0001145549-15-000704.txt : 20150302 0001145549-15-000704.hdr.sgml : 20150302 20150108161024 ACCESSION NUMBER: 0001145549-15-000704 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150108 DATE AS OF CHANGE: 20150108 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: 15516554 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-12-31 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 46 85 39315216575.60 13105052.81 4752358.21 39323569270.20 0.0022 1.0000 2014-12-31 1.0000 2014-12-31 C000012378 1.00 39323569270.20 1.00 689118778.56 9314723558.78 8625604780.22 0.0006 1.0000 2014-12-31 1.0000 2014-12-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.160000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6500000.00 6500000.00 0.0002 N 6500000.00 6500000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3Q7 Certificate of Deposit N First Tier Security N/A N/A 2015-02-11 2015-02-11 N Y Santander UK Plc N/A N/A N 22000000.00 22000000.00 0.0006 N 22001760.00 22001760.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3U8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-19 2015-02-19 N Y Santander UK Plc N/A N/A N 121000000.00 121000000.00 0.0031 N 121012100.00 121012100.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279H3V6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-25 2015-02-25 N Y Santander UK Plc N/A N/A N 44000000.00 44000000.00 0.0011 N 44004840.00 44004840.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.308300% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-02-04 N Y Santander UK Plc N/A N/A N 198000000.00 198000000.00 0.0050 N 198001980.00 198001980.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.251700% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-12 2015-11-10 N N N 187000000.00 187000000.00 0.0048 N 187007480.00 187007480.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.070000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 150000000.00 150000000.00 0.0038 Security is a time deposit. N 150000000.00 150000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 73000000.00 73000000.00 0.0019 Security is a time deposit. N 73000000.00 73000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005_M150105 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 225000000.00 225000000.00 0.0057 Security is a time deposit. N 224999302.50 224999302.50 Bank of America, NA Bank of America, NA 0.357000% 06050TLW0 Other Note N First Tier Security N/A N/A 2015-01-05 2015-03-05 N N N 104000000.00 104000000.00 0.0026 N 104000832.00 104000832.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDL6 Other Note N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 145000000.00 145000000.00 0.0037 N 145002900.00 145002900.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDR3 Other Note N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 118000000.00 118000000.00 0.0030 N 118004720.00 118004720.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDV4 Other Note N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 21000000.00 21000000.00 0.0005 N 21002520.00 21002520.00 Bank of America, NA Bank of America, NA 0.250000% 06053HDZ5 Other Note N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 90000000.00 90000000.00 0.0023 N 90011700.00 90011700.00 Bank of America, NA Bank of America, NA 0.250000% 06053HED3 Other Note N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 58000000.00 58000000.00 0.0015 N 58011020.00 58011020.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAM9 Other Note N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 54000000.00 54000000.00 0.0014 N 54011340.00 54011340.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAS6 Other Note N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 50000000.00 50000000.00 0.0013 N 50011000.00 50011000.00 Bank of America, NA Bank of America, NA 0.240000% 06053PAX5 Other Note N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 75000000.00 75000000.00 0.0019 N 75005250.00 75005250.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBK2 Other Note N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N N 69000000.00 69000000.00 0.0018 N 69000000.00 69000000.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBR7 Other Note N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 66000000.00 66000000.00 0.0017 N 66000000.00 66000000.00 Bank of America, NA Bank of America, NA 0.280000% 06053PBY2 Other Note N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 218000000.00 218000000.00 0.0055 N 218030520.00 218030520.00 Bank of America, NA Bank of America, NA 0.280000% 06053PBZ9 Other Note N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 92000000.00 92000000.00 0.0023 N 92012880.00 92012880.00 Bank of Montreal Bank of Montreal 0.170000% 06366CFZ6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 50000000.00 50000000.00 0.0013 N 50001000.00 50001000.00 Bank of Montreal Bank of Montreal 0.230000% 06366CJB5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N N 135000000.00 135000000.00 0.0034 N 134985150.00 134985150.00 Bank of Montreal Bank of Montreal 0.120000% 06366CQW1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 256000000.00 256000000.00 0.0065 N 256000000.00 256000000.00 Bank of Montreal Bank of Montreal 0.120000% 06366CRG5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 535000000.00 535000000.00 0.0136 N 535000000.00 535000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.228000% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-09 2015-06-09 N N N 171000000.00 171000000.00 0.0043 N 171003420.00 171003420.00 Bank of Nova Scotia Bank of Nova Scotia 0.100000% 924HZZ001_0.1000_M150102_2M49 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2044-09-01 4.500000 Government Agency Debt 72766174.00 79310000.80 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 77000000.00 77000000.00 0.0020 N 77000000.00 77000000.00 Bank of the West Bank of the West 0.220000% 06426GFS1 Certificate of Deposit N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 192000000.00 192000000.00 0.0049 N 192024960.00 192024960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HJW1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 104000000.00 104000000.00 0.0026 N 104013520.00 104013520.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKA7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 149000000.00 149000000.00 0.0038 N 149020860.00 149020860.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HMB3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-11 2015-03-11 N N N 57000000.00 57000000.00 0.0014 N 57008550.00 57008550.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HNC0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 31000000.00 31000000.00 0.0008 N 31004960.00 31004960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HQS2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 110000000.00 110000000.00 0.0028 N 110017600.00 110017600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HU40 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 100000000.00 100000000.00 0.0025 N 100003000.00 100003000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HXM7 Certificate of Deposit N First Tier Security N/A N/A 2015-02-23 2015-02-23 N N N 48000000.00 48000000.00 0.0012 N 48003360.00 48003360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HZM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-10 2015-03-10 N N N 5000000.00 5000000.00 0.0001 N 5000300.00 5000300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.130000% 06538JBH8 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 110000000.00 110000000.00 0.0028 N 110000000.00 110000000.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XD96 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 92000000.00 92000000.00 0.0023 N 92010120.00 92010120.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE20 Certificate of Deposit N First Tier Security N/A N/A 2015-02-04 2015-02-04 N N N 11000000.00 11000000.00 0.0003 N 11001320.00 11001320.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE38 Certificate of Deposit N First Tier Security N/A N/A 2015-02-05 2015-02-05 N N N 141000000.00 141000000.00 0.0036 N 141016920.00 141016920.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XE46 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 99000000.00 99000000.00 0.0025 N 99011880.00 99011880.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XH84 Certificate of Deposit N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N N 80000000.00 80000000.00 0.0020 N 80015200.00 80015200.00 Barclays Bank Plc Barclays Bank Plc 0.360000% 06741XL30 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 4000000.00 4000000.00 0.0001 N 4001320.00 4001320.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M150102_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2017-04-30 0.875000 Treasury Debt 551200.00 552271.23 First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 541361.00 541361.00 0.0000 N 541361.00 541361.00 Barclays US Funding Corp Barclays US Funding Corp 0.300000% 06737JPL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-02-20 2015-02-20 N Y Barclays Bank Plc N/A N/A N 4000000.00 3998333.33 0.0001 N 3999000.00 3999000.00 Barclays US Funding Corp Barclays US Funding Corp 0.300000% 06737JR15 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N Y Barclays Bank Plc N/A N/A N 13000000.00 12990250.00 0.0003 N 12992720.00 12992720.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.280000% 08224MQG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 76000000.00 75956257.78 0.0019 N 75966560.00 75966560.00 BNP Paribas BNP Paribas 0.310000% 05572NWK8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 1000000.00 1000000.00 0.0000 N 999870.00 999870.00 BNP Paribas BNP Paribas 0.300000% 05572NWM4 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 246000000.00 246000000.00 0.0063 N 245958180.00 245958180.00 BNP Paribas BNP Paribas 0.300000% 05572NWN2 Certificate of Deposit N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 30000000.00 30000000.00 0.0008 N 29994900.00 29994900.00 BNP Paribas BNP Paribas 0.310000% 05572NWQ5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-11 2015-06-11 N N N 79000000.00 79000000.00 0.0020 N 78988940.00 78988940.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.060000% 987WVU007_0.0600_M150102_2M49 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2017-06-01 6.000000 Government Agency Debt 20825000.00 459774.20 Fannie Mae 2018-01-01 5.000000 Government Agency Debt 16749990.00 421594.36 Fannie Mae 2018-03-01 5.500000 Government Agency Debt 22600000.00 932562.19 Fannie Mae 2018-04-01 4.500000 Government Agency Debt 17287413.00 600527.90 Fannie Mae 2018-04-01 5.000000 Government Agency Debt 23580000.00 738617.30 Fannie Mae 2018-06-01 5.000000 Government Agency Debt 8683537.00 568144.17 Fannie Mae 2019-07-01 4.500000 Government Agency Debt 2650198.00 418533.00 Fannie Mae 2019-09-01 6.000000 Government Agency Debt 22454150.00 955203.81 Fannie Mae 2020-08-01 5.019999 Government Agency Debt 915000.00 841913.40 Fannie Mae 2021-05-01 6.000000 Government Agency Debt 3078354.00 443046.31 Fannie Mae 2021-09-01 7.000000 Government Agency Debt 21816477.00 414250.02 Fannie Mae 2021-10-01 2.490000 Government Agency Debt 1179851.00 1182862.11 Fannie Mae 2021-10-01 6.000000 Government Agency Debt 8719859.00 893713.09 Fannie Mae 2022-01-01 3.379999 Government Agency Debt 1006938.00 1028984.79 Fannie Mae 2022-03-01 5.000000 Government Agency Debt 4000000.00 368322.07 Fannie Mae 2022-09-01 2.500000 Government Agency Debt 1050000.00 687219.00 Fannie Mae 2022-12-01 6.000000 Government Agency Debt 6890000.00 804720.32 Fannie Mae 2023-07-01 4.500000 Government Agency Debt 11700000.00 942178.29 Fannie Mae 2023-09-01 3.500000 Government Agency Debt 1002577.00 1051674.96 Fannie Mae 2023-11-01 6.000000 Government Agency Debt 2178599.00 328207.62 Fannie Mae 2024-01-01 5.000000 Government Agency Debt 1152531.00 879786.10 Fannie Mae 2024-03-01 3.770000 Government Agency Debt 1085000.00 1169752.58 Fannie Mae 2024-07-01 3.189999 Government Agency Debt 930000.00 964584.79 Fannie Mae 2025-01-01 5.000000 Government Agency Debt 2038204.00 642516.06 Fannie Mae 2025-02-01 2.375000 Government Agency Debt 17423849.00 1222221.54 Fannie Mae 2025-06-01 4.000000 Government Agency Debt 3026797.00 1130259.84 Fannie Mae 2026-02-01 4.000000 Government Agency Debt 3174489.00 1183207.99 Fannie Mae 2026-03-01 3.500000 Government Agency Debt 3000000.00 841462.90 Fannie Mae 2026-03-01 4.500000 Government Agency Debt 1530659.00 398218.62 Fannie Mae 2026-04-01 5.820000 Government Agency Debt 550000.00 433754.62 Fannie Mae 2026-07-01 7.000000 Government Agency Debt 5194675.00 440539.96 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 1526509.00 1070193.26 Fannie Mae 2026-08-01 3.500000 Government Agency Debt 934643.00 664237.39 Fannie Mae 2026-10-01 3.500000 Government Agency Debt 2500000.00 490980.90 Fannie Mae 2026-10-01 5.960000 Government Agency Debt 550000.00 564662.93 Fannie Mae 2026-12-01 3.000000 Government Agency Debt 962063.00 661465.79 Fannie Mae 2026-12-01 3.500000 Government Agency Debt 1836409.00 956035.39 Fannie Mae 2027-04-01 3.000000 Government Agency Debt 2072925.00 1172958.58 Fannie Mae 2027-06-01 2.500000 Government Agency Debt 723827.00 486316.49 Fannie Mae 2027-07-01 2.500000 Government Agency Debt 1049721.00 675897.11 Fannie Mae 2027-08-01 3.000000 Government Agency Debt 1673751.00 1159177.15 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 1162550.00 953408.85 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 1118821.00 917910.23 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 812708.00 664849.31 Fannie Mae 2028-01-01 3.000000 Government Agency Debt 1081968.00 941680.57 Fannie Mae 2028-01-01 3.500000 Government Agency Debt 1195838.00 851895.65 Fannie Mae 2028-02-01 2.000000 Government Agency Debt 600000.00 501779.33 Fannie Mae 2028-05-01 3.000000 Government Agency Debt 1048955.00 914196.70 Fannie Mae 2028-06-01 3.500000 Government Agency Debt 1140669.00 928677.06 Fannie Mae 2028-06-01 3.500000 Government Agency Debt 675388.00 587456.19 Fannie Mae 2028-08-01 2.500000 Government Agency Debt 600000.00 545249.65 Fannie Mae 2028-09-01 3.000000 Government Agency Debt 1174965.00 1130060.52 Fannie Mae 2028-09-01 3.500000 Government Agency Debt 718950.00 703681.74 Fannie Mae 2028-10-01 3.000000 Government Agency Debt 400000.00 365201.33 Fannie Mae 2028-10-01 3.500000 Government Agency Debt 1300071.00 1222456.15 Fannie Mae 2029-02-01 3.000000 Government Agency Debt 440143.00 417019.65 Fannie Mae 2029-02-01 4.000000 Government Agency Debt 1124851.00 1149501.78 Fannie Mae 2029-02-01 4.000000 Government Agency Debt 749664.00 745977.07 Fannie Mae 2029-05-01 3.500000 Government Agency Debt 956273.00 978233.59 Fannie Mae 2029-07-01 3.500000 Government Agency Debt 1102741.00 1143145.23 Fannie Mae 2029-09-01 2.294999 Government Agency Debt 3956113.00 945547.20 Fannie Mae 2029-11-01 3.000000 Government Agency Debt 1160771.00 1204302.48 Fannie Mae 2029-11-01 3.500000 Government Agency Debt 1132629.00 1204705.64 Fannie Mae 2030-05-01 4.500000 Government Agency Debt 4111669.00 1204229.14 Fannie Mae 2030-11-01 4.500000 Government Agency Debt 3370000.00 1192061.60 Fannie Mae 2030-11-01 4.500000 Government Agency Debt 565000.00 325840.54 Fannie Mae 2031-02-01 8.500000 Government Agency Debt 2812074.00 480200.66 Fannie Mae 2031-04-01 4.434999 Government Agency Debt 22129877.00 343138.05 Fannie Mae 2031-06-01 4.500000 Government Agency Debt 1675000.00 808534.52 Fannie Mae 2032-06-01 4.500000 Government Agency Debt 1176158.00 1065652.88 Fannie Mae 2032-11-01 2.378000 Government Agency Debt 48502743.00 605209.20 Fannie Mae 2032-12-01 2.415000 Government Agency Debt 75718942.00 584519.11 Fannie Mae 2033-03-01 2.307999 Government Agency Debt 31967479.00 954205.03 Fannie Mae 2033-05-01 2.339999 Government Agency Debt 65027462.00 997362.97 Fannie Mae 2033-05-01 2.347999 Government Agency Debt 36522452.00 708246.28 Fannie Mae 2033-06-01 3.000000 Government Agency Debt 1032180.00 1004952.50 Fannie Mae 2033-07-01 2.124000 Government Agency Debt 66079648.00 795976.40 Fannie Mae 2033-07-01 2.339999 Government Agency Debt 28104760.00 343431.80 Fannie Mae 2033-08-01 2.391999 Government Agency Debt 5030827.00 325650.40 Fannie Mae 2033-11-01 2.357000 Government Agency Debt 10004413.00 876632.76 Fannie Mae 2033-11-01 2.408999 Government Agency Debt 10000000.00 772433.11 Fannie Mae 2033-12-01 2.375000 Government Agency Debt 24026762.00 896386.21 Fannie Mae 2034-01-01 1.792000 Government Agency Debt 4312086.00 647577.36 Fannie Mae 2034-02-01 2.267999 Government Agency Debt 39897603.00 925783.79 Fannie Mae 2034-03-01 2.638999 Government Agency Debt 14044417.00 940453.44 Fannie Mae 2034-04-01 5.000000 Government Agency Debt 2525786.00 574900.12 Fannie Mae 2034-07-01 1.879999 Government Agency Debt 6000000.00 359259.67 Fannie Mae 2034-07-01 4.500000 Government Agency Debt 593000.00 586872.81 Fannie Mae 2034-08-01 3.500000 Government Agency Debt 1116146.00 1143709.05 Fannie Mae 2034-08-01 5.379999 Government Agency Debt 916115.00 478079.23 Fannie Mae 2034-09-01 2.404999 Government Agency Debt 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2015-02-26 2015-02-26 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 281000000.00 280908206.68 0.0071 N 280912890.00 280912890.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 13738KQ26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 7000000.00 6996966.67 0.0002 N 6997620.00 6997620.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 13738KRL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 43000000.00 42964847.50 0.0011 N 42968610.00 42968610.00 Cedar Springs Capital Co Cedar Springs Capital Co 0.300000% 15060YQ60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N Y Guaranty UBS AG N/A N/A 22000000.00 21988266.67 0.0006 N 21991860.00 21991860.00 Chariot Funding, LLC Chariot Funding, LLC 0.290000% 15963UU12 Asset Backed 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INC. 2034-01-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 572000.00 7997.45 BOAA 2003-6 1B2 2033-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4005000.00 590171.72 BOAA 2003-9 XB3 2033-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1586000.00 38186.23 BOAMS 2005-10 1A14 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 113538.66 BOAMS 2005-6 1A15 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1385000.00 366840.81 BSMF 2006-SL1 A1 2036-08-25 0.309500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 66989.03 BSMF 2006-SL6 1A 2037-01-25 0.509499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 86500000.00 11407239.78 BSMF 2007-SL1 1A 2037-03-25 0.329500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000000.00 8810601.53 CMLTI 2005-2 2B3 2035-05-25 5.762599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 821000.00 63169.18 CMLTI 2005-7 1A1 2035-09-25 2.684499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 2655118.11 CMSI 2005-5 B2 2035-08-25 5.392800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1278000.00 162497.62 CSMC 2008-1R 2037-03-25 0.342600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10638368.00 615353.49 CWALT 2005-24 4A2 2035-07-20 0.465399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23670531.00 1530925.53 CWALT 2005-61 2A4 2035-12-25 0.669499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3750000.00 31108.21 CWALT 2006-OC10 2A3 2036-11-25 0.399500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12332000.00 2665520.83 CWALT 2006-OC5 2A3 2036-06-25 0.429499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18205000.00 3463565.71 CWALT 2006-OC6 2A3 2036-07-25 0.439500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49084000.00 8875717.19 CWHL 2004-9 B1 2034-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 130073.10 CWHL 2005-HYB8 3A2 2035-12-20 2.507600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2162000.00 150650.73 CWHL 2006-HYB2 1A1 2036-04-20 2.713499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45986888.00 7844865.46 CWHL 2006-HYB5 1A1 2036-09-20 2.468999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10566400.00 2107314.35 CWHL 2006-HYB5 4A1 2036-09-20 4.750499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79086000.00 16219038.40 DBALT 2005-2 M 2035-04-25 5.620499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6855590.00 1199753.05 DBALT 2007-AR1 A5 2047-01-25 0.409499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16272000.00 4571857.64 GMACM 2003-AR2 M3 2033-12-19 2.924300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2699000.00 172798.31 GREENPOINT MTA TRUST 2005- 2045-08-25 0.489499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 496320.00 24501.88 HVMLT 2036-11-19 0.404100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45746000.00 10232680.21 IMM 2035-05-25 0.859500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 181529.17 IMSA 2036-11-25 0.369500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21775000.00 10345379.31 IMSA 2006-4 A2C 2037-01-25 0.429499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81300000.00 36902724.95 INDX 2006-AR11 4A1 2036-06-25 2.665600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10800000.00 2299504.89 JPMCC 2007-LDPX BS 2049-01-15 5.437000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6400000.00 1309061.24 JPMMT 2004-A6 B2 2034-12-25 2.395300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1302290.00 177596.82 LXS 2007-14H A3 2047-07-25 0.719500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78920000.00 6194182.98 MASTR 2004-9 30B2 2034-09-25 5.615100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1969000.00 41352.07 MLMI 2005-A8 M2 2036-08-25 0.799499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9766000.00 3904564.41 MSM 2006-8AR 3B1 2036-06-25 2.161400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 278000.00 52098.08 NAA 2004-AR1 CB1 2034-08-25 3.050600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 306182.12 NAA 2007-3 A1 2037-07-25 0.429499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 56200000.00 16800282.45 RAAC 2004-SP3 MII4 2034-09-25 2.019499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 414000.00 175240.18 RALI 2003-QS19 M2 2033-10-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 192623.00 RALI 2003-QS9 M2 2018-05-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 418300.00 25606.00 RALI 2005-QS4 A6 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 929375.77 SAMI 2003-AR4 B2 2034-01-19 2.414099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 19675.65 SASC 2003-9A B2II 2033-03-25 2.354900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 285519.54 SASC 2006-S4 A 2037-01-25 0.509499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29586000.00 3876920.55 WAMU 2003-ARP 2033-09-25 2.440799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 463200.00 30260.92 WASHINGTON MTL. 2033-09-25 2.440799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 463200.00 17073.22 WMALT 2007-OC1 A1 2047-01-25 0.409499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26664144.00 6214121.37 First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 179000000.00 179000000.00 0.0046 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 179073390.00 179073390.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150209_2M49 0001230485 Other Repurchase Agreement N IMSA 2007-2 1A1C 2037-05-25 0.549499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000000.00 29936054.80 INDX 2036-10-25 0.479499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 138473500.00 26552209.70 INDX 2006-AR29 A1 2036-11-25 0.339500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000000.00 17144740.37 MARM 2007-3 12A1 2047-05-25 0.369500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8955000.00 3242957.03 SAMI 2006-AR8 A1BG 2036-10-25 0.289499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3805000.00 1325689.20 First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 68000000.00 68000000.00 0.0017 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 68000000.00 68000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150210_2M49 0001230485 Other Repurchase Agreement N 144A AHM 2007-A 4A 2046-07-25 0.619500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10326000.00 1436255.51 144A ARMOR 2005-1A B1 2037-12-10 0.591700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12810000.00 5559681.83 144A CSMC 2007-C5 C 2040-09-15 6.037899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 850316.21 144A CSMC 2007-TF2A D 2022-04-15 0.810799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13500000.00 12770741.43 144A MARM 2005-5 A2 2045-04-26 0.562699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11900000.00 666788.09 144A MESC 11PA B3 2032-09-28 2.406200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14840000.00 12258068.73 144A SASIF 2006-AA B4 2037-12-25 0.599500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 796000.00 2043.84 ABN AMRO MTG CORP 2003-6 B4 2033-05-25 5.405000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 698934.00 110342.45 AHM 2004-1 3M2 2044-04-25 1.977800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 107936.93 ARMT 2004-3 CB1 2035-02-25 1.144500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2380000.00 155597.31 BALTA 2005-1 M2 2035-01-25 0.919499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 394000.00 257272.04 BOAMS 2003-10 1B3 2034-01-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 856000.00 135656.20 BOAMS 2003-4 1B1 2033-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5244000.00 997039.82 BOAMS 2003-B B2 2033-03-25 3.054199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 47470.41 BOAMS 2003-D B2 2033-05-25 2.708299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4328000.00 399291.07 BOAMS 2004-1 1B3 2034-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 789000.00 216797.69 BOAMS 2005-9 1A8 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2980000.00 114993.48 BSMSI 1997-6 B2 2031-03-25 6.388799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3762467.00 221645.35 BVMBS 2004-1 1B1 2034-11-20 1.814100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3758000.00 489089.22 CHASE 2005-S2 A18 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1071984.00 435356.99 CMLTI 2005-11 A2B 2035-12-25 2.509999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4854524.00 942189.21 CMO CONSECO FIN SEC CORP 2030-06-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9740000.00 8886793.49 CSFB 2002-AR25 CB1 2032-09-25 2.416399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10509000.00 469717.97 CSFB 2002-AR31 CB1 2032-11-25 2.384399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6231000.00 203990.87 CSFB 2004-AR6 CB1 2034-10-25 0.869500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1917089.22 CWALT 2034-11-25 1.219500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 453896.70 CWALT 2003-1T1 B1 2033-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2520000.00 532162.68 CWALT 2004-5CB M 2034-03-25 5.581100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 827814.59 CWALT 2005-J1 1A5 2035-02-25 0.769499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3662000.00 352145.08 CWHL 2003-42 M 2033-10-25 2.412100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2571000.00 287758.04 CWHL 2004-7 1B1 2034-06-25 2.457700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 463458.42 CWHL 2004-HYB2 B1 2034-07-20 2.461300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3263000.00 642152.20 CWHL 2004-J4 CB2 2019-05-25 4.757299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295500.00 53022.76 CWHL 2004-J6 B2 2024-08-25 5.125799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 216500.00 73650.92 GMACM 2003-J5 M1 2018-10-25 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1266900.00 90055.21 GSR 2004-7 B1 2034-06-25 2.277699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 135470.24 HEMT 2005-5 A2A 2036-04-25 0.869500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 427833.80 HVMLT 2005-6 B1 2045-07-19 1.149500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4548000.00 1377448.18 HVMLT 2005-9 B5 2035-06-20 1.165400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 3094989.50 HVMLT 2005-9 B6 2035-06-20 1.315399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4731000.00 1961844.90 IMPAC CMB TRUST SERIES 200 2035-06-25 0.814500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 189605.64 IMSA 2006-3 A7 2036-11-25 0.439500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000000.00 23234784.38 MARM 2003-5 B1 2033-11-25 2.357100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 128135.71 MARM 2003-5 B2 2033-11-25 2.357100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6076000.00 304241.45 MARM 2004-7 B1 2034-08-25 2.319700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8547000.00 4973134.55 MASTR 2004-9 15B2 2019-09-25 5.214800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 386000.00 46153.92 MASTR 2004-9 15B3 2019-09-25 5.214800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 35376.36 MERRILL LYNCH ALTER NOTE ASSET 2037-01-25 0.329500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4499000.00 875091.16 MLMI 2006-A3 5A2 2036-05-25 2.788100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 194520.04 MSM 2006-1AR 3A 2036-02-25 2.792700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23173290.00 4252716.35 NAA 2007-3 A1 2037-07-25 0.429499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26470000.00 7912873.25 RAMP 2003-SL1 M1 2031-04-25 7.355800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 559097.62 RESIDENTIAL ASSET MTG 2003-RM2 2033-05-25 5.442199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 499500.00 43646.27 RFMSI 2003-S6 M1 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1014700.00 61712.82 RFMSI 2003-S6 M2 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 24140.24 RFMSI 2003-S6 M3 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 23621.51 SAMI 2005-AR5 B2 2035-07-19 0.864099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3750000.00 1230039.60 SARM 2004-5 B1 2034-05-25 2.433900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3600000.00 2056749.63 SASC 2003-15A B1 2033-04-25 2.471800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 404192.20 SASC 2003-30 B1 2033-10-25 5.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13184000.00 5198051.79 SASC 2003-34A B1I 2033-11-25 1.369499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1263260.00 155326.54 SASC 2004-2AC B1 2034-02-25 2.396399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8920000.00 1711225.23 SASC 2004-3 B1 2034-03-25 5.569399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10008000.00 4364826.49 SEMT 2033-07-20 1.548999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 773000.00 34342.28 SEMT 9 B3 2032-09-20 1.604300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3424000.00 109009.79 TBW 2006-3 4A1 2036-07-25 0.569500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 141986000.00 9251436.28 WAMMS SER 2003-MS2 CL CB4 2033-02-25 5.526200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1499000.00 541695.59 WAMU 2002-S8 1B3 2033-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3074000.00 619400.96 WAMU 2003-AR1 B3 2033-03-25 2.142399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7720000.00 226680.15 WAMU 2004-AR14 B1 2035-01-25 2.394200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 1707389.80 WAMU 2005-AR13 B1 2045-10-25 0.769499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 801010.21 WAMU 2007-HY5 3A1 2037-05-25 4.591000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1176128.15 WELLS FARGO MTG BACKED SECS 2 2033-02-25 2.490000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801000.00 22359.88 WFMBS 2004-D B2 2034-05-25 2.490000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2684000.00 315576.63 WFMBS 2005-AR14 A6 2035-08-25 5.356600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 2490978.63 First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 118000000.00 118000000.00 0.0030 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 118000000.00 118000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150217_2M49 0001230485 Other Repurchase Agreement N BAFC 2007-1 TA4 2037-01-25 6.089599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 384754.56 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18130000.00 18409546.59 CSFB 2003-AR15 CB2 2033-06-25 2.467699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1348484.00 134770.69 CWALT 2005-28CB 1A6 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 6799651.98 CWALT 2005-J11 1A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 494916.60 CWALT 2006-HY12 A5 2036-08-25 3.557199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4300000.00 4080968.09 CWHL 2003-58 B1 2034-02-19 2.522899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 59798.56 CWHL 2005-HYB7 6A1 2035-11-20 4.832200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23946000.00 5812190.79 CWHL 2006-HYB2 4A1 2036-04-20 5.046500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 5468972.92 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 4705713.63 FHAMS 2005-AA8 3A1 2035-10-25 2.241299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18000000.00 3762689.98 INDA 2007-AR1 1A2 2037-03-25 2.822299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24695000.00 7244080.55 INDX 2005-AR15 A1 2035-09-25 4.533400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12075000.00 3212198.70 INDX 2005-AR19 A1 2035-10-25 4.654300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17465000.00 4778007.29 LBUBS 2007-C7 C 2045-09-15 6.248300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5194000.00 5039331.50 SARM 2035-09-25 2.492500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9152000.00 2391279.57 SARM 2008-1 A2 2037-10-25 2.496900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1936000.00 637351.39 SASC 2002-25A B1II 2032-12-25 2.503899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8663000.00 751827.91 SEMT 10 B3 2027-10-20 2.265400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1025000.00 54992.59 SEMT 2004-5 B2 2034-06-20 1.485400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 193750.28 TMST 2038-04-25 5.763799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9895000.00 2460462.52 TMST 2038-04-25 6.131899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 154052000.00 26420482.30 TMST 2004-4 B1 2044-12-25 2.126599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14168000.00 5086797.54 WBCMT 2006-C26 D 2045-06-15 6.043999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 842792.00 WBCMT 2006-C27 B 2045-07-15 5.865000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 8239874.84 WELLS FARGO MTG B SEC 2034-09-25 2.613000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3958000.00 2134734.45 First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 104000000.00 104000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 104000000.00 104000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150402_2M49 0001230485 Other Repurchase Agreement N GSMS 2045-08-10 5.795700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27000000.00 27600313.78 First Tier Security N/A N/A 2015-04-02 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non-agency collateralized mortgage obligations 5640080.00 5684039.72 FORD MOTOR CREDIT COMPANY 2018-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4573463.00 4992981.68 FORD MOTOR CREDIT COMPANY 2018-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 299359.00 326818.87 FREEPORT MCMORAN COPPER GOLD 2022-03-01 3.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 302.00 288.73 GCB DUKE CAPITAL CORP 2019-10-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 118980.00 146209.76 GCB DUKE CAPITAL CORP 2019-10-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1080.00 1327.17 GCMO 144A COMMERCIAL 2028-11-15 7.946100 Other Instrument common 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75085050.00 Royal Bank of Canada Royal Bank of Canada 0.351200% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-01-05 2016-01-04 N N N 243000000.00 243000000.00 0.0062 N 243009720.00 243009720.00 Royal Bank of Canada Royal Bank of Canada 0.325100% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-01-02 2015-12-31 N N N 125000000.00 125000000.00 0.0032 N 125000000.00 125000000.00 Royal Bank of Canada Royal Bank of Canada 0.238300% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-03-04 N N N 175000000.00 175000000.00 0.0045 N 175001750.00 175001750.00 Royal Bank of Canada Royal Bank of Canada 0.271700% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-12-10 N N N 120000000.00 120000000.00 0.0031 N 120006000.00 120006000.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-16 2015-01-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49994791.67 0.0013 N 49996500.00 49996500.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-20 2015-01-20 N N Y Letter of Credit Barclays Bank Plc N/A N/A 49000000.00 48993534.72 0.0012 N 48996080.00 48996080.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MNP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 11000000.00 10998319.44 0.0003 N 10998900.00 10998900.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.220000% 82124MP38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 14000000.00 13997176.66 0.0004 N 13998040.00 13998040.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MPH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 40000000.00 39986944.44 0.0010 N 39991600.00 39991600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MPJ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-18 2015-02-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 22000000.00 21992666.66 0.0006 N 21995160.00 21995160.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MPK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-02-19 2015-02-19 N N Y Letter of Credit Barclays Bank Plc N/A N/A 17000000.00 16994215.27 0.0004 N 16996260.00 16996260.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQ52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 24000000.00 23989500.00 0.0006 N 23992080.00 23992080.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 86000000.00 85958194.44 0.0022 N 85968180.00 85968180.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.250000% 82124MQD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 23000000.00 22988659.72 0.0006 N 22991260.00 22991260.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.270000% 82124MQG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N Y Letter of Credit Barclays Bank Plc N/A N/A 10850000.00 10843978.25 0.0003 N 10845660.00 10845660.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MR77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 67000000.00 66953546.66 0.0017 N 66962480.00 66962480.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.270000% 82124MRH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19984100.00 0.0005 N 19987200.00 19987200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.260000% 82124MRP7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 52000000.00 51957937.77 0.0013 N 51963600.00 51963600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83050UNM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 76000000.00 75989444.45 0.0019 N 75996200.00 75996200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.265000% 83050UQH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 19000000.00 18989510.41 0.0005 N 18993730.00 18993730.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.255000% 83050URG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 28000000.00 27979175.05 0.0007 N 27985160.00 27985160.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.245000% 83051HD29 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 97000000.00 96997403.34 0.0025 N 97008730.00 97008730.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.250000% 83051HN51 Certificate of Deposit N First Tier Security N/A N/A 2015-04-10 2015-04-10 N N N 21000000.00 21000000.00 0.0005 N 21003570.00 21003570.00 Smithsonian Institution Taxable Bonds Series 2013B 0.070000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-01-07 2015-01-07 Y Northern Trust Co N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 Societe Generale Societe Generale 0.230000% 83368NM73 Certificate of Deposit N First Tier Security N/A N/A 2015-02-02 2015-02-02 N N N 8000000.00 8000000.00 0.0002 N 7999920.00 7999920.00 Societe Generale Societe Generale 0.230000% 83368NN98 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 37000000.00 37000000.00 0.0009 N 36999630.00 36999630.00 Societe Generale Societe Generale 0.220000% 83368NP62 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 50000000.00 50000000.00 0.0013 N 49999000.00 49999000.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.220000% 8574P1CZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 135000000.00 135000000.00 0.0034 N 135009450.00 135009450.00 State Street Bank & Trust Company, NA State Street Bank & Trust Company, NA 0.230800% 8574P1DJ2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-13 2015-04-13 N N N 247000000.00 247000000.00 0.0063 N 246995060.00 246995060.00 State Street Corp State Street Corp 0.300000% 85747KTH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-17 2015-06-17 N N N 186000000.00 185741150.01 0.0047 N 185804700.00 185804700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U5H1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 18000000.00 18000000.00 0.0005 N 18000900.00 18000900.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6M9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 100000000.00 100000000.00 0.0025 N 100005000.00 100005000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6W7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 22000000.00 22000000.00 0.0006 N 22001100.00 22001100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U7L0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 31000000.00 31000000.00 0.0008 N 31001550.00 31001550.00 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 65000000.00 65000000.00 0.0017 N 65009750.00 65009750.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562USH6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 77000000.00 77000000.00 0.0020 N 77013090.00 77013090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAL8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 43000000.00 43000000.00 0.0011 N 43002580.00 43002580.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YAV6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 63000000.00 63000000.00 0.0016 N 63003780.00 63003780.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YBM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 51000000.00 51000000.00 0.0013 N 51003060.00 51003060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YEA8 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 46000000.00 46000000.00 0.0012 N 46000460.00 46000460.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YH31 Certificate of Deposit N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 105000000.00 105000000.00 0.0027 N 104980050.00 104980050.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YHA5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-22 2015-01-22 N N N 4000000.00 4000000.00 0.0001 N 4000160.00 4000160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJF2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 70000000.00 70000000.00 0.0018 N 70002800.00 70002800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJP0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-28 2015-01-28 N N N 99000000.00 99000000.00 0.0025 N 99004950.00 99004950.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YJW5 Certificate of Deposit N First Tier Security N/A N/A 2015-02-03 2015-02-03 N N N 2000000.00 2000000.00 0.0001 N 2000060.00 2000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YLE2 Certificate of Deposit N First Tier Security N/A N/A 2015-02-06 2015-02-06 N N N 19000000.00 19000000.00 0.0005 N 19000570.00 19000570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562YQ64 Certificate of Deposit N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N N 84000000.00 84000000.00 0.0021 N 83973960.00 83973960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YQL1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 39000000.00 39000000.00 0.0010 N 38998440.00 38998440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YRQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 153000000.00 153000000.00 0.0039 N 152980110.00 152980110.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YRZ9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 2000000.00 2000000.00 0.0001 N 1999920.00 1999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YTH7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N N 21000000.00 21000000.00 0.0005 N 20999160.00 20999160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YVH4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 7000000.00 7000000.00 0.0002 N 6999440.00 6999440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.120000% 86562YX66 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 25000000.00 25000000.00 0.0006 N 25000000.00 25000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXF6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 18000000.00 18000000.00 0.0005 N 17998380.00 17998380.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXY5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 8000000.00 8000000.00 0.0002 N 7999280.00 7999280.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSD6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-05 2015-01-05 N N N 14000000.00 14000000.00 0.0004 N 14000000.00 14000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSS3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-14 2015-01-14 N N N 121000000.00 121000000.00 0.0031 N 121000000.00 121000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSW4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-01-21 N N N 50000000.00 50000000.00 0.0013 N 50000500.00 50000500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KSZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-01-27 N N N 78000000.00 78000000.00 0.0020 N 78000780.00 78000780.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.200000% 86563KTC7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-30 2015-01-30 N N N 17000000.00 17000000.00 0.0004 N 17000170.00 17000170.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KUR2 Certificate of Deposit N First Tier Security N/A N/A 2015-03-30 2015-03-30 N N N 17000000.00 17000000.00 0.0004 N 16999660.00 16999660.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.040000% 869999003 0001448613 Other Instrument Security is a time deposit. 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First Tier Security N/A N/A 2015-01-20 2015-01-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29996516.68 0.0008 N 29997600.00 29997600.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UQH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 66000000.00 65968375.00 0.0017 N 65970300.00 65970300.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.230000% 88602UQL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 23000000.00 22988538.33 0.0006 N 22989190.00 22989190.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602URF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 11000000.00 10993008.89 0.0003 N 10992630.00 10992630.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.090000% 89112U4H1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 163000000.00 163000000.00 0.0041 N 163000000.00 163000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89112U4Q1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-06 2015-01-06 N N N 233000000.00 233000000.00 0.0059 N 232997670.00 232997670.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.250800% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2015-01-14 2015-10-14 N N N 60000000.00 60000000.00 0.0015 N 60001800.00 60001800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.252000% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2015-01-20 2015-10-19 N N N 115000000.00 115000000.00 0.0029 N 115003450.00 115003450.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.231000% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2015-01-16 2015-06-16 N N N 26000000.00 26000000.00 0.0007 N 26000520.00 26000520.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.232000% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2015-01-20 2015-06-17 N N N 230000000.00 230000000.00 0.0058 N 230096600.00 230096600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112UJT9 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-01-23 N N N 313000000.00 313000000.00 0.0080 N 313018780.00 313018780.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.235500% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-07-21 N N N 160000000.00 160000000.00 0.0041 N 160003200.00 160003200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290000% 89112UWA5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 272000000.00 272000000.00 0.0069 N 272100640.00 272100640.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HS47 Other Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 230000000.00 229827116.68 0.0058 N 229862000.00 229862000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSD7 Other Commercial Paper N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 202000000.00 201829646.65 0.0051 N 201862640.00 201862640.00 UBS AG UBS AG 0.250000% 90267RA41 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 5000000.00 5000000.00 0.0001 N 5000250.00 5000250.00 UBS AG UBS AG 0.250000% 90267RZB8 Certificate of Deposit N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 183000000.00 183000000.00 0.0047 N 183020130.00 183020130.00 UBS AG UBS AG 0.250000% 90267RZY8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 180000000.00 180000000.00 0.0046 N 180009000.00 180009000.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.250000% 91127QQ36 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 50000000.00 49978819.48 0.0013 N 49986000.00 49986000.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.250000% 91127QQ44 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 65000000.00 64972013.82 0.0017 N 64981800.00 64981800.00 United States Treasury Department United States Treasury Department 0.085000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-01-02 2016-01-31 N N N 264000000.00 263966142.47 0.0067 N 263942184.00 263942184.00 United States Treasury Department United States Treasury Department 0.110000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-01-02 2016-07-31 N N N 170000000.00 170000000.00 0.0043 N 170010030.00 170010030.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.231700% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-09 2015-01-09 N N N 75000000.00 75000000.00 0.0019 N 75000000.00 75000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.230800% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-14 2015-01-14 N N N 196000000.00 196000000.00 0.0050 N 196000000.00 196000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227200% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-07 2015-04-07 N N N 27000000.00 27000000.00 0.0007 N 27000270.00 27000270.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.330600% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-03-16 2016-01-15 N N N 100000000.00 100000000.00 0.0025 N 100000000.00 100000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.387100% 94985HD27 Other Note N First Tier Security N/A N/A 2015-03-23 2016-01-22 N N N 275000000.00 275000000.00 0.0070 N 275025850.00 275025850.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.224000% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-05-01 N N N 22000000.00 22000000.00 0.0006 N 22000440.00 22000440.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.245500% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2015-01-20 2015-05-20 N N N 226000000.00 226000000.00 0.0057 N 226036160.00 226036160.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.259500% 94988E6Y9 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-08-27 N N N 74000000.00 74000000.00 0.0019 N 74001480.00 74001480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.262000% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2015-01-20 2015-11-18 N N N 135000000.00 135000000.00 0.0034 N 135005400.00 135005400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.265500% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-01-21 2015-11-23 N N N 224000000.00 224000000.00 0.0057 N 224008960.00 224008960.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.269500% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-11-25 N N N 173000000.00 173000000.00 0.0044 N 173005190.00 173005190.00 Westpac Banking Corp Westpac Banking Corp 0.533100% 91621CAT8 Other Note N First Tier Security N/A N/A 2015-01-28 2015-07-28 N N N 100000000.00 100000000.00 0.0025 N 100006000.00 100006000.00 Westpac Banking Corp Westpac Banking Corp 0.239500% 96121TVX3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-27 2015-03-27 N N N 77000000.00 77000000.00 0.0020 N 77012320.00 77012320.00 Westpac Banking Corp Westpac Banking Corp 0.238500% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-05-11 N N N 71000000.00 71000000.00 0.0018 N 71001420.00 71001420.00 Westpac Banking Corp Westpac Banking Corp 0.254100% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-20 2015-08-19 N N N 100000000.00 100000000.00 0.0025 N 100003000.00 100003000.00 Westpac Banking Corp Westpac Banking Corp 0.259500% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-08-25 N N N 226000000.00 226000000.00 0.0057 N 226004520.00 226004520.00 Westpac Banking Corp Westpac Banking Corp 0.264300% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2015-01-23 2015-10-23 N N N 85000000.00 85000000.00 0.0022 N 85002550.00 85002550.00 Westpac Banking Corp Westpac Banking Corp 0.234100% 9612C4KZ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-20 2015-02-19 N N N 30000000.00 30000000.00 0.0008 N 30002700.00 30002700.00 Westpac Banking Corp Westpac Banking Corp 0.241000% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-12 2015-06-12 N N N 84000000.00 84000000.00 0.0021 N 84000840.00 84000840.00 Westpac Banking Corp Westpac Banking Corp 0.249500% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-27 2015-07-27 N N N 110000000.00 110000000.00 0.0028 N 110003300.00 110003300.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 191648.23 191648.23 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 155774.98 155774.98 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 598808.72 598808.72 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1101782.74 1101782.74 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 167704.11 167704.11 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 119803.70 119803.70 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 47911.83 47911.83