0001145549-13-009508.txt : 20131230 0001145549-13-009508.hdr.sgml : 20131230 20131107144258 ACCESSION NUMBER: 0001145549-13-009508 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131031 FILED AS OF DATE: 20131107 DATE AS OF CHANGE: 20131107 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: 131200050 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-10-31 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 53 85 38528218150.62 14024549.60 1934336.84 38540308363.38 0.0024 1.0002 2013-10-31 1.0002 2013-10-31 C000012378 1.00 38540308363.38 1.00 -73316264.00 7279319045.66 7352635309.66 0.0006 1.0002 2013-10-31 1.0002 2013-10-31 Abbey National North America, LLC Abbey National North America, LLC 0.255000% 0027A0YD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-13 2013-11-13 N Y Santander UK Plc N/A N/A N 18000000.00 17998470.00 0.0005 N 17999100.00 17999100.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.270000% 00279HJ64 Certificate of Deposit N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Santander UK Plc N/A N/A N 66000000.00 66000000.00 0.0017 N 66001320.00 66001320.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HJ72 Certificate of Deposit N First Tier Security N/A N/A 2013-11-25 2013-11-25 N Y Santander UK Plc N/A N/A N 76000000.00 76000000.00 0.0020 N 76005320.00 76005320.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HK21 Certificate of Deposit N First Tier Security N/A N/A 2013-11-25 2013-11-25 N Y Santander UK Plc N/A N/A N 27000000.00 27000000.00 0.0007 N 27001890.00 27001890.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HM78 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N Y Santander UK Plc N/A N/A N 71000000.00 71000000.00 0.0018 N 71002840.00 71002840.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.110000% 00279HN77 Certificate of Deposit N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Santander UK Plc N/A N/A N 126000000.00 126000000.00 0.0033 N 126000000.00 126000000.00 Alpine Securitization Corp Alpine Securitization Corp 0.170000% 02086LYC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-12 2013-11-12 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 26000000.00 25998649.44 0.0007 N 25998960.00 25998960.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.080000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 392000000.00 392000000.00 0.0102 Security is a time deposit. N 392000000.00 392000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 113000000.00 113000000.00 0.0029 Security is a time deposit. N 113000000.00 113000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M131105 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 58000000.00 58000000.00 0.0015 Security is a time deposit. N 58000000.00 58000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WG98 Other Note N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 174000000.00 174000000.00 0.0045 N 174008700.00 174008700.00 Bank of America, NA Bank of America, NA 0.270000% 06052WH30 Other Note N First Tier Security N/A N/A 2013-11-21 2013-11-21 N N N 14000000.00 14000000.00 0.0004 N 14000700.00 14000700.00 Bank of America, NA Bank of America, NA 0.280000% 06052WH55 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 109000000.00 109000000.00 0.0028 N 109005450.00 109005450.00 Bank of America, NA Bank of America, NA 0.270000% 06052WJ79 Other Note N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 73000000.00 73000000.00 0.0019 N 73003650.00 73003650.00 Bank of America, NA Bank of America, NA 0.270000% 06052WK36 Other Note N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 8000000.00 8000000.00 0.0002 N 8000400.00 8000400.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ22 Other Note N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 273000000.00 273000000.00 0.0071 N 272994540.00 272994540.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ30 Other Note N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 25000000.00 25000000.00 0.0006 N 24999500.00 24999500.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR62 Other Note N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 133000000.00 133000000.00 0.0035 N 132985370.00 132985370.00 Bank of Montreal Bank of Montreal 0.180000% 06366AZD7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 291000000.00 291000000.00 0.0076 N 291011640.00 291011640.00 Bank of Montreal Bank of Montreal 0.190000% 06366AZS4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 61000000.00 61000000.00 0.0016 N 61003660.00 61003660.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 393000000.00 393000000.00 0.0102 Security is a time deposit. N 393000000.00 393000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.243800% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-12 2014-09-09 N N N 171000000.00 171000000.00 0.0044 N 170964090.00 170964090.00 Bank of Nova Scotia Bank of Nova Scotia 0.245500% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2014-09-16 N N N 347000000.00 347000000.00 0.0090 N 346927130.00 346927130.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417F3Y4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 251000000.00 251000000.00 0.0065 N 251015060.00 251015060.00 Bank of the West Bank of the West 0.270000% 06426GBV8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 18000000.00 18000000.00 0.0005 N 18003420.00 18003420.00 Bank of the West Bank of the West 0.265000% 06426GBZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 93000000.00 93000000.00 0.0024 N 93022320.00 93022320.00 Bank of the West Bank of the West 0.250000% 06426GCC9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 46000000.00 46000000.00 0.0012 N 46010120.00 46010120.00 Bank of the West Bank of the West 0.240000% 06426GCD7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 35000000.00 35000000.00 0.0009 N 35007350.00 35007350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 209000000.00 209000000.00 0.0054 N 209043890.00 209043890.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 4000000.00 4000000.00 0.0001 N 4000840.00 4000840.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 17000000.00 17000000.00 0.0004 N 17003910.00 17003910.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 117000000.00 117000000.00 0.0030 N 117029250.00 117029250.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCE0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 48000000.00 48000000.00 0.0012 N 48015360.00 48015360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCN0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 60000000.00 60000000.00 0.0016 N 60019200.00 60019200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 5000000.00 5000000.00 0.0001 N 5001700.00 5001700.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEA6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 116000000.00 116000000.00 0.0030 N 116040600.00 116040600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 152000000.00 152000000.00 0.0039 N 152053200.00 152053200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 3000000.00 3000000.00 0.0001 N 3000750.00 3000750.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XQL5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 167000000.00 167000000.00 0.0043 N 167011690.00 167011690.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQR2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 21000000.00 21000000.00 0.0005 N 21001890.00 21001890.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRV2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 168000000.00 168000000.00 0.0044 N 168040320.00 168040320.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XSQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 26000000.00 26000000.00 0.0007 N 26007540.00 26007540.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XTM0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 32000000.00 32000000.00 0.0008 N 32010240.00 32010240.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTW8 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 143000000.00 143000000.00 0.0037 N 143022880.00 143022880.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 00799J004_0.0800_M131101_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-08-15 0.250000 Treasury Debt 32625800.00 32627532.36 United States Treasury Department 2015-08-15 4.250000 Treasury Debt 97441482.00 105216597.34 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 24144300.00 25142183.92 United States Treasury Department 2023-08-15 2.500000 Treasury Debt 213100.00 213715.22 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 160000000.00 160000000.00 0.0042 N 160000000.00 160000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 07699U005_0.0600_M131107_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2027-03-01 3.500000 Government Agency Debt 5104526.00 3822268.21 Fannie Mae 2029-01-01 5.690000 Government Agency Debt 1537351.00 1348743.47 Fannie Mae 2035-10-01 2.263999 Government Agency Debt 14716196.00 3077394.91 Fannie Mae 2038-01-01 2.535000 Government Agency Debt 50242031.00 5310537.38 Fannie Mae 2039-05-01 3.221000 Government Agency Debt 16522.00 17501.55 Fannie Mae 2040-05-01 3.657000 Government Agency Debt 35338722.00 11649848.38 Fannie Mae 2040-06-01 3.565999 Government Agency Debt 58370.00 38254.97 Fannie Mae 2040-07-01 3.351999 Government Agency Debt 8417975.00 2670911.95 Fannie Mae 2041-02-01 3.815999 Government Agency Debt 11189431.00 11709588.81 Fannie Mae 2041-09-01 3.315999 Government Agency Debt 6081.00 4137.46 Fannie Mae 2041-09-01 3.543000 Government Agency Debt 349871.00 205930.08 Fannie Mae 2042-02-01 2.254000 Government Agency Debt 22112708.00 11545128.36 Fannie Mae 2042-02-01 4.500000 Government Agency Debt 257032.00 225878.80 Fannie Mae 2042-10-01 2.423999 Government Agency Debt 71189.00 57732.35 Fannie Mae 2043-08-01 3.500000 Government Agency Debt 5071273.00 5156536.43 Fannie Mae 2043-10-01 3.000000 Government Agency Debt 12948175.00 12682387.81 Freddie Mac 2023-12-15 5.000000 Government Agency Debt 65556974.00 8401346.47 Freddie Mac 2039-10-20 5.000000 Government Agency Debt 5693.00 2580.19 Freddie Mac 2042-08-15 0.482300 Government Agency Debt 13460.00 12266.64 GNMA 2039-05-20 4.500000 Government Agency Debt 21705.00 4446.94 GNMA 2040-05-15 4.500000 Government Agency Debt 51125.00 22121.05 GNMA 2062-11-20 4.512999 Government Agency Debt 110355.00 114629.94 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 75000000.00 75000000.00 0.0019 N 74994750.00 74994750.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M131104_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2043-06-01 2.265000 Government Agency Debt 1552330.00 1523354.59 Fannie Mae 2043-10-01 0.00 Government Agency Debt 28360927.00 29347575.29 Freddie Mac 2039-10-20 5.000000 Government Agency Debt 761660.00 345200.35 GNMA 2034-03-15 4.000000 Government Agency Debt 31295663.00 32753143.75 GNMA 2040-05-15 4.500000 Government Agency Debt 136666.00 59133.40 GNMA 2048-10-15 4.299999 Government Agency Debt 14043300.00 14831765.76 GNMA 2061-09-20 0.00 Government Agency Debt 21834709.00 23761372.10 GNMA 2062-01-20 0.00 Government Agency Debt 23731917.00 26320610.86 GNMA 2062-05-20 0.00 Government Agency Debt 26248824.00 26415231.96 GNMA 2062-11-20 4.546000 Government Agency Debt 621377.00 642612.19 First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 150000000.00 150000000.00 0.0039 N 149998500.00 149998500.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M131105_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2037-12-20 6.000000 Government Agency Debt 50000000.00 13594700.94 Fannie Mae 2043-02-20 3.500000 Government Agency Debt 10636717.00 11069400.42 Fannie Mae 2043-07-20 4.000000 Government Agency Debt 9325978.00 10020402.76 Fannie Mae 2043-11-01 3.532000 Government Agency Debt 4411110.00 4598164.59 Freddie Mac 2038-11-15 4.000000 Government Agency Debt 24136398.00 25182743.03 Freddie Mac 2040-08-20 4.500000 Government Agency Debt 19566000.00 11859196.69 Freddie Mac 2041-09-20 5.000000 Government Agency Debt 3956789.00 2280625.55 Freddie Mac 2042-08-15 0.482300 Government Agency Debt 2217657.00 2021039.37 Freddie Mac 2042-09-20 4.500000 Government Agency Debt 19748347.00 13413520.81 Freddie Mac 2042-11-15 4.000000 Government Agency Debt 89533.00 93773.30 Freddie Mac 2043-02-20 4.500000 Government Agency Debt 15587124.00 12797704.40 GNMA 2034-03-15 4.000000 Government Agency Debt 9028082.00 9448531.82 GNMA 2035-03-20 1.625000 Government Agency Debt 691148.00 190204.64 GNMA 2036-07-20 4.000000 Government Agency Debt 1203156.00 127060.92 GNMA 2037-11-15 3.500000 Government Agency Debt 6428182.00 6556132.71 GNMA 2038-02-15 5.500000 Government Agency Debt 52114917.00 6363102.37 GNMA 2038-11-20 5.000000 Government Agency Debt 4999490.00 258092.40 GNMA 2038-12-20 5.500000 Government Agency Debt 2000000.00 39120.23 GNMA 2039-08-15 5.000000 Government Agency Debt 180030.00 107326.14 GNMA 2039-11-20 5.000000 Government Agency Debt 10760113.00 5092374.31 GNMA 2040-05-15 4.500000 Government Agency Debt 327286.00 141611.92 GNMA 2040-05-20 5.000000 Government Agency Debt 22491000.00 11754700.15 GNMA 2041-03-15 3.870000 Government Agency Debt 3234600.00 3346316.61 GNMA 2041-08-20 4.000000 Government Agency Debt 2752317.00 849416.38 GNMA 2042-10-15 3.500000 Government Agency Debt 14172266.00 14193228.13 GNMA 2043-01-20 3.500000 Government Agency Debt 10851342.00 10780672.61 GNMA 2043-03-15 3.500000 Government Agency Debt 7034096.00 6957191.77 GNMA 2043-03-15 3.500000 Government Agency Debt 6641175.00 6839961.61 GNMA 2043-03-20 3.500000 Government Agency Debt 6708829.00 6858310.16 GNMA 2043-04-15 3.500000 Government Agency Debt 6098359.00 6296236.84 GNMA 2043-05-20 3.500000 Government Agency Debt 6721961.00 6866152.19 GNMA 2043-08-15 4.000000 Government Agency Debt 5324270.00 5688715.85 GNMA 2043-08-20 4.000000 Government Agency Debt 6074758.00 6530107.35 GNMA 2048-10-15 4.070000 Government Agency Debt 6200000.00 6461687.53 GNMA 2061-01-20 0.00 Government Agency Debt 11860363.00 13147192.88 GNMA 2062-03-20 0.00 Government Agency Debt 47356635.00 45631723.59 GNMA 2062-06-20 0.00 Government Agency Debt 205000.00 208751.37 GNMA 2062-11-20 4.512999 Government Agency Debt 6860429.00 7126188.63 GNMA 2062-12-20 4.472999 Government Agency Debt 23348.00 25205.00 GNMA 2063-06-20 4.320000 Government Agency Debt 11301997.00 12241977.08 GNMA 2063-06-20 4.472000 Government Agency Debt 1346.00 1411.90 First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 295000000.00 295000000.00 0.0077 N 295000000.00 295000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M131106_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2015-07-02 0.500000 Government Agency Debt 640000.00 643144.18 Fannie Mae 2015-10-15 4.375000 Government Agency Debt 162000.00 174870.00 Fannie Mae 2017-01-30 1.250000 Government Agency Debt 21691000.00 22095314.21 Fannie Mae 2017-06-01 0.00 Government Agency Debt 30477000.00 29098525.29 Farm Federal Credit Bank 2015-06-26 0.201000 Government Agency Debt 300000.00 300278.38 Farm Federal Credit Bank 2015-09-14 0.173999 Government Agency Debt 600000.00 600223.30 Farm Federal Credit Bank 2015-10-26 0.201000 Government Agency Debt 200000.00 200171.58 Freddie Mac 2013-11-15 0.160000 Government Agency Debt 2000000.00 2000764.44 Freddie Mac 2014-11-06 0.139000 Government Agency Debt 2000000.00 2000593.06 Freddie Mac 2018-03-07 0.875000 Government Agency Debt 20842000.00 20524420.02 Freddie Mac 2025-06-06 2.500000 Government Agency Debt 1000000.00 893019.44 Freddie Mac 2032-09-07 3.299999 Government Agency Debt 80000.00 69762.40 Freddie Mac 2032-12-06 3.180000 Government Agency Debt 360000.00 310769.40 United States Treasury Department 2016-10-15 0.625000 Treasury Debt 3449100.00 3454358.93 First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 80000000.00 80000000.00 0.0021 N 79999200.00 79999200.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M131107_2M49 0000851376 Government Agency Repurchase Agreement Y 07.000 FRPC G80375 G 2033-01-20 7.000000 Government Agency Debt 4832818.00 2931300.20 Fannie Mae 2017-02-01 2.105999 Government Agency Debt 42383467.00 4196702.44 Fannie Mae 2027-04-01 3.500000 Government Agency Debt 1751325.00 1699628.16 Fannie Mae 2028-07-01 2.500000 Government Agency Debt 7126469.00 7094873.31 Fannie Mae 2033-03-25 3.500000 Government Agency Debt 3500000.00 202915.67 Fannie Mae 2033-04-01 2.854000 Government Agency Debt 8527411.00 295805.58 Fannie Mae 2033-06-01 1.649999 Government Agency Debt 2786412.00 292419.45 Fannie Mae 2033-07-01 1.687000 Government Agency Debt 1734200.00 279533.49 Fannie Mae 2033-07-01 2.020000 Government Agency Debt 3000000.00 281747.84 Fannie Mae 2033-10-01 2.416999 Government Agency Debt 1432439.00 196420.26 Fannie Mae 2033-10-01 4.000000 Government Agency Debt 6676302.00 7092956.69 Fannie Mae 2033-10-01 4.000000 Government Agency Debt 3916575.00 4168932.98 Fannie Mae 2034-04-01 2.423999 Government Agency Debt 33465548.00 4174022.99 Fannie Mae 2034-12-01 2.633000 Government Agency Debt 3696264.00 281294.90 Fannie Mae 2035-01-01 1.969000 Government Agency Debt 1045000.00 270257.76 Fannie Mae 2035-02-01 2.370000 Government Agency Debt 689549.00 270029.76 Fannie Mae 2035-03-01 2.634999 Government Agency Debt 1000000.00 301923.55 Fannie Mae 2035-05-01 2.350000 Government Agency Debt 1175810.00 271035.77 Fannie Mae 2035-08-01 2.583000 Government Agency Debt 1355252.00 276681.11 Fannie Mae 2035-09-01 2.335000 Government Agency Debt 1415000.00 295376.58 Fannie Mae 2035-11-20 5.500000 Government Agency Debt 305467.00 62779.38 Fannie Mae 2036-03-01 2.467000 Government Agency Debt 48615.00 40528.15 Fannie Mae 2036-09-01 2.435999 Government Agency Debt 1059114.00 1096614.16 Fannie Mae 2036-10-01 2.713000 Government Agency Debt 17260706.00 3919314.04 Fannie Mae 2036-11-01 2.770000 Government Agency Debt 146594.00 25116.66 Fannie Mae 2036-11-25 0.550200 Government Agency Debt 15199375.00 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GPHE 2004-2 A1 2030-01-15 0.353999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000000.00 1802716.93 GSAA 2005-10 M5 2035-06-25 0.880199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 680000.00 418408.34 GSAA 2006-4 4A2 2036-03-25 0.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10970000.00 4655234.18 GSAA 2007-6 A4 2047-05-25 0.470200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20715000.00 10982289.30 GT 97-4 M1 ASSETBK HOME EQUITY 2028-09-15 7.219999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3390000.00 3219538.36 HVMLT 2038-01-19 0.362499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1743.67 INDX 2006-AR21 A1 2036-08-25 0.290200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13825000.00 3097506.09 INDYMAC INDX MTGE LN TR 2046-04-25 0.390199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1210000.00 294912.66 JPMAC 2006-CH2 AF2 2036-10-25 5.343499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 192000.00 76816.66 JPMCC 2006-CB16 AJ 2045-05-12 5.623000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 48656.07 JPMCC 2007-LDPX AM 2049-01-15 5.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 83112.18 JPMMT 2005-A7 3A2 2035-10-25 5.081400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2365000.00 277849.10 LABS 01-B M1 2028-03-15 6.629999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2330000.00 2332555.93 LBMLT 2036-08-25 0.330199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 6742708.24 LXS 2005-5N 3A3C 2035-11-25 0.670200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7049391.00 3021121.38 MABS 2005-NC2 A3 2035-11-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6455000.00 2163602.19 MANA 2007-OAR3 A1 2037-04-25 0.360200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5716491.00 2588983.40 MLMI 2004-WMC1 M2 2034-10-25 1.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5908000.00 3306286.16 MLMI 2005-A8 M1 2036-08-25 0.630199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10750000.00 3753217.39 MLMI 2006-HE3 A4 2037-06-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 2429338.81 MSAC 2005-NC2 M5 2035-03-25 0.810200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1760000.00 1202001.79 MSAC 2007-NC2 A2C 2037-02-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50627000.00 27185516.12 MSAC 2007-NC3 A2A 2037-05-25 0.230199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 126862350.00 5351642.06 MSC 2007-IQ14 AMFX 2049-04-15 5.689499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 4154357.43 NAA 2004-AR1 CB1 2034-08-25 3.084299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 317438.07 NHEL 2006-6 A2C 2037-01-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 8533.45 NSTR 2007-B M1 2037-04-25 0.580200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7399000.00 1675564.38 OAK 99-D A1 2029-11-15 7.839999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33217000.00 5828328.93 RAAC 2005-SP1 M3 2034-09-25 5.520200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 323000.00 7886.72 RALI 2002-QS12 M3 2032-09-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2786600.00 356704.00 RALI 2003-QS19 M2 2033-10-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 170455.63 RAMP 2036-07-25 0.450199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18016880.00 13534128.13 RASC 2001-KS2 AI6 2030-10-25 6.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 361911.60 RASC 2006-KS7 A3 2036-09-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9920000.00 5283792.74 RENAISSANCE HOME EQUITY LOAN T 2036-05-25 0.470200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3655000.00 1887745.62 RFMSI 2003-S11 M3 2018-06-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 711200.00 44090.31 RFMSI 2003-S6 M3 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 44243.30 SABR 2006-OP1 M4 2035-10-25 0.720199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6657597.00 3882817.17 SACO 2006-10 A 2036-10-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37168000.00 3096724.19 SACO 2006-3 A1 2036-04-25 0.530200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61089250.00 4920421.40 SACO I TRUST 2006-4 2036-03-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 94900000.00 9706118.01 SAIL 2004-3 A3 2034-04-25 2.206000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 20159.50 SAMI 2005-AR1 M 2035-04-19 0.622500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2405000.00 956239.31 SASC 2036-04-25 0.540200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2310564.46 SASC 2003-9A B2II 2033-03-25 2.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 154753.62 SASC 2006-S4 A 2037-01-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15485000.00 1630194.07 SBM7 1997-LB6 B2 2027-12-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7544000.00 1147251.05 SDART 2011-4 E 2018-11-15 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 320000.00 348490.64 SDART 2012-4 E 2019-12-16 4.990000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23906915.00 15311193.70 SDART 2013-3 E 2020-06-15 3.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5795000.00 5752179.31 SVHE 2006-OPT3 M1 2036-06-25 0.480200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2110000.00 622713.14 SVHE 2006-OPT5 2A4 2036-07-25 0.410200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 515000.00 245051.92 SVHE 2007-1 M1 2037-03-25 0.490200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 105820.63 United States Treasury Department 2014-04-15 1.250000 Treasury Debt 13440000.00 13516734.47 United States Treasury Department 2017-08-31 0.625000 Treasury Debt 1940000.00 1919771.85 United States Treasury Department 2020-08-15 2.625000 Treasury Debt 285000.00 300926.53 WAMU 2003-ARP 2033-09-25 2.456399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 463200.00 32250.64 WAMU 2004-AR8 B2 2044-06-25 1.270200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 55824.70 WAMU MTGE P/T TR 2045-04-25 0.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1279000.00 271854.82 WASHINGTON MTL. 2033-09-25 2.456399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 463200.00 17571.94 WBCMT 2049-06-15 5.732599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 40605.91 WBCMT 2006-C25 B 2043-05-15 5.724300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24000.00 21935.19 WBCMT 2006-C29 2048-11-15 5.368000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7.00 6.65 WFALT 2005-2 M2 2035-10-25 0.640199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2565000.00 239781.13 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1124000.00 299963.04 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 360000000.00 360000000.00 0.0093 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 360183600.00 360183600.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M131209_2M49 0001230485 Other Repurchase Agreement N 144A SMSTR 2005-1A A1 2045-12-06 0.509000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12900000.00 3066056.28 144A TIASF 1A A1 2030-11-25 0.736700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26665000.00 2417988.24 144A TRUMN 2004-1 M2 2034-01-25 1.870200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975000.00 1872402.21 COUNTRYWIDE ALTERNATIVE LOAN 2035-12-20 0.562500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29205000.00 2079929.71 CSMC 2040-09-15 5.868999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9305000.00 9477388.48 CWALT 2005-16 A5 2035-06-25 0.450199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 833201.43 CWALT 2005-61 2A2 2035-12-25 0.550200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32858000.00 3896550.32 CWALT 2006-OA6 1A3 2046-07-25 0.440199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23150092.00 2953015.15 CWHEL 2004-P 2A 2034-03-15 0.493999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 964000.00 54328.75 CWHL 2004-25 2A3 2035-02-25 0.540200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55544000.00 6636591.98 CWL 2037-09-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3362000.00 2209938.57 CWL 2005-13 MV2 2036-04-25 0.630199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2820000.00 1358150.12 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6350000.00 2810788.64 CWL 2007-1 2A2 2037-07-25 0.270200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1745000.00 1075651.50 GMACM 2006-HE1 A 2036-11-25 0.380199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5825000.00 1639714.83 GSR 2007-OA1 2A3B 2037-05-25 0.500199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10433000.00 1816369.41 IMM 2005-3 A2 2035-08-25 0.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55615000.00 4266879.72 INDX 2006-AR21 A1 2036-08-25 0.290200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9495000.00 2127364.94 INDX 2006-AR7 3A1 2036-05-25 2.717400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10450000.00 2422472.62 INDX 2006-FLX1 A2 2036-11-25 0.460200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13921000.00 2245040.81 LUM 2005-1 A2 2035-11-25 0.510199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 792354.10 MANA 2007-A1 A2C 2037-01-25 0.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13122000.00 3649481.79 MANA 2007-A3 A2C 2037-04-25 0.490200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13333000.00 4318168.69 MARM 2007-2 A4 2047-03-25 0.380199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24000000.00 4296469.69 MARM 2007-3 12A1 2047-05-25 0.370199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21605000.00 6960743.39 MSC 2007-IQ14 AM 2049-04-15 5.689499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80.00 83.29 PHHAM 2007-2 1A5 2037-05-25 0.490200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 2088539.09 RALI 2046-04-25 0.380199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29258000.00 5172953.41 RALI 2006-QH1 A1 2036-12-25 0.360200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 7014178.63 RALI 2006-QO3 A2 2046-04-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1881000.00 401348.51 RALI 2006-QO3 A3 2046-04-25 0.500199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20819000.00 4332952.72 RALI 2006-QO6 A2 2046-06-25 0.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58875000.00 12312296.50 SAMI 2004-AR3 B1 2034-07-19 1.072500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 181082.69 SARM 2004-6 B-1 2034-06-25 0.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000000.00 4931415.44 WAMU 2005-AR11 B2 2045-08-25 0.800200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 779916.79 WAMU 2006-AR1 1A1B 2046-01-25 1.223300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12380050.00 1184511.82 WMALT 2006-AR10 A3B 2036-12-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9332000.00 1323835.23 First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 100000000.00 100000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M140129_2M49 0001230485 Other Repurchase Agreement N 144A BACM 2007-1 E 2049-01-15 5.631000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 870000.00 80685.98 144A BOAMS 2003-9 XB4 2033-12-25 5.344599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 128000.00 22898.15 144A BOAMS 2003-9 XB5 2033-12-25 5.344599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000.00 3346.90 144A BSCMS 2006-PW12 E 2038-09-11 5.750400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 1726914.32 144A CCMFC 2003-4A B2 2034-10-25 0.737600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4586500.00 263680.87 144A CSMC 2007-C5 C 2040-09-15 6.038800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 904323.68 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6286000.00 411171.49 144A PALS 2001-1A A2 2031-05-10 0.779200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11555000.00 4188897.36 144A RAAC 2007-RP2 A 2046-02-25 0.520200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 7195.56 144A REG S PEGASUS AVIATION 2031-05-10 0.742500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37087000.00 12994494.56 144A SDART 2012-5 E 2019-09-16 4.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 194147.73 144A SMSTR 2005-1A A1 2045-12-06 0.509000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 13072.33 ABS GREENTRE 96-2 2027-04-15 7.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79000.00 6893.35 ACE 2035-07-25 0.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4665000.00 3620877.33 ACE 2036-08-25 0.390199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 37247.07 AHM 2004-1 3M2 2044-04-25 1.958599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 115296.86 AHM 2004-3 MF1 2034-10-25 5.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 312035.52 AMSI 2004-R10 M6 2034-11-25 1.540200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1440000.00 316014.78 ARMT 2005-10 5A1 2036-01-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3604000.00 511180.39 ARMT 2006-2 6A1 2036-05-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15966000.00 1973687.36 BALTA 2006-5 1A1 2036-08-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 187030000.00 22559588.77 BALTA 2006-8 1A1 2046-06-25 0.330199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167367600.00 23577588.39 BOAMS 2003-B B2 2033-03-25 3.106599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 58005.09 BOAMS 2005-I 4A2 2035-10-25 5.098900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1335000.00 148928.64 BSMF 2007-SL1 1A 2037-03-25 0.330199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000000.00 3442542.85 CHASE 2007-A1 1M 2037-02-25 2.736200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3125000.00 336577.86 CMLTI 2035-08-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1708262.41 CMLTI 2005-5 1A1 2035-08-25 0.494599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 40238.28 CMLTI 2007-AMC4 A2B 2037-05-25 0.310199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000.00 5529.26 CSFB 2003-AR26 CB1 2033-11-25 2.528799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2520000.00 223729.98 CSFB 2005-11 8A8 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 11504.69 CWALT 2003-10CB M 2033-05-25 5.650699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6175000.00 2559306.72 CWALT 2004-22CB M 2034-10-25 6.043899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14039000.00 2890405.82 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1702000.00 398648.78 CWHEL 2006-C 2A 2036-05-15 0.353999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1921000.00 277718.84 CWHEL 2006-I 2A 2037-01-15 0.314000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15082052.00 2085962.88 CWHL 2003-42 B1 2033-10-25 2.550800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2700000.00 63124.44 CWHL 2003-42 M 2033-10-25 2.550800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1590000.00 230824.21 CWHL 2003-60 M 2034-02-25 4.434199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2660000.00 934288.75 CWHL 2004-J4 CB2 2019-05-25 4.673899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295500.00 60165.98 CWHL 2004-J6 B2 2024-08-25 5.115199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 733.58 CWHL 2005-13 A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 522304.18 CWHL 2005-14 A3 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 267333.85 CWHL 2005-HYB8 3A2 2035-12-20 2.593100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2162000.00 171878.59 CWL 2005-13 MV2 2036-04-25 0.630199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10530000.00 5071390.33 CWL 2005-IM3 A3 2036-03-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1125000.00 312205.58 CWL 2006-16 2A2 2046-12-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 11277.70 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 28429.86 DBALT 2007-AR1 A5 2047-01-25 0.410200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16272000.00 1220199.52 DELL INC 2015-09-10 2.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 264000.00 265508.61 DSLA 2004-AR4 2A1B 2045-01-19 0.602500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35550000.00 788509.94 Fannie Mae 2043-10-01 4.500000 Government Agency Debt 320000.00 346512.49 Freddie Mac 2036-12-01 5.500000 Government Agency Debt 18635914.00 2169153.25 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 653600.00 558134.18 GMACC 2005-C1 C 2043-05-10 4.988000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6984000.00 998618.90 GMACM 2005-AR2 2A 2035-05-25 3.553500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 30705.75 GSAA 2005-10 M5 2035-06-25 0.880199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1845919.13 GSAMP 2006-HE2 M1 2046-03-25 0.490200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3860000.00 2699580.73 GSAMP 2006-HE8 A2D 2037-01-25 0.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33516000.00 18011003.21 IMPAC CMB TRUST SERIES 200 2035-06-25 0.815200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3295000.00 290807.06 IMSC 2007-AR1 2A1 2037-06-25 2.796199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21775000.00 6477183.49 INDX 2006-AR7 3A1 2036-05-25 2.717400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4065000.00 942330.26 JPMCC 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Government Agency Debt 16117888.00 15454368.01 Fannie Mae 2033-04-25 3.000000 Government Agency Debt 105783674.00 109412371.37 Fannie Mae 2033-04-25 4.000000 Government Agency Debt 15403542.00 15573398.41 Fannie Mae 2041-03-25 0.828999 Government Agency Debt 43450000.00 17975831.80 Fannie Mae 2041-10-25 4.000000 Government Agency Debt 130794.00 131607.71 Fannie Mae 2042-05-25 3.500000 Government Agency Debt 4624177.00 4357878.35 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 206564.00 192708.59 Fannie Mae 2042-09-25 0.478800 Government Agency Debt 11381744.00 10987918.28 Fannie Mae 2042-09-25 0.570200 Government Agency Debt 25650088.00 19293777.73 Fannie Mae 2042-10-25 0.478800 Government Agency Debt 19473493.00 18495002.32 Fannie Mae 2043-03-25 3.500000 Government Agency Debt 3447237.00 3238498.76 Fannie Mae 2043-08-25 4.000000 Government Agency Debt 207577.00 204928.18 Fannie Mae 2043-09-25 0.578799 Government Agency Debt 2237104.00 2028776.01 Freddie Mac 2043-08-20 3.500000 Government Agency Debt 141975492.00 145242810.34 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 350000000.00 350000000.00 0.0091 N 350000000.00 350000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.260000% 988RGN000_0.2600_M131101_2M49 0001074042 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 919100.00 ALLIANT ENERGY CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 780166.80 AMDOCS LTD ORD 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699996.18 BANK OF AMERICA CORPORATION COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699989.07 COMMUNITY HEALTH SYS INC NEWCOM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699976.88 CROWN HOLDINGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699987.62 HILLSHIRE BRANDS CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699983.60 KRATON PERFORMANCE POLYMERS COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 12535.60 LAZARD LTD SHS A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699983.20 LINKEDIN CORP COM CL A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699874.35 METHODE ELECTRS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699984.37 MGM RESORTS INTERNATIONAL COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699997.65 NU SKIN ENTERPRISES INC CL A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1062097.00 OCEANEERING INTL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 525280.80 OGE ENERGY CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699991.51 RAYMOND JAMES FINANCIAL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699958.40 ROCKWOOD HLDGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 789521.28 RPM INTL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699982.13 SEAWORLD ENTMT INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699987.35 SERVICE CORP INTL COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699985.70 STATE STR CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699987.38 TELEPHONE & DATA SYS INC COM NEW 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1699974.66 TRANSDIGM GROUP INC COM 2013-10-31 N/A 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LTD ORD 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249971.12 AMDOCS LTD ORD 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649967.92 AMERICAN STS WTR CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 131652.00 BANK OF AMERICA CORPORATION COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249993.93 BANK OF AMERICA CORPORATION COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649993.62 BERRY PLASTICS GROUP INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249997.78 BERRY PLASTICS GROUP INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649992.50 CLECO CORP NEW COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649993.56 CLECO CORP NEW COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3203939.42 COEUR D ALENE MINES CORP IDACOM NEW 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249994.10 COEUR D ALENE MINES CORP IDACOM NEW 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649992.72 COOPER TIRE & RUBR CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 482499.20 COVIDIEN PLC SHS 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2513281.68 CROWN HOLDINGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3583090.20 DELEK US HLDGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249982.32 DELEK US HLDGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649977.52 DINEEQUITY INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1553421.21 DOLLAR GEN CORP NEW COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249956.34 ESTERLINE TECHNOLOGIES CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1901866.62 FORD MTR CO DEL COM PAR 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2999195.76 GENERAL ELECTRIC CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249973.79 GEO GROUP INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649974.30 GEO GROUP INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3441084.12 JPMORGAN CHASE & CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249974.80 JPMORGAN CHASE & CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649966.60 LAZARD LTD SHS A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1095130.00 LINKEDIN CORP COM CL A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4249797.93 LINKEDIN CORP COM CL A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649855.46 LIVE NATION ENTERTAINMENT INCOM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3212365.00 LIVE NATION ENTERTAINMENT INCOM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1978038.66 MAXIMUS INC COM 2013-10-31 N/A Other 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LCOM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649962.24 RAYMOND JAMES FINANCIAL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 964871.04 RYMAN HOSPITALITY PPTYS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2314526.72 SCORPIO TANKERS INC SHS 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649997.66 SCORPIO TANKERS INC SHS 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1615992.18 SERVICE CORP INTL COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649998.06 SERVICE CORP 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26676.00 HONEYWELL INTL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8824627.20 INTL PAPER CO COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8781294.60 LIFELOCK INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899999.78 LYONDELLBASELL INDUSTRIES N SHS - A 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8869361.10 OCCIDENTAL PETE CORP DEL COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8764898.64 PEPSICO INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8819775.60 PITNEY 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HOVNANIAN ENTERPRISES, INC. 2015-10-15 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 575000.00 LANDRYS INC 2020-05-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 429162.50 LB UBS CMCL 2040-09-17 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5635813.00 5448084.70 LINN ENERGY LLC 2019-05-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6255000.00 6442476.25 MARFRIG HLDGS EUROPE B V 2021-09-20 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1481339.00 1472080.63 MARKWEST ENERGY PARTNERS LP 2021-08-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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Rabobank Nederland 0.310000% 21685VAV1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 274000000.00 274000000.00 0.0071 N 274065760.00 274065760.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.320000% 76582KC74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N Y Guaranty BNP Paribas N/A N/A 39000000.00 38956320.00 0.0010 N 38964900.00 38964900.00 Royal Bank of Canada Royal Bank of Canada 0.292900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-01-07 2014-11-07 N N N 75000000.00 75000000.00 0.0019 N 75004875.00 75004875.00 Royal Bank of Canada Royal Bank of Canada 0.334400% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-01-06 2014-11-04 N N N 243000000.00 243000000.00 0.0063 N 243094770.00 243094770.00 Royal Bank of Canada Royal Bank of Canada 0.298400% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-01-02 2014-10-31 N N N 125000000.00 125000000.00 0.0032 N 125041250.00 125041250.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-25 2014-06-24 N N N 305000000.00 305000000.00 0.0079 N 305131150.00 305131150.00 Royal Bank of Canada Royal Bank of Canada 0.273800% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2014-10-17 N N N 82000000.00 82000000.00 0.0021 N 82004100.00 82004100.00 San Jose Redevelopment Agency Sub Tax Allocation Taxable RB Series 2003A 0.300000% 79818CAA7 Other Commercial Paper N First Tier Security N/A N/A 2013-12-10 2013-12-10 N Y JPMorgan Chase Bank NA N/A N/A N 8626854.00 8626854.00 0.0002 N 8627544.15 8627544.15 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124LY63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 28000000.00 27999222.22 0.0007 N 27999440.00 27999440.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.210000% 82124LYF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N Y Letter of Credit Barclays Bank Plc N/A N/A 82000000.00 81993303.34 0.0021 N 81995900.00 81995900.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-13 2014-01-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 16000000.00 15992213.33 0.0004 N 15994080.00 15994080.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.230000% 82124MB74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 122000000.00 121923614.45 0.0032 N 121930460.00 121930460.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050UAM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 37000000.00 36975025.00 0.0010 N 36985940.00 36985940.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UD13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 50000000.00 49941277.78 0.0013 N 49946500.00 49946500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UDF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 84000000.00 83892200.01 0.0022 N 83895000.00 83895000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 37000000.00 36949911.25 0.0010 N 36950790.00 36950790.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKS4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 41000000.00 41000000.00 0.0011 N 41006150.00 41006150.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 9000000.00 9000000.00 0.0002 N 9001710.00 9001710.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMK9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 84000000.00 84000000.00 0.0022 N 84019320.00 84019320.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 11000000.00 11000000.00 0.0003 N 11002970.00 11002970.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPF7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 10000000.00 10000000.00 0.0003 N 10001100.00 10001100.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQR0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 11000000.00 11000000.00 0.0003 N 10998900.00 10998900.00 Societe Generale Societe Generale 0.250000% 83368NMA6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 7000000.00 7000000.00 0.0002 N 7000070.00 7000070.00 Societe Generale Societe Generale 0.110000% 83399A003 0000865845 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 352000000.00 352000000.00 0.0091 Security is a time deposit. N 352000000.00 352000000.00 Societe Generale Societe Generale 0.110000% 83399A003_M131104 0000865845 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 28000000.00 28000000.00 0.0007 Security is a time deposit. N 28000000.00 28000000.00 Societe Generale Societe Generale 0.110000% 83399A003_M131105 0000865845 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 3000000.00 3000000.00 0.0001 Security is a time deposit. N 3000000.00 3000000.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.110000% 83365RY74 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Societe Generale N/A N/A N 180000000.00 179996700.02 0.0047 N 179997894.00 179997894.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 93000000.00 93000000.00 0.0024 N 92995350.00 92995350.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C4W9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 61000000.00 61000000.00 0.0016 N 60998170.00 60998170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C5J7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-11 2014-02-11 N N N 284000000.00 284000000.00 0.0074 N 283991480.00 283991480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 41000000.00 41000000.00 0.0011 N 41006970.00 41006970.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFB3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 4000000.00 4000000.00 0.0001 N 4000560.00 4000560.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFF4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 6000000.00 6000000.00 0.0002 N 6000840.00 6000840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 111000000.00 111000000.00 0.0029 N 111006660.00 111006660.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CH88 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 15000000.00 15000000.00 0.0004 N 15000900.00 15000900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CJ60 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 32000000.00 32000000.00 0.0008 N 32001920.00 32001920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CKU5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 149000000.00 149000000.00 0.0039 N 149038740.00 149038740.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CLM2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 2000000.00 2000000.00 0.0001 N 2000520.00 2000520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CM58 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 88000000.00 88000000.00 0.0023 N 88005280.00 88005280.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMU3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 48000000.00 48000000.00 0.0012 N 48012000.00 48012000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CWW8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 109000000.00 109000000.00 0.0028 N 109001090.00 109001090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CXA5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-14 2013-11-14 N N N 10000000.00 10000000.00 0.0003 N 10000200.00 10000200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CXG2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 4000000.00 4000000.00 0.0001 N 4000080.00 4000080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CYX4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 117000000.00 117000000.00 0.0030 N 117003510.00 117003510.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CZS4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 28000000.00 28000000.00 0.0007 N 28000840.00 28000840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCM3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 5000000.00 5000000.00 0.0001 N 5000050.00 5000050.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 150000000.00 150000000.00 0.0039 N 150001500.00 150001500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCS0 Certificate of Deposit N First Tier Security N/A N/A 2013-11-07 2013-11-07 N N N 43000000.00 43000000.00 0.0011 N 43000430.00 43000430.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEA7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 17000000.00 17000000.00 0.0004 N 17000680.00 17000680.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KED1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 2000000.00 2000000.00 0.0001 N 2000080.00 2000080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEG4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 42000000.00 42000000.00 0.0011 N 42001680.00 42001680.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEN9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-30 2013-12-30 N N N 65000000.00 65000000.00 0.0017 N 65003250.00 65003250.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEX7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 218000000.00 218000000.00 0.0057 N 218000000.00 218000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFU2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 227000000.00 227000000.00 0.0059 N 226993190.00 226993190.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.050000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 577000000.00 577000000.00 0.0150 Security is a time deposit. N 577000000.00 577000000.00 Swedbank AB Swedbank AB 0.252500% 87019QT81 Certificate of Deposit N First Tier Security N/A N/A 2013-11-20 2013-12-20 N N N 119000000.00 119000000.00 0.0031 N 119022610.00 119022610.00 Swedbank AB Swedbank AB 0.080000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 35000000.00 35000000.00 0.0009 Security is a time deposit. N 34999650.00 34999650.00 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 2013-11-07 2013-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.170000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Texas N/A N/A N N 32000000.00 32000000.00 0.0008 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.170000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Texas N/A N/A N N 22530000.00 22530000.00 0.0006 N 22530000.00 22530000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TZL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 100000000.00 99967333.34 0.0026 N 99970000.00 99970000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112THA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 55000000.00 55000000.00 0.0014 N 55011550.00 55011550.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.218600% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-29 2014-09-02 N N N 218000000.00 218000000.00 0.0057 N 217993460.00 217993460.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112TLH5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 224000000.00 224000000.00 0.0058 N 224017920.00 224017920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TMK7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 173000000.00 173000000.00 0.0045 N 173022490.00 173022490.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112TMV3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 472000000.00 472000000.00 0.0122 N 472000000.00 472000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112W2F3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 372000000.00 372000000.00 0.0097 N 372033480.00 372033480.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU54 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 192000000.00 192000000.00 0.0050 N 192005760.00 192005760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU70 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 40000000.00 40000000.00 0.0010 N 40001200.00 40001200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HAU8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 157000000.00 156911731.12 0.0041 N 156941910.00 156941910.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HC51 Other Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 14000000.00 13989391.11 0.0004 N 13990900.00 13990900.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233HDF8 Other Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N Y Support Agreement Toyota Motor Corp N/A N/A 46000000.00 45955725.00 0.0012 N 45953080.00 45953080.00 UBS AG UBS AG 0.240000% 90267RTT6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 184000000.00 184000000.00 0.0048 N 184020240.00 184020240.00 Union Bank, NA Union Bank, NA 0.230000% 905269EP7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 78000000.00 78000000.00 0.0020 N 78014820.00 78014820.00 Union Bank, NA Union Bank, NA 0.210000% 905269FP6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 45000000.00 45000000.00 0.0012 N 45007650.00 45007650.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2014-01-02 N N N 181000000.00 181000000.00 0.0047 N 181014480.00 181014480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.222500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-11-21 2014-05-20 N N N 25000000.00 25000000.00 0.0006 N 25002250.00 25002250.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.193300% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2013-11-08 2014-04-07 N N N 282000000.00 282000000.00 0.0073 N 281994360.00 281994360.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.224300% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2013-11-05 2014-08-05 N N N 46000000.00 46000000.00 0.0012 N 45998160.00 45998160.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.304400% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-12-16 2014-11-14 N N N 100000000.00 100000000.00 0.0026 N 100006400.00 100006400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.350200% 94985HD27 Other Note N First Tier Security N/A N/A 2013-12-23 2014-11-21 N N N 275000000.00 275000000.00 0.0071 N 275058850.00 275058850.00 Westpac Banking Corp Westpac Banking Corp 0.538100% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-01-28 2014-11-28 N N N 100000000.00 100000000.00 0.0026 N 100006900.00 100006900.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2014-04-25 N N N 202000000.00 202000000.00 0.0052 N 202141400.00 202141400.00 Westpac Banking Corp Westpac Banking Corp 0.261000% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2013-11-27 2014-08-27 N N N 240000000.00 240000000.00 0.0062 N 240088800.00 240088800.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-01 2014-01-17 N N N 237000000.00 237000000.00 0.0061 N 237094800.00 237094800.00 Westpac Banking Corp Westpac Banking Corp 0.272500% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2014-06-19 N N N 130000000.00 130000000.00 0.0034 N 130063700.00 130063700.00 Westpac Banking Corp Westpac Banking Corp 0.240000% 9612C4JZ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-25 2014-09-23 N N N 100000000.00 100000000.00 0.0026 N 100005000.00 100005000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 179899.00 179899.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 146225.01 146225.01 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 562098.02 562098.02 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1034236.61 1034236.61 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 157422.80 157422.80 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 112458.98 112458.98 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 44974.53 44974.53