0001145549-15-006082.txt : 20150929 0001145549-15-006082.hdr.sgml : 20150929 20150807144100 ACCESSION NUMBER: 0001145549-15-006082 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150731 FILED AS OF DATE: 20150807 DATE AS OF CHANGE: 20150807 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: 151036814 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-07-31 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 43 78 38831608375.34 13538723.94 111304053.08 38733843046.20 0.0028 1.0001 2015-07-31 1.0001 2015-07-31 C000012378 1.00 38733843046.20 1.00 195219501.35 7239483022.65 7044263521.30 0.0006 1.0001 2015-07-31 1.0001 2015-07-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.190000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6260000.00 6260000.00 0.0002 N 6260000.00 6260000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.280000% 00279H6E1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-15 2015-09-15 N Y Santander UK Plc N/A N/A N 61000000.00 61000000.00 0.0016 N 61011590.00 61011590.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.278500% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-10 2015-11-10 N N N 187000000.00 187000000.00 0.0048 N 187001870.00 187001870.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 5000000.00 5000000.00 0.0001 Security is a time deposit. N 4999976.50 4999976.50 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005_M150804 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 353000000.00 353000000.00 0.0091 Security is a time deposit. N 352999346.95 352999346.95 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.220000% 926RCG004 0000859994 Certificate of Deposit N First Tier Security N/A N/A 2015-09-21 2015-09-21 N N N 2000000.00 2000000.00 0.0001 N 2000240.00 2000240.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.130000% 926TZC004 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-08-05 2015-08-05 N N N 419000000.00 419000000.00 0.0108 Security is a time deposit. 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N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 571000000.00 571000000.00 0.0147 Security is a time deposit. N 571000000.00 571000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.250000% 06417H2H8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-23 2015-09-23 N N N 171000000.00 171000000.00 0.0044 N 171034200.00 171034200.00 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 72000000.00 72000000.00 0.0019 N 72024480.00 72024480.00 Bank of Nova Scotia Bank of Nova Scotia 0.286500% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-12-08 N N N 100000000.00 100000000.00 0.0026 N 100002000.00 100002000.00 Bank of Nova Scotia Bank of Nova Scotia 0.290500% 06417HK21 Certificate of Deposit N First Tier Security N/A N/A 2015-08-21 2015-12-21 N N N 166000000.00 166000000.00 0.0043 N 166001660.00 166001660.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417HT71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-13 2015-11-13 N N N 119000000.00 119000000.00 0.0031 N 119036890.00 119036890.00 Bank of Nova Scotia Bank of Nova Scotia 0.320000% 06417KY94 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 121500000.00 121394159.99 0.0031 N 121424670.00 121424670.00 Bank of Nova Scotia Bank of Nova Scotia 0.330000% 06417KYP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 113000000.00 112883986.67 0.0029 N 112914120.00 112914120.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 924HZZ001_0.1700_M150803_2M49 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2027-07-01 3.500000 Government Agency Debt 5335450.00 3813290.00 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 1524560.00 1117680.00 Fannie Mae 2029-01-01 3.500000 Government Agency Debt 2914880.00 2575380.00 Fannie Mae 2029-10-01 3.000000 Government Agency Debt 5305420.00 4867150.00 Fannie Mae 2029-10-01 3.000000 Government Agency Debt 1000.00 919.17 Fannie Mae 2030-01-01 3.000000 Government Agency Debt 1040000.00 1031540.00 Fannie Mae 2035-03-01 4.000000 Government Agency Debt 4464840.00 4754470.00 Fannie Mae 2035-07-01 3.500000 Government Agency Debt 1002.00 1051.89 Fannie Mae 2035-07-01 4.000000 Government Agency Debt 1300530.00 1409180.00 Fannie Mae 2035-07-01 4.000000 Government Agency Debt 1001.00 1080.10 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 13124000.00 9040170.00 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 3812060.00 2419560.00 Fannie Mae 2042-06-01 3.500000 Government Agency Debt 3298840.00 2899490.00 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 1681600.00 1305800.00 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 962533.00 772737.00 Fannie Mae 2042-11-01 3.000000 Government Agency Debt 106358.00 87283.50 Fannie Mae 2043-02-01 3.000000 Government Agency Debt 7093740.00 6153310.00 Fannie Mae 2043-05-01 3.000000 Government Agency Debt 9789550.00 8492270.00 Fannie Mae 2043-05-01 3.000000 Government Agency Debt 502800.00 444904.00 Fannie Mae 2044-07-01 5.000000 Government Agency Debt 7529830.00 7894380.00 Fannie Mae 2044-07-01 5.000000 Government Agency Debt 1747620.00 1688350.00 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 59000000.00 59000000.00 0.0015 N 59000000.00 59000000.00 Bank of the West Bank of the West 0.270000% 06426GHH3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-08-24 N N N 105000000.00 105000000.00 0.0027 N 105012600.00 105012600.00 Bank of the West Bank of the West 0.280000% 06426GHS9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 77000000.00 77000000.00 0.0020 N 77018480.00 77018480.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.538500% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2016-03-10 N N N 112000000.00 112000000.00 0.0029 N 112003360.00 112003360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JME3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 7000000.00 7000000.00 0.0002 N 7000770.00 7000770.00 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 52000000.00 52000000.00 0.0013 N 52007280.00 52007280.00 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 75000000.00 75000000.00 0.0019 N 75010500.00 75010500.00 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 20000000.00 20000000.00 0.0005 N 20003000.00 20003000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538JSS6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 60000000.00 60000000.00 0.0015 N 60014400.00 60014400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538JSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 119000000.00 119000000.00 0.0031 N 119028560.00 119028560.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538JWR3 Certificate of Deposit N First Tier Security N/A N/A 2016-02-09 2016-02-09 N N N 117000000.00 117000000.00 0.0030 N 117037440.00 117037440.00 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 262000000.00 262000000.00 0.0068 N 262036680.00 262036680.00 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 166000000.00 166000000.00 0.0043 N 166041500.00 166041500.00 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 62000000.00 62000000.00 0.0016 N 62018600.00 62018600.00 Barclays Bank Plc Barclays Bank Plc 0.920000% 06741XW38 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 226000000.00 226000000.00 0.0058 N 226230520.00 226230520.00 Barclays Capital, Inc Barclays Capital, Inc 0.090000% 992JYM004_0.0900_M150805_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-08-15 0.250000 Treasury Debt 4671400.00 4676760.00 United States Treasury Department 2016-01-15 0.375000 Treasury Debt 336000.00 336344.00 United States Treasury Department 2016-05-31 0.375000 Treasury Debt 1200000.00 1201310.00 United States Treasury Department 2016-06-30 0.500000 Treasury Debt 4760800.00 4770250.00 United States Treasury Department 2017-07-31 2.375000 Treasury Debt 9120800.00 9414380.00 United States Treasury Department 2017-10-31 0.750000 Treasury Debt 11401100.00 11402900.00 United States Treasury Department 2018-01-31 0.875000 Treasury Debt 756100.00 755509.00 United States Treasury Department 2018-05-31 2.375000 Treasury Debt 5000.00 5210.42 United States Treasury Department 2018-06-30 2.375000 Treasury Debt 23754700.00 24707900.00 United States Treasury Department 2019-09-30 1.750000 Treasury Debt 4500.00 4579.69 United States Treasury Department 2020-06-30 1.625000 Treasury Debt 187137000.00 187451000.00 United States Treasury Department 2022-02-28 1.750000 Treasury Debt 10349600.00 10273700.00 First Tier Security N/A N/A 2015-08-05 2015-08-05 N N N 250000000.00 250000000.00 0.0065 N 249997500.00 249997500.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 992JYM004_0.1100_M150805_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2034-03-25 4.350000 Government Agency Debt 158.00 0.13 GNMA 2042-02-16 3.200000 Government Agency Debt 981265.00 1011520.00 GNMA 2044-08-20 3.000000 Government Agency Debt 92840500.00 96173400.00 GNMA 2045-03-20 3.500000 Government Agency Debt 16345900.00 17035000.00 GNMA 2045-05-20 3.500000 Government Agency Debt 6028010.00 6305620.00 First Tier Security N/A N/A 2015-08-05 2015-08-05 N N N 115000000.00 115000000.00 0.0030 N 114998850.00 114998850.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 992JYM004_0.1100_M150806_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-11-30 1.375000 Treasury Debt 7500.00 7547.04 United States Treasury Department 2015-12-31 2.125000 Treasury Debt 995900.00 1005700.00 United States Treasury Department 2016-01-07 0.00 Treasury Debt 100.00 99.95 United States Treasury Department 2016-04-15 0.250000 Treasury Debt 14996400.00 15002700.00 United States Treasury Department 2016-04-30 2.625000 Treasury Debt 14800.00 15156.10 United States Treasury Department 2016-05-31 3.250000 Treasury Debt 205400.00 211519.00 United States Treasury Department 2016-07-31 0.120000 Treasury Debt 175800.00 175866.00 United States Treasury Department 2016-09-30 1.000000 Treasury Debt 24917800.00 25156600.00 United States Treasury Department 2016-09-30 1.000000 Treasury Debt 47800.00 48258.10 United States Treasury Department 2016-11-30 2.750000 Treasury Debt 24970000.00 25817900.00 United States Treasury Department 2017-07-31 0.500000 Treasury Debt 600.00 597.09 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 11110400.00 11435000.00 United States Treasury Department 2018-07-31 1.375000 Treasury Debt 927800.00 935918.00 United States Treasury Department 2020-05-15 3.500000 Treasury Debt 8153000.00 8921000.00 United States Treasury Department 2021-02-15 3.625000 Treasury Debt 2170000.00 2416970.00 United States Treasury Department 2021-05-31 2.000000 Treasury Debt 8289500.00 8387100.00 United States Treasury Department 2022-04-30 1.750000 Treasury Debt 197169000.00 194952000.00 United States Treasury Department 2022-06-30 2.125000 Treasury Debt 22600.00 22820.60 United States Treasury Department 2037-02-15 4.750000 Treasury Debt 197800.00 267167.00 First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 289000000.00 289000000.00 0.0075 N 288997110.00 288997110.00 Barclays Capital, Inc Barclays Capital, Inc 0.110000% 992JYM004_0.1100_M150807_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-11-27 0.00 Treasury Debt 827700.00 827507.00 United States Treasury Department 2015-12-24 0.00 Treasury Debt 248000.00 247878.00 United States Treasury Department 2016-07-21 0.00 Treasury Debt 48000.00 47838.10 United States Treasury Department 2016-10-31 0.103000 Treasury Debt 279100.00 279147.00 United States Treasury Department 2019-05-31 1.500000 Treasury Debt 218357000.00 220063000.00 United States Treasury Department 2019-11-30 1.000000 Treasury Debt 5600.00 5492.09 United States Treasury Department 2020-04-30 1.375000 Treasury Debt 1021000.00 1014300.00 United States Treasury Department 2039-11-15 4.375000 Treasury Debt 88225300.00 112344000.00 United States Treasury Department 2042-02-15 3.125000 Treasury Debt 1684800.00 1771070.00 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 330000000.00 330000000.00 0.0085 N 330000000.00 330000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.120000% 992JYM004_0.1200_M150806_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-09-25 4.500000 Government Agency Debt 1870.00 82.68 Fannie Mae 2037-07-25 5.500000 Government Agency Debt 1193.00 259.55 Freddie Mac 2021-09-25 4.187000 Government Agency Debt 1078000.00 1149944.38 Freddie Mac 2022-02-25 8.284000 Government Agency Debt 71181340.00 77423729.97 Freddie Mac 2040-08-20 4.500000 Government Agency Debt 50000000.00 20315279.58 Freddie Mac 2044-07-25 5.045400 Government Agency Debt 250000.00 265222.91 GNMA 2038-12-15 6.000000 Government Agency Debt 14234883.00 5241959.23 GNMA 2043-06-20 4.500000 Government Agency Debt 30000000.00 18520736.76 GNMA 2044-02-20 3.000000 Government Agency Debt 683455.00 685376.28 GNMA 2045-02-20 4.500000 Government Agency Debt 13192626.00 13087637.57 GNMA 2045-05-20 2.500000 Government Agency Debt 6773878.00 6241358.61 GNMA 2050-06-15 2.430000 Government Agency Debt 19000000.00 18864537.22 GNMA 2053-01-15 3.740000 Government Agency Debt 18215392.00 19980694.21 First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 174000000.00 174000000.00 0.0045 N 173998260.00 173998260.00 Barton Capital, LLC Barton Capital, LLC 0.270000% 06945MXE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N Y Letter of Credit SOCIETE GENERALE N/A N/A 61000000.00 60967060.00 0.0016 N 60971940.00 60971940.00 BNP Paribas Fortis SA BNP Paribas Fortis SA 0.270000% 34959TCL8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 83000000.00 83000000.00 0.0021 N 83002490.00 83002490.00 BNP Paribas SA BNP Paribas SA 0.360000% 05572NXE1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-08-24 N N N 285000000.00 285000000.00 0.0074 N 285039900.00 285039900.00 BNP Paribas SA BNP Paribas SA 0.390000% 05572NXT8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 7000000.00 7000000.00 0.0002 N 7002170.00 7002170.00 BNP Paribas SA BNP Paribas SA 0.400000% 05572NYR1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 162000000.00 162000000.00 0.0042 N 162038880.00 162038880.00 BNP Paribas SA BNP Paribas SA 0.250000% 05572NYV2 Certificate of Deposit N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 9000000.00 9000000.00 0.0002 N 9000720.00 9000720.00 BNP Paribas SA BNP Paribas SA 0.260000% 05572NZC3 Certificate of Deposit N First Tier Security N/A N/A 2015-09-24 2015-09-24 N N N 129000000.00 129000000.00 0.0033 N 129012900.00 129012900.00 BNP Paribas SA BNP Paribas SA 0.260000% 05572NZK5 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 91000000.00 91000000.00 0.0023 N 91005460.00 91005460.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.140000% 987WVU007_0.1400_M150803_2M49 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2017-07-31 0.625000 Treasury Debt 190136000.00 189720000.00 United States Treasury Department 2026-01-15 2.000000 Treasury Debt 100.00 136.77 United States Treasury Department 2029-01-15 2.500000 Treasury Debt 100.00 136.46 United States Treasury Department 2044-02-15 1.375000 Treasury Debt 100.00 110.45 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 186000000.00 186000000.00 0.0048 N 186000000.00 186000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.160000% 987WVU007_0.1600_M150803_2M49 0001197610 Government Agency Repurchase Agreement Y 3.25 FHLB 24 PV 2024-03-08 3.250000 Government Agency Debt 6340000.00 6777390.00 Fannie Mae 2016-10-01 6.000000 Government Agency Debt 67137.00 335.20 Fannie Mae 2017-06-01 0.00 Government Agency Debt 6316000.00 6219290.00 Fannie Mae 2018-02-01 5.000000 Government Agency Debt 4730680.00 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2035-10-25 2.510000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4854524.00 823561.12 CMO CONSECO FIN SEC CORP 2033-03-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9740000.00 8748261.67 CMSI 2007-5 1A11 2037-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1612500.00 702356.39 COMM 2006-C7 AJ 2046-06-10 5.774600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 366423.79 CSMC 2008-1R 2037-03-25 0.317000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10638368.00 605440.63 CWALT 2035-07-20 1.467500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13713000.00 1816935.62 CWALT INC. 2005-13CB 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 694259.07 CWALT 2004-16CB M 2034-08-25 5.695100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19908000.00 10922678.98 CWALT 2004-5CB M 2034-03-25 5.591600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 1268997.02 CWALT 2004-J11 M 2034-11-25 5.653600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970500.00 870145.42 CWALT 2005-14 2A2 2035-05-25 0.440500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1807831.25 CWALT 2005-16 A5 2035-06-25 0.470500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1081888.49 CWALT 2005-79CB A1 2036-01-25 0.740500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 2741867.78 CWALT 2005-J11 1A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 5487761.50 CWALT 2006-OA12 A1C 2046-09-20 0.468000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2672127.49 CWHL 2035-04-25 0.480500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2250000.00 124074.70 CWHL 2005-7 IM1 2035-03-25 0.940500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5971000.00 1629500.94 CWHL 2006-HYB2 1A1 2036-04-20 2.674100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7608000.00 7387054.47 WINWATER MTG LN TR 2015 A 2045-06-20 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34420555.00 33971036.08 WINWATER MTG LN TR 2015 A 2045-06-20 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3102836.00 3062314.18 WISCONSIN ENERGY CORP 2020-06-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24346880.00 24410736.46 WISCONSIN ENERGY CORP 2020-06-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7084626.00 7103207.40 WISCONSIN ENERGY CORP SR GLBL NT 18 2018-06-15 1.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245348.00 1247212.91 XTO ENERGY INC 2036-04-01 6.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 454000.00 609451.11 XTO ENERGY INC. 2016-04-01 5.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 57000.00 59982.43 First Tier Security N/A N/A 2015-10-29 2015-10-29 N N N 509000000.00 509000000.00 0.0131 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 509122109.10 509122109.10 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.080000% 992JYG007_0.0800_M150807_2M49 0001168163 Treasury Repurchase Agreement Y United States Treasury Department 2020-07-31 2.000000 Treasury Debt 205912100.00 209386866.69 United States Treasury Department 2020-11-15 2.625000 Treasury Debt 80959900.00 84991098.02 United States Treasury Department 2021-06-30 2.125000 Treasury Debt 46099400.00 46855433.92 United States Treasury Department 2024-05-15 2.500000 Treasury Debt 15348200.00 15773820.60 First Tier Security N/A N/A 2015-08-07 2015-08-07 Y JP MORGAN SECURITIES LLC N/A N/A N N 350000000.00 350000000.00 0.0090 N 349975500.00 349975500.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.329000% 46639XAS8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-10-22 N N N 100000000.00 100000000.00 0.0026 N 100003000.00 100003000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.325000% 46639XAT6 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-10-23 N N N 170000000.00 170000000.00 0.0044 N 170005100.00 170005100.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.326500% 46639XBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-12-08 N N N 273000000.00 273000000.00 0.0070 N 273005460.00 273005460.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.437000% 48125LEB4 Other Note N First Tier Security N/A N/A 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4996150.00 4996150.00 Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 0.100000% 51489NKC5 Certificate of Deposit N First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 150000000.00 150000000.00 0.0039 N 149998500.00 149998500.00 Lloyds Bank Plc Lloyds Bank Plc 0.300000% 53943SVM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-21 2015-08-21 N N N 54000000.00 53991900.00 0.0014 N 53995680.00 53995680.00 Lloyds Bank Plc Lloyds Bank Plc 0.300000% 53945GBR1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-08-10 N N N 160000000.00 160000000.00 0.0041 N 160008000.00 160008000.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53945GHG9 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 10000000.00 10000000.00 0.0003 N 10000400.00 10000400.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.300000% 55607LX90 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 150000000.00 149916250.02 0.0039 N 149940000.00 149940000.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.290000% 55607LXM1 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 139000000.00 138911541.95 0.0036 N 138929110.00 138929110.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000% 06399U000_0.1500_M150803_2M49 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2022-01-25 2.911000 Government Agency Debt 27910200.00 24790000.00 Fannie Mae 2022-11-25 2.501000 Government Agency Debt 28155900.00 28156000.00 Freddie Mac 2045-07-15 0.536000 Government Agency Debt 50000000.00 50054000.00 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.590000% 921ACQ004_0.5900_M150904_2M49 0000728612 Other Repurchase Agreement N BA CREDIT CARD TRUST 2044-10-26 2.431000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21103297.00 20926549.27 BAMLL RE REMIC R 2014 FRR9 2046-12-27 4.114800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 15013627.40 BAMLL RE REMIC TR 2015 FRR10 2046-12-26 3.164800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22500000.00 21183590.79 BCAP LLC 2009-RR14 TRUST 2035-08-26 2.423800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21039826.00 14924682.95 BHMS 2014 ATLS MTG TR 2033-07-08 4.185000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14991000.00 15097645.97 CWALT ALT LN TR 2046-08-25 0.380500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43915000.00 17828120.82 CWMBS INC 2035-08-20 2.423800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 84600000.00 17800901.31 CWMBS, INC 2003-53A-R MTG PASS-THRU 2003-53 CLAS 2035-09-27 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22272000.00 18521098.24 DEUTSCHE ALT A SECURITIES MTG LOAN TRUST SERIES 2 2047-08-25 0.420500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 171906400.00 17201615.93 GREENPOINT MTG 2045-10-25 0.500500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140501508.00 18957888.38 GSMSC RESECURITIZATION TR 2014 3R 2036-11-26 0.367000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20667013.00 16483492.32 GSR MTG LN TR 2007-1F 4A-1 20370125 FLT 2037-01-25 0.490500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101571271.00 17402497.73 MORGAN STANLEY ACES SPC 2047-06-25 0.895800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31662065.00 22768269.80 MORGAN STANLEY BK AMER LYNCH 2047-12-17 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9806300.00 8012055.45 MORGAN STANLEY CAP 2007-HQ13 A-J 20441216 FLT 2044-12-16 6.082900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42380000.00 15600092.61 MORGAN STANLEY RESECURITIZATION TR 2046-11-26 0.409500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24562259.00 16154471.86 MSC 2007-IQ14 AM 2049-04-15 5.682800 Other Instrument common stocks, ETFs, 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Security N/A N/A 2015-08-06 2015-08-06 N N N 88000000.00 88000000.00 0.0023 N 88002640.00 88002640.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682AUM6 Certificate of Deposit N First Tier Security N/A N/A 2015-08-05 2015-08-05 N N N 14000000.00 14000000.00 0.0004 N 14000280.00 14000280.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682AUP9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-08-10 N N N 45000000.00 45000000.00 0.0012 N 45001800.00 45001800.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682AVA1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-08-24 N N N 38000000.00 38000000.00 0.0010 N 38004180.00 38004180.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.350000% 60682AVR4 Certificate of Deposit N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 67000000.00 67000000.00 0.0017 N 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261028710.00 261028710.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.270000% 60689DEW9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-08 2015-09-08 N N N 204000000.00 204000000.00 0.0053 N 204006120.00 204006120.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60689DFA6 Certificate of Deposit N First Tier Security N/A N/A 2015-08-27 2015-08-27 N N N 151000000.00 151000000.00 0.0039 N 151003020.00 151003020.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.270000% 60689DFH1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-15 2015-09-15 N N N 3000000.00 3000000.00 0.0001 N 3000060.00 3000060.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60689DFT5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-14 2015-09-14 N N N 52000000.00 52000000.00 0.0013 N 52000520.00 52000520.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.280000% 60689DGA5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 69000000.00 69000000.00 0.0018 N 69002760.00 69002760.00 Mizuho Bank Ltd 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0.0020 N 78986570.00 78986570.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.300000% 76582KW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N Y Repo Agreement BNP Paribas SA N/A N/A 46000000.00 45988500.00 0.0012 N 45992180.00 45992180.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.300000% 76582KWF4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-15 2015-09-15 N N Y Repo Agreement BNP Paribas SA N/A N/A 87000000.00 86968825.00 0.0022 N 86978250.00 86978250.00 Royal Bank of Canada Royal Bank of Canada 0.374300% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-10-07 2016-08-05 N N N 75000000.00 75000000.00 0.0019 N 75072300.00 75072300.00 Royal Bank of Canada Royal Bank of Canada 0.403500% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-10-05 2016-08-03 N N N 243000000.00 243000000.00 0.0063 N 242995140.00 242995140.00 Royal Bank of Canada Royal Bank of Canada 0.403700% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-10-01 2016-07-29 N N N 125000000.00 125000000.00 0.0032 N 124997500.00 124997500.00 Royal Bank of Canada Royal Bank of Canada 0.298500% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-12-10 N N N 120000000.00 120000000.00 0.0031 N 120001200.00 120001200.00 Royal Bank of Canada Royal Bank of Canada 0.298200% 78009NTF3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-06 2016-01-06 N N N 236000000.00 236000000.00 0.0061 N 235995280.00 235995280.00 Royal Bank of Canada Royal Bank of Canada 0.300500% 78009NTQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-25 2016-02-25 N N N 75000000.00 75000000.00 0.0019 N 75005250.00 75005250.00 Royal Bank of Canada Royal Bank of Canada 0.316700% 78009NTY2 Certificate of Deposit N First Tier Security N/A N/A 2015-08-13 2016-04-13 N N N 414000000.00 414000000.00 0.0107 N 414012420.00 414012420.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MV31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 139000000.00 139000000.00 0.0036 N 138998610.00 138998610.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.300000% 82124MWG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-16 2015-09-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 53000000.00 52980566.67 0.0014 N 52986220.00 52986220.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.310000% 82124MWU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N Y Letter of Credit Barclays Bank Plc N/A N/A 158000000.00 157923808.89 0.0041 N 157944700.00 157944700.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.130000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 580000000.00 580000000.00 0.0150 Security is a time deposit. N 579999565.00 579999565.00 Smithsonian Institution Taxable Bonds Series 2013B 0.250000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 Y Northern Trust Co N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 Societe Generale Societe Generale 0.220000% 83369CV35 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 52000000.00 52000000.00 0.0013 N 51999480.00 51999480.00 Societe Generale Societe Generale 0.260000% 83369CVX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-31 2015-08-31 N N N 26000000.00 25994742.22 0.0007 N 25995840.00 25995840.00 Societe Generale Societe Generale 0.260000% 83369TWF0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-31 2015-08-31 N N N 230000000.00 230000000.00 0.0059 N 230013800.00 230013800.00 State Street Bank & Trust Co NA State Street Bank & Trust Co NA 0.326700% 8574P1FB7 Certificate of Deposit N First Tier Security N/A N/A 2015-08-11 2016-03-11 N N N 163000000.00 163000000.00 0.0042 N 163014670.00 163014670.00 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 73000000.00 73000000.00 0.0019 N 73016060.00 73016060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y7D0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 100000000.00 100000000.00 0.0026 N 100022000.00 100022000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.410000% 86563RA73 Certificate of Deposit N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 8000000.00 8000000.00 0.0002 N 8000880.00 8000880.00 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 0.0019 N 75021750.00 75021750.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.410000% 86563RC97 Certificate of Deposit N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 19000000.00 19000000.00 0.0005 N 19001330.00 19001330.00 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 7000000.00 7000000.00 0.0002 N 7002030.00 7002030.00 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 55000000.00 55000000.00 0.0014 N 55015950.00 55015950.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RF60 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 65000000.00 65000000.00 0.0017 N 65005200.00 65005200.00 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 180000000.00 180000000.00 0.0046 N 180037800.00 180037800.00 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 2000000.00 2000000.00 0.0001 N 2000440.00 2000440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86563RPY8 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 40000000.00 40000000.00 0.0010 N 40006000.00 40006000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86563RWG9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-09 2015-09-09 N N N 246000000.00 246000000.00 0.0064 N 246019680.00 246019680.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RXT0 Certificate of Deposit N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 102000000.00 102000000.00 0.0026 N 102011220.00 102011220.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86563RYF9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 14000000.00 14000000.00 0.0004 N 14001820.00 14001820.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RYM4 Certificate of Deposit N First Tier Security N/A N/A 2015-09-24 2015-09-24 N N N 84000000.00 84000000.00 0.0022 N 84010080.00 84010080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.280000% 86563RZE1 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 18000000.00 18000000.00 0.0005 N 18002160.00 18002160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.280000% 86563KA94 Certificate of Deposit N First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 182000000.00 182000000.00 0.0047 N 182020020.00 182020020.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KB51 Certificate of Deposit N First Tier Security N/A N/A 2015-09-14 2015-09-14 N N N 87000000.00 87000000.00 0.0022 N 87006960.00 87006960.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.280000% 86563KD83 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 63000000.00 63000000.00 0.0016 N 63005040.00 63005040.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.270000% 86563KZL0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-31 2015-08-31 N N N 212000000.00 212000000.00 0.0055 N 212014840.00 212014840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KZV8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-25 2015-08-25 N N N 17000000.00 17000000.00 0.0004 N 17000850.00 17000850.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.070000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 738000000.00 738000000.00 0.0191 Security is a time deposit. N 737998597.80 737998597.80 Swedbank AB Swedbank AB 0.130000% 87019T3A8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 422000000.00 422000000.00 0.0109 N 422000000.00 422000000.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.240000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 The Bank of New York Mellon, Corp The Bank of New York Mellon, Corp 0.080000% 06405XV36 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 175000000.00 175000000.00 0.0045 N 174998250.00 174998250.00 The Bank of New York Mellon, Corp The Bank of New York Mellon, Corp 0.080000% 06405XV77 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 211000000.00 210998124.42 0.0054 N 210995486.71 210995486.71 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.460000% 88602TAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 41000000.00 40911462.77 0.0011 N 40913080.00 40913080.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.276000% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2015-08-14 2015-10-14 N N N 60000000.00 60000000.00 0.0015 N 60000000.00 60000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.276000% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-10-19 N N N 115000000.00 115000000.00 0.0030 N 115000000.00 115000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.298000% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-20 2016-03-21 N N N 193000000.00 193000000.00 0.0050 N 193003860.00 193003860.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113ENP7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 112000000.00 112000000.00 0.0029 N 112026880.00 112026880.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.300000% 89113ENU6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 185000000.00 185000000.00 0.0048 N 185044400.00 185044400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.340500% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-27 2016-05-27 N N N 26000000.00 26000000.00 0.0007 N 26003120.00 26003120.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.337000% 89113ESK3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2016-03-16 N N N 89000000.00 89000000.00 0.0023 N 89008010.00 89008010.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.336000% 89113ESQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2016-03-17 N N N 365000000.00 365000000.00 0.0094 N 365032850.00 365032850.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.260000% 89113EVM5 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 175000000.00 175000000.00 0.0045 N 175021000.00 175021000.00 UBS AG UBS AG 0.350000% 90267RU98 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 263000000.00 263000000.00 0.0068 N 263034190.00 263034190.00 UBS AG UBS AG 0.350000% 90267RV22 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 67000000.00 67000000.00 0.0017 N 67008710.00 67008710.00 UBS AG UBS AG 0.350000% 90267RV71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 57000000.00 57000000.00 0.0015 N 57007410.00 57007410.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.400000% 91127PA76 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 143000000.00 142750544.45 0.0037 N 142804090.00 142804090.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.400000% 91127PA84 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 23000000.00 22959622.22 0.0006 N 22968030.00 22968030.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.260000% 91127QVD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-13 2015-08-13 N N N 100000000.00 99992777.78 0.0026 N 99996000.00 99996000.00 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 81000000.00 80993565.00 0.0021 N 80996760.00 80996760.00 United States Treasury Department United States Treasury Department 0.134000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-08-03 2017-01-31 N N N 200000000.00 199998632.02 0.0052 N 200099400.00 200099400.00 United States Treasury Department United States Treasury Department 0.095000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-08-03 2016-01-31 N N N 264000000.00 263984485.53 0.0068 N 264006600.00 264006600.00 United States Treasury Department United States Treasury Department 0.120000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-08-03 2016-07-31 N N N 170000000.00 170000000.00 0.0044 N 170042840.00 170042840.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.405900% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-09-15 2016-08-12 N N N 100000000.00 100000000.00 0.0026 N 99995000.00 99995000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.460800% 94985HD27 Other Note N First Tier Security N/A N/A 2015-09-22 2016-08-19 N N N 275000000.00 275000000.00 0.0071 N 275000000.00 275000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.280500% 94988E6Y9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-27 2015-08-27 N N N 74000000.00 74000000.00 0.0019 N 73998520.00 73998520.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.288000% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2015-08-18 2015-11-18 N N N 135000000.00 135000000.00 0.0035 N 135000000.00 135000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.290500% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-08-21 2015-11-23 N N N 224000000.00 224000000.00 0.0058 N 224000000.00 224000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.290500% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-25 2015-11-25 N N N 173000000.00 173000000.00 0.0045 N 172998270.00 172998270.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.316500% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2016-02-08 N N N 54000000.00 54000000.00 0.0014 N 54003780.00 54003780.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.319500% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2016-02-09 N N N 82000000.00 82000000.00 0.0021 N 82005740.00 82005740.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.320500% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-08-27 2016-02-26 N N N 150000000.00 150000000.00 0.0039 N 150010500.00 150010500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.336000% 94988EG85 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2016-05-05 N N N 43000000.00 43000000.00 0.0011 N 42999140.00 42999140.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.340500% 94988EGT9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-21 2016-05-23 N N N 2000000.00 2000000.00 0.0001 N 2000240.00 2000240.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.140000% 976PDT008_0.1400_M150803_2M49 0000827124 Treasury Repurchase Agreement Y United States Treasury Department 2019-10-31 1.500000 Treasury Debt 66816600.00 67129836.22 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 65812778.00 65812778.00 0.0017 N 65812778.00 65812778.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.160000% 976PDT008_0.1600_M150803_2M49 0000827124 Government Agency Repurchase Agreement Y Freddie Mac 2030-03-01 3.000000 Government Agency Debt 113475000.00 114005000.00 Freddie Mac 2030-04-01 2.500000 Government Agency Debt 251487000.00 250000000.00 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 350000000.00 350000000.00 0.0090 N 350000000.00 350000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.350000% 927CYE007_0.3500_M150803_2M49 0000072971 Other Repurchase Agreement N HARBOR SPC SER 2006 3 2051-08-27 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17492600.00 17641500.00 INVITATION HOMES 2014 SFR1 TR 2031-06-19 3.435200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18500000.00 18218600.00 INVITATION HOMES 2014 SFRS TR 2031-09-18 3.583500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1081940.00 1068260.00 MORTGAGE ASSET RECEIVABLES TR 2015 NPL1 2030-03-25 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20524100.00 20018600.00 SWAY RESIDENTAIL 2014 1 TR 2032-01-20 4.473500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14651000.00 14688900.00 US RESIDENTIAL OPPORTUNITY FDIII TR 2015 1 2035-01-27 3.721300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13318000.00 12809100.00 VFC 2014 2 LLC SUBSIDIARIES 2030-07-22 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355479.00 175842.00 WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.081200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62150000.00 44188000.00 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 112000000.00 112000000.00 0.0029 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 112000022.40 112000022.40 Westpac Banking Corp Westpac Banking Corp 0.278000% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-08-19 2015-08-19 N N N 100000000.00 100000000.00 0.0026 N 99999000.00 99999000.00 Westpac Banking Corp Westpac Banking Corp 0.280500% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-25 2015-08-25 N N N 226000000.00 226000000.00 0.0058 N 225995480.00 225995480.00 Westpac Banking Corp Westpac Banking Corp 0.285000% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-10-23 N N N 85000000.00 85000000.00 0.0022 N 84999150.00 84999150.00 Westpac Banking Corp Westpac Banking Corp 0.316500% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2016-02-08 N N N 174000000.00 174000000.00 0.0045 N 174013920.00 174013920.00 Westpac Banking Corp Westpac Banking Corp 0.316700% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-12 2016-02-12 N N N 110000000.00 110000000.00 0.0028 N 110007700.00 110007700.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 N N N 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 196804.51 196804.51 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 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% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 N N N 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 614919.62 614919.62 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 N N N 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1131426.11 1131426.11 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 172216.17 172216.17 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 123027.00 123027.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-08-31 2015-08-31 N N N 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 49200.89 49200.89 Yavapai Cnty IDA RB (Drake Cement LLC) Taxable Series 2015 0.250000% 98521YAB5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 Y Bank of Nova Scotia N/A N/A Y Bank of Nova Scotia N/A N/A N 13000000.00 13000000.00 0.0003 N 13000000.00 13000000.00