0001145549-13-003415.txt : 20130530 0001145549-13-003415.hdr.sgml : 20130530 20130405130950 ACCESSION NUMBER: 0001145549-13-003415 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130405 DATE AS OF CHANGE: 20130405 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: 13745167 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-03-31 0000857156 S000004505 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 54 72 21344857669.14 7861606.55 1118330.52 21351600945.17 0.0028 1.0001 2013-03-31 1.0001 2013-03-31 C000012379 1.00 5617846987.60 1.00 -60738280.09 1517055617.05 1577793897.14 0.0001 1.0001 2013-03-31 1.0001 2013-03-31 C000012380 1.00 15733753957.57 1.00 -300597308.69 4840350726.32 5140948035.01 0.0001 1.0001 2013-03-31 1.0001 2013-03-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.370000% 00279HE93 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N Y Santander UK Plc N/A N/A N 109000000.00 109000000.00 0.0051 N 109016350.00 109016350.00 Alpine Securitization Corp Alpine Securitization Corp 0.180000% 02086LR99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 42000000.00 41998320.00 0.0020 N 41997480.00 41997480.00 ANZ New Zealand (Int'l) Ltd ANZ New Zealand (Int'l) Ltd 0.200000% 0018A2RS7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N Y ANZ National Bank Ltd N/A N/A N 54000000.00 53992500.00 0.0025 N 53993520.00 53993520.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.410000% 04915TR12 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Cash Rabobank Nederland N/A N/A 120000000.00 120000000.00 0.0056 N 119998800.00 119998800.00 Atlantis One Funding Corp Atlantis One Funding Corp 0.310000% 04915TSE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-14 2013-05-14 N N Y Cash Rabobank Nederland N/A N/A 7000000.00 6997408.06 0.0003 N 6998740.00 6998740.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.160000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 186000000.00 186000000.00 0.0087 Security is a time deposit. N 186000000.00 186000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.150000% 052992005_M130401 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 500000000.00 500000000.00 0.0234 Security is a time deposit. N 500000000.00 500000000.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUX9 Other Note N First Tier Security N/A N/A 2013-04-25 2013-04-25 N N N 150000000.00 150000000.00 0.0070 N 150010500.00 150010500.00 Bank of America, NA Bank of America, NA 0.300000% 06052WUY7 Other Note N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 35000000.00 35000000.00 0.0016 N 35002800.00 35002800.00 Bank of America, NA Bank of America, NA 0.300000% 06052WVE0 Other Note N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 125000000.00 125000000.00 0.0059 N 125006250.00 125006250.00 Bank of Montreal Bank of Montreal 0.200000% 06366XH39 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 30000000.00 30000000.00 0.0014 N 30000600.00 30000600.00 Bank of Montreal Bank of Montreal 0.220000% 06366XJV5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 87000000.00 87000000.00 0.0041 N 87001740.00 87001740.00 Bank of Montreal Bank of Montreal 0.200000% 06366XS45 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 2000000.00 2000000.00 0.0001 N 2000040.00 2000040.00 Bank of Montreal Bank of Montreal 0.140000% 06366XT85 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 148000000.00 148000000.00 0.0069 N 148000000.00 148000000.00 Bank of Montreal Bank of Montreal 0.140000% 06366XV41 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 72000000.00 72000000.00 0.0034 N 72000000.00 72000000.00 Bank of Montreal Bank of Montreal 0.190000% 06366XVV1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 45000000.00 45000000.00 0.0021 N 45000000.00 45000000.00 Bank of Montreal Bank of Montreal 0.080000% 06366XW40 Certificate of Deposit N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 50000000.00 50000000.00 0.0023 N 50000000.00 50000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.410000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-07-26 N N N 114000000.00 114000000.00 0.0053 N 114084360.00 114084360.00 Bank of Nova Scotia Bank of Nova Scotia 0.283700% 06417FAK6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-05-21 N N N 98000000.00 97999325.13 0.0046 N 98016660.00 98016660.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417FKG4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 21000000.00 21000000.00 0.0010 N 21000420.00 21000420.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417FNK2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 160000000.00 160000000.00 0.0075 N 159996800.00 159996800.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417FNY2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 100000000.00 100000000.00 0.0047 N 100002000.00 100002000.00 Bank of Nova Scotia Bank of Nova Scotia 0.120000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 154000000.00 154000000.00 0.0072 Security is a time deposit. N 154000000.00 154000000.00 Bank of the West Bank of the West 0.310000% 06426GAT4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 61000000.00 61000000.00 0.0029 N 61018910.00 61018910.00 Bank of the West Bank of the West 0.295000% 06426GAW7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 3000000.00 3000000.00 0.0001 N 3000930.00 3000930.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGM0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 61000000.00 61000000.00 0.0029 N 61017690.00 61017690.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGT5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 9000000.00 9000000.00 0.0004 N 9002700.00 9002700.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGW8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 12000000.00 12000000.00 0.0006 N 12003720.00 12003720.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 147000000.00 147000000.00 0.0069 N 147038220.00 147038220.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538FHZ0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 22000000.00 22000000.00 0.0010 N 22000660.00 22000660.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538FJC9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-11 2013-04-11 N N N 23000000.00 23000000.00 0.0011 N 23000690.00 23000690.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FJK1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 11000000.00 11000000.00 0.0005 N 11002970.00 11002970.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLL6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 90000000.00 90000000.00 0.0042 N 90060300.00 90060300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 120000000.00 120000000.00 0.0056 N 120080400.00 120080400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.380000% 06538FLZ5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 16000000.00 16000000.00 0.0007 N 16009120.00 16009120.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHD3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 3000000.00 3000000.00 0.0001 N 3000630.00 3000630.00 Barclays Bank Plc Barclays Bank Plc 0.400000% 06741XHL5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N N 142000000.00 142000000.00 0.0067 N 142036920.00 142036920.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XHY7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 2000000.00 2000000.00 0.0001 N 2000740.00 2000740.00 Barclays Bank Plc Barclays Bank Plc 0.470000% 06741XJB5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 5000000.00 5000000.00 0.0002 N 5002000.00 5002000.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XMG0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 81000000.00 81000000.00 0.0038 N 81006480.00 81006480.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XMJ4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 68000000.00 68000000.00 0.0032 N 68005440.00 68005440.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNB0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 4000000.00 4000000.00 0.0002 N 4003240.00 4003240.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 35000000.00 35000000.00 0.0016 N 35014000.00 35014000.00 Barclays Capital, Inc Barclays Capital, Inc 0.160000% 07699U005_0.1600_M130404_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2029-08-01 4.000000 Government Agency Debt 376680.00 176858.44 Fannie Mae 2037-01-01 2.568000 Government Agency Debt 13971.00 11158.30 Fannie Mae 2037-05-01 5.908000 Government Agency Debt 244052.00 25268.37 Fannie Mae 2039-01-01 5.643000 Government Agency Debt 13309116.00 2460343.76 Fannie Mae 2040-01-01 3.552000 Government Agency Debt 8642.00 4528.45 Fannie Mae 2040-11-01 3.069000 Government Agency Debt 6613.00 2575.05 Fannie Mae 2041-12-01 3.322000 Government Agency Debt 7131.00 7189.63 Fannie Mae 2042-04-25 2.000000 Government Agency Debt 33931482.00 34248325.60 Fannie Mae 2042-07-01 2.924000 Government Agency Debt 1640.00 1509.03 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 166977.00 176627.35 Fannie Mae 2042-08-01 2.599000 Government Agency Debt 10049223.00 9504513.64 Fannie Mae 2042-11-01 2.742000 Government Agency Debt 2175876.00 2275553.64 Fannie Mae 2043-02-01 1.813000 Government Agency Debt 5085374.00 5203661.14 Fannie Mae 2043-02-01 2.042000 Government Agency Debt 463641.00 472187.04 Fannie Mae 2043-03-01 3.000000 Government Agency Debt 383913.00 397268.95 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 115374.00 72244.76 Freddie Mac 2042-11-15 2.000000 Government Agency Debt 70796206.00 70751675.26 Freddie Mac 2043-03-01 4.000000 Government Agency Debt 7808.00 8513.40 First Tier Security N/A N/A 2013-04-04 2013-04-04 Y BARCLAYS CAPITAL INC N/A N/A N N 120000000.00 120000000.00 0.0056 N 119999200.00 119999200.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 992JYM004_0.1000_M130401_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2023-12-01 5.000000 Government Agency Debt 6900000.00 1428468.61 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 3000000.00 1495930.79 Fannie Mae 2026-07-01 4.500000 Government Agency Debt 1794193.00 1429156.78 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 2094703.00 1470117.23 Fannie Mae 2033-02-01 3.500000 Government Agency Debt 838768.00 895203.54 Fannie Mae 2035-06-01 5.000000 Government Agency Debt 4454452.00 1486463.70 Fannie Mae 2036-11-01 5.866000 Government Agency Debt 3461591.00 397126.20 Fannie Mae 2037-03-01 6.000000 Government Agency Debt 22914593.00 1416440.49 Fannie Mae 2037-09-01 2.487000 Government Agency Debt 620819.00 381541.16 Fannie Mae 2038-11-01 5.152000 Government Agency Debt 22888543.00 3488323.92 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 1797752.00 1495155.26 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 426455.00 259759.30 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 1414035.00 1490950.72 Fannie Mae 2043-01-01 4.000000 Government Agency Debt 1388553.00 1520590.26 Fannie Mae 2043-01-01 4.000000 Government Agency Debt 1354034.00 1464656.64 Fannie Mae 2043-03-01 2.266000 Government Agency Debt 4107409.00 4283922.85 Fannie Mae 2047-10-01 6.500000 Government Agency Debt 14534885.00 1449891.32 Freddie Mac 2019-08-01 5.500000 Government Agency Debt 13739727.00 1495556.87 Freddie Mac 2038-09-01 6.000000 Government Agency Debt 6030000.00 1469108.62 Freddie Mac 2039-10-01 4.500000 Government Agency Debt 2480476.00 1539237.56 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 2181779.00 1504484.43 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 6847.00 5113.97 Freddie Mac 2042-04-01 4.500000 Government Agency Debt 1526473.00 1521136.27 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 1384785.00 1410102.41 Freddie Mac 2042-12-01 4.000000 Government Agency Debt 99224.00 107574.11 Freddie Mac 2043-01-01 4.000000 Government Agency Debt 1467025.00 1493987.07 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 35000000.00 35000000.00 0.0016 N 35000000.00 35000000.00 BNP Paribas BNP Paribas 0.600000% 05572NKU9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 42000000.00 42000000.00 0.0020 N 42026880.00 42026880.00 BNP Paribas BNP Paribas 0.585000% 05572NKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 120000000.00 120000000.00 0.0056 N 120081600.00 120081600.00 BNP Paribas BNP Paribas 0.440000% 05572NMB9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 43000000.00 43000000.00 0.0020 N 43003870.00 43003870.00 BNP Paribas BNP Paribas 0.400000% 05572NMF0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 86000000.00 86000000.00 0.0040 N 85991400.00 85991400.00 BNP Paribas BNP Paribas 0.590000% 988VHP005 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 46000000.00 46000000.00 0.0022 N 46030360.00 46030360.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AAE003_0.2900_M130408_2M47 0001197610 Other Repurchase Agreement N AMGEN INC 2021-06-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 969204.00 1082680.56 AXIS BANK LIMITED 2016-05-02 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 173515.00 185953.23 BANCOLOMBIA S A ADR 2021-06-03 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 567402.00 647693.32 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2674945.00 2704458.56 HANA BANK 2016-11-03 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405434.00 445921.09 INTESA SAN PAOLA 2014-02-24 2.688100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 781289.00 787803.98 KOREA EAST WEST POWER CO 2017-07-16 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10471.00 10825.76 PETRONAS CAP LIMITED 2022-05-22 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195803.00 268086.61 PHILLIP MORRIS INTERNATIONAL INC 2022-08-22 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1140000.00 1128611.40 TELECOM ITALIA CAP 2014-09-30 4.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 82654.00 87965.76 First Tier Security N/A N/A 2013-04-08 2013-04-08 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 7000000.00 7000000.00 0.0003 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 7000140.00 7000140.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130401_2M47 0001197610 Other Repurchase Agreement N ABBVIE INC 2018-11-06 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 693771.00 702713.71 AMERICAN INTERNATIONAL GROUP, INC 2020-12-15 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1198424.00 1507658.67 AMGEN INC 2021-06-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1013473.00 1132132.67 AMGEN INC 2021-06-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101952.00 113888.77 AT & T INC 2015-08-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1172371.00 1221207.42 AXIS BANK LIMITED 2016-05-02 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6119.00 6557.63 BAA FDG LTD 2017-06-25 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2039116.00 2099636.96 BANK OF NOVA SCOTIA CB 2016-08-03 2.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1140025.00 1195640.80 CITIGROUP INC. 2014-09-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3399000.00 3576038.80 CITIGROUP, INC. 2013-08-19 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9297224.00 9572716.24 DEUTSCHE TELEKOM INTL 2016-04-11 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1205357.00 1289559.05 GTL TRADE FIN 2017-10-20 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 957586.00 1124033.07 HANA BANK 2016-11-03 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1529541.00 1682282.66 HANA BANK 2016-11-03 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6906.00 7595.64 HUTCHISON WHAMPOA INTL 09 LI 2019-04-09 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2261040.00 2963014.10 IBM CORP 2016-07-22 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44929.00 46765.47 INTESA SAN PALO SPA 2018-01-16 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4344825.00 4219476.80 KOREA EAST WEST POWER CO 2017-07-16 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6545.00 6766.74 MORGAN STANLEY GROUP INC 2018-04-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 103557.00 127272.89 PETROLEOS MEXICANOS GUARANTEED NOTES 2019-05-03 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1606669.00 2114331.77 PETROLIAM NASIONAL BERHAD 2015-08-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5334510.00 6314405.25 PETROLIAM NASIONAL BERHAD 2015-08-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1198211.00 1418310.18 PETRONAS CAP LIMITED 2022-05-22 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3607.00 4938.58 RYDER SYSTEM INC 2019-02-26 2.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25268.00 25585.84 SCOTLND INTL FIN N0.2 2013-05-23 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2823669.00 2876237.09 THE KOREA DEV BANK 2017-05-04 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20185.00 22243.87 WELLPOINT INC COM 2023-01-15 3.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1850000.00 1878989.50 First Tier Security N/A N/A 2013-04-01 2013-04-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 45000000.00 45000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 45000000.00 45000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130422_2M47 0001197610 Other Repurchase Agreement N AXIS BANK LIMITED 2016-05-02 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2935.00 3145.39 EUROPEAN INVESTMENT BANK 2014-08-15 1.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4413.00 4464.83 PETROLEOS MEXICANOS GUARANTEED NOTES 2015-03-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2537625.00 2722263.65 PETRONAS CAP LIMITED 2022-05-22 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10566.00 14466.60 SCOTLND INTL FIN N0.2 2013-05-23 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4105313.00 4181741.38 THE KOREA DEV BANK 2017-05-04 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6101560.00 6723919.12 First Tier Security N/A N/A 2013-04-22 2013-04-22 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 13000000.00 13000000.00 0.0006 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 13000000.00 13000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.230000% 987WVU007_0.2300_M130401_2M47 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-20 4.000000 Government Agency Debt 164877093.00 134302566.98 GNMA 2041-09-20 4.500000 Government Agency Debt 328242920.00 249999999.53 GNMA 2042-12-20 3.000000 Government Agency Debt 51355663.00 53447433.86 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 425000000.00 425000000.00 0.0199 N 425000000.00 425000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.200000% 0556X0S70 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N Y Bank of New Zealand N/A N/A N 20000000.00 19996000.00 0.0009 N 19995400.00 19995400.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.190000% 0556X0T61 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-06 2013-06-06 N Y Bank of New Zealand N/A N/A N 33000000.00 32988505.00 0.0015 N 32985480.00 32985480.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.170000% 10513DRK8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 18000000.00 18000000.00 0.0008 N 18003600.00 18003600.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.170000% 10513DRN2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 34000000.00 34000000.00 0.0016 N 34006800.00 34006800.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.210000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.290000% 12476ETS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N Y Letter of Credit Citibank NA N/A N/A 56000000.00 55961204.44 0.0026 N 55965280.00 55965280.00 CAFCO, LLC CAFCO, LLC 0.500000% 12476EV55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 120000000.00 119790000.00 0.0056 N 119858400.00 119858400.00 CAFCO, LLC CAFCO, LLC 0.460000% 12476EWG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N Y Letter of Credit Citibank NA N/A N/A 49000000.00 48894813.48 0.0023 N 48902980.00 48902980.00 California RAN 2012-2013 Series A1 0.150000% 46636YW89 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JP Morgan Chase & Co N/A N/A N N 34205000.00 34205000.00 0.0016 N 34205000.00 34205000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.373200% 13606YLN4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 211000000.00 211000000.00 0.0099 N 211025320.00 211025320.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.283700% 13606YMY9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 19000000.00 19002530.28 0.0009 N 19005320.00 19005320.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.293700% 13606YNA0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 85000000.00 85000000.00 0.0040 N 85025500.00 85025500.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738JR85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 22000000.00 21999187.22 0.0010 N 21998680.00 21998680.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738JT75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 44000000.00 43979527.78 0.0021 N 43980640.00 43980640.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JTQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 40000000.00 39977600.00 0.0019 N 39976800.00 39976800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JU81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 20000000.00 19986933.34 0.0009 N 19986000.00 19986000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JUA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 59000000.00 58960666.66 0.0028 N 58957520.00 58957520.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TR50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4999861.11 0.0002 N 4999900.00 4999900.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TS18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 54000000.00 53988750.00 0.0025 N 53994600.00 53994600.00 Chariot Funding, LLC Chariot Funding, LLC 0.180000% 15963TSM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-21 2013-05-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 100000000.00 99975000.00 0.0047 N 99983000.00 99983000.00 Chariot Funding, LLC Chariot Funding, LLC 0.180000% 15963TSU4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4998575.00 0.0002 N 4999000.00 4999000.00 Chariot Funding, LLC Chariot Funding, LLC 0.180000% 15963TT74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14994975.00 0.0007 N 14996250.00 14996250.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TTE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 13000000.00 12991983.33 0.0006 N 12996230.00 12996230.00 Chariot Funding, LLC Chariot Funding, LLC 0.320000% 15963TTH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 1000000.00 999315.55 0.0000 N 999700.00 999700.00 Chariot Funding, LLC Chariot Funding, LLC 0.220000% 15963TTL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 28000000.00 27986311.11 0.0013 N 27991040.00 27991040.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TWH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5992395.00 0.0003 N 5993280.00 5993280.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTF0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 19000000.00 19000000.00 0.0009 N 19002280.00 19002280.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTG8 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 75000000.00 75000000.00 0.0035 N 75009000.00 75009000.00 Chase Bank USA, NA Chase Bank USA, NA 0.180000% 16144RTL7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 50000000.00 50000000.00 0.0023 N 50006500.00 50006500.00 Ciesco, LLC Ciesco, LLC 0.340000% 17178BTT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N Y Letter of Credit Citibank NA N/A N/A 97000000.00 96920298.34 0.0045 N 96937920.00 96937920.00 Ciesco, LLC Ciesco, LLC 0.460000% 17178BW43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 83000000.00 82834553.33 0.0039 N 82849770.00 82849770.00 Citibank, NA Citibank, NA 0.170000% 17304UCU2 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 50000000.00 50000000.00 0.0023 N 50000500.00 50000500.00 Citibank, NA Citibank, NA 0.180000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 85000000.00 85000000.00 0.0040 Security is a time deposit. N 85001700.00 85001700.00 Cleveland Airport System Taxable RB Series 2008F 0.140000% 186352MF4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 29000000.00 29000000.00 0.0014 N 29000000.00 29000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.180000% 20272DSX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-31 2013-05-31 N N N 20000000.00 19994000.00 0.0009 N 19994600.00 19994600.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 20272DTH3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 96000000.00 95960986.67 0.0045 N 95964480.00 95964480.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.190000% 921MYH004 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 225000000.00 225000000.00 0.0105 N 225006750.00 225006750.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 921PVM009 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 75000000.00 75000000.00 0.0035 N 75004500.00 75004500.00 CRC Funding, LLC CRC Funding, LLC 0.290000% 12622UTT3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N Y Letter of Credit Citibank NA N/A N/A 10000000.00 9992991.66 0.0005 N 9991861.00 9991861.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 125000000.00 124781250.00 0.0058 N 124822500.00 124822500.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV78 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N Y Letter of Credit Citibank NA N/A N/A 18000000.00 17968000.00 0.0008 N 17973900.00 17973900.00 CRC Funding, LLC CRC Funding, LLC 0.460000% 12622UWG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N Y Letter of Credit Citibank NA N/A N/A 81000000.00 80826120.00 0.0038 N 80825850.00 80825850.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.340000% 22532UQC1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 108000000.00 108000000.00 0.0051 N 108012960.00 108012960.00 Credit Suisse AG Credit Suisse AG 0.330000% 22550DD30 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 101000000.00 101000000.00 0.0047 N 101014140.00 101014140.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DS83 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 178000000.00 178000000.00 0.0083 N 178035600.00 178035600.00 Credit Suisse AG Credit Suisse AG 0.320000% 22550DZR3 Certificate of Deposit N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 80000000.00 80000000.00 0.0037 N 80002400.00 80002400.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.210000% 22799D001_0.2100_M130401_2M47 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2016-06-30 1.500000 Treasury Debt 251985000.00 261790975.84 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 256654339.00 256654339.00 0.0120 N 256654339.00 256654339.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130510_2M47 0001230485 Other Repurchase Agreement N 144A BSCMS 2006-PW13 J 2041-09-11 5.255000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 1078.82 144A BSCMS 2006-PW13 K 2041-09-11 5.255000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 865000.00 41296.18 144A CSFB 2004-CF2 2M1 2044-05-25 1.054200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4844315.00 3263932.51 144A FREMF 2013-K24 C 2045-11-25 3.381000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 127935.29 144A GKKRE 2007-1A A1 2056-08-15 0.570100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 1706846.06 144A JPALT 2008-R2 A1 2036-11-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 730000.00 333374.79 144A JPMCC 2006-CB14 E 2044-12-12 5.540900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15500000.00 960483.42 144A MSC 2006-T23 B 2041-08-12 5.818600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2325000.00 2492427.78 144A SASC 2007-GEL2 A1 2037-05-25 0.351700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16542532.00 1148863.29 144A SDART 2012-5 E 2019-09-16 4.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2102156.64 ABS CHASE FUNDING TRUST 2003-3 2036-04-25 0.804200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3767798.00 990460.99 ABS OAKWOOD MTGE INVSTR 1999-B 2030-12-15 7.405000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 352798.92 ACE 2006-NC1 M1 2035-12-25 0.614200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 879250.60 AHMA 2006-6 A1B 2046-12-25 0.444200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11928100.00 385921.54 ARMT 2005-5 3A3 2035-09-25 5.167200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4820000.00 4106330.57 ARMT 2005-6A 2A1 2035-11-25 0.514200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4650000.00 454670.82 BACM 2005-4 B 2045-07-10 5.118000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 487769.79 BAFC 2047-02-20 0.363200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 87725.96 BALTA 2005-5 24A1 2035-07-25 5.335300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4335000.00 1501962.17 BALTA 2006-8 1A1 2046-06-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29020000.00 3852681.89 BOAA 2005-9 1CB2 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2550000.00 1979798.64 CARR 2006-NC1 A4 2036-01-25 0.514200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7400000.00 4895705.87 CARR 2007-RFC1 A3 2036-12-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 826672.02 CMLTI 2007-AR8 2A1A 2037-07-25 2.864600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000000.00 4044883.94 CSMC 2036-05-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 262200.00 82229.59 CSMC 2007-3 1A3A 2037-04-25 5.745600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1020000.00 522357.12 CWALT 2046-05-20 0.413200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10792102.00 3264428.59 CWALT 2005-J7 1A6 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5225000.00 3843695.59 CWALT 2006-13T1 A3 2036-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 1419343.33 CWALT 2006-OA6 1A3 2046-07-25 0.474200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7770000.00 1018122.15 CWALT 2006-OC2 2A2 2036-02-25 0.404200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6725000.00 1058497.34 CWALT 2007-9T1 2A3 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 7040.80 CWALT 2007-OA11 A1B 2047-11-25 1.424300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5435000.00 2929401.04 CWALT 2007-OH1 A1D 2047-04-25 0.414200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740000.00 319298.43 CWHEL 2006-E 2A 2036-07-15 0.343200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81227300.00 8267362.19 CWL 2035-11-25 4.867000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1900215.27 CWL 2004-4 M1 2034-07-25 0.924200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4446134.00 3893845.51 CWL 2005-11 MV3 2036-02-25 0.734200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1748691.56 CWL 2005-12 M2 2036-02-25 0.694200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1072037.70 CWL 2005-13 MV2 2036-04-25 0.664200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9800000.00 2251318.32 CWL 2005-17 4A2A 2036-05-25 0.464200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 340465.16 CWL 2007-7 2A3 2047-10-25 0.434200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6431000.00 3061355.59 DBALT 2005-2 M 2035-04-25 5.661400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6855590.00 1228092.73 FFMER 2037-06-25 0.334200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000000.00 5653181.79 FFML 2006-FF5 2A3 2036-04-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2270000.00 1045579.29 FHASI 2007-4 1A8 2037-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 72000.00 45944.37 GPHE 2004-2 A1 2030-01-15 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75540800.00 1347088.84 GSAA 2006-7 AF2 2046-03-25 5.994900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5485000.00 2481107.33 GSAA 2007-5 2A1B 2047-04-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7865000.00 329918.57 GSR 2037-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 357078.84 GT 1996-3 M1 2027-05-15 7.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 5763776.30 GT 1999-3 A8 2031-02-01 7.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 691585.34 HEAT 2006-3 M1 2036-07-25 0.594200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27800000.00 7134022.46 HMBT 2005-4 A2 2035-10-25 0.534200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 372402.76 HVMLT 2038-01-19 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 825000.00 313487.85 IMM 2035-10-25 0.704200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 4501541.55 IMPAC CMB TRUST SERIES 200 2035-06-25 0.634200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1015000.00 76099.65 INABS 2006-E 2A2 2037-04-25 0.324200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 1553782.76 INDA 2007-AR6 1A2 2037-10-25 3.439300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13239000.00 114846.99 JPMAC 2005-FRE1 M2 2035-10-25 0.634200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 1475692.66 JPMAC 2005-WMC1 M4 2035-09-25 0.804200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4786000.00 1026774.20 JPMCC 2008-C2 AM 2051-02-12 6.566600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2790000.00 2370762.04 LBMLT 2003-4 M2 2033-08-25 2.829200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9045000.00 1064579.34 LBMLT 2004-1 M4 2034-02-25 1.704200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 461426.32 LXS 2007-20N A2 2037-12-25 1.454200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19362200.00 1385765.67 MLCFC 2007-5 2048-08-12 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1860000.00 1404436.80 MLCFC 2007-9 AMA 2049-09-12 5.853000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 795000.00 903494.19 MSAC 2035-02-25 0.854200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3657000.00 843167.75 MSAC 2035-09-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4232000.00 1710254.25 MSAC 2036-08-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6550000.00 3316807.88 MSHLC 2007-1 A 2031-12-25 0.304200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9300000.00 4043225.91 MSM 2005-2AR B1 2035-04-25 0.704200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2794800.00 226176.03 MSM 2007-12 4A1 2037-08-25 0.604200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5130000.00 992928.80 NCSLT 2007-2 A4 2033-01-25 0.494200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 368624.97 NHELI 2005-HE1 M5 2035-09-25 0.854200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 1671097.04 OAKWOOD MTG INVESTORS 1999-B 2032-11-15 5.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000000.00 5150912.49 RAST 2005-A14 A5 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2398000.00 886525.41 RAST 2005-A15 5A1 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8123500.00 2854694.64 RAST 2007-A6 2A1 2037-06-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99000.00 29276.72 RBSGC 2037-03-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16645000.00 4784908.11 RFMS2 2007-HSA1 A 2037-02-25 0.314200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6377509.00 782044.75 SABR 2036-05-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18764500.00 2425002.74 SAIL 2005-4 M5 2035-05-25 0.854200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14376000.00 2030914.40 SDART 2012-1 E 2019-02-15 6.770000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3410000.00 3801728.08 SDART 2012-3 E 2019-06-17 5.130000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3537700.00 3659674.75 SVHE 2037-06-25 0.484200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 4006071.12 TBW 2006-2 2036-05-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6324600.00 1379982.66 TMST 2038-04-25 5.776000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 190812.35 TMTS 2005-14HE AV2 2036-08-25 0.484200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10464000.00 1017977.32 First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 142000000.00 142000000.00 0.0067 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 142079520.00 142079520.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2M47 0001230485 Other Repurchase Agreement N 144A ADROC 2005-2A A1LB 2041-02-06 0.538400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 169796900.00 97944912.30 144A BLACK 2012-1A D 2023-02-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2900000.00 2459632.28 144A JPALT 2008-R4 2A1 2037-06-27 0.702700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6759514.00 2876296.13 ARSI 2005-W2 M1 2035-10-25 0.694200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 431717.28 BACM 2005-4 B 2045-07-10 5.118000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1325000.00 1305646.42 BEAR STEARNS ALT A 11 5A1 2035-04-25 5.432800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 208269.80 CARR 2005-FRE1 M2 2035-12-25 0.694200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 611005.00 CHASE 2007-A1 12A3 2037-03-25 5.241500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7390000.00 4443519.79 CSFB 2005-C5 F 2038-08-15 5.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 875000.00 784749.01 CWALT 2046-05-20 0.413200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4620000.00 1397471.98 CWALT 2046-12-25 0.324200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8095000.00 2453362.82 CWALT 2005-79CB A1 2036-01-25 0.754200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 2796231.06 CWALT 2005-IM1 A1 2036-01-25 0.504200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8190000.00 1442694.45 CWALT 2005-J8 1A1 2035-07-25 0.904200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 3042059.99 CWL 2005-IM3 A3 2036-03-25 0.454200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10275000.00 2548366.24 DSLA 2007-AR1 2A1A 2048-04-19 0.343200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 13566186.73 HMBT 2036-12-25 0.384200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 5441883.09 IMSA 2007-3 A1B 2037-09-25 0.444200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 126125.69 INDX 2036-07-25 0.324200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12550000.00 3082519.00 LEHMAN MORTGAGE TRUST 200 2037-01-25 0.584200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9176900.00 3093453.67 MARM 2007-1 I2A1 2047-01-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4960000.00 1857587.14 RALI 2006-Q10 A1 2037-01-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32500000.00 12644890.40 RALI 2006-QS1 A5 2036-01-25 1.114200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17393400.00 5028280.43 RALI 2006-QS17 A3 2036-12-25 0.554200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40560800.00 11236527.84 RALI 2006-QS6 1A2 2036-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28805000.00 6704195.02 RAST 2005-A15 5A1 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50257900.00 17661224.57 SASI 1993-6 A2 2023-11-26 0.337700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75531000.00 249288.81 WAMU 2006-AR9 1A 2046-08-25 1.175000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8200000.00 2711943.41 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 181000000.00 181000000.00 0.0085 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 181000000.00 181000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.130000% 992JYD004_0.1300_M130402_2M47 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2042-01-01 4.000000 Government Agency Debt 50028998.00 40018582.92 Freddie Mac 2042-02-01 4.000000 Government Agency Debt 261995000.00 198663501.83 First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 234000000.00 234000000.00 0.0110 N 234000000.00 234000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.150000% 992JYD004_0.1500_M130404_2M47 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2027-06-20 3.000000 Government Agency Debt 6100000.00 5956149.91 Freddie Mac 2045-10-15 2.250000 Government Agency Debt 4065000.00 4245391.41 First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 10000000.00 10000000.00 0.0005 N 10000000.00 10000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.340000% 2284K0R80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity BNP Paribas N/A N/A 25000000.00 24998347.22 0.0012 N 24998500.00 24998500.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.350000% 2284K0R98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity BNP Paribas N/A N/A 30000000.00 29997666.67 0.0014 N 29998200.00 29998200.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.320000% 2284K0SQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity BNP Paribas N/A N/A 10000000.00 9995288.89 0.0005 N 9996700.00 9996700.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155BDU6 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 100000000.00 100000000.00 0.0047 N 100031000.00 100031000.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155BFF7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 138000000.00 138000000.00 0.0065 N 138049680.00 138049680.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25155BHS7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 182000000.00 182000000.00 0.0085 N 182083720.00 182083720.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKR5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 191000000.00 191000000.00 0.0089 N 191217740.00 191217740.00 Deutsche Bank AG Deutsche Bank AG 0.440000% 25155BNS0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-29 2013-08-29 N N N 9000000.00 9000000.00 0.0004 N 9003420.00 9003420.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BRW7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-20 2013-09-20 N N N 27000000.00 27000000.00 0.0013 N 27004050.00 27004050.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M130401_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2043-03-25 3.000000 Government Agency Debt 22816371.00 22669608.18 Fannie Mae 2043-04-25 3.000000 Government Agency Debt 27977218.00 29330392.10 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 50000000.00 50000000.00 0.0023 N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.360000% 988RGN000_0.3600_M130401_2M47 0001074042 Other Repurchase Agreement N AMEREN CORP COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249974.76 AMERICAN TOWER CORP NEW COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249974.18 BARD C R INC COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249924.98 BEAM INC COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249972.92 BOEING CO COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249986.20 CARDINAL HEALTH INC COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249965.28 CAREFUSION CORP COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249996.32 CITIGROUP INC COM NEW 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249992.90 CONSTELLATION BRANDS INC CL A 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249964.65 FOREST LABS INC COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249991.58 GENERAL DYNAMICS CORP COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249995.66 GENERAL GROWTH PPTYS INC NEWCOM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249998.72 GENWORTH FINL INC COM CL A 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249997.11 IHS INC CL A 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249897.30 LOEWS CORP COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249998.52 MEDTRONIC INC COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249992.40 NEWMONT MINING CORP COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249987.78 OWENS ILL INC COM NEW 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 583.44 SIMON PPTY GROUP INC NEW COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249879.20 STARWOOD HOTELS&RESORTS WRLDCOM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249987.47 TEEKAY CORPORATION COM 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249967.58 XL GROUP PLC SHS 2013-03-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249996.20 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 25000000.00 25000000.00 0.0012 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 25000000.00 25000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.140000% 99ETSZ007_0.1400_M130403_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2041-10-25 2.500000 Government Agency Debt 69619901.00 72186763.06 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 20959663.00 21597457.75 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 68798465.00 79283282.27 GNMA 2043-01-20 3.000000 Government Agency Debt 16584772.00 17514515.23 First Tier Security N/A N/A 2013-04-03 2013-04-03 Y Deutsche Bank Securities Inc N/A N/A N N 183000000.00 183000000.00 0.0086 N 183000000.00 183000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.160000% 99ETSZ007_0.1600_M130403_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 6448.00 6100.98 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 247739.00 252382.34 Fannie Mae 2033-04-25 2.000000 Government Agency Debt 65150.00 65008.43 Fannie Mae 2035-11-01 5.500000 Government Agency Debt 396426.00 199122.14 GNMA 2042-03-20 7.000000 Government Agency Debt 1835.00 2051.60 GNMA 2042-07-20 2.000000 Government Agency Debt 32436664.00 32152675.16 GNMA 2043-01-20 3.000000 Government Agency Debt 8449008.00 8922659.85 First Tier Security N/A N/A 2013-04-03 2013-04-03 Y Deutsche Bank Securities Inc N/A N/A N N 40000000.00 40000000.00 0.0019 N 40000000.00 40000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.180000% 99ETSZ007_0.1800_M130404_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2022-04-25 2.482000 Government Agency Debt 17250000.00 17431219.88 Fannie Mae 2025-12-01 3.500000 Government Agency Debt 902033.00 529759.38 Fannie Mae 2031-05-25 1.750000 Government Agency Debt 235926.00 223229.02 Fannie Mae 2032-09-25 6.500000 Government Agency Debt 19439913.00 21708347.59 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 14040557.00 14303717.52 Fannie Mae 2036-07-01 3.048000 Government Agency Debt 6421762.00 2618248.82 Fannie Mae 2041-10-25 0.504200 Government Agency Debt 26718000.00 26722034.01 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 2069655.00 1584361.11 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 22149893.00 21463831.67 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 58595.00 56420.41 Fannie Mae 2042-10-25 7.000000 Government Agency Debt 3208447.00 3527037.36 Fannie Mae 2042-12-25 2.500000 Government Agency Debt 56658.00 58576.93 Fannie Mae 2043-01-25 2.500000 Government Agency Debt 8092620.00 7919590.27 Fannie Mae 2043-03-25 3.000000 Government Agency Debt 21760477.00 21565677.21 GNMA 2042-02-20 2.000000 Government Agency Debt 10753476.00 10560388.39 GNMA 2042-08-20 2.500000 Government Agency Debt 789389.00 806195.28 First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Deutsche Bank Securities Inc N/A N/A N N 145000000.00 145000000.00 0.0068 N 145000000.00 145000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.190000% 99ETSZ007_0.1900_M130402_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 73479.00 69524.53 Fannie Mae 2032-07-01 3.000000 Government Agency Debt 20766988.00 20415542.45 Fannie Mae 2033-03-25 2.500000 Government Agency Debt 40168.00 40920.86 Fannie Mae 2037-09-01 6.119000 Government Agency Debt 23582.00 5699.43 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 135493.00 134277.91 GNMA 2037-11-16 2.750000 Government Agency Debt 3497.00 2786.85 GNMA 2041-10-20 6.500000 Government Agency Debt 148849.00 167930.67 GNMA 2043-01-20 3.000000 Government Agency Debt 43687.00 46136.10 First Tier Security N/A N/A 2013-04-02 2013-04-02 Y Deutsche Bank Securities Inc N/A N/A N N 20000000.00 20000000.00 0.0009 N 20000000.00 20000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 99ETSZ007_0.2000_M130401_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 101688.00 96215.39 Fannie Mae 2042-06-25 7.000000 Government Agency Debt 120135573.00 123791253.80 GNMA 2037-11-16 2.750000 Government Agency Debt 206986.00 164952.50 GNMA 2042-08-20 2.500000 Government Agency Debt 6640159.00 6781529.58 GNMA 2043-01-20 3.000000 Government Agency Debt 5238273.00 5531930.87 First Tier Security N/A N/A 2013-04-01 2013-04-01 Y Deutsche Bank Securities Inc N/A N/A N N 131000000.00 131000000.00 0.0061 N 131000000.00 131000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 99ETSZ007_0.2300_M130402_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 1482725.00 1402928.22 Fannie Mae 2031-07-01 4.500000 Government Agency Debt 11188493.00 7781491.74 Fannie Mae 2033-04-25 2.000000 Government Agency Debt 22464382.00 22415566.90 Fannie Mae 2035-06-01 2.145000 Government Agency Debt 64794070.00 17553809.31 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 1518868.00 922679.66 Fannie Mae 2042-01-25 6.500000 Government Agency Debt 22657100.00 24953346.82 Fannie Mae 2042-05-25 2.000000 Government Agency Debt 47711.00 47406.75 Fannie Mae 2042-07-25 6.500000 Government Agency Debt 20575014.00 20390498.42 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 2071634.00 2387348.95 Fannie Mae 2042-09-25 6.500000 Government Agency Debt 157775.00 152888.14 Fannie Mae 2042-10-25 7.000000 Government Agency Debt 16372774.00 17998547.48 Fannie Mae 2042-12-25 2.500000 Government Agency Debt 7598284.00 7855628.19 Fannie Mae 2043-01-25 6.500000 Government Agency Debt 26239846.00 27506516.50 GNMA 2037-11-16 2.750000 Government Agency Debt 84798.00 67577.72 GNMA 2041-10-20 6.500000 Government Agency Debt 893115.00 1007607.70 GNMA 2042-08-20 2.500000 Government Agency Debt 2723275.00 2781254.18 GNMA 2042-10-20 2.000000 Government Agency Debt 529939.00 528224.20 GNMA 2043-01-20 3.000000 Government Agency Debt 233585.00 246679.79 First Tier Security N/A N/A 2013-04-02 2013-04-02 Y Deutsche Bank Securities Inc N/A N/A N N 150000000.00 150000000.00 0.0070 N 150000000.00 150000000.00 DNB Bank ASA DNB Bank ASA 0.300000% 23330LPS9 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 41000000.00 41000000.00 0.0019 N 41006970.00 41006970.00 DNB Bank ASA DNB Bank ASA 0.230000% 23330LRU2 Certificate of Deposit N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 133000000.00 133000000.00 0.0062 N 133002660.00 133002660.00 DNB Bank ASA DNB Bank ASA 0.220000% 23330LUQ7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 14000000.00 14000000.00 0.0007 N 14000000.00 14000000.00 DNB Bank ASA DNB Bank ASA 0.230000% 921TMK005 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 54000000.00 54000000.00 0.0025 N 54001080.00 54001080.00 DNB Bank ASA DNB Bank ASA 0.245000% 921UCP002 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 28000000.00 28000000.00 0.0013 N 28000280.00 28000280.00 DNB Bank ASA DNB Bank ASA 0.220000% 921VDM006 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N N 5000000.00 5000000.00 0.0002 N 5000000.00 5000000.00 Eagle Cnty, CO Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.180000% 30601VRS2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 11634000.00 11632545.75 0.0005 N 11632371.24 11632371.24 Fairway Finance Co, LLC Fairway Finance Co, LLC 0.190000% 30601VTK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A 69050000.00 69021209.94 0.0032 N 69016165.50 69016165.50 Fannie Mae Fannie Mae 0.065000% 313589DU4 Government Agency Debt N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 5150000.00 5150000.00 0.0002 N 5150000.00 5150000.00 Federal Home Loan Bank Federal Home Loan Bank 0.102000% 313385DU7 Government Agency Debt N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 100000000.00 100000000.00 0.0047 N 100000000.00 100000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385DW3 Government Agency Debt N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 2000000.00 1999993.33 0.0001 N 1999998.00 1999998.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385ED4 Government Agency Debt N First Tier Security N/A N/A 2013-04-10 2013-04-10 N N N 30000000.00 29999175.00 0.0014 N 29999910.00 29999910.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385EF9 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 25025000.00 25024158.88 0.0012 N 25024924.93 25024924.93 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313385EF9 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 10000000.00 9999618.06 0.0005 N 9999970.00 9999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313385EF9 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 8000000.00 7999657.78 0.0004 N 7999976.00 7999976.00 Federal Home Loan Bank Federal Home Loan Bank 0.100000% 313385EF9 Government Agency Debt N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 3000000.00 2999908.33 0.0001 N 2999991.00 2999991.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313385EL6 Government Agency Debt N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 69100000.00 69096007.56 0.0032 N 69099723.60 69099723.60 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313385EL6 Government Agency Debt N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 2000000.00 1999893.33 0.0001 N 1999992.00 1999992.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385EN2 Government Agency Debt N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 68000000.00 67996260.00 0.0032 N 67999660.00 67999660.00 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313385EN2 Government Agency Debt N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 53700000.00 53696509.50 0.0025 N 53699731.50 53699731.50 Federal Home Loan Bank Federal Home Loan Bank 0.130000% 313385FA9 Government Agency Debt N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 2970000.00 2969678.25 0.0001 N 2969901.99 2969901.99 Federal Home Loan Bank Federal Home Loan Bank 0.105000% 313385FH4 Government Agency Debt N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 108000000.00 107988345.01 0.0051 N 107995572.00 107995572.00 Federal Home Loan Bank Federal Home Loan Bank 0.120000% 313385FH4 Government Agency Debt N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 11000000.00 10998643.33 0.0005 N 10999549.00 10999549.00 Federal Home Loan Bank Federal Home Loan Bank 0.110000% 313385FH4 Government Agency Debt N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 6000000.00 5999321.66 0.0003 N 5999754.00 5999754.00 Freddie Mac Freddie Mac 0.120000% 313397EC1 Government Agency Debt N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 19400000.00 19399482.67 0.0009 N 19399961.20 19399961.20 Freddie Mac Freddie Mac 0.110000% 313397EJ6 Government Agency Debt N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 21494000.00 21493080.54 0.0010 N 21493914.02 21493914.02 Freddie Mac Freddie Mac 0.100000% 313397EK3 Government Agency Debt N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 3000000.00 2999875.00 0.0001 N 2999988.00 2999988.00 Freddie Mac Freddie Mac 0.255000% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-04-10 2014-02-10 N N N 100000000.00 100000000.00 0.0047 N 100059100.00 100059100.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HR33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 146000000.00 145998134.44 0.0068 N 145997080.00 145997080.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HRS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-26 2013-04-26 N N N 56000000.00 55991833.33 0.0026 N 55995520.00 55995520.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959HRV1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 11000000.00 10998203.33 0.0005 N 10999010.00 10999010.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HS24 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 3000000.00 2999483.33 0.0001 N 2999700.00 2999700.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959HS65 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 10000000.00 9998055.55 0.0005 N 9998900.00 9998900.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959HTB3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 119000000.00 118941326.38 0.0056 N 118967870.00 118967870.00 General Electric Capital Corp General Electric Capital Corp 0.180000% 36959HUR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 75000000.00 74956875.00 0.0035 N 74953395.00 74953395.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HW37 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 101000000.00 100895633.33 0.0047 N 100902030.00 100902030.00 General Electric Capital Corp General Electric Capital Corp 0.270000% 36959HW94 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 1000000.00 998792.50 0.0000 N 998970.00 998970.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.200000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2695000.00 2695000.00 0.0001 N 2695000.00 2695000.00 Goldman Sachs & Co Goldman Sachs & Co 0.120000% 38399J008_0.1200_M130401_2M47 0000769993 Treasury Repurchase Agreement Y United States Treasury Department 2013-07-15 1.875000 Treasury Debt 71521200.00 91800090.89 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 90000000.00 90000000.00 0.0042 N 90000000.00 90000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.150000% 38399J008_0.1500_M130401_2M47 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2040-10-20 4.500000 Government Agency Debt 42621776.00 31101207.62 GNMA 2042-12-15 2.500000 Government Agency Debt 13468337.00 13320967.25 GNMA 2043-01-20 3.000000 Government Agency Debt 58043626.00 60577825.40 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 100000000.00 100000000.00 0.0047 N 100000000.00 100000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.460000% 921AAP008_0.4600_M130402_2M47 0000769993 Other Repurchase Agreement N Fannie Mae 2042-04-01 4.000000 Government Agency Debt 3240027.00 3383143.74 Fannie Mae 2043-02-01 4.000000 Government Agency Debt 50507211.00 55140303.41 Fannie Mae 2043-03-01 3.500000 Government Agency Debt 7162347.00 7626553.03 First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 63000000.00 63000000.00 0.0030 N 63000000.00 63000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.150000% 992JYE002_0.1500_M130401_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2022-04-01 3.000000 Government Agency Debt 4015581.00 3667462.36 Fannie Mae 2022-09-01 3.000000 Government Agency Debt 3609233.00 3642249.90 Fannie Mae 2026-02-01 4.000000 Government Agency Debt 4111652.00 3741086.17 Fannie Mae 2026-02-01 4.500000 Government Agency Debt 5351264.00 3737030.93 Fannie Mae 2026-04-01 4.500000 Government Agency Debt 4697924.00 3637840.45 Fannie Mae 2026-07-01 4.500000 Government Agency Debt 3915197.00 3668443.55 Fannie Mae 2027-05-01 3.500000 Government Agency Debt 3572317.00 3629630.11 Fannie Mae 2027-07-01 2.500000 Government Agency Debt 3692283.00 3624750.39 Fannie Mae 2027-07-01 3.000000 Government Agency Debt 3642176.00 3741858.19 Fannie Mae 2027-09-01 3.000000 Government Agency Debt 3704047.00 3748399.74 Fannie Mae 2027-12-01 3.000000 Government Agency Debt 3455645.00 3609264.60 Fannie Mae 2028-02-01 3.000000 Government Agency Debt 3511772.00 3668151.99 Fannie Mae 2028-03-01 3.000000 Government Agency Debt 3450984.00 3608649.11 Fannie Mae 2028-03-01 3.000000 Government Agency Debt 2047681.00 2176447.37 Fannie Mae 2030-04-01 5.000000 Government Agency Debt 4542894.00 3750020.97 Fannie Mae 2031-12-01 4.000000 Government Agency Debt 3546483.00 3602796.31 Fannie Mae 2032-05-01 3.500000 Government Agency Debt 3554476.00 3675131.77 Fannie Mae 2032-06-01 4.000000 Government Agency Debt 3379134.00 3594154.67 Fannie Mae 2032-08-01 4.000000 Government Agency Debt 3501176.00 3737445.22 Fannie Mae 2032-09-01 3.500000 Government Agency Debt 3898623.00 3674979.74 Fannie Mae 2033-03-01 3.000000 Government Agency Debt 3579626.00 3753234.28 Fannie Mae 2035-04-01 2.749000 Government Agency Debt 12778596.00 3689699.06 Fannie Mae 2035-08-01 5.500000 Government Agency Debt 17500000.00 3693866.26 Fannie Mae 2036-06-01 2.377000 Government Agency Debt 20000000.00 3701587.80 Fannie Mae 2036-09-01 2.795000 Government Agency Debt 20000000.00 3724766.74 Fannie Mae 2036-10-01 5.675000 Government Agency Debt 30850000.00 3615353.51 Fannie Mae 2036-10-01 6.000000 Government Agency Debt 29316230.00 3745743.10 Fannie Mae 2037-04-01 5.452000 Government Agency Debt 11428588.00 3638892.14 Fannie Mae 2037-09-01 1.646000 Government Agency Debt 23830618.00 3678255.05 Fannie Mae 2038-01-01 3.500000 Government Agency Debt 3474213.00 3657922.95 Fannie Mae 2038-05-01 5.238000 Government Agency Debt 20496165.00 3597089.36 Fannie Mae 2038-07-01 6.000000 Government Agency Debt 25515000.00 3654154.55 Fannie Mae 2039-07-01 5.000000 Government Agency Debt 10225000.00 3723291.41 Fannie Mae 2039-09-01 5.500000 Government Agency Debt 4500000.00 3672931.08 Fannie Mae 2040-01-01 3.209000 Government Agency Debt 10100000.00 3619945.16 Fannie Mae 2040-01-01 3.924000 Government Agency Debt 10096484.00 3610526.89 Fannie Mae 2040-02-01 4.500000 Government Agency Debt 4078844.00 3728526.98 Fannie Mae 2040-04-01 5.000000 Government Agency Debt 4200000.00 3726847.24 Fannie Mae 2040-04-01 5.500000 Government Agency Debt 4815000.00 3630251.71 Fannie Mae 2040-10-01 2.865000 Government Agency Debt 23955000.00 3636595.86 Fannie Mae 2041-01-01 4.500000 Government Agency Debt 3405580.00 3593067.04 Fannie Mae 2041-06-01 5.500000 Government Agency Debt 4071470.00 3599093.10 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 5021000.00 3662085.08 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 4071869.00 3588223.15 Fannie Mae 2041-11-01 5.000000 Government Agency Debt 3828551.00 3696740.25 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 3933000.00 3733798.93 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 3521993.00 3710025.53 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 3627527.00 3662671.35 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 3301368.00 3597441.50 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 3662141.00 3674517.52 Fannie Mae 2042-11-01 3.000000 Government Agency Debt 3541471.00 3610249.99 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 3531760.00 3735684.87 Fannie Mae 2042-12-01 3.000000 Government Agency Debt 3568529.00 3658111.77 Fannie Mae 2042-12-01 3.000000 Government Agency Debt 3600000.00 3635104.18 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 3566645.00 3677465.72 Fannie Mae 2043-02-01 3.000000 Government Agency Debt 3600057.00 3718812.96 Fannie Mae 2043-02-01 3.000000 Government Agency Debt 3503924.00 3626837.86 Fannie Mae 2043-03-01 3.500000 Government Agency Debt 3458219.00 3690998.64 Freddie Mac 2025-12-01 3.500000 Government Agency Debt 10004706.00 3656993.59 Freddie Mac 2026-04-01 4.500000 Government Agency Debt 4010917.00 3633559.07 Freddie Mac 2027-07-01 3.000000 Government Agency Debt 3673949.00 3637861.40 Freddie Mac 2028-03-01 3.000000 Government Agency Debt 3425857.00 3637674.31 Freddie Mac 2032-07-01 4.000000 Government Agency Debt 3501053.00 3712649.62 Freddie Mac 2032-11-01 3.500000 Government Agency Debt 3510554.00 3720202.39 Freddie Mac 2032-12-01 6.000000 Government Agency Debt 115983858.00 3753476.91 Freddie Mac 2032-12-01 6.500000 Government Agency Debt 24370000.00 3670862.30 Freddie Mac 2033-09-01 5.000000 Government Agency Debt 27668032.00 3582899.39 Freddie Mac 2033-10-01 6.000000 Government Agency Debt 20000000.00 3609819.01 Freddie Mac 2034-06-01 5.500000 Government Agency Debt 13309904.00 3635547.06 Freddie Mac 2035-01-01 6.500000 Government Agency Debt 10378114.00 3661791.35 Freddie Mac 2039-10-01 5.500000 Government Agency Debt 4897500.00 3673203.57 Freddie Mac 2040-01-01 4.500000 Government Agency Debt 4670000.00 3629585.65 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 5520746.00 3697368.71 Freddie Mac 2040-09-01 4.500000 Government Agency Debt 3232499.00 2564135.97 Freddie Mac 2040-11-01 4.500000 Government Agency Debt 4452531.00 3587538.29 Freddie Mac 2041-03-01 4.500000 Government Agency Debt 4576383.00 3635130.00 Freddie Mac 2041-05-01 5.500000 Government Agency Debt 4129472.00 3654029.64 Freddie Mac 2041-09-01 4.000000 Government Agency Debt 3714947.00 3751756.58 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 5413667.00 3681345.78 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 3385279.00 3626469.30 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 3375922.00 3712820.78 Freddie Mac 2042-12-01 3.000000 Government Agency Debt 3583732.00 3675640.70 Freddie Mac 2042-12-01 3.500000 Government Agency Debt 3406587.00 3605701.48 Freddie Mac 2043-02-01 3.000000 Government Agency Debt 3629895.00 3739481.28 Freddie Mac 2043-02-01 3.500000 Government Agency Debt 3552038.00 3754891.37 Freddie Mac 2043-02-01 3.500000 Government Agency Debt 3505343.00 3702891.79 Freddie Mac 2043-02-01 3.500000 Government Agency Debt 3493818.00 3689478.06 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 3450687.00 3648991.08 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 305000000.00 305000000.00 0.0143 N 305000000.00 305000000.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LSA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 6000000.00 5998700.00 0.0003 N 5998560.00 5998560.00 Gotham Funding Corp Gotham Funding Corp 0.200000% 38346LSD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 6000000.00 5998600.00 0.0003 N 5998440.00 5998440.00 Govco, LLC Govco, LLC 0.290000% 38362VTJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N Y Credit / Liquidity Citibank NA N/A N/A 90000000.00 89943450.00 0.0042 N 89937900.00 89937900.00 Govco, LLC Govco, LLC 0.290000% 38362VTS2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N Y Credit / Liquidity Citibank NA N/A N/A 25000000.00 24982680.55 0.0012 N 24980500.00 24980500.00 Govco, LLC Govco, LLC 0.290000% 38362VTT0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N Y Credit / Liquidity Citibank NA N/A N/A 75000000.00 74947437.50 0.0035 N 74940750.00 74940750.00 HSBC Bank Plc HSBC Bank Plc 0.300000% 40433GR17 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 43000000.00 43000000.00 0.0020 N 42999570.00 42999570.00 HSBC USA, Inc HSBC USA, Inc 0.200000% 40427RRP8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-23 2013-04-23 N N N 6000000.00 5999266.67 0.0003 N 5999280.00 5999280.00 HSBC USA, Inc HSBC USA, Inc 0.230000% 40427RSV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 29000000.00 28989253.89 0.0014 N 28989560.00 28989560.00 HSBC USA, Inc HSBC USA, Inc 0.210000% 40427RT76 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 6000000.00 5997655.00 0.0003 N 5997420.00 5997420.00 Indiana Health & Educational Facility Financing Auth Taxable RB (Union Hospital) Series 2006B 0.170000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12330000.00 12330000.00 0.0006 N 12330000.00 12330000.00 ING Bank NV ING Bank NV 0.320000% 921HDX003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 300000000.00 300000000.00 0.0141 N 300027000.00 300027000.00 ING Bank NV ING Bank NV 0.400000% 921MTJ006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 114000000.00 114000000.00 0.0053 N 114015960.00 114015960.00 ING Bank NV ING Bank NV 0.400000% 921MTX005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 27000000.00 27000000.00 0.0013 N 27003780.00 27003780.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0R20 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 47000000.00 46999608.33 0.0022 N 46999530.00 46999530.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0S78 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 21000000.00 20993700.00 0.0010 N 20997270.00 20997270.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.290000% 4662J0T36 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 22000000.00 21988835.00 0.0010 N 21992960.00 21992960.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.200000% 4662J0V17 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 35000000.00 34976277.78 0.0016 N 34976480.00 34976480.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.310000% 4662J2WK0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 20000000.00 19970550.00 0.0009 N 19979800.00 19979800.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.310000% 4662J2X11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 103000000.00 102837689.16 0.0048 N 102886700.00 102886700.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.381000% 46636WAC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-22 2014-01-22 N N N 67000000.00 67000000.00 0.0031 N 67003350.00 67003350.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.200000% 46899T004_0.2000_M130401_2M47 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2033-10-01 4.500000 Government Agency Debt 5315.00 1143.66 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 115843503.00 110439784.61 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 91786860.00 95560216.21 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 200000000.00 200000000.00 0.0094 N 200000000.00 200000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.403700% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-04-22 2014-04-21 N N N 47000000.00 47000000.00 0.0022 N 47021244.00 47021244.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.373000% 48125LEB4 Other Note N First Tier Security N/A N/A 2013-04-18 2014-04-17 N N N 90000000.00 90000000.00 0.0042 N 90090090.00 90090090.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PA52 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 57000000.00 57000000.00 0.0027 N 56968080.00 56968080.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PA94 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 49000000.00 49000000.00 0.0023 N 48998530.00 48998530.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.180000% 48125PAV5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 50000000.00 50000000.00 0.0023 N 50002000.00 50002000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PBA0 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 107000000.00 107000000.00 0.0050 N 107000000.00 107000000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.250000% 4820P2R15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 21000000.00 21000000.00 0.0010 N 20999790.00 20999790.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.320000% 4820P2SD8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 14000000.00 13994773.33 0.0007 N 13997060.00 13997060.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.320000% 4820P2TH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 29000000.00 28980151.11 0.0014 N 28988110.00 28988110.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.320000% 4820P2TJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 40000000.00 39972266.67 0.0019 N 39983200.00 39983200.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.320000% 4820P2TM7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 75900000.00 75845352.00 0.0036 N 75866604.00 75866604.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.300000% 4820P2U86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14987750.00 0.0007 N 14991750.00 14991750.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.270000% 4820P2WH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 6000000.00 5992395.00 0.0003 N 5992200.00 5992200.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.300000% 53943RR27 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 3000000.00 2999975.00 0.0001 N 2999940.00 2999940.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.260000% 53943RRH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 49000000.00 48994337.78 0.0023 N 48995100.00 48995100.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.245000% 53943RTB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 40000000.00 39980672.22 0.0019 N 39980400.00 39980400.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.250000% 53943RTE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 19000000.00 18990236.11 0.0009 N 18990120.00 18990120.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.255000% 53944LGR6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 19000000.00 19000000.00 0.0009 N 19000380.00 19000380.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.255000% 53944LGS4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-10 2013-04-10 N N N 65000000.00 65000000.00 0.0030 N 65001300.00 65001300.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LSG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 8000000.00 7997800.00 0.0004 N 7997760.00 7997760.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LSW5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 11000000.00 10996033.89 0.0005 N 10995930.00 10995930.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4R22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N Y Credit / Liquidity PNC Bank NA N/A N/A 10000000.00 9999941.67 0.0005 N 9999800.00 9999800.00 Market Street Funding Corp Market Street Funding Corp 0.210000% 5705X4R30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N Y Credit / Liquidity PNC Bank NA N/A N/A 14000000.00 13999836.67 0.0007 N 13999720.00 13999720.00 Market Street Funding Corp Market Street Funding Corp 0.220000% 5705X4R30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-03 2013-04-03 N N Y Credit / Liquidity PNC Bank NA N/A N/A 6000000.00 5999926.67 0.0003 N 5999880.00 5999880.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4RC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 5622000.00 5621656.43 0.0003 N 5621718.90 5621718.90 Market Street Funding Corp Market Street Funding Corp 0.180000% 5705X4RG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N Y Credit / Liquidity PNC Bank NA N/A N/A 37000000.00 36997225.00 0.0017 N 36997780.00 36997780.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4RN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N Y Credit / Liquidity PNC Bank NA N/A N/A 12000000.00 11998600.00 0.0006 N 11999040.00 11999040.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4S88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N Y Credit / Liquidity PNC Bank NA N/A N/A 14000000.00 13997266.11 0.0007 N 13997760.00 13997760.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4SL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-20 2013-05-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 8000000.00 7997931.11 0.0004 N 7998240.00 7998240.00 Market Street Funding Corp Market Street Funding Corp 0.200000% 5705X4TA2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 6073000.00 6070638.28 0.0003 N 6071117.37 6071117.37 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4TC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 62000000.00 61976440.00 0.0029 N 61980160.00 61980160.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4TJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 30000000.00 29987650.00 0.0014 N 29989800.00 29989800.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4TL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Credit / Liquidity PNC Bank NA N/A N/A 11000000.00 10995355.55 0.0005 N 10996150.00 10996150.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.200000% 06399U000_0.2000_M130401_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2021-06-25 2.896000 Government Agency Debt 13586606.00 13921617.38 Fannie Mae 2021-06-25 3.763000 Government Agency Debt 733038.00 804301.94 Fannie Mae 2030-04-25 4.000000 Government Agency Debt 13522574.00 13396841.11 Fannie Mae 2035-08-25 5.500000 Government Agency Debt 11377000.00 11518592.89 Fannie Mae 2037-03-25 6.000000 Government Agency Debt 75000000.00 13286689.66 Fannie Mae 2039-04-25 2.000000 Government Agency Debt 12000000.00 11757784.36 Fannie Mae 2039-06-25 2.000000 Government Agency Debt 12000000.00 11994107.34 Fannie Mae 2041-11-25 3.500000 Government Agency Debt 11710000.00 12034062.54 Fannie Mae 2042-04-25 3.500000 Government Agency Debt 13455482.00 13766034.52 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 10325000.00 10989238.22 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 10000000.00 10634250.00 Fannie Mae 2043-04-25 3.000000 Government Agency Debt 13171000.00 13652189.31 Freddie Mac 2028-06-15 3.125000 Government Agency Debt 25000000.00 11813253.50 Freddie Mac 2028-11-15 3.500000 Government Agency Debt 19150000.00 10872745.96 Freddie Mac 2033-09-15 5.500000 Government Agency Debt 11000000.00 12367839.00 Freddie Mac 2036-02-15 5.500000 Government Agency Debt 10605000.00 12397499.52 Freddie Mac 2036-04-15 6.000000 Government Agency Debt 9890823.00 11674998.89 Freddie Mac 2038-01-15 6.000000 Government Agency Debt 13043800.00 10709258.12 Freddie Mac 2038-11-15 2.500000 Government Agency Debt 17950000.00 12176856.50 Freddie Mac 2039-04-15 3.000000 Government Agency Debt 22810000.00 12644542.64 Freddie Mac 2039-11-15 2.750000 Government Agency Debt 20675000.00 12667206.30 Freddie Mac 2041-09-15 2.750000 Government Agency Debt 5905231.00 5798576.12 Freddie Mac 2041-11-15 3.500000 Government Agency Debt 10000000.00 10454780.00 Freddie Mac 2043-02-15 3.000000 Government Agency Debt 11264000.00 10779591.68 GNMA 2036-08-20 6.000000 Government Agency Debt 10000000.00 11527700.00 GNMA 2036-09-20 6.000000 Government Agency Debt 10575845.00 12168260.56 GNMA 2040-04-20 3.000000 Government Agency Debt 15000000.00 13191182.02 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 300000000.00 300000000.00 0.0141 N 300000000.00 300000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.170000% 06399V008_0.1700_M130404_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2039-12-25 1.750000 Government Agency Debt 17307513.00 17234432.55 Fannie Mae 2039-12-25 2.000000 Government Agency Debt 25000000.00 24645712.17 Fannie Mae 2042-04-25 3.500000 Government Agency Debt 13552542.00 13848637.94 Freddie Mac 2029-03-15 4.500000 Government Agency Debt 50000000.00 24613192.83 Freddie Mac 2032-07-15 4.500000 Government Agency Debt 113109193.00 24773891.06 Freddie Mac 2039-11-15 2.250000 Government Agency Debt 25000000.00 24573287.93 GNMA 2042-11-20 3.000000 Government Agency Debt 24597000.00 24810846.32 First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 150000000.00 150000000.00 0.0070 N 149998500.00 149998500.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000% 921AMD002_0.6800_M130610_2M47 0000728612 Other Repurchase Agreement N 144A 2014-12-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2200000.00 682000.00 144A OHIO SVGS CAP 2027-06-03 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2825000.00 2175973.20 ABN AMRO BK NV 2023-05-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 199000.00 229825.49 ACCESS MIDSTREAM PARTNERS L P ACMP FIN CORP 2023-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78000.00 77025.00 ALERIS INTL INC 2014-12-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 5.70 ALGECO SCOTSMAN GLOBAL FIN PLC 2019-10-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 5982166.67 ALLIANCE DATA SYSTEMS CORP 2017-12-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 2008102.08 AMBAC FIN GROUP 2035-12-05 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2421000.00 1694700.00 AMBAC FINL GROUP INC 2021-02-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2308000.00 1615600.00 AMBAC INC 2023-05-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3025000.00 2109937.50 AMERICAN AIRLINES 2014-03-04 10.680000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 196000.00 222950.00 AMERICAN AXLE &MANUFACTURING INC 2017-01-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 296000.00 330412.06 AMERICAN GEN FIN 2013-06-01 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 153000.00 156865.16 AMERICAN INTERNATIONAL GROUP INC 2068-05-15 8.175000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 393729.00 541456.94 AMERISTAR CASINOS INC 2021-04-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2400000.00 2679500.00 AMR 10.200 03/15/20 2020-03-15 10.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 584000.00 665760.00 AMR CORP 2021-08-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 399000.00 454860.00 AMR CORP 9% DEB 2016-09-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 703000.00 803177.50 AMR CORPORATION 2021-04-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1126000.00 1294900.00 AMR CORPORATION 9.88% 2020-06-15 9.880000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 389000.00 443460.00 AMR CORPRATION 2020-05-15 10.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 116280.00 ANGIOTECH PHARMACEUTICALS, INC 2013-12-01 4.045900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 77000.00 77312.59 APX GROUP INC 2019-12-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6650000.00 6763881.25 ARCELORMITTAL CLASS A NY 2018-06-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 234000.00 257813.30 ARCELORMITTAL CLASS A NY REGISTRY NEW 2013-06-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 950000.00 972675.31 ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC 2022-11-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1719000.00 1716475.22 ARLO VII LIMITED SERIES 2006 14 2047-09-25 1.060630 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 329211.93 ASG CONSOLIDATED AND ASG FINANCE 2017-05-15 15.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1570965.00 1756207.96 ASHLAND INC COMMON NEW 2018-04-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7855000.00 7999881.11 ATP OIL & GAS CORP 2015-05-01 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2650000.00 185500.00 AVAYA 2019-04-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2300000.00 2333158.33 AVON PRODUCTS, INC 2020-03-15 4.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2473784.00 2572636.41 B FORD MOTOR CORP 2029-02-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 101622.94 BALL CORP 2016-09-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 170055.00 BANCO ABC BRASIL SA 2020-04-08 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 174328.13 BRT ESCROW CORP SPA 2018-08-18 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 634000.00 601595.56 CALPINE CORP 2020-07-31 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5615000.00 6246512.03 CAMPOSOL S A 2017-02-02 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2147500.00 CARLSON WAGONLIT BV 2019-06-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2027000.00 2115681.25 CB FORD HOLDINGS INC 2030-03-01 9.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 298000.00 421346.67 CB GEO GROUP INC 2017-10-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2215000.00 2445006.22 CB PECO ENERGY CAP TR 2028-04-06 7.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 141356.80 CB RICHARD ELLIS SERVICES INC 2017-06-15 11.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2060000.00 2285591.46 CDW LLC 2018-12-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 466534.44 CE GENERATION LLC 2018-12-15 7.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 212796.53 CEMEX FINANCE LLC 2022-10-12 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 371212.00 445725.08 CENTENE CORP 2017-06-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 598778.12 CHOCTAW RESORT DEVELOPMENT ENTERPRISE 2019-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5300374.00 5097818.72 CINEMARK USA INC 2022-12-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13594.00 13627.99 CITIGROUP INC CAP 2036-12-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2409562.50 CITIZENS COMM 2015-03-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 144611.01 CITIZENS COMMUNICATIONS CO CL B 2027-01-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 231372.81 CLEAR CHANNEL WORLDWIDE HOLDINGS INC 2022-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2615000.00 2780507.71 CLEAR CHANNEL WORLDWIDE HOLDINGS INC 2022-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1810804.00 1943520.84 CLEARWIRE COMM INC LLC 2015-12-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 111900.00 CLEARWIRE COMMUNICIATIONS INC LLC 2016-12-01 14.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1400000.00 COLONIAL BANK NAT ASSOC 2015-12-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33885000.00 3388.50 COMPAGNIE GENERALE DE GEOPHYSIQUE 2017-05-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10586.32 CONCHO RESOURCES INC 2017-10-01 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2614000.00 2914364.94 CONTINENTAL RESOURCES INC 2021-04-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 350259.37 CONTINENTAL TRUST 2040-10-07 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 113753.12 COPANO ENERGY LLC 2018-06-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1030000.00 1106155.62 CORP GROUP BANKING F 2023-03-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 6299.63 CORPORACION AZUCARERA DEL PERUS A 2022-08-02 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1934666.00 2055421.40 CORPORACION GEO SA DE CV 2022-03-27 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 126036.98 CORRECTIONS CORPORATION OF AMERICA,TN 2017-06-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7804521.00 8391323.42 DIRECTVUY HLDGS INC 2017-02-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 100333.33 DISCOVER FINL SVCS 2022-04-27 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2570000.00 2960674.27 DOLE FOOD COMPANY INC 2013-07-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 803000.00 834512.17 DOLPHIN SUBSIDIARY II INC 2016-10-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 267000.00 289542.96 DR HORTON INC 2018-02-15 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 455685.94 DRESSER INDS INC 2046-08-15 7.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1550420.44 EASTMAN KODAK CO 2013-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1700000.00 221000.00 EASTMAN KODAK COMPANY 2019-03-15 10.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 246000.00 199567.50 ECHOSTAR DBS CORP 2014-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 204000.00 223649.88 EL PASO CORP 2028-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 274718.81 EL PASO CORPORATION 2016-02-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 368492.58 EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC 2015-11-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 250333.66 EMBARQ CORP 2016-06-01 7.082000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1759309.00 2054796.38 EMERALD PLANTATION HLDGS LTD 2020-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2504977.00 1795233.52 ENTERPRISE PROD OPER LP 2049-08-01 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 40714.11 ESTADO PLURINACIONAL DE BOLIVIA 2022-10-29 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 40547.08 FFH 8.597 01/15/27 0 2027-01-15 8.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 135865.92 FIRST INDUSTRIAL 2017-05-15 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2754354.86 FLORIDA EAST COAST 2017-02-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 693202.00 752376.90 FORD HLDNGS INC. 2020-03-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 45645.99 FORD MOTOR CREDIT COMPANY 2015-01-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6740000.00 7113768.57 FORD MOTOR CREDIT COMPANY 2018-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 6750.05 FORD MTR CRDT CO CONT 2022-11-21 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 192000.00 194672.64 FRONTIER COMMUNICATIONS CORP 2014-05-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1548000.00 1706573.25 FRONTIER COMMUNICATIONS CORP 2022-04-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1310000.00 1505999.65 GANNETT CO INC 2014-11-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 91186.11 GCB ROYAL BANL OF SCOT 2031-09-30 7.648000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5389.08 GENERAL MTRS ACCEPT. CORP 2014-12-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525850.00 574195.33 GOODYEAR TIRE AND RUBBER CO 2020-08-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 87000.00 97101.06 GRIFOLS INC 2018-02-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 961254.00 1069935.78 H J HEINZ COMPANY 2016-09-12 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 575000.00 582698.61 HARLAND CLARKE HOLDINGS 2015-05-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 972166.67 HARRAHS OPERATING COMPANY INC 2016-02-01 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 399567.00 370406.93 HAWKER BEECHCRAFT ACQ CO 2017-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 10.00 HAWKER BEECHCRAFT ACQUISITION COMPANY L 2015-04-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 200000.00 HDS ACQUISITION SUBSIDIARY INC 2019-04-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7740000.00 8784631.25 HEALTHSOUTH REHABILITATION CORP 2018-10-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 134000.00 149161.54 HILAND PARTNERS LP HILAND PARTNERS FIN CORP 2020-10-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 231000.00 261252.98 HUDBAY MINERALS INC 2020-10-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 395000.00 431537.50 HYPERMARCAS S A 2021-04-20 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2864000.00 3171243.56 IAI REG S DUPONT FABROS TECH 2017-12-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3190000.00 3506829.03 INEOS FINANCE PLC 2015-05-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 535375.00 INEOS FINANCE PLC 2019-02-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315000.00 351226.09 INGLES MKTS INC 2017-05-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2014000.00 2175700.42 INTERNATIONAL LEASE FINANCE CORP 2022-08-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 647119.00 704749.71 INTL LEASE FIN CORP 2015-09-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2166683.00 2479475.29 IRON MOUNTAIN INC 2019-10-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2050000.00 2353613.54 IRON MOUNTAIN INCORP 2021-08-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 494000.00 547724.22 IRON MOUNTAIN INCORPORATED 2020-06-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1632000.00 1746874.67 JAGUAR LD ROVER PLC 2018-05-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1405000.00 1584264.34 JARDEN CORP 2017-05-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 938000.00 1090429.69 JBS USA LLC JBS USA FIN INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2272000.00 2439134.00 JONES GROUP INC JONES APPAREL GROUP HLDGS 2019-03-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3863000.00 4099541.68 K. HOVNANIAN ENTERPRISES, IN 2021-11-01 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 438000.00 299227.00 KANSAS CITY SOUTHERN DE MEXICO 2020-12-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 333380.00 383455.30 KANSAS CITY SOUTHERN DE MEXICO SA DE 2016-04-01 12.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2138000.00 2403022.92 KENNEDY WILSON INC 2019-04-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2015000.00 2262886.98 LAMAR MEDIA CORP 2014-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1860000.00 2093313.75 LAND OLAKES INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2910000.00 3106425.00 LAZARD LLC 2017-06-15 6.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2340.40 LENDER PROCESSING SERVICES 2023-04-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 865000.00 923753.92 LIN ACQUISITION COMPANY/LIN HOLDINGS CO 2018-04-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 563059.03 LINCOLN NATL CORP 2067-04-20 6.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 1381940.19 LLOYDS BANKING GROUP 2099-10-01 5.920000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1573213.33 LUMBERENS MUT 2026-07-01 9.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 366000.00 164.70 MAESTRO PERU SA 2019-09-26 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 360527.50 MARKWEST ENERGY PARTNERS LP 2023-02-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1612000.00 1688570.00 MASHANTUCKET 2021-09-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8043000.00 798171.23 MGM GRAND,INC 2016-06-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4139000.00 4684830.62 MULTIPLAN INC 2018-09-01 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 463723.59 NEWPAGE CORP 2014-12-31 11.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 1230250.00 NORTHERN TELECOM CAP 2026-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2051000.00 2261227.50 O 8.707 07/02/21 2021-07-02 8.707000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178132.00 62183.49 OLIN CORP 2022-08-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 697014.03 OWENS BROCKWAY GLASS CONTAINER 2016-05-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6956642.00 8081371.58 OXEA FIN & CY SCA 2017-07-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 907000.00 1001567.35 PETRO FIN 3 LTD 2019-09-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 71515.63 PETROPLUS FIN 2014-05-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 51262.81 PETROPLUS FIN 2017-05-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 263583.33 PFD BRICKMAN GRP CL L 2018-11-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 992000.00 1115762.33 PFD PRECISION DRILLING 2021-12-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975000.00 2145042.02 PLAINS EXPLORATION & PRODUCTION CO 2019-10-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1664000.00 1953622.67 POTLATCH CORP 2019-11-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 615000.00 727621.88 PREFERRED TERM SEC X111 2034-03-24 0.858000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 637717.55 PREFERRED TERM SECS XXV LTD 2037-06-22 0.598000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 647569.56 PRESTIGE BRANDS INC 2018-04-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 233000.00 264003.56 PT PERTAMINA PERSERO 2042-05-03 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2556250.00 PUGET SOUND PWR & LIGHT COMPANY 2067-06-01 6.974000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1288000.00 1414383.50 QEP RES INC 2023-05-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 874000.00 898035.00 QUEBECOR MEDIA 2016-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 587000.00 611022.16 QVC NETWORK INC 2022-07-02 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2275000.00 2427187.70 QVC NETWORK INC 2043-03-15 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 306864.00 306557.14 RESIDENTIAL CAPITAL 2015-06-30 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1450000.00 RESIDENTIAL CAPITAL CORP 2013-04-17 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 873000.00 264082.50 RESIDENTIAL CAPITAL,LLC 2015-05-15 9.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1602304.00 1746511.36 RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED 2046-06-05 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5250000.00 19104.75 REYNOLDS GROUP ISSUER LLC REYNOLDS GRO 2020-10-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7989593.00 8204701.69 RRI ENERGY INC 2014-06-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3205493.00 3483780.99 SAPPI PAPIER HLDG GMBH 2017-07-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 631000.00 707171.34 SEALY MATTRESS COMPANY 2016-04-15 10.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 478000.00 529026.30 SEMINOLE HARD ROCK ENTERAINMENT INC 2014-03-15 2.780100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1202000.00 1201704.22 SERVICE CORP INTERNATIONAL 2016-04-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 748000.00 855104.25 SERVICE CORP INTERNATIONAL,TX 2021-11-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2143000.00 2624222.55 SERVICE CORP INTL 2027-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 406000.00 465631.25 SERVICE CORPORATION INTERNATIONAL 2020-11-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2875000.00 2943281.25 SHINGLE SPRINGS TRIBAL GAMING AUTH 2015-06-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1532734.38 SINCLAIR TELEVISON GRP INC 2017-11-01 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 196266.15 SMURFIT CAPITAL 2025-11-20 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 254906.25 SOTHEBYS HLDGS INC 2022-10-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 729000.00 734467.50 SPIRIT AEROSYSTEMS INC 2020-12-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2920000.00 3173492.50 SPRINT NEXTEL 2017-03-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 585000.00 695766.09 SPRINT NEXTEL 2020-03-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4962000.00 5806780.50 STATION CASINOS LLC 2021-03-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5183450.00 5355151.78 STENA AB 2016-12-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 766125.00 STUDIO CITY FIN LTD 2020-12-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 945000.00 1066721.25 SUSSER HLDGS LLC SUSSER FINANCE CORP 2016-05-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 681687.50 TAM CAP 2 INC 2020-01-29 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97000.00 109732.93 TARGA RESOURCES PARTNERS LP FINANCE COR 2018-10-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 220477.97 TELEFLEX INC 2019-06-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 162000.00 178984.69 TENET HEALTHCARE CORP 2019-07-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2210000.00 2539174.89 THE AES CORP 2014-03-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2116625.00 THE MAJESTIC STAR CASINO LLC 2016-12-01 12.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801106.00 785584.57 TOLL BROTHERS FINANCE CORP 2022-02-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 563551.46 TRINIDAD DRILLING 2019-01-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 715629.69 UNITED ARTISTS THEATRE 2015-07-01 9.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6081523.00 2244529.32 UNIVISION COMM INC 2019-05-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6628000.00 7260306.58 US WEST CAPITAL FDG 2028-07-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1875000.00 1876984.63 VERSO PAPER HLDS LLC 2019-01-15 11.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1716000.00 1823250.00 VIRGIN MEDIA FINANCE PLC 2022-02-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1589758.00 1620874.20 VISANT CORP 2017-10-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 620000.00 597783.33 VULCAN MATERIALS CO 2017-11-30 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 761105.11 WESTERN GAS PARTNERS LP 2022-07-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 497000.00 514439.73 WINDSTREAM CORP 2013-08-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 575000.00 594472.14 WINDSTREAM CORPORATION 2021-10-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 553000.00 625224.10 WRIGLEY JR CO 2015-07-15 4.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 106589.00 WYNN LAS VEGAS 2017-11-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2204312.50 XM SATELLITE RADIO INC 2018-11-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1660000.00 1881834.79 First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 252000000.00 252000000.00 0.0118 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 252000000.00 252000000.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.190000% 59157TSD6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 8000000.00 7998226.67 0.0004 N 7998240.00 7998240.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157TTA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 50000000.00 49982500.00 0.0023 N 49980000.00 49980000.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157TTB9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 81625000.00 81596023.13 0.0038 N 81591533.75 81591533.75 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157TTH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 15000000.00 14994225.00 0.0007 N 14993250.00 14993250.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157TTJ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 2000000.00 1999220.00 0.0001 N 1999080.00 1999080.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.190000% 59157TTU7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 12000000.00 11994426.66 0.0006 N 11993529.60 11993529.60 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.400000% 60682ABC9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 7000000.00 7000000.00 0.0003 N 7000210.00 7000210.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.350000% 60682ABX3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 42000000.00 42000000.00 0.0020 N 42007560.00 42007560.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.340000% 60682ACM6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 38000000.00 38000000.00 0.0018 N 38007980.00 38007980.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.340000% 60682ACN4 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 35000000.00 35000000.00 0.0016 N 35007350.00 35007350.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682ACR5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 39000000.00 39000000.00 0.0018 N 39007410.00 39007410.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682ACS3 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 6000000.00 6000000.00 0.0003 N 6001200.00 6001200.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682ACT1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 70000000.00 70000000.00 0.0033 N 70014000.00 70014000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682ACU8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 179000000.00 179000000.00 0.0084 N 179003580.00 179003580.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60682ACV6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 6000000.00 6000000.00 0.0003 N 6001080.00 6001080.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ACX2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 3000000.00 3000000.00 0.0001 N 3000420.00 3000420.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ACY0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 2000000.00 2000000.00 0.0001 N 2000040.00 2000040.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.250000% 60688RAS2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 31000000.00 31000000.00 0.0015 N 31002170.00 31002170.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.250000% 60688RAX1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 27000000.00 27000000.00 0.0013 N 27002160.00 27002160.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RCE1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 29000000.00 29000000.00 0.0014 N 28999420.00 28999420.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RDA8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 35000000.00 35000000.00 0.0016 N 34999300.00 34999300.00 Mizuho Corporate Bank Ltd Mizuho Corporate Bank Ltd 0.240000% 60688RDK6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 49000000.00 49000000.00 0.0023 N 48996080.00 48996080.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.140000% 55799D001_0.1400_M130401_2M47 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2027-09-01 2.500000 Government Agency Debt 27290705.00 27282434.69 Fannie Mae 2036-06-01 5.500000 Government Agency Debt 289905408.00 41997618.78 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 32173518.00 32719946.57 First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 100000000.00 100000000.00 0.0047 N 100000000.00 100000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.210000% 921KNB003 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 14000000.00 14000000.00 0.0007 N 14000840.00 14000840.00 National Australia Bank Ltd National Australia Bank Ltd 0.360000% 988KLW009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 62000000.00 62000000.00 0.0029 N 62039680.00 62039680.00 National Australia Bank Ltd National Australia Bank Ltd 0.350000% 988QKC001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 71000000.00 71000000.00 0.0033 N 71049700.00 71049700.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.250000% 63253JS19 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-01 2013-05-01 N Y National Australia Bank Ltd N/A N/A N 11600000.00 11597583.33 0.0005 N 11598956.00 11598956.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.180000% 63253JSM3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-21 2013-05-21 N Y National Australia Bank Ltd N/A N/A N 64000000.00 63984000.00 0.0030 N 63991040.00 63991040.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.180000% 63253JSU5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-28 2013-05-28 N Y National Australia Bank Ltd N/A N/A N 100000000.00 99971500.00 0.0047 N 99983000.00 99983000.00 Nationwide Building Society Nationwide Building Society 0.315000% 6385E0SQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 68000000.00 67968465.00 0.0032 N 67976200.00 67976200.00 Nationwide Building Society Nationwide Building Society 0.300000% 6385E0TT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 39000000.00 38971725.00 0.0018 N 38977380.00 38977380.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.220000% 65409RSF8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 8000000.00 7997848.89 0.0004 N 7998080.00 7998080.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.210000% 65558EFW3 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 74000000.00 74000000.00 0.0035 N 74002220.00 74002220.00 NRW.BANK NRW.BANK 0.130000% 62939LR43 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 42000000.00 41999545.00 0.0020 N 41998740.00 41998740.00 NRW.BANK NRW.BANK 0.135000% 62939LR43 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 42000000.00 41999527.50 0.0020 N 41998740.00 41998740.00 Old Line Funding, LLC Old Line Funding, LLC 0.210000% 67983TTM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 38000000.00 37982045.00 0.0018 N 37990500.00 37990500.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAD6 Certificate of Deposit N First Tier Security N/A N/A 2013-05-14 2013-05-14 N N N 233000000.00 233000000.00 0.0109 N 233046600.00 233046600.00 Rabobank Nederland Rabobank Nederland 0.300000% 21684BAR5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 42000000.00 42000000.00 0.0020 N 42010500.00 42010500.00 Rabobank Nederland Rabobank Nederland 0.370000% 74977JSD5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 79000000.00 79000000.00 0.0037 N 79006320.00 79006320.00 Rabobank Nederland Rabobank Nederland 0.360000% 74977JSF0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 15000000.00 15000000.00 0.0007 N 15001950.00 15001950.00 Rabobank Nederland Rabobank Nederland 0.340000% 74977JSG8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-10 2013-04-10 N N N 22000000.00 22000000.00 0.0010 N 22001760.00 22001760.00 Rabobank Nederland Rabobank Nederland 0.310000% 74977JSL7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 6000000.00 6000000.00 0.0003 N 6001080.00 6001080.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.350000% 74927JRK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-19 2013-04-19 N Y Royal Bank of Scotland Plc N/A N/A N 1000000.00 999825.00 0.0000 N 999890.00 999890.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.290000% 76582JRF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N Y Guaranty BNP Paribas N/A N/A 18050000.00 18047964.36 0.0008 N 18048556.00 18048556.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JTL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Guaranty BNP Paribas N/A N/A 11700000.00 11690900.00 0.0005 N 11694384.00 11694384.00 Royal Bank of Canada Royal Bank of Canada 0.355000% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-04-04 2014-04-04 N N N 137000000.00 137000000.00 0.0064 N 137034250.00 137034250.00 Royal Bank of Canada Royal Bank of Canada 0.374500% 78009NLP9 Other Note N First Tier Security N/A N/A 2013-07-01 2014-04-01 N N N 125000000.00 125000000.00 0.0059 N 125005125.00 125005125.00 Royal Bank of Canada Royal Bank of Canada 0.080000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 200000000.00 200000000.00 0.0094 Security is a time deposit. N 200000000.00 200000000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124LR46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N Y Letter of Credit Barclays Bank Plc N/A N/A 7000000.00 6999860.00 0.0003 N 6999790.00 6999790.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.240000% 83050TR45 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-04 2013-04-04 N N N 35000000.00 34999300.00 0.0016 N 34999650.00 34999650.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.230000% 83050TR86 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 13000000.00 12999418.61 0.0006 N 12999740.00 12999740.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.350000% 83050TT50 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 4000000.00 3997472.22 0.0002 N 3998640.00 3998640.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.210000% 83050TTK7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 15000000.00 14993087.50 0.0007 N 14992950.00 14992950.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83050TU90 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 3000000.00 2997195.00 0.0001 N 2998080.00 2998080.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050TWK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 20000000.00 19971500.00 0.0009 N 19972400.00 19972400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.370000% 83051HED4 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 42000000.00 42000000.00 0.0020 N 42011760.00 42011760.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.380000% 83051HEF9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 1000000.00 1000000.00 0.0000 N 1000350.00 1000350.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83051HEY8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 41000000.00 41000000.00 0.0019 N 41011480.00 41011480.00 Societe Generale Societe Generale 0.270000% 83368NBB6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 29000000.00 29000000.00 0.0014 N 29000580.00 29000580.00 Societe Generale Societe Generale 0.680000% 83369TJZ1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 110000000.00 110000000.00 0.0052 N 110106700.00 110106700.00 Societe Generale Societe Generale 0.300000% 83369TMN4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 55000000.00 55000000.00 0.0026 N 55003850.00 55003850.00 Societe Generale Societe Generale 0.290000% 83369TMY0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 22000000.00 22000000.00 0.0010 N 22001760.00 22001760.00 State Street Corp State Street Corp 0.180000% 85747JTH0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 31000000.00 30988065.00 0.0015 N 30989150.00 30989150.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CCT7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 96000000.00 96000000.00 0.0045 N 95977920.00 95977920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562D2N9 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 137000000.00 137000000.00 0.0064 N 137053430.00 137053430.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562D2U3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 35000000.00 35000000.00 0.0016 N 35011900.00 35011900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DA26 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 14000000.00 14000000.00 0.0007 N 14001820.00 14001820.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DA83 Certificate of Deposit N First Tier Security N/A N/A 2013-05-06 2013-05-06 N N N 8000000.00 8000000.00 0.0004 N 8001120.00 8001120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.480000% 86562DCE8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-12 N N N 68000000.00 68000000.00 0.0032 N 68002720.00 68002720.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DD23 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 2000000.00 2000000.00 0.0001 N 2000300.00 2000300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DE97 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 9000000.00 9000000.00 0.0004 N 9001530.00 9001530.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DF62 Certificate of Deposit N First Tier Security N/A N/A 2013-05-15 2013-05-15 N N N 33000000.00 33000000.00 0.0015 N 33005610.00 33005610.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DF96 Certificate of Deposit N First Tier Security N/A N/A 2013-05-20 2013-05-20 N N N 2000000.00 2000000.00 0.0001 N 2000380.00 2000380.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DK25 Certificate of Deposit N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 5000000.00 5000000.00 0.0002 N 5000850.00 5000850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562DP61 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 14000000.00 14000000.00 0.0007 N 14000140.00 14000140.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562DP87 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 42000000.00 42000000.00 0.0020 N 42000420.00 42000420.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DQ37 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 10000000.00 10000000.00 0.0005 N 10001600.00 10001600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562DR77 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 33000000.00 33000000.00 0.0015 N 33000330.00 33000330.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DT42 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 22000000.00 22000000.00 0.0010 N 22003520.00 22003520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DV64 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 52000000.00 52000000.00 0.0024 N 52008840.00 52008840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DXV7 Certificate of Deposit N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 26000000.00 26000000.00 0.0012 N 26001820.00 26001820.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DXZ8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 55000000.00 55000000.00 0.0026 N 55003850.00 55003850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DYR5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 30000000.00 30000000.00 0.0014 N 30003000.00 30003000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86562DZQ6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 9000000.00 9000000.00 0.0004 N 9001080.00 9001080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.350000% 86562DZT0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 18000000.00 18000000.00 0.0008 N 18002340.00 18002340.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86562W3F3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-23 2013-05-23 N N N 15000000.00 15000000.00 0.0007 N 15000900.00 15000900.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W3Z9 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 52000000.00 52000000.00 0.0024 N 52002600.00 52002600.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4H8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 22000000.00 22000000.00 0.0010 N 21999560.00 21999560.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4T2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N N 96000000.00 96000000.00 0.0045 N 95998080.00 95998080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4W5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 22000000.00 22000000.00 0.0010 N 21998900.00 21998900.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4Z8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 78000000.00 78000000.00 0.0037 N 77998440.00 77998440.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.270000% 86562WY28 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 16000000.00 16000000.00 0.0007 N 16000480.00 16000480.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86562WY44 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 7000000.00 7000000.00 0.0003 N 7000070.00 7000070.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86562WZ92 Certificate of Deposit N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 1000000.00 1000000.00 0.0000 N 1000030.00 1000030.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CSK1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-08 2013-05-08 N N N 107000000.00 107000000.00 0.0050 N 107001070.00 107001070.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CTA2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 119000000.00 119000000.00 0.0056 N 119002380.00 119002380.00 Swedbank AB Swedbank AB 0.340000% 87019QTV0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 80000000.00 80000000.00 0.0037 N 80020800.00 80020800.00 Swedbank AB Swedbank AB 0.330000% 87019QUZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 8000000.00 8000000.00 0.0004 N 8002960.00 8002960.00 Swedbank AB Swedbank AB 0.250000% 87019RRF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-15 2013-04-15 N N N 2000000.00 1999805.55 0.0001 N 1999820.00 1999820.00 Swedbank AB Swedbank AB 0.350000% 87019RTL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 5000000.00 4996111.11 0.0002 N 4997650.00 4997650.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas TRAN Series 2012 0.150000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JPMorgan Chase Bank NA N/A N/A N N 75000000.00 75000000.00 0.0035 N 75000000.00 75000000.00 Texas TRAN Series 2012 0.150000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-01 2013-04-01 Y JPMorgan Chase Bank NA N/A N/A N N 75000000.00 75000000.00 0.0035 N 75000000.00 75000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.230000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.230000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Texas N/A N/A N N 1030000.00 1030000.00 0.0000 N 1030000.00 1030000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.190000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-04-04 2013-04-04 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12635000.00 12635000.00 0.0006 N 12635000.00 12635000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.330000% 88602TR88 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 20000000.00 19998716.67 0.0009 N 19998800.00 19998800.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TTR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 36713000.00 36694796.38 0.0017 N 36695010.63 36695010.63 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WPU5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 63000000.00 63000000.00 0.0030 N 63002520.00 63002520.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WPZ4 Certificate of Deposit N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 30000000.00 30000000.00 0.0014 N 30001200.00 30001200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WQH3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 40000000.00 40000000.00 0.0019 N 40001600.00 40001600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112WTY3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 49000000.00 49000000.00 0.0023 N 49001960.00 49001960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.190000% 89112WUA3 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 11000000.00 11000000.00 0.0005 N 11000330.00 11000330.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112WVT1 Certificate of Deposit N First Tier Security N/A N/A 2013-05-13 2013-05-13 N N N 43000000.00 43000000.00 0.0020 N 43001290.00 43001290.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112WXV4 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 4000000.00 4000000.00 0.0002 N 4000080.00 4000080.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112WYE1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 155000000.00 155000000.00 0.0073 N 155003100.00 155003100.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.150000% 89112WZY6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 33000000.00 33000000.00 0.0015 N 33000000.00 33000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.294200% 89112X2N4 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-28 N N N 74000000.00 74000000.00 0.0035 N 74016280.00 74016280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293700% 89112X3E3 Certificate of Deposit N First Tier Security N/A N/A 2013-04-29 2013-05-29 N N N 96000000.00 96000000.00 0.0045 N 96020160.00 96020160.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293200% 89112XN92 Certificate of Deposit N First Tier Security N/A N/A 2013-04-19 2013-04-19 N N N 24000000.00 24000000.00 0.0011 N 24001920.00 24001920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.293200% 89112XP90 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 292000000.00 292000000.00 0.0137 N 292026280.00 292026280.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GTQ9 Other Commercial Paper N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 145000000.00 144939100.00 0.0068 N 144943450.00 144943450.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.190000% 89233GUA2 Other Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Support Agreement Toyota Motor Corp N/A N/A 86000000.00 85954611.11 0.0040 N 85954420.00 85954420.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.200000% 89233GUH7 Other Commercial Paper N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N Y Support Agreement Toyota Motor Corp N/A N/A 195000000.00 194884083.31 0.0091 N 194883000.00 194883000.00 UBS AG UBS AG 0.250000% 90267RPM5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 79000000.00 79000000.00 0.0037 N 79006320.00 79006320.00 UBS AG UBS AG 0.250000% 90267RPQ6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 112000000.00 112000000.00 0.0052 N 112008960.00 112008960.00 UBS AG UBS AG 0.250000% 90267RQN2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 21000000.00 21000000.00 0.0010 N 20999370.00 20999370.00 UBS AG UBS AG 0.250000% 90267RQQ5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 111000000.00 111000000.00 0.0052 N 110980020.00 110980020.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.160000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-09-06 N N N 106000000.00 106000000.00 0.0050 N 106013780.00 106013780.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZJ0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 115000000.00 115000000.00 0.0054 N 115002300.00 115002300.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZY7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 79000000.00 79000000.00 0.0037 N 79001580.00 79001580.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.354100% 94985HD27 Other Note N First Tier Security N/A N/A 2013-06-24 2014-04-22 N N N 225000000.00 225000000.00 0.0105 N 225383850.00 225383850.00 Westpac Banking Corp Westpac Banking Corp 0.520500% 91621CAT8 Other Note N First Tier Security N/A N/A 2013-04-29 2014-04-28 N N N 100000000.00 100000000.00 0.0047 N 100026700.00 100026700.00 Westpac Banking Corp Westpac Banking Corp 0.452200% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-04-11 2013-07-11 N N N 61000000.00 61000000.00 0.0029 N 61040260.00 61040260.00 Westpac Banking Corp Westpac Banking Corp 0.443200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-04-18 2013-07-18 N N N 110000000.00 110000000.00 0.0052 N 110074800.00 110074800.00 Westpac Banking Corp Westpac Banking Corp 0.424200% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-23 2013-08-23 N N N 15000000.00 15000000.00 0.0007 N 15011700.00 15011700.00 Westpac Banking Corp Westpac Banking Corp 0.320000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2014-04-25 N N N 91000000.00 91000000.00 0.0043 N 90762490.00 90762490.00 Westpac Banking Corp Westpac Banking Corp 0.340000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-01 2014-01-17 N N N 24000000.00 24000000.00 0.0011 N 24016080.00 24016080.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 147661.54 147661.54 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 133087.35 133087.35 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 443382.00 443382.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 0.0001 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 975417.36 975417.36 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 476803.58 476803.58 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123002.19 123002.19 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 110861.87 110861.87