0001145549-15-002930.txt : 20150601 0001145549-15-002930.hdr.sgml : 20150601 20150407142114 ACCESSION NUMBER: 0001145549-15-002930 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150407 DATE AS OF CHANGE: 20150407 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: 15755991 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 2015-03-31 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 45 90 39330940851.10 11481180.08 3273072.63 39339148958.55 0.0024 1.0001 2015-03-31 1.0001 2015-03-31 C000012378 1.00 39339148958.55 1.00 64300045.83 7179497614.56 7115197568.73 0.0006 1.0001 2015-03-31 1.0001 2015-03-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.170000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6260000.00 6260000.00 0.0002 N 6260000.00 6260000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.270000% 00279H4G8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-04-22 N Y Santander UK Plc N/A N/A N 13000000.00 13000000.00 0.0003 N 13001430.00 13001430.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279H5C6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N Y Santander UK Plc N/A N/A N 130000000.00 130000000.00 0.0033 N 130000000.00 130000000.00 ABN AMRO Bank N.V. ABN AMRO Bank N.V. 0.110000% 99E51U009 0001245022 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 60000000.00 60000000.00 0.0015 Security is a time deposit. N 60000000.00 60000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.265000% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-10 2015-11-10 N N N 187000000.00 187000000.00 0.0048 N 187005610.00 187005610.00 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 2015-04-02 2015-04-02 N N N 346000000.00 346000000.00 0.0088 Security is a time deposit. N 346000000.00 346000000.00 Bank of America, NA Bank of America, NA 0.382750% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-05-05 2016-04-04 N N N 100000000.00 100000000.00 0.0025 N 100005000.00 100005000.00 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 54000594.00 54000594.00 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 50000500.00 50000500.00 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 75001575.00 75001575.00 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 69003312.00 69003312.00 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 66003960.00 66003960.00 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 218013080.00 218013080.00 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 92005428.00 92005428.00 Bank of America, NA Bank of America, NA 0.280000% 06053PCL9 Other Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 N N N 39000000.00 39000000.00 0.0010 N 39003120.00 39003120.00 Bank of America, NA Bank of America, NA 0.280000% 06053PCP0 Other Note N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 71000000.00 71000000.00 0.0018 N 71005680.00 71005680.00 Bank of America, NA Bank of America, NA 0.300000% 06053PCS4 Other Note N First Tier Security N/A N/A 2015-07-20 2015-07-20 N N N 120000000.00 120000000.00 0.0031 N 120010800.00 120010800.00 Bank of America, NA Bank of America, NA 0.300000% 06053PDC8 Other Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 89000000.00 89000000.00 0.0023 N 89008900.00 89008900.00 Bank of America, NA Bank of America, NA 0.300000% 06053PDJ3 Other Note N First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 22000000.00 22000000.00 0.0006 N 22002508.00 22002508.00 Bank of America, NA Bank of America, NA 0.320000% 06053PDW4 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 68000000.00 68000000.00 0.0017 N 68008840.00 68008840.00 Bank of America, NA Bank of America, NA 0.320000% 06053PDX2 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 1000000.00 1000000.00 0.0000 N 1000470.00 1000470.00 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 135013500.00 135013500.00 Bank of Montreal Bank of Montreal 0.260000% 06366CUD8 Certificate of Deposit N First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 269000000.00 269000000.00 0.0068 N 269034970.00 269034970.00 Bank of Montreal Bank of Montreal 0.050000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 210000000.00 210000000.00 0.0053 Security is a time deposit. N 210000000.00 210000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.340000% 06417HA71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 72000000.00 72000000.00 0.0018 N 72004320.00 72004320.00 Bank of Nova Scotia Bank of Nova Scotia 0.227800% 06417HB39 Certificate of Deposit N First Tier Security N/A N/A 2015-04-29 2015-07-29 N N N 292000000.00 292000000.00 0.0074 N 292014600.00 292014600.00 Bank of Nova Scotia Bank of Nova Scotia 0.275000% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2015-12-08 N N N 100000000.00 100000000.00 0.0025 N 100003000.00 100003000.00 Bank of Nova Scotia Bank of Nova Scotia 0.277500% 06417HK21 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-12-21 N N N 166000000.00 166000000.00 0.0042 N 166004980.00 166004980.00 Bank of Nova Scotia Bank of Nova Scotia 0.245000% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-06-09 N N N 171000000.00 171000000.00 0.0043 N 171001710.00 171001710.00 Bank of Nova Scotia Bank of Nova Scotia 0.140000% 924HZZ001_0.1400_M150401_2M49 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2026-07-01 4.000000 Government Agency Debt 1277685.00 780755.76 Fannie Mae 2027-03-01 3.000000 Government Agency Debt 1233226.00 809076.60 Fannie Mae 2027-09-01 3.000000 Government Agency Debt 1562458.00 1212680.38 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 9802625.00 7927624.77 Fannie Mae 2028-07-01 2.500000 Government Agency Debt 1305913.00 1205906.23 Fannie Mae 2029-02-01 3.000000 Government Agency Debt 7052034.00 6560297.33 Fannie Mae 2036-07-01 6.500000 Government Agency Debt 16429972.00 1261984.43 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 19282273.00 1464663.12 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 85045497.00 6655017.11 Fannie Mae 2039-08-01 6.000000 Government Agency Debt 588740.00 222190.67 Fannie Mae 2040-05-01 4.500000 Government Agency Debt 123000.00 38401.73 Fannie Mae 2040-06-01 6.000000 Government Agency Debt 58331.00 12012.35 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 163473.00 105304.81 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 8762415.00 5307517.93 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 9910000.00 6312451.00 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 13290496.00 11374157.15 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 3130070.00 2585037.13 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 3893352.00 3449860.22 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 2064689.00 1721118.69 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 1076712.00 945945.41 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 203026.00 196123.09 Fannie Mae 2043-04-01 4.000000 Government Agency Debt 5997763.00 5632940.59 Fannie Mae 2044-05-01 2.865000 Government Agency Debt 672376.00 550187.73 Fannie Mae 2044-09-01 4.500000 Government Agency Debt 8884994.00 9721465.02 Fannie Mae 2044-09-01 4.500000 Government Agency Debt 488468.00 527484.03 Freddie Mac 2042-06-01 4.000000 Government Agency Debt 18564754.00 17222423.33 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 16954138.00 14652570.70 Freddie Mac 2045-03-01 3.500000 Government Agency Debt 3121425.00 3297016.27 Freddie Mac 2045-03-01 3.500000 Government Agency Debt 211787.00 222510.98 GNMA 2061-09-20 4.655999 Government Agency Debt 249575.00 295276.00 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 109000000.00 109000000.00 0.0028 N 109000000.00 109000000.00 Bank of the West Bank of the West 0.250000% 06426GGP6 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 112000000.00 112000000.00 0.0028 N 112025760.00 112025760.00 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 110003300.00 110003300.00 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 100004000.00 100004000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JME3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 7000000.00 7000000.00 0.0002 N 7000840.00 7000840.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JMV5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 52000000.00 52000000.00 0.0013 N 52006760.00 52006760.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JNB8 Certificate of Deposit N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 75000000.00 75000000.00 0.0019 N 75009750.00 75009750.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538JNF9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-04 2015-09-04 N N N 20000000.00 20000000.00 0.0005 N 20002600.00 20002600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538JNV4 Certificate of Deposit N First Tier Security N/A N/A 2015-06-05 2015-06-05 N N N 107000000.00 107000000.00 0.0027 N 107009630.00 107009630.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538JPH3 Certificate of Deposit N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 119000000.00 119000000.00 0.0030 N 119011900.00 119011900.00 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 4000400.00 4000400.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XQ68 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 262000000.00 262000000.00 0.0067 N 262060260.00 262060260.00 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XR42 Certificate of Deposit N First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 166000000.00 166000000.00 0.0042 N 166094620.00 166094620.00 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XR59 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 62000000.00 62000000.00 0.0016 N 62037200.00 62037200.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XS74 Certificate of Deposit N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 39000000.00 39000000.00 0.0010 N 39004290.00 39004290.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M150401_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-10-31 0.375000 Treasury Debt 2730100.00 2728825.66 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 2675310.00 2675310.00 0.0001 N 2675310.00 2675310.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M150406_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-06-04 0.00 Treasury Debt 100.00 100.00 United States Treasury Department 2015-08-31 1.250000 Treasury Debt 573000.00 576289.59 United States Treasury Department 2015-12-15 0.250000 Treasury Debt 130000.00 130114.92 United States Treasury Department 2016-11-15 7.500000 Treasury Debt 100.00 114.08 United States Treasury Department 2016-11-30 0.875000 Treasury Debt 6000700.00 6052844.01 United States Treasury Department 2017-01-31 3.125000 Treasury Debt 920400.00 968087.98 United States Treasury Department 2017-03-31 0.500000 Treasury Debt 156957000.00 156650933.85 United States Treasury Department 2018-06-30 1.375000 Treasury Debt 845700.00 857841.30 United States Treasury Department 2018-11-15 9.000000 Treasury Debt 13375100.00 17603666.68 United States Treasury Department 2019-02-28 1.500000 Treasury Debt 98.00 99.15 United States Treasury Department 2019-04-30 1.250000 Treasury Debt 4817800.00 4839909.31 First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 184000000.00 184000000.00 0.0047 N 183992640.00 183992640.00 Barclays US Funding LLC Barclays US Funding LLC 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 13000000.00 0.0003 N 13000000.00 13000000.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.300000% 08224MU10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N Y Guaranty SOCIETE GENERALE N/A N/A 75000000.00 74943125.00 0.0019 N 74957250.00 74957250.00 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 1000210.00 1000210.00 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 246046740.00 246046740.00 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 30006000.00 30006000.00 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 79018960.00 79018960.00 BNP Paribas BNP Paribas 0.360000% 05572NXE1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-08-24 N N N 285000000.00 285000000.00 0.0072 N 285034200.00 285034200.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.310000% 921AAE003_0.3100_M150401_2M49 0001197610 Other Repurchase Agreement N AHM200602 2046-09-25 1.087599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1557074.00 510914.97 ALT LOAN TR 2035-06-25 0.343799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.34 ALTERNATIVE LOAN 2036-07-25 0.523800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15932568.00 3746360.80 AMERICAN HOME MTGE ASSETS 2046-10-25 1.067600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15999998.00 6011114.15 BALTA 2005-10 11A1 2036-01-25 0.673799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 127041.00 13161.08 BEAR STEARNS ASSET 2042-12-25 0.651000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99326657.00 7760393.75 BEAR STEARNS MTGE TRUST 2007-AR3 2037-03-25 0.311000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520548.00 198106.49 BERA STAERNS ALT-AM TRUST 2006-4 2036-08-25 2.542300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 806747.00 436200.35 CHL MORTGAGE PASS THROUGH TRUST 2007 4 2037-05-25 0.473800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.14 CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 1.371000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31803280.00 27341811.30 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2006-19CB 2036-08-25 0.873800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1022757.00 383549.96 CWALT ALT LN TR 2046-08-25 0.363800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17526887.00 7166482.10 CWALT INC 2005 13CB 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11795000.00 6435362.52 CWMBS 2046-04-25 0.443799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70057.00 11289.08 CWMBS INC 2036-03-20 2.474800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2622912.00 878065.74 CWMBS INC 2046-04-25 1.087599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3943575.00 682667.74 FREESCALE SEMICONDUCTOR INC 2020-08-01 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7527910.00 8321477.19 GREENPOINT MTG FDG GRANTOR TRUST 1 A1A 2046-10-25 0.513800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 966603.00 376767.82 GREENPOINT MTGE FDG TR 2037-06-25 0.393799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16472034.00 6868607.49 HVMLT 2036-03-19 0.417499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 654.00 161.76 IMM 2004-11 1A2 2035-03-25 0.693799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15262889.00 953674.41 IMPERIAL CMB TRUST 2036-02-25 0.521000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 732978.00 162013.35 MASTR ALTERNATIVE LOAN TRUST 2002 1 2036-02-25 0.873800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3321779.00 640763.40 NAAC ALT LOAN TRUST 2036-08-25 6.509999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1806749.00 806056.04 RALI SERIES 2003 QS4 TRUST 2035-04-25 3.047400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7143918.00 1653220.35 RESIDENTIAL ASSET SEC TR 2036-07-25 0.673799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15026958.00 3141477.57 SEQUOIA MTG TR 2013 6 2043-05-25 3.537100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7012000.00 6588760.56 SEQUOIA MTG TR 2013 7 2043-06-25 3.558500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7711000.00 7286970.96 STRUCT ASSET MTG INV II TRUST 200 2036-10-25 0.373800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5014140.00 1728477.06 WAMU 2006-AR9 1A 2046-08-25 1.127599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14180236.00 3872830.74 WASHINGTON MUTUAL MSC MORTGAGE PASS-THROUGH CERTIF 2033-08-25 2.264200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5.00 0.72 WELLS FARGO 2036-10-25 2.611000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 63056974.00 9873260.10 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 99000000.00 99000000.00 0.0025 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 99000000.00 99000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.060000% 977BXL003_0.0600_M150401_2M49 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2015-07-23 0.00 Treasury Debt 4654100.00 4653355.34 United States Treasury Department 2018-04-15 0.125000 Treasury Debt 10192300.00 10502116.35 United States Treasury Department 2022-01-15 0.125000 Treasury Debt 3790700.00 3934753.23 United States Treasury Department 2026-01-15 2.000000 Treasury Debt 3756600.00 5238520.58 United States Treasury Department 2028-04-15 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7503256.06 BSMF 2006-SL6 1A 2037-01-25 0.513700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43250000.00 5662013.21 BSMF 2007-SL1 1A 2037-03-25 0.333700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000000.00 8766608.83 BSSP 2007-R6 1A2 2036-01-26 2.513799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 82611131.00 157906.09 CHASE 2005-S3 A2 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 49261.42 CHEVY CHASE FUNDING LLC 2035-08-25 0.641199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10087000.00 549126.84 CMLTI 2005-2 2B3 2035-05-25 5.761199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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collateralized mortgage obligations 1325000.00 109811.42 CWALT 2006-OA12 A1C 2046-09-20 0.456000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2689961.79 CWALT 2006-OA9 2A1A 2046-07-20 0.386000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16874000.00 3796505.57 CWHL 2004-6 M 2034-05-25 2.432199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3795500.00 1869536.14 CWHL 2004-J4 CB2 2019-05-25 4.677399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295500.00 37230.93 CWHL 2004-J6 B2 2024-08-25 5.128199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 216500.00 70374.99 CWHL 2004-J8 M 2034-12-25 5.235800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3058000.00 1023446.40 CWHL 2006-HYB2 1A1 2036-04-20 2.703399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45986888.00 7730433.54 CWHL 2006-HYB5 1A1 2036-09-20 2.447900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10566400.00 2101807.32 CWHL 2006-HYB5 4A1 2036-09-20 4.636499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79086000.00 15528218.56 DBALT 2005-2 M 2035-04-25 5.600600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6855590.00 1180714.19 FIRSTPLUS FINANCIAL 2020-08-10 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4383122.00 2977437.32 GECMC 2006-C1 C 2044-03-10 5.271099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 852874.96 GMACC 2005-C1 C 2043-05-10 4.988000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6984000.00 521458.04 GMACM 2003-AR2 M3 2033-12-19 2.935900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2699000.00 164528.84 IMPAC CMB TRUST SERIES 200 2035-06-25 0.818699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 190581.98 IMSA 2036-11-25 0.373699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16575000.00 8524687.30 IMSA 2004-3 M3 2034-11-25 1.223700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20750000.00 636537.01 IMSA 2006-4 A2C 2037-01-25 0.433699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41300000.00 19971846.34 INDX 2006-AR11 4A1 2036-06-25 2.756699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10800000.00 2340309.33 JPMCC 2006-CB14 C 2044-12-12 5.518500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 383595.11 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 412997.34 JPMMT 2004-A6 B2 2034-12-25 2.336199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1302290.00 189712.28 JPMMT 2005-A7 3A2 2035-10-25 4.997899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15451100.00 1512224.94 LBUBS 2006-C7 E 2038-11-15 5.516000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 14942.24 MASTR 2004-9 30B2 2034-09-25 5.601899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1969000.00 109756.78 MLMT 2007-C1 C 2050-06-12 5.837299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4489000.00 66726.63 MSM 2006-1AR 3A 2036-02-25 2.867999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23173290.00 3939834.69 MSM 2006-8AR 3B1 2036-06-25 2.124600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 278000.00 105767.37 NAA 2004-AR1 CB1 2034-08-25 3.060900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 309612.72 NAA 2007-3 A1 2037-07-25 0.433699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 82670000.00 23865236.14 RAAC 2004-SP3 MII4 2034-09-25 2.023699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 414000.00 174474.51 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 187125.80 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 24116.33 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 890193.34 RESIDENTIAL ASSET MTG 2003-RM2 2033-05-25 1.953300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 499500.00 48110.81 SAMI 2003-AR4 B2 2034-01-19 2.427500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 11793.78 SAMI 2004-AR3 B1 2034-07-19 1.077499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10498700.00 1235233.80 SARM 2005-19XS M1II 2035-10-25 0.823699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 2390066.92 SASC 2003-26A B1II 2033-09-25 2.436999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 2264600.96 SASC 2006-S4 A 2037-01-25 0.513700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29586000.00 3651324.69 SEMT 2033-07-20 1.549299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 773000.00 34487.98 TBW 2006-3 4A1 2036-07-25 0.573699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 141986000.00 8464144.33 WMALT 2007-OC1 A1 2047-01-25 0.413700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26664144.00 6161354.40 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 205000000.00 205000000.00 0.0052 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 205000000.00 205000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150519_2M49 0001230485 Other Repurchase Agreement N 144A AHM 2007-A 4A 2046-07-25 0.623700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10326000.00 1236059.97 144A CSMC 2008-C1 B 2041-02-15 5.970699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7372000.00 7515441.27 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 619112.28 144A SASIF 2006-AA B4 2037-12-25 0.603700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 796000.00 2651.53 AHM 2004-1 1M2 2044-04-25 2.048700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11842000.00 163293.34 AHM 2004-1 1M3 2044-04-25 3.173700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7106500.00 77541.42 AHM 2004-1 3M2 2044-04-25 2.041100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 101060.96 AMSI 2035-11-25 0.643700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 7367313.62 ARMT 2004-3 CB1 2035-02-25 1.148700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2380000.00 408682.53 BCAP 2008-IND1 A1 2047-10-25 1.373699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62000000.00 26457435.97 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 890264.67 BOAMS 2003-B B2 2033-03-25 3.076200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 50020.19 BOAMS 2003-D B2 2033-05-25 2.712699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4328000.00 401822.26 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 188392.03 BSABS 2034-10-25 1.973700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14333000.00 1198480.78 BVMBS 2004-1 1B1 2034-11-20 1.827499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3758000.00 395086.81 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 886284.06 CMLTI 2006-AR9 1M1 2036-11-25 0.513700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 1799325.79 CMO CONSECO FIN SEC CORP 2030-06-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1730000.00 1559902.57 CMSI 2007-5 1A11 2037-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 1343942.87 CSFB 2002-AR25 CB1 2032-09-25 2.412199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10509000.00 470661.78 CSFB 2002-AR31 CB1 2032-11-25 2.383300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6231000.00 202615.64 CSFB 2003-AR26 CB1 2033-11-25 2.496200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5600000.00 859553.80 CWALT 2034-11-25 1.223700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 463244.08 CWALT 2003-10CB M 2033-05-25 5.883700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6175000.00 2155291.09 CWALT 2004-5CB M 2034-03-25 5.580000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 761568.26 CWALT 2005-14 2A2 2035-05-25 0.423700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1861852.95 CWALT 2005-16 A5 2035-06-25 0.453699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1129965.66 CWALT 2005-J1 1A5 2035-02-25 0.773700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3662000.00 323224.50 CWALT 2006-OA17 1A1A 2046-12-20 0.371000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85797619.00 32174835.86 CWHL 2003-42 M 2033-10-25 2.482200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2571000.00 325525.06 CWHL 2003-60 M 2034-02-25 2.540999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5979000.00 2039398.45 CWHL 2004-HYB2 B1 2034-07-20 2.458800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3263000.00 639644.99 CWHL 2005-7 IM1 2035-03-25 0.923699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8413000.00 2313827.53 DSLA 2045-08-19 0.477499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 3053074.08 FHLT 2005-E 2036-01-25 0.623700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 8815524.28 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 81022.17 GSR 2004-7 B1 2034-06-25 2.287300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 154512.21 HVMLT 2037-07-19 0.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 11161904.21 HVMLT 2005-9 B5 2035-06-20 1.175999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 3037879.80 IMM 2004-4 2M2 2034-09-25 2.423700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 995605.06 INDX 2004-AR3 B1 2034-07-25 0.673699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16770000.00 1860130.48 MANA 2007-A1 A2A 2037-01-25 0.243700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8186000.00 1065849.15 MANA 2007-A1 A2C 2037-01-25 0.403700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2177000.00 583142.24 MARM 2003-2 B1 2033-08-25 2.315100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9150000.00 999990.65 MARM 2003-3 B1 2033-09-25 2.659100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9173000.00 2059297.77 MARM 2003-5 B1 2033-11-25 2.360700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 121927.08 MARM 2003-5 B2 2033-11-25 2.360700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6076000.00 289167.49 MARM 2004-7 B1 2034-08-25 2.310900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8547000.00 4735196.10 MASTR 2004-5 B2 2034-05-25 5.219999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1645000.00 315711.85 MASTR 2004-9 15B3 2019-09-25 5.205300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 31444.81 MERRILL LYNCH ALTER NOTE ASSET 2037-01-25 0.333700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4499000.00 860610.52 MLMI 2035-12-25 2.522100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8815000.00 8465840.75 MLMI 2006-A3 5A2 2036-05-25 2.738999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 187639.26 PHHAM 2007-2 1A5 2037-05-25 0.493700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 2496179.39 RAAC SER 2007-SP1 TR CL M2 2037-03-25 1.173700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6221000.00 4866968.97 RAMP 2003-SL1 M1 2031-04-25 7.359000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 518175.07 RAST 2005-A2 A2 2035-03-25 0.623700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13550000.00 2521715.66 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 58360.39 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 23214.47 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 23090.60 SAMI 2005-AR5 B2 2035-07-19 0.877499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9137000.00 2703786.04 SARM 2004-20 1A3 2035-01-25 2.442499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8275000.00 501678.67 SARM 2004-5 B1 2034-05-25 2.433399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3600000.00 2015447.04 SARM 2005-1 5A2 2035-02-25 2.483000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4700000.00 952197.53 SASC 2003-15A B1 2033-04-25 2.480599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 394363.27 SASC 2003-30 B2 2033-10-25 5.379599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4146000.00 1264130.19 SASC 2003-34A B1I 2033-11-25 1.373699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1263260.00 144622.47 SASC 2003-9A B2II 2033-03-25 2.352700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 280323.89 SASC 2004-2AC B1 2034-02-25 2.397500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8920000.00 1650917.65 SASC 2004-3 B1 2034-03-25 5.562500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10008000.00 3276133.32 SEMT 2004-8 B2 2034-09-20 1.076000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4100000.00 514703.81 SEMT 2007-1 2A1 2047-02-20 2.465500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60800000.00 13752565.86 TMST 2038-04-25 3.015600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3235000.00 792455.03 WAMMS SER 2003-MS2 CL CB4 2033-02-25 5.543400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1499000.00 522859.34 WAMU 2003-AR6 B3 2033-06-25 2.436700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2900000.00 339447.01 WAMU 2004-AR14 B1 2035-01-25 2.396700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 1659991.47 WAMU 2005-AR11 B1 2045-08-25 0.783699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 7001411.32 WAMU 2005-AR11 B2 2045-08-25 0.803699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 1174597.14 WAMU 2005-AR13 B1 2045-10-25 0.773700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 783831.48 WAMU 2007-HY5 3A1 2037-05-25 4.572600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1130258.68 WELLS FARGO MTG BACKED SECS 2 2033-02-25 2.511099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801000.00 22228.37 WFMBS 2004-D B2 2034-05-25 2.508200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2684000.00 312565.69 WFMBS 2005-AR14 A6 2035-08-25 5.373800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 2293530.08 First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 175000000.00 175000000.00 0.0044 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 175000000.00 175000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150522_2M49 0001230485 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MTGE SEC TRUST 2040-12-11 5.445800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 7947609.42 BOAMS 2019-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43100000.00 1451885.10 COMM 2006-C8 MTGE TRUST 2046-12-10 5.376999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22100000.00 22617512.98 DEUTSCHE MORTGAGE SEC 2036-04-15 0.444500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62234000.00 6879082.69 JPMCC 2007 2049-02-12 5.693800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4668404.46 JPMMT 2007-A1 7A3 2035-07-25 2.517399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18500000.00 9794214.10 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1031800.00 989967.40 MSC 2007-IQ13 AJ 2044-03-15 5.437999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10600000.00 10816797.76 WFMBS 2006-AR1 2A5 2036-03-25 5.456199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 3834615.05 First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 60000000.00 60000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 60000000.00 60000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150526_2M49 0001230485 Other Repurchase Agreement N 144A CCMFC 2006-2A A2 2047-04-25 0.353700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9630000.00 1609538.61 144A CCMFC 2006-3A A1 2047-08-25 0.303700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 72170000.00 18006449.88 144A CCMFC 2006-4A A1 2047-11-25 0.303700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2765281.80 144A WBCMT 2004-C15 H 2041-10-15 6.073500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 678010.43 ADJ RATE MTGE TR 2035-01-25 0.823699 Other 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2018-08-28 1.500000 Government Agency Debt 4711000.00 4714462.59 Fannie Mae 2023-01-15 0.00 Government Agency Debt 5045000.00 4231645.10 Fannie Mae 2027-06-25 3.029999 Government Agency Debt 9772000.00 9767895.76 Farm Federal Credit Bank 2032-11-15 3.180000 Government Agency Debt 9700000.00 9645324.33 Farm Federal Credit Bank 2035-11-02 3.910000 Government Agency Debt 5710000.00 6514328.05 Freddie Mac 2019-10-02 1.250000 Government Agency Debt 8938000.00 8900954.47 Freddie Mac 2020-03-19 2.000000 Government Agency Debt 7883000.00 7907884.00 Freddie Mac 2027-06-21 3.000000 Government Agency Debt 6667000.00 6671822.46 Freddie Mac 2029-04-11 4.000000 Government Agency Debt 8350000.00 8840219.22 Freddie Mac 2030-02-15 3.100000 Government Agency Debt 8000000.00 7968328.89 Freddie Mac 2032-12-06 3.180000 Government Agency Debt 6725000.00 6585646.79 Freddie Mac 2033-07-25 4.700000 Government Agency Debt 7750000.00 8199784.17 Freddie Mac 2035-08-08 3.299999 Government Agency Debt 7215000.00 6897600.12 GNMA 2028-03-23 0.00 Government Agency Debt 13000000.00 8753940.00 GNMA 2029-05-15 6.250000 Government Agency Debt 13105000.00 8614309.65 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 133000000.00 133000000.00 0.0034 N 133000000.00 133000000.00 DNB Bank ASA DNB Bank ASA 0.280000% 23290QRX3 Certificate of Deposit N First Tier Security N/A N/A 2015-07-13 2015-07-13 N N N 208000000.00 208000000.00 0.0053 N 208054080.00 208054080.00 DNB Bank ASA DNB Bank ASA 0.325000% 2332K1X13 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 375000000.00 374380468.80 0.0095 N 374377500.00 374377500.00 DNB Bank ASA DNB Bank ASA 0.070000% 939RWC006 0001498632 Other Instrument Security is a time deposit. 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States Treasury Department 2018-11-15 3.750000 Treasury Debt 2371488300.00 2625003714.11 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 2625000000.00 2625000000.00 0.0667 N 2625000000.00 2625000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.100000% 985YBN003_0.1000_M150406_2M49 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2018-04-30 2.625000 Treasury Debt 1732880600.00 1838498954.53 United States Treasury Department 2018-09-30 1.375000 Treasury Debt 674375900.00 680381891.77 United States Treasury Department 2019-05-15 3.125000 Treasury Debt 4729000.00 5133283.78 First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 2524000000.00 2524000000.00 0.0642 N 2523924280.00 2523924280.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRA3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-10 2015-04-10 N N N 200000000.00 199989000.00 0.0051 N 199996000.00 199996000.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 80000000.00 79993644.45 0.0020 N 79996800.00 79996800.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 165000000.00 164984875.01 0.0042 N 164993400.00 164993400.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JSU8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 23000000.00 22991988.33 0.0006 N 22995630.00 22995630.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JTQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 98000000.00 97942833.33 0.0025 N 97968640.00 97968640.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 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10143100.00 10287590.06 United States Treasury Department 2020-01-15 1.375000 Treasury Debt 6964500.00 8136476.09 United States Treasury Department 2021-07-15 0.625000 Treasury Debt 27589600.00 29922115.81 United States Treasury Department 2022-07-15 0.125000 Treasury Debt 2393000.00 2448534.26 United States Treasury Department 2027-01-15 2.375000 Treasury Debt 9123800.00 13063044.55 United States Treasury Department 2041-02-15 2.125000 Treasury Debt 20370000.00 29356328.71 United States Treasury Department 2042-02-15 0.750000 Treasury Debt 26740200.00 27988863.90 United States Treasury Department 2045-02-15 0.750000 Treasury Debt 803900.00 812654.18 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 135000000.00 135000000.00 0.0034 N 135000000.00 135000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.090000% 992JYE002_0.0900_M150401_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2033-10-25 0.603700 Government Agency Debt 4615000.00 144260.42 Fannie Mae 2036-08-25 0.473700 Government Agency Debt 29861900.00 4536054.32 GNMA 2043-08-15 3.500000 Government Agency Debt 3152399.00 3046043.75 GNMA 2044-04-20 4.500000 Government Agency Debt 66059280.00 58669972.78 GNMA 2045-02-20 3.500000 Government Agency Debt 53174572.00 56003669.61 First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 120000000.00 120000000.00 0.0031 N 120000000.00 120000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.090000% 992JYE002_0.0900_M150402_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2024-08-25 3.020999 Government Agency Debt 2000000.00 2074929.00 Fannie Mae 2026-12-01 8.000000 Government Agency Debt 3710107.00 162739.22 Fannie Mae 2028-05-01 2.500000 Government Agency Debt 109385.00 94656.45 Fannie Mae 2030-03-01 2.500000 Government Agency Debt 49705.00 51110.62 Fannie Mae 2030-04-01 2.500000 Government Agency Debt 3620300.00 3693040.27 Fannie Mae 2036-08-01 2.615000 Government Agency Debt 3345600.00 554108.97 Fannie Mae 2036-08-25 0.473700 Government Agency Debt 869500.00 132077.97 Fannie Mae 2041-04-01 3.318000 Government Agency Debt 1635000.00 477614.39 Fannie Mae 2041-09-01 2.721000 Government Agency Debt 6008300.00 6384020.03 Fannie Mae 2042-01-01 2.750000 Government Agency Debt 24741100.00 13561996.47 Fannie Mae 2042-06-01 2.472900 Government Agency Debt 6619600.00 6956939.78 Fannie Mae 2042-07-01 2.605000 Government Agency Debt 43314986.00 24055550.54 Fannie Mae 2045-04-01 3.500000 Government Agency Debt 9978837.00 10505756.18 Fannie Mae 2045-04-01 3.500000 Government Agency Debt 6576714.00 6923988.61 Freddie Mac 2024-10-25 3.170999 Government Agency Debt 100.00 105.66 Freddie Mac 2025-06-01 4.000000 Government Agency Debt 2908240.00 574829.87 Freddie Mac 2035-12-01 5.500000 Government Agency Debt 980559.00 157857.05 Freddie Mac 2036-03-01 5.500000 Government Agency Debt 769588.00 163251.05 Freddie Mac 2040-05-01 4.500000 Government Agency Debt 10348406.00 4933674.10 Freddie Mac 2045-02-01 3.500000 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N N 100000000.00 100000000.00 0.0025 N 100014000.00 100014000.00 ING Bank NV ING Bank NV 0.330000% 926FDG009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-07-30 2015-07-30 N N N 100000000.00 100000000.00 0.0025 N 100020000.00 100020000.00 ING Bank NV ING Bank NV 0.350000% 926FSL002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 183000000.00 183000000.00 0.0047 N 183051240.00 183051240.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.707100% 46623EJX8 Other Note N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 50000000.00 50010568.06 0.0013 N 50008750.00 50008750.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.140000% 46899T004_0.1400_M150401_2M49 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-03-01 3.500000 Government Agency Debt 84738.00 70748.01 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 5952307.00 5272675.86 Freddie Mac 2029-12-01 3.000000 Government Agency Debt 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38003040.00 38003040.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688L2U9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 70000000.00 70000000.00 0.0018 N 70000000.00 70000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688L3R5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 18000000.00 18000069.97 0.0005 N 18000000.00 18000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4T0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 120000000.00 120000000.00 0.0031 N 120001200.00 120001200.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.300000% 60688L5B8 Certificate of Deposit N First Tier Security N/A N/A 2015-07-29 2015-07-29 N N N 9000000.00 9000000.00 0.0002 N 9000900.00 9000900.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6D3 Certificate of Deposit N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 2000000.00 2000000.00 0.0001 N 2000000.00 2000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6J0 Certificate of Deposit N First Tier Security N/A N/A 2015-05-21 2015-05-21 N N N 70000000.00 70000000.00 0.0018 N 70000000.00 70000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6L5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 48000000.00 48000000.00 0.0012 N 48000000.00 48000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.270000% 60688L7D2 Certificate of Deposit N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 118000000.00 118000000.00 0.0030 N 118002360.00 118002360.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688L7K6 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 56000000.00 56000000.00 0.0014 N 56001120.00 56001120.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LY26 Certificate of Deposit N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 317000000.00 317000000.00 0.0081 N 317003170.00 317003170.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.250000% 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N 94999183.00 94999183.00 Nationwide Building Society Nationwide Building Society 0.250000% 6385E1R29 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 73000000.00 72999493.06 0.0019 N 72999270.00 72999270.00 Nationwide Building Society Nationwide Building Society 0.320000% 6385E1SN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 87000000.00 86960560.00 0.0022 N 86979120.00 86979120.00 Nationwide Building Society Nationwide Building Society 0.350000% 6385E1T19 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 20000000.00 19988138.89 0.0005 N 19993800.00 19993800.00 Nationwide Building Society Nationwide Building Society 0.340000% 6385E1TA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 39000000.00 38974216.67 0.0010 N 38985570.00 38985570.00 Nationwide Building Society Nationwide Building Society 0.400000% 6385E1TS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-26 2015-06-26 N N N 160000000.00 159847111.11 0.0041 N 159923200.00 159923200.00 Natixis SA Natixis SA 0.310000% 63873FKG2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 275000000.00 275000000.00 0.0070 N 275049500.00 275049500.00 Natixis SA Natixis SA 0.300000% 63873FKN7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 91000000.00 91000000.00 0.0023 N 91015470.00 91015470.00 Natixis SA Natixis SA 0.290000% 63873FLQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 21000000.00 21000000.00 0.0005 N 21005040.00 21005040.00 New York State HFA Housing RB (2180 Broadway) Series 2011B 0.080000% 64986UGU5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 5450000.00 5450000.00 0.0001 N 5450000.00 5450000.00 Old Line Funding, 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Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.230000% 69033PS68 Certificate of Deposit N First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 12000000.00 12000000.00 0.0003 N 12000480.00 12000480.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.225000% 69033RRL2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 125000000.00 124985156.25 0.0032 N 124993750.00 124993750.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BUN2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-05-07 N N N 114000000.00 114000000.00 0.0029 N 114001140.00 114001140.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VDD8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-11 2015-06-11 N N N 597000000.00 597000000.00 0.0152 N 597083580.00 597083580.00 Rabobank Nederland Rabobank Nederland 0.280000% 21685VDP1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N 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28000000.00 27978766.67 0.0007 N 27986840.00 27986840.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.400000% 76582KW23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N Y Guaranty BNP Paribas N/A N/A 79000000.00 78864822.23 0.0020 N 78896510.00 78896510.00 Royal Bank of Canada Royal Bank of Canada 0.343600% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-04-07 2016-04-06 N N N 75000000.00 75000000.00 0.0019 N 75077775.00 75077775.00 Royal Bank of Canada Royal Bank of Canada 0.375600% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-04-07 2016-04-01 N N N 243000000.00 243000000.00 0.0062 N 243002430.00 243002430.00 Royal Bank of Canada Royal Bank of Canada 0.345200% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-04-01 2016-03-31 N N N 125000000.00 125000000.00 0.0032 N 124997500.00 124997500.00 Royal Bank of Canada Royal Bank of Canada 0.285000% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-04-10 2015-12-10 N N N 120000000.00 120000000.00 0.0031 N 120003600.00 120003600.00 Royal Bank of Canada Royal Bank of Canada 0.285000% 78009NTF3 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2016-01-06 N N N 236000000.00 236000000.00 0.0060 N 235990560.00 235990560.00 Royal Bank of Canada Royal Bank of Canada 0.283800% 78009NTQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2016-02-25 N N N 75000000.00 75000000.00 0.0019 N 75009750.00 75009750.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 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 66997096.66 0.0017 N 66997990.00 66997990.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 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 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2015-04-14 N N N 18000000.00 18000000.00 0.0005 N 18000720.00 18000720.00 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 8000320.00 8000320.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RBQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 75000000.00 75000000.00 0.0019 N 75015000.00 75015000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCE6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 7000000.00 7000000.00 0.0002 N 7001400.00 7001400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCY2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 55000000.00 55000000.00 0.0014 N 54998350.00 54998350.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86563RGQ5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 46000000.00 46000000.00 0.0012 N 46005520.00 46005520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86563RHM3 Certificate of Deposit N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 125000000.00 124999997.94 0.0032 N 125000000.00 125000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RKA5 Certificate of Deposit N First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 180000000.00 180000000.00 0.0046 N 180009000.00 180009000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.340000% 86563RKL1 Certificate of Deposit N First Tier Security N/A N/A 2015-09-28 2015-09-28 N N N 2000000.00 2000000.00 0.0001 N 2000100.00 2000100.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KVD2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 47000000.00 47000000.00 0.0012 N 47002350.00 47002350.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KVM2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 26000000.00 26000000.00 0.0007 N 26001820.00 26001820.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KWA7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 135000000.00 135000000.00 0.0034 N 135013500.00 135013500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KWJ8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 79000000.00 79000000.00 0.0020 N 79007110.00 79007110.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KWM1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 168000000.00 168000000.00 0.0043 N 168015120.00 168015120.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KXH1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 82000000.00 82000000.00 0.0021 N 82001640.00 82001640.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.245000% 86563KXS7 Certificate of Deposit N First Tier Security N/A N/A 2015-07-13 2015-07-13 N N N 11000000.00 11000000.00 0.0003 N 10999890.00 10999890.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.060000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 785000000.00 785000000.00 0.0200 Security is a time deposit. N 785000000.00 785000000.00 Swedbank AB Swedbank AB 0.235000% 87019SRH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 65000000.00 64993211.11 0.0017 N 64996100.00 64996100.00 Swedbank AB Swedbank AB 0.260000% 87019TYC0 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 30000000.00 30000000.00 0.0008 N 30007200.00 30007200.00 Swedbank AB Swedbank AB 0.070000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 232000000.00 232000000.00 0.0059 Security is a time deposit. N 231999443.20 231999443.20 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-04-07 2015-04-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 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 10999058.89 0.0003 N 10999230.00 10999230.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.264500% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2015-04-14 2015-10-14 N N N 60000000.00 60000000.00 0.0015 N 60001200.00 60001200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.266500% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-10-19 N N N 115000000.00 115000000.00 0.0029 N 115002300.00 115002300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.244500% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-16 2015-06-16 N N N 26000000.00 26000000.00 0.0007 N 26000000.00 26000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.246500% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-06-17 N N N 230000000.00 230000000.00 0.0058 N 230041400.00 230041400.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.243300% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-07-21 N N N 160000000.00 160000000.00 0.0041 N 160000000.00 160000000.00 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 272059840.00 272059840.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.286000% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2016-03-21 N N N 193000000.00 193000000.00 0.0049 N 193007720.00 193007720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89113EJL1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 92000000.00 92000000.00 0.0023 N 92000000.00 92000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.080000% 89113EJR8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 300000000.00 300000000.00 0.0076 N 299997000.00 299997000.00 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 229953616.68 0.0058 N 229983900.00 229983900.00 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 201945796.65 0.0051 N 201981820.00 201981820.00 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 5000000.00 5000000.00 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 180003600.00 180003600.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.260000% 91127QVD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-13 2015-08-13 N N N 100000000.00 99903222.22 0.0025 N 99916000.00 99916000.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.260000% 91127QVE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-14 2015-08-14 N N N 81000000.00 80921024.99 0.0021 N 80931150.00 80931150.00 United States Treasury Department United States Treasury Department 0.119000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-04-01 2017-01-31 N N N 200000000.00 199998321.88 0.0051 N 200042800.00 200042800.00 United States Treasury Department United States Treasury Department 0.080000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-04-01 2016-01-31 N N N 264000000.00 263973856.83 0.0067 N 263986008.00 263986008.00 United States Treasury Department United States Treasury Department 0.105000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-04-01 2016-07-31 N N N 170000000.00 170000000.00 0.0043 N 169994220.00 169994220.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.245000% 9497P66T0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 27000000.00 27000000.00 0.0007 N 27000000.00 27000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.360600% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-06-15 2016-04-14 N N N 100000000.00 100000000.00 0.0025 N 99996400.00 99996400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.404600% 94985HD27 Other Note N First Tier Security N/A N/A 2015-06-22 2016-04-21 N N N 275000000.00 275000000.00 0.0070 N 275003025.00 275003025.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.241900% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-05-01 N N N 22000000.00 22000000.00 0.0006 N 22000000.00 22000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.256000% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-05-20 N N N 226000000.00 226000000.00 0.0057 N 226013560.00 226013560.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.265600% 94988E6Y9 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2015-08-27 N N N 74000000.00 74000000.00 0.0019 N 74000000.00 74000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.277000% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-11-18 N N N 135000000.00 135000000.00 0.0034 N 135002700.00 135002700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.273300% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-11-23 N N N 224000000.00 224000000.00 0.0057 N 224004480.00 224004480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.273800% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2015-11-25 N N N 173000000.00 173000000.00 0.0044 N 173003460.00 173003460.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.305000% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2016-02-08 N N N 54000000.00 54000000.00 0.0014 N 54007020.00 54007020.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.305000% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2016-02-09 N N N 82000000.00 82000000.00 0.0021 N 82009840.00 82009840.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.305600% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2016-02-26 N N N 150000000.00 150000000.00 0.0038 N 150018000.00 150018000.00 Westpac Banking Corp Westpac Banking Corp 0.556100% 91621CAT8 Other Note N First Tier Security N/A N/A 2015-04-28 2015-07-28 N N N 100000000.00 100000000.00 0.0025 N 100004600.00 100004600.00 Westpac Banking Corp Westpac Banking Corp 0.256500% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-13 2015-05-11 N N N 71000000.00 71000000.00 0.0018 N 71000000.00 71000000.00 Westpac Banking Corp Westpac Banking Corp 0.267500% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-04-20 2015-08-19 N N N 100000000.00 100000000.00 0.0025 N 100001000.00 100001000.00 Westpac Banking Corp Westpac Banking Corp 0.263800% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-27 2015-08-25 N N N 226000000.00 226000000.00 0.0057 N 226000000.00 226000000.00 Westpac Banking Corp Westpac Banking Corp 0.273300% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2015-04-23 2015-10-23 N N N 85000000.00 85000000.00 0.0022 N 85000850.00 85000850.00 Westpac Banking Corp Westpac Banking Corp 0.305000% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-08 2016-02-08 N N N 174000000.00 174000000.00 0.0044 N 174022620.00 174022620.00 Westpac Banking Corp Westpac Banking Corp 0.307900% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-13 2016-02-12 N N N 110000000.00 110000000.00 0.0028 N 110013200.00 110013200.00 Westpac Banking Corp Westpac Banking Corp 0.256000% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-13 2015-06-12 N N N 84000000.00 84000000.00 0.0021 N 84000000.00 84000000.00 Westpac Banking Corp Westpac Banking Corp 0.255600% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-07-27 N N N 110000000.00 110000000.00 0.0028 N 110002200.00 110002200.00 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 196804.51 196804.51 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 159966.09 159966.09 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 614919.62 614919.62 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 1131426.11 1131426.11 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 172216.17 172216.17 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 123027.00 123027.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 49200.89 49200.89