0001145549-13-005123.txt : 20130730 0001145549-13-005123.hdr.sgml : 20130730 20130607130433 ACCESSION NUMBER: 0001145549-13-005123 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: 13899815 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 S000004499 Schwab Money Market Fund C000012373 Schwab Money Market Fund SWMXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-05-31 0000857156 S000004499 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 54 78 14241215865.28 6177249.27 1071019.16 14246322095.39 0.0027 1.0001 2013-05-31 1.0001 2013-05-31 C000012373 1.00 14246322095.39 1.00 119433723.99 3140447551.83 3021013827.84 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.330000% 00037CEK2 Variable Rate 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 17550000.00 17550000.00 0.0012 N 17550000.00 17550000.00 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 69000000.00 69000000.00 0.0048 N 69011040.00 69011040.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.300000% 00279HH58 Certificate of Deposit N First Tier Security N/A N/A 2013-08-28 2013-08-28 N Y Santander UK Plc N/A N/A N 3000000.00 3000000.00 0.0002 N 3000450.00 3000450.00 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 69000000.00 69000000.00 0.0048 N 69000690.00 69000690.00 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 100000000.00 100000000.00 0.0070 Security is a time deposit. N 100000000.00 100000000.00 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 100000000.00 100000000.00 0.0070 Security is a time deposit. N 100000000.00 100000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXY4 Other Note N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 26000000.00 26000000.00 0.0018 N 26000520.00 26000520.00 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 43000000.00 43000000.00 0.0030 N 43000860.00 43000860.00 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 15000000.00 15000000.00 0.0011 N 15000300.00 15000300.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYF4 Other Note N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 73000000.00 73000000.00 0.0051 N 73001460.00 73001460.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYL1 Other Note N First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 7000000.00 7000000.00 0.0005 N 7000140.00 7000140.00 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 9000000.00 9000000.00 0.0006 N 8999910.00 8999910.00 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 147000000.00 147000000.00 0.0103 N 146997148.20 146997148.20 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 200000000.00 200000000.00 0.0140 N 200002000.00 200002000.00 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 176000000.00 176000000.00 0.0124 N 176075680.00 176075680.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417FST8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 45000000.00 45000000.00 0.0032 N 45007200.00 45007200.00 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 23000000.00 23000000.00 0.0016 N 23001610.00 23001610.00 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 182000000.00 182000000.00 0.0128 Security is a time deposit. N 182000000.00 182000000.00 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 26000000.00 26000000.00 0.0018 N 26003120.00 26003120.00 Bank of the West Bank of the West 0.280000% 06426GBK2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-30 2013-08-30 N N N 31000000.00 31000000.00 0.0022 N 31010230.00 31010230.00 Bank of the West Bank of the West 0.280000% 06426GBL0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-12 2013-09-12 N N N 63000000.00 63000000.00 0.0044 N 63014490.00 63014490.00 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 7000000.00 7000000.00 0.0005 N 7000770.00 7000770.00 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 32000000.00 32000000.00 0.0022 N 32003840.00 32003840.00 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 73000000.00 73000000.00 0.0051 N 73010950.00 73010950.00 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 33000000.00 33000000.00 0.0023 N 33005940.00 33005940.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 66000000.00 66000000.00 0.0046 N 66037620.00 66037620.00 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 14000000.00 14000000.00 0.0010 N 14007980.00 14007980.00 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 62000000.00 62000000.00 0.0044 N 62035960.00 62035960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 1000000.00 1000000.00 0.0001 N 1000580.00 1000580.00 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 36000000.00 36000000.00 0.0025 N 36010800.00 36010800.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXM1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 49000000.00 49000000.00 0.0034 N 49015190.00 49015190.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 9000000.00 9000000.00 0.0006 N 9002880.00 9002880.00 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 13000000.00 13000000.00 0.0009 N 13007410.00 13007410.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNC8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 9000000.00 9000000.00 0.0006 N 9005220.00 9005220.00 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 51000000.00 51000000.00 0.0036 N 51026010.00 51026010.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XPB8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 14000000.00 14000000.00 0.0010 N 14007280.00 14007280.00 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 60000000.00 60000000.00 0.0042 N 60008400.00 60008400.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQR2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 38000000.00 38000000.00 0.0027 N 38003800.00 38003800.00 Barclays US Funding Corp Barclays US Funding Corp 0.320000% 06737HYE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-14 2013-11-14 N Y Barclays Bank Plc N/A N/A N 13000000.00 12981048.89 0.0009 N 12978420.00 12978420.00 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 77000000.00 77000000.00 0.0054 N 77003080.00 77003080.00 BNP Paribas BNP Paribas 0.600000% 05572NKW5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-04 2013-06-04 N N N 63000000.00 63000000.00 0.0044 N 63003150.00 63003150.00 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 8000000.00 8000000.00 0.0006 N 8000960.00 8000960.00 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 42000000.00 42000000.00 0.0029 N 42018060.00 42018060.00 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 56000000.00 56000000.00 0.0039 N 56020160.00 56020160.00 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 42000000.00 42000000.00 0.0029 N 42011340.00 42011340.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130603_2M54 0001197610 Other Repurchase Agreement N AMERICAN INTERNATIONAL GROUP, INC 2020-12-15 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2867475.00 3590664.95 AMGEN INC 2018-06-01 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 96952.00 119345.00 BANCO SANTANDER BRASIL 2017-02-13 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 222164.00 237465.55 BANK OF CHINA HONG KONG LIMITED 2016-11-08 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 957300.00 1032696.95 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 172217.00 174244.14 BARRICK GOLD CORP 2014-05-30 1.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2056027.00 2072184.52 CORPORATION ANDINA DE FOMENTO NOTES DUE 1998 2019-06-04 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1775492.00 2360282.10 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4662701.00 5796063.73 ING Bank NV 2015-09-01 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40380.00 42187.00 PPL CAPITAL FDG 2043-06-01 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2173824.00 2101174.80 STATOIL ASA 2022-01-23 3.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 271365.00 281370.23 STATOIL ASA 2040-08-17 5.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20609.00 23569.35 TEVA PHARMACEUTICAL FINANCE COMPANY B.V. 2021-11-10 3.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2770047.00 2897826.96 TURLOCK CORP 2022-11-02 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1148705.00 1121274.24 UNITED TECHNOLOGIES 2035-05-01 5.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 972856.00 1135060.28 V. F. CORPORATION 2021-09-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 108512.00 114590.90 First Tier Security N/A N/A 2013-06-03 2013-06-03 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 22000000.00 22000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 22000000.00 22000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M130607_2M54 0001197610 Other Repurchase Agreement N BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 306702.00 310312.14 KOREA GAS CORP 2042-01-21 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10754800.00 13560007.35 LYONDELL BASELL INDS N V 2019-04-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10711010.00 12191259.69 SPAREBANK BOLIGRED1 2018-05-02 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58594.00 57662.76 STATOIL ASA 2040-08-17 5.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24440.00 27950.64 V. F. CORPORATION 2021-09-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97354.00 102807.83 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 25000000.00 25000000.00 0.0018 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 25000500.00 25000500.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M130603_2M54 0001197610 Government Agency Repurchase Agreement Y GNMA 2039-10-15 5.000000 Government Agency Debt 84655168.00 61827559.64 GNMA 2040-06-15 5.000000 Government Agency Debt 138238491.00 68216354.66 GNMA 2040-08-20 5.000000 Government Agency Debt 117159230.00 73261303.10 GNMA 2040-12-20 4.000000 Government Agency Debt 23205472.00 17971253.09 GNMA 2041-05-20 4.500000 Government Agency Debt 106262211.00 71417385.50 GNMA 2042-09-15 3.000000 Government Agency Debt 72180716.00 72956144.48 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 355000000.00 355000000.00 0.0249 N 355000000.00 355000000.00 BNZ International Funding Ltd BNZ International Funding Ltd 0.205000% 0556X0TL8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N Y Bank of New Zealand N/A N/A N 4000000.00 3999612.78 0.0003 N 3999640.00 3999640.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.170000% 10513DRK8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 36000000.00 36000000.00 0.0025 N 36001440.00 36001440.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.170000% 10513DRN2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 45000000.00 45000000.00 0.0032 N 45001800.00 45001800.00 CAFCO, LLC CAFCO, LLC 0.380000% 12476ETS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N Y Letter of Credit Citibank NA N/A N/A 12000000.00 11997086.67 0.0008 N 11998320.00 11998320.00 CAFCO, LLC CAFCO, LLC 0.460000% 12476EW47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 109000000.00 108870471.66 0.0076 N 108931330.00 108931330.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738JT75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 14000000.00 13999611.11 0.0010 N 13999580.00 13999580.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.250000% 13738JTA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 40000000.00 39998055.55 0.0028 N 39998400.00 39998400.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JTJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 56600000.00 56594811.67 0.0040 N 56596038.00 56596038.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JTT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 25000000.00 24996000.00 0.0018 N 24996750.00 24996750.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JUV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 40000000.00 39986311.11 0.0028 N 39986800.00 39986800.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JV56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 7000000.00 6997305.00 0.0005 N 6997410.00 6997410.00 Chariot Funding, LLC Chariot Funding, LLC 0.180000% 15963TT74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 18000000.00 17999640.00 0.0013 N 17999640.00 17999640.00 Chariot Funding, LLC Chariot Funding, LLC 0.320000% 15963TTA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 21000000.00 20998693.33 0.0015 N 20999580.00 20999580.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TU80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9997083.33 0.0007 N 9999200.00 9999200.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TWH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2997615.00 0.0002 N 2998740.00 2998740.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TX38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-03 2013-10-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 39000000.00 38964315.00 0.0027 N 38977770.00 38977770.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TXB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 12000000.00 11988733.33 0.0008 N 11992320.00 11992320.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TXF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9990322.22 0.0007 N 9993300.00 9993300.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTS2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 49000000.00 49000000.00 0.0034 N 49003430.00 49003430.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 1000000.00 1000000.00 0.0001 N 1000070.00 1000070.00 Chase Bank USA, NA Chase Bank USA, NA 0.240000% 16144RTU7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 52000000.00 52000000.00 0.0037 N 51981280.00 51981280.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 61000000.00 61000000.00 0.0043 N 61000000.00 61000000.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTW3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 120000000.00 120000000.00 0.0084 N 120000000.00 120000000.00 Citibank, NA Citibank, NA 0.290000% 17304UCN8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 25000000.00 25000000.00 0.0018 N 25003000.00 25003000.00 Citibank, NA Citibank, NA 0.290000% 17304UCW8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 10000000.00 10000000.00 0.0007 N 10001500.00 10001500.00 Citibank, NA Citibank, NA 0.280000% 17304UDB3 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 100000000.00 100000000.00 0.0070 N 100014000.00 100014000.00 Citibank, NA Citibank, NA 0.280000% 17304UDF4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 82000000.00 82000000.00 0.0058 N 82013940.00 82013940.00 Citibank, NA Citibank, NA 0.400000% 17304UEK2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 3000000.00 3000000.00 0.0002 N 3001650.00 3001650.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422FZ90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-09 2013-12-09 N Y JP Morgan Securities LLC N/A N/A N 53000000.00 52910960.00 0.0037 N 52890820.00 52890820.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper 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2005-2A A1LB 2041-02-06 0.515200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80055600.00 32611192.93 144A BACM 2006-4 G 2046-07-10 5.892000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 12392.80 144A CCMFC 2006-2A A2 2047-04-25 0.373200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1440000.00 271116.57 144A RESIF 2005-C B3 2037-09-10 0.799200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 715000.00 64418.86 144A TMTS 2006-4SL A1 2037-05-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 395000.00 30478.30 BALTA 2005-7 (B57L) 2035-09-25 2.896100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12915000.00 3575720.01 BSABS 2005-AC8 2035-11-25 0.523200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23600000.00 4403282.08 BSABS 2005-AC8 2035-11-25 0.523200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 186579.75 CMLTI 2007-AR8 2A1A 2037-07-25 3.018700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16500000.00 5165640.23 CWALT 2005-42CB A2 2035-10-25 0.843200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 913867.00 365991.72 CWALT 2005-54CB 3A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1010000.00 279983.21 CWALT 2006-13T1 A3 2036-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 14734184.74 CWALT 2006-OA9 2A1A 2046-07-20 0.408000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4850000.00 1138698.60 CWALT 2007-OA11 A1B 2047-11-25 1.426400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1290000.00 724322.64 CWHL 2005-HYB7 6A1 2035-11-20 5.143500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1110000.00 330284.23 CWHL 2005-HYB7 6A1 2035-11-20 5.143500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 820000.00 243993.76 FHAMS 2006-AA3 A1 2036-06-25 2.362800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23059600.00 5736215.38 GSR 2046-08-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 139299.85 IMSA 2005-2 A2D 2036-03-25 0.623200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740000.00 362046.26 IMSA 2005-2 A2D 2036-03-25 0.623200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 176130.61 INDA 2007-AR3 1A1 2037-07-25 3.135400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2729000.00 1193950.43 INDA 2007-AR3 3A1 2037-07-25 5.714000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 960000.00 405739.92 LABS 01-B M1 2028-03-15 6.630000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 630000.00 612878.84 LABS 01-B M1 2028-03-15 6.630000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 48641.18 MSAC 2007-NC3 A2C 2037-05-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 28858.30 RFMSI 2007-SA1 2A2 2037-02-25 3.505600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49066900.00 11163337.17 SABR 2006-OP1 M4 2035-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 382597.00 200209.27 SABR 2006-OP1 M4 2035-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 65411.28 SDART 2011-3 E 2018-08-15 6.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 59742.72 STARM 2007-1 1A1 2037-02-25 2.959300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 875000.00 332228.66 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000000.00 3887035.58 First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 77000000.00 77000000.00 0.0054 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 77000000.00 77000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2M54 0001230485 Other Repurchase Agreement N 144A BACM 2006-4 G 2046-07-10 5.892000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 13425.53 AABST 2035-10-25 0.663200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 399767.84 ABS 144A TRITON AVIATN 0.01 2025-06-15 1.019000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 5700518.49 ABS 144A TRITON AVIATN 0.01 2025-06-15 1.019000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7600000.00 2166197.03 ABS 144A TRITON AVIATN 0.01 2025-06-15 1.019000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 285025.92 AHM 2005-1 1A3 2045-06-25 0.503200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 198200.00 19144.84 AMSI 2006-R2 M3 2036-04-25 0.573200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8500000.00 829486.31 ARSI 2006-W2 A2B 2036-03-25 0.383200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7232000.00 1154603.44 BCAP 2008-IND2 A2 2038-04-25 3.536300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2675000.00 1107045.03 BSABS 2004-FR1 M3 2034-07-25 1.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1468192.00 1206887.29 BSABS 2006-SD4 2A1 2036-10-25 4.009100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1917000.00 678582.13 CARR 2007-RFC1 A3 2036-12-25 0.333200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3100000.00 1918500.94 CMLTI 2006-NCB1 2A3 2036-05-15 0.389200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5360000.00 2548043.05 CRMSI 2007-2 M1 2037-06-25 6.012600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6714000.00 3651049.96 CSMC 2009-5R 2036-06-25 2.408300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1930000.00 1046713.98 CSMC TR 2013-IVR2 2043-04-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2939776.00 2885921.69 CWHEL 2005-H 2A 2035-12-15 0.439200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5870000.00 428433.33 CWHEL 2005-M A4 2036-02-15 0.529200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6539517.00 3506544.67 CWHL 2005-HYB7 6A1 2035-11-20 5.143500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1055000.00 313918.80 CWL 2005-12 M2 2036-02-25 0.683200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 2308635.71 IMSA 2005-2 A2C 2036-03-25 0.473200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 100892.01 INDA 2007-AR3 3A1 2037-07-25 5.714000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 42264.57 INDS 2006-A A 2036-06-25 0.323200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12146600.00 1174005.41 LBMLT 2006-11 2A2 2036-12-25 0.293200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10500000.00 4636889.44 LEHMAN MORTGAGE TRUST 200 2037-01-25 0.573200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 660000.00 219393.56 LXS 2005-5N 3A3C 2035-11-25 0.693200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7049391.00 3440658.11 LXS 2007-12N 1A3A 2047-07-25 0.393200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 130097.53 LXS 2007-16N 2A2 2047-09-25 1.043200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 43166.37 MLMI 2006-FF1 B1 2036-08-25 0.943200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3700000.00 422824.97 MSAC 2004-HE1 M1 2034-01-25 0.763200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5480300.00 2708559.39 MSAC 2006-HE4 A4 2036-06-25 0.433200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3097500.00 1798424.63 RALI 2035-01-25 0.493200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 57902500.00 7133686.32 RALI 2047-05-25 0.453200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 521570.00 69356.07 RALI 2005-QS3 1A21 2035-03-25 0.693200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22010000.00 1936431.98 RALI 2006-QO4 2A2 2046-04-25 0.433200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 856370.67 RAMC 2005-3 M3 2035-11-25 5.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 152014.00 RAMC 2006-3 AF3 2036-11-25 5.586000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2510000.00 1574665.64 RAST 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5005000.00 1375398.03 RAST 2006-A1 1A3 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 49052.48 SABR 2006-OP1 M4 2035-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 770000.00 402933.47 SAMI 2006-AR5 1A2 2046-05-25 0.453200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1765700.00 40224.25 SAST 2006-2 M2 2036-09-25 0.493200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1196401.48 SBM7 1997-LB6 B2 2027-12-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7544000.00 1210671.18 SDART 2012-1 E 2019-02-15 6.770000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 3874012.23 TIAAS 2007-C4 AJ 2039-08-15 5.535600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 103855.83 TMTS 2005-14HE AV2 2036-08-25 0.473200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8500000.00 882411.58 WAMU 2006-AR16 1A1 2036-12-25 2.384900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8490000.00 2786343.21 WFHET 2035-11-25 1.343200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9729500.00 1319773.27 WFMBS 2007-8 2A11 2037-07-25 0.703200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4310100.00 300999.69 WMALT 2007-2 2A1 2037-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 299779.23 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 63000000.00 63000000.00 0.0044 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 63000000.00 63000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2M54 0001230485 Other Repurchase Agreement N 144A BLACK 2012-1A D 2023-02-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 133017.90 144A BMLDB 2012-OSI A2FX 2029-04-13 3.352000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 130598.98 144A CSMC 2009-2R 5A2 2035-12-26 4.464600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 575000.00 181021.38 144A DBUBS 2011-LC2A A4 2044-07-10 4.537000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 126000.00 141182.35 144A JPMCC 2006-FL2A A2 2018-11-15 0.329200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 138215.69 144A JPMCC 2009-IWST A2 2027-12-05 5.633000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1240000.00 1462301.19 144A MRCY 2005-2A A1 2045-11-29 0.497700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1125000.00 309101.92 144A SAST 2007-4 M1 2037-12-25 3.193200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2300000.00 435674.09 144A SBM7 2001-MMA E8 2034-02-18 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1305000.00 1446163.91 144A SDART 2012-2A E 2019-04-15 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35777000.00 31380066.08 ABFC 2006-HE1 A2B 2037-01-25 0.303200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 389372.80 BSABS 2006-4 M1 2036-10-25 0.743200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 512726.46 CD 2007-CD5 AMA 2044-11-15 6.119700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 498925.69 CMALT 2006-A4 1A1 2036-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 142444.03 CMLTI 2007-AR8 1A3A 2037-08-25 5.524400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 845000.00 309356.00 COMM 2004-LB4A A5 2037-10-15 4.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315000.00 326473.99 CSFB 2005-9 3A2 2035-10-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5185000.00 1412054.16 CSFB 2005-C1 A4 2038-02-15 5.014000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 527296.49 CWALT 2046-12-25 0.313200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 332790.55 CWALT 2005-54CB 3A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 8316.33 CWALT 2005-J11 1A11 2035-11-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency 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CHS/COMMUNITY HEALTH SYSTEMS, INC. 2018-08-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3115000.00 3305188.06 AK STL CORP 2018-12-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 980000.00 1080620.14 ALLEN SYS GROUP INC 2016-11-15 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 401800.00 ALLOY FINANCIAL INC 2020-09-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 109525.00 130699.83 AMC ENTERTAINMENT INC. 2020-12-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 173000.00 208248.75 AMERENENERGY GENERATING COMPANY 2018-04-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 660000.00 583403.33 AMERICAN AXLE & MANUFACTURING, INC. 2019-11-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 155220.00 AMERICAN INTERNATIONAL GROUP INC 2068-05-15 8.175000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000.00 18618.37 AMGEN INC 2037-06-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1250.93 ARCELORITTAL CLASS A NY REGISTRY NEW 2019-06-01 10.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 348183.00 453247.22 ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC 2022-11-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 501083.33 AVON PRODUCTS, INC 2020-03-15 4.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3177630.00 AVON PRODUCTS, INC 2043-03-15 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2440625.00 2755713.08 BANCO DE BOGOTA 2017-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1403000.00 1508419.86 BOISE PAPER HOLDINGS LLC 2020-04-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 456000.00 511100.00 BURLINGTON NORTHERN SANTA FE 2020-09-01 3.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 129000.00 138411.84 CABLEVISION SYSTEMS CORP 2018-04-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 223000.00 254755.82 CALPINE CORP 2020-07-31 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1019000.00 1145101.25 CAPITAL ONE FINANCIAL CORPORATION 2014-07-15 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 111000.00 113418.88 CASE NEW HOLLAND INC 2013-09-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1520000.00 1566550.00 CB ERP OPER LTD PARTNR 2015-04-13 6.584000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1080000.00 1202578.56 CCO HLDGS LLC 2017-10-30 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5026000.00 5396632.60 CELANESE US HOLDING LLC 2018-10-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 587399.00 639363.42 CENTURYTEL, INC 2021-06-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1150000.00 1287496.87 CHIQUITA BRANDS INTL INC 2021-02-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 976000.00 1072746.00 CLEAR CHANNEL WORLDWIDE HOLDINGS INC 2022-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2615000.00 2785991.94 CLEARWATER PAPER CORP 2018-11-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4962991.00 5389498.04 CORRECTIONS CORP OF AMERICA 2023-05-01 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 102135.42 D. R. HORTON, INC 2022-09-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2010000.00 DAE AVIATION HOLDINGS 2015-08-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 371000.00 388622.50 DELPHI CORP 2019-05-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 144281.25 DEVON ENERGY CORP 2014-01-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 364000.00 382720.52 DISCOVER FINL SVCS 2022-04-27 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2254000.00 2520402.76 DISCOVERY COMMUNICATIONS LLC 2023-04-01 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9107715.00 9051247.17 DUKES-WEEKS REALTY LIMITED PARTNERSHIP 2022-10-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 466058.20 DYNEGY INC NEW DEL 2023-06-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 597633.00 590162.59 ELIZABETH ARDEN INC 2021-03-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 135218.33 EMBARQ CORP 2016-06-01 7.082000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1852496.00 2185093.13 ENEL FINANCE INTERNATL S.A 2037-09-15 6.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1083265.56 ENSCO PLC 2021-03-15 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1275000.00 1426968.67 EVEREST ACQUISITION LLC EVEREST ACQUISITION 2019-05-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3210000.00 3485190.63 FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 593000.00 656747.50 FORD MOTOR CREDIT CO 2015-04-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3354297.00 3713053.97 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9491610.00 11059275.95 FORD MTR CREDIT CO 2016-05-09 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11500000.00 11549565.00 FRONTIER COMMUNICATIONS CORP 2014-05-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1548000.00 1639912.50 FRONTIER COMMUNICATIONS CORP 2022-04-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 212289.00 242260.08 FTI CONSULT INC 2020-09-27 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2167500.00 GENWORTH FINANCIAL 2021-09-24 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 125400.92 GOODMAN FDG PTY LTD 2021-04-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1500649.58 GOODYEAR TIRE AND RUBBER COMPANY 2022-05-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 197000.00 212267.50 GS CALTEX CORP 2017-04-24 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4875978.00 5430048.93 H& E EQUIPMENT SERVICES INC 2022-09-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 327000.00 HANESBRANDS INC 2020-12-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5989288.00 6794223.35 HARTFORD FINANCIAL SERV GROUP 2068-06-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1052000.00 1291293.47 HARVEST OPERATIONS CORP 2017-10-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 790000.00 895827.08 INDYMAC MBS INC INDX MLT 2004 AR3 CL B 4 VAR DUE 2019-04-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 477000.00 546463.12 ING U S INC 2053-05-15 5.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4700000.00 4752875.00 INGLES MKTS INC 2017-05-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1014000.00 1068699.67 INTESA SAN PAOLA 2014-02-24 2.673800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100560.99 INTLNATIONAL STEEL GROUP INC 2014-04-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4138001.00 4340455.00 IRON MOUNTAIN INCORPORATED 2020-06-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 532000.00 573702.89 ISTAR FININACAIL INC 2016-07-01 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100125.00 JEFFERIES GROUP INC NEW 2023-01-20 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 231000.00 244314.84 JONES LANG LASALLE INC 2022-11-15 4.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 785799.00 803813.88 KENNEDY WILSON INC 2019-04-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2495000.00 2774647.92 LAMAR MEDIA CORP 2022-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 272000.00 299766.67 LAND OLAKES INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2445000.00 2622262.50 LEVEL 3 FINANCING INC 2020-07-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 160225.00 LIBERTY MUTUAL GROUP INC 2037-03-15 7.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2885000.00 3532586.33 LIBERTY MUTUAL GROUP INC 2088-06-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 3219138.89 LINCOLN NATIONAL CORPORATION 2040-06-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5050000.00 6767375.93 LINCOLN NATL CORP 2067-04-20 6.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 1951091.53 LONGVIEW FIBRE PAPER & PACKAGING INC 2016-06-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3101637.00 3361399.10 MEAD PRODS LLC / ACCO BRANDS CORP 2020-04-30 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2495000.00 2646727.19 METROPCS WIRELESS INC 2021-04-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625848.00 657140.40 MOHEGAN TRIBAL GAMING AUTH 2017-11-01 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 672624.00 773237.34 MOMENTIVE PERFORMANCE MATERIALS 2021-01-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 392000.00 383768.00 NAVIOS MARITIME HOLDINGS INC 2017-11-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 231000.00 245990.94 NOKIA CORP,FI 2039-05-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2288620.00 2049332.06 OIL STATES ONTERNATIONAL 2019-06-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 3885000.00 OLIN CORP,VA 2019-08-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2512000.00 2872803.45 ONEOK PARTNERS LTD PARTNERSHIP 2022-10-01 3.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1387000.00 1359828.67 PAETEC HOLDING CORP 2018-12-01 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 166512.50 PETROBRAS INTL FIN CO 2040-01-20 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1642000.00 1855439.25 PETROLEOS MEXICANOS GUARANTEED NOTES 2020-03-05 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4100000.00 4761466.67 PFD BRICKMAN GRP CL L 2018-11-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 544427.08 PFD KB HOME INCOME PRIDES 2020-03-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1875000.00 2203125.00 PLAINS EXPLORATION & PRODUCTION CO 2019-10-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3664000.00 4176120.34 PLY GEM INDS INC 2017-04-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 218000.00 PPL CAPITAL FUNDING, INC. 2067-03-30 6.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 104000.00 111921.33 PREFERRED TERM SECS XXV LTD 2037-06-22 0.598000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4600000.00 2983403.62 PRUDENTIAL FINCL INC,NJ 2037-12-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1169143.00 1522405.40 PUGET SOUND PWR & LIGHT COMPANY 2067-06-01 6.974000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1631000.00 1769664.90 QUEBECOR MEDIA 2016-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1779000.00 1873707.04 QVC NETWORK INC 2022-07-02 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1138000.00 1219036.98 REALTY INCOME 2017-09-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1735000.00 1970665.05 REPUBLIC OF EL SALVADOR 2025-01-30 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 102974.65 REYNOLDS GROUP ISSUER LLC 2019-08-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 581172.00 636383.34 REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO 2021-02-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 153750.00 ROPER INDUSTRIES INC 2017-11-15 1.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1389000.00 1392305.82 RRI ENERGY INC 2014-06-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4420000.00 4884805.97 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30998450.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562D2U3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 109000000.00 109000000.00 0.0077 N 109039240.00 109039240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DW55 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 74000000.00 74000000.00 0.0052 N 74008140.00 74008140.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4E5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 25000000.00 25000000.00 0.0018 N 25000250.00 25000250.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4H8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 6000000.00 6000000.00 0.0004 N 6000060.00 6000060.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4T2 Certificate of Deposit N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N N 8000000.00 8000000.00 0.0006 N 8000240.00 8000240.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4Z8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 58000000.00 58000000.00 0.0041 N 58001740.00 58001740.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W5V6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-24 2013-07-24 N N N 35000000.00 35000000.00 0.0025 N 35001400.00 35001400.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W5Y0 Certificate of Deposit N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 57000000.00 57000000.00 0.0040 N 57002850.00 57002850.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W6D5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 34000000.00 34000000.00 0.0024 N 33999320.00 33999320.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86562W7L6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 18000000.00 18000000.00 0.0013 N 17998560.00 17998560.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.360000% 86562WX37 Certificate of Deposit N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 10000000.00 10000548.57 0.0007 N 10001000.00 10001000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KAE3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-11 2013-09-11 N N N 8000000.00 8000000.00 0.0006 N 7998400.00 7998400.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.210000% 86958CTE4 Certificate of Deposit N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 100000000.00 100000000.00 0.0070 N 100000000.00 100000000.00 Swedbank AB Swedbank AB 0.330000% 87019QUZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 3000000.00 3000000.00 0.0002 N 3000510.00 3000510.00 Swedbank AB Swedbank AB 0.350000% 87019RTL0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 43000000.00 42992893.05 0.0030 N 42996560.00 42996560.00 Swedbank AB Swedbank AB 0.290000% 87019RYK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2013-11-19 N N N 10000000.00 9986386.12 0.0007 N 9987000.00 9987000.00 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 35000000.00 35000000.00 0.0025 N 35000000.00 35000000.00 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 68000000.00 68000000.00 0.0048 N 68000000.00 68000000.00 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 29000000.00 29000000.00 0.0020 N 29006960.00 29006960.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112WM87 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 104000000.00 104000000.00 0.0073 N 104009360.00 104009360.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU54 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 31000000.00 31000000.00 0.0022 N 31008060.00 31008060.00 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 141000000.00 141000000.00 0.0099 N 141004230.00 141004230.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 20000000.00 19963611.11 0.0014 N 19967600.00 19967600.00 UBS AG UBS AG 0.255000% 90267RNY1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-19 2013-06-19 N N N 86000000.00 86000000.00 0.0060 N 86006880.00 86006880.00 UBS AG UBS AG 0.250000% 90267RPF0 Certificate of Deposit N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 84000000.00 84000000.00 0.0059 N 84009240.00 84009240.00 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 37000000.00 37000000.00 0.0026 N 37004070.00 37004070.00 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 3000000.00 3000000.00 0.0002 N 3000480.00 3000480.00 Victory Receivables Corp Victory Receivables Corp 0.180000% 92646KU26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 10495000.00 10493478.23 0.0007 N 10493385.87 10493385.87 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 49000000.00 49000000.00 0.0034 N 49009310.00 49009310.00 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 25000000.00 25000000.00 0.0018 N 24998750.00 24998750.00 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 83000000.00 83000000.00 0.0058 N 83006640.00 83006640.00 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 50000000.00 50000000.00 0.0035 N 50000500.00 50000500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6ZN1 Certificate of Deposit N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 50000000.00 50000000.00 0.0035 N 50001000.00 50001000.00 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 286000000.00 286000000.00 0.0201 N 286008580.00 286008580.00 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 40000000.00 40000000.00 0.0028 N 40012800.00 40012800.00 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 107000000.00 107000000.00 0.0075 N 107065270.00 107065270.00 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 105000000.00 105000000.00 0.0074 N 105106050.00 105106050.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 725715.43 725715.43 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 647047.87 647047.87 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 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 142625.77 142625.77 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XHB2 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1230614.29 1230614.29 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 1097215.70 1097215.70 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 209104.23 209104.23 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 186437.34 186437.34