0001145549-14-002540.txt : 20140429 0001145549-14-002540.hdr.sgml : 20140429 20140307170912 ACCESSION NUMBER: 0001145549-14-002540 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140228 FILED AS OF DATE: 20140307 DATE AS OF CHANGE: 20140307 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14678192 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 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-02-28 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 54 91 14885481309.54 5665431.77 41060751.48 14850085989.83 0.0022 1.0001 2014-02-28 1.0001 2014-02-28 C000012373 1.00 14850085989.83 1.00 -54631840.02 3068347934.43 3122979774.45 0.0001 1.0001 2014-02-28 1.0001 2014-02-28 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.230000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-03-07 2014-03-07 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 0.306500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-04-04 N Y Santander UK Plc N/A N/A N 75000000.00 75000000.00 0.0051 N 75003750.00 75003750.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HS72 Certificate of Deposit N First Tier Security N/A N/A 2014-03-05 2014-03-05 N Y Santander UK Plc N/A N/A N 3000000.00 3000000.00 0.0002 N 2999970.00 2999970.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HS80 Certificate of Deposit N First Tier Security N/A N/A 2014-03-07 2014-03-07 N Y Santander UK Plc N/A N/A N 67000000.00 67000000.00 0.0045 N 67000000.00 67000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.177500% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 115000000.00 115000000.00 0.0077 N 115001150.00 115001150.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 88000000.00 88000000.00 0.0059 Security is a time deposit. N 88000198.00 88000198.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140303 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 211000000.00 211000000.00 0.0142 Security is a time deposit. N 211000147.70 211000147.70 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M140307 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 30000000.00 30000000.00 0.0020 Security is a time deposit. N 30000000.00 30000000.00 Bank of America, NA Bank of America, NA 0.355300% 06050TLW0 Other Note N First Tier Security N/A N/A 2014-04-07 2015-03-05 N N N 40000000.00 40000000.00 0.0027 N 40000000.00 40000000.00 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 94008460.00 94008460.00 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 86000860.00 86000860.00 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 47001880.00 47001880.00 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 53002120.00 53002120.00 Bank of America, NA Bank of America, NA 0.260000% 06052W4M2 Other Note N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 4000000.00 4000000.00 0.0003 N 3999800.00 3999800.00 Bank of America, NA Bank of America, NA 0.260000% 06052W5H2 Other Note N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 37000000.00 37000000.00 0.0025 N 36998150.00 36998150.00 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 50000500.00 50000500.00 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 18000180.00 18000180.00 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 25003000.00 25003000.00 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 53999640.19 0.0036 N 54002700.00 54002700.00 Bank of Montreal Bank of Montreal 0.070000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 205000000.00 205000000.00 0.0138 Security is a time deposit. N 204999713.00 204999713.00 Bank of Montreal Bank of Montreal 0.050000% 06999G005_M140303 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 15000000.00 15000000.00 0.0010 Security is a time deposit. N 14999983.50 14999983.50 Bank of Montreal Bank of Montreal 0.070000% 06999G005_M140305 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 96000000.00 96000000.00 0.0065 Security is a time deposit. N 95999760.00 95999760.00 Bank of Nova Scotia Bank of Nova Scotia 0.224500% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-03-17 2014-09-16 N N N 128000000.00 128000000.00 0.0086 N 128017920.00 128017920.00 Bank of Nova Scotia Bank of Nova Scotia 0.235500% 06417FD56 Certificate of Deposit N First Tier Security N/A N/A 2014-03-24 2014-07-24 N N N 171000000.00 171000000.00 0.0115 N 171046170.00 171046170.00 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 92009200.00 92009200.00 Bank of Nova Scotia Bank of Nova Scotia 0.060000% 924HZZ001_0.0600_M140303_2M54 0001041839 Government Agency Repurchase Agreement Y United States Treasury Department 2014-11-15 0.375000 Treasury Debt 6425000.00 6444035.39 United States Treasury Department 2014-12-15 0.250000 Treasury Debt 6320000.00 6329701.89 United States Treasury Department 2014-12-31 0.125000 Treasury Debt 6015000.00 6016225.43 United States Treasury Department 2015-03-31 0.250000 Treasury Debt 5550900.00 5562729.46 United States Treasury Department 2015-04-30 2.500000 Treasury Debt 6249500.00 6473152.69 United States Treasury Department 2015-06-30 0.375000 Treasury Debt 9744000.00 9776946.29 United States Treasury Department 2015-07-31 0.250000 Treasury Debt 6530000.00 6538119.21 United States Treasury Department 2015-08-31 0.375000 Treasury Debt 6651000.00 6668425.62 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 7967000.00 7979869.96 United States Treasury Department 2015-10-31 1.250000 Treasury Debt 6500000.00 6635607.20 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 7009000.00 7247354.79 United States Treasury Department 2016-03-15 0.375000 Treasury Debt 6805000.00 6822016.67 United States Treasury Department 2016-03-15 0.375000 Treasury Debt 3436000.00 3444592.11 United States Treasury Department 2016-03-31 2.250000 Treasury Debt 5950000.00 6239817.31 United States Treasury Department 2016-03-31 2.375000 Treasury Debt 7200000.00 7573552.81 United States Treasury Department 2016-04-15 0.250000 Treasury Debt 6150000.00 6140369.51 United States Treasury Department 2016-06-30 1.500000 Treasury Debt 6008000.00 6171013.57 United States Treasury Department 2016-07-15 0.625000 Treasury Debt 6955700.00 6989224.17 United States Treasury Department 2016-10-31 1.000000 Treasury Debt 7167700.00 7274318.94 United States Treasury Department 2017-05-31 2.750000 Treasury Debt 6400000.00 6840514.88 United States Treasury Department 2017-06-30 0.750000 Treasury Debt 6186600.00 6174829.22 United States Treasury Department 2017-12-31 0.750000 Treasury Debt 7000000.00 6927622.63 United States Treasury Department 2018-04-30 0.625000 Treasury Debt 693000.00 678517.56 United States Treasury Department 2018-06-30 1.375000 Treasury Debt 6585000.00 6632682.13 United States Treasury Department 2018-10-31 1.250000 Treasury Debt 5510000.00 5500102.09 United States Treasury Department 2018-11-15 3.750000 Treasury Debt 5993900.00 6705316.42 United States Treasury Department 2019-07-31 0.875000 Treasury Debt 10000000.00 9600517.96 United States Treasury Department 2020-02-15 3.625000 Treasury Debt 5712000.00 6317413.71 United States Treasury Department 2020-05-15 3.500000 Treasury Debt 6545000.00 7245491.28 United States Treasury Department 2020-08-31 2.125000 Treasury Debt 7050000.00 7114993.95 United States Treasury Department 2028-04-15 3.625000 Treasury Debt 110500.00 220312.58 United States Treasury Department 2029-01-15 2.500000 Treasury Debt 552500.00 735546.46 United States Treasury Department 2039-11-15 4.375000 Treasury Debt 6000100.00 6979069.82 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 200000000.00 200000000.00 0.0135 N 200000000.00 200000000.00 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 27005400.00 27005400.00 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 11002200.00 11002200.00 Bank of the West Bank of the West 0.230000% 06426GDL8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 9000000.00 9000000.00 0.0006 N 9001530.00 9001530.00 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 3000780.00 3000780.00 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 129034830.00 129034830.00 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 5001350.00 5001350.00 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 2000520.00 2000520.00 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% 06538GQ70 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 25500000.00 25500000.00 0.0017 N 25501275.00 25501275.00 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% 06538GS78 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 17000000.00 17000000.00 0.0011 N 17000850.00 17000850.00 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 113011300.00 113011300.00 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 19001330.00 19001330.00 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 23000920.00 23000920.00 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 74008140.00 74008140.00 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 6004800.00 6004800.00 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 57023940.00 57023940.00 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 12004320.00 12004320.00 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 24008640.00 24008640.00 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 0.0059 N 87031320.00 87031320.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M140303_2M54 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2018-02-15 3.500000 Treasury Debt 9930500.00 10861552.96 United States Treasury Department 2020-12-31 2.375000 Treasury Debt 4334000.00 4438453.11 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 15000000.00 15000000.00 0.0010 N 15000000.00 15000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.080000% 06737JC45 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-04 2014-03-04 N Y Barclays Bank Plc N/A N/A N 14000000.00 13999968.89 0.0009 N 13999860.00 13999860.00 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 3000060.00 3000060.00 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 0.0071 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 27004590.00 27004590.00 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 64050560.00 64050560.00 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 11002530.00 11002530.00 BNP Paribas BNP Paribas 0.300000% 05572NTA4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 40000000.00 40000000.00 0.0027 N 39998000.00 39998000.00 BNP Paribas BNP Paribas 0.300000% 05572NTD8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 11000000.00 11000000.00 0.0007 N 10999450.00 10999450.00 BNP Paribas BNP Paribas 0.300000% 05572NTF3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 1500000.00 1500000.00 0.0001 N 1499925.00 1499925.00 BNP Paribas BNP Paribas 0.300000% 05572NTH9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 37000000.00 37000000.00 0.0025 N 36998150.00 36998150.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.290000% 923JCS009_0.2900_M140307_2M54 0001197610 Other Repurchase Agreement N AES CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 705852.94 AETNA INC NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 798717.52 ALLEGHANY CORP DEL COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 169846.20 ALLERGAN INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150641.50 ALLIANT ENERGY CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 655349.58 AMERICAN TOWER CORP NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1002772.60 AMERICAN WTR WKS CO INC NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2148704.24 CHEVRON CORP NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 785766.48 CIBER INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 162.86 CINCINNATI BELL INC NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 298123.68 COLGATE PALMOLIVE CO COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 642320.80 EOG RES INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 130854.06 EXXON MOBIL CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1975454.08 FIDELITY NATL INFORMATION SVCOM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1825803.84 HCA HOLDINGS INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 241680.32 HILLSHIRE BRANDS CO COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150676.96 HOME DEPOT INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150646.89 ISHARES INC MSCI MEX 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150675.45 METLIFE INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2136307.34 MIDSOUTH BANCORP INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 334407.50 MORGAN STANLEY COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2036518.44 NEW YORK & CO INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 110475.70 PETROQUEST ENERGY INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4.48 PNC FINL SVCS GROUP INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1497306.72 PRUDENTIAL FINL INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2130426.24 RELIANCE STEEL & ALUMINUM COCOM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1167384.60 ROYAL CARIBBEAN CRUISES LTD COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150662.20 SIMON PPTY GROUP INC NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2141554.14 STILLWATER MNG CO COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 534060.56 SYNOVUS FINL CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 302771.38 UNITED TECHNOLOGIES CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 529059.57 VISTEON CORP COM NEW 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2097603.50 VONAGE HLDGS CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 562632.00 WAL MART STORES INC COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150683.20 WELLS FARGO & CO NEW COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1265822.40 WHIRLPOOL CORP COM 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2150649.87 XL GROUP PLC SHS 2014-02-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1882237.70 Unrated Security N/A N/A 2014-03-07 2014-03-07 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 collateralized mortgage obligations N 43005160.00 43005160.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.220000% 921AAE003_0.2200_M140304_2M54 0001197610 Other Repurchase Agreement N DARDEN RESTAURANTS INC 2017-10-15 6.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9601458.00 11090313.41 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83926.00 80820.74 VERIZON COMMUNICATIONS 2043-09-15 6.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16243900.00 20328866.34 First Tier 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Paribas Securities Corp BNP Paribas Securities Corp 0.410000% 921AES008_0.4100_M140307_2M54 0001197610 Other Repurchase Agreement N GMAC 7.30 PUBLICINCOMENOTES PINES 2031-11-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4479938.00 5750000.42 First Tier Security N/A N/A 2014-03-07 2014-03-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 5000000.00 5000000.00 0.0003 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 5000000.00 5000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.060000% 987WVU007_0.0600_M140303_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2028-09-01 3.000000 Government Agency Debt 42935000.00 43016888.76 Fannie Mae 2032-07-01 3.000000 Government Agency Debt 2920762.00 2528971.13 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 50019850.00 43400156.04 Freddie Mac 2027-02-01 3.000000 Government Agency Debt 57600000.00 43078453.91 Freddie Mac 2044-02-01 4.000000 Government Agency Debt 40817284.00 43083622.88 GNMA 2044-01-20 3.500000 Government Agency Debt 37877329.00 39131907.68 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 208000000.00 208000000.00 0.0140 N 208000000.00 208000000.00 BPCE SA BPCE SA 0.260000% 05571CE64 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 110000000.00 109949155.56 0.0074 N 109948300.00 109948300.00 CAFCO, LLC CAFCO, LLC 0.385000% 12476FC53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39999144.44 0.0027 N 39999200.00 39999200.00 CAFCO, LLC CAFCO, LLC 0.240000% 12476FHK5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N Y Letter of Credit Citibank NA N/A N/A 15000000.00 14983100.00 0.0010 N 14980350.00 14980350.00 CAFCO, LLC CAFCO, LLC 0.230000% 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N 36000000.00 36000000.00 Charta, LLC Charta, LLC 0.340000% 16115XE68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7995164.44 0.0005 N 7998320.00 7998320.00 Charta, LLC Charta, LLC 0.250000% 16115XH40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Letter of Credit Citibank NA N/A N/A 13000000.00 12986097.22 0.0009 N 12989470.00 12989470.00 Charta, LLC Charta, LLC 0.240000% 16115XHC2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N Y Letter of Credit Citibank NA N/A N/A 65000000.00 64929800.00 0.0044 N 64943450.00 64943450.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTX1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 2000000.00 2000000.00 0.0001 N 2000020.00 2000020.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RUA9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 5000000.00 5000000.00 0.0003 N 5000200.00 5000200.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 21000000.00 21000000.00 0.0014 N 21006510.00 21006510.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUL5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 40000000.00 40000000.00 0.0027 N 40010000.00 40010000.00 Ciesco, LLC Ciesco, LLC 0.385000% 17178CC50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 70000000.00 69998502.77 0.0047 N 69999300.00 69999300.00 Ciesco, LLC Ciesco, LLC 0.240000% 17178CHC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N Y Letter of Credit Citibank NA N/A N/A 75000000.00 74919000.00 0.0050 N 74934750.00 74934750.00 Citibank, NA Citibank, NA 0.340000% 17304UKK5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-25 2014-03-25 N N N 6000000.00 6000000.00 0.0004 N 6001140.00 6001140.00 Citibank, NA Citibank, NA 0.350000% 17304UKZ2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 48000000.00 48000000.00 0.0032 N 48018240.00 48018240.00 Citibank, NA Citibank, NA 0.214500% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-17 2014-06-17 N N N 108000000.00 108000000.00 0.0073 N 108002160.00 108002160.00 Citibank, NA Citibank, NA 0.260000% 17304UPK0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 30000000.00 30000000.00 0.0020 N 30008700.00 30008700.00 Citibank, NA Citibank, NA 0.260000% 17304UPP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 103000000.00 103000000.00 0.0069 N 103030900.00 103030900.00 Citibank, NA Citibank, NA 0.230000% 17304URA0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 29000000.00 29000000.00 0.0020 N 28998550.00 28998550.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. 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Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 45000000.00 45000000.00 0.0030 N 45004500.00 45004500.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140501_2M54 0001230485 Other Repurchase Agreement N 144A IRWHE 2006-P1 1A 2037-06-25 0.295499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3186000.00 542890.11 144A MSBAM 2013-C10 F 2046-07-15 4.219000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5138134.00 4112396.25 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7079000.00 1908458.13 144A PALS 1999-1A A2 2029-03-25 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21590000.00 2475489.99 144A QUEST 2005-X2 A2 2035-12-25 0.440500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62000.00 13087.63 AHMA 2007-1 A1 2047-02-25 0.834099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 135990.83 ARMT 2005-10 5A1 2036-01-25 0.415499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44262615.00 6284414.32 BSABS 2005-AC3 1A1 2035-07-25 0.655499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38900000.00 9491460.99 CNFHE 2002-A B1 2032-04-15 5.404499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5385000.00 685494.90 CSMC 2006-C2 AM 2039-03-15 5.681099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4567282.00 4833113.61 CSMC TR 2013-IVR2 2043-04-25 3.458100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 655000.00 648833.51 CWHL 2006-HYB2 4A1 2036-04-20 5.036100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 10929.14 CWL 2006-13 3AV3 2037-01-25 0.405500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 68895.88 CWL 2006-16 2A2 2046-12-25 0.305499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000.00 5555.91 CWL 2007-1 2A2 2037-07-25 0.255500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000.00 10873.15 Fannie Mae 2044-03-01 4.500000 Government Agency Debt 20000.00 21598.66 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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7.839999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36000.00 6081.95 RENAISSANCE HOME EQUITY LOAN T 2036-05-25 0.455500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 12859.37 SAMI 2005-AR5 B3 2035-07-19 1.504499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 485000.00 40119.83 SAMI 2006-AR6 2A1 2046-07-25 0.345499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58940000.00 23434858.14 TMST 2038-04-25 6.127600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 594000.00 130809.18 United States Treasury Department 2016-01-15 2.000000 Treasury Debt 300000.00 376502.82 WAMU 2006-AR9 1A 2046-08-25 1.135000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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2056-08-15 0.515800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 226121.70 144A MONRO 2005-1A A2 2040-12-05 0.605300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7115000.00 675924.99 144A MONT 2006-1A A1A 2042-09-06 0.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 30636.96 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9560000.00 2577321.62 144A PALS 1999-1A A2 2029-03-25 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7440000.00 853063.71 144A TIASF 1A A1 2030-11-25 0.736700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32170000.00 3103224.85 ABFC 2006-OPT1 M1 2036-09-25 0.435500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 62640.86 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 110306.08 AHMA 2007-1 A1 2047-02-25 0.834099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 83194.39 BACM 2006-4 C 2046-07-10 5.753999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 54315.94 BALTA 2006-8 1A1 2046-06-25 0.315500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 890000.00 149275.79 BCAP 2006-AA2 A1 2037-01-25 0.325500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5404180.00 1361421.10 BOAA 2003-6 1B2 2033-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3755000.00 746827.03 BSARM 2004-11 B1 2034-10-25 2.924100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 428093.90 BSCMS 2007-PW15 AM 2044-02-11 5.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 270646.61 BSSLT 2007-1 2A 2037-08-25 0.595500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10925000.00 1747218.54 CSFB 2002-HE11 M2 2032-10-25 2.205499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 417646.91 CSFB 2003-8 CB1 2033-04-25 5.581100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 386700.24 CWALT 2006-OC2 2A2 2036-02-25 0.355499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 5554.49 CWHL 2005-6 2A1 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41730000.00 8627924.59 CWHL 2006-HYB2 4A1 2036-04-20 5.036100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2185000.00 597004.52 CWL 2005-5 M4 2035-10-25 0.955500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2260000.00 1422810.44 CWL 2006-13 3AV3 2037-01-25 0.405500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1930000.00 1108075.38 GRAND AVENUE CDO I LTD 2046-04-05 0.385300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 3357.72 GS MTG SECS TR 2013-GC13 2046-07-10 4.072300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 12998.12 GSAMP 2006-S1 A1 2035-11-25 0.295499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1005000.00 39971.83 IMPAC SECURED ASSET TRUST 2037-05-25 0.265500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 121954.84 IMSA 2007-3 A1B 2037-09-25 0.395500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2510000.00 1176641.42 INDX 2006-AR7 3A1 2036-05-25 2.695100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 2274.18 JPMMT 2007-A2 4A1 2037-04-25 5.204299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41197000.00 3465073.81 LXS 2006-13 1A3 2036-09-25 0.445500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1380000.00 564656.37 MARM 2007-3 12A1 2047-05-25 0.355499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6830000.00 2521864.93 MSC 2007-IQ14 AJFX 2049-04-15 5.729599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 710000.00 475458.96 OOMLT 2007-1 2A2 2037-01-25 0.255500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000.00 4602.67 OPMAC 2005-3 M3 2035-07-25 0.655499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 14659.96 RASC 2037-02-25 0.375500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 24990.66 RFMS2 2006-HI4 A4 2036-09-25 5.719999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 212526.09 SACO 2006-3 A3 2036-04-25 0.615500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 73465.64 TMST 2038-04-25 6.127600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1051000.00 231448.57 WAMU 2007-OA5 1A 2047-06-25 0.885000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 72443.52 WBCMT 2007-C31 AJ 2047-04-15 5.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 131000.00 134704.20 First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 31000000.00 31000000.00 0.0021 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 31000000.00 31000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140402_2M54 0001230485 Other Repurchase Agreement N 144A AVMT 2013-AVM B 2032-12-05 3.742599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 87619.35 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22386000.00 4096991.89 144A DBUBS 2011-LC2A C 2044-07-10 5.443800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 38477.05 144A WBCMT 2007-WHL8 A1 2020-06-15 0.234499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 21337.88 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1205000.00 885993.12 CWHL 2006-HYB2 4A1 2036-04-20 5.036100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1725000.00 471319.36 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.835500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135022000.00 14604056.52 INDX 2006-AR7 3A1 2036-05-25 2.695100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 10233.80 MSC 2007-HQ12 AM 2049-04-12 5.613699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 38388.53 SAMI 2005-AR5 B3 2035-07-19 1.504499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 585000.00 48391.97 WAMU 2006-AR11 1A 2046-09-25 1.095000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76783000.00 25453550.29 WAMU 2006-AR19 2A 2047-01-25 2.032999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2213.02 WAMU 2007-OA5 1A 2047-06-25 0.885000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 241478.40 First Tier Security N/A N/A 2014-04-02 2014-04-02 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 40019600.00 40019600.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2M54 0001230485 Other Repurchase Agreement N 144A ACAP 2000-1A A1 2025-11-15 0.634499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 24194.51 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 98828.54 144A BAYC 2005-3A A1 2035-11-25 0.475499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1127000.00 282723.32 144A BLX 2007-AA A 2040-10-20 0.554000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 40956.43 144A CBASS 2007-SP1 A4 2037-12-25 6.019999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 192609.45 144A CFCAT 2013-1A D 2019-11-15 4.679999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 51021.74 144A CWL 2006-SD2 1M1 2046-05-25 0.707999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 13392.08 144A DBUBS 2011-LC2A C 2044-07-10 5.443800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 93444.27 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3523000.00 220885.89 144A MLMI 1998-C3 G 2030-12-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 44911.73 144A STR 2013-3A A2 2043-11-20 5.210000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 305000.00 309507.55 144A WBCMT 2007-WHL8 A1 2020-06-15 0.234499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 672144.00 119517.73 AHMA 2007-1 A1 2047-02-25 0.834099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 65595.58 ARMT 2006-3 4A11 2036-08-25 0.335500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32000.00 6569.89 BALTA 2006-5 1A1 2036-08-25 0.325500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1152000.00 129643.41 BSCMS 2017-06-11 5.705499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 227119.78 CMLTI 2006-NCB1 2A2 2036-05-15 0.274500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 215531.84 CWALT 2005-10CB 1A1 2035-05-25 0.655499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 28186.94 CWHEL 2004-P 2A 2034-03-15 0.474499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2275000.00 124691.40 CWHL 2006-HYB2 4A1 2036-04-20 5.036100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 139346.59 CWL 2005-IM3 A3 2036-03-25 0.405500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 6880.44 CWL 2007-S1 A3 2036-11-25 5.809999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2152.97 Fannie Mae 2044-03-01 4.500000 Government Agency Debt 30000.00 32397.99 FHLT 2006-C 2A2 2036-10-25 0.305499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 44229.88 Freddie Mac 2038-08-15 5.500000 Government Agency Debt 1750000.00 168207.30 GECMC 2007-C1 AM 2049-12-10 5.605999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1980000.00 2063902.20 GMACM 2004-HE1 A3 2034-06-25 0.365499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 342442.06 GMACM 2004-HE5 A5 2034-09-25 5.865000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 24702.35 GRAND AVENUE CDO I LTD 2046-04-05 0.385300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38697000.00 8662253.56 GSMS 2039-11-10 5.621999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 456700.00 454555.49 GSMS 2045-08-10 5.805900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2435000.00 2559069.47 GSR 2004-14 2A1 2034-12-25 0.485499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6853000.00 143508.05 GSR 2004-7 3A1 2034-06-25 2.286099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5825000.00 845281.79 HEMT 2005-HF1 2036-02-25 0.505499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 652000.00 144730.43 HLMLT 2005-1 A3 2036-04-15 0.514499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 965000.00 478615.60 IMPAC SECURED ASSET TRUST 2037-05-25 0.265500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 21842.66 IMSA 2007-3 A1B 2037-09-25 0.395500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 9375.63 INABS 2006-H2 A 2036-06-28 0.311199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 614562.77 INDX 2006-AR4 A1A 2046-05-25 0.365499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5680000.00 1494801.05 INDX 2006-AR7 3A1 2036-05-25 2.695100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 65951.13 IRWHE 2002-1 1A1 2023-07-25 0.425499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2584000.00 26382.06 IXIS 2006-HE2 A4 2036-08-25 0.415499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2345000.00 934822.63 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.813299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1580000.00 1654059.11 JPMCC 2006-LDP8 D 2045-05-15 5.618000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1115000.00 1065703.17 LBMLT 2036-03-25 0.345499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1090000.00 342233.21 LONG BEACH MORTGAGE LOAN TRUS 2031-01-01 0.814500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1895000.00 286333.02 MLMI 2007-MLN1 A2D 2037-03-25 0.475499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970000.00 1058689.87 MSAC 2036-08-25 0.295499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 370000.00 186339.17 MSAC 2007-NC3 A2A 2037-05-25 0.215500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5375000.00 230883.35 MSC 2007-HQ12 AM 2049-04-12 5.613699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 38388.53 MSC 2007-IQ14 AM 2049-04-15 5.692599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4200000.00 4436637.93 OAK 2000-C A1 2030-04-15 7.719999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 805000.00 114188.97 OOMLT 2007-1 2A2 2037-01-25 0.255500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 615000.00 202188.92 RAMC 2007-3 AF3 2037-09-25 7.238000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 361720.78 RAMP 2005-RS9 AI4 2035-11-25 0.475499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 157747.24 RASC 2001-KS2 AI6 2030-10-25 6.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 310799.54 RASC 2002-KS2 AI5 2032-04-25 7.278999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405000.00 126635.43 RFMS2 2006-HI4 A4 2036-09-25 5.719999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 614807.62 SAIL 2004-3 A3 2034-04-25 2.206000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 166000.00 29591.27 SAMI 2005-AR5 B2 2035-07-19 0.854500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8952000.00 1893488.50 SAMI 2005-AR5 B3 2035-07-19 1.504499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1655000.00 136903.76 SAMI 2007-AR4 A6 2047-09-25 0.405500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32585000.00 2937327.70 SARM04-14 M 2034-10-25 0.655499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1460000.00 633086.25 SASC 2006-BC1 A6 2036-03-25 0.425499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 25140.90 SEQUOIA MTG TR 2013-3 2043-03-25 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2335000.00 1921454.79 SVHE 2006-OPT5 2A4 2036-07-25 0.395500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58000.00 30060.82 TMST 2038-04-25 6.127600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 799000.00 175953.77 TMTS 2037-07-25 2.047900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7415000.00 1434617.07 United States Treasury Department 2014-07-15 2.000000 Treasury Debt 100000.00 126349.81 United States Treasury Department 2016-06-30 1.500000 Treasury Debt 605000.00 621416.54 United States Treasury Department 2018-08-31 1.500000 Treasury Debt 150000.00 151183.50 WAMU 2007-OA5 1A 2047-06-25 0.885000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 94176.58 WBCMT 2007-C34 AJ 2046-05-15 5.969100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1530000.00 1577781.13 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27000.00 6859.93 WMALT 2006-6 4A 2034-11-25 6.933200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6995000.00 1307925.89 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 FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 198127000.00 16368605.17 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112000.00 30194.56 AHMA 2007-1 A1 2047-02-25 0.834099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 39997.30 BACM 2006-4 C 2046-07-10 5.753999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 725000.00 656317.58 BSSP 2007-R6 1A2 2036-01-26 2.500599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9525000.00 45533.05 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 690946.96 CWHL 2006-HYB2 4A1 2036-04-20 5.036100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 745000.00 203555.32 GRAND AVENUE CDO I LTD 2046-04-05 0.385300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 845000.00 189151.72 INDX 2006-AR7 3A1 2036-05-25 2.695100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 36386.83 JPMCC 2006-LDP7 B 2045-04-15 5.872600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4473.39 REPUBLIC OF SRI LANKA 2015-01-22 7.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31020000.00 32105698.96 SAMI 2005-AR5 B3 2035-07-19 1.504499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520000.00 43015.08 SASC 2003-15A B1 2033-04-25 2.450299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1705000.00 205348.83 WAMU 2006-AR11 1A 2046-09-25 1.095000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27359635.00 9069713.94 WAMU 2007-OA5 1A 2047-06-25 0.885000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 111080.06 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 7998026.67 0.0005 N 7998480.00 7998480.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B5Z4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 144000000.00 144000000.00 0.0097 N 144010080.00 144010080.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155B6X8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 4000000.00 4000000.00 0.0003 N 4000480.00 4000480.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 97000000.00 97000000.00 0.0065 N 97034920.00 97034920.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155JFG8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-17 2014-07-17 N N N 136000000.00 136000000.00 0.0092 N 135989120.00 135989120.00 Deutsche Bank AG Deutsche Bank AG 0.280000% 25155JHG6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 8000000.00 8000000.00 0.0005 N 7998560.00 7998560.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155JJP4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-28 2014-08-28 N N N 55000000.00 55000000.00 0.0037 N 55000000.00 55000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.050000% 21599B009_0.0500_M140303_2M54 0001074042 Treasury Repurchase Agreement Y United States Treasury Department 2014-05-29 0.00 Treasury Debt 102012900.00 102000046.37 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 100000000.00 100000000.00 0.0067 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 21599B009_0.0600_M140303_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2027-01-25 3.500000 Government Agency Debt 5278000.00 5249871.72 Fannie Mae 2032-11-25 3.500000 Government Agency Debt 3274000.00 3084926.50 Fannie Mae 2033-04-25 3.000000 Government Agency Debt 12802477.00 12548703.43 Fannie Mae 2033-09-25 0.405500 Government Agency Debt 2333333.00 2281424.89 Fannie Mae 2039-09-25 3.000000 Government Agency Debt 1668697.00 1690501.27 Fannie Mae 2040-10-25 0.675499 Government Agency Debt 2000000.00 577238.83 Fannie Mae 2040-12-25 0.628000 Government Agency Debt 4900000.00 1438722.24 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 31554190.00 32593427.25 Fannie Mae 2042-09-25 0.455500 Government Agency Debt 8300411.00 7698727.50 Fannie Mae 2043-02-25 6.500000 Government Agency Debt 21372106.00 23254834.54 Fannie Mae 2043-05-25 4.000000 Government Agency Debt 16232530.00 16807805.29 Fannie Mae 2043-05-25 4.000000 Government Agency Debt 4187285.00 4165352.00 Fannie Mae 2043-10-25 4.000000 Government Agency Debt 24278633.00 25128208.24 Fannie Mae 2043-11-25 1.155500 Government Agency Debt 7331734.00 7253021.14 GNMA 2034-12-16 2.359999 Government Agency Debt 869705.00 243247.60 GNMA 2037-11-16 2.750000 Government Agency Debt 25810912.00 17129769.17 GNMA 2039-07-20 3.000000 Government Agency Debt 2059840.00 1677054.92 GNMA 2040-06-20 3.500000 Government Agency Debt 689545.00 520906.26 United States Treasury Department 2015-06-30 0.375000 Treasury Debt 3777500.00 3790272.44 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 82843900.00 81881345.42 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 240804922.00 240804922.00 0.0162 N 240804922.00 240804922.00 Deutsche Bank Securities, Inc Deutsche Bank 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16999762.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M140303_2M54 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2018-05-15 3.875000 Treasury Debt 624267100.00 700002960.39 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 700000000.00 700000000.00 0.0471 N 700000000.00 700000000.00 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 6999795.83 0.0005 N 7000000.00 7000000.00 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 125067500.00 125067500.00 General Electric Capital Corp General Electric Capital Corp 0.050000% 36959JC50 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 28000000.00 27999922.22 0.0019 N 27999720.00 27999720.00 General Electric Capital Corp 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4.000000 Government Agency Debt 38489087.00 30718651.47 GNMA 2042-06-15 4.000000 Government Agency Debt 53919000.00 37636758.13 First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 85000000.00 85000000.00 0.0057 N 85000000.00 85000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M140305_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2018-05-01 4.500000 Government Agency Debt 14117126.00 919031.83 Fannie Mae 2018-10-01 4.500000 Government Agency Debt 9820153.00 929060.19 Fannie Mae 2020-04-01 5.000000 Government Agency Debt 6500000.00 1008369.22 Fannie Mae 2023-02-01 6.000000 Government Agency Debt 21429381.00 941599.16 Fannie Mae 2023-08-01 2.500000 Government Agency Debt 1000000.00 959352.91 Fannie Mae 2023-09-01 2.500000 Government Agency Debt 1015800.00 1012204.32 Fannie Mae 2024-02-01 4.000000 Government Agency Debt 898450.00 963292.03 Fannie Mae 2025-02-01 4.000000 Government Agency Debt 2750000.00 1011142.19 Fannie Mae 2025-05-01 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mortgage obligations Y 164111520.00 164111520.00 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 37235006.87 0.0025 N 37238825.00 37238825.00 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 38000000.00 38000000.00 0.0026 N 38002660.00 38002660.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJB3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 9000000.00 9000000.00 0.0006 N 9000630.00 9000630.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJV9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 55000000.00 55000000.00 0.0037 N 55000000.00 55000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.214300% 60682AKD7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-13 2014-07-14 N N N 17000000.00 17000000.00 0.0011 N 17000340.00 17000340.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.215500% 60682AKH8 Certificate of Deposit N First Tier Security N/A N/A 2014-03-24 2014-07-23 N N N 69000000.00 69000000.00 0.0046 N 69001380.00 69001380.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LDU7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 42000000.00 42000000.00 0.0028 N 42000840.00 42000840.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LHH2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 108000000.00 108000000.00 0.0073 N 108011880.00 108011880.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LKZ8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 1000000.00 1000000.00 0.0001 N 1000120.00 1000120.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LLP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 36000000.00 36000000.00 0.0024 N 36003240.00 36003240.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 58000000.00 58000000.00 0.0039 N 58001740.00 58001740.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LMU7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 13000000.00 13000000.00 0.0009 N 13000390.00 13000390.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LNB8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 24000000.00 24000000.00 0.0016 N 24001200.00 24001200.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LNC6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 50000000.00 50000000.00 0.0034 N 50004000.00 50004000.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.060000% 60686N005_0.0600_M140303_2M54 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2014-10-01 6.000000 Government Agency Debt 25225000.00 20760.14 Fannie Mae 2016-03-01 6.000000 Government Agency Debt 3557792.00 2521.14 Fannie Mae 2019-10-01 2.730999 Government Agency Debt 1030692.00 16444.46 Fannie Mae 2023-04-01 2.955000 Government Agency Debt 247344.00 238355.85 Fannie Mae 2043-04-01 4.000000 Government Agency Debt 245852.00 248991.66 Freddie Mac 2033-09-01 3.500000 Government Agency Debt 1801641.00 1824345.74 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 15207654.00 14759771.18 United States Treasury Department 2014-07-15 2.000000 Treasury Debt 10781700.00 13655062.06 First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 30000000.00 30000000.00 0.0020 N 30000000.00 30000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.060000% 63252Q006 0000833029 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 295000000.00 295000000.00 0.0199 Security is a time deposit. 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6385E1F55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 35000000.00 34981722.22 0.0024 N 34980400.00 34980400.00 Natixis SA Natixis SA 0.265000% 63873ES28 Certificate of Deposit N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 42000000.00 42000000.00 0.0028 N 42000420.00 42000420.00 Natixis SA Natixis SA 0.250000% 63873ES77 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 50000000.00 50000000.00 0.0034 N 49999000.00 49999000.00 New Jersey Economic Development Auth Lease Refunding RB (Camden Center Urban Renewal) Series 2002A 0.250000% 64577FBH7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-03-07 2014-03-07 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 0.250000% 64577FBJ3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-03-07 2014-03-07 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 NRW.BANK NRW.BANK 0.060000% 62939MC54 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 88500000.00 88499705.00 0.0060 N 88499115.00 88499115.00 NRW.BANK NRW.BANK 0.070000% 62939MC70 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 130000000.00 129998988.89 0.0088 N 129998232.00 129998232.00 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 76005320.00 76005320.00 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 77001540.00 77001540.00 PNC Bank NA PNC Bank NA 0.300000% 69354BBD3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 25000000.00 25000000.00 0.0017 N 24998750.00 24998750.00 Rabobank Nederland Rabobank Nederland 0.236500% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 86000000.00 86000000.00 0.0058 N 86000000.00 86000000.00 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 10002400.00 10002400.00 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 45010800.00 45010800.00 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 6002520.00 6002520.00 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 0.0088 N 130054600.00 130054600.00 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 77030800.00 77030800.00 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 42015540.00 42015540.00 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 20004800.00 20004800.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.210000% 76582KDG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-16 2014-04-16 N N Y Guaranty BNP Paribas N/A N/A 16000000.00 15995893.34 0.0011 N 15996160.00 15996160.00 Royal Bank of Canada Royal Bank of Canada 0.289900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-04-07 2015-03-06 N N N 75000000.00 75000000.00 0.0051 N 75002550.00 75002550.00 Royal Bank of Canada Royal Bank of Canada 0.332900% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-04-04 2015-03-04 N N N 100000000.00 100000000.00 0.0067 N 100058000.00 100058000.00 Royal Bank of Canada Royal Bank of Canada 0.296600% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-04-01 2015-02-27 N N N 50000000.00 50000000.00 0.0034 N 50000500.00 50000500.00 Royal Bank of Canada Royal Bank of Canada 0.275500% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-24 2014-06-24 N N N 65000000.00 65000000.00 0.0044 N 65026000.00 65026000.00 Royal Bank of Canada Royal Bank of Canada 0.254500% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-17 2014-10-17 N N N 18000000.00 18000000.00 0.0012 N 18007380.00 18007380.00 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 3999782.22 0.0003 N 3999960.00 3999960.00 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 999774.44 0.0001 N 999930.00 999930.00 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 14994181.25 0.0010 N 14997450.00 14997450.00 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 2997914.58 0.0002 N 2998560.00 2998560.00 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 17002210.00 17002210.00 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 0.0026 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 2014-03-03 2014-03-03 N N N 145000000.00 145000000.00 0.0098 Security is a time deposit. N 145000145.00 145000145.00 Societe Generale Societe Generale 0.240000% 83368NSU6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 3000000.00 3000000.00 0.0002 N 3000060.00 3000060.00 Societe Generale Societe Generale 0.225000% 83368NWW7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 5000000.00 5000000.00 0.0003 N 4999850.00 4999850.00 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 143935200.00 0.0097 N 143956800.00 143956800.00 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 40004400.00 40004400.00 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 16000640.00 16000640.00 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 17003230.00 17003230.00 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 13002470.00 13002470.00 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 0.0026 N 38007600.00 38007600.00 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 10002000.00 10002000.00 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 88003520.00 88003520.00 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 1000040.00 1000040.00 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 25000000.00 25000000.00 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 20000400.00 20000400.00 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 13000390.00 13000390.00 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 36001080.00 36001080.00 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 31000000.00 31000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562URN4 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 80000000.00 80000000.00 0.0054 N 79992000.00 79992000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562USN3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 27000000.00 27000000.00 0.0018 N 26997570.00 26997570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562USR4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 18000000.00 18000000.00 0.0012 N 17999280.00 17999280.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UTE2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 4000000.00 4000000.00 0.0003 N 3999800.00 3999800.00 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 14000280.00 14000280.00 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 42998280.00 42998280.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KJW4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 38000000.00 38000000.00 0.0026 N 37998100.00 37998100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KKH5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 3000000.00 3000000.00 0.0002 N 2999760.00 2999760.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.060000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 295000000.00 295000000.00 0.0199 Security is a time deposit. N 295000000.00 295000000.00 Swedbank AB Swedbank AB 0.060000% 87019TJK9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 Swedbank AB Swedbank AB 0.060000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 70000000.00 70000000.00 0.0047 Security is a time deposit. N 70000000.00 70000000.00 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 57001140.00 57001140.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.204500% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-31 2014-09-02 N N N 98000000.00 98000000.00 0.0066 N 98026460.00 98026460.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112TP99 Certificate of Deposit N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 116000000.00 116000000.00 0.0078 N 116001160.00 116001160.00 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 8001520.00 8001520.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112TW91 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 147000000.00 147000000.00 0.0099 N 147000000.00 147000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.204500% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-06-18 N N N 25000000.00 25000000.00 0.0017 N 25006500.00 25006500.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.205500% 89233ABT5 Other Commercial Paper N First Tier Security N/A N/A 2014-03-25 2014-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 24000000.00 24000000.00 0.0016 N 24000720.00 24000720.00 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 N 1000000.00 999222.22 0.0001 N 999500.00 999500.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HKM5 Other Commercial Paper N First Tier Security N/A N/A 2014-10-21 2014-10-21 N N N 36000000.00 35944320.00 0.0024 N 35953560.00 35953560.00 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 28001120.00 28001120.00 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 28003080.00 28003080.00 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 6000720.00 6000720.00 United States Treasury Department United States Treasury Department 0.090000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-03-03 2016-01-31 N N N 51000000.00 50999301.52 0.0034 N 50981691.00 50981691.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226500% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2015-01-09 N N N 100000000.00 100000000.00 0.0067 N 99996000.00 99996000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.223500% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2015-01-14 N N N 91000000.00 91000000.00 0.0061 N 90996360.00 90996360.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.204500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-03-21 2014-05-20 N N N 25000000.00 25000000.00 0.0017 N 25004250.00 25004250.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.176500% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-04-07 N N N 20000000.00 20000000.00 0.0013 N 20001000.00 20001000.00 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 115011500.00 115011500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.224500% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-11-18 N N N 34000000.00 34000000.00 0.0023 N 34008500.00 34008500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.223500% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-03-19 2014-11-18 N N N 55000000.00 55000000.00 0.0037 N 55013750.00 55013750.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-03-13 N N N 135000000.00 135000000.00 0.0091 N 135003375.00 135003375.00 Westpac Banking Corp Westpac Banking Corp 0.253500% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-19 2014-06-19 N N N 50000000.00 50000000.00 0.0034 N 50016500.00 50016500.00 Westpac Banking Corp Westpac Banking Corp 0.220000% 9612C4KV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-03 2015-01-12 N N N 95000000.00 95000000.00 0.0064 N 95031350.00 95031350.00 Westpac Banking Corp Westpac Banking Corp 0.225500% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-19 2015-02-19 N N N 40000000.00 40000000.00 0.0027 N 39913600.00 39913600.00 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