0001145549-14-001657.txt : 20140401 0001145549-14-001657.hdr.sgml : 20140401 20140225120317 ACCESSION NUMBER: 0001145549-14-001657 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140131 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: 14639546 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2014-01-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 57 91 14975299215.34 5461220.69 76042606.18 14904717829.85 0.0023 1.0001 2014-01-31 1.0001 2014-01-31 C000012373 1.00 14904717829.85 1.00 -64032856.37 4002152709.70 4066185566.07 0.0001 1.0001 2014-01-31 1.0001 2014-01-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.250000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.240000% 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 73000000.00 73000000.00 0.0049 N 73004380.00 73004380.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HR99 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-02-04 N Y Santander UK Plc N/A N/A N 75000000.00 75000000.00 0.0050 N 74999250.00 74999250.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.306500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-07 N Y Santander UK Plc N/A N/A N 75000000.00 75000000.00 0.0050 N 75004050.00 75004050.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.184700% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-03-07 N N N 115000000.00 115000000.00 0.0077 N 115003450.00 115003450.00 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 2014-02-06 2014-02-06 N N N 156000000.00 156000000.00 0.0105 Security is a time deposit. N 156000171.60 156000171.60 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140204 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 40000000.00 40000000.00 0.0027 Security is a time deposit. N 40000048.00 40000048.00 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 94000000.00 94000000.00 0.0063 N 94003760.00 94003760.00 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 86000000.00 86000000.00 0.0058 N 86000000.00 86000000.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3N1 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 47000000.00 47000000.00 0.0032 N 46997650.00 46997650.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3T8 Other Note N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 53000000.00 53000000.00 0.0036 N 52997350.00 52997350.00 Bank of America, NA Bank of America, NA 0.250000% 06052WT94 Other Note N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 39000000.00 39000000.00 0.0026 N 39001170.00 39001170.00 Bank of America, NA Bank of America, NA 0.050000% 06052WY72 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 Bank of America, NA Bank of America, NA 0.200000% 06052WY72 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 18000000.00 18000000.00 0.0012 N 18000000.00 18000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WY80 Other Note N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 25000000.00 25000000.00 0.0017 N 25001750.00 25001750.00 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 54000000.00 53999220.41 0.0036 N 54006480.00 54006480.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 177000000.00 177000000.00 0.0119 Security is a time deposit. N 176999097.30 176999097.30 Bank of Montreal Bank of Montreal 0.050000% 06999G005_M140204 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 137000000.00 137000000.00 0.0092 Security is a time deposit. N 136999671.20 136999671.20 Bank of Nova Scotia Bank of Nova Scotia 0.229000% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-09-16 N N N 128000000.00 128000000.00 0.0086 N 128035840.00 128035840.00 Bank of Nova Scotia Bank of Nova Scotia 0.238000% 06417FD56 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-07-24 N N N 171000000.00 171000000.00 0.0115 N 171063270.00 171063270.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 92000000.00 92000000.00 0.0062 N 92005520.00 92005520.00 Bank of the West Bank of the West 0.240000% 06426GCP0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 27000000.00 27000000.00 0.0018 N 27003780.00 27003780.00 Bank of the West Bank of the West 0.250000% 06426GDB0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 27000000.00 27000000.00 0.0018 N 27006480.00 27006480.00 Bank of the West Bank of the West 0.240000% 06426GDC8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 11000000.00 11000000.00 0.0007 N 11002530.00 11002530.00 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 3000000.00 3000000.00 0.0002 N 3000930.00 3000930.00 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 129000000.00 129000000.00 0.0087 N 129041280.00 129041280.00 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 5000000.00 5000000.00 0.0003 N 5001600.00 5001600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 2000000.00 2000000.00 0.0001 N 2000580.00 2000580.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 8000000.00 8000000.00 0.0005 N 8000640.00 8000640.00 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 7000000.00 7000000.00 0.0005 N 7000560.00 7000560.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GQX3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 8000000.00 8000000.00 0.0005 N 8000720.00 8000720.00 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 5000000.00 5000000.00 0.0003 N 5000450.00 5000450.00 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 113000000.00 113000000.00 0.0076 N 113009040.00 113009040.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GYN6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 19000000.00 19000000.00 0.0013 N 19000760.00 19000760.00 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 23000000.00 23000000.00 0.0015 N 23003680.00 23003680.00 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 74000000.00 74000000.00 0.0050 N 74009620.00 74009620.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVK1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 6000000.00 6000000.00 0.0004 N 6002700.00 6002700.00 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 57000000.00 57000000.00 0.0038 N 57015390.00 57015390.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XVY1 Certificate of Deposit N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 12000000.00 12000000.00 0.0008 N 12002880.00 12002880.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XWC8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 24000000.00 24000000.00 0.0016 N 24005760.00 24005760.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XWE4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 87000000.00 87000000.00 0.0058 N 87020880.00 87020880.00 Barclays Capital, Inc Barclays Capital, Inc 0.030000% 992JYM004_0.0300_M140204_2M54 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2031-01-25 5.000000 Government Agency Debt 1000000.00 603921.26 Fannie Mae 2035-11-01 2.375000 Government Agency Debt 1440000.00 205383.51 Fannie Mae 2036-11-01 2.414000 Government Agency Debt 4200000.00 322937.58 Fannie Mae 2036-11-25 0.538000 Government Agency Debt 15199375.00 893503.57 Fannie Mae 2038-07-25 1.464599 Government Agency Debt 5000000.00 2215155.66 Fannie Mae 2038-11-01 6.000000 Government Agency Debt 78426152.00 12017570.36 Fannie Mae 2039-05-25 4.000000 Government Agency Debt 3143815.00 2813492.30 Fannie Mae 2040-01-25 0.964999 Government Agency Debt 4814.00 1553.11 Fannie Mae 2040-09-01 4.461999 Government Agency Debt 200000.00 113004.90 Fannie Mae 2041-10-25 3.500000 Government Agency Debt 722906.00 421316.25 Fannie Mae 2043-09-01 3.089000 Government Agency Debt 6624457.00 6845540.83 Fannie Mae 2044-01-01 3.190999 Government Agency Debt 571075.00 595127.63 Farm Federal Credit Bank 2040-09-01 8.000000 Government Agency Debt 740535.00 555351.07 Freddie Mac 2027-06-15 4.000000 Government Agency Debt 2000000.00 1606758.44 Freddie Mac 2027-08-15 1.500000 Government Agency Debt 1500000.00 1090306.26 Freddie Mac 2027-09-15 3.149999 Government Agency Debt 2000000.00 798901.36 Freddie Mac 2028-02-15 4.000000 Government Agency Debt 13500000.00 1802655.17 Freddie Mac 2028-11-15 3.500000 Government Agency Debt 2000000.00 716291.27 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 6.00 0.88 Freddie Mac 2036-02-15 2.000000 Government Agency Debt 3830000.00 3659599.87 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 8100000.00 7868320.51 Freddie Mac 2036-05-01 0.517000 Government Agency Debt 11389425.00 1058035.92 Freddie Mac 2038-11-15 2.000000 Government Agency Debt 33832539.00 10670431.26 Freddie Mac 2039-01-15 4.000000 Government Agency Debt 872511.00 918700.28 Freddie Mac 2039-03-15 2.750000 Government Agency Debt 1698456.00 633588.36 Freddie Mac 2039-04-15 3.000000 Government Agency Debt 12162889.00 4850515.08 Freddie Mac 2039-10-15 4.500000 Government Agency Debt 1500000.00 962383.66 Freddie Mac 2039-11-15 2.750000 Government Agency Debt 4875033.00 2104467.42 Freddie Mac 2039-12-15 3.500000 Government Agency Debt 12000000.00 10818837.66 Freddie Mac 2040-02-15 4.000000 Government Agency Debt 4000000.00 1591218.43 Freddie Mac 2040-03-15 2.750000 Government Agency Debt 1315451.00 947458.42 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 9384651.00 9523546.96 Freddie Mac 2041-02-15 4.500000 Government Agency Debt 743225.00 796141.88 Freddie Mac 2041-04-15 2.000000 Government Agency Debt 1026328.00 580394.75 Freddie Mac 2041-07-15 3.000000 Government Agency Debt 3600000.00 2058562.39 Freddie Mac 2041-07-15 3.500000 Government Agency Debt 1553578.00 1072340.07 Freddie Mac 2041-09-15 3.000000 Government Agency Debt 11325615.00 9320831.58 Freddie Mac 2042-01-15 2.000000 Government Agency Debt 439643.00 326772.10 Freddie Mac 2043-11-15 0.716999 Government Agency Debt 546796.00 544790.01 GNMA 2036-01-20 4.500000 Government Agency Debt 3000000.00 1066646.26 GNMA 2037-06-20 4.500000 Government Agency Debt 75729.00 34440.18 GNMA 2038-05-20 4.500000 Government Agency Debt 3300000.00 1388833.69 GNMA 2038-10-20 2.500000 Government Agency Debt 24726892.00 16122178.68 GNMA 2038-11-20 3.500000 Government Agency Debt 12500000.00 6213418.60 GNMA 2039-05-20 4.500000 Government Agency Debt 15588948.00 2875446.13 GNMA 2039-08-20 3.500000 Government Agency Debt 10000000.00 6509511.47 GNMA 2039-10-20 3.000000 Government Agency Debt 10000000.00 6635207.30 GNMA 2040-12-20 3.500000 Government Agency Debt 10291408.00 7917771.56 GNMA 2041-04-16 3.500000 Government Agency Debt 16459834.00 12313610.67 GNMA 2049-01-15 3.899999 Government Agency Debt 193651.00 198437.08 GNMA 2061-06-20 0.00 Government Agency Debt 3679641.00 4116684.82 GNMA 2061-10-20 0.00 Government Agency Debt 9650083.00 10985459.73 GNMA 2062-06-20 0.00 Government Agency Debt 1920632.00 1957237.33 GNMA 2062-08-20 0.00 Government Agency Debt 12078871.00 11514150.08 First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 185000000.00 185000000.00 0.0124 N 185000000.00 185000000.00 BNP Paribas BNP Paribas 0.350000% 05572NPW0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 68000000.00 68000000.00 0.0046 N 68006120.00 68006120.00 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 3000000.00 3000000.00 0.0002 N 3000450.00 3000450.00 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 105000000.00 105000000.00 0.0070 N 105012600.00 105012600.00 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 27000000.00 27000000.00 0.0018 N 27004860.00 27004860.00 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 64000000.00 64000000.00 0.0043 N 64047360.00 64047360.00 BNP Paribas BNP Paribas 0.320000% 05572NRV0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 11000000.00 11000000.00 0.0007 N 11001980.00 11001980.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.300000% 923JCS009_0.3000_M140207_2M54 0001197610 Other Repurchase Agreement N AAR CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 22068.75 ACCO BRANDS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 61945.13 ADAMS RES & ENERGY INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 64310.54 ADVANCE AUTO PARTS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3425126.40 AECOM TECHNOLOGY CORP DELAWACOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 140833.62 AEROFLEX HLDG CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 75721.28 ALEXANDERS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 149382.32 ALLISON TRANSMISSION HLDGS ICOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 437036.60 AMCOL INTL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 170140.68 AMN HEALTHCARE SERVICES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 305671.60 AMPCO-PITTSBURGH CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 30718.92 APPLIED INDL TECHNOLOGIES INCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 556.82 ARMADA HOFFLER PPTYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 18.36 ASHFORD HOSPITALITY TR INC COM SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 132480.96 AVALONBAY CMNTYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2962624.32 BALLY TECHNOLOGIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 25618.56 BANCO LATINOAMERICANO DE COMSHS E 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49768.38 BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3169085.00 BLOUNT INTL INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 24748.80 BOOZ ALLEN HAMILTON HLDG CORCL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 46046.00 BOSTON SCIENTIFIC CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 393836.64 CARTER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 34672.64 CBS CORP NEW CL B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 103074.14 CELADON GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 441.37 CHEMTURA CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 100668.70 CHESAPEAKE LODGING TR SH BEN I 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 217393.56 CHEVRON CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3500952.80 CHUBB CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3500939.52 CIRCOR INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 21693.00 CITIGROUP INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2792126.40 CNA FINL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 116406.00 COCA COLA CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3347470.83 COEUR D ALENE MINES CORP IDACOM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 15705.76 COLGATE PALMOLIVE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 768870.96 COMPX INTERNATIONAL INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3005.60 CONCHO RES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 40992.93 COVIDIEN PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1820062.32 CRAWFORD & CO CL B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 63538.26 DEMAND MEDIA INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 51902.68 DEMANDWARE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 359417.30 DICE HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 55224.00 DOLLAR GEN CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 19888.00 DST SYS INC DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 87243.38 EASTMAN CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 950840.52 EL PASO ELEC CO COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 14241.36 ELLINGTON RESIDENTIAL MTG RECOM SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4027.76 EMPLOYERS HOLDINGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 77150.76 ENNIS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 152751.00 ENTERCOM COMMUNICATIONS CORPCL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 64052.04 ENTRAVISION COMMUNICATIONS CCL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 96709.25 ENVESTNET INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 9740.60 EQUITY ONE COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 253047.28 ESCO TECHNOLOGIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 66535.62 EXCEL TR INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 83190.31 FEDERAL AGRIC MTG CORP CL C 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 110350.22 FIDELITY NATL INFORMATION SVCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2573794.08 FIVE STAR QUALITY CARE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 29377.34 FORTEGRA FINL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 29073.33 FORUM ENERGY TECHNOLOGIES INCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 20253.80 FRANKLIN COVEY CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 15672.00 FRANKLIN STREET PPTYS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 129114.36 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1071831.11 FURMANITE CORPORATION COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2003.80 GENCORP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3768.70 GIGAMON INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 216342.42 GLOBAL CASH ACCESS HLDGS INCCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 103912.45 GP STRATEGIES CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 28120.00 GRIFFON CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3628.53 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3397714.56 HEADWATERS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 162270.00 HEWLETT PACKARD CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 20475.00 HFF INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 352674.01 INVESCO MORTGAGE CAPITAL INCCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 37919.72 INVESTORS REAL ESTATE TR SH BEN I 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 131173.02 JMP GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 35514.80 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 675814.50 KCG HLDGS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 22.84 KEYCORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 931077.39 KOPPERS HOLDINGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 41099.85 LACLEDE GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5062.20 LEXINGTON REALTY TRUST COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 6121.80 MANNING & NAPIER INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 124830.00 MARATHON OIL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3535.28 MARCUS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 111679.61 MARINE PRODS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 31239.00 MARRIOTT VACATIONS WRLDWDE CCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 57364.80 MATSON INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 283512.00 MAXLINEAR INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 34142.98 METHODE ELECTRS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2384.90 MFA FINANCIAL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 76299.30 MONMOUTH REAL ESTATE INVT COCL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 56623.42 MOVADO GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 198725.52 NATIONAL HEALTH INVS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 244599.50 NATIONAL HEALTHCARE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 37149.00 NELNET INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 315596.84 NORTHWEST NAT GAS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 158865.21 OCCIDENTAL PETE CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2326616.70 OCEANEERING INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 78922.20 OIL DRI CORP AMER COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2270.72 OLD REP INTL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 48856.00 OMNOVA SOLUTIONS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 147938.70 OPPENHEIMER HLDGS INC CL A NON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 11686.50 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 143129.80 ORBITZ WORLDWIDE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 315080.18 ORIENT-EXPRESS HOTELS LTD CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 13732.73 ORMAT TECHNOLOGIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 24067.20 PANHANDLE OIL AND GAS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 38249.55 PFIZER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3500936.26 PINNACLE WEST CAP CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 132796.80 PITNEY BOWES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 222465.10 POST PPTYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 65245.65 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2911220.64 PROVIDENT FINL SVCS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 16227.00 PZENA INVESTMENT MGMT INC CLASS A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 27219.24 RALPH LAUREN CORP CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 656654.50 REGIONAL MGMT CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 15965.20 RESOLUTE FST PRODS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 20212.50 ROADRUNNER TRNSN SVCS HLDG ICOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 319884.66 ROCKWOOD HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 7382.88 ROLLINS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 280050.30 ROUNDYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 90660.06 ROYAL CARIBBEAN CRUISES LTD COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 13622.44 RUCKUS WIRELESS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 16121.40 SAGA COMMUNICATIONS INC CL A NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 49.23 SAUL CTRS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 75555.90 SCHAWK INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 7819.01 SCHLUMBERGER LTD COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3500890.20 SELECT INCOME REIT COM SH B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 218235.78 SIMON PPTY GROUP INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 425201.00 SPECTRUM BRANDS HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 194845.24 STANDEX INTL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8030.22 STONERIDGE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 254045.06 STRATEGIC HOTELS & RESORTS ICOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 143225.67 TE CONNECTIVITY LTD REG SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1039197.73 TELEDYNE TECHNOLOGIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 31319.08 THERMO FISHER SCIENTIFIC INCCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 18053.43 THOR INDS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 356176.62 TIFFANY & CO NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2906122.72 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3500875.40 TOWER INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 54408.00 TRUEBLUE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 147146.00 UNIFI INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5449.68 UNIVERSAL HEALTH RLTY INCM TSH BEN I 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 55289.00 UNIVERSAL TECHNICAL INST INCCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 28950.94 URSTADT BIDDLE PPTYS INS CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 70630.25 VALERO ENERGY CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 432820.79 VANTAGESOUTH BANCSHARES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3839.64 VANTIV INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 88636.40 WALGREEN CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2302825.42 WATSCO INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 52228.00 WATTS WATER TECHNOLOGIES INCCL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 55421.54 WAUSAU PAPER CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2505.27 WELLCARE HEALTH PLANS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8287.02 WELLS FARGO & CO NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3454440.75 WESTAR ENERGY INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 133401.84 WILLBROS GROUP INC DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 18739.89 WILLIAMS CLAYTON ENERGY INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 68913.70 WINTHROP RLTY TR SH BEN I 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 56996.76 Unrated Security N/A N/A 2014-02-07 2014-02-07 Y BNP Paribas Prime Brokerage Inc N/A N/A Y BNP Paribas N/A N/A N 70000000.00 70000000.00 0.0047 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 70000000.00 70000000.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923JCS009_0.3900_M140207_2M54 0001197610 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2151129.60 ALLERGAN INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 606975.03 ASHLAND INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 626839.20 ASSURED GUARANTY LTD COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 685938.00 BANK OF AMERICA CORPORATION COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 92607.10 CHEVRON CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 672498.75 CITIGROUP INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2069365.20 COMMERCIAL METALS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 989133.66 DOLLAR GEN CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 24973.00 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1874338.77 DTE ENERGY CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1655828.08 FIDELITY NATL INFORMATION SVCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2079609.48 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1951439.28 HEWLETT PACKARD CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1058499.00 INGERSOLL-RAND PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2019475.33 MACYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1144724.94 MERCK & CO INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 174496.11 NCR CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 664844.00 OCCIDENTAL PETE CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1668163.60 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 109956.00 PFIZER INC COM 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stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1065310.35 VALERO ENERGY CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 773154.99 WALGREEN CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2065368.20 WELLS FARGO & CO NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2129996.70 WHIRLPOOL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1827015.96 Unrated Security N/A N/A 2014-02-07 2014-02-07 Y BNP Paribas Prime Brokerage Inc N/A N/A Y BNP Paribas N/A N/A N 43000000.00 43000000.00 0.0029 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency 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6196.19 144A EMCM 2001-A M1 2040-05-25 0.857999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 755000.00 130309.45 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16175000.00 3628777.94 144A SLFMT 2013-1A B1 2058-06-25 5.580000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1525000.00 1524489.16 AHMA 2007-1 A1 2047-02-25 0.839099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28235000.00 9238909.24 BCM 2000-A A2 2030-06-15 7.575000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 137375.63 BVMBS 2004-1 2M 2034-11-20 2.837499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2880000.00 513224.82 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2910000.00 2111594.88 CSFB 2004-AR7 CB1 2034-11-25 0.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 50074.72 CSFB 2005-8 3A3 2035-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 1549.21 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10310.00 9484.61 CSMC 2007-C4 A1AJ 2039-09-15 5.759599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15576.00 13183.12 CSMC TR 2013-6 2043-08-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 176786.03 CWALT INC 2035-07-25 0.798000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 119231.83 CWHL 2005-6 2A1 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 66000.00 14464.08 CWL 2036-09-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 163304.81 CWL 2006-17 2A3 2047-03-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 15140.95 CWL 2007-7 2A3 2047-10-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 137348.03 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3015000.00 2847656.81 GSAMP 2005-HE3 M4 2035-06-25 1.358000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 33235.98 HVMLT 2037-04-19 0.356999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7110000.00 2651092.76 HVMLT 2007-3 2A1B 2047-05-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 22140.38 IMM 2004-7 M2 2034-11-25 1.103000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8665000.00 459386.44 IMM 2005-1 2A2 2035-04-25 0.778000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 185844.25 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.837999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10874000.00 1192876.60 INDX04-AR4 1A 2034-08-25 2.514800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 12598.46 JPMCC 2006-LDP8 C 2045-05-15 5.549000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405000.00 400847.60 JPMCC 2006-LDP8 D 2045-05-15 5.618000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1690000.00 1610577.87 JPMCC 2007-CB20 AJ 2051-02-12 6.071200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 15874.90 JPMCC 2008-C2 AM 2051-02-12 6.640100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3879485.43 LXS 2046-02-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 116000.00 25155.83 MARM 2007-2 A4 2047-03-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 237000.00 60579.62 MSC 2007-IQ13 AJ 2044-03-15 5.437999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4890000.00 4726765.23 MSC 2007-IQ14 AJFX 2049-04-15 5.740599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 6215286.25 MSM 2036-06-25 2.184400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 833000.00 231610.47 RALI 2006-QO2 A2 2046-02-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 19638.42 RFMS2 2005-HS1 AII 2035-10-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 5694.23 SASC 2001-15A B2 2031-10-25 2.194799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4983000.00 158005.78 TMST 2002-3 B1 2042-09-25 2.241699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5442000.00 694614.41 United States Treasury Department 2015-01-15 1.625000 Treasury Debt 280000.00 352292.51 WAMMS 2002-AR3 B2 2032-12-25 2.190900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 630000.00 35677.99 WAMU 2006-AR11 1A 2046-09-25 1.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 92696.15 WAMU 2007-OA5 1A 2047-06-25 0.890000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4025000.00 1976309.65 WBCMT 2007-C33 AJ 2051-02-15 5.921500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10220.80 WMALT 2046-06-25 1.129999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 40439.93 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28000.00 7170.85 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 40000000.00 40000000.00 0.0027 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 40000000.00 40000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140411_2M54 0001230485 Other Repurchase Agreement N 144A ACCDO 11A A 2047-03-15 0.542799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 2796.10 144A ACCDO 12A A1 2047-10-08 0.669300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 8843.27 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 341000.00 76501.59 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 125361.35 144A SDART 2012-AA E 2019-12-16 3.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5013.07 CMSI 2007-3 3A1 2037-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 839917.96 CSFB 2005-9 2A1 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1859056.80 CWHL 2005-6 2A1 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68646000.00 15043958.56 CWL 2007-7 2A3 2047-10-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 209636.46 FFML 2006-FF9 2A4 2036-06-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 29027.77 Freddie Mac 2037-05-04 0.00 Government Agency Debt 165000.00 44464.20 GSR 2005-AR1 B1 2035-01-25 2.888799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 720000.00 339835.07 HVMLT 2037-07-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 328722.79 JPMCC 2006-CB17 AJ 2043-12-12 5.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 6737461.69 JPMMT 2007-A2 4A1 2037-04-25 5.204299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43905000.00 3718683.31 MARM 2007-3 12A1 2047-05-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21199000.00 7151436.76 RALI 2001-QS16 M1 2031-11-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 13423.94 RBSGC 2005-A 2A3 2035-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 9802670.48 RFMS2 2005-HS1 AII 2035-10-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3055000.00 217448.30 SAMI 2007-AR4 A3 2047-09-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 18310.38 SARM 2005-11 3A 2035-05-25 2.457199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8206000.00 2219755.32 WAMU 2006-AR11 1A 2046-09-25 1.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2485000.00 853147.93 WFCM 2012-LC5 B 2045-10-15 4.142000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100198.97 WFCM 2013-LC12 B 2046-07-15 4.304100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 145040.57 WFCM 2013-LC12 C 2046-07-15 4.304100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 9646.43 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18760000.00 4804470.64 WMALT 2006-6 4A 2034-11-25 6.934199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26390000.00 5091756.12 First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 52000000.00 52000000.00 0.0035 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 52000000.00 52000000.00 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 8000000.00 7996533.34 0.0005 N 7997200.00 7997200.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B5Z4 Certificate of Deposit N First Tier 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Agency Repurchase Agreement Y Fannie Mae 2034-01-01 4.000000 Government Agency Debt 13797949.00 14618412.83 Freddie Mac 2043-08-20 3.500000 Government Agency Debt 16368570.00 16388250.34 United States Treasury Department 2015-12-31 0.250000 Treasury Debt 32294500.00 32256007.81 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 61590619.00 61590619.00 0.0041 N 61590619.00 61590619.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 988VHX008_0.2500_M140306_2M54 0001074042 Other Repurchase Agreement N AMERICAN INTL GROUP INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749975.84 AMERICAN WTR WKS CO INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749987.50 ASSURED GUARANTY LTD COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749982.50 CALPINE CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749983.36 COEUR D ALENE MINES CORP IDACOM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749998.84 CONCHO RES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749932.45 FLEETCOR TECHNOLOGIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749916.36 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749999.05 GNC HLDGS INC COM CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749984.10 HCA HOLDINGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749956.28 ING U S INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749971.26 LEAR CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749945.68 MARATHON PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 612.50 RAYTHEON CO COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749939.01 RED HAT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749985.12 SCORPIO TANKERS INC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749990.06 SPECTRUM BRANDS HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749977.28 SUNCOKE ENERGY INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749984.40 UNITED PARCEL SERVICE INC CL B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749978.56 WABCO HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749964.92 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749984.80 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749990.23 First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 75000000.00 75000000.00 0.0050 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 75000000.00 75000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 988VHX008_0.2500_M140307_2M54 0001074042 Other Repurchase Agreement N 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749944.25 AMERICAN EXPRESS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749953.04 CBRE GROUP INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749991.68 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749994.82 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749991.53 FOREST LABS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749994.30 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749934.23 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749974.08 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749974.56 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749996.20 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749960.50 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749984.00 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749983.65 MARATHON PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2160725.00 MEAD JOHNSON NUTRITION CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749994.39 METLIFE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749977.18 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749934.00 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749985.80 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749950.60 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1589772.40 XEROX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749994.30 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749990.23 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 75000000.00 75000000.00 0.0050 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 75000000.00 75000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 988VHX008_0.2500_M140310_2M54 0001074042 Other Repurchase Agreement N 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499907.20 AMERICAN EXPRESS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499970.64 CBRE GROUP INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499984.64 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499983.00 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499995.85 FOREST LABS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499968.30 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499924.25 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499841.76 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499986.72 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499957.42 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499947.00 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499968.00 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499956.45 MARATHON PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499975.00 MEAD JOHNSON NUTRITION CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499951.63 METLIFE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499990.32 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499998.75 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499963.20 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499895.00 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 877.60 XEROX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499990.40 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499982.34 First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 10000000.00 10000000.00 0.0007 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 10000000.00 10000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.040000% 991JCA005_0.0400_M140207_2M54 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2014-04-03 0.00 Treasury Debt 8942300.00 8942121.15 United States Treasury Department 2014-04-17 0.00 Treasury Debt 20123900.00 20122612.07 United States Treasury Department 2014-07-24 0.00 Treasury Debt 2900.00 2899.22 United States Treasury Department 2014-09-18 0.00 Treasury Debt 22474600.00 22465610.16 United States Treasury Department 2014-09-30 2.375000 Treasury Debt 10500.00 10740.93 United States Treasury Department 2015-01-31 2.250000 Treasury Debt 21447000.00 21896057.29 First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 72000000.00 72000000.00 0.0048 N 72000000.00 72000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140206_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2031-05-25 1.750000 Government Agency Debt 9871000.00 8262642.29 Fannie Mae 2031-09-25 3.000000 Government Agency Debt 7524000.00 6915383.64 Fannie Mae 2032-02-25 3.000000 Government Agency Debt 11203887.00 7450789.48 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 1003569.00 1128841.51 Fannie Mae 2042-09-01 2.349000 Government Agency Debt 174178.00 133788.70 Fannie Mae 2044-01-25 3.750000 Government Agency Debt 1802889.00 1725370.18 Fannie Mae 2044-01-25 4.000000 Government Agency Debt 8903000.00 8709389.43 First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 33000000.00 33000000.00 0.0022 N 33000000.00 33000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140409_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2033-11-01 5.500000 Government Agency Debt 202638756.00 15226338.44 Fannie Mae 2034-01-01 3.500000 Government Agency Debt 15000000.00 15560410.00 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 20000000.00 15492113.53 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 15261811.00 15431349.87 Fannie Mae 2042-02-01 3.408999 Government Agency Debt 9220066.00 9728885.64 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 16751621.00 15594628.13 Fannie Mae 2043-12-01 5.000000 Government Agency Debt 13703208.00 14979632.28 Freddie Mac 2033-08-01 4.000000 Government Agency Debt 14250227.00 14943863.26 Freddie Mac 2036-01-01 5.000000 Government Agency Debt 50198000.00 15338832.12 Freddie Mac 2038-04-01 5.500000 Government Agency Debt 24824713.00 7339281.11 Freddie Mac 2040-02-01 4.500000 Government Agency Debt 12497384.00 6649206.48 Freddie Mac 2043-10-20 4.500000 Government Agency Debt 1220815.00 1264677.00 Freddie Mac 2043-11-01 4.500000 Government Agency Debt 14014788.00 15140936.56 GNMA 2055-01-15 2.029999 Government Agency Debt 448734.00 454658.04 United States Treasury Department 2015-12-31 0.250000 Treasury Debt 116400.00 116261.26 First Tier Security N/A N/A 2014-04-09 2014-04-09 N N N 157000000.00 157000000.00 0.0105 Y 157000000.00 157000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140428_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-01 2.500000 Government Agency Debt 11826765.00 11308395.12 Fannie Mae 2027-08-01 3.500000 Government Agency Debt 26422583.00 24378850.45 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 25417093.00 22455514.06 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 6055275.00 5845988.66 Freddie Mac 2044-01-01 4.000000 Government Agency Debt 23307072.00 24411252.30 First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 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20099196.00 0.0013 N 20099819.10 20099819.10 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385UD6 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 28000000.00 27998705.00 0.0019 N 27999720.00 27999720.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385UJ3 Government Agency Debt N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 5100000.00 5099732.25 0.0003 N 5099938.80 5099938.80 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385UN4 Government Agency Debt N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 4000000.00 3999770.00 0.0003 N 3999948.00 3999948.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385UT1 Government Agency Debt N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N N 53000000.00 52996245.83 0.0036 N 52999258.00 52999258.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385UV6 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 103000000.00 102990901.66 0.0069 N 102998455.00 102998455.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.030000% 98599G006_0.0300_M140203_2M54 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2018-05-15 3.875000 Treasury Debt 671541400.00 750001881.85 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 750000000.00 750000000.00 0.0503 N 750000000.00 750000000.00 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 31000000.00 30999939.72 0.0021 N 31000000.00 31000000.00 Freddie Mac Freddie Mac 0.050000% 313397UR0 Government Agency Debt N First Tier Security N/A N/A 2014-03-24 2014-03-24 N N N 7000000.00 6999523.61 0.0005 N 6999902.00 6999902.00 Freddie Mac Freddie Mac 0.240400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-10 2015-02-10 N N N 125000000.00 125000000.00 0.0084 N 125087375.00 125087375.00 General Electric Capital Corp General Electric Capital Corp 0.050000% 36959JB77 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 105000000.00 104999416.73 0.0070 N 104999181.00 104999181.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JF40 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 15000000.00 14989916.67 0.0010 N 14993100.00 14993100.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959JGF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 23000000.00 22978265.00 0.0015 N 22982060.00 22982060.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.160000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1725000.00 1725000.00 0.0001 N 1725000.00 1725000.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 38399H002_0.0400_M140203_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-09-20 5.000000 Government Agency Debt 48125480.00 25500000.51 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 25000000.00 25000000.00 0.0017 N 25000000.00 25000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921ABB008_0.5600_M140320_2M54 0000769993 Other Repurchase Agreement N CHENIERE ENERGY INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2231319.45 CHIMERA INVT CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1619015.40 COCA COLA CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2582925.73 COCA COLA ENTERPRISES INC NECOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2014249.75 COMMUNITY HEALTH SYS INC NEWCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2628897.27 CONSTELLATION BRANDS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2677863.67 CVS CAREMARK CORPORATION COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2665612.95 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2514165.28 GRACE W R & CO DEL NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2605144.96 HEALTH NET INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699967.08 HERTZ GLOBAL HOLDINGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2185080.92 HUNTSMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2667554.26 LEUCADIA NATL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2593484.80 MERCK & CO INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699954.07 NEXTERA ENERGY INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699965.68 PEPSICO INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2642316.12 PHILIP MORRIS INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2556109.71 PHILLIPS 66 COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2572687.44 PRUDENTIAL FINL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2570274.44 TENET HEALTHCARE CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1270146.60 VISTEON CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2624877.90 WAL MART STORES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2678442.00 WALGREEN CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2699980.78 First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 54000000.00 54000000.00 0.0036 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 54031860.00 54031860.00 Goldman Sachs & Co Goldman Sachs & Co 0.030000% 992JYE002_0.0300_M140204_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-11-01 3.500000 Government Agency Debt 918356.00 576826.76 Fannie Mae 2040-12-01 3.452999 Government Agency Debt 2203682.00 1059699.45 Fannie Mae 2041-04-01 5.000000 Government Agency Debt 1906000.00 649883.14 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 1375000.00 1009820.94 Fannie Mae 2042-09-01 3.000000 Government Agency Debt 824436.00 756502.64 Fannie Mae 2043-07-01 2.503000 Government 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9393570.00 7507917.06 GNMA 2033-01-20 6.000000 Government Agency Debt 130334455.00 7649980.61 GNMA 2033-08-20 5.000000 Government Agency Debt 50214407.00 7914627.95 GNMA 2034-12-20 5.500000 Government Agency Debt 45018759.00 7754727.47 GNMA 2035-07-20 5.000000 Government Agency Debt 42575483.00 7949000.57 GNMA 2039-06-15 4.500000 Government Agency Debt 10102683.00 7744674.24 GNMA 2039-07-20 6.000000 Government Agency Debt 23198447.00 8141012.38 GNMA 2040-05-15 4.500000 Government Agency Debt 11067467.00 7747879.09 GNMA 2040-06-15 4.500000 Government Agency Debt 13353230.00 8194946.53 GNMA 2040-12-20 4.500000 Government Agency Debt 11946861.00 7681403.23 GNMA 2042-07-15 4.000000 Government Agency Debt 7687871.00 5074792.42 GNMA 2043-04-15 4.000000 Government Agency Debt 7881238.00 8157384.24 GNMA 2043-08-15 4.000000 Government Agency Debt 7552487.00 7971772.72 GNMA 2043-09-15 4.000000 Government Agency Debt 7747570.00 8234416.93 First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 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N N N 60000000.00 60000000.00 0.0040 N 60001800.00 60001800.00 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 11000000.00 11000000.00 0.0007 N 11003300.00 11003300.00 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 39000000.00 39000000.00 0.0026 N 39011700.00 39011700.00 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 56000000.00 56000000.00 0.0038 N 56015120.00 56015120.00 ING Bank NV ING Bank NV 0.320000% 922XTP007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0001 N 2000520.00 2000520.00 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 4000000.00 4000000.00 0.0003 N 4001280.00 4001280.00 ING Bank NV ING Bank NV 0.320000% 923FNN006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 24000000.00 24000000.00 0.0016 N 24006240.00 24006240.00 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 0.0034 N 51004080.00 51004080.00 ING Bank NV ING Bank NV 0.460000% 923NEM001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 56000000.00 56000000.00 0.0038 N 56029120.00 56029120.00 ING Bank NV ING Bank NV 0.460000% 923PAG003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 24000000.00 24000000.00 0.0016 N 24012480.00 24012480.00 ING Bank NV ING Bank NV 0.340000% 923VTK001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 29000000.00 29000000.00 0.0019 N 29007830.00 29007830.00 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 3000000.00 2999008.33 0.0002 N 2999340.00 2999340.00 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 80000000.00 79818666.67 0.0054 N 79844800.00 79844800.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ACP006_0.6500_M140609_2M54 0001168163 Other Repurchase Agreement N 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19206691.00 18109664.56 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2006-4 2046-07-10 5.695000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5827560.00 6126415.24 BEAR STEARNS COMMERCIAL MTGE SEC TRUST 2040-12-11 5.486900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14989126.00 14342469.20 CD 2048-10-15 5.687999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 133467.00 125834.69 CFI HOLDING MATURITY DATE 11 15 2010 12 12 31 2 2044-11-18 6.117799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11915720.00 13094054.11 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.007699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9516343.00 10143788.83 COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 2049-12-10 6.007699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2226565.00 2486673.44 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29291443.00 30315189.94 HOST HOTELS RESORTS 2022-03-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85315.00 92806.79 J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 7.966000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3072572.00 3112323.23 JMBB COML MTG SECS TR 20130C12 2045-07-17 4.087399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4987534.00 4735641.66 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.899999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 86079.00 86230.18 JP MORGAN CHASE COMM 2042-10-15 5.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 209753.00 216642.97 JP MORGAN CHASE COMML MTGE SEC 2043-06-17 6.312100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 422914.00 461721.59 JPMCC 2007 2049-02-12 5.709299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14139734.00 11034977.19 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 9332603.00 9572477.83 WACHOVIA BANK COMM 2047-04-17 5.591000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 238834.00 261941.88 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 108000000.00 108000000.00 0.0072 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 108190080.00 108190080.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.417000% 48125LAA0 Other Note N First Tier Security N/A N/A 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Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 23000000.00 23000000.00 0.0015 N 23002990.00 23002990.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCD3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 23000000.00 23000000.00 0.0015 N 23002990.00 23002990.00 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 18000000.00 18000000.00 0.0012 N 18003240.00 18003240.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCY7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 15000000.00 15000000.00 0.0010 N 15027000.00 15027000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PE74 Certificate of Deposit N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N N 80000000.00 80000000.00 0.0054 N 80020000.00 80020000.00 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 2000000.00 2000000.00 0.0001 N 2000280.00 2000280.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PJ20 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 35000000.00 35005951.93 0.0023 N 35008400.00 35008400.00 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 46000000.00 46000000.00 0.0031 N 46023000.00 46023000.00 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 3000000.00 3000000.00 0.0002 N 3000900.00 3000900.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PQ97 Certificate of Deposit N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 130000000.00 130000000.00 0.0087 N 130040300.00 130040300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.380000% 48125PU92 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 5000000.00 5000000.00 0.0003 N 5000950.00 5000950.00 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 4000000.00 4000000.00 0.0003 N 4001280.00 4001280.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWT4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 63000000.00 63000000.00 0.0042 N 63013860.00 63013860.00 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 6000000.00 6000000.00 0.0004 N 6001080.00 6001080.00 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 1000000.00 1000000.00 0.0001 N 1000200.00 1000200.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXL0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 74000000.00 74000000.00 0.0050 N 74014800.00 74014800.00 Lloyds Bank Plc Lloyds Bank Plc 0.370000% 53944LYR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 46000000.00 46000000.00 0.0031 N 45996780.00 45996780.00 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 29000000.00 28998268.06 0.0019 N 28998550.00 28998550.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.210000% 56274MBE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 14000000.00 13999101.67 0.0009 N 13999300.00 13999300.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.190000% 56274MC75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 7500000.00 7498733.33 0.0005 N 7498875.00 7498875.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140307_2M54 0000728612 Other Repurchase Agreement N AMAC CDO FUNDING I 2050-11-23 1.664500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1234.78 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2006-2 2036-05-25 0.424599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4921077.00 1658379.48 BANC OF AMER FDG CORP 2035-11-25 0.704600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3046838.00 592268.76 BANC OF AMERICA LARGE LOAN TRUST 2007 B 2029-08-15 4.059999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 921849.00 838527.17 BANC OF AMERICAN LARGE LOAN TRUST 2007 B 2029-08-15 2.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 3356472.78 BAYVIEW CMCL ASSET 2035-04-25 0.464600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 102196.00 BAYVIEW COMMERCIAL ASET TRUST 2006 2036-10-25 0.464600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 4050226.30 BAYVIEW COMMERICAL ASSET TRU 2003-1 2036-04-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20960995.00 6037306.98 BCAP LLC 2012 RR12 TR 2037-06-26 14.882199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6407101.00 6155417.97 BEAR STEARNS ALT A TRUST 2002 1 2035-09-25 2.556700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2463453.00 550446.07 BEAR STEARNS ARM TRUST 2007 4 2037-05-25 5.502100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 3199091.78 BEAR STEARNS ATL A TRUST 2035-05-25 2.857899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12345000.00 1524765.73 BOA COMMERICAL MORTGAGE TRST 2007-05 2051-02-10 5.979700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 531144.00 504282.01 BOA MORT SEC INC 2034-04-25 5.460200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 731000.00 184816.46 CITIGRP MTGE LOAN TRUST 2035-08-25 5.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 409930.00 353910.20 COMM 2013-CCRE9 MTG TR 2045-07-12 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 266498.70 CSMC 2007-C1 2040-02-17 5.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2627463.00 2590702.46 CSMC SER 2009 RR1 2040-02-17 5.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1886004.00 1980316.35 CSMC SERIES 2009-4R 2036-04-26 4.436499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3195360.00 2600649.75 CWALT 2005-59 1A1 2035-11-20 0.496800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10548480.00 3066956.25 CWALT INC 2035-05-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 1414198.97 CWALT INC. 2005-79CB 2036-04-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10857570.00 2368647.15 CWALT INC.2005-79CB 2036-02-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3012520.00 1134924.77 CWMBS INC 2035-03-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 141509.10 CWMBS INC 2004-21 2035-04-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19140000.00 2491462.11 DEUTSCHE MORTGAGE SECURITIES INC 2034-06-25 2.465199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3956953.00 820963.57 GREENPOINT MTA 2045-06-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37500000.00 3531477.33 GREENPOINT MTG SEC 2004-1 2034-10-25 0.739600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19491107.00 2796496.99 GREENWICH CAP CMBS 2004-FL2 2019-11-07 1.168299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 5903362.63 GS MTG SECS CORP 2036-03-25 0.234600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28507173.00 505499.38 GS MTGE 2006 2039-11-14 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17125000.00 1944515.21 GS MTGE SEC CORP 11 2049-12-20 5.481900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 1884672.26 GSAMP 2035-07-25 0.464600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16343000.00 2607503.63 GSMSC 2008 IR 2037-08-27 2.694500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9514586.00 3951675.88 GSR MORTGAGE LOAN TRUST 2006 IF 2036-03-25 2.588699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 2833830.37 HARBOR VIEW 2000 2035-07-19 2.772400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25300700.00 2622085.48 HARBORVIEW MORTAGE LOAN TRUST 2046-07-19 0.337000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1393850.00 454136.22 HVMLT 2036-03-19 0.397000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24378056.00 6582974.50 IMP CMB TR 2035-08-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20312490.00 3150213.83 IMPAC SECURED ASSETS TRUST 2007-3 2037-09-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15509000.00 2805650.90 INDY MAC BANK 2034-11-25 2.554800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8745470.00 1336824.54 INDYMAC INDB MTGE LOAN TRUST 2006-1 2036-07-25 0.234600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22554984.00 1786656.09 INDYMAC INDX MTGE LOAN TRUST 2006 2036-06-25 2.711399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18059000.00 3601183.51 JP MORGAN CHASE 2042-07-15 4.940999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3087000.00 3051672.37 JP MORGAN CHASE COMM SEC 2049-01-15 0.419999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6645470.00 3990064.24 JP MORGAN MORTGAGE TRUST 2006 A5 2036-08-25 2.705200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8800000.00 1719016.05 JPMCC 2006-LDP7 AJ 2045-04-15 6.056199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1906857.00 1934566.76 LB UBS CMCL 2040-09-15 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 7073808.78 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4628689.00 3761759.21 MANA 2007-OAR3 A1 2047-05-25 0.354600 Other 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RAMP SERIES 2004-RS8 TRUST 2032-05-25 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7350000.00 1000593.50 RBSSP RESECURITIZATION TRUST 2009-5 2036-12-26 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5359417.00 4080638.19 RFMSI SERIES 2035-08-25 2.851900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3186825.00 602692.96 SASC 2002-21A B1IIBURNGS 2032-11-25 2.402899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7925000.00 809781.49 SASC 2006-11 A1 2035-10-28 2.624699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 781199.82 SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG 2053-05-26 6.500000 Other Instrument common stocks, ETFs, corporate bonds, 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Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 164000000.00 164000000.00 0.0110 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 164000000.00 164000000.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.230000% 59157UE55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 37250000.00 37228343.26 0.0025 N 37233237.50 37233237.50 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHU3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 33000000.00 33000000.00 0.0022 N 33001980.00 33001980.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHZ2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 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N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 73000000.00 73000000.00 0.0049 Security is a time deposit. N 72999978.10 72999978.10 Natixis US Finance Co, LLC Natixis US Finance Co, LLC 0.115000% 6323A1B70 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N Y Natixis SA N/A N/A N 40000000.00 39999488.89 0.0027 N 39999224.00 39999224.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.260000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 12765000.00 12765000.00 0.0009 N 12765000.00 12765000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002B 0.260000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y TD Bank NA N/A N/A Y TD Bank NA N/A N/A N 20000000.00 20000000.00 0.0013 N 20000000.00 20000000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409SBM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 35915000.00 35911408.50 0.0024 N 35912485.95 35912485.95 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.050000% 65558EYP7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 70000000.00 70000000.00 0.0047 N 70000000.00 70000000.00 NRW.BANK NRW.BANK 0.070000% 62939MB55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 64000000.00 63999751.10 0.0043 N 63999360.00 63999360.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.240000% 69033PUB4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 76000000.00 76000000.00 0.0051 N 75996960.00 75996960.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.180000% 69033PUC2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 77000000.00 77000000.00 0.0052 N 76998460.00 76998460.00 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 33000000.00 33000000.00 0.0022 N 33003300.00 33003300.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-03-04 N N N 86000000.00 86000000.00 0.0058 N 86005160.00 86005160.00 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 10000000.00 10000000.00 0.0007 N 9999600.00 9999600.00 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 45000000.00 45000000.00 0.0030 N 44998200.00 44998200.00 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 6000000.00 6000000.00 0.0004 N 6002640.00 6002640.00 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 130000000.00 130000000.00 0.0087 N 130057200.00 130057200.00 Rabobank Nederland Rabobank Nederland 0.300000% 21685VAX7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 77000000.00 77000000.00 0.0052 N 77031570.00 77031570.00 Rabobank Nederland Rabobank Nederland 0.270000% 21685VBK4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 42000000.00 42000000.00 0.0028 N 42014700.00 42014700.00 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 20000000.00 20000000.00 0.0013 N 19999200.00 19999200.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.330000% 76582KBJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Guaranty BNP Paribas N/A N/A 27000000.00 26996287.50 0.0018 N 26998110.00 26998110.00 Royal Bank of Canada Royal Bank of Canada 0.289900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-04-07 2015-02-06 N N N 75000000.00 75000000.00 0.0050 N 75004275.00 75004275.00 Royal Bank of Canada Royal Bank of Canada 0.332900% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-04-04 2015-02-04 N N N 100000000.00 100000000.00 0.0067 N 100050000.00 100050000.00 Royal Bank of Canada Royal Bank of Canada 0.296600% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-04-01 2015-01-30 N N N 50000000.00 50000000.00 0.0034 N 50004500.00 50004500.00 Royal Bank of Canada Royal Bank of Canada 0.278000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-06-24 N N N 65000000.00 65000000.00 0.0044 N 65030550.00 65030550.00 Royal Bank of Canada Royal Bank of Canada 0.258700% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-10-17 N N N 18000000.00 18000000.00 0.0012 N 18004500.00 18004500.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UCA4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 4000000.00 3998911.11 0.0003 N 3999600.00 3999600.00 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 1000000.00 999556.67 0.0001 N 999780.00 999780.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 15000000.00 14990856.25 0.0010 N 14994600.00 14994600.00 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 3000000.00 2997272.92 0.0002 N 2997840.00 2997840.00 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 17000000.00 17000000.00 0.0011 N 17002890.00 17002890.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQT6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 38000000.00 38000000.00 0.0025 N 38006840.00 38006840.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.060000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 142000000.00 142000000.00 0.0095 Security is a time deposit. N 142000056.80 142000056.80 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 3000000.00 3000000.00 0.0002 N 3000090.00 3000090.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.270000% 83365SE25 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-02 2014-05-02 N Y Societe Generale N/A N/A N 144000000.00 143904960.00 0.0097 N 143926560.00 143926560.00 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 40000000.00 40000000.00 0.0027 N 40002800.00 40002800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C4W9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 43000000.00 43000000.00 0.0029 N 43000430.00 43000430.00 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 16000000.00 16000000.00 0.0011 N 16000480.00 16000480.00 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 17000000.00 17000000.00 0.0011 N 17003740.00 17003740.00 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 13000000.00 13000000.00 0.0009 N 13002730.00 13002730.00 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 38000000.00 38000000.00 0.0025 N 38007980.00 38007980.00 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 0.0001 N 1000070.00 1000070.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN32 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 10000000.00 10000000.00 0.0007 N 10002200.00 10002200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAG7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N N 88000000.00 88000000.00 0.0059 N 88002640.00 88002640.00 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 0.0001 N 1000030.00 1000030.00 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 25000000.00 25000000.00 0.0017 N 25000500.00 25000500.00 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 20000000.00 20000000.00 0.0013 N 20000600.00 20000600.00 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 13000000.00 13000000.00 0.0009 N 12999740.00 12999740.00 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 36000000.00 36000000.00 0.0024 N 35999280.00 35999280.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UMH2 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 31000000.00 31000000.00 0.0021 N 30995660.00 30995660.00 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 75000000.00 75000000.00 0.0050 N 75000750.00 75000750.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFV0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 11000000.00 11000000.00 0.0007 N 11000110.00 11000110.00 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 0.0009 N 13999580.00 13999580.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KJH7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 43000000.00 43000000.00 0.0029 N 42996560.00 42996560.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.040000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 295000000.00 295000000.00 0.0198 Security is a time deposit. N 295000000.00 295000000.00 Swedbank AB Swedbank AB 0.055000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 80000000.00 80000000.00 0.0054 Security is a time deposit. N 80000000.00 80000000.00 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 57000000.00 57000000.00 0.0038 N 57005700.00 57005700.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.208500% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-09-02 N N N 98000000.00 98000000.00 0.0066 N 98032340.00 98032340.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112TL77 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 144000000.00 144000000.00 0.0097 N 143998560.00 143998560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TUR3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 8000000.00 8000000.00 0.0005 N 8000800.00 8000800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.207000% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-06-18 N N N 25000000.00 25000000.00 0.0017 N 25008250.00 25008250.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.197000% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 141000000.00 141000000.00 0.0095 N 141002820.00 141002820.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 20000000.00 19997638.89 0.0013 N 19999200.00 19999200.00 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 1000000.00 999027.78 0.0001 N 999270.00 999270.00 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 28000000.00 28000000.00 0.0019 N 28003080.00 28003080.00 Union Bank, NA Union Bank, NA 0.210000% 905269HB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 28000000.00 28000000.00 0.0019 N 28004760.00 28004760.00 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 6000000.00 6000000.00 0.0004 N 6001140.00 6001140.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.231000% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2015-01-09 N N N 100000000.00 100000000.00 0.0067 N 100014000.00 100014000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.230400% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2015-01-14 N N N 91000000.00 91000000.00 0.0061 N 91012740.00 91012740.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.207000% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-02-21 2014-05-20 N N N 25000000.00 25000000.00 0.0017 N 25005750.00 25005750.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.182500% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-04-07 N N N 20000000.00 20000000.00 0.0013 N 20002000.00 20002000.00 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 115000000.00 115000000.00 0.0077 N 115020700.00 115020700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227000% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-11-18 N N N 34000000.00 34000000.00 0.0023 N 34009520.00 34009520.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227000% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-11-18 N N N 55000000.00 55000000.00 0.0037 N 55015400.00 55015400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-02-13 N N N 135000000.00 135000000.00 0.0091 N 135007695.00 135007695.00 Westpac Banking Corp Westpac Banking Corp 0.257000% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-19 2014-06-19 N N N 50000000.00 50000000.00 0.0034 N 50021000.00 50021000.00 Westpac Banking Corp Westpac Banking Corp 0.220000% 9612C4KV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2015-01-12 N N N 95000000.00 95000000.00 0.0064 N 95027550.00 95027550.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 725715.43 725715.43 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 673391.35 673391.35 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 148432.53 148432.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1141887.00 1141887.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 209104.23 209104.23 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 194027.81 194027.81