedbank AB 0.235000% 87019SRH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 35000000.00 34996344.44 0.0024 N 34997900.00 34997900.00 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 54000000.00 53966610.00 0.0037 N 53965171.62 53965171.62 Swedbank AB Swedbank AB 0.270000% 87019SV43 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 18000000.00 17983125.00 0.0012 N 17985780.00 17985780.00 Swedbank AB Swedbank AB 0.260000% 87019TYC0 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 7000000.00 7000000.00 0.0005 N 7001680.00 7001680.00 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 93000000.00 93000000.00 0.0063 Security is a time deposit. N 92999776.80 92999776.80 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602URF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 5000000.00 4999572.22 0.0003 N 4999650.00 4999650.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.250000% 88602UT83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14000000.00 13993388.89 0.0010 N 13994540.00 13994540.00 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 0.0034 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 92000000.00 92000000.00 0.0063 N 92000000.00 92000000.00 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 33000000.00 33000000.00 0.0022 N 33012210.00 33012210.00 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 54000000.00 54000000.00 0.0037 N 54002160.00 54002160.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89113EJL1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 94000000.00 94000000.00 0.0064 N 94000000.00 94000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89113EJR8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 90000000.00 90000000.00 0.0061 N 89999100.00 89999100.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSE5 Other Commercial Paper N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 42000000.00 41988461.67 0.0029 N 41996220.00 41996220.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSJ4 Other Commercial Paper N First Tier Security N/A N/A 2015-05-18 2015-05-18 N N N 119000000.00 118964266.94 0.0081 N 118986910.00 118986910.00 UBS AG UBS AG 0.250000% 90267RA41 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.260000% 91127QVE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-14 2015-08-14 N N N 78000000.00 77923949.99 0.0053 N 77933700.00 77933700.00 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 48000000.00 47999813.28 0.0033 N 48010272.00 48010272.00 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 103000000.00 102989471.00 0.0070 N 102994541.00 102994541.00 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 63000000.00 63000000.00 0.0043 N 62997858.00 62997858.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.245000% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 107000000.00 107000000.00 0.0073 N 107000000.00 107000000.00 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 135000000.00 135000000.00 0.0092 N 134995140.00 134995140.00 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 38000000.00 38000000.00 0.0026 N 38000000.00 38000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.277000% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-11-18 N N N 23000000.00 23000000.00 0.0016 N 23000460.00 23000460.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.273300% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-11-23 N N N 23000000.00 23000000.00 0.0016 N 23000460.00 23000460.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.273800% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2015-11-25 N N N 35000000.00 35000000.00 0.0024 N 35000700.00 35000700.00 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 38000000.00 38000000.00 0.0026 N 38004940.00 38004940.00 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 18000000.00 18000000.00 0.0012 N 18002160.00 18002160.00 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 60000000.00 60000000.00 0.0041 N 60007200.00 60007200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.305600% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2016-02-26 N N N 50000000.00 50000000.00 0.0034 N 50006000.00 50006000.00 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 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 Westpac Banking Corp Westpac Banking Corp 0.256500% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-13 2015-05-11 N N N 20000000.00 20000000.00 0.0014 N 20000000.00 20000000.00 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 40000000.00 40000000.00 0.0027 N 40000400.00 40000400.00 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 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 Westpac Banking Corp Westpac Banking Corp 0.273300% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2015-04-23 2015-10-23 N N N 15000000.00 15000000.00 0.0010 N 15000150.00 15000150.00 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 14000000.00 14000000.00 0.0010 N 14001820.00 14001820.00 Westpac Banking Corp Westpac Banking Corp 0.307900% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-13 2016-02-12 N N N 79000000.00 79000000.00 0.0054 N 79009480.00 79009480.00 Westpac Banking Corp Westpac Banking Corp 0.256000% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-13 2015-06-12 N N N 46000000.00 46000000.00 0.0031 N 46000000.00 46000000.00 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 90000000.00 90000000.00 0.0061 N 90001800.00 90001800.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 725715.43 725715.43 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 725715.43 725715.43 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 159966.09 159966.09 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1230614.29 1230614.29 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 209104.23 209104.23 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 209104.23 209104.23