0001145549-14-003646.txt : 20140530 0001145549-14-003646.hdr.sgml : 20140530 20140407144218 ACCESSION NUMBER: 0001145549-14-003646 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140407 DATE AS OF CHANGE: 20140407 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: 14748395 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 2014-03-31 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 51 90 14868381176.39 6000976.30 747705.50 14873634447.19 0.0022 1.0001 2014-03-31 1.0001 2014-03-31 C000012373 1.00 14873634447.19 1.00 23548457.36 3309757435.95 3286208978.59 0.0001 1.0001 2014-03-31 1.0001 2014-03-31 ABAG Finance Auth ABAG Finance Auth 0.230000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-04-07 2014-04-07 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 0.305500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-05-05 N Y Santander UK Plc N/A N/A N 75000000.00 75000000.00 0.0050 N 75003750.00 75003750.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HT97 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N Y Santander UK Plc N/A N/A N 7000000.00 7000000.00 0.0005 N 7000000.00 7000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HU20 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N Y Santander UK Plc N/A N/A N 65000000.00 65000000.00 0.0044 N 65000000.00 65000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.130000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 61000000.00 61000000.00 0.0041 Security is a time deposit. N 61000079.30 61000079.30 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005_M140404 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 60000000.00 60000000.00 0.0040 Security is a time deposit. N 60000102.00 60000102.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M140407 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 55000000.00 55000000.00 0.0037 Security is a time deposit. N 55000000.00 55000000.00 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 40001880.00 40001880.00 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 94010340.00 94010340.00 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 47004230.00 47004230.00 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 53005300.00 53005300.00 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 4000160.00 4000160.00 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 37001480.00 37001480.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6V0 Other Note N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 2000000.00 2000000.00 0.0001 N 1999900.00 1999900.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6W8 Other Note N First Tier Security N/A N/A 2014-10-02 2014-10-02 N N N 24000000.00 24000000.00 0.0016 N 23996400.00 23996400.00 Bank of America, NA Bank of America, NA 0.260000% 06052W6X6 Other Note N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 90000000.00 90000000.00 0.0061 N 89985600.00 89985600.00 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 0.070000% 06366BLR9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 190000000.00 190000000.00 0.0128 N 190000000.00 190000000.00 Bank of Montreal Bank of Montreal 0.070000% 06366BLZ1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 125000000.00 125000000.00 0.0084 N 125000000.00 125000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.225000% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-16 2014-09-16 N N N 128000000.00 128000000.00 0.0086 N 128039680.00 128039680.00 Bank of Nova Scotia Bank of Nova Scotia 0.234500% 06417FD56 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-07-24 N N N 171000000.00 171000000.00 0.0115 N 171054720.00 171054720.00 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 92004600.00 92004600.00 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 27001890.00 27001890.00 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 11000990.00 11000990.00 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 9001800.00 9001800.00 Bank of the West Bank of the West 0.230000% 06426GDP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-19 2014-06-19 N N N 18000000.00 18000000.00 0.0012 N 18003960.00 18003960.00 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 3000570.00 3000570.00 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 129027090.00 129027090.00 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 5001050.00 5001050.00 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 2000400.00 2000400.00 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 8000480.00 8000480.00 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 7000420.00 7000420.00 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 25501785.00 25501785.00 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 8000640.00 8000640.00 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 5000400.00 5000400.00 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 17001190.00 17001190.00 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 19001520.00 19001520.00 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 74001480.00 74001480.00 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 6002940.00 6002940.00 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 57026220.00 57026220.00 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 12001920.00 12001920.00 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 24003840.00 24003840.00 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 87013920.00 87013920.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M140404_2M54 0000851376 Government Agency Repurchase Agreement Y Freddie Mac 2032-10-15 5.000000 Government Agency Debt 1950000.00 882899.46 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 850000.00 806802.10 Freddie Mac 2039-11-15 2.750000 Government Agency Debt 21170979.00 8859594.89 Freddie Mac 2041-07-15 2.000000 Government Agency Debt 2000000.00 1652259.13 Freddie Mac 2041-08-15 2.250000 Government Agency Debt 20460.00 18628.51 GNMA 2039-08-16 3.500000 Government Agency Debt 41050.00 23816.69 GNMA 2040-09-16 3.500000 Government Agency Debt 45812286.00 29755999.37 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 40000000.00 40000000.00 0.0027 N 40000000.00 40000000.00 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 105001050.00 105001050.00 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 27003780.00 27003780.00 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 64049280.00 64049280.00 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 11002310.00 11002310.00 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 40003200.00 40003200.00 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 11000880.00 11000880.00 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 1500120.00 1500120.00 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 37002960.00 37002960.00 BNP Paribas BNP Paribas 0.300000% 05572NTL0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 2000000.00 2000000.00 0.0001 N 2000080.00 2000080.00 BNP Paribas BNP Paribas 0.300000% 05572NTT3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 25000000.00 25000000.00 0.0017 N 25001250.00 25001250.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.250000% 923JDF006_0.2500_M140402_2M54 0001197610 Other Repurchase Agreement N AIR PRODS & CHEMS INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1212295.50 AMERICAN EXPRESS CO COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1244820.06 ARCHER DANIELS MIDLAND CO COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 315303.37 BANK OF AMERICA CORPORATION COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1250050.62 BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1250617.72 CHEVRON CORP NEW COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1258825.50 CHUBB CORP COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1261724.10 DELPHI AUTOMOTIVE PLC SHS 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1270395.90 DEVON ENERGY CORP NEW COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 16184.34 DR PEPPER SNAPPLE GROUP INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1255362.55 GOLDMAN SACHS GROUP INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 418571.70 HONEYWELL INTL INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1258190.27 HUMANA INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 203430.92 LAS VEGAS SANDS CORP COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1243549.00 LIBERTY PPTY TR SH BEN I 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1146756.25 LIONS GATE ENTMNT CORP COM NEW 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 119800.80 LITHIA MTRS INC CL A 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 258292.80 LOCKHEED MARTIN CORP COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1257028.20 MASCO CORP COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 222295.44 NIKE INC CL B 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 831516.78 PFIZER INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1241470.96 PHILIP MORRIS INTL INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 330804.66 QUINTILES TRANSNATIO HLDGS ICOM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1247800.87 SAFEWAY INC COM NEW 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8019.50 STATE STR CORP COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1252513.45 UDR INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1252490.64 VERIZON COMMUNICATIONS INC COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1250038.62 WALGREEN CO COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1118374.96 WELLS FARGO & CO NEW COM 2014-03-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1254824.82 Unrated Security N/A N/A 2014-04-02 2014-04-02 N Y BNP Paribas N/A N/A N 25000000.00 25000000.00 0.0017 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 25000000.00 25000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.080000% 987WVU007_0.0800_M140401_2M54 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2040-06-01 3.412999 Government Agency Debt 30282077.00 9995609.62 Fannie Mae 2041-02-01 3.395999 Government Agency Debt 12823202.00 9682244.43 Fannie Mae 2041-03-01 3.222999 Government Agency Debt 20156899.00 9828845.35 Fannie Mae 2041-04-01 3.799999 Government Agency Debt 23126629.00 10044002.08 Fannie Mae 2041-06-01 3.367000 Government Agency Debt 20138381.00 9894059.04 Fannie Mae 2041-07-01 3.468000 Government Agency Debt 25030418.00 10092868.07 Fannie Mae 2041-08-01 3.407999 Government Agency Debt 25028340.00 10041301.30 Fannie Mae 2041-10-01 2.532999 Government Agency Debt 24747512.00 9841685.36 Fannie Mae 2042-02-01 2.987000 Government Agency Debt 7351877.00 5138138.10 Fannie Mae 2042-09-01 2.395999 Government Agency Debt 12750582.00 10001961.06 Fannie Mae 2042-10-01 2.189000 Government Agency Debt 13434726.00 10050600.79 Fannie Mae 2042-10-01 2.396999 Government Agency Debt 12545661.00 9832785.24 Fannie Mae 2043-08-01 2.181000 Government Agency Debt 10015952.00 9947038.79 Fannie Mae 2043-09-01 2.859999 Government Agency Debt 10001243.00 10065429.43 Fannie Mae 2043-12-01 2.879999 Government Agency Debt 9659596.00 9897343.73 Fannie Mae 2044-03-01 3.240000 Government Agency Debt 9897782.00 10146087.66 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 150000000.00 150000000.00 0.0101 N 150000000.00 150000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 988VYS000_0.2700_M140407_2M54 0001197610 Other Repurchase Agreement N HEWLETT PACKARD COMPANY 2021-12-09 4.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19086053.00 20483661.06 PACKAGING CORPORATION OF AMERICA 2023-11-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6371508.00 6729077.03 PETRONAS CAP LIMITED 2022-05-22 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16081686.00 21024745.99 VERIZON COMMUNICATIONS 2043-09-15 6.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 51489.00 62516.97 First Tier Security N/A N/A 2014-04-07 2014-04-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 46000000.00 46000000.00 0.0031 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 46010580.00 46010580.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.420000% 988VYS000_0.4200_M140407_2M54 0001197610 Other Repurchase Agreement N ADVANCED MICRO DEVICES INC 2022-08-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3213078.00 3187641.13 RALI SERIES 2003 QS4 TRUST 2035-04-25 3.163500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 966941.00 254877.80 UNITY HESSEN GMBH 2019-03-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6874.00 7481.20 First Tier Security N/A N/A 2014-04-07 2014-04-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 3000000.00 3000000.00 0.0002 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 3000000.00 3000000.00 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 109972194.44 0.0074 N 109982400.00 109982400.00 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 14986000.00 0.0010 N 14986050.00 14986050.00 CAFCO, LLC CAFCO, LLC 0.230000% 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 14000000.00 13987477.78 0.0009 N 13986980.00 13986980.00 CAFCO, LLC CAFCO, LLC 0.230000% 12476FJ56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 102000000.00 101897688.33 0.0069 N 101890860.00 101890860.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.050000% 136999000 0000800030 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 60000000.00 60000000.00 0.0040 Security is a time deposit. N 59999916.00 59999916.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738KFL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 5000000.00 4997888.89 0.0003 N 4997800.00 4997800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738KK63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 42000000.00 41945166.67 0.0028 N 41939100.00 41939100.00 Cedar Springs Capital Co Cedar Springs Capital Co 0.240000% 15060YF62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N Y Guaranty UBS AG N/A N/A 16000000.00 15992960.00 0.0011 N 15994240.00 15994240.00 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 7997355.55 0.0005 N 7998720.00 7998720.00 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 12988715.28 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 64942366.67 0.0044 N 64943450.00 64943450.00 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 21020160.00 21020160.00 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 40036800.00 40036800.00 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 74933500.00 0.0050 N 74955750.00 74955750.00 Ciesco, LLC Ciesco, LLC 0.230000% 17178CJ53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29969908.33 0.0020 N 29977500.00 29977500.00 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 48010560.00 48010560.00 Citibank, NA Citibank, NA 0.215000% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 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 30009300.00 30009300.00 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 103032960.00 103032960.00 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 0.0019 N 29003480.00 29003480.00 Citibank, NA Citibank, NA 0.230000% 17304USF8 Certificate of Deposit N First Tier Security N/A N/A 2014-09-25 2014-09-25 N N N 90000000.00 90000000.00 0.0061 N 90000000.00 90000000.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GEK6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N Y Guaranty JP Morgan Securities LLC N/A N/A 24000000.00 23990400.00 0.0016 N 23994720.00 23994720.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 49000000.00 48965700.00 0.0033 N 48979420.00 48979420.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GH56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N Y Guaranty JP Morgan Securities LLC N/A N/A 10000000.00 9989500.00 0.0007 N 9992000.00 9992000.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GH64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N Y Guaranty JP Morgan Securities LLC N/A N/A 40000000.00 39957666.67 0.0027 N 39967600.00 39967600.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GHJ6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-18 2014-08-18 N N Y Guaranty JP Morgan Securities LLC N/A N/A 31000000.00 30964091.67 0.0021 N 30971170.00 30971170.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GHK3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N Y Guaranty JP Morgan Securities LLC N/A N/A 4000000.00 3995333.33 0.0003 N 3996240.00 3996240.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.535400% 20271FAP1 Other Note N First Tier Security N/A N/A 2014-04-28 2014-08-27 N N N 150000000.00 150000000.00 0.0101 N 150040200.00 150040200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.222500% 20272AFW1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-29 2014-11-24 N N N 115000000.00 115000000.00 0.0077 N 115025300.00 115025300.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.224500% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-03 2014-11-26 N N N 32000000.00 32000000.00 0.0022 N 32007360.00 32007360.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.234300% 923RZZ000 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2015-02-25 N N N 30000000.00 30000000.00 0.0020 N 30000000.00 30000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.235500% 923TBC003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2015-03-04 N N N 20000000.00 20000000.00 0.0013 N 20000000.00 20000000.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VFG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N Y Letter of Credit Citibank NA N/A N/A 64000000.00 63966222.22 0.0043 N 63973120.00 63973120.00 CRC Funding, LLC CRC Funding, LLC 0.230000% 12622VHK3 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 50000000.00 49955277.78 0.0034 N 49954000.00 49954000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MCY5 Certificate of Deposit N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 29000000.00 29000000.00 0.0019 N 28999130.00 28999130.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22533MDB4 Certificate of Deposit N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 40000000.00 40000000.00 0.0027 N 39998800.00 39998800.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.100000% 22533MDH1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 2000000.00 2000000.00 0.0001 N 1999980.00 1999980.00 Credit Agricole SA Credit Agricole SA 0.240000% 923VDA000 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 34000000.00 34000000.00 0.0023 N 34000000.00 34000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TEG9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 48000000.00 48000000.00 0.0032 N 48000000.00 48000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THL5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 21000000.00 21000000.00 0.0014 N 21000000.00 21000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THM3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 42000000.00 42000000.00 0.0028 N 42002940.00 42002940.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THU5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 24000000.00 24000000.00 0.0016 N 24000000.00 24000000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TLM8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 15000000.00 15000000.00 0.0010 N 15001350.00 15001350.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TLY2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 72000000.00 72000000.00 0.0048 N 72007920.00 72007920.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TML9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 1000000.00 1000000.00 0.0001 N 1000110.00 1000110.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TRE0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 10000000.00 10000000.00 0.0007 N 10001600.00 10001600.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TRG5 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 45007650.00 45007650.00 Credit Suisse AG Credit Suisse AG 0.280000% 22549TWR5 Certificate of Deposit N First Tier Security N/A N/A 2014-10-06 2014-10-06 N N N 2000000.00 2000000.00 0.0001 N 1999680.00 1999680.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140501_2M54 0001230485 Other Repurchase Agreement N 144A BACM 2005-4 E 2045-07-10 5.190599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 97593.40 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1980.75 144A IRWHE 2006-P1 1A 2037-06-25 0.294200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3186000.00 607032.10 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 4095497.93 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 1451502.48 144A QUEST 2005-X2 A2 2035-12-25 0.439199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62000.00 12931.48 144A WBCMT 2007-WHL8 A1 2020-06-15 0.234999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 88324.33 ARMT 2005-10 5A1 2036-01-25 0.414200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44262615.00 6206302.11 BAYVIEW COMCL ASSET 2036-01-25 0.454199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 22580.38 BSABS 2005-AC3 1A1 2035-07-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38900000.00 9540207.09 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 87994.43 CNFHE 2002-A B1 2032-04-15 5.405000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5385000.00 930702.31 CSFB 2005-C1 AJ 2038-02-15 5.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 20633.05 CSMC 2006-C2 AM 2039-03-15 5.644400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4567282.00 4831990.93 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970000.00 1910798.84 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 19265.60 CSMC TR 2013-IVR2 2043-04-25 3.446899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 655000.00 647607.50 CWL 2006-13 3AV3 2037-01-25 0.404200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 67885.82 CWL 2006-16 2A2 2046-12-25 0.304200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000.00 5546.97 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 10745.16 CWL 2007-1 2A2 2037-07-25 0.254199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000.00 10342.17 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1450000.00 302030.82 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 110428.68 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4671.16 GNMA 2039-08-15 5.000000 Government Agency Debt 116727000.00 28395863.60 GSAMP 2007-H1 A1B 2047-01-25 0.354200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 39373.99 INDX 2006-AR7 3A1 2036-05-25 2.702900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 10192.14 LXS 2007-16N 2A2 2047-09-25 1.004200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 45079.84 SAMI 2005-AR5 B3 2035-07-19 1.506200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 485000.00 42519.28 SAMI 2006-AR6 2A1 2046-07-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58940000.00 23425657.33 SEQUOIA MTG TR 2013-3 2043-03-25 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 137828.67 TMST 2038-04-25 6.126500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 594000.00 130629.15 United States Treasury Department 2014-09-15 0.250000 Treasury Debt 10000.00 10009.29 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 1125000.00 1125302.28 United States Treasury Department 2015-09-30 1.250000 Treasury Debt 1795000.00 1821781.39 United States Treasury Department 2016-01-15 2.000000 Treasury Debt 300000.00 376446.71 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 5000.00 5164.15 WAMU 2006-AR9 1A 2046-08-25 1.132500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360773.00 111861.15 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 19474.08 WBCMT 2006-C28 C 2048-10-15 5.690999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7329.09 WBCMT 2007-C32 A3 2049-06-15 5.723900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 16564.24 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 79000000.00 79000000.00 0.0053 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 79000000.00 79000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140507_2M54 0001230485 Other Repurchase Agreement N 144A BACM 2005-4 E 2045-07-10 5.190599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 35242.06 144A CCMFC 2006-2A A1 2047-04-25 0.284200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 389000.00 75808.30 144A COMM 2013-LC13 C 2046-08-10 5.049299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 52438.34 144A CSMC 2008-C1 AJ 2041-02-15 5.977500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 253831.83 144A FREMF 2013-K25 B 2045-11-25 3.616899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1350000.00 1291342.58 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14515000.00 1201247.65 144A GKKRE 2007-1A A1 2056-08-15 0.515800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 227624.07 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 5942.24 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 500193.54 144A WBCMT 2007-WHL8 A1 2020-06-15 0.234999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 34215.73 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 109514.50 AFT 99-1A A1 ASST BK LN 2024-05-15 0.635000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 84242.37 AMSI 2006-R2 M2 2036-04-25 0.524200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 62611.85 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 54484.42 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 704362.02 BSARM 2004-11 B1 2034-10-25 2.926800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 421640.02 BUMT 2005-1 1A2 2045-09-25 0.544200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14975000.00 1451807.20 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 149207.95 CSFB 2003-8 CB1 2033-04-25 5.584500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 385205.55 CSFB 2005-C1 AJ 2038-02-15 5.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 479718.44 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 760000.00 718707.71 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2660000.00 2580063.41 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 24081.99 CSMC TR 2013-IVR2 2043-04-25 3.446899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4840.87 CWALT 2005-56 1A1 2035-11-25 0.884199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 222000.00 78164.23 CWALT 2006-OC2 2A2 2036-02-25 0.354200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5035000.00 260801.90 CWHL 2005-6 2A1 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40022000.00 8100414.59 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 268629.11 CWMBS INC. 2005-HYB2 2043-07-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5845000.00 5241985.07 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5655000.00 1177920.21 FREMF 2013-K712 MTG TR MULTI FAMILY MORTGE TRUST C 2045-05-25 3.366800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 204914.49 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 16989.03 GSAMP 2006-S1 A1 2035-11-25 0.294200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1005000.00 39641.49 GSAMP 2007-H1 A1B 2047-01-25 0.354200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 7382.62 GSMS 2045-08-10 5.818699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 98354.89 IMPAC SECURED ASSET TRUST 2037-05-25 0.264199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 120726.05 IMSA 2007-1 A2 2037-03-25 0.314199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1230000.00 679134.54 INDX 2006-AR7 3A1 2036-05-25 2.702900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 2264.92 JPMBB 2013-C17 C 2047-01-15 4.887500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 825000.00 851497.32 JPMMT 2007-A2 4A1 2037-04-25 5.112499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40157000.00 3335095.60 MLCFC 2007-9 AMA 2049-09-12 5.852999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 30836.24 MLMT 2006-C2 AJ 2043-08-12 5.801999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 608161.78 MSAC 2007-NC3 A2A 2037-05-25 0.214200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25260000.00 1080528.34 OPMAC 2005-3 M3 2035-07-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 14666.20 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 212460.84 SACO 2006-3 A3 2036-04-25 0.614199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 72763.89 SACO 2006-7 A1 2036-07-25 0.414200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3290000.00 397453.17 SLMA 2006-B A5 2039-12-15 0.503299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355000.00 318511.58 TMST 2038-04-25 6.126500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1051000.00 231130.03 United States Treasury Department 2015-09-30 1.250000 Treasury Debt 5000.00 5074.60 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 895000.00 924382.53 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 73027.81 WBCMT 2006-C28 C 2048-10-15 5.690999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7329.09 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 133428.38 WBCMT 2007-C32 A3 2049-06-15 5.723900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 33128.49 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 87174.03 144A BACM 2005-4 E 2045-07-10 5.190599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 35242.06 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 4013156.88 144A DBUBS 2011-LC2A C 2044-07-10 5.444200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 38505.42 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 164401.95 144A MSC 2012-C4 F 2045-03-15 3.069999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 37099.07 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4755000.00 1965062.13 AFT 99-1A A1 ASST BK LN 2024-05-15 0.635000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 116452.68 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 922028.60 CSMC 2009- 14R 2A1 2037-06-26 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 21545.94 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 48497.43 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 53725.82 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 71862.51 FHASI 2003-AR3 2A1 2033-09-25 2.592400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28045000.00 2167384.04 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 8494.51 GSAMP 2007-H1 A1B 2047-01-25 0.354200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 17226.12 INDX 2006-AR7 3A1 2036-05-25 2.702900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 10192.14 JPMCC 2005-LDP2 B 2042-07-15 4.881999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1380000.00 1432539.51 SAMI 2005-AR5 B3 2035-07-19 1.506200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 585000.00 51286.14 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 420000.00 420112.85 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 7715000.00 7968280.69 WAMU 2006-AR11 1A 2046-09-25 1.092500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75157000.00 25018505.58 WAMU 2006-AR19 2A 2047-01-25 2.017999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 2178.36 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 243426.02 WBCMT 2007-C32 A3 2049-06-15 5.723900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 16564.24 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 N 40000800.00 40000800.00 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 0.635000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 25168.77 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 96806.25 144A BAYC 2005-3A A1 2035-11-25 0.474200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1127000.00 280162.16 144A BAYV 2004-B A1 2039-05-28 0.653000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 62956.82 144A BLX 2007-AA A 2040-10-20 0.556699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 40812.07 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 50797.58 144A COMM 2012-CR5 F 2045-12-10 4.335700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35094.00 27477.17 144A COMM 2013-LC13 C 2046-08-10 5.049299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5243.83 144A CWL 2006-SD2 1M1 2046-05-25 0.704200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 13400.03 144A DBUBS 2011-LC2A C 2044-07-10 5.444200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 93513.16 144A FREMF 2012-K708 C 2045-02-25 3.758900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 646129.57 144A FREMF 2013-K25 B 2045-11-25 3.616899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 172179.01 144A FREMF 2014-K36 C 2023-10-25 4.360800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475000.00 454054.40 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2335000.00 193242.39 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3235000.00 1281542.91 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 44621.24 144A MSC 2012-C4 F 2045-03-15 3.069999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 37099.07 144A MSRR 2010-GG10 A4B 2045-08-12 5.818778 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 198014.40 144A SMSTR 2005-1A A1 2045-12-06 0.485300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 65651.98 144A STATE OF QATAR 2022-01-20 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 1300212.44 144A WBCMT 2006-WL7A G 2021-09-15 0.515000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 197683.46 144A WBCMT 2007-WHL8 A1 2020-06-15 0.234999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2140000.00 340565.89 ABS CHASE FUNDING TRUST 2003-3 2036-04-25 1.054200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 118703.47 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7160000.00 2958957.91 ADJUSTABLE RATE MORTGAGE TRUST 2035-07-25 5.073400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2845000.00 655841.89 AFT 99-1A A1 ASST BK LN 2024-05-15 0.635000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 122646.97 BACM 2007-2 A4 2049-04-10 5.600699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 127438.35 BAYVIEW COMCL ASSET 2036-01-25 0.454199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 35862.95 BAYVIEW COMMERICAL ASSET TRU 2003-1 2036-03-25 0.514199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2445000.00 698044.78 BCAP 2007-AA1 1A2 2047-02-25 0.314199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 28538.11 BSCMS 2017-06-11 5.716400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 226888.62 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7651.69 CITIGROUP COML MTG TR 2013-375P 2035-05-10 3.633999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 233221.51 CMLTI 2006-NCB1 2A2 2036-05-15 0.275000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 209141.12 CSFB 2005-C1 AJ 2038-02-15 5.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 36107.84 CSMC 2007-C5 A4 2040-09-15 5.695000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1260000.00 1392858.03 CSMC 2009- 14R 2A1 2037-06-26 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 920000.00 304957.95 CSMC 2009-2R 2034-09-25 2.617700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 281610.79 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 320000.00 308249.53 CSMC TR 2013-IVR1 2043-03-25 3.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 29098.46 CSMC TR 2013-IVR2 2043-04-25 3.446899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 29045.23 CSMC TR 2013-IVR5 2043-10-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 320038.32 CSMC TR 2013-IVR5 2043-10-25 3.701900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 48016.21 CWALT 2005-10CB 1A1 2035-05-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 27811.57 CWALT INC ALTERNATIVE LOAN TRUST MORTGAGE PASS TH 2046-10-10 4.758899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 77325.59 CWL 2006-16 2A2 2046-12-25 0.304200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39000.00 16640.92 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 39398.94 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 2175.33 CWMBS INC. 2005-HYB2 2043-07-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 53809.94 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 2082.97 Freddie Mac 2042-10-15 3.000000 Government Agency Debt 982734.00 893232.44 FREMF 2013-K712 MTG TR MULTI FAMILY MORTGE TRUST C 2045-05-25 3.366800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 28592.72 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1590000.00 1350627.76 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 18684.65 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 24339.56 GSAMP 2007-H1 A1B 2047-01-25 0.354200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 56600.11 GSMS 2045-08-10 5.818699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 36236.01 GSR 2004-14 2A1 2034-12-25 0.484200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6853000.00 142681.55 GSR 2004-7 3A1 2034-06-25 2.298600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5825000.00 842456.73 HEMT 2005-HF1 2036-02-25 0.504199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 652000.00 141183.06 HLMLT 2005-1 A3 2036-04-15 0.515000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 965000.00 477795.56 IMPAC SECURED ASSET TRUST 2037-05-25 0.264199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 21622.58 IMSA 2007-1 A2 2037-03-25 0.314199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 88342.70 INABS 2006-H2 A 2036-06-28 0.302999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 610859.75 INDX 2006-AR4 A1A 2046-05-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5680000.00 1478864.96 INDX 2006-AR7 3A1 2036-05-25 2.702900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 65682.71 JPMAC 2005-FLD1 M6 2035-07-25 0.874199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 37116.67 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 1069966.99 LXS 2007-14H A3 2047-07-25 0.704200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3725000.00 187905.52 LXS 2007-16N 2A2 2047-09-25 1.004200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 13523.95 MLMI 2007-MLN1 A2D 2037-03-25 0.474200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970000.00 1063977.00 MLMT 2006-C2 AJ 2043-08-12 5.801999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 240000.00 243264.71 MSC 2007-IQ14 AM 2049-04-15 5.679400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4200000.00 4405860.69 NHEL 2006-5 A2C 2036-11-25 0.324199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405000.00 152399.97 RAMC 2005-3 AV3 2035-10-25 0.534200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 326925.44 RAMP 2005-RS9 AI4 2035-11-25 0.474200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 158858.32 RAMP 2005-RZ3 M4 2035-09-25 0.774200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 112523.90 RASC 2005-EMX5 A2 2035-12-25 0.384199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 46807.70 RFMS2 2005-HS1 AII 2035-10-25 0.364200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 825000.00 56940.37 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 614618.85 RFMSI 2007-SA1 2A1 2037-02-25 3.408399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2970000.00 629016.20 SAIL 2004-3 A3 2034-04-25 2.206000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 27078.33 SAIL 2005-HE3 M2 2035-09-25 0.644199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 85844.68 SAMI 2005-AR5 B2 2035-07-19 0.856199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8952000.00 1918336.56 SAMI 2005-AR5 B3 2035-07-19 1.506200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1655000.00 145091.57 SARM04-14 M 2034-10-25 0.654200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1460000.00 633471.20 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 1893117.27 SURF 2005-AB3 M1 2036-09-25 0.664200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 240778.40 TMST 2038-04-25 6.126500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 799000.00 175711.60 TMTS 2005-10HE M4 2036-06-25 0.784200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 72145.76 United States Treasury Department 2014-07-15 2.000000 Treasury Debt 61000.00 77245.10 United States Treasury Department 2014-09-15 0.250000 Treasury Debt 280000.00 280260.05 United States Treasury Department 2015-09-15 0.250000 Treasury Debt 890000.00 890239.14 United States Treasury Department 2015-09-30 1.250000 Treasury Debt 6750000.00 6850709.97 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 250000.00 258207.41 United States Treasury Department 2018-08-31 1.500000 Treasury Debt 150000.00 149838.53 WAMU 2006-AR11 1A 2046-09-25 1.092500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 9986.50 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 94936.15 WBCMT 2007-C32 A3 2049-06-15 5.723900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 16564.24 WBCMT 2007-C34 AJ 2046-05-15 5.933399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1530000.00 1559101.45 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 6837.95 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 N 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 BACM 2005-4 E 2045-07-10 5.190599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 27109.28 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180866000.00 14968298.79 144A HENDR 2006-2A A1 2041-06-15 0.355000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 3961.49 144A MSC 2012-C4 F 2045-03-15 3.069999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 11129.72 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 658353.41 BSSP 2007-R6 1A2 2036-01-26 1.884900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9525000.00 58781.42 CD 2006-CD2 AJ 2046-01-15 5.388200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 73738.34 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 164511.33 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 685830.15 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 21490.33 DSLA 2005-AR4 2A1A 2045-08-19 0.416200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 28120.11 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 16989.03 GSMS 2045-08-10 5.818699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 62118.88 INDX 2006-AR7 3A1 2036-05-25 2.702900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 36238.74 JPMCC 2006-LDP7 B 2045-04-15 5.844900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4487.18 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 33229486.01 SAMI 2005-AR5 B3 2035-07-19 1.506200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520000.00 45587.68 SASC 2003-15A B1 2033-04-25 2.448700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1705000.00 204526.00 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 160000.00 204006.25 United States Treasury Department 2019-01-31 1.250000 Treasury Debt 15000.00 14721.26 WAMU 2006-AR11 1A 2046-09-25 1.092500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27359635.00 9107563.91 WAMU 2007-OA5 1A 2047-06-25 0.882499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 111975.97 WBCMT 2007-C32 A3 2049-06-15 5.723900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 33128.49 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 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.050000% 992JYD004_0.0500_M140403_2M54 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2023-07-15 0.375000 Treasury Debt 42005000.00 41823544.84 First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 41000000.00 41000000.00 0.0028 N 41000000.00 41000000.00 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 7999573.33 0.0005 N 7999760.00 7999760.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.220000% 2284K1F99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-09 2014-06-09 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 35000000.00 34985241.67 0.0024 N 34986700.00 34986700.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.220000% 2284K1FB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-11 2014-06-11 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 75000000.00 74967458.33 0.0050 N 74970750.00 74970750.00 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 144011520.00 144011520.00 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 4000440.00 4000440.00 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 97031040.00 97031040.00 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 0.0091 N 136004080.00 136004080.00 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 7999440.00 7999440.00 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 AG Deutsche Bank AG 0.310000% 25155JLW6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-24 2014-09-24 N N N 2000000.00 2000000.00 0.0001 N 1999800.00 1999800.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 21599B009_0.1200_M140401_2M54 0001074042 Government Agency Repurchase Agreement Y GNMA 2046-01-16 3.500000 Government Agency Debt 24735580.00 23667786.24 United States Treasury Department 2017-03-31 1.000000 Treasury Debt 40940800.00 41004667.65 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 62958069.00 62958069.00 0.0042 N 62958069.00 62958069.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 991JCA005_0.0600_M140403_2M54 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2017-03-31 1.000000 Treasury Debt 47865400.00 47940070.02 First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 47000000.00 47000000.00 0.0032 N 47000000.00 47000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 991JCA005_0.0600_M140404_2M54 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2030-10-18 0.606400 Government Agency Debt 856209.00 4812.32 United States Treasury Department 2017-09-30 0.625000 Treasury Debt 58243800.00 57115326.38 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 56000000.00 56000000.00 0.0038 N 56000000.00 56000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.070000% 991JCA005_0.0700_M140407_2M54 0001074042 Government Agency Repurchase Agreement Y United States Treasury Department 2023-05-15 1.750000 Treasury Debt 8738900.00 8160057.86 First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 8000000.00 8000000.00 0.0005 N 8000000.00 8000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385VA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 33000000.00 32999954.16 0.0022 N 32999967.00 32999967.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385VV5 Government Agency Debt N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 17000000.00 16999433.33 0.0011 N 16999813.00 16999813.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385VX1 Government Agency Debt N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 21070000.00 21069163.06 0.0014 N 21069747.16 21069747.16 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385VX1 Government Agency Debt N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 1000000.00 999963.33 0.0001 N 999988.00 999988.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385WE2 Government Agency Debt N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 20000000.00 19998952.78 0.0013 N 19999680.00 19999680.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385WG7 Government Agency Debt N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 2000000.00 1999879.45 0.0001 N 1999966.00 1999966.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385WM4 Government Agency Debt N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 6000000.00 5999610.00 0.0004 N 5999880.00 5999880.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385WP7 Government Agency Debt N First Tier Security N/A N/A 2014-05-09 2014-05-09 N N N 8000000.00 7999451.11 0.0005 N 7999832.00 7999832.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385WU6 Government Agency Debt N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 6000000.00 5999498.33 0.0004 N 5999856.00 5999856.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M140401_2M54 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2040-05-15 4.375000 Treasury Debt 611872000.00 718681272.16 United States Treasury Department 2041-02-15 4.750000 Treasury Debt 1293411700.00 1594321966.87 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 2313000000.00 2313000000.00 0.1555 N 2313000000.00 2313000000.00 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 125005625.00 125005625.00 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 14994666.67 0.0010 N 14998050.00 14998050.00 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 22985912.50 0.0015 N 22992870.00 22992870.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JH89 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 101000000.00 100927616.65 0.0068 N 100953540.00 100953540.00 General Electric Co General Electric Co 0.050000% 36960MD34 Other Commercial Paper N First Tier Security N/A N/A 2014-04-03 2014-04-03 N N N 40000000.00 39999888.89 0.0027 N 39999868.00 39999868.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.150000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-04-07 2014-04-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 1700000.00 1700000.00 0.0001 N 1700000.00 1700000.00 Goldman Sachs & Co Goldman Sachs & Co 0.090000% 38399H002_0.0900_M140401_2M54 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2043-01-01 3.000000 Government Agency Debt 24435941.00 22606409.62 Freddie Mac 2044-03-01 4.000000 Government Agency Debt 23315851.00 24313590.67 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 46000000.00 46000000.00 0.0031 N 46000000.00 46000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M140401_2M54 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2043-01-20 4.000000 Government Agency Debt 42366766.00 37546392.55 GNMA 2043-12-20 5.500000 Government Agency Debt 39582193.00 43653113.42 GNMA 2044-02-20 5.000000 Government Agency Debt 23574975.00 25900494.41 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 105000000.00 105000000.00 0.0071 N 105000000.00 105000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M140402_2M54 0000769993 Government Agency Repurchase Agreement Y GNMA 2023-03-15 5.000000 Government Agency Debt 50000000.00 11336831.39 GNMA 2039-12-15 5.500000 Government Agency Debt 1889251.00 805293.89 GNMA 2041-03-15 4.500000 Government Agency Debt 14988445.00 11260177.49 GNMA 2042-05-15 3.500000 Government Agency Debt 11734170.00 10884808.33 GNMA 2043-03-20 4.000000 Government Agency Debt 12184162.00 11654804.57 GNMA 2043-10-20 4.500000 Government Agency Debt 10337212.00 11178084.92 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 56000000.00 56000000.00 0.0038 N 56000000.00 56000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M140404_2M54 0000769993 Government Agency Repurchase Agreement Y GNMA 2039-12-15 5.500000 Government Agency Debt 23591390.00 10055838.14 GNMA 2041-07-20 5.000000 Government Agency Debt 12140038.00 10460476.04 GNMA 2043-03-15 3.500000 Government Agency Debt 6621513.00 5851284.25 GNMA 2043-04-20 4.000000 Government Agency Debt 10203630.00 10273989.38 GNMA 2043-04-20 4.000000 Government Agency Debt 10021710.00 10244125.83 GNMA 2043-08-20 4.500000 Government Agency Debt 9528248.00 10234286.77 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 56000000.00 56000000.00 0.0038 N 56000000.00 56000000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.240000% 4497W1E28 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-02 2014-05-02 N Y ING Bank NV N/A N/A N 1000000.00 999793.33 0.0001 N 999880.00 999880.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.300000% 4497W1K13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-01 2014-10-01 N Y ING Bank NV N/A N/A N 31000000.00 30952725.00 0.0021 N 30950400.00 30950400.00 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 11000110.00 11000110.00 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 39000390.00 39000390.00 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 2000380.00 2000380.00 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 4000640.00 4000640.00 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 24004560.00 24004560.00 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 56049280.00 56049280.00 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 24021120.00 24021120.00 ING Bank NV ING Bank NV 0.300000% 923UQF007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-09-18 2014-09-18 N N N 75000000.00 75000000.00 0.0050 N 75010500.00 75010500.00 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 29004350.00 29004350.00 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 79869333.33 0.0054 N 79912000.00 79912000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.620000% 921ACP006_0.6200_M140629_2M54 0001168163 Other Repurchase Agreement N BANC OF AMERICA COMM MTGE 2045-10-10 5.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4947912.00 5009950.16 BCAP LLC 2011 RR2 TR 2036-07-28 2.838600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9999999.00 7467086.19 BEAR STEARNS COMM MORT SEC TRU 2042-10-12 5.136700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4923977.00 5188512.89 CITY CTR TR 2011-CCHP 2028-07-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5357490.00 5392254.16 COMM 2014 CCRE15 MTG TR 2047-02-10 4.769000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 7592416.56 COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 2049-12-10 6.009199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3666011.00 4072517.93 CSMC 2007-TFL2 2022-04-15 0.334500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4800000.00 2359002.43 CSMC SER 2013 8R 2037-05-27 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6618000.00 5425331.98 FED HOME LAON MTG 2023-02-25 2.871000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1009705.25 Freddie Mac 2036-12-15 0.423099 Government Agency Debt 9999990.00 1055157.94 GECMC 2005-C4 AJ 2045-11-10 5.311399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5790223.00 5766317.17 INVITATION HOMES 2013-SFR1 2030-12-19 2.004500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4722085.00 4716362.62 INVITATION HOMES 2013-SFR1 2030-12-19 2.804500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 7988637.11 INVITATION HOMES 2013-SFR1 2030-12-19 3.804500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 995191.53 J P MORGAN CHASE COML MTG SECSTR 2011-C4 2046-07-17 5.396499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5801617.00 6375103.60 J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 5.869500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 12240176.01 J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 7.960499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8828580.00 9076698.41 J P MORGAN MTG TR 2013-2 2043-05-25 3.722999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2920361.00 2865101.94 J P MORGAN RESECURITIZATION TRUST SERIES 20 2037-07-27 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1793450.00 956842.46 J P MPRGAN CHASE COML MTG SECS TR 2012 LC9 2047-12-17 4.426499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100878.00 101111.36 JMBB COML MTG SECS TR 20130C12 2045-07-17 4.087299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1544519.00 1502504.32 JP MORGAN CHASE COML 2030-10-15 6.131999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 298494.00 304002.81 JP MORGAN CHASE COML MTG SECSTR 2011 C3 2046-02-16 5.542900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4354897.00 4739998.40 JP MORGAN CHASE COML MTG SECSTR 2011 C5 2046-08-17 5.324900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7721156.00 7910205.43 JP MORGAN CHASE COML MTG SECSTR 2013 C13 2046-01-18 2.665000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15047.00 15363.35 JP MORGAN CHASE COMML MTGE SEC 2043-06-17 6.311899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6128747.00 6702178.81 JP MORGAN RESECURITIZATION TRUST SERIES 201 2037-01-26 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10876525.00 4175353.44 RBSSP RESECURITIZATION TRUST 20 2039-10-25 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1575234.22 RUTLAND RATED INVESTMENTS 2039-10-19 8.435800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235300.00 118358.13 SASC 2001-9 B2 2031-07-25 7.320000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2370924.00 395071.59 SEMT 2012-3 A2 2042-07-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1627049.00 1010988.84 First Tier Security N/A N/A 2014-06-29 2014-06-29 N N N 108000000.00 108000000.00 0.0073 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 108000000.00 108000000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.417600% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-04-21 2014-12-22 N N N 129000000.00 129000000.00 0.0087 N 129029670.00 129029670.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.317100% 48125LLP5 Other Note N First Tier Security N/A N/A 2014-04-22 2015-04-22 N N N 25000000.00 25000000.00 0.0017 N 25032050.00 25032050.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC68 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 25000000.00 25000000.00 0.0017 N 25002750.00 25002750.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC92 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 15000000.00 15000000.00 0.0010 N 15009600.00 15009600.00 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 18000000.00 18000000.00 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 15007800.00 15007800.00 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 80012800.00 80012800.00 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 2000300.00 2000300.00 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 35003193.72 0.0024 N 35009100.00 35009100.00 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 46027600.00 46027600.00 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 3001530.00 3001530.00 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 130068900.00 130068900.00 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 5004600.00 5004600.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PV83 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 13000000.00 13000000.00 0.0009 N 13004420.00 13004420.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB42 Certificate of Deposit N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 11000000.00 11000000.00 0.0007 N 10998900.00 10998900.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB67 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 45000000.00 45000000.00 0.0030 N 44995500.00 44995500.00 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 4001080.00 4001080.00 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 63016380.00 63016380.00 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 6001440.00 6001440.00 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 1000280.00 1000280.00 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 74020720.00 74020720.00 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 46018860.00 46018860.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.180000% 56274MDH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 11000000.00 10999120.00 0.0007 N 10999230.00 10999230.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000% 06399U000_0.0800_M140401_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2021-06-25 2.895999 Government Agency Debt 13586606.00 13214902.00 Fannie Mae 2029-07-25 4.500000 Government Agency Debt 13876000.00 14375036.46 Fannie Mae 2034-04-25 3.000000 Government Agency Debt 7127958.00 6832653.83 Fannie Mae 2039-08-25 2.000000 Government Agency Debt 15000000.00 13009641.25 Fannie Mae 2039-10-25 4.000000 Government Agency Debt 28024000.00 13664645.23 Fannie Mae 2039-12-25 4.000000 Government Agency Debt 27500000.00 13899957.13 Fannie Mae 2040-03-25 2.500000 Government Agency Debt 18100000.00 13460972.44 Freddie Mac 2028-11-15 4.000000 Government Agency Debt 2178149.00 893791.38 Freddie Mac 2029-08-15 3.000000 Government Agency Debt 25000000.00 13648401.07 First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 100000000.00 100000000.00 0.0067 N 100000000.00 100000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140505_2M54 0000728612 Other Repurchase Agreement N 144A KNOWLEDGE LEARNING C 2015-02-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52000.00 52671.67 ADJ RATE MTGE BCKD P/T 2037-03-25 3.172200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16484773.00 7048964.59 AGATE BAY MTG TR 2013 1 2043-07-25 3.637999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2415918.00 1849637.63 AMERICAN GENERAL MORTGAGE LOAN TRUST 2009-1 TYPE: 2048-09-25 1.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8162185.00 7645630.24 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW< 2017-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 106500.00 ARCELORMITTAL CLASS A NY REGISTRY 2039-10-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 6402.50 ASBURY AUTOMOTIVE GROUP INC 2020-11-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 287909.72 BAMLL COML MTG SECS TR 2012 CLRN 2029-08-15 6.154499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10081848.00 10196287.06 BAYVIEW COMMERCIAL ASET TRUST 2006 2036-10-25 0.455500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1954402.61 BRT ESCROW CORP SPA 2018-08-18 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000.00 3038.22 BSCMS 2007 2044-02-11 5.402999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7327761.00 5055419.87 BURGER KING CORP 2018-10-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48000.00 54565.67 CITIGROUP MTG LOAN TRUST 2006 AR7 2036-11-25 2.614799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17967422.00 4233887.91 CITIGRP MTGE LOAN TRUST 2035-08-25 5.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1002272.00 863131.59 COBALT COMMERCIAL MTGE TRUST 2007-C3 2046-05-17 5.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3437949.00 3449932.03 CWALT 2007 2047-09-25 0.495500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53270866.00 4875009.66 CWALT INC 2034-09-25 2.839599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 527372.78 CWALT, INC. 2004-2CB 2034-10-25 0.915499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 123816247.00 7413135.30 DJO FINANCE LLC 2018-04-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000.00 13058.83 ENERGY FUTURE HLDGS CORP 2020-01-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 107361.11 FHLT 2004-3 M3 2034-11-25 1.280500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2584675.00 1990303.70 FIRST QUANTUM VENTURES 2020-02-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 583000.00 594696.44 FOREST LABORATORIES, INC. 2021-02-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 796952.00 849251.97 G FORCE 2005 -RR LLC 2039-12-25 0.455500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6193543.00 4889886.35 GCCFC 2037-04-10 5.221599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41853.00 42170.03 GSAMP TRUST 2005 2036-01-25 0.375500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 8199440.04 HVMLT 2036-03-19 0.396200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21364628.00 5638707.96 HVMLT 2036-12-19 0.346200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7990364.00 2753914.27 IAI INTELSAT BERMUDA LTD 2018-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 53937.50 IMP CMB TR 2035-08-25 0.655499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52500000.00 7948796.14 INDYMAC INDB MTGE LOAN TRUST 2006-1 2036-07-25 0.225500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34772000.00 2701082.75 INDYMAC INDX MTGE LN TR 2046-04-25 0.375500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8238000.00 1990413.92 INDYMAC INDX MTGE LOAN TRUST 2006 2036-06-25 2.939400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 4119349.53 ISTAR FINANCIAL INC 2018-07-01 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 31040.62 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7954223.00 8416662.08 LB UBS CMCL 2040-09-15 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3783079.00 3773988.68 MASTR ALTERNATIVE LOAN TRUST 2002 1 2036-02-25 0.855500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9619666.00 1956006.22 MERITOR INC 2021-06-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 107737.50 MERRILL LYNCH MORTGAGE INVESTORS TRUST MTG LOAN AS 2051-02-12 6.263499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 3431213.55 MERRILL LYNCH MORTGAGE INVESTORS TRUST MTG LOAN AS 2051-02-12 6.263499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1946329.00 1944487.24 MERRILL LYNCH MTG 2007 C1 2050-06-12 0.814999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14744428.00 7190579.44 MICHAEL FOODS GROU[ 2018-07-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 28290.17 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 3232891.00 3311960.61 ML-CFC 2007 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12550995.00 7269333.79 NRG ENERGY INC 2020-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 242412.50 OXFORD FIN LLC OXFORD FIN CO-ISSUER INC 2018-01-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5376.53 QANTAS AIRWAYS LTD 2016-04-15 6.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11620250.00 12659649.08 R R DONNELLEY SONS CO 2021-03-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 459400.00 R.R. DONNELLEY & SONS COMPANY 2023-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 80913.54 RALI SERIES 2006 QA7 TRUST 2036-08-25 0.344200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20219144.00 3890115.10 RES ASSET SEC TRUST 2006 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2747360.00 1506510.75 SARM 2035-05-25 1.526000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24054684.00 4958923.81 STONEMOR PARTNERS CFS WEST VA 2021-06-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105625.00 STRUCTURED ASSET MORTGAGE INVESTMENT 2045-05-25 3.781200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3957385.00 376013.39 STRUCTURED ASSET SECS 2005-15 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000000.00 4247950.34 SUMMIT MIDSTREAM HOLDINGS LLC 2021-07-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 93000.00 101486.25 TAMINCO GLOBAL CHEM CORP 2020-03-31 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 33833.13 TENET HEALTHCARE CORP 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 621.00 685.95 TREEHOUSE FOODS INC 2022-03-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 835000.00 839348.96 UNITED RENTALS NORTH AMERICA 2022-04-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2312.82 VTR FIN B V 2024-01-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253000.00 263120.00 WAMU MTG CERT 2005-AR2 2045-01-25 0.545499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 111156.46 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9902500.00 9872434.91 WEST CORP 2018-10-01 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000.00 35952.12 WMALT 2006 2046-10-25 0.989199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17032869.00 3479210.69 First Tier Security N/A N/A 2014-05-05 2014-05-05 N N N 155000000.00 155000000.00 0.0104 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 155000000.00 155000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.060000% 992JYF009_0.0600_M140402_2M54 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2036-03-25 5.500000 Government Agency Debt 8433000.00 9180596.69 Fannie Mae 2037-08-25 6.000000 Government Agency Debt 8428554.00 9389594.58 Fannie Mae 2038-03-25 4.000000 Government Agency Debt 10000000.00 10332893.33 Fannie Mae 2039-02-25 3.500000 Government Agency Debt 25000000.00 10389666.63 Fannie Mae 2039-04-25 2.000000 Government Agency Debt 12000000.00 10318638.98 Fannie Mae 2039-06-25 2.000000 Government Agency Debt 12000000.00 10315047.50 Fannie Mae 2041-05-25 3.000000 Government Agency Debt 11719000.00 9267579.51 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 10325000.00 10126877.02 Fannie Mae 2042-04-25 4.000000 Government Agency Debt 10000000.00 9946863.33 Fannie Mae 2043-07-25 3.000000 Government Agency Debt 12000000.00 9495289.79 Fannie Mae 2049-11-25 1.055500 Government Agency Debt 40092156.00 4474116.07 Freddie Mac 2033-06-15 3.000000 Government Agency Debt 10721149.00 9448580.78 Freddie Mac 2038-03-15 4.000000 Government Agency Debt 10000000.00 10061423.33 Freddie Mac 2038-11-15 2.500000 Government Agency Debt 17950000.00 9402161.53 Freddie Mac 2041-11-15 3.500000 Government Agency Debt 10000000.00 9528226.67 Freddie Mac 2043-07-15 4.000000 Government Agency Debt 9866298.00 9700675.74 GNMA 2036-08-20 6.000000 Government Agency Debt 1844467.00 1920033.34 GNMA 2039-10-20 2.500000 Government Agency Debt 10000000.00 9072653.33 GNMA 2040-04-20 3.000000 Government Agency Debt 15000000.00 9668326.94 GNMA 2044-02-16 2.717000 Government Agency Debt 14000000.00 9240755.32 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 176000000.00 176000000.00 0.0118 N 176000000.00 176000000.00 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 37241908.47 0.0025 N 37245157.50 37245157.50 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 33002640.00 33002640.00 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 38003420.00 38003420.00 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 9000810.00 9000810.00 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 55001650.00 55001650.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.215800% 60682AKD7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 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 0.214500% 60682AKH8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-07-23 N N N 69000000.00 69000000.00 0.0046 N 69001380.00 69001380.00 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 108005400.00 108005400.00 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 1000110.00 1000110.00 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 36002880.00 36002880.00 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 58000580.00 58000580.00 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 13000130.00 13000130.00 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 24000720.00 24000720.00 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 50003000.00 50003000.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1ED9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 20900000.00 20895123.33 0.0014 N 20896238.00 20896238.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1F48 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 39000000.00 38986133.33 0.0026 N 38987520.00 38987520.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1F55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 35000000.00 34987361.11 0.0024 N 34988800.00 34988800.00 Nationwide Building Society Nationwide Building Society 0.200000% 6385E1FK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-19 2014-06-19 N N N 44000000.00 43980688.89 0.0030 N 43981520.00 43981520.00 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 42003780.00 42003780.00 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 50005000.00 50005000.00 Natixis SA Natixis SA 0.240000% 63873EW31 Certificate of Deposit N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 16000000.00 16000000.00 0.0011 N 16000000.00 16000000.00 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 2014-04-07 2014-04-07 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 2014-04-07 2014-04-07 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 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.070000% 65558EE46 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 92000000.00 92000000.00 0.0062 N 92000000.00 92000000.00 NRW.BANK NRW.BANK 0.070000% 62939MD12 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 40000000.00 40000000.00 0.0027 N 40000000.00 40000000.00 Old Line Funding, LLC Old Line Funding, LLC 0.214400% 67984RAE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-07 2014-12-05 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 50000000.00 0.0034 N 50002000.00 50002000.00 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 76009880.00 76009880.00 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 77000000.00 77000000.00 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 25004500.00 25004500.00 PNC Bank NA PNC Bank NA 0.300000% 69354BBQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-12 2014-12-12 N N N 54000000.00 54000000.00 0.0036 N 53999460.00 53999460.00 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 10002600.00 10002600.00 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 45011700.00 45011700.00 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 6001860.00 6001860.00 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 130040300.00 130040300.00 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 77023100.00 77023100.00 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 42013020.00 42013020.00 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 20005200.00 20005200.00 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 15998600.00 0.0011 N 15999040.00 15999040.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.310000% 76582KH79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N Y Guaranty BNP Paribas N/A N/A 5000000.00 4994488.89 0.0003 N 4994700.00 4994700.00 Royal Bank of Canada Royal Bank of Canada 0.289900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-04-07 2015-04-07 N N N 75000000.00 75000000.00 0.0050 N 75005775.00 75005775.00 Royal Bank of Canada Royal Bank of Canada 0.332900% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-04-04 2015-04-02 N N N 100000000.00 100000000.00 0.0067 N 100060000.00 100060000.00 Royal Bank of Canada Royal Bank of Canada 0.296600% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-04-01 2015-04-01 N N N 50000000.00 50000000.00 0.0034 N 50000000.00 50000000.00 Royal Bank of Canada Royal Bank of Canada 0.274500% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-06-24 N N N 65000000.00 65000000.00 0.0044 N 65023400.00 65023400.00 Royal Bank of Canada Royal Bank of Canada 0.255000% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-10-17 N N N 18000000.00 18000000.00 0.0012 N 18008460.00 18008460.00 Royal Bank of Canada Royal Bank of Canada 0.235500% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2015-03-04 N N N 50000000.00 50000000.00 0.0034 N 50002500.00 50002500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.190000% 82124MFA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 82000000.00 81969705.56 0.0055 N 81972120.00 81972120.00 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 1000000.00 0.0001 N 1000000.00 1000000.00 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 14997625.00 0.0010 N 14999400.00 14999400.00 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 2998579.17 0.0002 N 2999280.00 2999280.00 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 17000170.00 17000170.00 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 38005700.00 38005700.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051HWX0 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 74000000.00 74000000.00 0.0050 N 73993340.00 73993340.00 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 5000250.00 5000250.00 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 143966520.00 0.0097 N 143982720.00 143982720.00 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 40002400.00 40002400.00 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 16000960.00 16000960.00 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 13001950.00 13001950.00 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 38005700.00 38005700.00 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 10001600.00 10001600.00 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 88006160.00 88006160.00 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 1000070.00 1000070.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UB35 Certificate of Deposit N First Tier Security N/A N/A 2014-09-26 2014-09-26 N N N 9000000.00 9000000.00 0.0006 N 8999100.00 8999100.00 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 13000000.00 13000000.00 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 36000360.00 36000360.00 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 31003410.00 31003410.00 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 80006400.00 80006400.00 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 27000000.00 27000000.00 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 18000360.00 18000360.00 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 3999920.00 3999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UVV1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-03 2014-09-03 N N N 31000000.00 31000000.00 0.0021 N 30997210.00 30997210.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UXB3 Certificate of Deposit N First Tier Security N/A N/A 2014-09-10 2014-09-10 N N N 27000000.00 27000000.00 0.0018 N 26997570.00 26997570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UXK3 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 1999920.00 1999920.00 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 14000000.00 14000000.00 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 43000860.00 43000860.00 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 38001140.00 38001140.00 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 2999880.00 2999880.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KKN2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N N 3000000.00 3000000.00 0.0002 N 2999880.00 2999880.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KKV4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 18000000.00 18000000.00 0.0012 N 17999100.00 17999100.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 15000000.00 15000000.00 0.0010 Security is a time deposit. N 15000000.00 15000000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602UJN1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 7000000.00 6992556.67 0.0005 N 6992580.00 6992580.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112T4L5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 168000000.00 168000000.00 0.0113 N 168000000.00 168000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.202500% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-09-02 N N N 98000000.00 98000000.00 0.0066 N 98022540.00 98022540.00 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 8000880.00 8000880.00 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 147001470.00 147001470.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112TY40 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 116000000.00 116000000.00 0.0078 N 115998840.00 115998840.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.206500% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-22 2014-06-18 N N N 25000000.00 25000000.00 0.0017 N 25004750.00 25004750.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.204300% 89233ABT5 Other Commercial Paper N First Tier Security N/A N/A 2014-04-25 2014-11-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 24000000.00 24000000.00 0.0016 N 23997600.00 23997600.00 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 999423.61 0.0001 N 999840.00 999840.00 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 35951280.00 0.0024 N 35963640.00 35963640.00 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 6000240.00 6000240.00 United States Treasury Department United States Treasury Department 0.095006% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2014-04-01 2016-01-31 N N N 103000000.00 102976870.74 0.0069 N 102944483.00 102944483.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.224400% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-10 2015-01-09 N N N 100000000.00 100000000.00 0.0067 N 100012000.00 100012000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.225500% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2015-01-14 N N N 91000000.00 91000000.00 0.0061 N 91010920.00 91010920.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.207600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-04-22 2014-05-20 N N N 25000000.00 25000000.00 0.0017 N 25003000.00 25003000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.174400% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 20000000.00 20000000.00 0.0013 N 20000200.00 20000200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226500% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-04-22 2014-11-18 N N N 34000000.00 34000000.00 0.0023 N 34007480.00 34007480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.226200% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-04-22 2014-11-18 N N N 55000000.00 55000000.00 0.0037 N 55012100.00 55012100.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.283400% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-06-16 2015-04-15 N N N 135000000.00 135000000.00 0.0091 N 135011340.00 135011340.00 Westpac Banking Corp Westpac Banking Corp 0.223000% 96121TVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2015-03-27 N N N 40000000.00 40000000.00 0.0027 N 40000000.00 40000000.00 Westpac Banking Corp Westpac Banking Corp 0.256200% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-22 2014-06-19 N N N 50000000.00 50000000.00 0.0034 N 50015000.00 50015000.00 Westpac Banking Corp Westpac Banking Corp 0.220000% 9612C4KV2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2015-01-12 N N N 95000000.00 95000000.00 0.0064 N 95026600.00 95026600.00 Westpac Banking Corp Westpac Banking Corp 0.226200% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-22 2015-02-19 N N N 40000000.00 40000000.00 0.0027 N 40005600.00 40005600.00 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 680140.50 680140.50 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 149920.22 149920.22 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 1153331.71 1153331.71 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 195972.49 195972.49