0001145549-13-006968.txt : 20131224 0001145549-13-006968.hdr.sgml : 20131224 20130807145658 ACCESSION NUMBER: 0001145549-13-006968 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130731 FILED AS OF DATE: 20130807 DATE AS OF CHANGE: 20130807 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: 131017159 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 2013-07-31 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 53 86 14977250132.50 5240851.93 282684618.28 14699806366.15 0.0025 1.0001 2013-07-31 1.0001 2013-07-31 C000012373 1.00 14699806366.15 1.00 -27357136.20 3077799089.86 3105156226.06 0.0001 1.0001 2013-07-31 1.0001 2013-07-31 ABAG Finance Auth Taxable RB (Public Policy Institute of California) Series 2001 0.310000% 00037CEK2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-08-07 2013-08-07 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 North America, LLC Abbey National North America, LLC 0.255000% 0027A0YD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-13 2013-11-13 N Y Santander UK Plc N/A N/A N 66000000.00 65951380.00 0.0045 N 65948988.60 65948988.60 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 0.0047 N 69002760.00 69002760.00 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 3000270.00 3000270.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.270000% 00279HJ64 Certificate of Deposit N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Santander UK Plc N/A N/A N 6000000.00 6000000.00 0.0004 N 5999700.00 5999700.00 Alpine Securitization Corp Alpine Securitization Corp 0.150000% 02086LW44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 92000000.00 91986966.67 0.0063 N 91986319.60 91986319.60 Alpine Securitization Corp Alpine Securitization Corp 0.150000% 02086LW51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 45000000.00 44993437.50 0.0031 N 44993250.00 44993250.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.214800% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-07 2014-03-07 N N N 115000000.00 115000000.00 0.0078 N 115024150.00 115024150.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.080000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 75000000.00 75000000.00 0.0051 Security is a time deposit. N 75000000.00 75000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 4000000.00 4000000.00 0.0003 Security is a time deposit. N 4000000.00 4000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M130802 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 105000000.00 105000000.00 0.0071 Security is a time deposit. N 105000000.00 105000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M130806 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 138000000.00 138000000.00 0.0094 Security is a time deposit. N 138000000.00 138000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WC35 Other Note N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 40000000.00 40000000.00 0.0027 N 40001600.00 40001600.00 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 0.0029 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 0.0010 N 15000450.00 15000450.00 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 0.0050 N 73002920.00 73002920.00 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 7000420.00 7000420.00 Bank of Montreal Bank of Montreal 0.180000% 06366ADX7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 151000000.00 151000000.00 0.0103 N 150993960.00 150993960.00 Bank of Montreal Bank of Montreal 0.180000% 06366AJE3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 80000000.00 80000000.00 0.0054 N 79991200.00 79991200.00 Bank of Montreal Bank of Montreal 0.050000% 06366ANP3 Certificate of Deposit N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 6000000.00 6000000.00 0.0004 N 5999880.00 5999880.00 Bank of Montreal Bank of Montreal 0.060000% 06366ANU2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 125000000.00 125000000.00 0.0085 N 124997087.50 124997087.50 Bank of Nova Scotia Bank of Nova Scotia 0.270500% 06417FD56 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2014-07-24 N N N 171000000.00 171000000.00 0.0116 N 170958960.00 170958960.00 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 0.0031 N 45010350.00 45010350.00 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 23001380.00 23001380.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417FYS3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 1000000.00 1000000.00 0.0001 N 1000060.00 1000060.00 Bank of Nova Scotia Bank of Nova Scotia 0.020000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 149000000.00 149000000.00 0.0101 Security is a time deposit. N 149000000.00 149000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.050000% 049999006_M130805 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 51000000.00 51000000.00 0.0035 Security is a time deposit. N 51000000.00 51000000.00 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 0.0021 N 31005270.00 31005270.00 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 0.0043 N 63011970.00 63011970.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.110000% 06538F7H1 Certificate of Deposit N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 130000000.00 130000000.00 0.0088 N 129998700.00 129998700.00 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 0.0045 N 66027720.00 66027720.00 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 14006020.00 14006020.00 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 0.0042 N 62026660.00 62026660.00 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 1000440.00 1000440.00 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 0.0024 N 36012240.00 36012240.00 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 0.0033 N 49017150.00 49017150.00 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 9003330.00 9003330.00 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 13002210.00 13002210.00 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 9001620.00 9001620.00 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 0.0035 N 51015810.00 51015810.00 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 14004620.00 14004620.00 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 0.0041 N 60019800.00 60019800.00 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 0.0026 N 38011780.00 38011780.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRW0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 69000000.00 69000000.00 0.0047 N 69022080.00 69022080.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XSQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 3000000.00 3000000.00 0.0002 N 3000300.00 3000300.00 Barclays Capital, Inc Barclays Capital, Inc 0.090000% 00799J004_0.0900_M130801_2M54 0000851376 Government Agency Repurchase Agreement Y GNMA 2048-08-15 3.250000 Government Agency Debt 27520000.00 27226535.89 GNMA 2061-06-20 0.00 Government Agency Debt 12267634.00 12746592.18 GNMA 2062-05-20 0.00 Government Agency Debt 21758068.00 21865587.89 GNMA 2062-10-20 4.530000 Government Agency Debt 21670951.00 22243777.08 GNMA 2062-11-20 4.488000 Government Agency Debt 19657473.00 19917507.90 First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 100000000.00 100000000.00 0.0068 N 100000000.00 100000000.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HWQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N Y Barclays Bank Plc N/A N/A N 14000000.00 13995590.00 0.0010 N 13996080.00 13996080.00 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 12987866.67 0.0009 N 12990380.00 12990380.00 BNP Paribas BNP Paribas 0.400000% 05567VD28 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 8000000.00 8001217.54 0.0005 N 8002720.00 8002720.00 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 42010920.00 42010920.00 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 0.0038 N 56016240.00 56016240.00 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 42014280.00 42014280.00 BNP Paribas BNP Paribas 0.400000% 05572NNT9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-05 2013-12-05 N N N 50000000.00 50000000.00 0.0034 N 50016000.00 50016000.00 BNP Paribas BNP Paribas 0.390000% 05572NNV4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-10 2013-12-10 N N N 29000000.00 29000000.00 0.0020 N 29008410.00 29008410.00 BNP Paribas BNP Paribas 0.390000% 05572NPA8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 44000000.00 44000000.00 0.0030 N 44013640.00 44013640.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130801_2M54 0001197610 Other Repurchase Agreement N ADR AMERICA MOVIL S.A. DE C V 2020-03-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12795.00 13900.05 APPLIED MATERIALS 2041-06-15 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71850.00 77984.19 CIGNA CORPORATION 2042-02-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 580000.00 627759.37 COMCAST CORP NEW 2043-01-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3488092.00 3318221.92 DANSSKE BANK 2014-04-14 1.318100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102630.00 102874.51 FRANCE TELECOM 2015-09-16 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6975.00 7144.34 GCB REGS KOREA HIGHWAY 2014-04-07 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4257948.00 4352389.29 GCB REGS KOREA HIGHWAY 2015-05-20 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 548379.00 588952.27 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 153243.00 162699.41 J P MORGAN CHASE & CO 2018-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 759714.00 736520.35 JP MORGAN CHASE CO 2015-03-20 1.322200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 829417.00 838213.71 KFW KREDITANSTALT FUR 2013-10-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 124704.00 127120.49 LORILLARD TOBACCO COMPANY 2016-08-04 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 159500.00 170259.60 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5822430.00 6564660.45 NBCUNIVERSAL ENTERPRISE INC 2019-04-15 1.974000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1077404.00 1059802.27 NUCOR CORP 2023-08-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 327372.00 324903.62 PARTNERRE FIN B LLC 2020-06-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 892335.00 990827.96 PETROBRAS ENERGIA S.A. 2017-05-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 777292.00 810251.34 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167271.00 160517.43 SPAREBANK 1 BOLIGKREDIT 2013-10-25 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12432.00 12499.55 TURLOCK CORP 2022-11-02 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225768.00 211619.93 UNITED TECH 2040-04-15 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 278596.00 332928.72 UNITED TECHNOLOGIES 2019-02-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35856.00 43917.33 VOLKSWAGEN INTERNATIONAL FINANCE NV 2015-11-20 1.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1370000.00 1380025.74 WESTVACO CORP 2031-02-15 7.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70162.00 84006.25 First Tier Security N/A N/A 2013-08-01 2013-08-01 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 0.290000% 921AES008_0.2900_M130807_2M54 0001197610 Other Repurchase Agreement N ADR AMERICA MOVIL S.A. DE C V 2020-03-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 197639.00 214708.20 APPLIED MATERIALS 2041-06-15 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73712.00 80005.16 Bank of Montreal 2017-01-30 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2982656.00 3056029.34 CENTREPOINT ENERGY INC 2018-05-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 134576.00 162107.56 DANSSKE BANK 2014-04-14 1.318100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1471949.00 1475455.82 DNB NOR BOLIGKREDIT 2015-10-14 2.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2955367.00 3054288.06 GCB REGS KOREA HIGHWAY 2015-05-20 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2139.00 2297.26 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 133437.00 141671.21 IBM CORP 2020-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46005.00 43344.84 J P MORGAN CHASE & CO 2018-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3971286.00 3850044.84 MORGAN STANLEY 2015-01-26 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6513691.00 6770522.22 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11642.00 13133.27 NBCUNIVERSAL ENTERPRISE INC 2019-04-15 1.974000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 486604.00 478654.27 NUCOR CORP 2023-08-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1029345.00 1021583.74 PLAINS EXPOLORATION PRODUCTION COMPANY 2023-02-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5465640.00 6058122.97 PRUDENTIAL FINCL INC,NJ 2037-12-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 828173.00 1016012.30 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 64648.00 62037.84 THE GAP, INC. 2021-04-12 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3503853.00 3999982.03 First Tier Security N/A N/A 2013-08-07 2013-08-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 30000000.00 30000000.00 0.0020 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 30000000.00 30000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130807_2M54 0001197610 Other Repurchase Agreement N BANQUE PSA FIN 2016-04-04 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21704.00 22415.65 BARMINCO FIN PTY LTD 2018-06-01 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 862848.00 791663.04 CCO HOLDINGS LLC 2022-01-31 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3643.00 3734.08 CELANESE YS HLDG LLC 2021-06-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 724299.00 765951.22 CITYCENTER HLDGS LLC CITYCENTER FIN CORP 2016-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 831926.00 880501.23 FIRST DATA CORP 2020-11-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6680.00 7112.11 FORD MOTOR CREDIT COMPANY 2018-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 417341.00 458028.50 FORD MOTOR CREDIT COMPANY 2020-01-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9306.00 11454.49 GEORGIA GULF CORP 2023-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 792580.00 765070.87 LEVEL 3 COMMUNICATIONS INC 2019-02-01 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20092.00 23926.22 MICHAELS FINCO HLDGS LLC MICHAELS FINCO INC 2018-08-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7385.00 7452.70 NBTY INC 2018-10-01 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 755874.00 859806.67 WTS DINDRED HELTHCARE IN EXP 4 20 06 2019-06-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2686.00 2884.09 First Tier Security N/A N/A 2013-08-07 2013-08-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 4000000.00 4000000.00 0.0003 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 4000680.00 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CWHEL 2005-H 2A 2035-12-15 0.431000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 855000.00 60638.71 CWHEL 2006-E 2A 2036-07-15 0.331000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 44264.90 CWL 2006-11 1AF4 2046-09-25 5.272500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3350000.00 2393008.75 CWL 2006-11 1AF4 2046-09-25 5.272500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 10714.96 CWL 2006-S6 A5 2034-03-25 5.962000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 222067.56 CWL 2007-3 2A2 2047-05-25 0.360000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1280000.00 1119397.05 FFML 2006-FF16 2A3 2036-12-25 0.330000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 19527.25 GMACM 2029-10-25 6.010000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 94499.52 GMACM 2005-HE1 A3 2035-08-25 0.370000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 25996.84 GPMF 2006-AR6 A3A 2046-10-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 9260.75 HVMLT 2036-12-19 0.361500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19995000.00 4568425.05 JPMAC 2006-CH2 AF2 2036-10-25 5.355800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1195000.00 527515.66 LXS 2006-10N 1A4A 2046-07-25 0.490000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 12253.48 LXS 2006-10N 1A4A 2046-07-25 0.490000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 5251.49 LXS 2006-13 1A3 2036-09-25 0.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 660000.00 222252.88 MARM 2007-3 12A1 2047-05-25 0.390000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3470000.00 1076008.49 MLMI 2006-AR1 A2C 2037-03-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1085000.00 360878.92 MSAC 2004-HE5 M1 2034-06-25 0.820000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 114184.85 MSAC 2005-HE4 M4 2035-07-25 0.780000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 980000.00 155484.20 MSAC 2007-HE3 A2B 2036-12-25 0.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6735000.00 3160804.16 NHELI 2005-HE1 M5 2035-09-25 0.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 132973.29 RAAC 2047-06-25 0.590000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 235457.80 RALI 2006-QO5 2A1 2046-05-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8450000.00 2929125.30 RALI 2006-QO5 2A1 2046-05-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7580000.00 2627546.72 RALI 2006-QO5 2A1 2046-05-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1940000.00 672485.57 RALI 2006-QO5 2A1 2046-05-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1675000.00 580625.43 RALI 2006-QO5 2A1 2046-05-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355000.00 123057.93 RALI 2006-QS6 1A11 2036-06-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5276000.00 741288.90 RALI 2007-QH3 A1 2037-04-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6755000.00 2645876.53 RALI 2007-QH3 A1 2037-04-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2415000.00 945935.13 RALI 2007-QH3 A1 2037-04-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 74421.40 RAMC 2005-2 M1 2035-08-25 5.051000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740000.00 342344.11 RAMP 2036-07-25 0.470000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1015000.00 786291.39 RES ACCREDIT 2037-08-25 0.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3615000.00 1482300.28 RES ACCREDIT 2037-08-25 0.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 790000.00 323932.84 RFMSI 2007-SA4 3A1 2037-10-25 3.887900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10200000.00 3104826.16 SAMI 2006-AR5 3A1 2046-05-25 0.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 960000.00 362417.42 SAMI 2007-AR4 A3 2047-09-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7740000.00 4907237.99 SASC 2005-NC2 M5 2035-05-25 0.810000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 240000.00 136668.59 SDART 2012-3 E 2019-06-17 5.130000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2175000.00 2250082.10 SVHE 2006-OPT4 M1 2036-06-25 0.470000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16500000.00 1147946.02 United States Treasury Department 2017-04-15 0.125000 Treasury Debt 10000.00 10586.09 First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 77000000.00 77000000.00 0.0052 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 77025410.00 77025410.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2M54 0001230485 Other Repurchase Agreement N 144A GRAND 2006-2A A1A 2046-11-01 0.395000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112905000.00 19472868.74 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4005000.00 977424.47 BSSLT 2007-1 2A 2037-08-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 17248.44 CSMC 2040-09-15 5.869000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8065000.00 7932640.91 CWALT 2005-62 2A3 2035-12-25 1.823000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26734000.00 1153931.14 CWALT 2005-9CB 1A1 2035-05-25 0.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2230000.00 498931.75 CWHEL 2005-M A4 2036-02-15 0.521000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 59367.18 CWL 2046-01-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 940000.00 664384.14 CWL 2006-BC5 2A3 2037-03-25 0.360000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4940000.00 3806156.36 CWL 2006-S6 A5 2034-03-25 5.962000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5450000.00 3184916.32 FFMER 2007-3 A2C 2037-06-25 0.370000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5695000.00 3282560.22 FFML 2006-FF11 2A4 2036-08-25 0.430000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1130000.00 623425.17 GPMF 2006-AR6 A3A 2046-10-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 50934.12 LBMLT 2036-03-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20145000.00 5806759.01 LXS 2007-16N 2A2 2047-09-25 1.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 452944.92 MHL 2006-1 2A1A 2036-04-25 0.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 5370.07 MLCFC 2007-5 2048-08-12 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 489760.03 MSAC 2006-HE8 A2FP 2036-10-25 0.260000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5375000.00 311716.81 MSAC 2007-HE3 A2B 2036-12-25 0.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5195000.00 2438066.46 MSAC 2007-NC2 A2C 2037-02-25 0.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2200000.00 1118968.38 NHELI 2005-FM1 M3 2035-05-25 0.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 137550.06 PPSI 2005-WCW2 M3 2035-07-25 0.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 130623.49 RAMP 2036-07-25 0.470000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 201414.54 RAMP 2005-RS7 M2 2035-07-25 0.710000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 242643.56 SABR 2004-OP2 M3 2034-08-25 1.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1740000.00 134068.56 SARM 2037-05-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5935000.00 1863667.00 SARM 2037-05-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5285000.00 1659558.57 SARM 2037-05-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1730000.00 543242.45 SARM 2037-05-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 615000.00 193117.98 SARM 2037-05-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 119324.93 SARM 2005-15 2A1 2035-07-25 2.688400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2840000.00 596984.33 SARM 2006-3 3A2 2036-04-25 2.450900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1785000.00 799401.91 SARM 2007-1 2-A3 2037-02-25 4.921500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13110000.00 8039452.20 SASC 2005-NC2 M5 2035-05-25 0.810000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 139515.85 United States Treasury Department 2014-01-15 2.000000 Treasury Debt 30000.00 38350.99 United States Treasury Department 2017-04-15 0.125000 Treasury Debt 705000.00 746319.35 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7595000.00 1537341.85 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6570000.00 1329866.48 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3175000.00 642667.59 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2120000.00 429119.78 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 965000.00 195330.46 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 129545.59 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355000.00 71857.32 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 68821.10 WMALT 2005-3 1CB3 2035-05-25 0.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 12144.90 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 63000000.00 63000000.00 0.0043 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 63025830.00 63025830.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M131016_2M54 0001230485 Other Repurchase Agreement N 144A CBCL 15A A 2041-02-16 0.554300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22190000.00 1875209.25 144A CCAO 3A C 2028-11-15 7.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 1369478.86 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2400000.00 158997.61 144A ELAT 2007-2 A2C 2037-05-25 1.290000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5585000.00 3243199.40 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 288340000.00 63057437.80 144A SLFMT 2013-1A B1 2058-06-25 5.580000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5470000.00 5518756.94 AABST 2034-12-25 1.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2055000.00 1366227.06 ABSHE 2005-HE1 M2 2035-03-25 0.720000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1410000.00 974022.97 ACCSS 2007-A B 2037-02-25 0.822700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5050000.00 2204976.14 ACE 2006-FM2 A2C 2036-08-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9772000.00 3434385.09 AMSI 2005-R6 M6 2035-08-25 1.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 317500.00 16919.61 BAFC 2005-H 3A1 2035-11-20 3.074100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 196394.44 BSARM 2007-5 3A1 2047-08-25 5.183200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4450000.00 1624402.16 BSSLT 2037-01-25 0.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37395000.00 6101363.05 CBASS 2006-CB3 AV4 2036-03-25 0.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 8353387.71 CMALT 2006-A4 1A1 2036-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7510000.00 4364635.66 CMLTI 2007-AHL3 A3A 2037-05-25 0.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9540000.00 1820237.79 CNF 2001-3 A4 2033-05-01 6.910000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295000.00 153143.91 CSMC 2040-09-15 5.869000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2475000.00 2434381.43 CWALT 2006-OA6 1A3 2046-07-25 0.460000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4955000.00 656821.58 CWHEL 2037-06-15 0.341000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21195000.00 3921780.30 CWHEL 2005-H 2A 2035-12-15 0.431000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17980000.00 1275185.91 CWL 2046-01-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 229707.28 CWL 2004-4 M1 2034-07-25 0.910000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7929835.00 7019847.46 CWL 2005-16 2AF3 2036-05-25 5.110300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 63300.00 49385.48 CWL 2005-17 1AF3 2036-05-25 5.260300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3935000.00 3078023.06 CWL 2007-3 2A2 2047-05-25 0.360000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1290000.00 1128142.34 CWL 2007-8 M1 2037-11-25 0.460000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 382966.70 FFMER 2007-3 A2C 2037-06-25 0.370000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 48993.44 FFML 2006-FF11 2A4 2036-08-25 0.430000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1190000.00 656527.39 FFML 2006-FF5 2A3 2036-04-25 0.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1625000.00 752194.80 GSAA 2006-14 A3B 2036-09-25 0.470000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 556772.84 LBMLT 2036-09-25 0.430000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000000.00 4249585.39 LBMLT 2006-11 2A2 2036-12-25 0.290000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10500000.00 4267622.08 LXS 2006-10N 1A4A 2046-07-25 0.490000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1750.50 LXS 2006-4N A2A 2046-04-25 0.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1830000.00 509744.32 LXS 2007-16N 2A2 2047-09-25 1.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7710000.00 3174732.12 MARM 2006-2 5A1 2036-05-25 2.819800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 320000.00 85598.82 MSAC 2006-HE6 A2C 2036-09-25 0.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8975000.00 4085825.64 RAMP 2004-RS8 MII2 2034-08-25 1.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11500000.00 1213283.39 SACO 2006-3 A1 2036-04-25 0.370000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7326000.00 603652.20 SACO I TRUST 2006-4 2036-03-25 0.360000 Other Instrument common stocks, ETFs, corporate 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N 84000000.00 84000000.00 0.0057 N 83994960.00 83994960.00 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 0.0074 N 109032700.00 109032700.00 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 0.0023 N 34000340.00 34000340.00 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 0.0012 N 18000720.00 18000720.00 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 0.0005 N 8000080.00 8000080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KBJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 9000000.00 9000000.00 0.0006 N 9000000.00 9000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KBR3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 8000000.00 8000000.00 0.0005 N 7999840.00 7999840.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KBT9 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 9000000.00 9000000.00 0.0006 N 8999820.00 8999820.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KBV4 Certificate of Deposit N First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 2000000.00 2000000.00 0.0001 N 1999920.00 1999920.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KBY8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 92000000.00 92000000.00 0.0063 N 91998160.00 91998160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCK7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-31 2013-10-31 N N N 23000000.00 23000000.00 0.0016 N 22999310.00 22999310.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KCR2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 10000000.00 9999730.74 0.0007 N 9998400.00 9998400.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCS0 Certificate of Deposit N First Tier Security N/A N/A 2013-11-07 2013-11-07 N N N 6000000.00 6000000.00 0.0004 N 5999160.00 5999160.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCU5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N N 74000000.00 74000000.00 0.0050 N 73989640.00 73989640.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.180000% 86958CYR9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 121000000.00 121000000.00 0.0082 N 121002420.00 121002420.00 Swedbank AB Swedbank AB 0.280000% 87019QV88 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 45000000.00 45000000.00 0.0031 N 45004050.00 45004050.00 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 9991138.90 0.0007 N 9993900.00 9993900.00 Swedbank AB Swedbank AB 0.235000% 87019RZ33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 2000000.00 1998381.12 0.0001 N 1998585.60 1998585.60 Texas TRAN Series 2012 0.060000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-08-01 2013-08-01 Y JPMorgan Chase Bank NA N/A N/A N N 35000000.00 35000000.00 0.0024 N 35000000.00 35000000.00 Texas TRAN Series 2012 0.060000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2013-08-01 2013-08-01 Y JPMorgan Chase Bank NA N/A N/A N N 68000000.00 68000000.00 0.0046 N 68000000.00 68000000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TZL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 31527000.00 31497364.62 0.0021 N 31504300.56 31504300.56 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCM4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 116000000.00 116000000.00 0.0079 N 116022040.00 116022040.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCX0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 100000000.00 100000000.00 0.0068 N 100020000.00 100020000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TDD3 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 100000000.00 100000000.00 0.0068 N 100020000.00 100020000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112TDZ4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 49000000.00 49001061.55 0.0033 N 49003430.00 49003430.00 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 29006380.00 29006380.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112W4E4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N N 77000000.00 77000000.00 0.0052 N 77009240.00 77009240.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.240500% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2014-06-18 N N N 25000000.00 25000000.00 0.0017 N 25001250.00 25001250.00 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 0.0021 N 31006820.00 31006820.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.231500% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2013-08-21 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 141000000.00 141000000.00 0.0096 N 141004230.00 141004230.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HAU8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 40000000.00 39954000.00 0.0027 N 39951600.00 39951600.00 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 19971805.56 0.0014 N 19971800.00 19971800.00 UBS Securities LLC UBS Securities LLC 0.060000% 99EPPA003_0.0600_M130801_2M54 0001070766 Treasury Repurchase Agreement Y United States Treasury Department 2014-08-15 4.250000 Treasury Debt 64700.00 68710.69 United States Treasury Department 2016-08-31 1.000000 Treasury Debt 51584100.00 52334525.30 United States Treasury Department 2016-11-30 0.875000 Treasury Debt 23975700.00 24096833.23 First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 75000000.00 75000000.00 0.0051 N 75000000.00 75000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2014-01-02 N N N 49000000.00 49000000.00 0.0033 N 49006860.00 49006860.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.241500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2014-05-20 N N N 25000000.00 25000000.00 0.0017 N 25005000.00 25005000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.212800% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2013-08-08 2014-04-07 N N N 20000000.00 20000000.00 0.0014 N 20003400.00 20003400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.130000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-09-06 N N N 83000000.00 83000000.00 0.0056 N 83002490.00 83002490.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323300% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-09-16 2014-08-15 N N N 135000000.00 135000000.00 0.0092 N 135001485.00 135001485.00 Westpac Banking Corp Westpac Banking Corp 0.411000% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2013-08-23 2013-08-23 N N N 107000000.00 107000000.00 0.0073 N 107017120.00 107017120.00 Westpac Banking Corp Westpac Banking Corp 0.310000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2014-01-17 N N N 105000000.00 105000000.00 0.0071 N 105058800.00 105058800.00 Westpac Banking Corp Westpac Banking Corp 0.291500% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-19 2014-06-19 N N N 50000000.00 50000000.00 0.0034 N 50007000.00 50007000.00 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 0.0000 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 653579.32 653579.32 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 144065.46 144065.46 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 1108291.23 1108291.23 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 188319.26 188319.26