0001145549-13-005108.txt : 20130730 0001145549-13-005108.hdr.sgml : 20130730 20130607130347 ACCESSION NUMBER: 0001145549-13-005108 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130531 FILED AS OF DATE: 20130607 DATE AS OF CHANGE: 20130607 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 13899801 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-05-31 0000857156 S000004505 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 53 78 20756738527.47 8072352.93 174469526.84 20590341353.56 0.0026 1.0001 2013-05-31 1.0001 2013-05-31 C000012379 1.00 5510757496.92 1.00 -14454092.43 1663232428.93 1677686521.36 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000012380 1.00 15079583856.64 1.00 26253948.03 5157182685.53 5130928737.50 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.320000% 00279HG91 Certificate of Deposit N First Tier Security N/A N/A 2013-08-12 2013-08-12 N Y Santander UK Plc N/A N/A N 97000000.00 97000000.00 0.0047 N 97015520.00 97015520.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.210000% 00279HH66 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N Y Santander UK Plc N/A N/A N 108000000.00 108000000.00 0.0052 N 108001080.00 108001080.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.140000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 196000000.00 196000000.00 0.0095 Security is a time deposit. N 196000000.00 196000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M130603 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 200000000.00 200000000.00 0.0097 Security is a time deposit. N 200000000.00 200000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005_M130605 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 125000000.00 125000000.00 0.0061 Security is a time deposit. N 125000000.00 125000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXZ1 Other Note N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 123000000.00 123000000.00 0.0060 N 123002460.00 123002460.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYE7 Other Note N First Tier Security N/A N/A 2013-08-12 2013-08-12 N N N 27000000.00 27000000.00 0.0013 N 27000540.00 27000540.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYP2 Other Note N First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 65000000.00 65000000.00 0.0032 N 65001300.00 65001300.00 Bank of Montreal Bank of Montreal 0.060000% 06366ABY7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 116000000.00 116000000.00 0.0056 N 115998840.00 115998840.00 Bank of Montreal Bank of Montreal 0.040000% 06366ACJ9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 60000000.00 60000000.00 0.0029 N 59998800.00 59998800.00 Bank of Montreal Bank of Montreal 0.080000% 06366ACN0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 128000000.00 128000000.00 0.0062 N 127997516.80 127997516.80 Bank of Montreal Bank of Montreal 0.200000% 06366XH39 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 30000000.00 30000000.00 0.0015 N 30000300.00 30000300.00 Bank of Montreal Bank of Montreal 0.200000% 06366XS45 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 2000000.00 2000000.00 0.0001 N 2000100.00 2000100.00 Bank of Montreal Bank of Montreal 0.070000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 100000000.00 100000000.00 0.0049 Security is a time deposit. N 100000000.00 100000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.370000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-07-26 N N N 114000000.00 114000000.00 0.0055 N 114049020.00 114049020.00 Bank of Nova Scotia Bank of Nova Scotia 0.190000% 06417FNK2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 160000000.00 160000000.00 0.0078 N 160001600.00 160001600.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417FSZ4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 5000000.00 5000000.00 0.0002 N 5000350.00 5000350.00 Bank of Nova Scotia Bank of Nova Scotia 0.060000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 336000000.00 336000000.00 0.0163 Security is a time deposit. N 336000000.00 336000000.00 Bank of the West Bank of the West 0.295000% 06426GAW7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 3000000.00 3000000.00 0.0001 N 3000360.00 3000360.00 Bank of the West Bank of the West 0.280000% 06426GBG1 Certificate of Deposit N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 39000000.00 39000000.00 0.0019 N 39010530.00 39010530.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGM0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 61000000.00 61000000.00 0.0030 N 61006710.00 61006710.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGT5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 9000000.00 9000000.00 0.0004 N 9001080.00 9001080.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.340000% 06538FGW8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 12000000.00 12000000.00 0.0006 N 12001440.00 12001440.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 147000000.00 147000000.00 0.0071 N 147022050.00 147022050.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FJK1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 11000000.00 11000000.00 0.0005 N 11001980.00 11001980.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLL6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 90000000.00 90000000.00 0.0044 N 90051300.00 90051300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 120000000.00 120000000.00 0.0058 N 120069600.00 120069600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.380000% 06538FLZ5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 16000000.00 16000000.00 0.0008 N 16008160.00 16008160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 107000000.00 107000000.00 0.0052 N 107032100.00 107032100.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 68000000.00 68000000.00 0.0033 N 68020400.00 68020400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 22000000.00 22000000.00 0.0011 N 22006820.00 22006820.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNB0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 4000000.00 4000000.00 0.0002 N 4002280.00 4002280.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 35000000.00 35000000.00 0.0017 N 35017850.00 35017850.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XQL5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 72000000.00 72000000.00 0.0035 N 72010080.00 72010080.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 67000000.00 67000000.00 0.0033 N 67006030.00 67006030.00 Barclays Capital, Inc Barclays Capital, Inc 0.090000% 00799J004_0.0900_M130603_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2017-02-01 2.288000 Government Agency Debt 42383467.00 5036861.22 Fannie Mae 2019-08-01 5.450000 Government Agency Debt 3400000.00 3870626.87 Fannie Mae 2033-07-01 2.815000 Government Agency Debt 38167888.00 3905450.56 Fannie Mae 2033-08-01 2.340000 Government Agency Debt 25220330.00 3285768.23 Fannie Mae 2033-08-01 2.735000 Government Agency Debt 40000562.00 2781671.47 Fannie Mae 2033-09-01 2.358000 Government Agency Debt 22000000.00 2842211.50 Fannie Mae 2033-10-01 2.484000 Government Agency Debt 39003353.00 4852397.56 Fannie Mae 2034-03-01 2.349000 Government Agency Debt 30008668.00 3298617.72 Fannie Mae 2034-03-01 2.355000 Government Agency Debt 33830314.00 2835856.61 Fannie Mae 2034-07-01 2.529000 Government Agency Debt 11393631.00 2795680.93 Fannie Mae 2034-09-01 2.370000 Government Agency Debt 49991037.00 3231909.12 Fannie Mae 2035-01-01 2.453000 Government Agency Debt 23834582.00 2788934.45 Fannie Mae 2035-03-01 2.431000 Government Agency Debt 21493663.00 3231057.16 Fannie Mae 2035-04-01 2.848000 Government Agency Debt 7350000.00 3796866.96 Fannie Mae 2035-04-01 2.895000 Government Agency Debt 10143418.00 4179106.64 Fannie Mae 2035-12-01 2.472000 Government Agency Debt 18938123.00 3226689.01 Fannie Mae 2036-07-01 2.672000 Government Agency Debt 20070534.00 3018687.49 Fannie Mae 2036-09-01 2.042000 Government Agency Debt 15369190.00 3793289.99 Fannie Mae 2036-11-01 5.874000 Government Agency Debt 25151435.00 2707910.84 Fannie Mae 2037-01-01 2.515000 Government Agency Debt 4000000.00 3084885.54 Fannie Mae 2037-02-01 2.841000 Government Agency Debt 25988339.00 3732237.54 Fannie Mae 2037-04-01 1.476000 Government Agency Debt 16950000.00 2738351.70 Fannie Mae 2037-05-01 5.363000 Government Agency Debt 23260307.00 4790730.09 Fannie Mae 2037-05-01 5.629000 Government Agency Debt 9608808.00 4843940.15 Fannie Mae 2037-06-01 5.640000 Government Agency Debt 21612431.00 3212919.40 Fannie Mae 2037-08-01 3.068000 Government Agency Debt 20999870.00 3359444.98 Fannie Mae 2037-08-01 6.225000 Government Agency Debt 20928062.00 3498608.47 Fannie Mae 2037-09-01 5.720000 Government Agency Debt 32460676.00 3163621.45 Fannie Mae 2037-11-01 5.716000 Government Agency Debt 46500000.00 4993960.44 Fannie Mae 2038-02-01 2.586000 Government Agency Debt 13080400.00 5042825.46 Fannie Mae 2038-05-01 3.174000 Government Agency Debt 6692208.00 2718019.11 Fannie Mae 2038-05-01 4.441000 Government Agency Debt 29058702.00 2754290.03 Fannie Mae 2038-09-01 4.619000 Government Agency Debt 7517013.00 3318868.62 Fannie Mae 2038-09-01 5.038000 Government Agency Debt 4551665.00 4850946.15 Fannie Mae 2038-09-01 5.473000 Government Agency Debt 24261866.00 3493398.97 Fannie Mae 2038-10-01 2.099000 Government Agency Debt 14702583.00 4927344.74 Fannie Mae 2040-03-01 3.626000 Government Agency Debt 11875834.00 4040642.93 Fannie Mae 2040-03-01 4.053000 Government Agency Debt 9916749.00 3566699.13 Fannie Mae 2040-05-01 3.750000 Government Agency Debt 11700000.00 4541051.66 Fannie Mae 2040-06-01 3.579000 Government Agency Debt 15033020.00 5080410.50 Fannie Mae 2040-10-01 3.641000 Government Agency Debt 8470288.00 4001268.38 Fannie Mae 2041-01-01 2.990000 Government Agency Debt 5775000.00 3410881.41 Fannie Mae 2041-01-01 2.994000 Government Agency Debt 3834740.00 2066622.89 Fannie Mae 2041-03-01 3.536000 Government Agency Debt 4600000.00 3324121.84 Fannie Mae 2041-05-01 3.198000 Government Agency Debt 6852967.00 4632260.45 Fannie Mae 2041-08-01 2.911000 Government Agency Debt 8278604.00 4326595.69 Fannie Mae 2041-09-01 3.203000 Government Agency Debt 4766785.00 4297992.18 Fannie Mae 2041-09-01 3.429000 Government Agency Debt 10000000.00 4786989.32 Fannie Mae 2041-10-01 3.430000 Government Agency Debt 8254083.00 4729434.81 Fannie Mae 2042-01-01 2.301000 Government Agency Debt 6111852.00 5159642.60 Fannie Mae 2042-09-01 2.311000 Government Agency Debt 5703700.00 4881934.42 Fannie Mae 2043-01-01 2.261000 Government Agency Debt 3949531.00 4060967.02 Fannie Mae 2043-05-01 2.182900 Government Agency Debt 2636588.00 2714014.26 Fannie Mae 2043-05-01 2.395000 Government Agency Debt 4387280.00 4562081.67 Fannie Mae 2043-05-01 2.428000 Government Agency Debt 3708632.00 3787263.65 Fannie Mae 2044-03-01 1.378000 Government Agency Debt 375403.00 25138.06 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 200000000.00 200000000.00 0.0097 N 200000000.00 200000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.360000% 06737HXM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N Y Barclays Bank Plc N/A N/A N 50000000.00 49930000.00 0.0024 N 49934500.00 49934500.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-26 2013-11-26 N Y Barclays Bank Plc N/A N/A N 17000000.00 16974235.55 0.0008 N 16968890.00 16968890.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-27 2013-11-27 N Y Barclays Bank Plc N/A N/A N 16000000.00 15975613.33 0.0008 N 15970400.00 15970400.00 BNP Paribas BNP Paribas 0.600000% 05572NKU9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 42000000.00 42000000.00 0.0020 N 42001680.00 42001680.00 BNP Paribas BNP Paribas 0.585000% 05572NKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 120000000.00 120000000.00 0.0058 N 120014400.00 120014400.00 BNP Paribas BNP Paribas 0.440000% 05572NMB9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 43000000.00 43000000.00 0.0021 N 43018490.00 43018490.00 BNP Paribas BNP Paribas 0.400000% 05572NMF0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 86000000.00 86000000.00 0.0042 N 86030960.00 86030960.00 BNP Paribas BNP Paribas 0.410000% 05572NMU7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 82000000.00 82000000.00 0.0040 N 82022140.00 82022140.00 BNP Paribas BNP Paribas 0.590000% 988VHP005 0001197610 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 46000000.00 46000000.00 0.0022 N 46003680.00 46003680.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M130607_2M47 0001197610 Other Repurchase Agreement N AMGEN INC 2018-06-01 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 196458.00 241833.90 ANHEUSER-BUSCH INBEV WORLDWIDE INC 2042-07-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24000.00 21878.40 APACHE CORPORATION 2044-01-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 76925.91 BANK OF AMERICA FUNDING CORPORATION 2002-1 2042-02-07 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 60003.21 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 173872.00 175918.62 CATERPLR FIN SRV CO 2014-05-20 1.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 121212.02 CATERPLR FIN SRV CO 2016-08-01 2.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 78127.75 CITIGROUP INC 2018-05-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19000.00 22515.42 CNOOC FIN 2001 LTD 2041-01-26 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41167.00 49321.58 CNOOC FIN 2012 LTD 2022-05-02 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 902976.00 930498.71 COMCAST CORP SPL A 2037-08-15 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 121488.65 DANSKE BANK A S 2015-04-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9287670.00 9773879.53 DIAGEO CAPITAL PLC 2023-04-29 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5580000.00 5380422.00 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83331.00 103586.27 HUTCHISON WHAMPOA 2033-11-24 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7599000.00 10723432.28 IBM CORP 2015-02-06 0.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2676260.00 2678963.02 INTEL CORP 2042-12-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 123412.90 KRAFT FOODS GROUP INC 2040-02-09 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 106669.00 135032.29 LYONDELL BASELL INDS N V 2019-04-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2266563.00 2579799.49 MERRILL LYNCH & CO 2014-02-03 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 156701.83 MORGAN STANLEY 2015-01-26 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10600828.00 11238426.57 NEWS AMERICA 2037-11-15 6.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 207127.00 253166.27 ORACLE CORP 2040-07-19 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13870.00 16208.20 PENSKE TRUCK LEASING CO., L.P. 2016-03-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3538467.00 3656313.68 SPAREBANK BOLIGRED1 2018-05-02 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1049327.00 1032649.99 TIME WARNER CABLE 2021-09-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2499000.00 2642967.39 TIME WARNER CABLE INC 2013-07-01 6.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 46346.55 V. F. CORPORATION 2021-09-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55840.00 58968.19 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 50000000.00 50000000.00 0.0024 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 50001000.00 50001000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130607_2M47 0001197610 Other Repurchase Agreement N BEST BUY CO INC 2016-03-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1331091.00 1358822.06 CEQUEL COMMUNICATIONS HLDGS 1 LLC 2021-12-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 998436.00 978467.28 CRICKET COMMUNICATIONS INC 2020-10-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2222391.00 2241620.86 FIRST DATA CORP 2019-06-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3229000.00 3524475.92 FIRST DATA CORP 2020-08-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3393395.83 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41284.00 48102.60 FRONTIER COMMUNICATIONS CORP 2021-07-01 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1612958.00 1887160.86 GRIFOLS INC 2018-02-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 131873.00 147697.76 HARRAHS OPERATING CO INC 2017-06-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 209489.00 231223.48 HUNTSMAN INTERNATIONAL LLC 2020-11-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1064296.00 1077244.93 NORTEL NETWORKS CORP,CA 2014-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4149922.00 4300356.67 PLAINS EXPLORATION & PRODUCTION COMPANY 2022-02-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1060877.00 1195144.25 ROCKWOOD SPECIALTIES GROUP, INC 2020-10-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1639682.00 1690477.98 ROYAL BK SCOTLAND GROUP PLC 2022-12-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 394102.00 409389.22 VIRGIN MEDIA FINANCE 2019-10-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1692302.08 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 21000000.00 21000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 21000000.00 21000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M130603_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2027-11-01 2.500000 Government Agency Debt 24090440.00 23728471.27 Fannie Mae 2037-01-01 5.500000 Government Agency Debt 1039332146.00 244760484.62 Fannie Mae 2043-05-01 3.000000 Government Agency Debt 243416971.00 246511044.12 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 500000000.00 500000000.00 0.0243 N 500000000.00 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3466281.00 2968514.62 SABR 2006-OP1 M4 2035-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 31397.41 SAST 2005-3 M3 2035-11-25 0.693200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5575000.00 2482571.50 SDART 2011-3 E 2018-08-15 6.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1650000.00 1792281.73 TIAAS 2007-C4 AJ 2039-08-15 5.535600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 606736.70 WMALT 2007-2 2A1 2037-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1965000.00 727242.21 First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 91000000.00 91000000.00 0.0044 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 91000000.00 91000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2M47 0001230485 Other Repurchase Agreement N 144A ADROC 2005-2A A1LB 2041-02-06 0.515200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101937800.00 41525055.87 144A BACM 2006-4 G 2046-07-10 5.892000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 92946.00 144A BCAP 2009-RR1 3A3 2037-08-26 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 789445.00 725906.53 144A CMLT 2008-LS1 J 2049-12-10 6.005600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 860000.00 11053.07 144A IRWHE 2006-P1 2A3 2037-06-25 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1394022.46 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 53800.88 ABS GREENTRE 96-2 2027-04-15 7.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1559700.00 166988.97 BAMH 1997-2 B1 2022-02-10 7.070000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4419500.00 1928911.87 BSABS 2007-AQ2 A4 2037-01-25 0.523200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10124000.00 1001406.37 BSSLT 2037-01-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2879817.00 374430.14 CFLX 2007-M1 1A1 2037-08-25 0.343200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1888087.00 271254.89 CMALT 2006-A4 1A8 2036-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 388000.00 237394.25 CWALT 2005-54CB 3A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1310000.00 363146.54 CWALT 2005-J10 2A3 2035-10-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31500000.00 8183998.12 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1069500.00 639232.12 CWL 2006-S4 A4 2034-07-25 5.932000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5470700.00 2830995.86 CWL 2006-S6 A5 2034-03-25 5.962000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 271054.09 DSLA 2036-09-19 0.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3145000.00 508097.81 GMACM 2004-HE4 A3 2035-03-25 0.463200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2245000.00 789940.86 GMACM 2005-HE3 A3 2036-02-25 0.433200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70040.00 27567.80 GPMF 2005-AR4 4A2 2045-10-25 0.553200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 87676650.00 979226.09 GSR 2046-08-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15850000.00 2453225.22 HEMT 2006-5 A2 2037-01-25 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10819877.00 94606.56 IMSA 2005-2 A2C 2036-03-25 0.473200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 70006.70 INDA 2007-AR3 3A1 2037-07-25 5.714000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1090000.00 460683.86 LBMLT 2006-A A1 2036-05-25 0.283200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8209900.00 771196.02 LMT 2007-8 3A1 2037-09-25 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16042000.00 5020489.48 MLCFC 2007-5 2048-08-12 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 12954891.20 MLMI 2006-WMC1 A2C 2037-01-25 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22800000.00 5423826.21 MSC 2007-IQ16 AMA 2049-12-12 6.089300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 157238.21 OAK 2000-D A4 2030-07-15 7.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765700.00 491407.40 OAKWOOD MORTGAGE INVESTORS IN 2026-10-15 8.392000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9990000.00 5985200.08 RAST 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 26106.46 RAST 2006-A1 1A3 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1025000.00 402230.31 SABR 2006-OP1 M4 2035-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1660000.00 868661.76 SACO 2036-06-25 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1984317.00 176028.23 SACO 2036-07-25 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60450683.00 5598509.00 SDART 2011-3 E 2018-08-15 6.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 255264.37 WMALT 2007-HY1 A1 2037-02-25 0.283200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25445000.00 4514005.00 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 94000000.00 94000000.00 0.0046 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 94000000.00 94000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2M47 0001230485 Other Repurchase Agreement N 144A BACM 2007-4 J 2051-02-10 5.811100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10390000.00 888974.61 144A BLACK 2012-1A D 2023-02-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2900000.00 2571679.35 144A BMLDB 2012-OSI A2FX 2029-04-13 3.352000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2560000.00 2674667.05 144A CMLT 2008-LS1 J 2049-12-10 6.005600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2290000.00 29432.00 144A COMM 2005-F10A L 2017-04-15 1.899200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 283927.33 144A CSMC 2009-2R 5A2 2035-12-26 4.464600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2158660.00 679588.87 144A JPALT 2008-R4 2A1 2037-06-27 0.698200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6759514.00 2914210.88 144A JPMCC 2009-IWST A2 2027-12-05 5.633000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2115000.00 2494166.95 144A JPMCC 2011-C5 AS 2046-08-15 5.314300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 424949.97 144A WFRBS 2011-C2 A4 2044-02-15 4.869000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970000.00 2254892.60 ABFC 2006-HE1 A2B 2037-01-25 0.303200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6506300.00 2533376.22 ABS GREENTRE 96-2 2027-04-15 7.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78200.00 8372.47 ACE 2036-08-25 0.413200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6800000.00 2564323.51 ACE 2006-NC3 A2B 2036-12-25 0.303200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19999967.00 6403796.24 AFT 99-1A A1 ASST BK LN 2024-05-15 0.679200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22293000.00 7273207.89 ARMT 2037-03-25 3.137300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2480000.00 1058176.37 ARMT 2005-11 2A41 2036-02-25 2.870200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10555000.00 1588703.02 ARMT 2005-5 3A3 2035-09-25 5.138800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1385000.00 1174565.76 ARSI 2005-W2 M1 2035-10-25 0.683200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1189105.33 BAFC 2007-E 4A1 2047-07-20 2.955100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10002000.00 2942325.22 BALTA 2005-7 (B57L) 2035-09-25 2.896100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7040000.00 1949134.25 BANC OF AMERICA COMM MTG 2049-06-10 5.619700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 28517.35 BOAMS 2035-10-25 3.081600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13105000.00 18664.21 BSABS 2006-SD4 2A1 2036-10-25 4.009100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1769906.43 BSCMS 2006-PW11 A4 2039-03-11 5.447400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160555.00 177151.43 CD 2005-CD1 A3 2044-07-15 5.218400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1315000.00 1340546.12 CHASE 2006-S3 1A3 2036-11-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 971950.00 257613.26 CMALT 2006-A4 1A1 2036-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1105000.00 715457.51 CMO CONSECO FIN SEC CORP 2030-06-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1785000.00 1658978.62 COMM 2004-LB4A A5 2037-10-15 4.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 77731.90 CSMC 2009-5R 2036-06-25 2.408300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 111179.46 CSMC SERIES 2010-RR2 2039-09-15 5.764100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 845000.00 960145.37 CSMC TR 2013-IVR2 2043-04-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 1305635.48 CWALT 2035-10-25 0.503200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46297200.00 4784181.21 CWALT 2005-79CB A1 2036-01-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 2721017.09 CWALT 2005-J8 1A1 2035-07-25 0.893200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 2481887.70 CWALT 2006-32CB A20 2036-11-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 455000.00 334420.53 CWALT 2006-OA10 1A2 2046-08-25 1.009800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2337700.00 70765.62 CWALT 2006-OA7 2A2 2046-06-25 1.116400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7150000.00 102669.91 CWALT 2007-1T1 1A3 2037-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 25946.67 CWHEL 2004-I A 2034-02-15 0.489200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48336800.00 2627063.30 CWHL 2005-HYB7 6A1 2035-11-20 5.143500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 222300.00 66146.11 CWL 2035-11-25 4.867000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4522465.00 4255151.86 CWL 2037-09-25 0.363200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2550000.00 1842597.43 CWL 2002-6 AV1 2033-05-25 0.623200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101413100.00 1609260.16 CWL 2005-16 4AV3 2036-05-25 0.443200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22695000.00 3737858.42 CWL 2005-17 4A2A 2036-05-25 0.453200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40803056.00 6254214.80 CWL 2005-IM3 A3 2036-03-25 0.443200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1340000.00 393381.98 CWL 2006-16 2A2 2046-12-25 0.343200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4268200.00 2211137.77 CWL 2007-7 2A3 2047-10-25 0.423200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43860500.00 30697230.70 CWL 2007-BC3 2A2 2047-11-25 0.313200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 805996.48 DSLA 2005-AR3 2A1C 2045-07-19 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11127000.00 279969.58 DSLA 2007-AR1 2A1A 2048-04-19 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 13684484.66 FFMER 2007-3 A2C 2037-06-25 0.373200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3047594.13 FFML 2005-FF1 M1 2034-12-25 0.683200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3735552.13 FHASI 2007-4 1A8 2037-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1835000.00 1112008.59 GCCFC 2049-12-10 6.046600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 6878528.59 GCCFC 2007-GG9 F 2039-03-10 5.633000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 720000.00 63137.12 GPMF 2006-AR6 A3A 2046-10-25 0.413200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1205000.00 617401.74 GRANM 2006-3 A4 2054-12-20 0.278200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6030000.00 1801433.83 GSMS 2045-08-10 5.788200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5616000.00 19182.57 HVMLT 2036-11-19 0.458000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15380000.00 900858.01 HVMLT 2006-9 2AB2 2036-11-19 0.478000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16920000.00 993054.91 IMSA 2005-2 A2C 2036-03-25 0.473200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1220000.00 502401.01 INDX 2005-AR1 3A2 2035-03-25 2.609900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10054000.00 1380820.35 INDX 2005-AR7 5A1 2035-06-25 5.191700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12825000.00 2587372.03 INDX 2006-AR25 6A1 2036-09-25 4.948100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 261653.21 JPMCC 2005-CB13 A2FL 2043-01-12 0.324200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1700000.00 73643.40 JPMCC 2008-C2 A4 2051-02-12 6.068000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 795000.00 890986.45 LBMLT 2002-1 2M1 2032-05-25 1.193200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 233014.17 LBUBS 2006-C3 A4 2039-03-15 5.661000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1355000.00 1501965.65 ML-CFC COMMERCIAL TRUST 2 2016-12-12 5.928400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 31642.35 MSAC 2004-NC1 M2 2033-12-27 1.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9492000.00 1161847.75 MSC 2007-IQ16 AMA 2049-12-12 6.089300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2595000.00 3022467.73 MSHLC 2007-1 A 2031-12-25 0.293200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41790100.00 17830070.71 RALI 2005-QS14 3A3 2035-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1095000.00 305036.14 RALI 2005-QS2 A3 2035-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 261566.49 RALI 2006-Q10 A1 2037-01-25 0.353200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12500000.00 4928833.62 RALI 2006-QS1 A5 2036-01-25 1.103200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5658600.00 1599563.46 RALI 2007-QS9 A33 2037-07-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2930000.00 1301250.53 RAST 2005-A10 A4 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2395000.00 2156948.46 RAST 2007-A2 1A3 2037-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6860000.00 2155391.86 RBSGC 2037-01-25 0.643200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 668852.33 SAMI 2007-AR2 1A2 2037-02-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4260000.00 159916.72 SAMI 2007-AR4 A3 2047-09-25 0.413200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1535000.00 1030587.31 SAST 2005-4 M1 2035-12-21 0.633200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5692000.00 4934753.22 SDART 2011-3 E 2018-08-15 6.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1130000.00 1227441.43 SDART 2012-3 E 2019-06-17 5.130000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 963922.00 991574.49 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1445000.00 1375389.14 TIAAS 2007-C4 AJ 2039-08-15 5.535600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1775000.00 1940464.22 TMTS 2005-14HE AV2 2036-08-25 0.473200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000000.00 1453383.77 WBCMT 2006-C29 2048-11-15 5.368000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 855000.00 824955.57 WMALT 2007-2 2A1 2037-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2375000.00 878982.31 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 181000000.00 181000000.00 0.0088 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 181088690.00 181088690.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.280000% 2284K0UK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-19 2013-07-19 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 90000000.00 89967800.00 0.0044 N 89976600.00 89976600.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25155BHS7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 182000000.00 182000000.00 0.0088 N 182054600.00 182054600.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKR5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 191000000.00 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33000000.00 32973435.00 0.0016 N 32979870.00 32979870.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-28 2013-10-28 N N N 180000000.00 179830950.01 0.0087 N 179857800.00 179857800.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 29000000.00 28972578.89 0.0014 N 28976800.00 28976800.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXW2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 110000000.00 109895286.11 0.0053 N 109910900.00 109910900.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYK7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2013-11-19 N N N 7000000.00 6992441.94 0.0003 N 6992930.00 6992930.00 GFRE Holdings LLC 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58135.86 HUMANA INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3099925.05 IMMUNOCELLULAR THERAPEUTICS COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 672990.42 OCCIDENTAL PETE CORP DEL COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3099935.75 PENNEY J C INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3099994.27 PEPSICO INC COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3099923.74 REALOGY HLDGS CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3099958.68 URANERZ ENERGY CORP COM 2013-05-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 133722.19 First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 62000000.00 62000000.00 0.0030 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 62053320.00 62053320.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 992JYE002_0.0400_M130606_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2023-01-01 2.500000 Government Agency Debt 11499797.00 11495404.61 Fannie Mae 2027-11-01 2.500000 Government Agency Debt 11424793.00 11363582.45 Fannie Mae 2027-12-01 3.000000 Government Agency Debt 11117957.00 11443683.40 Fannie Mae 2028-03-01 3.000000 Government Agency Debt 10777833.00 11257842.45 Fannie Mae 2028-06-01 3.000000 Government Agency Debt 10570197.00 11159982.28 Fannie Mae 2033-03-01 3.000000 Government Agency Debt 11076859.00 11318924.41 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11593912.71 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 11342394.00 11466511.23 Freddie Mac 2028-05-01 2.500000 Government Agency Debt 11270651.00 11519409.74 Freddie Mac 2031-04-01 5.000000 Government Agency Debt 12792036.00 11681961.11 Freddie Mac 2032-05-01 4.000000 Government Agency Debt 10640141.00 11200851.38 Freddie Mac 2039-11-01 5.500000 Government Agency Debt 20367202.00 11259305.02 Freddie Mac 2040-08-01 5.000000 Government Agency Debt 16370000.00 11513982.87 Freddie Mac 2041-06-01 5.000000 Government Agency Debt 15825263.00 11305563.20 Freddie Mac 2041-09-01 4.500000 Government Agency Debt 20430070.00 11503840.82 Freddie Mac 2042-11-01 3.500000 Government Agency Debt 10717110.00 11168054.51 Freddie Mac 2043-01-01 3.000000 Government Agency Debt 11679759.00 11612452.62 Freddie Mac 2043-01-01 3.500000 Government Agency Debt 11018736.00 11503452.58 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 10980495.00 11483841.56 Freddie Mac 2043-04-01 4.000000 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11362202.29 DBUBS 2011 LC3 MTG TR 2044-08-10 5.571200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17946906.00 18383767.19 GS MORT SEC CORP II 2039-07-10 4.782000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28000000.00 29038422.00 J P MORGAN CHASE COML MTG SECSTR 3012 C6 2045-05-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3490507.00 3495020.23 JP MORGAN CHASE CMBS 2013-C10 2047-12-17 3.142500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45128.00 45202.44 JP MORGAN CHASE COMM MTG SEC 2041-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38714066.00 21820585.82 JP MORGAN CHASE COMML MTGE SEC 2043-06-15 6.523100 Other Instrument common stocks, ETFs, 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N/A N/A 26000000.00 25994922.78 0.0013 N 25996620.00 25996620.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000% 921AMD002_0.6800_M130820_2M47 0000728612 Other Repurchase Agreement N 144A 2014-12-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3745000.00 1086050.00 AAR CORP 2022-01-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1661083.33 ABBVIE INC 2018-11-06 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3002430.00 ABBVIE INC 2022-11-06 2.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1700000.00 1660934.00 ADR FOMENTO ECONOMICO 2023-05-10 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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UNIPERSONAL 2015-10-09 4.664000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3275000.00 3438576.06 BILL BARRETT CORP B 2016-07-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475000.00 518845.14 BNP Paribas 2099-06-29 5.186000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 99939.64 BOMBARDIER INC 2020-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 1072225.00 BOSTON SCIENTIFIC CORP 2015-01-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 429228.00 BRASKEM AMER FIN CO 2041-07-22 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 467000.00 488263.09 BUMBLE BEE ACQUISITION CORP 2017-12-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1534000.00 1751061.00 CALPINE CONSTRUCTION FINANCIAL CORP,TX 2016-06-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2933708.00 3168404.64 CALPINE CORP 2017-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 157764.58 CAMPBELL SOUP COMPANY 2019-02-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 227000.00 256603.07 CB CAPITAL ONE FIN 2017-09-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35337000.00 43182520.77 CB GEO GROUP INC THE 2021-02-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 726601.00 790879.96 CENCOSUD S A 2023-01-20 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1380000.00 1415010.02 CINEMARK USA INC 2019-06-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 821000.00 953403.35 Citigroup, Inc 2023-05-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3310000.00 3140470.99 CLEARWIRE COMMUNICATION INC LLC 2017-12-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 91312.50 CMS ENERGY CORP 2018-02-15 5.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 370000.00 425063.19 COGECO CABLE INC 2020-05-01 4.875000 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CONCHO RESOURCES 2021-01-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 202000.00 226026.78 CONSTELLATION BRANDS 2014-12-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 920000.00 1047528.61 CONTINENTAL RES INC 2023-04-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 203150.00 CONTINENTAL RESOURCES INC 2019-10-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 273000.00 308831.25 CONTINENTAL RESOURCES INC 2021-04-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 340312.50 CORRECTIONS CORP OF AMER 2020-04-01 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 101187.50 COSAN LUXEMBOURG S A 2018-03-14 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625000.00 337158.40 COVIDIEN INTL FIN SA 2015-06-15 2.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 177000.00 186368.81 CSC HOLDINGS LLC 2031-11-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 572730.00 CSN ISLANDS XII CORP 2099-12-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 295716.67 DELL INC 2014-04-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 232000.00 242277.02 DIGICEL LIMITED 2017-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 143000.00 152741.88 DIGICEL LIMITED 2020-02-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 267895.83 DIRECTV HLDGS LLC 2020-03-15 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2286.86 DISH DBS CORP 2021-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10413000.00 11363186.26 DISH DBSCORP 2018-04-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1458750.00 DR HORTON INC 2018-02-15 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 452250.00 E CL SA 2021-01-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 428928.80 EDISON MISSION ENERGY 2016-06-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1165000.00 658225.00 EL PASO CORP 2028-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 281432.25 EL PASO CORPORATION 2016-02-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 376761.55 EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC 2015-11-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 246519.11 EL PASO PIPELINE PARTNERS OPERATIONG COMPANY LLC 2021-10-01 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 394160.67 EMGESA SA ESP BOGATA 2021-01-25 8.750000 Other 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EPICOR SOFTWARE CORP 2019-05-01 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 207990.63 EXOPACK HOLDING CORP 2018-06-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 208000.00 EXPRESS SCRIPTS HLDG CORP 2016-11-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 301261.96 FFH 8.597 01/15/27 0 2027-01-15 8.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 135646.13 FIDELITY NATL INFORMATION SERVICES INC 2023-04-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 1842145.00 FMG RESOURCES PTY LTD AUGUST 2006 2015-11-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83917.00 87343.61 FORD HLDNGS INC. 2020-03-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 45822.26 FORD MOTOR CDEDIT COMPANY 2014-06-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 971000.00 1073440.50 FORD MOTOR COMPANY 2043-01-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4914000.00 4592673.54 FORD MOTOR CREDIT COMPANY 2015-01-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 904755.00 941426.10 FORD MOTOR CREDIT COMPANY 2015-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1298000.00 1428118.01 FORD MOTOR CREDIT COMPANY 2016-06-15 3.984000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2032440.00 2160483.72 FPL GROUP CAPITAL INC 2013-06-15 5.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 373000.00 377761.14 GANNETT CO INC 2014-11-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 332666.67 GANNETT CO INC 2018-09-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 401000.00 441225.31 GCB 144A TELECOM ITA F 2014-09-30 4.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 283782.82 GCB144A HALCON RES CORP 2020-07-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7615000.00 8704579.59 GCB144A ISLE CAPRI CAS 2021-03-15 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CORP 2014-12-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 289850.00 318472.69 GENWORTH FINANCIAL 2018-05-22 6.515000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 293000.00 338127.49 GENWORTH FINANCIAL 2021-02-15 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 155515.10 GENWORTH FINANCIAL 2034-06-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 226519.31 GEOPARK LATIN AMER LTD AGENCIAEN CHILE 2020-02-11 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 294816.67 GERDAU HOLDINGS INC 2020-01-20 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 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collateralized mortgage obligations 170000.00 164871.67 HILCORP ENERGY I LP 2020-02-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 192576.57 HJ HEINZ COMPANY 2013-07-15 5.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 66476.22 HOSPITALITY PROP TR 2022-08-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1052960.00 HOST HOTELS & RESORTS, L.P. 2023-03-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000.00 3212.27 HOST HOTELS RESORTS 2022-03-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 331924.00 HOUSEHOLD FINANCE CORP 2013-07-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 168000.00 171900.03 HSBC AMERICAS CAPITAL TRUST II 2027-05-15 8.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 102051.44 HSBC FNC CORP 2015-03-16 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 315445.33 HUBER JM CORP 2019-11-01 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 488031.25 HUMANA INC 2038-06-15 8.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 214144.58 HUNTSMAN INTERNATIONAL LLC 2021-03-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 293000.00 332762.54 INKIA ENERGY LTD 2021-04-04 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 227652.08 INTL LEASE FIN CORP 2016-09-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1154375.00 INTL LEASE FIN CORP 2017-09-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2332000.00 2879291.25 INTL LEASE FIN CORP 2020-12-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1060000.00 1336174.17 ISTAR FININACAIL INC 2016-07-01 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 555693.75 ITAU UNI BANCO HOLDING 2022-08-08 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 313820.83 JAGUAR LD ROVER PLC 2021-05-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1132482.64 JARDEN CORP 2017-05-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 138000.00 158355.00 JARDEN CORP 2020-01-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 11108.33 JBS USA LLC JBS USA FINANCE INC 2020-02-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 411562.50 JBS USA LLC JBS USA FINANCE INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 165937.50 JEFFERIES GROUP INC 2016-03-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 329000.00 364075.06 JOHNSON CONTROLS 2014-03-01 1.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365000.00 370342.69 KENNEDY WILSON INC 2019-04-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 118992.92 KINDER MORGAN FIN CORP 2016-01-05 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 305000.00 340455.23 KRAFT FOODS INC 2040-02-09 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 444000.00 574230.63 KRAFT FOODS INC. 2020-02-10 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 127000.00 149713.05 KRATON POLYMERS LLC KRATON POLYMERS CAP CORP 2019-03-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 58678.13 LAMAR MEDIA CORP 2022-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 396750.00 LAND OLAKES CAPITAL TRUST I 2028-03-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1020727.78 LEGACY RESVS LP LEGACY RESEVSFIN CORP 2020-12-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1750000.00 1833125.00 LIBERTY MEDIAS 2029-07-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37000.00 42628.11 LIBERTY MUTUAL GROUP INC 2037-03-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 690000.00 731246.67 LIFE TECH CORP 2020-03-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 5893250.00 LYNX I CORP 2021-04-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2931369.00 3052287.97 LYONDELLBASELL INDS N V 2021-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245000.00 1480823.75 M.D.C. HOLDINGS INC 2020-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 139527.50 MCCLATCHY NEWSPAPERS INC 2022-12-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2061000.00 2236185.00 METROPCS WIRELESS INC 2021-04-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 262500.00 MEXICHEM S.A.B DE C V 2022-09-19 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 419900.00 MILACRON LLC FIN CORP 2019-05-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 901000.00 980938.72 MORGAN STANLEY 2017-03-22 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 226413.10 MORGAN STANLEY 2030-10-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 130807.36 MORGAN STANLEY GROUP INC 2018-04-25 1.555600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1075000.00 1075661.77 MORGAN STANLEY NOTES 2021-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 537309.90 MUELLER WATER PRODUCTS INC 2020-09-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 247000.00 283895.62 NATIONAL CINEMEDIA LLC 2021-07-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 319000.00 366770.25 NATIONAL CINEMEDIA LLC 2022-04-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 301000.00 325882.67 NBC UNIVERSAL MEDIA LLC 2041-04-01 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 305000.00 372041.03 NBCUNIVERSAL MEDIA LLC 2020-04-30 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 237870.94 NEWFIELD EXPLORATION COMPANY 2022-01-30 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1082243.06 NEWFIELD EXPLORATION COMPANY 2024-07-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 269609.38 NISOURCE FINANCE CORP 2019-01-15 6.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 129894.33 NISOURCE FINANCE CORP 2023-02-15 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1640000.00 1694589.22 NORTEL NETWORKS CORP 2013-07-15 10.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1127500.00 NRG ENERGY INC 2020-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3125797.00 3557547.71 ODEBRECHT FINANCE LTD 2025-04-25 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 892000.00 871372.50 ODEBRECHT FINANCE LTD 2042-06-26 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1089000.00 1204082.34 OMEGA HEALTHCARE INVESTORS INC 2020-02-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 278020.83 OMEGA HEALTHCARE INVESTORS INC 2024-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 413213.06 OMNICARE INC 2020-06-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 477768.75 OMNICOM GROUP INC 2019-07-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 133482.92 ONCOR ELEC DELIVERY CO 2015-01-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1580000.00 1755543.27 ONCOR ELEC DELIVERY CO 2032-05-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 198870.50 ONEOK 2022-02-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30442.00 31731.22 ONEOK PARTNERS LTD PARTNERSHIP 2022-10-01 3.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 6862870.00 O'REILLY AUTOMOTIVE NEW 2022-09-01 3.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 218706.60 OWENS CORNING 2019-06-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 666000.00 868703.76 OWENS CORNING 2036-12-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28000.00 32088.84 OXEA FIN & CY SCA 2017-07-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 907000.00 1007576.22 PACKAGING CORP OF AMERICA 2022-06-15 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 139000.00 145950.46 PAETEC HOLDING CORP 2018-12-01 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 67000.00 79688.13 PENSKE TRUCK LEASING CO L P 2023-01-17 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4429564.00 4544156.82 PENSKE TRUCK LEASING CO LP 2015-05-11 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2073100.00 PENSKE TRUCK LEASING CO LP 2022-07-11 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 545564.17 PETROBRAS INTL FIN CO 2040-01-20 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5890000.00 6655625.56 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12885000.00 11355443.13 PETROLEOS MEXICANOS GUARANTEED NOTES 2049-01-01 7.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 4449150.00 PETROPLUS FIN 3 LTD 2019-09-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 884000.00 227630.00 PETROPLUS FINANCE LTD 2014-05-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 52787.50 PIONEER DRILLING COMPANY 2018-03-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 235293.61 PIONEER NATURAL RESOURCES COMPANY 2022-07-15 3.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3600000.00 3738132.00 POTASH CORP OF SASKATCHEWAN INC 2014-05-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 266174.95 PREFERRED TERM SEC X111 2034-03-24 0.858000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 637185.16 PRESTIGE BRANDS INC 2018-04-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 233000.00 254552.50 PRUDENTIAL FINL INC 2042-09-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1410238.00 1530108.23 RANGE RES CORP 2023-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 539729.17 RANGE RESOURCES CORP 2022-08-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1310000.00 1344569.45 READERS DIGEST ASSN 9.500 2017-02-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 425000.00 REALOGY CORP 2020-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1020000.00 1155150.00 REGENCY ENERGY PARTNERS LP 2023-04-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1240000.00 1302000.00 REGENCY ENERGY PARTNERS LP 2023-11-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1750000.00 1732500.00 REYNOLDS AMERICAN 2016-06-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5175223.00 6325390.44 REYNOLDS AMERICAN INC 2042-11-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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21684BAR5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 42000000.00 42000000.00 0.0020 N 42000840.00 42000840.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JTL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N Y Guaranty BNP Paribas N/A N/A 11700000.00 11698066.25 0.0006 N 11699181.00 11699181.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JUS1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N Y Guaranty BNP Paribas N/A N/A 75000000.00 74961354.16 0.0036 N 74980500.00 74980500.00 Royal Bank of Canada Royal Bank of Canada 0.332100% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-07-05 2014-06-04 N N N 137000000.00 137000000.00 0.0067 N 137068500.00 137068500.00 Royal Bank of Canada Royal Bank of Canada 0.374500% 78009NLP9 Other Note N First Tier Security N/A N/A 2013-07-01 2014-05-30 N N N 125000000.00 125000000.00 0.0061 N 125005000.00 125005000.00 Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) Royal Park Investments Funding Corp (Kingdom of Belgium Govt Guarantee) 0.240000% 78065FGV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-31 2013-07-31 N Y Kingdom of Belgium Govt N/A N/A N 7000000.00 6997293.33 0.0003 N 6997970.00 6997970.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.350000% 83050TT50 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 4000000.00 3999922.22 0.0002 N 4000000.00 4000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.210000% 83050TTK7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 15000000.00 14998600.00 0.0007 N 14999550.00 14999550.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83050TU90 Financial Company Commercial Paper N First Tier Security N/A 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Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CHE5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 9000000.00 9000000.00 0.0004 N 8999730.00 8999730.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CHT2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 12000000.00 12000000.00 0.0006 N 11999520.00 11999520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CJH6 Certificate of Deposit N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 5000000.00 5000000.00 0.0002 N 4999800.00 4999800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CLM2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 44000000.00 44000000.00 0.0021 N 43993840.00 43993840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CMJ8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 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Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas TRAN Series 2012 0.080000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y JPMorgan Chase Bank NA N/A N/A N N 75000000.00 75000000.00 0.0036 N 75000000.00 75000000.00 Texas TRAN Series 2012 0.080000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y JPMorgan Chase Bank NA N/A N/A N N 75000000.00 75000000.00 0.0036 N 75000000.00 75000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.210000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.210000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Texas N/A N/A N N 1030000.00 1030000.00 0.0001 N 1030000.00 1030000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.160000% 882722SH5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12635000.00 12635000.00 0.0006 N 12635000.00 12635000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.210000% 88602TTR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 36713000.00 36708288.47 0.0018 N 36708594.44 36708594.44 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.200000% 88602TVT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 30000000.00 29985833.33 0.0015 N 29986800.00 29986800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112W2F3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 148000000.00 148000000.00 0.0072 N 148035520.00 148035520.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112W2K2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 15000000.00 15000000.00 0.0007 N 15000300.00 15000300.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.120000% 89112W2N6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 12000000.00 12000000.00 0.0006 N 12000240.00 12000240.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112WXV4 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 4000000.00 4000000.00 0.0002 N 4000080.00 4000080.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.180000% 89112WYE1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 155000000.00 155000000.00 0.0075 N 155006200.00 155006200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.236800% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2013-06-21 2014-02-14 N N N 151000000.00 151000000.00 0.0073 N 151004530.00 151004530.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GTQ9 Other Commercial Paper N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 145000000.00 144984775.00 0.0070 N 144991300.00 144991300.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.190000% 89233GUA2 Other Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Support Agreement Toyota Motor Corp N/A N/A 86000000.00 85983206.11 0.0042 N 85990540.00 85990540.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.200000% 89233GUH7 Other Commercial Paper N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N Y Support Agreement Toyota Motor Corp N/A N/A 195000000.00 194952333.34 0.0095 N 194974650.00 194974650.00 UBS AG UBS AG 0.250000% 90267RPM5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 79000000.00 79000000.00 0.0038 N 79008690.00 79008690.00 UBS AG UBS AG 0.250000% 90267RPQ6 Certificate of Deposit N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 112000000.00 112000000.00 0.0054 N 112012320.00 112012320.00 UBS AG UBS AG 0.250000% 90267RQN2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 21000000.00 21000000.00 0.0010 N 21003360.00 21003360.00 UBS AG UBS AG 0.250000% 90267RQQ5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 111000000.00 111000000.00 0.0054 N 111013320.00 111013320.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2014-01-02 N N N 35000000.00 35000000.00 0.0017 N 35006650.00 35006650.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.246800% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2014-05-20 N N N 188000000.00 188000000.00 0.0091 N 187990600.00 187990600.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.120000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-09-06 N N N 106000000.00 106000000.00 0.0051 N 106008480.00 106008480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZJ0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 115000000.00 115000000.00 0.0056 N 115001150.00 115001150.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZY7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 79000000.00 79000000.00 0.0038 N 79002370.00 79002370.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.354100% 94985HD27 Other Note N First Tier Security N/A N/A 2013-06-24 2014-06-20 N N N 225000000.00 225000000.00 0.0109 N 225305550.00 225305550.00 Westpac Banking Corp Westpac Banking Corp 0.495600% 91621CAT8 Other Note N First Tier Security N/A N/A 2013-07-29 2014-06-27 N N N 100000000.00 100000000.00 0.0049 N 100019300.00 100019300.00 Westpac Banking Corp Westpac Banking Corp 0.449200% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-07-11 N N N 61000000.00 61000000.00 0.0030 N 61019520.00 61019520.00 Westpac Banking Corp Westpac Banking Corp 0.438200% 96121TPS1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-18 2013-07-18 N N N 110000000.00 110000000.00 0.0053 N 110041800.00 110041800.00 Westpac Banking Corp Westpac Banking Corp 0.416300% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-08-23 N N N 15000000.00 15000000.00 0.0007 N 15009150.00 15009150.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2014-04-25 N N N 91000000.00 91000000.00 0.0044 N 91050960.00 91050960.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-03 2014-01-17 N N N 24000000.00 24000000.00 0.0012 N 24024240.00 24024240.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 147661.54 147661.54 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 131655.02 131655.02 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 438610.22 438610.22 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 964919.70 964919.70 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 471672.10 471672.10 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123002.19 123002.19 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 109668.75 109668.75