N-MFP LIVE N 2013-09-30 0000763852 s000003905 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY JPMorgan Funds Management, Inc. Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Prime 54 86 15454088340.41 8143896.31 36738769.92 15425493466.80 0.0025 1.0001 2013-09-30 1.0001 2013-09-30 c000010925 10000000.00 174251017.77 1.00 -2572231.79 2965782080.12 2968354311.91 0.0001 0.9995 2013-09-30 0.9995 2013-09-30 c000010920 1000.00 2964274.75 1.00 102206.61 197160.06 94953.45 0.0001 0.9999 2013-09-30 0.9999 2013-09-30 c000010927 1000000.00 647339670.50 1.00 46129832.30 750514027.94 704384195.64 0.0001 1.0001 2013-09-30 1.0001 2013-09-30 c000010921 1000.00 352296161.67 1.00 -3629675.48 20012865.91 23642541.39 0.0001 1.0001 2013-09-30 1.0001 2013-09-30 c000010922 50000000.00 3412293647.86 1.00 -134185249.17 1574918785.11 1709104034.28 0.0007 1.0001 2013-09-30 1.0001 2013-09-30 c000010923 1000.00 2451087419.73 1.00 -88320894.26 597663769.73 685984663.99 0.0001 1.0001 2013-09-30 1.0001 2013-09-30 c000010924 1000000.00 161346175.16 1.00 2684907.57 81075711.02 78390803.45 0.0001 1.0002 2013-09-30 1.0002 2013-09-30 c000010918 10000000.00 2842073932.86 1.00 303604928.86 2050373864.05 1746768935.19 0.0004 1.0001 2013-09-30 1.0001 2013-09-30 c000010926 5000000.00 179986421.06 1.00 89908290.78 126229740.11 36321449.33 0.0001 1.0001 2013-09-30 1.0001 2013-09-30 c000010919 10000000.00 136817800.84 1.00 7973772.57 1864001206.10 1856027433.53 0.0001 1.0000 2013-09-30 1.0000 2013-09-30 c000070649 1.00 5065036944.60 1.00 226311782.86 270550818.14 44239035.28 0.0005 1.0001 2013-09-30 1.0001 2013-09-30 ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.290 00084BZ23 Financial Company Commercial Paper First Tier Security 2013-12-02 2013-12-02 N N N 70000000.00 69965038.89 0.0045 N 69976200.00 69976200.00 ABN AMRO FUNDING USA LLC ABN AMRO FUNDING USA LLC 0.290 00084BZG2 Financial Company Commercial Paper First Tier Security 2013-12-16 2013-12-16 N N N 75000000.00 74954083.33 0.0049 N 74967750.00 74967750.00 ABN-AMRO BANK N.V. (AMSTERDAM) ABN-AMRO BANK N.V. (AMSTERDAM) 0.295 43064DP 0000897878 Certificate of Deposit First Tier Security 2013-12-09 2013-12-09 N N N 90000000.00 89949163.83 0.0058 N 89957700.00 89957700.00 ABN-AMRO BANK N.V. (AMSTERDAM) ABN-AMRO BANK N.V. (AMSTERDAM) 0.310 38796DN 0000897878 Certificate of Deposit First Tier Security 2013-10-21 2013-10-21 N N N 71000000.00 70987785.09 0.0046 N 70992900.00 70992900.00 ALBION CAPITAL LLC ALBION CAPITAL LLC 0.140 01329WX48 Asset Backed Commercial Paper First Tier Security 2013-10-04 2013-10-04 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH N/A N/A N 25000000.00 24999708.33 0.0016 N 24999750.00 24999750.00 ANTALIS US FUNDING CORP ANTALIS US FUNDING CORP 0.250 03663TZK7 Asset Backed Commercial Paper First Tier Security 2013-12-19 2013-12-19 N N Y Liquidity/Partial C/E SOCIETE GENERALE SA N/A N/A 75000000.00 74958854.17 0.0049 N 74967000.00 74967000.00 ANTALIS US FUNDING CORP ANTALIS US FUNDING CORP 0.250 03663TZ35 Asset Backed Commercial Paper First Tier Security 2013-12-03 2013-12-03 N N Y Liquidity/Partial C/E SOCIETE GENERALE SA N/A N/A 50000000.00 49978125.00 0.0032 N 49983500.00 49983500.00 ANTALIS US FUNDING CORP ANTALIS US FUNDING CORP 0.260 03663TYM4 Asset Backed Commercial Paper First Tier Security 2013-11-21 2013-11-21 N N Y Liquidity/Partial C/E SOCIETE GENERALE SA N/A N/A 18810000.00 18803071.65 0.0012 N 18805297.50 18805297.50 ANZ NEW ZEALAND (INT'L) LTD ANZ NEW ZEALAND (INT'L) LTD 0.209 00182HBT8 Financial Company Commercial Paper First Tier Security 2013-10-15 2013-11-18 N N N 20000000.00 20000000.00 0.0013 N 20001640.00 20001640.00 ASB FINANCE LIMITED ASB FINANCE LIMITED 0.240 0020P2Y42 Financial Company Commercial Paper First Tier Security 2013-11-04 2013-11-04 N N N 15000000.00 14996600.00 0.0010 N 14997450.00 14997450.00 ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.250 04821TYD1 Asset Backed Commercial Paper First Tier Security 2013-11-13 2013-11-13 N N Y Liquidity/Partial C/E CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK N/A N/A 45000000.00 44986562.50 0.0029 N 44991900.00 44991900.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.08 0AUS01BL4 859994 Other Instrument Time Deposit First Tier Security 2013-10-02 2013-10-02 N N N 100000000.00 100000000.00 0.0065 N 100000000.00 100000000.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.312 05252TBG4 Financial Company Commercial Paper First Tier Security 2013-11-26 2014-08-28 N N N 250000000.00 250000000.00 0.0162 N 250092500.00 250092500.00 BANK OF CHINA - LONDON BANK OF CHINA - LONDON 0.550 0A2748N 1127449 Certificate of Deposit First Tier Security 2013-11-21 2013-11-21 N N N 55000000.00 54957206.07 0.0036 N 54976900.00 54976900.00 BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 0.700 26441WN 1127449 Certificate of Deposit First Tier Security 2013-11-08 2013-11-08 N N N 50000000.00 49963120.79 0.0032 N 49984500.00 49984500.00 BANK OF CHINA-SINGAPORE BANK OF CHINA-SINGAPORE 0.670 26438WN 1127449 Certificate of Deposit First Tier Security 2013-11-08 2013-11-08 N N N 25000000.00 24982348.02 0.0016 N 24992250.00 24992250.00 BANK OF MONTREAL (LONDON) BANK OF MONTREAL (LONDON) 0.25 42505DN 927971 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 55000000.00 55000000.00 0.0036 N 55009900.00 55009900.00 BANK OF MONTREAL (LONDON) BANK OF MONTREAL (LONDON) 0.25 42386DN 927971 Certificate of Deposit First Tier Security 2014-02-03 2014-02-03 N N N 55000000.00 55000000.00 0.0036 N 55009350.00 55009350.00 BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 0.2 06366ALJ9 Certificate of Deposit First Tier Security 2013-10-15 2013-10-15 N N N 33500000.00 33500000.00 0.0022 N 33501675.00 33501675.00 BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 0.2 06366AMC3 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 51000000.00 51000000.00 0.0033 N 51003060.00 51003060.00 BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 0.18 06366AYN6 Certificate of Deposit First Tier Security 2014-01-07 2014-01-07 N N N 52000000.00 52000000.00 0.0034 N 51997400.00 51997400.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.250 06417FEG1 Certificate of Deposit First Tier Security 2013-10-21 2014-03-18 N N N 50000000.00 50000000.00 0.0032 N 50003500.00 50003500.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.239 06417FRL6 Certificate of Deposit First Tier Security 2013-10-27 2013-12-24 N N N 80000000.00 80000000.00 0.0052 N 80011920.00 80011920.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.22 06417F4Q0 Certificate of Deposit First Tier Security 2014-03-25 2014-03-25 N N N 25000000.00 25000000.00 0.0016 N 24998750.00 24998750.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.302 06417EL68 Certificate of Deposit First Tier Security 2013-10-01 2014-02-28 N N N 53000000.00 53000000.00 0.0034 N 53000000.00 53000000.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.302 06417E5W9 Certificate of Deposit First Tier Security 2013-10-10 2014-03-09 N N N 55000000.00 55000000.00 0.0036 N 55013200.00 55013200.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.254 06417FVZ0 Certificate of Deposit First Tier Security 2013-10-21 2014-05-21 N N N 75000000.00 75000000.00 0.0049 N 75012000.00 75012000.00 BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.252 06417FKP4 Certificate of Deposit First Tier Security 2013-10-04 2013-10-04 N N N 30000000.00 30000000.00 0.0019 N 30000300.00 30000300.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25 06538FVM3 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 112000000.00 112000000.00 0.0073 N 112000000.00 112000000.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25 06538GJM5 Certificate of Deposit First Tier Security 2014-04-03 2014-04-03 N N N 30000000.00 30000000.00 0.0019 N 29998500.00 29998500.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.25 06538F6Y5 Certificate of Deposit First Tier Security 2014-01-27 2014-01-27 N N N 20000000.00 20000000.00 0.0013 N 20002000.00 20002000.00 BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.270 0A3438N 0000852743 Certificate of Deposit First Tier Security 2013-11-25 2013-11-25 N N N 14000000.00 13994229.10 0.0009 N 13995800.00 13995800.00 BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.270 0A3076N 0000852743 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 13000000.00 12994933.53 0.0008 N 12996360.00 12996360.00 BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.270 42178DN 0000852743 Certificate of Deposit First Tier Security 2013-10-30 2013-10-30 N N N 40000000.00 39991306.05 0.0026 N 39994000.00 39994000.00 BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA BANK OF TOKYO-MITSUBISHI UFJ LTD AUSTRALIA 0.410 28617VN 0000852743 Certificate of Deposit First Tier Security 2013-10-22 2013-10-22 N N N 13000000.00 12996897.30 0.0008 N 12998570.00 12998570.00 BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.270 26440WN 0000852743 Certificate of Deposit First Tier Security 2014-02-10 2014-02-10 N N N 40000000.00 39960454.80 0.0026 N 39966000.00 39966000.00 BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.270 25833WP 0000852743 Certificate of Deposit First Tier Security 2014-02-04 2014-02-04 N N N 43000000.00 42959422.35 0.0028 N 42965170.00 42965170.00 BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.270 44477DN 0000852743 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 35000000.00 34963301.36 0.0023 N 34968500.00 34968500.00 BANQUE ET CAISSE D'EPARGNE DE L'ETAT BANQUE ET CAISSE D'EPARGNE DE L'ETAT 0.250 0667K0YM9 Financial Company Commercial Paper First Tier Security 2013-11-21 2013-11-21 N N N 10000000.00 9996458.33 0.0006 N 9997800.00 9997800.00 BANQUE ET CAISSE D'EPARGNE DE L'ETAT BANQUE ET CAISSE D'EPARGNE DE L'ETAT 0.260 0667K0XQ1 Financial Company Commercial Paper First Tier Security 2013-10-24 2013-10-24 N N N 65000000.00 64989202.78 0.0042 N 64994800.00 64994800.00 BANQUE FEDERATIVE DU CREDIT MUTUEL BANQUE FEDERATIVE DU CREDIT MUTUEL 0.25 44803DP 1399361 Certificate of Deposit First Tier Security 2013-11-18 2013-11-18 N N N 90000000.00 90000000.00 0.0058 N 90006300.00 90006300.00 BARCLAYS BANK PLC (COLLATERALIZED CP) BARCLAYS BANK PLC (COLLATERALIZED CP) 0.250 06741GSW6 Asset Backed Commercial Paper First Tier Security 2013-10-22 2013-10-22 N Y BARCLAYS BANK PLC N/A N/A N 23000000.00 22996645.83 0.0015 N 22998160.00 22998160.00 BARCLAYS BANK PLC (COLLATERALIZED CP) BARCLAYS BANK PLC (COLLATERALIZED CP) 0.300 06741GTD7 Asset Backed Commercial Paper First Tier Security 2013-11-20 2013-11-20 N Y BARCLAYS BANK PLC N/A N/A N 20000000.00 19991666.67 0.0013 N 19995600.00 19995600.00 BARCLAYS BANK PLC-GRAND CAYMAN BARCLAYS BANK PLC-GRAND CAYMAN 0.05 0BGC03CI5 312070 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 200000000.00 200000000.00 0.0130 N 200000000.00 200000000.00 BARCLAYS BANK PLC-NEW YORK BARCLAYS BANK PLC-NEW YORK 0.28 06741XSA7 Certificate of Deposit First Tier Security 2013-12-30 2013-12-30 N N N 40000000.00 40000000.00 0.0026 N 40009200.00 40009200.00 BARCLAYS BANK PLC-NEW YORK BARCLAYS BANK PLC-NEW YORK 0.26 06741XTE8 Certificate of Deposit First Tier Security 2014-02-24 2014-02-24 N N N 36000000.00 36000000.00 0.0023 N 36005760.00 36005760.00 BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 0.301 07644BAD4 Asset Backed Commercial Paper First Tier Security 2014-01-13 2014-01-13 N Y ROYAL BANK OF CANADA N/A N/A N 30000000.00 29974000.00 0.0019 N 29982600.00 29982600.00 BNP PARIBAS FINANCE INC. BNP PARIBAS FINANCE INC. 0.351 0556N1CD3 Financial Company Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 70000000.00 69889069.45 0.0045 N 69895000.00 69895000.00 BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.33 05572W2X3 Certificate of Deposit First Tier Security 2014-03-19 2014-03-19 N N N 100000000.00 100000000.00 0.0065 N 100005000.00 100005000.00 BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.34 05572W2T2 Certificate of Deposit First Tier Security 2014-03-13 2014-03-13 N N N 75000000.00 75000000.00 0.0049 N 75006750.00 75006750.00 BNP PARIBAS SA BNP PARIBAS SA 0.27 37194DN 0001456945 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 46000000.00 46000000.00 0.0030 N 45999540.00 45999540.00 BNP PARIBAS SA BNP PARIBAS SA 0.328 1A2049N 0001456945 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 60000000.00 59907360.90 0.0039 N 59908800.00 59908800.00 BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO) BNP PARIBAS SECURITIES CORP (NON-TRADITIONAL REPO) 0.28 0BPS01AP0 0001456945 Other Repurchase Agreement N UNITED MEXICAN STS MEDIUM TERM NTS BOOK ENTRY 2019-03-19 5.950000 Other Instrument SOVEREIGN DEBT 111056.00 128582.64 BRAZIL FEDERATIVE REP 2021-01-22 4.875000 Other Instrument SOVEREIGN DEBT 1009908.00 1092425.90 BRAZIL FEDERATIVE REP 2025-02-04 8.750000 Other Instrument SOVEREIGN DEBT 8506556.00 11727232.63 BRAZIL FEDERATIVE REP 2027-05-15 10.125000 Other Instrument SOVEREIGN DEBT 11888581.00 18551759.15 First Tier Security 2013-10-09 2013-10-09 N N N 30000000.00 30000000.00 0.0019 Y 30000000.00 30000000.00 CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS 0.250 1280C3AT4 Financial Company Commercial Paper First Tier Security 2014-01-27 2014-01-27 N N N 18000000.00 17985250.00 0.0012 N 17985240.00 17985240.00 CAISSE CENTRALE DESJARDINS CAISSE CENTRALE DESJARDINS 0.220 1280C2YJ2 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 15000000.00 14995600.00 0.0010 N 14996400.00 14996400.00 CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 0.310 12802VY42 Other Commercial Paper First Tier Security 2013-11-04 2013-11-04 N Y CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE N/A N/A N 250000000.00 249926805.55 0.0162 N 249975000.00 249975000.00 CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE 0.311 12802WAW4 Other Commercial Paper First Tier Security 2014-01-30 2014-01-30 N Y CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE N/A N/A N 90000000.00 89906225.00 0.0058 N 89907300.00 89907300.00 CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 0.250 12800BAV4 Financial Company Commercial Paper First Tier Security 2014-01-29 2014-01-29 N N N 15000000.00 14987500.00 0.0010 N 14988750.00 14988750.00 CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 0.210 12800AYN8 Financial Company Commercial Paper First Tier Security 2013-11-22 2013-11-22 N N N 32000000.00 31990293.33 0.0021 N 31991360.00 31991360.00 CAISSE DES DEPOTS ET CONSIGNATIONS CAISSE DES DEPOTS ET CONSIGNATIONS 0.250 12800BAT9 Financial Company Commercial Paper First Tier Security 2014-01-27 2014-01-27 N N N 42000000.00 41965583.34 0.0027 N 41969760.00 41969760.00 CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 0.230 13606YJ23 Certificate of Deposit First Tier Security 2013-10-05 2014-06-13 N N N 110000000.00 110000000.00 0.0071 N 110000000.00 110000000.00 CANCARA ASSET SECURITIZATION LLC CANCARA ASSET SECURITIZATION LLC 0.205 13738JXU9 Asset Backed Commercial Paper First Tier Security 2013-10-28 2013-10-28 N Y BANK OF SCOTLAND PLC N/A N/A LLOYDS BANK PLC N/A N/A N 100000000.00 99984625.00 0.0065 N 99988000.00 99988000.00 CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.52 16949ERC5 Certificate of Deposit First Tier Security 2013-12-23 2013-12-23 N N N 20000000.00 20000000.00 0.0013 N 20013000.00 20013000.00 CITIBANK NA-PUERTO RICO CITIBANK NA-PUERTO RICO 0.14 0CPR01DF9 711466 Other Instrument Time Deposit First Tier Security 2013-10-02 2013-10-02 N N N 180000000.00 180000000.00 0.0117 N 180000000.00 180000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.272 20272AEM4 Financial Company Commercial Paper First Tier Security 2013-11-23 2014-05-23 N N N 70000000.00 70000000.00 0.0045 N 70016800.00 70016800.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.275 20272AEF9 Financial Company Commercial Paper First Tier Security 2013-10-29 2014-04-24 N N N 78000000.00 78000000.00 0.0051 N 78019500.00 78019500.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.245 20272DX21 Financial Company Commercial Paper First Tier Security 2013-10-02 2013-10-02 N N N 31000000.00 30999789.03 0.0020 N 31000000.00 31000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.268 20272AES1 Financial Company Commercial Paper First Tier Security 2013-12-07 2014-06-02 N N N 50000000.00 50000000.00 0.0032 N 50009500.00 50009500.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.270 20272AEN2 Financial Company Commercial Paper First Tier Security 2013-12-04 2014-05-30 N N N 34000000.00 34000000.00 0.0022 N 34008534.00 34008534.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.249 20272AFA9 Financial Company Commercial Paper First Tier Security 2013-10-30 2014-09-25 N N N 20000000.00 20000000.00 0.0013 N 20000000.00 20000000.00 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.21 22532UZX5 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 30000000.00 30000000.00 0.0019 N 30000300.00 30000300.00 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.05 0BC001N30 1330437 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 425000000.00 425000000.00 0.0276 N 425000000.00 425000000.00 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.24 22532UH49 Certificate of Deposit First Tier Security 2013-12-05 2013-12-05 N N N 100000000.00 100000000.00 0.0065 N 100004000.00 100004000.00 CREDIT AGRICOLE NORTH AMERICA INC CREDIT AGRICOLE NORTH AMERICA INC 0.240 22532AZ50 Financial Company Commercial Paper First Tier Security 2013-12-05 2013-12-05 N N N 50000000.00 49978333.34 0.0032 N 49983000.00 49983000.00 CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 0.05 0CIE01OI8 0001274419 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 400000000.00 400000000.00 0.0259 N 400000000.00 400000000.00 CREDIT INDUSTRIEL ET COMMERCIAL CREDIT INDUSTRIEL ET COMMERCIAL 0.220 1A2525P 0001274419 Certificate of Deposit First Tier Security 2013-12-23 2013-12-23 N N N 50000000.00 49974653.08 0.0032 N 49974500.00 49974500.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.309 22550DF95 Certificate of Deposit First Tier Security 2013-10-01 2013-12-30 Y CREDIT SUISSE AG - NEW YORK BRANCH N/A N/A N N 36000000.00 36000000.00 0.0023 N 36002628.00 36002628.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.349 22550DC23 Certificate of Deposit First Tier Security 2013-10-01 2013-12-30 Y CREDIT SUISSE AG - NEW YORK BRANCH N/A N/A N N 85000000.00 85000000.00 0.0055 N 85004250.00 85004250.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.270 2254EBB75 Financial Company Commercial Paper First Tier Security 2014-02-07 2014-02-07 N N N 60000000.00 59941950.00 0.0039 N 59949000.00 59949000.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.229 22549TGY8 Certificate of Deposit First Tier Security 2013-10-25 2014-03-24 N N N 60000000.00 60000000.00 0.0039 N 59994600.00 59994600.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67 0CSN01BJ9 0001166296 Other Repurchase Agreement N WASHINGTON MUTUAL MORTGAGE PAS 2047-05-25 0.999160 Other Instrument CMO 2875000.00 1282099.57 VOLT XVIII LLC 2053-08-25 6.000000 Other Instrument ABS 70000.00 71388.33 VOLT XV LLC 2053-05-27 3.221620 Other Instrument CMO 90000.00 82203.02 THE NATIONAL COLLEGIATE STUDEN 2033-10-25 0.558850 Other Instrument ABS 210000.00 131355.87 STRUCTURED ADJUSTABLE RATE MOR 2036-02-25 5.536410 Other Instrument CMO 1000.00 293.67 SPRINGCASTLE SPV I / 2021-04-05 4.000000 Other Instrument ABS 15030000.00 12678498.67 MASTR ADJUSTABLE RATE MORTGAGE 2047-05-25 0.378850 Other Instrument CMO 6455000.00 1996139.09 JPMORGAN MORTGAGE ACQUISITION 2036-10-25 0.388850 Other Instrument ABS 5850000.00 3067297.49 IMPERIAL CMB TRUST SERIES 1998 2035-10-25 0.678850 Other Instrument CMO 45344000.00 6930842.66 FEDERAL HOME LN MTG CORP 2023-07-25 7.328850 Other Instrument CMO 7320000.00 7649709.46 CWALT INC. 2005-43 2036-01-25 4.571150 Other Instrument CMO 11080000.00 424431.24 CWABS ASSET-BACKED CERTIFICATE 2036-04-25 0.618850 Other Instrument ABS 3000000.00 2040449.92 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 5.869000 Other Instrument ABS 5000.00 4896.23 CD 2006-CD3 MORTGAGE TRUST 2048-10-17 0.140210 Other Instrument CMO 430000.00 5038.17 AMERIQUEST MORTGAGE SECURITIES 2036-04-25 0.558850 Other Instrument ABS 5820000.00 387214.03 First Tier Security 2013-11-15 2013-11-15 N N N 35000000.00 35000000.00 0.0023 Y 35000000.00 35000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67 0CSN01BM2 0001166296 Other Repurchase Agreement N VOLT XVIII LLC 2053-08-25 6.000000 Other Instrument ABS 30414000.00 31017210.79 VOLT XV LLC 2053-05-27 3.221620 Other Instrument CMO 615000.00 561720.65 THE NATIONAL COLLEGIATE STUDEN 2033-10-25 0.558850 Other Instrument ABS 3370000.00 2107948.94 STRUCTURED ASSET SECURITIES CO 2035-11-25 0.478850 Other Instrument ABS 2279000.00 272712.32 SEQUOIA MTG TR 2013-3 2043-03-25 2.500000 Other Instrument CMO 6765000.00 5778328.76 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 0.238850 Other Instrument ABS 60565000.00 2371173.42 INDYMAC INDX MORTGAGE LOAN TRU 2037-02-25 0.358850 Other Instrument CMO 42514000.00 10339531.04 DEUTSCHE ALT-A SECURITIES MTG 2047-08-25 0.368850 Other Instrument CMO 25000000.00 11093128.47 CWALT INC. 2005-43 2036-01-25 4.571150 Other Instrument CMO 75000.00 2872.96 CWALT INC. 2005-43 2036-01-25 0.448850 Other Instrument CMO 36375000.00 6295599.53 CSMC TR 2013-HYB1 2043-04-25 3.078056 Other Instrument CMO 4700000.00 4024044.10 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 5.869000 Other Instrument ABS 565000.00 553273.66 BEAR STEARNS ASSET BACKED SECU 2035-07-25 0.678850 Other Instrument CMO 38900000.00 9584862.57 First Tier Security 2013-11-29 2013-11-29 N N N 80000000.00 80000000.00 0.0052 Y 80000000.00 80000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67 0CSN01BK6 0001166296 Other Repurchase Agreement N WASHINGTON MUTUAL MSC MORTGAGE 2035-06-25 0.628850 Other Instrument CMO 10465000.00 2153174.41 VOLT XVIII LLC 2053-08-25 6.000000 Other Instrument ABS 41222000.00 42039569.38 VOLT XVII LLC 2018-06-25 0.000000 Other Instrument ABS 1835000.00 1826398.46 VOLT XVI LLC 2058-08-25 4.250000 Other Instrument CMO 265000.00 263450.24 VOLT XV LLC 2053-05-27 3.221620 Other Instrument CMO 7865000.00 7183630.78 THE NATIONAL COLLEGIATE STUDEN 2033-10-25 0.558850 Other Instrument ABS 2285000.00 1429276.95 SPRINGCASTLE SPV I / 2021-04-05 4.000000 Other Instrument ABS 25131000.00 21199158.35 SEQUOIA MTG TR 2013-3 2043-03-25 2.500000 Other Instrument CMO 4420000.00 3775345.62 SANTANDER DRIVE AUTO 2020-06-15 3.410000 Other Instrument ABS 1620000.00 1601465.98 MORGAN STANLEY ABS CAPITAL 200 2037-05-25 0.238850 Other Instrument ABS 5940000.00 232556.26 INDYMAC INC. 2036-06-25 0.458850 Other Instrument ABS 8000000.00 3186171.77 IMPERIAL CMB TRUST SERIES 1998 2035-03-25 0.548850 Other Instrument ABS 2900000.00 145418.83 HOME EQUITY MORTGAGE LOAN ASSE 2036-08-25 0.418850 Other Instrument ABS 15000000.00 6044539.06 GSR MORTGAGE LOAN TRUST 2006-1 2036-03-25 0.408850 Other Instrument ABS 10000.00 4238.15 GSAA HOME EQUITY TRUST 2007-5 2047-04-25 0.408850 Other Instrument ABS 180000.00 77564.64 GMACM HOME EQUITY LOAN TRUST 2 2036-12-25 0.358850 Other Instrument ABS 315000.00 98755.90 GMAC MORTGAGE SECURITIES II I 2034-06-25 0.388850 Other Instrument ABS 755000.00 229677.05 DEUTSCHE ALT-A SECURITIES MORT 2036-08-25 0.368850 Other Instrument CMO 10180000.00 2041486.19 CWHEQ HOME EQUITY LOAN TRUST 2034-03-25 5.658000 Other Instrument ABS 20000.00 8995.50 CWALT INC. 2004-2CB 2035-04-25 4.821150 Other Instrument CMO 3329000.00 91236.46 CWALT INC. 2005-43 2036-01-25 4.571150 Other Instrument CMO 39655000.00 1519027.15 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 0.338850 Other Instrument ABS 45000.00 30684.24 CWABS ASSET-BACKED CERTIFICATE 2037-07-25 0.278850 Other Instrument ABS 130000.00 82146.45 CWABS ASSET-BACKED CERTIFICATE 2037-09-25 0.348850 Other Instrument ABS 12655000.00 8300443.94 CSMC TR 2011-11 2058-06-25 5.500000 Other Instrument CMO 3150000.00 1949761.62 CSMC SERIES 2010-9R TRUST 2037-08-27 4.000000 Other Instrument CMO 130000.00 123491.20 CSMC SER 2012-4R 2047-07-28 5.892170 Other Instrument CMO 2900000.00 2050383.71 COUNTRYWIDE HOME LOAN TRUST 2035-08-25 1.328850 Other Instrument ABS 3916000.00 1109719.35 BCAP LLC 2012-RR11-I TR 2036-12-26 0.394530 Other Instrument CMO 1235000.00 534527.32 BANC OF AMERICA LARGE LOAN IN 2045-10-10 5.516970 Other Instrument ABS 765000.00 807396.51 ALTERNATIVE LOAN TRUST 2006-31 2036-11-25 0.928850 Other Instrument CMO 10880000.00 4487506.10 ADJUSTABLE RATE MORTGAGE TRUST 2035-09-25 5.130620 Other Instrument CMO 1050000.00 873284.59 First Tier Security 2013-11-22 2013-11-22 N N N 110000000.00 110000000.00 0.0071 Y 110000000.00 110000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.67 0CSN01BI1 0001166296 Other Repurchase Agreement N VOLT XVIII LLC 2053-08-25 6.000000 Other Instrument ABS 30000.00 30595.00 SPRINGCASTLE SPV I / 2021-04-05 4.000000 Other Instrument ABS 4835000.00 4078545.65 SAND TRUST 2001-1 2034-02-25 0.778850 Other Instrument ABS 90000.00 34658.26 MERRILL LYNCH MORTGAGE INVESTO 2035-12-25 2.590620 Other Instrument CMO 8815400.00 8048129.06 FORT SHERIDAN ABS CDO LTD 2041-11-05 0.538280 Other Instrument ABS 3595000.00 335645.99 CITIGROUP MORTGAGE LOAN TRUST 2036-11-25 6.000000 Other Instrument CMO 10000.00 2931.55 CFI HOLDING MATURITY DATE 11 2044-11-15 4.594000 Other Instrument CMO 6725000.00 32678.70 144A CMSI 2004-5 B4 2034-08-25 5.330700 Other Instrument CMO 410370.00 36829.60 First Tier Security 2013-10-18 2013-10-18 N N N 12000000.00 12000000.00 0.0008 Y 12000000.00 12000000.00 DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 0.260 23305DX42 Financial Company Commercial Paper First Tier Security 2013-10-04 2013-10-04 N N N 5000000.00 4999891.67 0.0003 N 5000000.00 5000000.00 DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 0.240 23305DYR0 Financial Company Commercial Paper First Tier Security 2013-11-25 2013-11-25 N N N 25000000.00 24990833.33 0.0016 N 24994250.00 24994250.00 DEUTSCHE BANK AG NY BRANCH DEUTSCHE BANK AG NY BRANCH 0.302 25153DBP7 Certificate of Deposit First Tier Security 2013-12-18 2013-12-30 Y DEUTSCHE BANK AG NY BRANCH N/A N/A N N 83000000.00 83000000.00 0.0054 N 82998340.00 82998340.00 DEUTSCHE BANK AG NY BRANCH DEUTSCHE BANK AG NY BRANCH 0.466 25153DBM4 Certificate of Deposit First Tier Security 2013-10-01 2013-12-30 Y DEUTSCHE BANK AG NY BRANCH N/A N/A N N 75000000.00 75000000.00 0.0049 N 75000750.00 75000750.00 DEUTSCHE BANK FINANCIAL LLC DEUTSCHE BANK FINANCIAL LLC 0.331 25153KBS5 Financial Company Commercial Paper First Tier Security 2014-02-26 2014-02-26 N N N 50000000.00 49932166.67 0.0032 N 49944500.00 49944500.00 DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.27 0DBN01CI6 800178 Other Repurchase Agreement N GE Commercial Mortgage Corporation 2048-06-10 4.949000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2000000.00 1935458.89 HomeBanc Mortgage Trust 2035-07-25 0.489000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 9500000.00 2620847.90 JP Morgan Chase Commercial Mortgage Securities Corp 2047-05-15 5.337000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 283458.00 288917.05 JP Morgan Mortgage Trust 2035-07-25 2.813000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 3540410.00 1051556.13 JP Morgan Chase Commercial Mortgage Securities Corp 2049-01-15 5.464000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 153202.00 154425.88 Morgan Stanley Mortgage Loan Trust 2036-11-25 5.830000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 3114818.00 1473045.71 Morgan Stanley Capital I 2049-04-15 5.690000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2933590.00 2994570.54 Morgan Stanley Capital I 2049-04-12 5.579000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 37008.00 25230.32 MortgageIT Trust 2047-06-25 0.329000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 5199440.00 1315824.31 NXP B V / NXP FDG LLC 2018-08-01 9.750000 Other Instrument CORPORATE BOND 83485.00 95146.12 Nomura Asset Securities Corporation 2030-03-15 1.600000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 202000000.00 269970.64 NORBORD INC 2015-06-15 6.250000 Other Instrument CORPORATE BOND 808350.00 863503.05 NORTHWEST AIRLS PASS THRU TRS 2021-04-01 7.150000 Other Instrument ASSET BACKED SECURITY 48435.00 20037.90 Opteum Asset-Backed Pass-Through Certificates 2036-04-25 0.369000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1229987.00 297437.64 POLYONE CORP 2020-09-15 7.375000 Other Instrument CORPORATE BOND 1015000.00 1119619.01 RALI 2034-11-25 7.416000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 40003600.00 2220840.43 RALI 2035-08-25 4.816000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 46340756.00 3077877.27 SAN FRANCISCO CALIF CITY & CNTY REDEV FING AUTH TAX ALLOCATION REV 2022-08-01 5.500000 Other Municipal Debt MUNICIPAL BOND 3275000.00 3366516.23 Structured Asset Securities Corporation 2035-02-25 6.471000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 13606245.00 416935.30 GMAC Commercial Mortgage Securities 2035-09-15 1.144000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2659376.00 2033.10 GE Commercial Mortgage Corporation 2049-12-10 0.412000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1594694.00 1349860.36 Extended Stay America Trust 2031-12-05 1.741000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1660741.00 2478.59 Deutsche ALT-A Securities Alternative Loan Trust 2035-05-25 5.002000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 110269700.00 2088540.12 CWALT Alternative Loan Trust 2036-10-25 0.459000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 154795.00 95228.45 Commercial Mortgage Loan Trust 2049-12-10 6.007000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 125504.00 133783.05 COMM 2022-06-15 0.732000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 210000.00 49914.19 COMM 2022-06-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2350300000.00 34404.35 CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC 2015-12-01 12.000000 Other Instrument CORPORATE BOND 155368.00 168910.91 Citigroup Mortgage Loan Trust 2046-11-25 0.579000 Other Instrument ASSET BACKED SECURITY 471413.00 138816.95 CWALT Alternative Loan Trust 2035-03-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 20454545.00 224389.50 CWALT Alternative Loan Trust 2035-02-25 0.579000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 9393473.00 1486851.65 CD Commercial Mortgage Trust Commercial Pass-Through Certifi 2049-12-11 5.366000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1687074.00 1708113.59 Bear Stearns Commercial Mortgage Securities 2039-03-11 5.443000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2022109.00 2169247.76 Banc of America Alternative Loan Trust 2035-02-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 5602085.00 382044.02 Countrywide Home Equity Loan Trust 2035-12-25 0.339000 Other Instrument ASSET BACKED SECURITY 102921.00 71173.39 AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK EN 2017-09-15 6.500000 Other Note MEDIUM TERM NOTE 396499.00 411450.32 First Tier Security 2013-10-01 2013-12-19 Y DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) N/A N/A N N 32500000.00 32500000.00 0.0021 Y 32500000.00 32500000.00 DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.27 0DBN01CG0 800178 Other Repurchase Agreement N Whitehorse 2025-02-20 6.766000 Other Instrument ASSET BACKED SECURITY 83006.00 83406.93 WASHINGTON STATE HSG FINANCE COMMISSION,WA 2022-01-01 0.000000 Other Municipal Debt MUNICIPAL BOND 6237580.00 6665863.16 UBS Commercial Mortgage Trust 2024-07-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 51699.00 50453.86 UBS-Citigroup Commercial Mortgage Trust 2045-01-10 5.875000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 6997444.00 6880065.34 SAN FRANCISCO CALIF CITY & CNTY REDEV FING AUTH TAX ALLOCATION REV 2022-08-01 5.500000 Other Municipal Debt MUNICIPAL BOND 265000.00 272405.13 PENNSYLVANIA ST HIGHER EDL FACS AUTH REV FOR ISSUES DATED PRIOR TO 10/05/2012 SEE 70917R 2033-07-01 4.000000 Other Municipal Debt MUNICIPAL BOND 677294.00 565865.59 PMI GROUP INC 2036-09-15 6.625000 Other Instrument CORPORATE BOND 193000.00 53075.00 PMI GROUP INC 2016-09-15 6.000000 Other Instrument CORPORATE BOND 227000.00 62425.00 PHH CORP 2021-08-15 6.375000 Other Instrument CORPORATE BOND 1140673.00 1106452.81 Opteum Asset-Backed Pass-Through Certificates 2036-04-25 0.369000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1695593.00 410031.31 NORBORD GP 2017-02-15 6.450000 Other Instrument CORPORATE BOND 79203.00 89073.67 NXP B V / NXP FDG LLC 2018-08-01 9.750000 Other Instrument CORPORATE BOND 235685.00 268605.28 MortgageIT Trust 2047-06-25 0.329000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1016313.00 257198.73 Merrill Lynch Mortgage Trust 2050-06-25 5.852000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 303926.00 301694.41 Merrill Lynch Mortgage Trust 2014-11-12 5.740000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 576021.00 234301.55 JP Morgan Mortgage Trust 2035-07-25 2.813000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1797498.00 533884.51 HomeBanc Mortgage Trust 2029-08-25 1.039000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1412551.00 127107.78 HARRAHS OPER INC 2017-06-01 11.250000 Other Instrument CORPORATE BOND 573192.00 605971.42 GCCFC Commercial Pass-Through Certificates 2019-11-05 0.982000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 7772352.00 6684315.88 GS Mortgage Securities Corp II 2044-03-10 5.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 8095012.00 6917291.19 GE Commercial Mortgage Corporation 2049-12-10 0.412000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 175881.00 148877.96 Extended Stay America Trust 2031-12-05 1.741000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 3259517.00 4864.69 DIRECTV HLDGS LLC / DIRECTV FING INC 2021-03-01 5.000000 Other Instrument CORPORATE BOND 1680135.00 1731946.63 Deutsche ALT-A Securities Alternative Loan Trust 2035-09-25 0.000000 Other Instrument ASSET BACKED SECURITY 14809457.00 22081.63 DELL INC 2014-04-01 2.100000 Other Instrument CORPORATE BOND 47126.00 47741.54 First Tier Security 2013-10-01 2013-12-04 Y DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) N/A N/A N N 32500000.00 32500000.00 0.0021 Y 32500000.00 32500000.00 DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.300 25215E2D8 Financial Company Commercial Paper First Tier Security 2013-11-12 2013-11-12 N N N 35000000.00 34987750.00 0.0023 N 34989150.00 34989150.00 DNB BANK ASA DNB BANK ASA 0.240 2332K0YJ5 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 15000000.00 14995200.00 0.0010 N 14997300.00 14997300.00 DNB BANK ASA DNB BANK ASA 0.240 21138WN 0001498632 Certificate of Deposit First Tier Security 2013-11-27 2013-11-27 N N N 65000000.00 64975330.17 0.0042 N 64984400.00 64984400.00 DNB BANK ASA DNB BANK ASA 0.209 23330LXU5 Certificate of Deposit First Tier Security 2013-10-28 2013-11-29 N N N 84000000.00 83999303.48 0.0054 N 84004536.00 84004536.00 DNB BANK ASA DNB BANK ASA 0.260 2332K1AT7 Financial Company Commercial Paper First Tier Security 2014-01-27 2014-01-27 N N N 66000000.00 65943753.34 0.0043 N 65956440.00 65956440.00 DNB BANK ASA DNB BANK ASA 0.235 23330LYR1 Certificate of Deposit First Tier Security 2013-12-16 2013-12-16 N N N 10000000.00 9999894.59 0.0006 N 10001000.00 10001000.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.35 38661DN 0001083675 Certificate of Deposit First Tier Security 2013-12-20 2013-12-20 N N N 17000000.00 17000188.54 0.0011 N 17006460.00 17006460.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.233 21439WN 0001083675 Certificate of Deposit First Tier Security 2013-10-02 2013-10-02 N N N 18000000.00 17999885.09 0.0012 N 17999820.00 17999820.00 ELECTRICITE DE FRANCE SA ELECTRICITE DE FRANCE SA 0.230 28504GXR2 Other Commercial Paper First Tier Security 2013-10-25 2013-10-25 N N N 20000000.00 19996933.33 0.0013 N 19998000.00 19998000.00 ELECTRICITE DE FRANCE SA ELECTRICITE DE FRANCE SA 0.220 28504GXX9 Other Commercial Paper First Tier Security 2013-10-31 2013-10-31 N N N 10000000.00 9998166.67 0.0006 N 9998610.00 9998610.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.110 30216BDU3 Other Note First Tier Security 2013-10-01 2014-02-04 N Y CANADA (GOVERNMENT OF) N/A N/A N 5000000.00 4999275.07 0.0003 N 5000335.00 5000335.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.19 313383QF1 Government Agency Debt First Tier Security 2014-07-25 2014-07-25 N N N 74000000.00 73992378.75 0.0048 N 74025382.00 74025382.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.125 313383XP1 Government Agency Debt First Tier Security 2014-09-03 2014-09-03 N N N 12000000.00 11993684.71 0.0008 N 11996016.00 11996016.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.17 313383ST9 Government Agency Debt First Tier Security 2014-07-23 2014-07-23 N N N 32200000.00 32196771.64 0.0021 N 32205924.80 32205924.80 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.19 313383QC8 Government Agency Debt First Tier Security 2014-07-22 2014-07-22 N N N 46800000.00 46793290.03 0.0030 N 46816286.40 46816286.40 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.19 313383QG9 Government Agency Debt First Tier Security 2014-07-24 2014-07-24 N N N 15000000.00 15000924.49 0.0010 N 15005175.00 15005175.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.185 313379CC1 Government Agency Debt First Tier Security 2013-10-01 2013-11-04 N N N 27200000.00 27199359.88 0.0018 N 27203318.40 27203318.40 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.162 3135G0PG2 Government Agency Debt First Tier Security 2013-10-11 2014-09-11 N N N 33200000.00 33193651.35 0.0022 N 33217197.60 33217197.60 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.142 3135G0DZ3 Government Agency Debt First Tier Security 2013-10-03 2013-10-03 N N N 25000000.00 24999944.47 0.0016 N 25000000.00 25000000.00 FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 0.01 0FRT03DA3 0001457970 Treasury Repurchase Agreement Y UNITED STATES TREAS NTS 2019-02-15 2.750000 Treasury Debt U.S. TREASURY NOTE 46859000.00 50000029.06 First Tier Security 2013-10-01 2013-10-01 N N N 50000000.00 50000000.00 0.0032 N 50000000.00 50000000.00 FORTIS BANK SA/NV FORTIS BANK SA/NV 0.04 0FBN01AF9 0001457970 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 100000000.00 100000000.00 0.0065 N 100000000.00 100000000.00 FORTIS FUNDING LLC FORTIS FUNDING LLC 0.090 3495P2X28 Financial Company Commercial Paper First Tier Security 2013-10-02 2013-10-02 N N N 100000000.00 99999750.00 0.0065 N 99999000.00 99999000.00 GENERAL ELECTRIC CAPITAL CORPORATION GENERAL ELECTRIC CAPITAL CORPORATION 0.240 36959HYJ0 Other Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 31000000.00 30990080.00 0.0020 N 30996590.00 30996590.00 GENERAL ELECTRIC CAPITAL CORPORATION GENERAL ELECTRIC CAPITAL CORPORATION 0.240 36959HYD3 Other Commercial Paper First Tier Security 2013-11-13 2013-11-13 N N N 20000000.00 19994266.67 0.0013 N 19998000.00 19998000.00 HSBC BANK PLC HSBC BANK PLC 0.35 0HSP01AH8 0001140465 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 28000000.00 28000000.00 0.0018 N 28002800.00 28002800.00 HSBC BANK PLC HSBC BANK PLC 0.39 29289VN 0001140465 Certificate of Deposit First Tier Security 2014-04-29 2014-04-29 N N N 23000000.00 23000000.00 0.0015 N 23020240.00 23020240.00 HSBC BANK PLC HSBC BANK PLC 0.39 0HSP01AR6 0001140465 Certificate of Deposit First Tier Security 2014-05-22 2014-05-22 N N N 32000000.00 32000000.00 0.0021 N 32026880.00 32026880.00 HSBC BANK PLC HSBC BANK PLC 0.325 0HSP01AI6 0001140465 Certificate of Deposit First Tier Security 2013-10-31 2013-10-31 N N N 29000000.00 29000120.53 0.0019 N 29004350.00 29004350.00 HSBC BANK PLC HSBC BANK PLC 0.32 0HSP01AK1 0001140465 Certificate of Deposit First Tier Security 2013-11-29 2013-11-29 N N N 30000000.00 30000000.00 0.0019 N 30008400.00 30008400.00 HSBC BANK PLC HSBC BANK PLC 0.304 40433FCB3 Financial Company Commercial Paper First Tier Security 2013-11-15 2014-05-15 N N N 33000000.00 33000000.00 0.0021 N 33013035.00 33013035.00 HSBC BANK PLC HSBC BANK PLC 0.3 31233DN 0001140465 Certificate of Deposit First Tier Security 2014-01-10 2014-01-10 N N N 24000000.00 24000000.00 0.0016 N 24008160.00 24008160.00 HSBC FRANCE HSBC FRANCE 0.230 42418DN 0001140465 Certificate of Deposit First Tier Security 2013-12-02 2013-12-02 N N N 95000000.00 94962398.81 0.0062 N 94960100.00 94960100.00 HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) HSBC SECURITIES (USA) INC (NON-TRADITIONAL REPO) 0.13 0HSN17S31 1140465 Other Repurchase Agreement N GENERAL MLS INC 2017-02-15 5.700000 Other Instrument CORP 4130000.00 4720197.64 CARDINAL HEALTH INC. 2023-03-15 3.200000 Other Instrument CORP 3170000.00 2966288.79 CARDINAL HEALTH INC. 2018-03-15 1.700000 Other Instrument CORP 5000000.00 4899722.34 BURLINGTON NORTHERN SANTA FE 2043-03-15 4.450000 Other Instrument CORP 5000000.00 4564325.21 BURLINGTON NORTHERN SANTA FE 2042-09-01 4.375000 Other Instrument CORP 3030000.00 2770621.47 AMERICAN INTERNATIONAL GROUP 2018-08-15 8.250000 Other Instrument CORP 5000000.00 6330883.50 First Tier Security 2013-10-01 2013-10-01 N N N 25000000.00 25000000.00 0.0016 N 25000000.00 25000000.00 INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED NEW YORK BRANCH 0.55 45580AKM1 Certificate of Deposit First Tier Security 2013-11-15 2013-11-15 N N N 31000000.00 31000000.00 0.0020 N 31013950.00 31013950.00 ING (US) FUNDING LLC ING (US) FUNDING LLC 0.235 4497W0ZJ0 Financial Company Commercial Paper First Tier Security 2013-12-18 2013-12-18 N N N 50000000.00 49974541.67 0.0032 N 49977500.00 49977500.00 ING (US) FUNDING LLC ING (US) FUNDING LLC 0.200 4497W0ZD3 Financial Company Commercial Paper First Tier Security 2013-12-13 2013-12-13 N N N 50000000.00 49979722.22 0.0032 N 49979000.00 49979000.00 ING (US) FUNDING LLC ING (US) FUNDING LLC 0.250 4497W0XB9 Financial Company Commercial Paper First Tier Security 2013-10-11 2013-10-11 N N N 50000000.00 49996527.78 0.0032 N 49998500.00 49998500.00 ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.13 0INB01BZ1 0001017255 Other Instrument Time Deposit First Tier Security 2013-10-02 2013-10-02 N N N 200000000.00 200000000.00 0.0130 N 200000000.00 200000000.00 ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.26 0INB01BR9 0001017255 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 N N N 55000000.00 55000000.00 0.0036 N 55003850.00 55003850.00 ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.26 0INB01BO6 0001017255 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 101000000.00 101000000.00 0.0065 N 101012120.00 101012120.00 ING BANK NV ING BANK NV 0.268 44977GGQ8 Other Note First Tier Security 2013-12-28 2014-01-01 Y ING BANK NV N/A N/A N N 83000000.00 83000000.00 0.0054 N 83000000.00 83000000.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.250 48802XMB9 Asset Backed Commercial Paper First Tier Security 2014-01-10 2014-01-10 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 30000000.00 29978958.33 0.0019 N 29983800.00 29983800.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.240 48802QDK4 Asset Backed Commercial Paper First Tier Security 2014-01-23 2014-01-23 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 20000000.00 19984800.00 0.0013 N 19987000.00 19987000.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.240 48802WTA6 Asset Backed Commercial Paper First Tier Security 2013-10-23 2013-10-23 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 50000000.00 49992666.67 0.0032 N 49996000.00 49996000.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.240 48802QDJ7 Asset Backed Commercial Paper First Tier Security 2014-01-22 2014-01-22 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 16000000.00 15987946.66 0.0010 N 15989600.00 15989600.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.250 48802TNL5 Asset Backed Commercial Paper First Tier Security 2014-01-21 2014-01-21 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 25000000.00 24980555.56 0.0016 N 24984000.00 24984000.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.231 48803ADJ1 Asset Backed Commercial Paper First Tier Security 2013-10-19 2014-03-19 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 20000000.00 20000000.00 0.0013 N 20000200.00 20000200.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.232 48803ACY9 Asset Backed Commercial Paper First Tier Security 2013-10-17 2013-11-18 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 30000000.00 30000000.00 0.0019 N 30001800.00 30001800.00 LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.22 39599DN Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 100000000.00 100000000.00 0.0065 N 100001000.00 100001000.00 LLOYDS BANK PLC LLOYDS BANK PLC 0.195 0A5806N 1167831 Certificate of Deposit First Tier Security 2013-11-29 2013-11-29 N N N 70000000.00 69977640.36 0.0045 N 69976900.00 69976900.00 LLOYDS BANK PLC LLOYDS BANK PLC 0.09 0LLO02IG1 1167831 Other Instrument Time Deposit First Tier Security 2013-10-03 2013-10-03 N N N 150000000.00 150000000.00 0.0097 N 150000000.00 150000000.00 LLOYDS BANK PLC LLOYDS BANK PLC 0.08 0LLO02IJ5 1167831 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 100000000.00 100000000.00 0.0065 N 100000000.00 100000000.00 LLOYDS BANK PLC NY BRANCH LLOYDS BANK PLC NY BRANCH 0.19 53944LTR2 Certificate of Deposit First Tier Security 2013-12-02 2013-12-02 N N N 60000000.00 60000000.00 0.0039 N 60001200.00 60001200.00 MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 0.280 55607KXJ0 Financial Company Commercial Paper First Tier Security 2013-10-18 2013-10-18 N N N 8800000.00 8798836.44 0.0006 N 8799384.00 8799384.00 MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 0.250 55607KYJ9 Financial Company Commercial Paper First Tier Security 2013-11-18 2013-11-18 N N N 16000000.00 15994666.67 0.0010 N 15996160.00 15996160.00 MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 0.260 55607KY83 Financial Company Commercial Paper First Tier Security 2013-11-08 2013-11-08 N N N 20000000.00 19994511.11 0.0013 N 19996400.00 19996400.00 MATCHPOINT MASTER TRUST MATCHPOINT MASTER TRUST 0.341 5766P1CH2 Asset Backed Commercial Paper First Tier Security 2014-03-17 2014-03-17 N Y BNP PARIBAS SA N/A N/A N 50000000.00 49921138.89 0.0032 N 49934000.00 49934000.00 MATCHPOINT MASTER TRUST MATCHPOINT MASTER TRUST 0.341 5766P1CJ8 Asset Backed Commercial Paper First Tier Security 2014-03-18 2014-03-18 N Y BNP PARIBAS SA N/A N/A N 50000000.00 49920666.66 0.0032 N 49933500.00 49933500.00 MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.51 0MLP01ST9 728612 Other Repurchase Agreement N 10% NT REDEEM 01/12 2020-12-01 10.000000 Other Instrument CORPORATE BOND 130000.00 136500.00 PETROLEOS DE VENEZU 2017-11-02 8.500000 Other Instrument CORPORATE BOND 5109700.00 4815608.38 4.875% NT REDEEM 13 2028-02-13 4.875000 Other Instrument CORPORATE BOND 300000.00 275659.38 INDEPENDENCIA INTERNAT 12.0 30DEC16 2016-12-30 0.000000 Other Instrument CORPORATE BOND 560280.00 25378.82 WPX ENERGY INC 2017-01-15 5.250000 Other Instrument CORPORATE BOND 1701142.00 1813311.05 VPI ESCROW CORP 2020-10-15 6.375000 Other Instrument CORPORATE BOND 3258285.00 3384543.54 TRW AUTOMOTIVE INC 2017-03-15 7.250000 Other Instrument CORPORATE BOND 3790000.00 4350998.96 SEADRILL LTD 2017-09-15 5.625000 Other Instrument CORPORATE BOND 150000.00 151500.00 SRERS 2046-05-09 0.432000 Other Instrument ASSET BACKED SECURITY 1603252.00 1108199.96 RESIDENTIAL CAP LLC 2015-05-15 9.625000 Other Instrument CORPORATE BOND 3825049.00 2260707.06 OVERSEAS SHIPHOLDING GROUP INC 2024-02-15 7.500000 Other Instrument CORPORATE BOND 170000.00 145350.00 OASIS PETE INC NEW 2023-01-15 6.875000 Other Instrument CORPORATE BOND 750000.00 811354.17 Oak Hill Credit Partners 2023-11-20 5.264000 Other Instrument ASSET BACKED SECURITY 501958.00 496661.84 NORTEL NETWORKS LTD FORMERLY NORTEL NETWORKS COR 2016-07-15 10.750000 Other Instrument CORPORATE BOND 1000000.00 1162500.00 Nationstar Home Equity Loan Trust 2039-10-25 7.500000 Other Instrument CORPORATE BOND 73192.00 35969.36 MASHANTUCKET WESTERN PE 6.5 01JUL36 2036-07-01 0.000000 Other Instrument CORPORATE BOND 7435798.00 1200365.00 MASHANTUCKET WESTERN PEQUOT TRIBE 2026-07-01 7.350000 Other Instrument CORPORATE BOND 10210691.00 7041079.79 MAJESTIC STAR CASINO LLC 2016-12-01 0.000000 Other Instrument CORPORATE BOND 1138981.00 1120551.66 MRU Student Loan Trust 2041-01-25 7.400000 Other Instrument ASSET BACKED SECURITY 1045060.00 721010.20 LEHMAN BROS INC 2026-08-01 7.500000 Other Instrument CORPORATE BOND 25030000.00 4880850.00 JBS USA LLC / JBS USA FIN INC 2021-06-01 7.250000 Other Instrument CORPORATE BOND 100000.00 103396.53 HOST HOTELS & RESORTS L P 2021-10-01 6.000000 Other Instrument CORPORATE BOND 497000.00 557143.63 GOLDMAN SACHS CAP III 2043-09-01 1.031000 Other Instrument CORPORATE BOND 184987.00 134670.54 Fannie Mae REMIC Trust 2043-12-25 0.680000 Government Agency Debt FEDERAL NAT MORT (REMIC) ADJUSTABLE RATE 208455240.00 586058.24 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2041-01-25 0.000000 Government Agency Debt GINNIE MAE ADJ RATE REMIC BACKED FREDDIE 21453683.00 2554153.95 Copper River CLO 2021-01-20 1.766000 Other Instrument ASSET BACKED SECURITY 2000000.00 1836028.56 CONSOL ENERGY INC 2020-04-01 8.250000 Other Instrument CORPORATE BOND 5950000.00 6655198.96 Chase Issuance Trust (previously Banc One Issuance Trust) 2019-04-15 0.642000 Other Instrument ASSET BACKED SECURITY 9933412.00 9788708.26 BUFFALO THUNDER DEV AUTH 2014-12-15 9.375000 Other Instrument CORPORATE BOND 40273928.00 14297244.44 BRAZOS RIVER AUTH TEX POLLUTN CTL REV 2032-07-01 6.300000 Other Municipal Debt MUNICIPAL BOND 440000.00 22253.00 BAMLL RE-REMIC TR 2013-FRR3 2023-06-26 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 98543.00 49711.10 Avis Budget Rental Car Funding (AESOP) 2019-03-20 3.040000 Other Instrument ASSET BACKED SECURITY 3551535.00 3577523.16 ARCELORMITTAL SA LUXEMBOURG 2015-02-25 4.250000 Other Instrument CORPORATE BOND 1718002.00 1769589.78 AMERICAN AXLE & MFG INC 2017-01-15 9.250000 Other Instrument CORPORATE BOND 8000000.00 8694246.65 First Tier Security 2013-10-01 2013-10-01 N N N 82500000.00 82500000.00 0.0053 N 82500000.00 82500000.00 MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.660 0MLP01S10 728612 Other Repurchase Agreement N MT WILSON CLO LTD 2018-07-15 0.000000 Other Instrument ASSET BACKED SECURITY 1763996.00 1513497.98 SPRINGCASTLE I SPV LLC / SPRINGCASTLE II SPV LLC 2021-04-05 0.000000 Other Instrument ASSET BACKED SECURITY 530355.00 420857.00 Option One Mortgage Loan 2035-11-25 0.539000 Other Instrument ASSET BACKED SECURITY 6758000.00 6155497.27 NATIONAL COLLEGIATE 2007 3 CL A 3L COMMUTATION TR 2038-03-30 0.000000 Other Instrument ASSET BACKED SECURITY 1494796.00 1512372.80 National Collegiate Trust 2033-10-25 0.474000 Other Instrument ASSET BACKED SECURITY 6179590.00 3651864.81 MRU Student Loan Trust 2041-01-25 7.400000 Other Instrument ASSET BACKED SECURITY 11397322.00 7863266.66 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2041-01-25 0.000000 Government Agency Debt GINNIE MAE ADJ RATE REMIC BACKED FREDDIE 567784.00 67597.15 BAYVIEW OPPORTUNITY MASTER FD IIIA TR 2013-4RPL 2018-07-28 0.000000 Other Instrument ASSET BACKED SECURITY 8181933.00 6532443.68 Bayview Commercial Asset Trust 2036-07-25 0.529000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 7803213.00 1525021.15 BARCLAYS BK PLC FOR NEW EQUITY ISSUES SEE 06739F 2049-01-01 6.278000 Other Instrument PREFERRED STOCK 17012.00 15712.96 BCAP LLC 2011 RR12 TR 2035-02-26 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2194563.00 2240992.57 First Tier Security 2013-10-01 2013-11-04 Y MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) N/A N/A N N 30000000.00 30000000.00 0.0019 Y 30000000.00 30000000.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.270 59157TXM0 Asset Backed Commercial Paper First Tier Security 2013-10-21 2013-10-21 N Y METROPOLITAN LIFE INSURANCE CO. N/A N/A N 100000000.00 99985000.00 0.0065 N 99993000.00 99993000.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.250 59157UAM2 Asset Backed Commercial Paper First Tier Security 2014-01-21 2014-01-21 N Y METROPOLITAN LIFE INSURANCE CO. N/A N/A N 25000000.00 24980555.56 0.0016 N 24984000.00 24984000.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.270 59157TXF5 Asset Backed Commercial Paper First Tier Security 2013-10-15 2013-10-15 N Y METROPOLITAN LIFE INSURANCE CO. N/A N/A N 30000000.00 29996850.00 0.0019 N 29998500.00 29998500.00 METROPOLITAN LIFE GLOBAL FUNDING I METROPOLITAN LIFE GLOBAL FUNDING I 0.506 59217GAK5 Other Note First Tier Security 2013-12-10 2014-03-11 N N N 47000000.00 47000000.00 0.0030 N 47001974.00 47001974.00 METROPOLITAN LIFE GLOBAL FUNDING I METROPOLITAN LIFE GLOBAL FUNDING I 0.469 59217FCA7 Other Note First Tier Security 2013-10-09 2014-03-07 N N N 35000000.00 35000000.00 0.0023 N 35021980.00 35021980.00 MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.260 28300VP 1462160 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 12000000.00 11998528.63 0.0008 N 11999040.00 11999040.00 MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.260 0A5265N 1462160 Certificate of Deposit First Tier Security 2014-02-28 2014-02-28 N N N 71000000.00 70923184.98 0.0046 N 70928290.00 70928290.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.26 60682AGW0 Certificate of Deposit First Tier Security 2014-04-02 2014-04-02 N N N 30000000.00 30000000.00 0.0019 N 29994000.00 29994000.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.26 60682AGQ3 Certificate of Deposit First Tier Security 2014-02-26 2014-02-26 N N N 30000000.00 30000000.00 0.0019 N 30002400.00 30002400.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27 60682AFG6 Certificate of Deposit First Tier Security 2013-11-20 2013-11-20 N N N 5000000.00 5000000.00 0.0003 N 5000650.00 5000650.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.28 60682AEJ1 Certificate of Deposit First Tier Security 2013-10-10 2013-10-10 N N N 40000000.00 40000000.00 0.0026 N 40001200.00 40001200.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27 60682AEE2 Certificate of Deposit First Tier Security 2013-10-01 2013-10-01 N N N 36000000.00 36000000.00 0.0023 N 36000000.00 36000000.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.25 06538GFN7 Certificate of Deposit First Tier Security 2014-03-10 2014-03-10 N N N 25000000.00 25000000.00 0.0016 N 25000000.00 25000000.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.27 60682AFL5 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 15000000.00 15000000.00 0.0010 N 15001950.00 15001950.00 MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 0.270 44652DN 0001512734 Certificate of Deposit First Tier Security 2013-11-15 2013-11-15 N N N 17000000.00 16994266.45 0.0011 N 16995920.00 16995920.00 MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 0.28 0A5790N 0001512734 Certificate of Deposit First Tier Security 2013-11-27 2013-11-27 N N N 10000000.00 10000079.10 0.0006 N 9996900.00 9996900.00 MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.21 60688LCB0 Certificate of Deposit First Tier Security 2013-11-01 2013-11-01 N N N 10000000.00 10000000.00 0.0006 N 10000200.00 10000200.00 MIZUHO BANK LIMITED-SYDNEY MIZUHO BANK LIMITED-SYDNEY 0.255 1A3782N 0001512734 Certificate of Deposit First Tier Security 2013-12-27 2013-12-27 N N N 25000000.00 24984603.81 0.0016 N 24986000.00 24986000.00 MIZUHO BANK LIMITED-SYDNEY MIZUHO BANK LIMITED-SYDNEY 0.270 25832WP 0001512734 Certificate of Deposit First Tier Security 2013-10-29 2013-10-29 N N N 50000000.00 49989507.23 0.0032 N 49993000.00 49993000.00 MIZUHO BANK LIMITED-SYDNEY MIZUHO BANK LIMITED-SYDNEY 0.265 1A1502N 0001512734 Certificate of Deposit First Tier Security 2013-12-19 2013-12-19 N N N 50000000.00 49970943.19 0.0032 N 49974500.00 49974500.00 MIZUHO BANK LIMITED-SYDNEY MIZUHO BANK LIMITED-SYDNEY 0.270 25473WN 0001512734 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 75000000.00 74986509.39 0.0049 N 74991000.00 74991000.00 MIZUHO FUNDING LLC MIZUHO FUNDING LLC 0.215 60688FY11 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 10000000.00 9998148.61 0.0006 N 9998400.00 9998400.00 MONT BLANC CAPITAL CORPORATION MONT BLANC CAPITAL CORPORATION 0.250 6117P4YL8 Asset Backed Commercial Paper First Tier Security 2013-11-20 2013-11-20 N N Y Liquidity/Partial C/E ING BANK NV N/A N/A 27879000.00 27869319.79 0.0018 N 27872030.25 27872030.25 MORGAN STANLEY & CO. LLC (REPO) MORGAN STANLEY & CO. LLC (REPO) 0.06 0MST10QV2 0000728672 Government Agency Repurchase Agreement Y FANNIE MAE 2026-11-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7585580.00 4185994.62 Fannie Mae 2042-01-01 3.132000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 10056744.00 6233697.02 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4050347.00 3558340.19 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4054386.00 3786748.12 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 9440737.00 7627914.60 Fannie Mae 2041-09-01 3.306000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 11829352.00 6995853.37 FANNIE MAE 2026-12-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 11892801.00 7514633.96 FANNIE MAE 2027-04-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 6555112.00 3661852.99 FEDERAL NATL MTG ASSN GTD MTG 2042-05-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5000000.00 4433710.04 FEDERAL NATL MTG ASSN GTD MTG 2027-01-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 8366256.00 7195025.90 FANNIE MAE 2027-05-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 10527930.00 8052881.09 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5595969.00 4587835.43 FEDERAL NATL MTG ASSN GTD MTG 2042-06-01 2.812000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 6350428.00 5719096.68 FANNIE MAE 2042-06-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3638431.00 3562624.03 FEDERAL NATL MTG ASSN GTD MTG 2037-06-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5364666.00 3774154.53 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5979815.00 4596016.18 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4012339.00 3937966.99 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3813650.00 3944702.28 FANNIE MAE 2042-09-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4485370.00 4118148.92 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4597045.00 4534701.49 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5000000.00 4608190.66 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4694961.00 4704846.45 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4246093.00 4257576.73 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5053505.00 4773269.27 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4517735.00 4442723.14 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4750021.00 4549058.81 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4350000.00 4323322.06 FANNIE MAE 2033-02-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 8225689.00 8075181.74 FANNIE MAE 2033-03-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4864233.00 4808869.84 FANNIE MAE 2033-03-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3678472.00 3620881.51 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4148631.00 4112018.96 FANNIE MAE 2033-04-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3628225.00 3581838.94 FANNIE MAE 2033-04-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3673800.00 3640604.64 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 8206956.00 8079031.20 FANNIE MAE 2043-04-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4412132.00 4615954.32 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4716372.00 4470164.63 FANNIE MAE 2033-07-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4792460.00 4794585.33 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7659970.00 8087687.38 Fannie Mae 2043-09-01 2.410000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 5856546.00 5901719.82 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4338177.00 4682337.60 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 6051891.00 6373156.98 FANNIE MAE 2036-04-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 33300000.00 4595063.93 FANNIE MAE 2034-05-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 19200002.00 4487331.02 FANNIE MAE 2034-10-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 13361923.00 5139978.36 Fannie Mae 2035-05-01 2.279000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 26373255.00 3359562.98 Fannie Mae 2035-06-01 2.470000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 25169858.00 3819962.21 Fannie Mae 2035-10-01 2.633000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 35025425.00 5410809.03 Fannie Mae 2036-02-01 2.543000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 20521928.00 3944627.21 FANNIE MAE 2036-04-01 6.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 23417020.00 3801259.56 Fannie Mae 2036-09-01 2.835000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 35539005.00 6544950.23 FANNIE MAE 2047-07-01 6.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 38891883.00 4242727.37 FANNIE MAE 2047-09-01 6.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 48429473.00 3576450.96 FANNIE MAE 2038-09-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 19000000.00 4409055.74 Fannie Mae 2036-10-01 2.752000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 25008859.00 3346316.76 FANNIE MAE 2036-08-01 6.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 22271169.00 3566526.69 Fannie Mae 2036-05-01 2.285000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 42208462.00 5253550.76 Fannie Mae 2036-08-01 2.357000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 42173590.00 6703979.36 FANNIE MAE 2037-08-01 7.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 15016151.00 3763612.95 FANNIE MAE 2038-11-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 15111117.00 4180348.97 FANNIE MAE 2040-02-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 13149085.00 8049212.33 Fannie Mae 2037-09-01 5.915000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 25249161.00 3448897.49 Fannie Mae 2038-05-01 5.025000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 28443442.00 6668991.49 Fannie Mae 2038-03-01 2.407000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 20017200.00 4250277.04 FANNIE MAE 2038-02-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 33000000.00 5669243.50 FANNIE MAE 2038-04-01 4.923000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 25580000.00 7582504.90 FANNIE MAE 2023-11-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 19892552.00 4293826.47 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 9308273.00 7400371.32 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7000000.00 4560721.93 FANNIE MAE 2042-04-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4120965.00 4096309.27 FEDERAL NATL MTG ASSN GTD MTG 2042-04-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4100000.00 3663165.34 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7400000.00 6976389.86 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3900000.00 3737070.02 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 8187885.00 8027232.80 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3900000.00 3790261.37 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4000000.00 3836916.03 FANNIE MAE 2039-10-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 10440101.00 7723454.46 FANNIE MAE 2040-02-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 13020557.00 7816358.76 FANNIE MAE 2020-11-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 11000000.00 4554784.42 FANNIE MAE 2031-11-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5500000.00 4127358.46 FANNIE MAE 2027-11-01 3.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4300000.00 4087352.45 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7208208.00 7330828.08 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 6579872.00 6504735.01 Fannie Mae 2040-02-01 3.992000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 12052325.00 3040960.22 FANNIE MAE 2026-09-01 5.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 13801327.00 4276169.02 Fannie Mae 2040-01-01 4.056000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 28576307.00 7017174.92 FANNIE MAE 2030-05-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 12653473.00 5157906.57 FANNIE MAE 2025-06-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 7760755.00 4334073.47 Fannie Mae 2040-10-01 3.056000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 23367929.00 8080262.97 FANNIE MAE 2038-11-01 7.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 14683046.00 3800745.71 FANNIE MAE 2027-07-01 6.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 17126042.00 7753189.18 FANNIE MAE 2039-06-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 5400000.00 3584103.81 Fannie Mae 2020-04-01 3.377000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 12457661.00 4873490.88 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 11795000.00 7721095.52 Fannie Mae 2041-05-01 3.560000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 15282617.00 8118828.84 Fannie Mae 2041-04-01 2.996000 Government Agency Debt FEDERAL NAT MORT ADJUSTABLE RATE MBS 21017218.00 7717421.15 FANNIE MAE 2041-04-01 5.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 12737000.00 4805576.93 FANNIE MAE 2026-04-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 3895067.00 1886936.29 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 6091043.00 4338168.67 FANNIE MAE 2026-07-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4767000.00 3703850.00 FEDERAL NATL MTG ASSN GTD MTG 2042-05-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 4000000.00 3876515.80 FANNIE MAE 2041-12-01 3.500000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 9290891.00 4046234.98 First Tier Security 2013-10-01 2013-10-01 N N N 500000000.00 500000000.00 0.0324 N 500000000.00 500000000.00 NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.249 63307UER8 Certificate of Deposit First Tier Security 2014-03-28 2014-03-28 N N N 36000000.00 36000000.00 0.0023 N 35986320.00 35986320.00 NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.301 63873EUM1 Certificate of Deposit First Tier Security 2013-12-04 2013-12-04 Y NATIXIS - NEW YORK BRANCH N/A N/A N N 105000000.00 105000000.00 0.0068 N 105015750.00 105015750.00 NATIXIS S.A. - GRAND CAYMAN NATIXIS S.A. - GRAND CAYMAN 0.05 0NGC01LX0 1274981 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 400000000.00 400000000.00 0.0259 N 400000000.00 400000000.00 NATIXIS U.S. FINANCE COMPANY LLC. NATIXIS U.S. FINANCE COMPANY LLC. 0.210 6323A0X45 Financial Company Commercial Paper First Tier Security 2013-10-04 2013-10-04 N N N 36000000.00 35999370.00 0.0023 N 35999640.00 35999640.00 NATIXIS U.S. FINANCE COMPANY LLC. NATIXIS U.S. FINANCE COMPANY LLC. 0.270 6323A0YF9 Financial Company Commercial Paper First Tier Security 2013-11-15 2013-11-15 N N N 94000000.00 93968275.00 0.0061 N 93977440.00 93977440.00 NEW YORK CITY HOUSING DEVELOPMENT CORP MF MTGE REV (20 EXCHANGE PL SER B) NEW YORK CITY HOUSING DEVELOPMENT CORP MF MTGE REV (20 EXCHANGE PL SER B) 0.130 64966TAD6 Variable Rate Demand Note First Tier Security 2013-10-07 2013-10-07 Y LANDESBANK HESSEN-THUERINGEN GIROZENTRALE N/A N/A Y LANDESBANK HESSEN-THUERINGEN GIROZENTRALE N/A N/A N 76615000.00 76615000.00 0.0050 N 76615000.00 76615000.00 NIEUW AMSTERDAM RECEIVABLES CORPORATION NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.210 65409SAQ1 Asset Backed Commercial Paper First Tier Security 2014-01-24 2014-01-24 N N Y Liquidity/Partial C/E RABOBANK NEDERLAND N/A N/A 50000000.00 49966458.33 0.0032 N 49965000.00 49965000.00 NORDEA BANK AB NORDEA BANK AB 0.235 65558FYN9 Financial Company Commercial Paper First Tier Security 2013-11-22 2013-11-22 N N N 19000000.00 18993550.56 0.0012 N 18996960.00 18996960.00 NORDEA BANK FINLAND PLC NORDEA BANK FINLAND PLC 0.29 65558EHT8 Certificate of Deposit First Tier Security 2013-11-25 2013-11-25 N N N 32100000.00 32099755.32 0.0021 N 32108988.00 32108988.00 NORDEA BANK FINLAND PLC NORDEA BANK FINLAND PLC 0.25 65558ENS3 Certificate of Deposit First Tier Security 2014-01-30 2014-01-30 N N N 30000000.00 30000000.00 0.0019 N 30009000.00 30009000.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602NS88 Certificate of Deposit First Tier Security 2013-10-10 2013-10-10 N N N 34700000.00 34700000.00 0.0022 N 34700347.00 34700347.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602NS47 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 16900000.00 16900000.00 0.0011 N 16900338.00 16900338.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602NT95 Certificate of Deposit First Tier Security 2013-10-16 2013-10-16 N N N 25400000.00 25400000.00 0.0016 N 25400508.00 25400508.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602NW34 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 10000000.00 10000000.00 0.0006 N 10000300.00 10000300.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602N4A9 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 49000000.00 49000000.00 0.0032 N 49002940.00 49002940.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602N3A0 Certificate of Deposit First Tier Security 2013-11-12 2013-11-12 N N N 50000000.00 50000000.00 0.0032 N 50002500.00 50002500.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602N2K9 Certificate of Deposit First Tier Security 2013-11-07 2013-11-07 N N N 35000000.00 35000000.00 0.0023 N 35001400.00 35001400.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602NX58 Certificate of Deposit First Tier Security 2013-10-28 2013-10-28 N N N 40000000.00 40000000.00 0.0026 N 40001600.00 40001600.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.23 65602NX25 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 17000000.00 17000000.00 0.0011 N 17000510.00 17000510.00 NORTHERN PINES FUNDING LLC NORTHERN PINES FUNDING LLC 0.300 66560LC53 Asset Backed Commercial Paper First Tier Security 2014-03-05 2014-03-05 N Y DEUTSCHE BANK AG N/A N/A N 30000000.00 29961250.00 0.0019 N 29958600.00 29958600.00 OVERSEA-CHINESE BANKING CORPORATION LTD-HONG KONG OVERSEA-CHINESE BANKING CORPORATION LTD-HONG KONG 0.270 0A6666N 1448817 Certificate of Deposit First Tier Security 2014-03-04 2014-03-04 N N N 100000000.00 99884656.55 0.0065 N 99901000.00 99901000.00 OVERSEA-CHINESE BANKING CORPORATION-LONDON OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.270 27701VN 1448817 Certificate of Deposit First Tier Security 2013-10-09 2013-10-09 N N N 10000000.00 9999400.82 0.0006 N 9999600.00 9999600.00 RABOBANK NEDERLAND RABOBANK NEDERLAND 0.263 20633VN 0001098062 Certificate of Deposit First Tier Security 2013-10-18 2013-10-18 N N N 54000000.00 54000000.00 0.0035 N 54004320.00 54004320.00 RABOBANK NEDERLAND RABOBANK NEDERLAND 0.360 20871WN 0001098062 Certificate of Deposit First Tier Security 2014-05-20 2014-05-20 N N N 29000000.00 28933251.68 0.0019 N 28949540.00 28949540.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.288 21684BHA5 Certificate of Deposit First Tier Security 2013-10-17 2013-10-17 N N N 60300000.00 60300000.00 0.0039 N 60304221.00 60304221.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.31 21685VAD1 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 24900000.00 24900000.00 0.0016 N 24907968.00 24907968.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.32 21684BGB4 Certificate of Deposit First Tier Security 2014-04-10 2014-04-10 N N N 50000000.00 50000000.00 0.0032 N 50018500.00 50018500.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.312 21684BBZ6 Certificate of Deposit First Tier Security 2013-11-24 2014-05-27 N N N 32000000.00 32000000.00 0.0021 N 32009312.00 32009312.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.299 21684BEM2 Certificate of Deposit First Tier Security 2013-12-03 2014-06-03 N N N 30000000.00 30000000.00 0.0019 N 30005580.00 30005580.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.262 21684BDQ4 Certificate of Deposit First Tier Security 2013-10-17 2014-01-15 N N N 65000000.00 65000000.00 0.0042 N 65011700.00 65011700.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.300 21684BCG7 Certificate of Deposit First Tier Security 2013-11-30 2014-05-30 N N N 13000000.00 13000000.00 0.0008 N 13003016.00 13003016.00 RABOBANK USA FINANCIAL CORP RABOBANK USA FINANCIAL CORP 0.311 74977KY11 Financial Company Commercial Paper First Tier Security 2013-11-01 2013-11-01 N N N 42000000.00 41988788.33 0.0027 N 41995380.00 41995380.00 RABOBANK USA FINANCIAL CORP RABOBANK USA FINANCIAL CORP 0.301 74977LDN4 Financial Company Commercial Paper First Tier Security 2014-04-22 2014-04-22 N N N 17000000.00 16971241.67 0.0011 N 16975520.00 16975520.00 RBC CAPITAL MARKETS LLC (NON-TRADITIONAL REPO) RBC CAPITAL MARKETS LLC (NON-TRADITIONAL REPO) 0.13 0RCM01AM9 50916 Other Repurchase Agreement N BANK AMER CORP 2023-07-24 4.100000 Other Note MEDIUM TERM NOTE 3421000.00 3417983.82 BANK MONTREAL QUE 2016-01-25 2.625000 Other Instrument CORPORATE BOND 115808.00 121394.53 CATHOLIC HEALTH INITIATIVES 2042-11-01 4.350000 Other Instrument CORPORATE BOND 496213.00 458517.77 COCA COLA CO 2015-03-05 0.239000 Other Instrument CORPORATE BOND 46406.00 46382.33 COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR 2018-09-20 2.500000 Other Note MEDIUM TERM NOTE 316980.00 320621.92 COOPERATIEVE CENTRA 2015-10-13 2.125000 Other Note MEDIUM TERM NOTE 655577.00 678166.64 FREEPORT-MCMORAN COPPER & GOLD INC FORMERLY FREE 2022-03-01 3.550000 Other Instrument CORPORATE BOND 34972.00 32304.68 GAP INC 2021-04-12 5.950000 Other Instrument CORPORATE BOND 23698595.00 26914178.38 LORILLARD TOB CO 2020-05-01 6.875000 Other Instrument CORPORATE BOND 3089638.00 3644675.59 MANITOBA PROV CDA 2019-05-30 1.750000 Other Instrument CORPORATE BOND 1202096.00 1192545.01 MELLON FDG CORP 2014-05-15 0.414000 Other Instrument CORPORATE BOND 48450.00 48529.35 NORTHERN ROCK PLC C 2018-06-22 5.625000 Other Instrument CORPORATE BOND 723000.00 831198.76 ONTARIO PROV CDA 2015-05-26 0.950000 Other Instrument CORPORATE BOND 239868.00 242637.28 ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 2040-07-19 5.375000 Other Instrument CORPORATE BOND 154324.00 168717.80 TELEFONICA EMISIONES S A U 2017-07-03 6.221000 Other Instrument CORPORATE BOND 1507536.00 1688943.96 TYSON FOODS INC FORMERLY TYSONS FOODS INC TO 03/ 2022-06-15 4.500000 Other Instrument CORPORATE BOND 641090.00 673897.78 XEROX CORP 2039-12-15 6.750000 Other Instrument CORPORATE BOND 5874000.00 6612934.50 KOREA NATIONAL OIL 2014-07-30 5.375000 Other Instrument CORPORATE BOND 150000.00 156370.25 First Tier Security 2013-10-01 2013-10-01 N N N 45000000.00 45000000.00 0.0029 N 45000000.00 45000000.00 RBS CITIZENS N.A RBS CITIZENS N.A 0.03 0CHA03AJ6 0000808379 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 100000000.00 100000000.00 0.0065 N 100000000.00 100000000.00 RBS CITIZENS N.A RBS CITIZENS N.A 0.15 0CHA03AI8 0000808379 Other Instrument Time Deposit First Tier Security 2013-10-03 2013-10-03 N N N 149575000.00 149575000.00 0.0097 N 149575000.00 149575000.00 RBS SECURITIES INC. ( NON-TRADITIONAL REPO) RBS SECURITIES INC. ( NON-TRADITIONAL REPO) 0.26 0RBN16X33 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE - F 2020-05-01 1.375000 Government Agency Debt FMNT 5898000.00 5632721.38 FEDERAL HOME LOAN MORTGAGE - F 2018-01-12 0.750000 Government Agency Debt FMNT 2311000.00 2254438.19 FEDERAL HOME LOAN MORTGAGE - F 2019-05-30 1.750000 Government Agency Debt FMNT 1951000.00 1947943.47 FEDERAL HOME LOAN MORTGAGE - F 2018-06-13 4.875000 Government Agency Debt FMNT 1994000.00 2320377.12 FEDERAL HOME LOAN MORTGAGE - F 2031-03-15 6.750000 Government Agency Debt FMNT 1956000.00 2658952.19 FEDERAL HOME LOAN BANKS - FHLB 2017-04-24 0.600000 Government Agency Debt FHL2 2050000.00 2021956.04 FEDERAL HOME LOAN BANKS - FHLB 2016-09-09 3.750000 Government Agency Debt FHL2 2500000.00 2722093.76 FEDERAL HOME LOAN BANKS - FHLB 2016-06-10 2.125000 Government Agency Debt FHL2 780000.00 814876.16 FEDERAL HOME LOAN BANKS - FHLB 2014-05-28 1.375000 Government Agency Debt FHL2 2050000.00 2076423.97 FEDERAL HOME LOAN BANKS - FHLB 2014-03-28 0.120000 Government Agency Debt FHL2 2300000.00 2300230.04 FANNIE MAE 2016-03-28 0.650000 Government Agency Debt FNS1 1935000.00 1932750.97 FANNIE MAE 2016-03-15 5.000000 Government Agency Debt FNS1 2015000.00 2234379.84 FANNIE MAE 2015-03-16 0.375000 Government Agency Debt FNS1 2331000.00 2334883.05 FANNIE MAE 2015-02-27 0.550000 Government Agency Debt FNS1 2000000.00 2004508.26 First Tier Security 2013-10-01 2013-10-01 N N N 32600000.00 32600000.00 0.0021 N 32600000.00 32600000.00 REGENCY MARKETS NO 1 LLC REGENCY MARKETS NO 1 LLC 0.150 7588R0XV4 Asset Backed Commercial Paper First Tier Security 2013-10-29 2013-10-29 N N Y Liquidity/Partial C/E HSBC BANK PLC N/A N/A 25000000.00 24997083.34 0.0016 N 24996750.00 24996750.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.358 78008FBE3 Financial Company Commercial Paper First Tier Security 2013-10-10 2014-10-11 N N N 85000000.00 85000000.00 0.0055 N 85000000.00 85000000.00 ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.259 78009NNP7 Certificate of Deposit First Tier Security 2013-10-27 2014-03-27 N N N 50000000.00 50000000.00 0.0032 N 50000500.00 50000500.00 ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.289 78009NMT0 Certificate of Deposit First Tier Security 2013-10-29 2014-04-29 N N N 80000000.00 80000000.00 0.0052 N 80005760.00 80005760.00 ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) 0.86 0RNT01AA8 0000729153 Other Repurchase Agreement N WAMU MORTGAGE PASS-THROUGH 2047-06-25 0.909160 Other Instrument CMO 17440751.00 2203073.12 MERRILL LYNCH ALERNATIVE NOTE 2037-01-25 0.338850 Other Instrument CMO 31646749.00 6015536.25 INDYMAC INDX MORTGAGE LOAN TRU 2035-04-25 0.628850 Other Instrument CMO 26429000.00 5748682.06 IMPERIAL CMB TRUST SERIES 1998 2035-04-25 0.868850 Other Instrument CMO 24261900.00 1699861.56 BANC OF AMERICA FUNDING CORPOR 2035-04-20 0.630000 Other Instrument CMO 6183000.00 3740684.16 ALTERNATIVE LOAN TRUST 2006-OA 2046-10-25 0.458850 Other Instrument CMO 21120000.00 12992289.73 First Tier Security 2013-10-01 2013-11-04 Y ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) N/A N/A N N 30000000.00 30000000.00 0.0019 Y 30000000.00 30000000.00 ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) 0.86 0RNT01AC4 0000729153 Other Repurchase Agreement N WELLS FARGO MORTGAGE BACKED SE 2036-01-25 5.500000 Other Instrument CMO 8165000.00 762963.97 WELLS FARGO MORTGAGE BACKED SE 2034-12-25 2.669630 Other Instrument CMO 4350000.00 2111519.26 WAMU MORTGAGE PASS-THROUGH CER 2037-02-25 4.849810 Other Instrument CMO 5025000.00 3506293.65 RALI SERIES 2006-QS14 TRUST 2036-11-25 0.478850 Other Instrument CMO 12300000.00 2792994.22 RALI SERIES 2006-QA5 TRUST 2036-07-25 0.358850 Other Instrument CMO 2908165.00 559261.64 RALI SERIES 2003-QS4 TRUST 2035-05-25 3.278220 Other Instrument CMO 2085000.00 440315.80 MASTR ADJUSTABLE RATE MORTGAGE 2034-12-21 2.666540 Other Instrument CMO 3970000.00 2007773.08 MASTR ADJUSTABLE RATE MORTGAGE 2034-09-25 2.514690 Other Instrument CMO 8251000.00 3968217.86 J.P. MORGAN RESECURITIZATION T 2039-09-01 0.000000 Other Instrument CMO 3523380.00 3029951.44 GSAMP TRUST 2005-HE2-N 2035-07-25 2.838280 Other Instrument CMO 17125000.00 2360135.69 CWALT INC. 2005-43 2035-11-25 4.918380 Other Instrument CMO 29500000.00 9245255.17 ALTERNATIVE LOAN TRUST 2007-J1 2037-03-25 6.000000 Other Instrument CMO 6545481.00 2282421.23 ALTERNATIVE LOAN TRUST 2006-46 2047-02-25 6.000000 Other Instrument CMO 18848000.00 10427513.60 ALTERNATIVE LOAN TRUST 2006-46 2047-02-25 6.000000 Other Instrument CMO 18893000.00 10506542.77 First Tier Security 2013-10-01 2013-11-04 Y ROYAL BANK OF SCOTLAND PLC (NON-TRADITIONAL REPO) N/A N/A N N 50000000.00 50000000.00 0.0032 Y 50000000.00 50000000.00 SCALDIS CAPITAL LLC SCALDIS CAPITAL LLC 0.200 80584TXM9 Asset Backed Commercial Paper First Tier Security 2013-10-21 2013-10-21 N N Y Liquidity/Partial C/E FORTIS BANK SA/NV N/A N/A 10000000.00 9998888.89 0.0006 N 9999200.00 9999200.00 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.2 83051HPA8 Certificate of Deposit First Tier Security 2013-11-27 2013-11-27 N N N 95000000.00 95000000.00 0.0062 N 95010450.00 95010450.00 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.01 0EN001UG5 0000917311 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 145778000.00 145778000.00 0.0095 N 145778000.00 145778000.00 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.01 0EN001UH3 0000917311 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 250000000.00 250000000.00 0.0162 N 250000000.00 250000000.00 SOCIETE GENERALE NORTH AMERICA INC. SOCIETE GENERALE NORTH AMERICA INC. 0.250 83365RXX8 Financial Company Commercial Paper First Tier Security 2013-10-31 2013-10-31 N N N 78000000.00 77983750.00 0.0051 N 77994540.00 77994540.00 SOCIETE GENERALE NY BRANCH SOCIETE GENERALE NY BRANCH 0.24 83368NMV0 Certificate of Deposit First Tier Security 2013-11-19 2013-11-19 N N N 100000000.00 100000000.00 0.0065 N 100008000.00 100008000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.27 86562CMG4 Certificate of Deposit First Tier Security 2013-11-26 2013-11-26 N N N 30000000.00 30000000.00 0.0019 N 30003900.00 30003900.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CGA4 Certificate of Deposit First Tier Security 2013-10-25 2013-10-25 N N N 30000000.00 30000000.00 0.0019 N 30001800.00 30001800.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.25 86562CVN9 Certificate of Deposit First Tier Security 2014-01-28 2014-01-28 N N N 22000000.00 22000000.00 0.0014 N 22001540.00 22001540.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.25 86562CWJ7 Certificate of Deposit First Tier Security 2014-01-31 2014-01-31 N N N 25000000.00 25000000.00 0.0016 N 25001750.00 25001750.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CZL9 Certificate of Deposit First Tier Security 2014-02-18 2014-02-18 N N N 50000000.00 50000000.00 0.0032 N 50002000.00 50002000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CQ47 Certificate of Deposit First Tier Security 2014-03-20 2014-03-20 N N N 100000000.00 100000000.00 0.0065 N 99995000.00 99995000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CT36 Certificate of Deposit First Tier Security 2014-03-24 2014-03-24 N N N 100000000.00 100000000.00 0.0065 N 99995000.00 99995000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CT77 Certificate of Deposit First Tier Security 2014-04-01 2014-04-01 N N N 50000000.00 50000000.00 0.0032 N 49995000.00 49995000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CEX6 Certificate of Deposit First Tier Security 2013-10-15 2013-10-15 N N N 16000000.00 16000000.00 0.0010 N 16000480.00 16000480.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CDN9 Certificate of Deposit First Tier Security 2013-10-08 2013-10-08 N N N 32000000.00 32000000.00 0.0021 N 32000640.00 32000640.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.26 86562CDS8 Certificate of Deposit First Tier Security 2013-10-15 2013-10-15 N N N 13000000.00 13000000.00 0.0008 N 13000390.00 13000390.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.260 86562LBL5 Financial Company Commercial Paper First Tier Security 2014-02-20 2014-02-20 N N N 15000000.00 14984616.67 0.0010 N 14985450.00 14985450.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.260 86562LB68 Financial Company Commercial Paper First Tier Security 2014-02-06 2014-02-06 N N N 170000000.00 169842844.44 0.0110 N 169860600.00 169860600.00 SUMITOMO MITSUI BANKING CORPORATION SYDNEY BRANCH SUMITOMO MITSUI BANKING CORPORATION SYDNEY BRANCH 0.270 0A3492N 1184915 Certificate of Deposit First Tier Security 2014-02-27 2014-02-27 N N N 13000000.00 12985493.00 0.0008 N 12986480.00 12986480.00 SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.22 86563KCG6 Certificate of Deposit First Tier Security 2013-10-15 2013-10-15 N N N 34000000.00 34000000.00 0.0022 N 34000680.00 34000680.00 SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.060 86563GX31 Financial Company Commercial Paper First Tier Security 2013-10-03 2013-10-03 N N N 50000000.00 49999833.33 0.0032 N 49999500.00 49999500.00 SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.22 86563KCD3 Certificate of Deposit First Tier Security 2013-10-11 2013-10-11 N N N 23700000.00 23700000.00 0.0015 N 23700237.00 23700237.00 SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.220 86563GXR8 Financial Company Commercial Paper First Tier Security 2013-10-25 2013-10-25 N N N 10000000.00 9998533.33 0.0006 N 9998900.00 9998900.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.250 0A3481N 0001046017 Certificate of Deposit First Tier Security 2013-11-22 2013-11-22 N N N 14000000.00 13994947.60 0.0009 N 13996080.00 13996080.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.245 0A7530N 0001046017 Certificate of Deposit First Tier Security 2013-12-06 2013-12-06 N N N 10000000.00 9995511.14 0.0006 N 9995900.00 9995900.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.240 0A9128P 0001046017 Certificate of Deposit First Tier Security 2013-12-11 2013-12-11 N N N 10000000.00 9995269.53 0.0006 N 9996000.00 9996000.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.289 86959JCX4 Other Note First Tier Security 2013-10-26 2014-03-27 N N N 46000000.00 46000000.00 0.0030 N 45996320.00 45996320.00 SVENSKA HANDELSBANKEN INC. SVENSKA HANDELSBANKEN INC. 0.250 86958FX77 Financial Company Commercial Paper First Tier Security 2013-10-07 2013-10-07 N N N 25000000.00 24998958.33 0.0016 N 24999750.00 24999750.00 SVENSKA HANDELSBANKEN INC. SVENSKA HANDELSBANKEN INC. 0.250 86958GAU9 Financial Company Commercial Paper First Tier Security 2014-01-28 2014-01-28 N N N 55000000.00 54954548.61 0.0036 N 54965350.00 54965350.00 SWEDBANK AB SWEDBANK AB 0.200 44470DN 1367624 Certificate of Deposit First Tier Security 2013-11-15 2013-11-15 N N N 70000000.00 69982508.94 0.0045 N 69981800.00 69981800.00 THE BANK OF TOKYO-MITSUBISHI UFJ LTD. THE BANK OF TOKYO-MITSUBISHI UFJ LTD. 0.09 0AY001BG2 0000852743 Other Instrument Time Deposit First Tier Security 2013-10-01 2013-10-01 N N N 50000000.00 50000000.00 0.0032 N 50000000.00 50000000.00 TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.25 89112WD20 Certificate of Deposit First Tier Security 2013-10-03 2013-10-03 N N N 44000000.00 44000000.00 0.0029 N 44000440.00 44000440.00 TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.239 89112WR74 Certificate of Deposit First Tier Security 2013-10-25 2014-04-25 N N N 38000000.00 38000000.00 0.0025 N 38013262.00 38013262.00 TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.31 89112TDK7 Certificate of Deposit First Tier Security 2014-04-23 2014-04-23 N N N 75000000.00 75000000.00 0.0049 N 75051000.00 75051000.00 TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.3 89112TFX7 Certificate of Deposit First Tier Security 2014-05-14 2014-05-14 N N N 50000000.00 50000000.00 0.0032 N 50028000.00 50028000.00 TORONTO-DOMINION HOLDINGS USA INC. TORONTO-DOMINION HOLDINGS USA INC. 0.250 89116EX40 Financial Company Commercial Paper First Tier Security 2013-10-04 2013-10-04 N N N 25000000.00 24999479.17 0.0016 N 25000000.00 25000000.00 UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 2.25 90261XGX4 Other Note First Tier Security 2014-01-28 2014-01-28 N N N 14953000.00 15046290.30 0.0010 N 15046830.08 15046830.08 UBS FINANCE (DELAWARE) LLC. UBS FINANCE (DELAWARE) LLC. 0.260 90262DCD5 Financial Company Commercial Paper First Tier Security 2014-03-13 2014-03-13 N N N 50000000.00 49941138.89 0.0032 N 49947500.00 49947500.00 US TREASURY US TREASURY 1.25 912828QC7 Treasury Debt First Tier Security 2014-04-15 2014-04-15 N N N 69000000.00 69400457.56 0.0045 N 69433941.00 69433941.00 US TREASURY US TREASURY 0.25 912828RN2 Treasury Debt First Tier Security 2013-10-31 2013-10-31 N N N 75700000.00 75702140.46 0.0049 N 75708856.90 75708856.90 US TREASURY US TREASURY 0.25 912828RS1 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 55000000.00 55002748.04 0.0036 N 55017160.00 55017160.00 US TREASURY US TREASURY 1.25 912828PZ7 Treasury Debt First Tier Security 2014-03-15 2014-03-15 N N N 26000000.00 26124120.89 0.0017 N 26141180.00 26141180.00 US TREASURY US TREASURY 2.75 912828JQ4 Treasury Debt First Tier Security 2013-10-31 2013-10-31 N N N 21000000.00 21043721.65 0.0014 N 21045948.00 21045948.00 US TREASURY US TREASURY 2 912828JT8 Treasury Debt First Tier Security 2013-11-30 2013-11-30 N N N 75800000.00 76022822.51 0.0049 N 76042787.40 76042787.40 US TREASURY US TREASURY 1.875 912828KF6 Treasury Debt First Tier Security 2014-02-28 2014-02-28 N N N 125000000.00 125864362.92 0.0082 N 125942375.00 125942375.00 VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.240 92512LZ95 Asset Backed Commercial Paper First Tier Security 2013-12-09 2013-12-09 N N Y Liquidity/Partial C/E NATIXIS FINANCIAL PRODUCTS LLC N/A N/A 50000000.00 49977000.00 0.0032 N 49981500.00 49981500.00 WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 0.304 94985H2R4 Other Note First Tier Security 2013-12-11 2014-10-15 N N N 185000000.00 185000000.00 0.0120 N 184982425.00 184982425.00 WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 0.254 9497P6P77 Certificate of Deposit First Tier Security 2013-12-17 2014-09-16 N N N 50000000.00 50000000.00 0.0032 N 49990500.00 49990500.00 WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 0.256 9497P6N53 Certificate of Deposit First Tier Security 2013-12-06 2014-09-05 N N N 70000000.00 70000000.00 0.0045 N 69988800.00 69988800.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.262 9612C4HZ7 Financial Company Commercial Paper First Tier Security 2013-12-06 2014-05-28 N N N 25000000.00 25000000.00 0.0016 N 25005750.00 25005750.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.259 9612C4HY0 Financial Company Commercial Paper First Tier Security 2013-10-06 2014-05-27 N N N 25000000.00 25000000.00 0.0016 N 25006500.00 25006500.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.249 9612C4JX0 Financial Company Commercial Paper First Tier Security 2013-10-30 2014-09-24 N N N 60000000.00 60000000.00 0.0039 N 60000000.00 60000000.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.250 9612C4JN2 Financial Company Commercial Paper First Tier Security 2013-10-01 2014-08-21 N N N 40000000.00 39998179.78 0.0026 N 40003600.00 40003600.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.262 9612C4HW4 Financial Company Commercial Paper First Tier Security 2013-11-30 2014-05-23 N N N 19000000.00 19000000.00 0.0012 N 19004598.00 19004598.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.276 9612C4HK0 Financial Company Commercial Paper First Tier Security 2013-10-30 2014-04-22 N N N 50000000.00 50000000.00 0.0032 N 50014500.00 50014500.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.275 9612C4HH7 Financial Company Commercial Paper First Tier Security 2013-10-29 2014-04-24 N N N 25000000.00 25000000.00 0.0016 N 25001000.00 25001000.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.259 9612C4HV6 Financial Company Commercial Paper First Tier Security 2013-10-24 2014-05-23 N N N 19000000.00 19000000.00 0.0012 N 19004940.00 19004940.00 WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.276 9612C4HT1 Financial Company Commercial Paper First Tier Security 2013-11-10 2014-05-02 N N N 39000000.00 39000000.00 0.0025 N 39011310.00 39011310.00