0001145549-15-003866.txt : 20150629 0001145549-15-003866.hdr.sgml : 20150629 20150507165113 ACCESSION NUMBER: 0001145549-15-003866 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150430 FILED AS OF DATE: 20150507 DATE AS OF CHANGE: 20150507 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: 15842566 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 2015-04-30 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 43 88 38248322655.98 12442378.79 2997237.52 38257767797.25 0.0025 1.0001 2015-04-30 1.0001 2015-04-30 C000012378 1.00 38257767797.25 1.00 -1081398179.81 6399079999.37 7480478179.18 0.0006 1.0001 2015-04-30 1.0001 2015-04-30 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.200000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-05-07 2015-05-07 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 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.271000% 05253MEA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-11 2015-11-10 N N N 187000000.00 187000000.00 0.0049 N 187003740.00 187003740.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.130000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 678000000.00 678000000.00 0.0177 Security is a time deposit. N 678000000.00 678000000.00 Bank of America, NA Bank of America, NA 0.382800% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-05-05 2016-04-04 N N N 100000000.00 100000000.00 0.0026 N 100004600.00 100004600.00 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 0.0020 N 75000000.00 75000000.00 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 69004830.00 69004830.00 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 66005940.00 66005940.00 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 0.0057 N 218021800.00 218021800.00 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 0.0024 N 92009200.00 92009200.00 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 39007800.00 39007800.00 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 0.0019 N 71016330.00 71016330.00 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 120032400.00 120032400.00 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 89039160.00 89039160.00 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 22010780.00 22010780.00 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 0.0018 N 68037400.00 68037400.00 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 1000360.00 1000360.00 Bank of America, NA Bank of America, NA 0.340000% 06053PFV4 Other Note N First Tier Security N/A N/A 2015-11-05 2015-11-05 N N N 119000000.00 119000000.00 0.0031 N 119021420.00 119021420.00 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 0.0035 N 135005400.00 135005400.00 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 0.0070 N 269078010.00 269078010.00 Bank of New York Mellon Bank of New York Mellon 0.060000% 05799E004 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 572000000.00 572000000.00 0.0150 Security is a time deposit. N 572000000.00 572000000.00 Bank of New York Mellon, Corp., The Bank of New York Mellon, Corp., The 0.080000% 06405XS63 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 382000000.00 381995755.52 0.0100 N 381996180.00 381996180.00 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 0.0019 N 72013680.00 72013680.00 Bank of Nova Scotia Bank of Nova Scotia 0.231300% 06417HB39 Certificate of Deposit N First Tier Security N/A N/A 2015-05-29 2015-07-29 N N N 292000000.00 292000000.00 0.0076 N 292011680.00 292011680.00 Bank of Nova Scotia Bank of Nova Scotia 0.279800% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-05-08 2015-12-08 N N N 100000000.00 100000000.00 0.0026 N 100003000.00 100003000.00 Bank of Nova Scotia Bank of Nova Scotia 0.280300% 06417HK21 Certificate of Deposit N First Tier Security N/A N/A 2015-05-21 2015-12-21 N N N 166000000.00 166000000.00 0.0043 N 166004980.00 166004980.00 Bank of Nova Scotia Bank of Nova Scotia 0.250200% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-06-09 N N N 171000000.00 171000000.00 0.0045 N 171000000.00 171000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.120000% 924HZZ001_0.1200_M150501_2M49 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2015-05-01 0.00 Government Agency Debt 3701000.00 3701000.00 Fannie Mae 2015-07-01 0.00 Government Agency Debt 2632000.00 2631736.80 United States Treasury Department 2015-08-15 4.250000 Treasury Debt 44438800.00 45373252.21 United States Treasury Department 2016-08-15 0.625000 Treasury Debt 8304700.00 8339966.94 United States Treasury Department 2020-05-31 1.375000 Treasury Debt 27054600.00 27103135.51 United States Treasury Department 2042-11-15 2.750000 Treasury Debt 24724200.00 25051437.08 First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 110000000.00 110000000.00 0.0029 N 110000000.00 110000000.00 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 0.0029 N 112014560.00 112014560.00 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 7001400.00 7001400.00 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 0.0014 N 52009880.00 52009880.00 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 0.0020 N 75014250.00 75014250.00 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 20003800.00 20003800.00 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 0.0028 N 107007490.00 107007490.00 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 0.0031 N 119009520.00 119009520.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538JSS6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 60000000.00 60000000.00 0.0016 N 60007200.00 60007200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538JSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 119000000.00 119000000.00 0.0031 N 119013090.00 119013090.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.500000% 06538JWR3 Certificate of Deposit N First Tier Security N/A N/A 2016-02-09 2016-02-09 N N N 117000000.00 117000000.00 0.0031 N 117000000.00 117000000.00 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 0.0068 N 262146720.00 262146720.00 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 0.0043 N 166132800.00 166132800.00 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 62048980.00 62048980.00 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 39010140.00 39010140.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M150504_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-05-15 0.250000 Treasury Debt 3923200.00 3926473.55 United States Treasury Department 2017-02-28 3.000000 Treasury Debt 20136300.00 21136285.29 United States Treasury Department 2037-05-15 5.000000 Treasury Debt 53534700.00 76937242.97 First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 100000000.00 100000000.00 0.0026 N 99999000.00 99999000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M150506_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-06-01 4.000000 Government Agency Debt 14714371.00 7150002.32 Fannie Mae 2029-11-01 3.000000 Government Agency Debt 5788108.00 5966447.96 Fannie Mae 2030-01-01 3.000000 Government Agency Debt 7152133.00 7396474.61 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 9977059.00 7270015.34 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 16592045.00 7434493.25 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 8243713.00 7251638.01 Fannie Mae 2044-11-01 4.500000 Government Agency Debt 6731080.00 7245509.93 Fannie Mae 2045-04-01 3.500000 Government Agency Debt 6883289.00 7239109.92 Fannie Mae 2045-05-01 4.000000 Government Agency Debt 6558380.00 7122067.66 Freddie Mac 2023-02-01 5.500000 Government Agency Debt 7244467.00 7126825.11 Freddie Mac 2026-04-01 4.000000 Government Agency Debt 15000000.00 7372400.98 Freddie Mac 2026-08-01 4.000000 Government Agency Debt 13000000.00 7234585.97 Freddie Mac 2033-06-01 3.000000 Government Agency Debt 4990215.00 4432941.57 Freddie Mac 2045-01-01 4.000000 Government Agency Debt 6821272.00 7438783.56 Freddie Mac 2045-04-01 4.000000 Government Agency Debt 6721443.00 7358704.50 First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 101000000.00 101000000.00 0.0026 N 101000000.00 101000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M150507_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2016-07-31 0.500000 Treasury Debt 239900.00 240607.29 United States Treasury Department 2018-01-31 0.875000 Treasury Debt 300000.00 300926.77 United States Treasury Department 2019-01-31 1.250000 Treasury Debt 81899500.00 82407129.84 United States Treasury Department 2020-11-15 2.625000 Treasury Debt 17840000.00 19054142.10 United States Treasury Department 2038-05-15 4.500000 Treasury Debt 12908100.00 17337325.53 First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 117000000.00 117000000.00 0.0031 N 117000000.00 117000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 992JYM004_0.080_M150507_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2028-10-01 3.500000 Government Agency Debt 8817860.00 8454137.54 Fannie Mae 2030-02-01 3.000000 Government Agency Debt 7937375.00 8258578.89 Fannie Mae 2032-06-01 3.000000 Government Agency Debt 6456739.00 4828421.08 Fannie Mae 2033-10-01 3.500000 Government Agency Debt 10361746.00 8477280.94 Fannie Mae 2045-01-01 4.000000 Government Agency Debt 7928475.00 8473739.15 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 17583716.00 8517519.16 Freddie Mac 2026-08-01 4.000000 Government Agency Debt 22130000.00 8517366.04 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 2.00 0.22 Freddie Mac 2040-10-15 0.505000 Government Agency Debt 206530426.00 202404940.58 GNMA 2044-10-20 7.224000 Government Agency Debt 1749841.00 1934102.75 First Tier Security N/A N/A 2015-05-07 2015-05-07 Y BARCLAYS CAPITAL INC N/A N/A N N 248000000.00 248000000.00 0.0065 N 248000000.00 248000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 992JYM004_0.0800_M150504_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2024-11-15 0.00 Government Agency Debt 29049000.00 22298302.89 Fannie Mae 2028-07-15 0.00 Government Agency Debt 4487000.00 2980355.14 Farm Federal Credit Bank 2016-09-14 0.198500 Government Agency Debt 355000.00 355159.12 Farm Federal Credit Bank 2016-12-28 0.211500 Government Agency Debt 9000000.00 9003885.75 Farm Federal Credit Bank 2017-01-17 0.230400 Government Agency Debt 245000.00 245221.28 Farm Federal Credit Bank 2017-01-24 0.161800 Government Agency Debt 71800000.00 71771061.61 Farm Federal Credit Bank 2017-02-27 0.236200 Government Agency Debt 355000.00 355314.62 Farm Federal Credit Bank 2017-08-29 0.221200 Government Agency Debt 256000.00 256098.85 Federal Home Loan Bank 2015-06-19 0.00 Government Agency Debt 7629000.00 7628465.97 Freddie Mac 2015-08-17 0.00 Government Agency Debt 5835000.00 5833774.65 Freddie Mac 2029-12-17 0.00 Government Agency Debt 6671000.00 4157433.91 GNMA 2027-10-08 6.030000 Government Agency Debt 5674000.00 3892137.04 Tenn Valley Authority 2036-04-01 5.880000 Government Agency Debt 3747000.00 5122998.32 First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 130000000.00 130000000.00 0.0034 N 129998700.00 129998700.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 992JYM004_0.0800_M150507_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2026-11-01 3.000000 Government Agency Debt 7754992.00 4939871.10 Fannie Mae 2027-02-01 3.000000 Government Agency Debt 8699536.00 4894087.57 Fannie Mae 2027-07-01 3.000000 Government Agency Debt 6196457.00 5066122.68 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 6750000.00 5004180.16 Fannie Mae 2028-08-01 3.500000 Government Agency Debt 5175230.00 4950726.03 Fannie Mae 2029-03-01 3.500000 Government Agency Debt 5069781.00 5013694.02 Fannie Mae 2030-02-01 3.000000 Government Agency Debt 5015044.00 5221624.98 Fannie Mae 2030-03-01 4.500000 Government Agency Debt 19101206.00 5084238.76 Fannie Mae 2032-01-01 4.000000 Government Agency Debt 7296830.00 4992955.68 Fannie Mae 2033-03-01 3.500000 Government Agency Debt 5564914.00 5066436.92 Fannie Mae 2034-08-01 3.500000 Government Agency Debt 4805330.00 4986719.36 Fannie Mae 2035-02-01 4.000000 Government Agency Debt 4635748.00 5042705.79 Fannie Mae 2035-03-01 3.500000 Government Agency Debt 4697724.00 4988817.58 Fannie Mae 2036-09-01 6.000000 Government Agency Debt 43233358.00 4916573.63 Fannie Mae 2037-04-01 5.500000 Government Agency Debt 24289328.00 5180253.21 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 8250012.00 5187022.96 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 2736419.00 2455388.21 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 5706458.00 5019196.44 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 5899162.00 4977631.71 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 5250000.00 5246023.18 Fannie Mae 2043-11-01 4.000000 Government Agency Debt 5000000.00 4956184.83 Fannie Mae 2044-07-01 4.500000 Government Agency Debt 5599150.00 5194199.21 Fannie Mae 2044-11-01 4.000000 Government Agency Debt 4557487.00 4911204.65 Fannie Mae 2045-02-01 3.500000 Government Agency Debt 4677424.00 4957677.74 Fannie Mae 2045-02-01 4.000000 Government Agency Debt 4550067.00 4883412.57 Fannie Mae 2045-03-01 4.000000 Government Agency Debt 4462219.00 4879679.26 Freddie Mac 2027-11-01 2.500000 Government Agency Debt 6318818.00 5008008.39 Freddie Mac 2030-03-01 5.000000 Government Agency Debt 11676881.00 3777878.81 Freddie Mac 2033-04-01 3.500000 Government Agency Debt 5951452.00 5196601.28 Freddie Mac 2044-09-01 4.000000 Government Agency Debt 4631463.00 4996497.43 Freddie Mac 2044-12-01 4.000000 Government Agency Debt 4554446.00 4922741.38 Freddie Mac 2045-01-01 4.000000 Government Agency Debt 4699366.00 5089076.83 Freddie Mac 2045-02-01 4.000000 Government Agency Debt 4843987.00 5232567.73 First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 156000000.00 156000000.00 0.0041 N 156000000.00 156000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 992JYM004_0.1000_M150507_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2022-03-01 2.500000 Government Agency Debt 10000000.00 4715058.29 Fannie Mae 2025-11-01 3.500000 Government Agency Debt 11058659.00 4400877.43 Fannie Mae 2028-10-01 2.500000 Government Agency Debt 5278505.00 4716729.01 Fannie Mae 2029-01-25 3.500000 Government Agency Debt 1145000.00 363022.49 Fannie Mae 2029-11-01 3.000000 Government Agency Debt 4669355.00 4667547.54 Fannie Mae 2031-07-01 4.500000 Government Agency Debt 8300000.00 4073878.34 Fannie Mae 2032-05-01 3.500000 Government Agency Debt 5460318.00 4536575.88 Fannie Mae 2032-09-25 7.500000 Government Agency Debt 1182794.00 1383304.95 Fannie Mae 2033-02-01 3.500000 Government Agency Debt 4804638.00 4576154.00 Fannie Mae 2033-11-01 3.500000 Government Agency Debt 5100000.00 4080494.90 Fannie Mae 2034-01-01 4.000000 Government Agency Debt 4401568.00 4039421.34 Fannie Mae 2034-02-01 4.000000 Government Agency Debt 4790198.00 4632395.73 Fannie Mae 2034-09-01 3.500000 Government Agency Debt 4317344.00 4102615.52 Fannie Mae 2037-01-01 4.000000 Government Agency Debt 5535265.00 4823702.04 Fannie Mae 2041-02-01 4.500000 Government Agency Debt 10645000.00 4709898.83 Fannie Mae 2041-10-25 0.373700 Government Agency Debt 200000.00 160372.46 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 7970502.00 4757230.26 Fannie Mae 2042-03-01 4.000000 Government Agency Debt 5087248.00 4031723.61 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 14185350.00 10205057.70 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 4665880.00 4084200.03 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 5399455.00 4851603.85 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 4399664.00 4113282.83 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 5200000.00 4454767.68 Fannie Mae 2044-01-01 4.000000 Government Agency Debt 4000000.00 4051267.00 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 3903743.00 4116830.69 Fannie Mae 2044-04-01 4.500000 Government Agency Debt 4260060.00 4049456.26 Fannie Mae 2044-08-01 3.500000 Government Agency Debt 4000000.00 4079364.71 Fannie Mae 2044-10-01 4.500000 Government Agency Debt 4198399.00 4247917.29 Fannie Mae 2044-12-01 4.500000 Government Agency Debt 3097524.00 3420748.93 Freddie Mac 2018-08-01 4.000000 Government Agency Debt 7464080.00 4769286.85 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 10000000.00 4038032.87 Freddie Mac 2027-08-01 2.500000 Government Agency Debt 6500000.00 4537125.40 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 8556751.00 951608.69 Freddie Mac 2030-03-01 5.000000 Government Agency Debt 3323118.00 1075144.73 Freddie Mac 2031-10-01 7.000000 Government Agency Debt 21087945.00 4168062.02 Freddie Mac 2036-04-01 6.000000 Government Agency Debt 157188770.00 4548342.56 Freddie Mac 2039-07-15 3.000000 Government Agency Debt 114847112.00 116555309.66 Freddie Mac 2044-05-01 4.500000 Government Agency Debt 4659118.00 4188077.84 Freddie Mac 2044-10-01 4.500000 Government Agency Debt 4268446.00 4648641.76 Freddie Mac 2044-10-01 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collateralized mortgage obligations 66990000.00 7469059.74 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 467656.41 CMLTI 2005-11 A2B 2035-12-25 2.510000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4854524.00 872896.75 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 8783895.20 CSMC 2008-1R 2037-03-25 0.303700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10638368.00 587207.59 CWALT 2034-11-25 1.231200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 459648.23 CWALT 2004-5CB M 2034-03-25 5.584100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 753148.16 CWALT 2004-J11 M 2034-11-25 5.649500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970500.00 937178.15 CWALT 2005-J1 1A5 2035-02-25 0.781200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3662000.00 297733.28 CWALT 2006-OA12 A1C 2046-09-20 0.460500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2674876.45 CWHL 2004-HYB2 B1 2034-07-20 2.486100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3263000.00 635233.03 CWHL 2006-HYB2 1A1 2036-04-20 2.704200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45986888.00 7431178.61 CWHL 2006-HYB5 1A1 2036-09-20 2.443700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8836000.00 1751106.54 CWHL 2006-HYB5 4A1 2036-09-20 4.593100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79086000.00 15216908.36 DBALT 2005-2 M 2035-04-25 5.607800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6855590.00 1141909.02 HVMLT 2005-9 B5 2035-06-20 1.180500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3780000.00 1912409.34 IMM 2035-05-25 0.871200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 227381.75 IMPAC CMB TRUST SERIES 200 2035-06-25 0.826200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 193392.35 IMSA 2036-11-25 0.381200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16575000.00 8475755.27 IMSA 2006-4 A2C 2037-01-25 0.441200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41300000.00 20000576.51 INDX 2006-AR11 4A1 2036-06-25 2.740200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10800000.00 2311518.99 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 412030.74 MANA 2007-A1 A2C 2037-01-25 0.411200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2177000.00 579080.97 MARM 2003-3 B1 2033-09-25 2.687000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7642000.00 2033715.59 MARM 2003-5 B2 2033-11-25 2.360600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6076000.00 288428.06 MARM 2004-7 B1 2034-08-25 2.305300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8547000.00 4837724.14 MERRILL LYNCH ALTER NOTE ASSET 2037-01-25 0.341200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4499000.00 853742.77 MLMI 2006-A3 5A2 2036-05-25 2.738900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 187859.08 MSM 2006-1AR 3A 2036-02-25 2.903900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23173290.00 3926017.50 NAA 2007-3 A1 2037-07-25 0.441200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 82670000.00 23873657.26 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 874891.52 SARM 2004-20 1A3 2035-01-25 2.442700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8275000.00 496644.13 SARM 2004-5 B1 2034-05-25 2.437400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3600000.00 2010751.68 SASC 2004-2AC B1 2034-02-25 2.397700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8920000.00 1739779.02 SASC 2004-3 B1 2034-03-25 5.559300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10008000.00 3246236.47 SASC 2006-S4 A 2037-01-25 0.521200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29586000.00 3590492.05 SEMT 2007-1 2A1 2047-02-20 2.434700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60800000.00 13849776.84 TBW 2006-3 4A1 2036-07-25 0.581200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 141986000.00 8555494.75 WAMU 2004-AR14 B1 2035-01-25 2.395800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 1990387.91 WAMU 2005-AR13 B1 2045-10-25 0.781200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 794468.97 WAMU 2007-HY5 3A1 2037-05-25 4.526700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 1099585.18 WELLS FARGO MTG BACKED SECS SE 2034-01-25 5.361100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 79137.01 WFMBS 2004-D B2 2034-05-25 2.603000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2684000.00 297243.17 WFMBS 2005-AR14 A6 2035-08-25 5.354500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 2244342.73 First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 190000000.00 190000000.00 0.0050 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 190000000.00 190000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150519_2M49 0001230485 Other Repurchase Agreement N 144A CSMC 2008-C1 B 2041-02-15 6.168900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7372000.00 7526639.08 AMSI 2035-11-25 0.651200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 7368314.62 BCAP 2008-IND1 A1 2047-10-25 1.381200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62000000.00 26220363.02 BSABS 2034-10-25 1.981200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14333000.00 1191803.46 CWALT 2005-14 2A2 2035-05-25 0.431200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1846312.60 CWALT 2005-16 A5 2035-06-25 0.461200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1124386.87 CWALT 2006-OA17 1A1A 2046-12-20 0.375500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85797619.00 32543328.23 CWHL 2005-7 IM1 2035-03-25 0.931200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5971000.00 1640290.03 DSLA 2045-08-19 0.480500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 2942759.56 FHLT 2005-E 2036-01-25 0.631200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 8754729.33 HVMLT 2037-07-19 0.410500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 10897561.38 HVMLT 2005-9 B5 2035-06-20 1.180500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2176000.00 1100900.19 IMM 2004-4 2M2 2034-09-25 2.431200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 976742.65 JPMMT 2005-A6 1A2 2035-09-25 2.546100 Other Instrument common stocks, ETFs, corporate bonds, ABS, 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bonds, ABS, or non-agency collateralized mortgage obligations 13550000.00 2500794.88 SAMI 2005-AR5 B2 2035-07-19 0.880500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9136000.00 2670623.11 TMST 2038-04-25 2.561400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130926000.00 31866778.73 TMST 2038-04-25 6.130900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 154052000.00 25102623.30 WAMU 2005-AR11 B1 2045-08-25 0.791200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 6984440.98 WAMU 2005-AR11 B2 2045-08-25 0.811200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 1156390.16 WAMU 2006-AR1 1A1B 2046-01-25 1.197500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12380050.00 1465845.15 First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 175000000.00 175000000.00 0.0046 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 175043750.00 175043750.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150522_2M49 0001230485 Other Repurchase Agreement N 144A GSMPS 1999-2 A 2027-09-19 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13035000.00 558617.48 144A JPMCC 2010-C2 G 2043-11-15 3.392000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13766000.00 10798717.29 144A RBSGC 2005-RP1 1B1 2034-12-25 5.468000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1242000.00 333076.10 BOAMS 2003-H B1 2033-09-25 2.654700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9411000.00 2043761.77 BSCMS 2007-PW17 AJ 2050-06-11 6.081100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2542000.00 2667733.52 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.239900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18770643.00 19160595.65 JPMCC 2007-CB18 AJ 2047-06-12 5.502000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 15094395.88 ML CFC COMM MTG TRUST 2049-12-12 5.239000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12250000.00 12488791.97 MSC 2007-HQ11 C 2044-02-12 5.558000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 200656.06 MSM 2004-10AR B1 2034-11-25 2.516100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 965426.72 PNCMT 2000-1 DB1 2030-03-25 0.079900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 500908.70 WACHOVIA CMBS 2005-C22 2044-12-15 5.528800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 370000.00 355996.13 WFMBS 2035-03-25 2.615700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25857000.00 3832980.80 First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 60000000.00 60000000.00 0.0016 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 ARMT 2005-10 5A1 2036-01-25 0.441200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44262615.00 5645002.94 ARMT 2005-5 3A3 2035-09-25 4.847900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 12446023.23 BALTA 2005-10 11A1 2036-01-25 0.681200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39000000.00 3967653.80 BALTA 2005-5 24A1 2035-07-25 4.857000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 7302424.01 BALTA 2005-8 11A1 2035-10-25 0.721200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27000000.00 4144361.35 BSABS 2004-AC4 M1 2034-08-25 1.081200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28569000.00 2784627.68 BSARM TRUST 2005-9 2035-10-25 2.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44380000.00 11372376.06 BSMF 2006-AR3 1A1 2036-10-25 0.361200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000000.00 15043483.97 CWALT 2005-31 2A1 2035-08-25 0.481200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27450000.00 4073367.95 CWALT INC 2035-05-25 0.681200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22292000.00 3020055.42 CWL 2005-IM3 A3 2036-03-25 0.431200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000000.00 8382991.61 IMM 2005-5 A4 2035-08-25 0.941200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24450000.00 2801464.19 IMSA 2007-2 1A1C 2037-05-25 0.561200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 8663519.02 INDA 2037-08-25 5.002200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000000.00 8306546.96 MARM 2007-1 I2A1 2047-01-25 0.341200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11743000.00 4049394.41 RFMSI 2007-SA1 2A1 2037-02-25 3.326300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27975000.00 5688385.06 RFMSI 2007-SA2 4A 2037-04-25 3.776600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27804800.00 6689331.61 RFMSI SERIES 2007-SA1 TRUST 2037-02-25 4.671400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46363200.00 11596831.26 SAMI 2006-AR8 A1BG 2036-10-25 0.301200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4050000.00 1367693.37 WAMU 2006-AR17 1A 2046-12-25 0.947500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25584000.00 8355782.06 First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 118000000.00 118000000.00 0.0031 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 118040120.00 118040120.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150602_2M49 0001230485 Other Repurchase Agreement N 144A CGCMT 2007-C6 AJFL 2049-12-10 5.899700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 8964302.48 COMM 2006-C8 MTGE TRUST 2046-12-10 5.377000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24770000.00 25424334.75 CSFB 2003-8 CB1 2033-04-25 5.605400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4810000.00 1602662.08 CWHL 2003-HYB3 M 2033-11-19 2.544600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7425000.00 1956184.82 DEUTSCHE MORTGAGE SEC 2036-04-15 0.451500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78404000.00 8490441.15 JPMCC 2007 2049-02-12 5.885000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 7486644.27 JPMCC 2007-LD12 C 2051-02-15 6.208300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 339530.62 JPMMT 2007-A1 7A1 2035-07-25 2.516600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000000.00 10292384.33 JPMMT 2007-A1 7A3 2035-07-25 2.516600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18500000.00 9648091.67 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 992180.67 MASTR 2004-1 B1 2034-02-25 5.455200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7334510.00 1828234.12 MSC 2007-IQ13 AJ 2044-03-15 5.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10600000.00 10837849.64 TMST 2005-1 B1 2045-04-25 2.142300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8913000.00 6565783.14 WBCMT 2006-C28 C 2048-10-15 5.691000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24611000.00 21502857.17 WFMBS 2006-AR1 2A5 2036-03-25 5.456000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 3668763.04 First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 104000000.00 104000000.00 0.0027 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 0.700000% 988WZK004_0.7000_M150527_2M49 0001230485 Other Repurchase Agreement N 144A CSMC 2014-WIN2 B2 2044-10-25 4.016500 Other Instrument common stocks, 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Banking Corp 0.310000% 60682ATB2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 117000000.00 117000000.00 0.0031 N 117016380.00 117016380.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATG1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 14000000.00 14000000.00 0.0004 N 14001960.00 14001960.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATP1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-13 2015-07-13 N N N 19000000.00 19000000.00 0.0005 N 19002660.00 19002660.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATT3 Certificate of Deposit N First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 34000000.00 34000000.00 0.0009 N 34004760.00 34004760.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATV8 Certificate of Deposit N First Tier Security N/A N/A 2015-07-20 2015-07-20 N N N 18000000.00 18000000.00 0.0005 N 18002340.00 18002340.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATY2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-27 2015-07-27 N N N 39000000.00 39000000.00 0.0010 N 39005070.00 39005070.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682AUJ3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 88000000.00 88000000.00 0.0023 N 88009680.00 88009680.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682AUM6 Certificate of Deposit N First Tier Security N/A N/A 2015-08-05 2015-08-05 N N N 14000000.00 14000000.00 0.0004 N 14001540.00 14001540.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682AUP9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-08-10 N N N 45000000.00 45000000.00 0.0012 N 45004500.00 45004500.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682AVA1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-08-24 N N N 38000000.00 38000000.00 0.0010 N 38004940.00 38004940.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.350000% 60682AVR4 Certificate of Deposit N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 67000000.00 67000000.00 0.0018 N 67002680.00 67002680.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.350000% 60682AWB8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 32000000.00 32000000.00 0.0008 N 31999680.00 31999680.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.360000% 60682AWL6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 35000000.00 35000000.00 0.0009 N 34997550.00 34997550.00 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 70007700.00 70007700.00 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 2000180.00 2000180.00 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 70004900.00 70004900.00 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 0.0013 N 48003840.00 48003840.00 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 0.0031 N 118014160.00 118014160.00 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 0.0015 N 56006160.00 56006160.00 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 0.0083 N 317009510.00 317009510.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.140000% 60686N005_0.1400_M150501_2M49 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2024-10-25 2.723000 Government Agency Debt 23723000.00 24056202.06 Fannie Mae 2028-04-25 1.500000 Government Agency Debt 3600000.00 2542179.26 Fannie Mae 2030-02-25 3.000000 Government Agency Debt 5397383.00 5606000.03 Fannie Mae 2037-11-25 8.231000 Government Agency Debt 10762712.00 2400099.57 Freddie Mac 2028-11-15 4.000000 Government Agency Debt 15948717.00 4160024.93 Freddie Mac 2037-08-15 2.372000 Government Agency Debt 38536733.00 16048314.57 GNMA 2034-11-20 7.278000 Government Agency Debt 4500000.00 4572200.58 GNMA 2036-09-20 6.729000 Government Agency Debt 5584907.00 4219238.04 GNMA 2037-11-20 7.092000 Government Agency Debt 8000000.00 7259469.20 United States Treasury Department 2015-11-15 0.375000 Treasury Debt 7742000.00 7764990.75 United States Treasury Department 2015-11-15 4.500000 Treasury Debt 3969200.00 4144755.17 United States Treasury Department 2015-11-30 1.375000 Treasury Debt 7576900.00 7674581.27 First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 88000000.00 88000000.00 0.0023 N 88000000.00 88000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 926HQC000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 210000000.00 210000000.00 0.0055 N 210060900.00 210060900.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 926HQE006 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 182000000.00 182000000.00 0.0048 N 182050960.00 182050960.00 National Bank of Canada National Bank of Canada 0.330000% 63307UGA3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 42000000.00 42000000.00 0.0011 N 42008820.00 42008820.00 National Bank of Canada National Bank of Canada 0.100000% 63499C000 0000926171 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 270000000.00 270000000.00 0.0071 Security is a time deposit. N 269998771.50 269998771.50 National Bank of Canada National Bank of Canada 0.100000% 63499C000_M150504 0000926171 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 71000000.00 71000000.00 0.0019 Security is a time deposit. N 70999801.20 70999801.20 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 86983760.00 0.0023 N 86993040.00 86993040.00 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 19993972.22 0.0005 N 19997400.00 19997400.00 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 38985266.67 0.0010 N 38992980.00 38992980.00 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 159900444.45 0.0042 N 159955200.00 159955200.00 Nationwide Building Society Nationwide Building Society 0.400000% 6385E1U66 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 74000000.00 73945733.33 0.0019 N 73974840.00 73974840.00 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 21003150.00 21003150.00 Natixis SA Natixis SA 0.290000% 63873FPS1 Certificate of Deposit N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 365000000.00 365000000.00 0.0095 N 365051100.00 365051100.00 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 2015-05-07 2015-05-07 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 NRW.BANK NRW.BANK 0.100000% 62939MS65 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 48000000.00 47999333.34 0.0013 N 47999040.00 47999040.00 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UT29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 46000000.00 45989777.78 0.0012 N 45994480.00 45994480.00 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UT45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N Y Asset Purchase Agreement Royal Bank of Canada N/A N/A 44000000.00 43989611.11 0.0011 N 43994280.00 43994280.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.100000% 69033P2Z2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 200000000.00 200000000.00 0.0052 N 200000000.00 200000000.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.220000% 69033PS43 Certificate of Deposit N First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 12000000.00 11999986.67 0.0003 N 12000120.00 12000120.00 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 12000360.00 12000360.00 Rabobank Nederland Rabobank Nederland 0.252600% 21684BUN2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 114000000.00 114000000.00 0.0030 N 114000000.00 114000000.00 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 0.0156 N 597077610.00 597077610.00 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 N 325000000.00 325000000.00 0.0085 N 325068250.00 325068250.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.300000% 76582KSB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N Y Repo Agreement BNP Paribas N/A N/A 3000000.00 2999750.00 0.0001 N 2999880.00 2999880.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KT27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Repo Agreement BNP Paribas N/A N/A 2000000.00 1999377.78 0.0001 N 1999700.00 1999700.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KTJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N Y Repo Agreement BNP Paribas N/A N/A 28000000.00 27986933.33 0.0007 N 27993000.00 27993000.00 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 Repo Agreement BNP Paribas N/A N/A 79000000.00 78891155.55 0.0021 N 78924950.00 78924950.00 Royal Bank of Canada Royal Bank of Canada 0.360800% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-07-07 2016-05-06 N N N 75000000.00 75000000.00 0.0020 N 75078600.00 75078600.00 Royal Bank of Canada Royal Bank of Canada 0.390800% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-07-06 2016-05-03 N N N 243000000.00 243000000.00 0.0064 N 243000000.00 243000000.00 Royal Bank of Canada Royal Bank of Canada 0.394200% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-07-01 2016-04-29 N N N 125000000.00 125000000.00 0.0033 N 125000000.00 125000000.00 Royal Bank of Canada Royal Bank of Canada 0.291000% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 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 0.287600% 78009NTF3 Certificate of Deposit N First Tier Security N/A N/A 2015-05-06 2016-01-06 N N N 236000000.00 236000000.00 0.0062 N 235992920.00 235992920.00 Royal Bank of Canada Royal Bank of Canada 0.291300% 78009NTQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2016-02-25 N N N 75000000.00 75000000.00 0.0020 N 75009000.00 75009000.00 Royal Bank of Canada Royal Bank of Canada 0.310000% 78009NTY2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-13 2016-04-13 N N N 414000000.00 414000000.00 0.0108 N 414020700.00 414020700.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.300000% 82124MS19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N Y Letter of Credit Barclays Bank Plc N/A N/A 200000000.00 200000000.00 0.0052 N 200000000.00 200000000.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.300000% 82124MS43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Letter of Credit Barclays Bank Plc N/A N/A 26000000.00 25999350.00 0.0007 N 25999740.00 25999740.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.400000% 82124MUP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-23 2015-07-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 102000000.00 101905933.32 0.0027 N 101951040.00 101951040.00 Sheffield Receivables Co, LLC Sheffield Receivables Co, LLC 0.350000% 82124MV31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 139000000.00 138872969.44 0.0036 N 138919380.00 138919380.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.120000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 544000000.00 544000000.00 0.0142 Security is a time deposit. N 544000000.00 544000000.00 Smithsonian Institution Taxable Bonds Series 2013B 0.100000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-05-07 2015-05-07 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 0.270000% 83369CT12 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 192000000.00 191955360.00 0.0050 N 191980800.00 191980800.00 Societe Generale Societe Generale 0.270000% 83369CT20 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 33000000.00 32992080.00 0.0009 N 32996370.00 32996370.00 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 185927150.01 0.0049 N 185959080.00 185959080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y2Q6 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 32000000.00 32000000.00 0.0008 N 32005760.00 32005760.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y3W2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 61000000.00 61000000.00 0.0016 N 61010980.00 61010980.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y6X7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 73000000.00 73000000.00 0.0019 N 73007300.00 73007300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y7D0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 100000000.00 100000000.00 0.0026 N 100009000.00 100009000.00 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 105003150.00 105003150.00 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 0.0022 N 84006720.00 84006720.00 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 0.0040 N 153019890.00 153019890.00 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 0.0020 N 75014250.00 75014250.00 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 7001120.00 7001120.00 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 55008250.00 55008250.00 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 46003220.00 46003220.00 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 0.0033 N 125010000.00 125010000.00 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 0.0047 N 180023400.00 180023400.00 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 2000240.00 2000240.00 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 26000000.00 26000000.00 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 0.0035 N 135004050.00 135004050.00 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 0.0021 N 79003950.00 79003950.00 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 0.0044 N 168008400.00 168008400.00 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 82008200.00 82008200.00 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 11000550.00 11000550.00 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 2015-05-01 2015-05-01 N N N 762000000.00 762000000.00 0.0199 Security is a time deposit. N 762000000.00 762000000.00 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 30003600.00 30003600.00 Swedbank AB Swedbank AB 0.120000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 385000000.00 385000000.00 0.0101 Security is a time deposit. N 385000673.75 385000673.75 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.240000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-05-07 2015-05-07 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 Toronto-Dominion Bank Toronto-Dominion Bank 0.268500% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2015-05-14 2015-10-14 N N N 60000000.00 60000000.00 0.0016 N 60001200.00 60001200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.270400% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2015-05-18 2015-10-19 N N N 115000000.00 115000000.00 0.0030 N 115001150.00 115001150.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.252500% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-18 2015-06-16 N N N 26000000.00 26000000.00 0.0007 N 26000000.00 26000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.250400% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-18 2015-06-17 N N N 230000000.00 230000000.00 0.0060 N 230023000.00 230023000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.250300% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2015-05-21 2015-07-21 N N N 160000000.00 160000000.00 0.0042 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 0.0071 N 272062560.00 272062560.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.290600% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-20 2016-03-21 N N N 193000000.00 193000000.00 0.0050 N 193007720.00 193007720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.100000% 89113EML7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 327000000.00 327000000.00 0.0085 N 327000000.00 327000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.100000% 89113END4 Certificate of Deposit N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 146000000.00 146000000.00 0.0038 N 146000000.00 146000000.00 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 229995783.32 0.0060 N 229997700.00 229997700.00 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 201984513.35 0.0053 N 201993940.00 201993940.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.130000% 90262DS55 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-05 2015-05-05 N Y UBS AG N/A N/A N 221000000.00 220996807.79 0.0058 N 220993370.00 220993370.00 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 99924888.90 0.0026 N 99945000.00 99945000.00 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 80938574.99 0.0021 N 80954640.00 80954640.00 United States Treasury Department United States Treasury Department 0.109000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-05-01 2017-01-31 N N N 200000000.00 199998396.85 0.0052 N 200067600.00 200067600.00 United States Treasury Department United States Treasury Department 0.070000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-05-01 2016-01-31 N N N 264000000.00 263976428.31 0.0069 N 263994984.00 263994984.00 United States Treasury Department United States Treasury Department 0.095000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-05-01 2016-07-31 N N N 170000000.00 170000000.00 0.0044 N 170013430.00 170013430.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.360600% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-06-15 2016-05-13 N N N 100000000.00 100000000.00 0.0026 N 99997400.00 99997400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.404600% 94985HD27 Other Note N First Tier Security N/A N/A 2015-06-22 2016-05-20 N N N 275000000.00 275000000.00 0.0072 N 275002750.00 275002750.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.246300% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 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 0.260600% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2015-05-20 2015-05-20 N N N 226000000.00 226000000.00 0.0059 N 226009040.00 226009040.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.271300% 94988E6Y9 Certificate of Deposit N First Tier Security N/A N/A 2015-05-27 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 0.280600% 94988EB23 Certificate of Deposit N First Tier Security N/A N/A 2015-05-18 2015-11-18 N N N 135000000.00 135000000.00 0.0035 N 135002700.00 135002700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.280300% 94988EB98 Certificate of Deposit N First Tier Security N/A N/A 2015-05-21 2015-11-23 N N N 224000000.00 224000000.00 0.0059 N 224004480.00 224004480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.281300% 94988EBC1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-11-25 N N N 173000000.00 173000000.00 0.0045 N 173001730.00 173001730.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.309800% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-08 2016-02-08 N N N 54000000.00 54000000.00 0.0014 N 54005940.00 54005940.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.310200% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2016-02-09 N N N 82000000.00 82000000.00 0.0021 N 82009020.00 82009020.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.311300% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-27 2016-02-26 N N N 150000000.00 150000000.00 0.0039 N 150016500.00 150016500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.325900% 94988EG85 Certificate of Deposit N First Tier Security N/A N/A 2015-07-13 2016-05-05 N N N 43000000.00 43000000.00 0.0011 N 43001720.00 43001720.00 Westpac Banking Corp Westpac Banking Corp 0.579000% 91621CAT8 Other Note N First Tier Security N/A N/A 2015-07-28 2015-07-28 N N N 100000000.00 100000000.00 0.0026 N 100004500.00 100004500.00 Westpac Banking Corp Westpac Banking Corp 0.260000% 96121TWT1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N N 71000000.00 71000000.00 0.0019 N 71000000.00 71000000.00 Westpac Banking Corp Westpac Banking Corp 0.270600% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-19 2015-08-19 N N N 100000000.00 100000000.00 0.0026 N 100001000.00 100001000.00 Westpac Banking Corp Westpac Banking Corp 0.271300% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-08-25 N N N 226000000.00 226000000.00 0.0059 N 226000000.00 226000000.00 Westpac Banking Corp Westpac Banking Corp 0.281500% 96121TXL7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-10-23 N N N 85000000.00 85000000.00 0.0022 N 85000850.00 85000850.00 Westpac Banking Corp Westpac Banking Corp 0.309800% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-05-08 2016-02-08 N N N 174000000.00 174000000.00 0.0045 N 174019140.00 174019140.00 Westpac Banking Corp Westpac Banking Corp 0.310000% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-05-12 2016-02-12 N N N 110000000.00 110000000.00 0.0029 N 110012100.00 110012100.00 Westpac Banking Corp Westpac Banking Corp 0.261500% 9612C4ME8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-12 2015-06-12 N N N 84000000.00 84000000.00 0.0022 N 83999160.00 83999160.00 Westpac Banking Corp Westpac Banking Corp 0.261300% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-27 2015-07-27 N N N 110000000.00 110000000.00 0.0029 N 110001100.00 110001100.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-05-31 2015-05-31 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 2015-05-31 2015-05-31 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 2015-05-31 2015-05-31 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 2015-05-31 2015-05-31 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 2015-05-31 2015-05-31 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 2015-05-31 2015-05-31 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 2015-05-31 2015-05-31 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