0001145549-14-001639.txt : 20140303 0001145549-14-001639.hdr.sgml : 20140303 20140225111715 ACCESSION NUMBER: 0001145549-14-001639 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140225 DATE AS OF CHANGE: 20140225 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14639402 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/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-12-31 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 55 88 23650289978.05 9278795.37 1283703.77 23658285069.65 0.0023 1.0001 2013-12-31 1.0001 2013-12-31 C000012379 1.00 6133936966.79 1.00 237680336.51 1976817265.00 1739136928.49 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 C000012380 1.00 17524348102.86 1.00 1095940295.92 7437051551.37 6341111255.45 0.0001 1.0001 2013-12-31 1.0001 2013-12-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.240000% 00279HP26 Certificate of Deposit N First Tier Security N/A N/A 2014-02-20 2014-02-20 N Y Santander UK Plc N/A N/A N 110000000.00 110000000.00 0.0046 N 110008800.00 110008800.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.187900% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-07 2014-03-07 N N N 43000000.00 43000000.00 0.0018 N 43002580.00 43002580.00 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 2014-01-03 2014-01-03 N N N 170000000.00 170000000.00 0.0072 Security is a time deposit. N 170000136.00 170000136.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140106 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 247000000.00 247000000.00 0.0104 Security is a time deposit. N 247000123.50 247000123.50 Bank of America, NA Bank of America, NA 0.260000% 06052W2L6 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 22000000.00 22000000.00 0.0009 N 21998900.00 21998900.00 Bank of America, NA Bank of America, NA 0.200000% 06052W2M4 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 50000000.00 50000000.00 0.0021 N 49999000.00 49999000.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2R3 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 29000000.00 29000000.00 0.0012 N 28997390.00 28997390.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2S1 Other Note N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 143000000.00 143000000.00 0.0060 N 142987130.00 142987130.00 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 20000000.00 20000000.00 0.0008 N 20000600.00 20000600.00 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 245000000.00 245000000.00 0.0104 N 245009800.00 245009800.00 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 109000000.00 109000000.00 0.0046 N 109005450.00 109005450.00 Bank of America, NA Bank of America, NA 0.210000% 06052WW41 Other Note N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 20000000.00 20000000.00 0.0008 N 20000000.00 20000000.00 Bank of Montreal Bank of Montreal 0.170000% 06366A2M3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 63000000.00 62998513.27 0.0027 N 62998740.00 62998740.00 Bank of Montreal Bank of Montreal 0.050000% 06366A4K5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 125000000.00 125000000.00 0.0053 N 125000000.00 125000000.00 Bank of Montreal Bank of Montreal 0.040000% 06366A4Q2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 100000000.00 100000000.00 0.0042 N 99999000.00 99999000.00 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 79000000.00 79000000.00 0.0033 N 79001580.00 79001580.00 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 100000000.00 100000000.00 0.0042 N 100002000.00 100002000.00 Bank of Nova Scotia Bank of Nova Scotia 0.238300% 06417F2X7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-09-04 N N N 321000000.00 321000000.00 0.0136 N 321009630.00 321009630.00 Bank of Nova Scotia Bank of Nova Scotia 0.237900% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-09-09 N N N 89000000.00 89000000.00 0.0038 N 89003560.00 89003560.00 Bank of Nova Scotia Bank of Nova Scotia 0.234600% 06417HBH8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-11-25 N N N 35000000.00 35000000.00 0.0015 N 34998600.00 34998600.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417HCR5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 9000000.00 9000000.00 0.0004 N 8999100.00 8999100.00 Bank of the West Bank of the West 0.240000% 06426GCW5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 113000000.00 113000000.00 0.0048 N 113029380.00 113029380.00 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 107000000.00 107000000.00 0.0045 N 107001070.00 107001070.00 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 68000000.00 68000000.00 0.0029 N 68000680.00 68000680.00 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 22000000.00 22000000.00 0.0009 N 22000880.00 22000880.00 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 4000000.00 4000000.00 0.0002 N 4001280.00 4001280.00 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 101000000.00 101000000.00 0.0043 N 101033330.00 101033330.00 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 119000000.00 119000000.00 0.0050 N 119039270.00 119039270.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 70000000.00 70000000.00 0.0030 N 70002100.00 70002100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GRD6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 72000000.00 72000000.00 0.0030 N 72002880.00 72002880.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GWX6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 103000000.00 103000000.00 0.0044 N 103000000.00 103000000.00 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 6000000.00 6000000.00 0.0003 N 6000720.00 6000720.00 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 11000000.00 11000000.00 0.0005 N 11002530.00 11002530.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTV0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 31000000.00 31000000.00 0.0013 N 31004030.00 31004030.00 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 67000000.00 67000000.00 0.0028 N 67011390.00 67011390.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XUZ9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 118000000.00 118000000.00 0.0050 N 118000000.00 118000000.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVP0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 100000000.00 100000000.00 0.0042 N 100008000.00 100008000.00 Barclays Capital, Inc Barclays Capital, Inc 0.040000% 992JYM004_0.0400_M140102_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2041-06-25 3.500000 Government Agency Debt 20318720.00 19559336.66 Fannie Mae 2043-06-25 3.250000 Government Agency Debt 494443.00 465219.93 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 349545.00 348700.04 Freddie Mac 2038-12-15 4.000000 Government Agency Debt 18245000.00 18813319.59 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 14067644.00 13569429.01 Freddie Mac 2040-12-15 4.000000 Government Agency Debt 19190235.00 18501926.05 Freddie Mac 2041-02-15 4.500000 Government Agency Debt 15292000.00 15653258.21 Freddie Mac 2042-05-15 1.500000 Government Agency Debt 323297.00 279975.90 Freddie Mac 2042-07-15 3.000000 Government Agency Debt 18933000.00 16344271.98 GNMA 2061-06-20 4.800000 Government Agency Debt 1267089.00 1424651.46 GNMA 2062-12-20 4.472999 Government Agency Debt 24285.00 25963.63 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 100000000.00 100000000.00 0.0042 N 100000000.00 100000000.00 Bennington Stark Capital Company, LLC Bennington Stark Capital Company, LLC 0.320000% 08224MBE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 50000000.00 49980444.44 0.0021 N 49989500.00 49989500.00 BNP Paribas BNP Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 11000000.00 11000000.00 0.0005 N 11001870.00 11001870.00 BNP Paribas BNP Paribas 0.300000% 05572NQJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 104000000.00 104000000.00 0.0044 N 104010400.00 104010400.00 BNP Paribas BNP Paribas 0.300000% 05572NQL3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 65000000.00 65000000.00 0.0027 N 65006500.00 65006500.00 BNP Paribas BNP Paribas 0.320000% 05572NRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 46000000.00 46000000.00 0.0019 N 46006440.00 46006440.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 96000000.00 96000000.00 0.0041 N 96044160.00 96044160.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923JCS009_0.3900_M140107_2M47 0001197610 Other Repurchase Agreement N ABBOTT LABS COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803827.82 ACTAVIS PLC SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803694.32 AUTONATION INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803818.16 BOSTON SCIENTIFIC CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803820.94 CABOT OIL & GAS CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803818.24 CBS CORP NEW CL B 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803818.54 CIBER INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1206.72 CITIGROUP INC COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 80476.00 COLGATE PALMOLIVE CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803771.86 COLONY FINL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803832.70 FIDELITY NATIONAL FINANCIAL CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5723330.44 FORD MTR CO DEL COM PAR 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5519930.56 HALLIBURTON CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803812.00 INGERSOLL-RAND PLC SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803785.66 ISHARES INC MSCI MEX 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4866618.00 MARTHA STEWART LIVING OMNIMECL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 20721.70 NEW YORK & CO INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 90207.96 NEWMONT MINING CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803812.30 NOBLE ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803823.85 PG&E CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803792.94 PINNACLE WEST CAP CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803799.85 QUANTUM CORP COM DSSG 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3940.02 SAFEWAY INC COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803800.72 SPIRIT AEROSYSTEMS HLDGS INCCOM CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803819.45 VANTAGE DRILLING COMPANY ORD SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1105662.03 VORNADO RLTY TR SH BEN I 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803773.50 WALGREEN CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5803781.28 Unrated Security N/A N/A 2014-01-07 2014-01-07 Y BNP Paribas N/A N/A Y BNP Paribas N/A N/A N 116000000.00 116000000.00 0.0049 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 116042920.00 116042920.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923WFG003_0.3900_M140107_2M47 0001197610 Other Repurchase Agreement N ABBOTT LABS COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001664.68 ANADARKO PETE CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 363418.55 AUTONATION INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2638778.80 BOSTON SCIENTIFIC CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001682.48 COLONY FINL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001671.45 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001654.63 FORD MTR CO DEL COM PAR 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001679.60 HALLIBURTON CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001672.80 HUNTINGTON INGALLS INDS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001671.90 ING U S INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001685.67 INGERSOLL-RAND PLC SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001651.38 MEDTRONIC INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001655.77 MERCK & CO INC NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001643.70 MORGAN STANLEY COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001674.15 NISOURCE INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001672.32 PARKER HANNIFIN CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001615.20 PFIZER INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001666.14 SAFEWAY INC COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001665.86 SPIRIT AEROSYSTEMS HLDGS INCCOM CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001682.60 TYCO INTERNATIONAL LTD SHS 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001651.38 VENTAS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001668.39 WELLPOINT INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3001672.96 Unrated Security N/A N/A 2014-01-07 2014-01-07 Y BNP Paribas N/A N/A Y BNP Paribas N/A N/A N 60000000.00 60000000.00 0.0025 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 60019800.00 60019800.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M140107_2M47 0001197610 Other Repurchase Agreement N BBVA US SENIOR S A UNIPERSONAL 2014-05-16 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11763471.00 11897368.71 VERIZON COMMUNICATIONS 2042-11-01 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17443098.00 14442478.13 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 25000000.00 25000000.00 0.0011 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 25004000.00 25004000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.410000% 921AES008_0.4100_M140107_2M47 0001197610 Other Repurchase Agreement N CENTURYTEL, INC 2021-06-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12826.00 13375.81 GMAC 7.30 PUBLICINCOMENOTES PINES 2031-11-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14091949.00 17045386.65 THE AES CORP 2017-10-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4984725.00 5941238.34 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 20000000.00 20000000.00 0.0008 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 20000000.00 20000000.00 BPCE SA BPCE SA 0.245000% 05571CB59 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 43000000.00 42989757.64 0.0018 N 42994410.00 42994410.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.050000% 10513DXB1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 175000000.00 175000000.00 0.0074 N 174998250.00 174998250.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.210000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.410000% 12476FBJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6996173.33 0.0003 N 6998320.00 6998320.00 CAFCO, LLC CAFCO, LLC 0.420000% 12476FBT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N Y Letter of Credit Citibank NA N/A N/A 55000000.00 54963425.00 0.0023 N 54984050.00 54984050.00 CAFCO, LLC CAFCO, LLC 0.380000% 12476FCH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Citibank NA N/A N/A 70000000.00 69944583.33 0.0030 N 69972700.00 69972700.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.219500% 13606YA22 Other Note N First Tier Security N/A N/A 2014-01-10 2014-09-05 N N N 182000000.00 182000000.00 0.0077 N 182060060.00 182060060.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.040000% 13606YV60 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 226000000.00 226000000.00 0.0096 N 226000000.00 226000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KA31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 22000000.00 21999743.33 0.0009 N 21999780.00 21999780.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KA98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 10000000.00 9999533.33 0.0004 N 9999700.00 9999700.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 29000000.00 28997800.83 0.0012 N 28998550.00 28998550.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KAM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 50000000.00 49994166.67 0.0021 N 49996000.00 49996000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KB30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 70000000.00 69986525.00 0.0030 N 69989500.00 69989500.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KBC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 7000000.00 6998285.00 0.0003 N 6998600.00 6998600.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.200000% 13738KCX3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-31 2014-03-31 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 9000000.00 8995550.03 0.0004 N 8995500.00 8995500.00 Charta, LLC Charta, LLC 0.420000% 16115XB46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 70000000.00 69972233.34 0.0030 N 69994400.00 69994400.00 Charta, LLC Charta, LLC 0.340000% 16115XCU7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49959388.89 0.0021 N 49982500.00 49982500.00 Charta, LLC Charta, LLC 0.250000% 16115XFJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29965000.00 0.0013 N 29974200.00 29974200.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTS2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 62000000.00 62000000.00 0.0026 N 62014880.00 62014880.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 160000000.00 160000000.00 0.0068 N 160038400.00 160038400.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 18000000.00 18000000.00 0.0008 N 18005220.00 18005220.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTW3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 76000000.00 76000000.00 0.0032 N 76022040.00 76022040.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTY9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 10000000.00 10000000.00 0.0004 N 10003000.00 10003000.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RUA9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 64000000.00 64000000.00 0.0027 N 64021120.00 64021120.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 56000000.00 56000000.00 0.0024 N 55989360.00 55989360.00 Ciesco, LLC Ciesco, LLC 0.410000% 17178CBJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13992346.67 0.0006 N 13998040.00 13998040.00 Ciesco, LLC Ciesco, LLC 0.385000% 17178CC50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 108000000.00 107927235.00 0.0046 N 107978400.00 107978400.00 Ciesco, LLC Ciesco, LLC 0.360000% 17178CE17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39952000.00 0.0017 N 39978400.00 39978400.00 Citibank, NA Citibank, NA 0.400000% 17304UHZ6 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 42000000.00 42000000.00 0.0018 N 42016380.00 42016380.00 Citibank, NA Citibank, NA 0.350000% 17304UKZ2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 13000000.00 13000000.00 0.0005 N 13006110.00 13006110.00 Citibank, NA Citibank, NA 0.350000% 17304ULB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 151000000.00 151000000.00 0.0064 N 151070970.00 151070970.00 Citibank, NA Citibank, NA 0.350000% 17304ULC2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 66000000.00 66000000.00 0.0028 N 66031020.00 66031020.00 Citibank, NA Citibank, NA 0.330000% 17304ULS7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N N 70000000.00 70000000.00 0.0030 N 70030800.00 70030800.00 Citibank, NA Citibank, NA 0.226300% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-06-17 N N N 152000000.00 152000000.00 0.0064 N 152003040.00 152003040.00 Citibank, NA Citibank, NA 0.260000% 17304UPP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 11000000.00 11000000.00 0.0005 N 11001100.00 11001100.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GAN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N Y Guaranty JP Morgan Securities LLC N/A N/A 41000000.00 40992346.67 0.0017 N 40997130.00 40997130.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GB52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N Y Guaranty JP Morgan Securities LLC N/A N/A 18000000.00 17994400.00 0.0008 N 17997660.00 17997660.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 138000000.00 137799900.00 0.0058 N 137808180.00 137808180.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.204000% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-02-24 N N N 71000000.00 71000000.00 0.0030 N 71008520.00 71008520.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.208300% 20272AEP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-03 2014-03-03 N N N 17000000.00 17000000.00 0.0007 N 17001870.00 17001870.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.237000% 20272AFW1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-29 2014-11-24 N N N 149000000.00 149000000.00 0.0063 N 149019370.00 149019370.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272EC55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 86000000.00 85968395.00 0.0036 N 85980220.00 85980220.00 CRC Funding, LLC CRC Funding, LLC 0.420000% 12622VB45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 73000000.00 72971043.34 0.0031 N 72989050.00 72989050.00 CRC Funding, LLC CRC Funding, LLC 0.380000% 12622VCH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39968333.33 0.0017 N 39984000.00 39984000.00 CRC Funding, LLC CRC Funding, LLC 0.330000% 12622VCU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N Y Letter of Credit Citibank NA N/A N/A 18000000.00 17985810.00 0.0008 N 17991360.00 17991360.00 CRC Funding, LLC CRC Funding, LLC 0.360000% 12622VE18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24970000.00 0.0011 N 24981500.00 24981500.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VFS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-26 2014-06-26 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13982888.89 0.0006 N 13981622.20 13981622.20 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22532UW91 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 16000000.00 16000000.00 0.0007 N 16000480.00 16000480.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.240000% 22532UZ31 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 7000000.00 7000000.00 0.0003 N 7000140.00 7000140.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22532UZ98 Certificate of Deposit N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 165000000.00 165000000.00 0.0070 N 165006600.00 165006600.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TFL7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 144000000.00 144000000.00 0.0061 N 144021600.00 144021600.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THA9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 11000000.00 11000000.00 0.0005 N 11000880.00 11000880.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THU5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 16000000.00 16000000.00 0.0007 N 16001280.00 16001280.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TLY2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 47000000.00 47000000.00 0.0020 N 47000000.00 47000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TML9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 77000000.00 77000000.00 0.0033 N 77000000.00 77000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNS3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 39000000.00 39000000.00 0.0016 N 39000000.00 39000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNT1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNV6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 59000000.00 59000000.00 0.0025 N 59000000.00 59000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TPW2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 6000000.00 6000000.00 0.0003 N 5999220.00 5999220.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TRE0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 38000000.00 38000000.00 0.0016 N 37996200.00 37996200.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.020000% 22799D001_0.0200_M140102_2M47 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2027-07-20 3.000000 Government Agency Debt 8279379.00 5901289.39 Freddie Mac 2032-08-15 3.919999 Government Agency Debt 9215100.00 9560666.47 Freddie Mac 2038-09-20 5.000000 Government Agency Debt 9217676.00 911453.76 Freddie Mac 2039-09-20 5.500000 Government Agency Debt 8127371.00 775083.47 Freddie Mac 2040-02-20 5.000000 Government Agency Debt 8553878.00 1994298.46 Freddie Mac 2042-08-15 4.669999 Government Agency Debt 7595000.00 8069546.26 Freddie Mac 2043-06-15 4.349999 Government Agency Debt 5896500.00 6139851.47 Freddie Mac 2043-08-15 3.879999 Government Agency Debt 7253011.00 7336427.55 Freddie Mac 2043-10-15 3.140000 Government Agency Debt 8443500.00 8178374.39 Freddie Mac 2043-10-15 3.140000 Government Agency Debt 7600000.00 7361360.26 Freddie Mac 2043-10-15 3.819999 Government Agency Debt 8235800.00 8316826.62 Freddie Mac 2043-10-15 4.240000 Government Agency Debt 7806400.00 7967073.81 Freddie Mac 2043-11-15 4.339999 Government Agency Debt 6811600.00 7071962.41 Freddie Mac 2044-05-15 4.400000 Government Agency Debt 7769729.00 8086178.94 Freddie Mac 2045-10-15 3.730000 Government Agency Debt 7680000.00 7713685.00 Freddie Mac 2048-08-15 3.299999 Government Agency Debt 7031526.00 6811997.02 Freddie Mac 2048-09-15 3.730000 Government Agency Debt 7776500.00 7791132.26 Freddie Mac 2048-09-15 3.879999 Government Agency Debt 8000000.00 8076249.12 Freddie Mac 2048-10-15 3.529999 Government Agency Debt 7804800.00 7727003.75 Freddie Mac 2048-10-15 3.799999 Government Agency Debt 7520000.00 7568862.11 Freddie Mac 2048-10-15 3.799999 Government Agency Debt 6644600.00 6687523.79 Freddie Mac 2048-10-15 4.000000 Government Agency Debt 8506800.00 8647588.09 Freddie Mac 2048-12-15 4.160000 Government Agency Debt 7467000.00 7672964.95 Freddie Mac 2050-10-15 3.600000 Government Agency Debt 9054100.00 8995948.79 Freddie Mac 2053-09-15 3.490000 Government Agency Debt 8591300.00 8407633.82 Freddie Mac 2053-09-15 3.600000 Government Agency Debt 7272000.00 7202942.25 Freddie Mac 2054-01-15 3.950000 Government Agency Debt 7659600.00 7751106.78 Freddie Mac 2054-02-15 2.399999 Government Agency Debt 7682915.00 7185566.57 Freddie Mac 2054-08-15 4.549999 Government Agency Debt 8761530.00 8922525.55 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 200814013.00 200814013.00 0.0085 N 200814013.00 200814013.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140402_2M47 0001230485 Other Repurchase Agreement N 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 58111.17 AHMA 2007-1 A1 2047-02-25 0.843999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 137670000.00 45376209.30 CSFB 2004-AR7 CB1 2034-11-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 235586.06 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 35000.00 37390.02 GNMA 2028-03-23 6.120000 Government Agency Debt 110000.00 59107.40 GSAMP 2005-HE3 M4 2035-06-25 1.364600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2974.55 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 68271.43 SAIL 2005-7 M2 2035-08-25 0.674599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 153600.01 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 40000000.00 40000000.00 0.0017 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 40056000.00 40056000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2M47 0001230485 Other Repurchase Agreement N 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 138572.79 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 130000.00 138877.23 MARM 2007-3 12A1 2047-05-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167022000.00 55954919.95 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 100445.33 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 49000000.00 49000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 49000000.00 49000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140411_2M47 0001230485 Other Repurchase Agreement N 144A CCMFC 2006-2A A1 2047-04-25 0.294599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9660000.00 1865664.31 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3465000.00 777354.90 144A LBUBS 2004-C6 G 2036-08-15 5.294999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 547000.00 474410.12 144A SGMS 2007-AHL1 A1 2037-08-25 0.964600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9710000.00 1989288.57 BACM 2007-5 AM 2051-02-10 5.772000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 177281.95 BAFC 2007-B A1 2047-04-20 0.376800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28000000.00 8042485.48 BALTA 2005-5 24A1 2035-07-25 5.362800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 9023220.24 BALTA 2005-9 2035-11-25 0.424599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 3785580.84 BCAP 2006-AA2 A1 2037-01-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27763537.00 6938219.55 BSABS 2004-AC4 M1 2034-08-25 0.764599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28569000.00 3321065.82 BUMT 2005-1 1A2 2045-09-25 0.554599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24125000.00 2344955.36 CSFB 2004-AR7 CB1 2034-11-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8895000.00 3775744.22 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 441781.40 CWALT 2005-56 1A1 2035-11-25 0.894599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 120093.22 CWALT 2007-OA3 1A1 2047-04-25 0.304599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12775000.00 4984290.88 CWHL 2005-2 2A2 2035-03-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 88364000.00 4227380.10 CWL 2005-12 M3 2036-02-25 0.674599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1005000.00 226532.72 CWL 2007-S2 A2 2037-05-25 5.649000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 67261.92 CWMBS INC. 2005-HYB2 2043-07-25 3.513100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2255000.00 2215660.39 DSLA 2007-AR1 2A1A 2048-04-19 0.306300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 13519931.14 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61.00 57.37 GMACM 2005-AR2 2A 2035-05-25 3.170900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1173000.00 257737.41 HARRAHS OPERATING CO 10.000 2018-12-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46000.00 23230.00 HASC 2006-NC1 2A 2035-11-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 3174917.77 IMM 2005-5 A4 2035-08-25 0.924599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24450000.00 2831774.54 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.844600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 5441.95 INDA 2037-03-25 5.250600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22700000.00 7148535.35 INDX 2006-AR27 2A2 2036-10-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28000000.00 8573557.38 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.805500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2160000.00 2207262.93 LBMLT 2036-03-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12535000.00 3911633.98 MANA 2007-A1 A2C 2037-01-25 0.394600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1555000.00 417565.28 MILAGRO OIL & GAS 10.500 2016-05-15 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 168000.00 126833.00 MSM 2005-11AR A1 2036-01-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 4738625.88 NCHET 2006-1 A2B 2036-05-25 0.344600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1790000.00 504034.34 NCHET 2006-2 A2B 2036-08-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355000.00 136300.60 NHEL 2036-01-25 0.634600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 148500.54 RALI 2006-Q10 A1 2037-01-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11120000.00 3727735.32 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 21187.69 RALI 2006-QO4 2A1 2046-04-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000000.00 6907770.57 RALI SERIES 2005 QS9 TRUST 2045-10-25 0.564599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31513000.00 7089447.15 SACO 2006-9 A1 2036-08-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16938200.00 3000021.80 SAIL 2004-3 A3 2034-04-25 2.206000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1601000.00 284559.27 SAIL 2005-7 M2 2035-08-25 0.674599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 5796.23 TMST 2038-04-25 6.142199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1002000.00 255963.21 TMTS 2037-07-25 2.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 119544.00 United States Treasury Department 2043-05-15 2.875000 Treasury Debt 6129700.00 5023861.48 WAMU 2006-AR17 1A 2046-12-25 0.964999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25584000.00 9550350.54 First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 121000000.00 121000000.00 0.0051 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 121000000.00 121000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M140129_2M47 0001230485 Other Repurchase Agreement N 144A BAYV 2005-A A1 2040-02-28 1.167000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 68722.42 144A CSFB 2002-CKS4 G 2036-11-15 6.006000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990000.00 603044.21 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4080000.00 915326.99 144A GRAND 2006-2A A1A 2046-11-01 0.368700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 907000.00 153899.14 144A MLCC 2003-F B4 2028-10-25 1.872300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3313000.00 122227.63 144A MSAC 2007-SEA1 1A2 2047-02-25 2.064600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4565000.00 870562.89 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 39091.18 144A QUEST 2005-X2 A2 2035-12-25 0.449600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 73027.94 144A QUEST 2006-X2 A2 2036-08-25 0.454600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1760000.00 1067089.78 144A REG S PEGASUS AVIATION 2031-05-10 0.742500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 885000.00 314037.87 144A SMSTR 2005-1A A1 2045-12-06 0.491800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5055000.00 1139199.50 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 107282.16 144A SVHE 2006-NLC1 A3 2036-11-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 14545.19 AABST 2034-12-25 1.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 150330.09 AABST 2004-2 M2 2034-06-25 1.464599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1255000.00 136163.24 ABFC 2004-OPT4 M1 2034-02-25 0.764599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 77286.85 ABS BANKAMERICA MANUFACT 2025-12-10 7.929999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 114449.88 ABS CHEVY CHASE 1998-CCB2 2032-08-15 3.391599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 60963.87 ABSHE 2035-11-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 213266.63 ABSHE 2004-HE7 M2 2034-10-25 1.214599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740000.00 109225.53 ABSHE 2006-HE7 A4 2036-11-25 0.304599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1890000.00 1161378.16 ACE 2036-08-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1035000.00 379149.88 ACE 2005-HE6 M1 2035-10-25 0.634600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 99596.54 AHM 2005-2 5A4D 2035-09-25 4.461199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4605000.00 3523286.33 AHM 2006-2 3A2 2036-06-25 6.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 179148.66 AMSI 2004-R12 M2 2035-01-25 0.774599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 45253.16 ARMT 2005-8 4A11 2035-11-25 5.019400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18675000.00 5176862.19 BALTA 2006-5 2A2 2036-08-25 2.800800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7100000.00 1751510.78 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 9519129.99 BEAR STEARNS ALT A 11 5A1 2035-04-25 5.438600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 10310743.15 BOAA 2005-9 1CB2 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 390000.00 267098.40 BSABS 2006-HE3 M1 2036-04-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 535000.00 385009.19 CDMC 2004-2 B3 2034-05-25 5.206800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 412004.00 63663.14 CSFB 2003-AR15 CB2 2033-06-25 2.573300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1348484.00 139489.06 CSFB 2003-AR24 CB1 2033-10-25 2.777600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9541500.00 674453.93 CWALT INC. 2005-13CB 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 926370.29 CWALT 2005-28CB 1A6 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 7272055.75 CWALT 2005-J10 1A17 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18730000.00 12617172.50 CWALT 2005-J7 1A6 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9253000.00 5844181.77 CWHL 2033-06-25 2.742200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1225000.00 186884.26 CWHL 2003-58 B1 2034-02-19 2.567499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 57855.45 CWL 2046-01-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 77704.70 CWL 2004-15 MF3 2035-02-25 5.310999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 459700.76 CWL 2005-15 M1 2036-04-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 235953.58 CWL 2005-AB3 2A3 2035-09-27 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 505000.00 379366.15 CWL 2005-BC4 M7 2035-08-25 1.314600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 785000.00 228318.06 CWL 2006-17 2A3 2047-03-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 725000.00 324955.84 CWL 2006-23 2A4 2037-11-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2790000.00 914537.99 CWL 2006-BC5 2A4 2037-03-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 885000.00 347643.46 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 4241304.52 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 420000.00 448680.30 FHAMS 2005-AA8 3A1 2035-10-25 2.240100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18000000.00 3796787.02 FHLT 2006-C 2A2 2036-10-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 310000.00 128165.76 GNMA 2028-03-23 6.120000 Government Agency Debt 415000.00 222996.09 GS MTGE 2006 2039-11-10 5.700999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2172136.16 GSR 2004-9 B1 2034-08-25 3.098399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3605000.00 1361475.39 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 3185000.00 3028512.34 INDA 2007-AR1 1A2 2037-03-25 3.020900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24695000.00 7693303.86 INDA 2007-AR3 1A1 2037-07-25 2.988399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17119750.00 6341584.17 INDX 2035-07-01 2.388999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 103639.12 INDX 2005-AR15 A1 2035-09-25 4.643799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12075000.00 3709472.56 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.805500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3410000.00 3484614.16 JPMCC 2005-LDP4 C 2042-10-15 5.121999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11424000.00 6656618.56 JPMCC 2007-LDPX BS 2049-01-15 5.437000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6400000.00 1068357.28 LBMLT 2036-03-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1380000.00 430638.60 LBMLT 2036-08-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 90452.85 MASTR 2004-5 B2 2034-05-25 5.207499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1645000.00 558200.77 MLCFC 2006-3 C 2046-07-12 5.554000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 1883755.62 MLMI 2006-A1 2A1 2036-03-25 2.948300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3647416.00 675317.05 MLMI 2006-MLN1 A2B 2037-07-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765000.00 269310.21 MSAC 2007-HE7 A2B 2037-07-25 1.164600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1495000.00 878388.39 MSM 2005-7 4A1 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4150000.00 2925944.60 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 855000.00 134188.68 RAMC 2006-3 AF4 2036-11-25 5.812000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 87888.09 RASC 2004-KS9 AII3 2034-10-25 0.644599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2560000.00 848077.62 SACO 2006-9 A1 2036-08-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 40736.62 SARM 2005-15 2A1 2035-07-25 2.704800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12820000.00 2504327.86 SEMT 10 B3 2027-10-20 2.266799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1025000.00 55259.48 SEMT 2004-8 B2 2034-09-20 1.066800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4100000.00 759739.07 TMST 2038-04-25 5.775999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130926000.00 41883513.03 TMST 2038-04-25 6.142199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 151754000.00 38765909.10 WBCMT 2006-C29 2048-11-15 5.368000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 83850.69 WFMBS 2007-2 3A6 2037-03-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1070000.00 835847.32 First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 181000000.00 181000000.00 0.0077 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 181077830.00 181077830.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.230000% 2284K1AN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 60000000.00 59991950.00 0.0025 N 59994600.00 59994600.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.240000% 2284K1D91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 67000000.00 66956226.67 0.0028 N 66961810.00 66961810.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B5Z4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 146000000.00 146000000.00 0.0062 N 146018980.00 146018980.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155B6X8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 4000000.00 4000000.00 0.0002 N 4000640.00 4000640.00 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 0.0081 N 191057300.00 191057300.00 Deutsche Bank AG Deutsche Bank AG 0.350000% 25155BM69 Certificate of Deposit N First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 75000000.00 75000000.00 0.0032 N 75015000.00 75015000.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 144000000.00 144000000.00 0.0061 N 144025920.00 144025920.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155JAX6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-30 2014-05-30 N N N 67000000.00 67000000.00 0.0028 N 67002680.00 67002680.00 Deutsche Bank AG Deutsche Bank AG 0.320000% 25155JCK2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 26000000.00 26000000.00 0.0011 N 26006760.00 26006760.00 Deutsche Bank AG Deutsche Bank AG 0.260000% 25155JDG0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 55000000.00 55000000.00 0.0023 N 54994500.00 54994500.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M140109_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2043-06-01 2.162999 Government Agency Debt 113415.00 109848.38 GNMA 2041-08-15 5.000000 Government Agency Debt 17310.00 18508.44 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 52865800.00 50952528.28 First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 50000000.00 50000000.00 0.0021 Y 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140206_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2037-06-01 2.286000 Government Agency Debt 18859359.00 13154327.30 Fannie Mae 2043-06-01 2.162999 Government Agency Debt 1041219.00 1008475.27 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 34499882.00 17086515.92 Freddie Mac 2026-07-01 4.000000 Government Agency Debt 38951937.00 17432506.38 Freddie Mac 2028-11-01 2.500000 Government Agency Debt 21339.00 21087.04 Freddie Mac 2033-10-01 4.000000 Government Agency Debt 16929820.00 17700347.41 Freddie Mac 2039-12-01 4.500000 Government Agency Debt 34908269.00 20963557.91 Freddie Mac 2043-09-01 3.500000 Government Agency Debt 16856525.00 16585807.76 Freddie Mac 2043-09-20 4.000000 Government Agency Debt 21508913.00 21741842.44 Freddie Mac 2043-11-01 4.000000 Government Agency Debt 17281023.00 17671861.92 GNMA 2041-08-15 5.000000 Government Agency Debt 822836.00 879804.05 GNMA 2043-01-20 3.000000 Government Agency Debt 5933634.00 5480670.91 United States Treasury Department 2017-05-15 4.500000 Treasury Debt 88871600.00 99724975.90 First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 242000000.00 242000000.00 0.0102 Y 242000000.00 242000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140210_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-12-20 6.000000 Government Agency Debt 12643853.00 4212124.55 Freddie Mac 2025-05-15 4.000000 Government Agency Debt 5000000.00 2478786.04 Freddie Mac 2026-11-01 3.500000 Government Agency Debt 3000000.00 2318444.51 Freddie Mac 2034-01-01 3.500000 Government Agency Debt 1702317.00 1741958.29 Freddie Mac 2034-01-01 4.000000 Government Agency Debt 8182179.00 8605388.57 Freddie Mac 2037-03-01 5.000000 Government Agency Debt 13767454.00 1823413.32 Freddie Mac 2040-03-20 4.500000 Government Agency Debt 9593015.00 3677345.24 Freddie Mac 2040-05-20 4.500000 Government Agency Debt 10000000.00 2549427.46 Freddie Mac 2040-07-01 4.500000 Government Agency Debt 4125000.00 2077669.99 Freddie Mac 2040-12-01 3.500000 Government Agency Debt 7643951.00 7597050.36 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 2929444.00 1914529.38 Freddie Mac 2041-07-01 5.000000 Government Agency Debt 7531891.00 8073658.96 Freddie Mac 2041-08-01 5.500000 Government Agency Debt 15908422.00 8739158.88 Freddie Mac 2041-08-20 5.000000 Government Agency Debt 5159359.00 2789226.24 Freddie Mac 2041-09-20 4.000000 Government Agency Debt 22050000.00 8132261.90 Freddie Mac 2041-10-20 5.000000 Government Agency Debt 3786000.00 2128893.88 Freddie Mac 2042-04-15 3.000000 Government Agency Debt 2435879.00 2081079.10 Freddie Mac 2042-07-15 3.000000 Government Agency Debt 1659421.00 1539879.85 Freddie Mac 2043-02-01 3.000000 Government Agency Debt 6019881.00 5494686.98 Freddie Mac 2043-06-20 4.500000 Government Agency Debt 3908855.00 3067330.27 Freddie Mac 2043-08-01 4.000000 Government Agency Debt 1995950.00 2032543.79 Freddie Mac 2043-09-01 4.500000 Government Agency Debt 2123874.00 2081521.67 Freddie Mac 2043-10-01 4.500000 Government Agency Debt 1767865.00 1889583.33 Freddie Mac 2043-11-01 4.000000 Government Agency Debt 2004318.00 2061770.56 Freddie Mac 2043-11-01 4.500000 Government Agency Debt 7544696.00 8073958.21 Freddie Mac 2043-11-20 3.500000 Government Agency Debt 4439837.00 4437814.96 GNMA 2026-05-20 3.500000 Government Agency Debt 5701458.00 3269440.79 GNMA 2026-07-20 3.500000 Government Agency Debt 5312560.00 2745621.46 GNMA 2027-03-20 3.500000 Government Agency Debt 3766321.00 2794242.04 GNMA 2035-09-15 3.250000 Government Agency Debt 2516207.00 2610728.61 GNMA 2036-08-20 7.000000 Government Agency Debt 26077275.00 2845523.02 GNMA 2038-10-15 3.500000 Government Agency Debt 4342258.00 4363567.44 GNMA 2038-10-20 7.000000 Government Agency Debt 27007151.00 3861921.51 GNMA 2039-01-20 6.500000 Government Agency Debt 14000000.00 2508418.66 GNMA 2039-05-15 5.000000 Government Agency Debt 4968603.00 2468478.84 GNMA 2039-09-15 3.100000 Government Agency Debt 5000000.00 5105869.99 GNMA 2039-11-20 5.500000 Government Agency Debt 5199695.00 2124403.97 GNMA 2040-07-20 4.500000 Government Agency Debt 2917217.00 2568338.91 GNMA 2040-12-15 4.000000 Government Agency Debt 2000000.00 1720756.22 GNMA 2041-01-15 4.000000 Government Agency Debt 6962389.00 4055250.90 GNMA 2041-08-15 5.000000 Government Agency Debt 2690305.00 2876564.99 GNMA 2041-10-20 0.466799 Government Agency Debt 3213083.00 2886982.64 GNMA 2041-12-15 4.000000 Government Agency Debt 1948156.00 1857170.42 GNMA 2042-07-15 3.000000 Government Agency Debt 2178657.00 2053855.22 GNMA 2043-02-15 2.500000 Government Agency Debt 2321340.00 2098139.01 GNMA 2043-02-20 5.000000 Government Agency Debt 3552633.00 3100547.16 GNMA 2043-03-20 3.000000 Government Agency Debt 8403853.00 7851722.64 GNMA 2043-04-20 3.500000 Government Agency Debt 9489266.00 9193914.60 GNMA 2043-07-20 3.500000 Government Agency Debt 3831636.00 3869135.04 GNMA 2043-07-20 4.000000 Government Agency Debt 4158801.00 4342463.62 GNMA 2043-07-20 4.000000 Government Agency Debt 1944829.00 2026187.47 GNMA 2044-10-15 2.930000 Government Agency Debt 5000000.00 5070075.36 GNMA 2048-05-15 3.560000 Government Agency Debt 4774655.00 4775955.31 GNMA 2048-07-15 2.740000 Government Agency Debt 8000000.00 8063000.37 GNMA 2048-07-15 2.750000 Government Agency Debt 1844374.00 1822977.92 GNMA 2050-08-15 4.750000 Government Agency Debt 7953380.00 8461842.23 GNMA 2052-12-16 3.600000 Government Agency Debt 6603067.00 6608699.42 United States Treasury Department 2016-06-15 0.500000 Treasury Debt 67284000.00 67235540.73 United States Treasury Department 2017-05-15 4.500000 Treasury Debt 26913000.00 30199729.46 First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 310000000.00 310000000.00 0.0131 Y 310000000.00 310000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140311_2M47 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2043-03-01 3.000000 Government Agency Debt 25815416.00 23606740.90 Freddie Mac 2043-11-01 4.500000 Government Agency Debt 31492794.00 33704584.74 United States Treasury Department 2015-12-31 0.250000 Treasury Debt 44449800.00 44324807.16 United States Treasury Department 2019-08-15 3.625000 Treasury Debt 25334000.00 27986058.12 First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 126000000.00 126000000.00 0.0053 Y 126000000.00 126000000.00 Eagle Cnty, CO Housing Facilities RB (The Tarnes at BC) Series 1999B 0.240000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2410000.00 2410000.00 0.0001 N 2410000.00 2410000.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385RG3 Government Agency Debt N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 10000000.00 9999986.11 0.0004 N 10000000.00 10000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.052500% 313385RH1 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 55000000.00 54999839.59 0.0023 N 55000000.00 55000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RH1 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 27000000.00 26999910.00 0.0011 N 27000000.00 27000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385RH1 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 4795000.00 4794985.35 0.0002 N 4795000.00 4795000.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385RH1 Government Agency Debt N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 4000000.00 3999988.89 0.0002 N 4000000.00 4000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RN8 Government Agency Debt N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 8100000.00 8099905.50 0.0003 N 8099983.80 8099983.80 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RQ1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N N 25000000.00 24999625.00 0.0011 N 24999950.00 24999950.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385RQ1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N N 13000000.00 12999821.25 0.0005 N 12999974.00 12999974.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RT5 Government Agency Debt N First Tier Security N/A N/A 2014-01-13 2014-01-13 N N N 3000000.00 2999940.00 0.0001 N 2999991.00 2999991.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RU2 Government Agency Debt N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 67000000.00 66998548.33 0.0028 N 66999799.00 66999799.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385RX6 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 31440000.00 31439021.87 0.0013 N 31439874.24 31439874.24 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385RX6 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 2000000.00 1999942.22 0.0001 N 1999992.00 1999992.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385SC1 Government Agency Debt N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 1700000.00 1699935.54 0.0001 N 1699989.80 1699989.80 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385SE7 Government Agency Debt N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 40000000.00 39998466.66 0.0017 N 39999760.00 39999760.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385SK3 Government Agency Debt N First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 126000000.00 125994120.12 0.0053 N 125999118.00 125999118.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385SM9 Government Agency Debt N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 2200000.00 2199880.83 0.0001 N 2199982.40 2199982.40 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385SS6 Government Agency Debt N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 5000000.00 4999756.94 0.0002 N 4999905.00 4999905.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385SU1 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 52000000.00 51996258.79 0.0022 N 51998960.00 51998960.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385TA4 Government Agency Debt N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 2300000.00 2299862.64 0.0001 N 2299947.10 2299947.10 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385TB2 Government Agency Debt N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 86000000.00 85992116.67 0.0036 N 85997936.00 85997936.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385TB2 Government Agency Debt N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 2000000.00 1999828.89 0.0001 N 1999952.00 1999952.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 25000000.00 24998128.47 0.0011 N 24999325.00 24999325.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 5000000.00 4999455.55 0.0002 N 4999865.00 4999865.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TH9 Government Agency Debt N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N N 12000000.00 11999083.33 0.0005 N 11999676.00 11999676.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.030000% 98599G006_0.0300_M140102_2M47 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2041-05-15 4.375000 Treasury Debt 27348220.00 3000005088.02 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 3000000000.00 3000000000.00 0.1268 N 3000000000.00 3000000000.00 Freddie Mac Freddie Mac 0.070000% 313397SR3 Government Agency Debt N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 10000000.00 9999338.89 0.0004 N 9999820.00 9999820.00 Freddie Mac Freddie Mac 0.243600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-11-10 N N N 100000000.00 100000000.00 0.0042 N 100010500.00 100010500.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959JAQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 44000000.00 43993534.44 0.0019 N 43998680.00 43998680.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.170000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2580000.00 2580000.00 0.0001 N 2580000.00 2580000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 38399J008_0.0500_M140107_2M47 0000769993 Treasury Repurchase Agreement Y United States Treasury Department 2022-07-15 0.125000 Treasury Debt 101453440.00 98940000.79 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y GOLDMAN SACHS & CO N/A N/A N N 97000000.00 97000000.00 0.0041 N 97000000.00 97000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921ABB008_0.5600_M140320_2M47 0000769993 Other Repurchase Agreement N AMERICAN TOWER CORP NEW COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099939.40 BERKSHIRE HATHAWAY INC DEL CL B NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099904.80 CHIMERA INVT CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1305710.91 CROWN CASTLE INTL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099962.50 DELTA AIR LINES INC DEL COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099982.57 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099968.44 HESS CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099993.11 INTERCONTINENTALEXCHANGE GROCOM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099917.76 JOHNSON & JOHNSON 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099971.10 LEUCADIA NATL CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099992.80 LOWES COS INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099999.75 LYONDELLBASELL INDUSTRIES N SHS - A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099927.50 NEXTERA ENERGY INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099991.90 NIELSEN HOLDINGS N V COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099977.60 OCCIDENTAL PETE CORP DEL COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099909.40 PEPSICO INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099975.36 PRUDENTIAL FINL INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099946.00 TENET HEALTHCARE CORP COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 6795045.45 WALGREEN CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099971.44 WELLPOINT INC COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099977.60 WORKDAY INC CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099990.34 ZOETIS INC CL A 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8099971.11 First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 162000000.00 162000000.00 0.0068 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 162153900.00 162153900.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 992JYE002_0.0400_M140107_2M47 0000769993 Government Agency Repurchase Agreement Y GNMA 2042-11-20 3.000000 Government Agency Debt 171955922.00 156086023.10 GNMA 2043-02-20 3.500000 Government Agency Debt 130596433.00 125433977.24 First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 276000000.00 276000000.00 0.0117 N 276000000.00 276000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140102_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-08-01 3.500000 Government Agency Debt 33288111.00 24480000.38 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 24000000.00 24000000.00 0.0010 N 24000000.00 24000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140103_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-04-01 4.000000 Government Agency Debt 52394293.00 41347657.81 Fannie Mae 2027-12-01 3.000000 Government Agency Debt 48816010.00 47987548.26 Fannie Mae 2028-05-01 2.500000 Government Agency Debt 11292921.00 10709245.54 Fannie Mae 2028-10-01 3.500000 Government Agency Debt 46163696.00 47855548.86 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 145000000.00 145000000.00 0.0061 N 145000000.00 145000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140106_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-10-01 2.500000 Government Agency Debt 8595491.00 7548051.94 Fannie Mae 2043-08-01 4.000000 Government Agency Debt 12578983.00 12851948.55 First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 20000000.00 20000000.00 0.0008 N 20000000.00 20000000.00 Govco, LLC Govco, LLC 0.200000% 38362WCK5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N Y Credit / Liquidity Citibank NA N/A N/A 20500000.00 20491230.55 0.0009 N 20491390.00 20491390.00 Indiana Health & Educational Facility Financing Auth Taxable RB (Union Hospital) Series 2006B 0.110000% 454795BM6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 12200000.00 12200000.00 0.0005 N 12200000.00 12200000.00 ING Bank NV ING Bank NV 0.380000% 461995003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 60000000.00 60000000.00 0.0025 N 60031200.00 60031200.00 ING Bank NV ING Bank NV 0.380000% 922PLL001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 2000000.00 2000000.00 0.0001 N 2000260.00 2000260.00 ING Bank NV ING Bank NV 0.370000% 922QVH007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 115000000.00 115000000.00 0.0049 N 115023000.00 115023000.00 ING Bank NV ING Bank NV 0.390000% 922UST006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 38000000.00 38000000.00 0.0016 N 38015200.00 38015200.00 ING Bank NV ING Bank NV 0.390000% 922USU003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 38000000.00 38000000.00 0.0016 N 38015200.00 38015200.00 ING Bank NV ING Bank NV 0.380000% 922WKJ002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 26000000.00 26000000.00 0.0011 N 26009360.00 26009360.00 ING Bank NV ING Bank NV 0.340000% 922XHF002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 110000000.00 110000000.00 0.0046 N 110039600.00 110039600.00 ING Bank NV ING Bank NV 0.360000% 923DCC007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 5000000.00 5000000.00 0.0002 N 5002000.00 5002000.00 ING Bank NV ING Bank NV 0.240000% 923GSH002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 51000000.00 51000000.00 0.0022 N 51003060.00 51003060.00 ING Bank NV ING Bank NV 0.320000% 979KER009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 7000000.00 7000000.00 0.0003 N 7001540.00 7001540.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.340000% 4662J3CA2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 13000000.00 12991651.11 0.0005 N 12995190.00 12995190.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.350000% 4662J3EK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 28000000.00 27962433.33 0.0012 N 27969760.00 27969760.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.320600% 46636WAC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 67000000.00 67000000.00 0.0028 N 67007370.00 67007370.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.300000% 46590EEM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 30000000.00 29965000.00 0.0013 N 29968500.00 29968500.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.400000% 46590EHS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-08-26 N N N 120000000.00 119683999.99 0.0051 N 119701200.00 119701200.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ACP006_0.6500_M140331_2M47 0001168163 Other Repurchase Agreement N CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS 2030-05-15 4.517699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43934740.00 44554785.13 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.006899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16184464.00 16972162.55 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.906600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 998150.27 JP MORGAN CHASE COMM 2042-10-15 5.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19052705.00 19480552.54 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2045-07-15 6.002300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19514191.00 19898828.75 JPMCC 2007 2049-02-12 5.706000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 877053.00 626503.10 LBUBS 2008-C1 AJ 2041-04-15 6.319899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 338804.00 339628.94 ML CFC COML MTGE TR 2007-8 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23895651.00 24378148.62 WACHOVIA BANK COMM 2047-04-15 5.591000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23589003.00 25761995.75 First Tier Security N/A N/A 2014-03-31 2014-03-31 N N N 133000000.00 133000000.00 0.0056 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 133255360.00 133255360.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.364500% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-01-21 2014-12-22 N N N 47000000.00 47000000.00 0.0020 N 47002256.00 47002256.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.346100% 48125LEB4 Other Note N First Tier Security N/A N/A 2014-01-18 2015-01-16 N N N 90000000.00 90000000.00 0.0038 N 90074790.00 90074790.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320600% 48125LLP5 Other Note N First Tier Security N/A N/A 2014-01-22 2015-01-22 N N N 30000000.00 30000000.00 0.0013 N 30040050.00 30040050.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC68 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 75000000.00 75000000.00 0.0032 N 75036750.00 75036750.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC92 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 70000000.00 70000000.00 0.0030 N 70190400.00 70190400.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCC5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 98000000.00 98000000.00 0.0041 N 98032340.00 98032340.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCG6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 12000000.00 12000000.00 0.0005 N 12004080.00 12004080.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCS0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 27000000.00 27000000.00 0.0011 N 27010260.00 27010260.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PF24 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 55000000.00 55000000.00 0.0023 N 55002200.00 55002200.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.370000% 48125PP98 Certificate of Deposit N First Tier Security N/A N/A 2014-07-29 2014-07-29 N N N 85000000.00 85000000.00 0.0036 N 85044200.00 85044200.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PQ71 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 137000000.00 137000000.00 0.0058 N 137039730.00 137039730.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PR62 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 10000000.00 10000000.00 0.0004 N 10003000.00 10003000.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWF4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 95000000.00 95000000.00 0.0040 N 95019000.00 95019000.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 6000000.00 6000000.00 0.0003 N 6001200.00 6001200.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LWV9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 17000000.00 17000000.00 0.0007 N 16999320.00 16999320.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXF3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 2000000.00 2000000.00 0.0001 N 1999900.00 1999900.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXM8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 111000000.00 111000000.00 0.0047 N 110994450.00 110994450.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274MA93 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 4000000.00 3999804.44 0.0002 N 3999880.00 3999880.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.200000% 56274MAD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-13 2014-01-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 5000000.00 4999666.67 0.0002 N 4999750.00 4999750.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.200000% 56274MAG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 27500000.00 27497708.33 0.0012 N 27498350.00 27498350.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.215000% 56274MBD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 15000000.00 14996147.92 0.0006 N 14996850.00 14996850.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 06399V008_0.0700_M140107_2M47 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2028-10-25 2.500000 Government Agency Debt 15000000.00 14178800.00 Fannie Mae 2029-07-25 4.500000 Government Agency Debt 13876000.00 14461234.18 Fannie Mae 2032-12-25 2.000000 Government Agency Debt 18000000.00 15484332.52 Fannie Mae 2039-10-25 4.000000 Government Agency Debt 28024000.00 14444836.11 Fannie Mae 2039-12-25 4.000000 Government Agency Debt 27500000.00 15107617.23 Fannie Mae 2040-03-25 2.500000 Government Agency Debt 18100000.00 14065934.25 Freddie Mac 2028-07-15 3.500000 Government Agency Debt 11674382.00 4621895.35 Freddie Mac 2029-08-15 3.000000 Government Agency Debt 25000000.00 14180918.91 Freddie Mac 2032-02-15 6.500000 Government Agency Debt 22600000.00 15706379.18 Freddie Mac 2032-04-15 3.500000 Government Agency Debt 20171000.00 14747967.93 Freddie Mac 2033-04-15 2.000000 Government Agency Debt 18041000.00 16480480.49 Freddie Mac 2034-06-15 6.000000 Government Agency Debt 13600000.00 15192492.00 Freddie Mac 2037-01-15 5.500000 Government Agency Debt 13813000.00 15132339.49 Freddie Mac 2041-04-15 3.850000 Government Agency Debt 3272880.00 1594772.49 First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 180000000.00 180000000.00 0.0076 N 180000000.00 180000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140204_2M47 0000728612 Other Repurchase Agreement N 144A MSBAM 2012-C5 E 2022-07-15 4.836500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6070039.00 5519866.29 ACCO BRANDS CORP 2020-04-30 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 307000.00 304371.31 AI COMMERCIAL MORTGAGE PASS THROUGH 2022-02-15 0.666599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3704293.00 3450201.71 ALTERNATIVE LOAN TRUST 2007-16CB (CWALT) 2037-08-25 0.615999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17989588.00 4904610.22 AMERICAN INTERNATIONAL GROUP INC 2068-05-15 8.175000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3890345.00 4747955.35 APX GROUP INC 2020-12-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 469524.00 479990.47 ARD FINANCE S A 2018-06-01 11.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 107927.08 ARDAGH PACKAGING FIN PLC 2017-10-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 163397.92 ARDAGH PACKAGING FIN PLC / ARDAGH MP HLDGS USA 2020-10-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 221352.78 ATHE AES CORP 2023-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2595481.00 2442942.42 AUTOMIBILES GILDEMEISTER S A 2023-01-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 211837.50 BANC AMER RE REMIC TR 2010 UBER5 2017-07-17 5.664699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 217832.59 BANQUE PSA FIN 2014-04-04 2.144400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 120415.57 BCAP LLC 2009 RR5 TR 2037-02-26 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16826225.00 5220710.93 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 181811.00 172757.27 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2004-AC 2035-04-25 0.845999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7159000.00 56954.61 BEAR STERNS ASSET BACKED SEC 2004 AC 2035-04-25 0.626000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14036000.00 2013317.70 BOE INTER HOLDING CORP 2017-11-01 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 712522.00 753492.01 CALPINE CORPORATION 2022-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1623000.00 1676018.00 CB PECO ENERGY CAP TR 2028-04-06 7.379999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 132799.55 CE GENERATION LLC 2018-12-15 7.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 188472.00 CEMEX S A B DE C V 2018-01-11 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 154000.00 175945.00 CENTURYTEL INC 2015-02-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 264097.22 CHC HELICOPTER S A 2020-10-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1109385.00 1211479.24 CHL MTG PASS THRU TRUST 2007 4 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11237998.00 2991484.91 CITIGROUP INC 2018-05-15 1.940600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12873197.00 13439227.04 CITIGROUP MORTGAGE LOAN TR 200 2036-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 119138.00 57198.95 CLEARWIRE COMMUNICIATIONS INC LLC 2016-12-01 14.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 96235.42 COBALT COMMERCIAL MTGE TRUST 2007 2046-05-15 5.963499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8612544.00 9368961.60 COMM 2013 CCRE9 MTG TR 2045-07-10 4.261099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1940000.00 1641136.47 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.006899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21574762.00 22624806.58 CONSOL ENERGY INC 2021-03-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 15768.75 COSAN LUXEMBOURG S A 2018-03-14 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 925000.00 460399.43 COUNTRYWIDE HOME LOANS TRUST 2035-11-25 0.565999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5808992.00 5190173.64 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR 2045-06-25 3.666100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2474862.04 CSMC SER 2006 TFL2 2021-10-15 1.386600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2377233.00 2348383.53 CSN ISLANDS IX CORP 2015-01-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24000.00 25860.00 CWALT INC 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 168397.00 127138.40 CWALT INC 2046-07-25 0.374599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29358960.00 9082194.27 CWALT INC 2005-13CB 2035-06-25 0.506000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1813000.00 309936.04 CWALT INC. 2005-79CB 2036-04-25 0.666000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4142430.00 926912.11 CWALT, INC. 2004-2CB 2034-10-25 0.926000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40929278.00 2511589.63 CWMBS INC 2035-03-25 0.526000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3350000.00 574848.31 CWMBS INC 2035-04-25 0.485999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 18164.78 DEVON ENERGY CORPORATION 2041-07-15 5.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 152000.00 163140.42 DIGICEL LIMITED 2017-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 143000.00 152652.50 DISH DBS CORP 2023-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6149000.00 5824469.45 EL PASO CORP 2028-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 250849.96 EL PASO CORPORATION 2016-02-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 370186.30 EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC 2015-11-15 4.099999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 243130.44 ENTERPRISE PROD OPER LP 2049-08-01 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1778000.00 2032068.79 EQUINIX, INC 2023-04-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1238671.88 Fannie Mae 2023-10-25 5.414600 Government Agency Debt 3682692.00 3894627.65 FFH 8.597 01/15/27 0 2027-01-15 8.596999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 124093.46 FREDDIE MAC STRUCTURED P/T CTFS SPCS SERIES 2048-07-25 4.435500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2881000.00 2876745.49 FREMF 2013-K712 MTG TR MULTI FAMILY MORTGE TRUST C 2019-12-25 3.482899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2246781.22 GANNETT CO INC 2014-11-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 545664.58 GENON ESCROW CORP 2018-10-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6672174.00 7690051.22 GEOPARK LATIN AMER LTD AGENCIAEN CHILE 2020-02-11 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 290966.67 GRATON ECO DEV AUTH 2019-09-01 9.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 119208.33 GS MTG SECS TR 2011-GC3 2044-03-11 5.543300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 752615.00 766546.35 GS MTGE 2006 2039-11-10 5.700999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7562003.00 3286337.49 GS MTGE SEC CORP 11 2049-12-20 5.580300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27235413.00 2017585.13 GSAMP TRUST 2004-HE2 2035-05-25 0.916000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7790000.00 1159281.66 GSR MORT LOAN TRUST 2001-1 2034-01-25 6.631899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4803000.00 2510550.71 HARBORVIEW MTGE LOAN TRUST 2036-12-19 0.406299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20575473.00 12788155.64 HILCORP ENERGY I LP 2020-02-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 194923.79 HVMLT 2037-03-19 0.346300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42563315.00 4586983.28 HVMLT 2038-01-19 0.356300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12157546.00 4324840.64 IAI INTELSAT BERMUDA LTD 2018-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 715643.75 IMPERIAL CMB TRUST SER 1998-2 2034-11-25 1.966000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6699000.00 316530.00 INDYMAC MBS INC INDX MLT 2004 AR3 CL B 4 VAR DUE 2019-04-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 427000.00 490382.81 J C PENNY 2036-10-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1089079.00 823298.35 J P MORGAN MTGE TR 2003-A1 2035-07-25 3.491299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5999572.00 3977793.47 JP MORGAN CHASE COMM SEC 2049-01-15 0.426599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7943654.00 4635357.24 JPMORGAN ACCEPTANCE CORP I 2037-08-26 6.427900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3901576.00 2382219.45 LAND OLAKES CAPITAL TRUST I 2028-03-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 981936.11 LEHMAN XS TR 2046-08-25 0.365999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10237937.00 6157053.67 LIBERTY MEDIAS 2029-07-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37000.00 41317.69 M.D.C. HOLDINGS INC 2020-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 240960.94 MALLINCKRODT INTL FIN SA 2023-04-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 28049.03 MANA 2007-OAR3 A1 2037-07-25 0.355999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18370053.00 8295663.93 MARFRIG HLDGS EUROPE B V 2021-09-20 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 334000.00 318970.00 MERRILL LYNCH MTG INV 2004 A1 2035-04-25 0.605999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3156000.00 1657550.14 MICHAEL FOODS GROU[ 2018-07-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 564979.17 MORGAN STANLEY BK AMER MERRILLYNCH TR 2013 C10 2046-07-15 4.219100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225016.00 2687993.31 MORGAN STANLEY MORT LN TR 2035-01-25 2.911000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20517674.00 1104694.69 MUELLER WATER PRODUCTS INC 2020-09-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500.00 574.58 NAAC ALT LOAN TRUST SERIES 2006-AF2 2036-08-25 0.266000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3833000.00 96756.50 NATIONAL CINEMEDIA LLC 2022-04-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 631000.00 659500.17 NOMURA RESECURITIZATION TR 2011 4R 2036-12-25 2.379799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4166868.00 2208971.23 NUVEEN INVESTMENTS INC CLASS A COMMON 2017-10-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1090000.00 1113722.64 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8568888.00 6143178.63 PFD PRECISION DRILLING 2020-11-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000.00 13987.55 PREFERRED TERM SECURITIES XX111,KY 2036-12-22 0.454400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 627118.67 QUEBECOR MEDIA INC 2016-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 483000.00 491304.92 RALI SERIES 2003 QS4 TRUST 2035-03-25 4.327300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8220300.00 816622.19 RALI SERIES 2003-QS4 TRUST 2035-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 302970.86 RANGE RESOURCES CORP 2023-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 456422.22 REGAL ENTERTAINMENT GRP CLASS A 2018-08-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 504202.00 563809.88 RESEDENTIAL ASSET SEC TRUST 2006 A9CB 2036-07-25 0.536000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21380000.00 4661643.00 REXEL 2020-06-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975000.00 1984545.83 RFMSI SER 2003 S14 TRUST 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1244153.07 RUBY TUESDAY INC 2020-05-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 474871.53 SANTANDER US DEBT SA UNIPERSONAL 2015-01-20 3.724000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8900000.00 9226225.55 SERVICE CORP INTL 2027-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 356000.00 382255.00 SOTHEBYS HLDGS INC 2022-10-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 634000.00 601111.25 SPRINGLEAF MTG LN TR 2013 1 2058-06-25 4.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 707674.00 675007.06 STANDARD PACIFIC CORP 2016-09-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 118000.00 145925.03 TAYLOR MORRISON CMNTYS INC MONARCH CMNTYS INC 2020-04-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 314000.00 350537.39 TENET HEALTHCARE CORP 2020-02-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1589437.00 1677849.43 TENET HEALTHCARE CORP 2020-06-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 280428.12 TENET HEALTHCARE CORPORATION 2021-04-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 342000.00 329559.75 TENNECO AUTOMOTIVE INC 2018-08-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 209337.78 THE AES CORP 2020-06-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1800000.00 2118000.00 THE RYLAND GROUP INC 2015-01-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 185462.33 TIME WARNER CABLE 2021-09-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7750000.00 7314940.84 TOLL BROS FINANCE CORP 2019-11-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 161525.00 TRINIDAD DRILLING 2019-01-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 715853.12 U S J-ACUCAR E ALCOOL S A 2019-11-09 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76000.00 71250.00 UBS-BARCLAYS COML MTG TR 2012-C4 2045-12-10 4.501500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 875855.88 VERSO PAPER HLDGS LLC VERSO PAPER 2019-01-15 11.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 150076.87 VPII ESCROW CORP 2018-08-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650616.00 735846.70 WACHOVIA BANK COMM MTG 2020-06-15 0.466600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 5746466.27 WAMU 2006-AR9 1A 2046-08-25 1.144200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3335251.00 1070553.91 WAMU MTGE P/T TR 2045-04-25 0.766000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 3129563.00 WAMU MUTUAL MTG PASS THROUGH CTF 2046-12-25 0.869199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31251894.00 7428778.66 WASHINGTON MUTUAL MSC MTGE P/T CERT 2035-05-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3399003.22 WELLS FARGO COML 2045-10-15 4.938200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3265000.00 2976768.31 WELLS FARGO MTG B SEC 2034-09-25 2.613700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2672417.00 1310937.43 WMALT SERIES 2046-06-25 1.134200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1892009.00 394051.56 ZIONS BANCORPORATION 2099-12-31 5.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 739188.00 First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 245000000.00 245000000.00 0.0104 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 245151900.00 245151900.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.233800% 60682AFQ4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 21000000.00 21000000.00 0.0009 N 21000000.00 21000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.214500% 60682AGD2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 67000000.00 67000000.00 0.0028 N 67003350.00 67003350.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJB3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 32000000.00 32000000.00 0.0014 N 32000000.00 32000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJR8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 15000000.00 15000000.00 0.0006 N 14998500.00 14998500.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJS6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-19 2014-06-19 N N N 26000000.00 26000000.00 0.0011 N 25997660.00 25997660.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LDU7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 32000000.00 32000000.00 0.0014 N 32001920.00 32001920.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LFC5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 21000000.00 21000000.00 0.0009 N 21000000.00 21000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LFD3 Certificate of Deposit N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 57000000.00 57000000.00 0.0024 N 57000000.00 57000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LFX9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 5000000.00 5000000.00 0.0002 N 5000050.00 5000050.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LGZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 100000000.00 100000000.00 0.0042 N 100006000.00 100006000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LHK5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 50000000.00 50000000.00 0.0021 N 50001500.00 50001500.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LJL1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 33000000.00 33000000.00 0.0014 N 33000000.00 33000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LJN7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 56000000.00 56000000.00 0.0024 N 56000000.00 56000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LKZ8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 14000000.00 14000000.00 0.0006 N 14000000.00 14000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LLL8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 10000000.00 10000000.00 0.0004 N 9999600.00 9999600.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LLP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 15000000.00 15000000.00 0.0006 N 14999250.00 14999250.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.030000% 60686N005_0.0300_M140102_2M47 0000812291 Government Agency Repurchase Agreement Y United States Treasury Department 2015-11-30 1.375000 Treasury Debt 877200.00 895222.97 United States Treasury Department 2016-02-29 2.625000 Treasury Debt 5200000.00 5493002.76 United States Treasury Department 2016-03-15 0.375000 Treasury Debt 594400.00 594130.40 United States Treasury Department 2016-03-31 2.375000 Treasury Debt 2600000.00 2727732.14 United States Treasury Department 2016-04-30 2.625000 Treasury Debt 520000.00 547811.34 United States Treasury Department 2016-05-15 5.125000 Treasury Debt 2865000.00 3194332.98 United States Treasury Department 2016-05-15 7.250000 Treasury Debt 1589000.00 1854780.44 United States Treasury Department 2016-05-31 1.750000 Treasury Debt 2300000.00 2370265.88 United States Treasury Department 2016-05-31 3.250000 Treasury Debt 2550000.00 2722808.04 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 20000000.00 20000000.00 0.0008 N 20000000.00 20000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.040000% 992JYJ001_0.0400_M140103_2M47 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2043-05-01 2.178999 Government Agency Debt 32713207.00 30882711.14 Fannie Mae 2043-09-01 2.931999 Government Agency Debt 12396818.00 12636596.22 Freddie Mac 2025-07-01 4.000000 Government Agency Debt 17990480.00 8619800.32 Freddie Mac 2025-10-01 3.500000 Government Agency Debt 24506000.00 8772208.58 Freddie Mac 2026-06-01 4.000000 Government Agency Debt 7601974.00 6422898.31 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 11804505.00 7028079.31 Freddie Mac 2028-01-01 2.500000 Government Agency Debt 8619189.00 7864425.22 Freddie Mac 2028-04-01 2.500000 Government Agency Debt 7925000.00 7472970.09 Freddie Mac 2033-12-01 6.000000 Government Agency Debt 18229034.00 6330981.06 Freddie Mac 2035-06-01 5.500000 Government Agency Debt 13845273.00 2983783.43 Freddie Mac 2036-12-01 5.000000 Government Agency Debt 40000000.00 8088691.89 Freddie Mac 2037-12-01 5.500000 Government Agency Debt 12035533.00 7029082.54 Freddie Mac 2039-11-01 5.000000 Government Agency Debt 18000000.00 8409978.76 Freddie Mac 2039-12-01 4.500000 Government Agency Debt 12280150.00 6745646.45 Freddie Mac 2040-12-01 3.500000 Government Agency Debt 10638457.00 6607234.70 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 15000000.00 7238044.00 Freddie Mac 2040-12-01 4.500000 Government Agency Debt 11700000.00 7418125.25 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 10300000.00 7940587.12 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 9897643.00 8210582.82 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 7300000.00 6153037.03 Freddie Mac 2042-03-01 4.000000 Government Agency Debt 9127031.00 6507844.71 Freddie Mac 2042-05-01 3.500000 Government Agency Debt 7986084.00 7511989.93 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 8910593.00 8341270.92 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 8500000.00 7939638.52 Freddie Mac 2042-09-01 4.000000 Government Agency Debt 8015548.00 7679288.66 Freddie Mac 2042-09-01 4.000000 Government Agency Debt 7497037.00 7428501.47 Freddie Mac 2043-01-01 3.000000 Government Agency Debt 7875256.00 7192060.43 Freddie Mac 2043-04-01 3.000000 Government Agency Debt 9089897.00 8489980.02 Freddie Mac 2043-04-01 3.000000 Government Agency Debt 8000000.00 7363863.37 Freddie Mac 2043-05-01 4.000000 Government Agency Debt 6241796.00 6324803.89 Freddie Mac 2043-07-01 3.500000 Government Agency Debt 7500000.00 7365294.65 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 250000000.00 250000000.00 0.0106 N 250000000.00 250000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.040000% 992JYJ001_0.0400_M140106_2M47 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2026-07-01 4.000000 Government Agency Debt 24841366.00 17478410.81 Fannie Mae 2031-09-01 4.000000 Government Agency Debt 7724580.00 4848326.80 Fannie Mae 2041-07-01 5.500000 Government Agency Debt 18713325.00 17586957.74 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 19995563.00 18140430.60 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 20262946.00 18144318.01 Fannie Mae 2042-04-01 3.500000 Government Agency Debt 20560840.00 17522755.39 Fannie Mae 2042-12-01 3.500000 Government Agency Debt 8811537.00 8278801.34 First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 100000000.00 100000000.00 0.0042 N 100000000.00 100000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.188300% 922JZQ009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2014-01-03 2014-03-03 N N N 173000000.00 173000000.00 0.0073 N 173000000.00 173000000.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1CB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 142000000.00 141937401.66 0.0060 N 141950300.00 141950300.00 Nationwide Building Society Nationwide Building Society 0.225000% 6385E1CH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 68000000.00 67968125.00 0.0029 N 67973480.00 67973480.00 Natixis SA Natixis SA 0.250000% 63873EH79 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 31000000.00 31000000.00 0.0013 N 31000000.00 31000000.00 Natixis SA Natixis SA 0.230000% 63873EN31 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 127000000.00 127000000.00 0.0054 N 127000000.00 127000000.00 Natixis SA Natixis SA 0.090000% 939UPJ002 0001503859 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 35000000.00 35000000.00 0.0015 Security is a time deposit. N 35000000.00 35000000.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 84000000.00 84000000.00 0.0036 N 84008400.00 84008400.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 20000000.00 20000000.00 0.0008 N 20001600.00 20001600.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-03-04 N N N 137000000.00 137000000.00 0.0058 N 137017810.00 137017810.00 Rabobank Nederland Rabobank Nederland 0.255000% 21684BNN0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-09-16 N N N 174000000.00 174000000.00 0.0074 N 173982600.00 173982600.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 44000000.00 44000000.00 0.0019 N 43993400.00 43993400.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQN7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 23000000.00 23000000.00 0.0010 N 22996550.00 22996550.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAU3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 208000000.00 208000000.00 0.0088 N 208043680.00 208043680.00 Rabobank Nederland 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 58000000.00 58000000.00 0.0025 N 58012180.00 58012180.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VBW8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 86000000.00 86000000.00 0.0036 N 85987100.00 85987100.00 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 61000000.00 60964755.55 0.0026 N 60979260.00 60979260.00 Royal Bank of Canada Royal Bank of Canada 0.292900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-01-07 2015-01-07 N N N 60000000.00 60000000.00 0.0025 N 60003900.00 60003900.00 Royal Bank of Canada Royal Bank of Canada 0.334400% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-01-06 2015-01-02 N N N 137000000.00 137000000.00 0.0058 N 137079460.00 137079460.00 Royal Bank of Canada Royal Bank of Canada 0.298400% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-01-02 2014-12-31 N N N 125000000.00 125000000.00 0.0053 N 125020000.00 125020000.00 Royal Bank of Canada Royal Bank of Canada 0.284000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-06-24 N N N 125000000.00 125000000.00 0.0053 N 125070000.00 125070000.00 San Jose Redevelopment Agency Sub Tax Allocation Taxable RB Series 2003A 0.250000% 79818CAB5 Other Commercial Paper N First Tier Security N/A N/A 2014-05-16 2014-05-16 N Y JPMorgan Chase Bank NA N/A N/A N 5000000.00 5000000.00 0.0002 N 5000200.00 5000200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 113000000.00 112993220.00 0.0048 N 112996610.00 112996610.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N Y Letter of Credit Barclays Bank Plc N/A N/A 16000000.00 15997226.67 0.0007 N 15998400.00 15998400.00 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 40000000.00 39972000.00 0.0017 N 39980800.00 39980800.00 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 21000000.00 20983013.33 0.0009 N 20987400.00 20987400.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 9000000.00 8989550.00 0.0004 N 8990010.00 8990010.00 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 12000000.00 12000000.00 0.0005 N 12001920.00 12001920.00 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 0.0004 N 10002000.00 10002000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 29000000.00 29000000.00 0.0012 N 29005220.00 29005220.00 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 12000000.00 12000000.00 0.0005 N 12001200.00 12001200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 55000000.00 55000000.00 0.0023 Security is a time deposit. N 54999527.00 54999527.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003_M140107 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 200000000.00 200000000.00 0.0085 Security is a time deposit. N 200000000.00 200000000.00 Societe Generale Societe Generale 0.250000% 83368NSA0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 85000000.00 85000000.00 0.0036 N 84996600.00 84996600.00 Societe Generale Societe Generale 0.240000% 83368NSU6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 18000000.00 18000000.00 0.0008 N 17999100.00 17999100.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.250000% 83365SC43 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-04 2014-03-04 N Y Societe Generale N/A N/A N 70000000.00 69969861.11 0.0030 N 69979000.00 69979000.00 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 123000000.00 123000000.00 0.0052 N 123007380.00 123007380.00 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 34000000.00 34000000.00 0.0014 N 34001020.00 34001020.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562C7C0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 40000000.00 40000000.00 0.0017 N 40000000.00 40000000.00 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 32000000.00 32000000.00 0.0014 N 32007680.00 32007680.00 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 6000000.00 6000000.00 0.0003 N 6001020.00 6001020.00 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 39000000.00 39000000.00 0.0016 N 39006630.00 39006630.00 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 30000000.00 30000000.00 0.0013 N 30005100.00 30005100.00 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 44000000.00 44000000.00 0.0019 N 44007040.00 44007040.00 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 24000000.00 24000000.00 0.0010 N 24004320.00 24004320.00 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 1000000.00 1000000.00 0.0000 N 1000170.00 1000170.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN24 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 38000000.00 38000000.00 0.0016 N 38006840.00 38006840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAK8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UCZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 2000000.00 2000000.00 0.0001 N 1999960.00 1999960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UDQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 147000000.00 147000000.00 0.0062 N 146995590.00 146995590.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UFW7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 60000000.00 60000000.00 0.0025 N 59997600.00 59997600.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UGC0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 16000000.00 16000000.00 0.0007 N 15998560.00 15998560.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UGJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 79000000.00 79000000.00 0.0033 N 78996050.00 78996050.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UHE5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 25000000.00 25000000.00 0.0011 N 24998750.00 24998750.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UHL9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-10 2014-04-10 N N N 20000000.00 20000000.00 0.0008 N 19998800.00 19998800.00 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 103000000.00 103000000.00 0.0044 N 103001030.00 103001030.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFB4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 20000000.00 20000000.00 0.0008 N 20000200.00 20000200.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFM0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 65000000.00 65000000.00 0.0027 N 65001950.00 65001950.00 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 28000000.00 28000000.00 0.0012 N 28001120.00 28001120.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFZ1 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 65000000.00 65000000.00 0.0027 N 65002600.00 65002600.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KGG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 24000000.00 24000000.00 0.0010 N 24000480.00 24000480.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KHU0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 14000000.00 14000000.00 0.0006 N 13998880.00 13998880.00 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 2014-01-02 2014-01-02 N N N 21000000.00 21000000.00 0.0009 Security is a time deposit. N 21000000.00 21000000.00 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 2014-01-07 2014-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 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 0.160000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Texas N/A N/A N N 990000.00 990000.00 0.0000 N 990000.00 990000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.120000% 882723BQ1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12310000.00 12310000.00 0.0005 N 12310000.00 12310000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602UAM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 26000000.00 25996533.34 0.0011 N 25997920.00 25997920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCM4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 60000000.00 60000000.00 0.0025 N 60005400.00 60005400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCX0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 284000000.00 284000000.00 0.0120 N 284028400.00 284028400.00 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 38000000.00 38000000.00 0.0016 N 38009500.00 38009500.00 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 72000000.00 72000000.00 0.0030 N 72017280.00 72017280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.214000% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-06-17 N N N 145000000.00 145000000.00 0.0061 N 145063800.00 145063800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.215000% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-06-18 N N N 15000000.00 15000000.00 0.0006 N 15006600.00 15006600.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.204500% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 151000000.00 151000000.00 0.0064 N 151009060.00 151009060.00 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 46000000.00 45992065.00 0.0019 N 45997700.00 45997700.00 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 20000000.00 19992300.00 0.0008 N 19997000.00 19997000.00 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 50000000.00 49969666.67 0.0021 N 49981000.00 49981000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.260000% 89233HFL3 Other Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49938611.11 0.0021 N 49957500.00 49957500.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HFP4 Other Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N Y Support Agreement Toyota Motor Corp N/A N/A 100000000.00 99879861.12 0.0042 N 99913000.00 99913000.00 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 81000000.00 81000000.00 0.0034 N 81010530.00 81010530.00 Union Bank, NA Union Bank, NA 0.210000% 905269FC5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 47000000.00 47000000.00 0.0020 N 47001410.00 47001410.00 Union Bank, NA Union Bank, NA 0.210000% 905269HP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 41000000.00 41000000.00 0.0017 N 41001230.00 41001230.00 Union Bank, NA Union Bank, NA 0.210000% 905269HT6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 23000000.00 23000000.00 0.0010 N 23000690.00 23000690.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 35000000.00 35000000.00 0.0015 N 35000000.00 35000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.214500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-05-20 N N N 188000000.00 188000000.00 0.0079 N 188041360.00 188041360.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.187900% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-04-07 N N N 195000000.00 195000000.00 0.0082 N 195017550.00 195017550.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.217500% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-08-05 N N N 67000000.00 67000000.00 0.0028 N 67010050.00 67010050.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.210000% 9497P6Q68 Certificate of Deposit N First Tier Security N/A N/A 2014-03-25 2014-03-25 N N N 24000000.00 24000000.00 0.0010 N 24004560.00 24004560.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6R67 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-05-02 N N N 46000000.00 46000000.00 0.0019 N 46015180.00 46015180.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-01-15 N N N 55000000.00 55000000.00 0.0023 N 55003960.00 55003960.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.345900% 94985HD27 Other Note N First Tier Security N/A N/A 2014-03-24 2015-01-22 N N N 225000000.00 225000000.00 0.0095 N 225045225.00 225045225.00 Westpac Banking Corp Westpac Banking Corp 0.538100% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-01-28 2015-01-28 N N N 100000000.00 100000000.00 0.0042 N 100007100.00 100007100.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-04-25 N N N 91000000.00 91000000.00 0.0038 N 91056420.00 91056420.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TUG1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-10-29 N N N 102000000.00 102000000.00 0.0043 N 102075480.00 102075480.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-02 2014-01-17 N N N 24000000.00 24000000.00 0.0010 N 24002400.00 24002400.00 Westpac Banking Corp Westpac Banking Corp 0.247000% 9612C4HX2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-05-28 N N N 35000000.00 35000000.00 0.0015 N 35010500.00 35010500.00 Westpac Banking Corp Westpac Banking Corp 0.266300% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-06-19 N N N 116000000.00 116000000.00 0.0049 N 116047560.00 116047560.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 147661.54 147661.54 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 136335.90 136335.90 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 454204.59 454204.59 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 999226.52 999226.52 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 488441.96 488441.96 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123002.19 123002.19 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 113567.92 113567.92