0001145549-13-007716.txt : 20131030 0001145549-13-007716.hdr.sgml : 20131030 20130909122024 ACCESSION NUMBER: 0001145549-13-007716 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130831 FILED AS OF DATE: 20130909 DATE AS OF CHANGE: 20130909 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: 131084902 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-08-31 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 53 85 38100386082.16 15138147.71 2475234.33 38113048995.54 0.0024 1.0002 2013-08-31 1.0002 2013-08-31 C000012378 1.00 38113048995.54 1.00 592958720.43 6953337925.53 6360379205.10 0.0006 1.0002 2013-08-31 1.0002 2013-08-31 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 18000000.00 17990947.50 0.0005 N 17991720.00 17991720.00 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 66000000.00 66000000.00 0.0017 N 66003960.00 66003960.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HJ72 Certificate of Deposit N First Tier Security N/A N/A 2013-11-25 2013-11-25 N Y Santander UK Plc N/A N/A N 76000000.00 76000000.00 0.0020 N 76001520.00 76001520.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HK21 Certificate of Deposit N First Tier Security N/A N/A 2013-11-25 2013-11-25 N Y Santander UK Plc N/A N/A N 27000000.00 27000000.00 0.0007 N 27000540.00 27000540.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.180000% 00279HK39 Certificate of Deposit N First Tier Security N/A N/A 2013-09-20 2013-09-20 N Y Santander UK Plc N/A N/A N 59000000.00 59000000.00 0.0015 N 59000000.00 59000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.110000% 00279HK70 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N Y Santander UK Plc N/A N/A N 135000000.00 135000000.00 0.0035 N 134998650.00 134998650.00 Alpine Securitization Corp Alpine Securitization Corp 0.060000% 02086LW36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 50000000.00 50000000.00 0.0013 N 49999500.00 49999500.00 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 30000000.00 29999750.00 0.0008 N 29999400.00 29999400.00 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 2013-09-03 2013-09-03 N N N 445000000.00 445000000.00 0.0117 Security is a time deposit. N 445000000.00 445000000.00 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 2013-09-03 2013-09-03 N N N 250000000.00 250000000.00 0.0066 Security is a time deposit. N 250000000.00 250000000.00 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 134000000.00 134000000.00 0.0035 N 134009380.00 134009380.00 Bank of America, NA Bank of America, NA 0.270000% 06052WG98 Other Note N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 174000000.00 174000000.00 0.0046 N 173996520.00 173996520.00 Bank of America, NA Bank of America, NA 0.270000% 06052WH30 Other Note N First Tier Security N/A N/A 2013-11-21 2013-11-21 N N N 14000000.00 14000000.00 0.0004 N 13999720.00 13999720.00 Bank of America, NA Bank of America, NA 0.280000% 06052WH55 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 109000000.00 109000000.00 0.0029 N 108994550.00 108994550.00 Bank of America, NA Bank of America, NA 0.270000% 06052WJ79 Other Note N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 73000000.00 73000000.00 0.0019 N 72994160.00 72994160.00 Bank of America, NA Bank of America, NA 0.270000% 06052WK36 Other Note N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 8000000.00 8000000.00 0.0002 N 7999360.00 7999360.00 Bank of Montreal Bank of Montreal 0.050000% 06366AST0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 32000000.00 32000000.00 0.0008 N 31999680.00 31999680.00 Bank of Montreal Bank of Montreal 0.050000% 06366ATC6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 593000000.00 593000000.00 0.0156 N 592994070.00 592994070.00 Bank of Montreal Bank of Montreal 0.050000% 06366ATU6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 109000000.00 109000000.00 0.0029 N 108997820.00 108997820.00 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 87000000.00 87000000.00 0.0023 N 87012180.00 87012180.00 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 2013-09-03 2013-09-03 N N N 783000000.00 783000000.00 0.0205 Security is a time deposit. N 783000000.00 783000000.00 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 79000000.00 79000000.00 0.0021 N 79005530.00 79005530.00 Bank of the West Bank of the West 0.270000% 06426GBV8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 18000000.00 18000000.00 0.0005 N 18004500.00 18004500.00 Bank of the West Bank of the West 0.100000% 06426GBX4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 199000000.00 199000000.00 0.0052 N 199000000.00 199000000.00 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 172000000.00 172000000.00 0.0045 N 172046440.00 172046440.00 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 7000000.00 7000000.00 0.0002 N 7001890.00 7001890.00 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 125000000.00 125000000.00 0.0033 N 125035000.00 125035000.00 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 68000000.00 68000000.00 0.0018 N 68019720.00 68019720.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 209000000.00 209000000.00 0.0055 N 209064790.00 209064790.00 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 4000000.00 4000000.00 0.0001 N 4001240.00 4001240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 17000000.00 17000000.00 0.0004 N 17005610.00 17005610.00 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 117000000.00 117000000.00 0.0031 N 117039780.00 117039780.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCE0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 48000000.00 48000000.00 0.0013 N 48003360.00 48003360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCN0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 60000000.00 60000000.00 0.0016 N 60004200.00 60004200.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 5000000.00 5000000.00 0.0001 N 5000350.00 5000350.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEA6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 116000000.00 116000000.00 0.0030 N 116008120.00 116008120.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 152000000.00 152000000.00 0.0040 N 152012160.00 152012160.00 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 77000000.00 77000000.00 0.0020 N 77011550.00 77011550.00 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 82000000.00 82000000.00 0.0022 N 82013120.00 82013120.00 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 167000000.00 167000000.00 0.0044 N 167046760.00 167046760.00 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 21000000.00 21000000.00 0.0006 N 21005670.00 21005670.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRV2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 168000000.00 168000000.00 0.0044 N 168053760.00 168053760.00 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 26000000.00 26000000.00 0.0007 N 26008580.00 26008580.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XTM0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 32000000.00 32000000.00 0.0008 N 31996480.00 31996480.00 Barclays Capital, Inc Barclays Capital, Inc 0.040000% 00799J004_0.0400_M130903_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-09-30 0.250000 Treasury Debt 54685200.00 54791193.66 United States Treasury Department 2015-11-15 0.375000 Treasury Debt 76170000.00 76086239.91 United States Treasury Department 2016-01-31 2.000000 Treasury Debt 75000000.00 77758982.61 United States Treasury Department 2018-06-30 2.375000 Treasury Debt 15118300.00 15763652.16 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 220000000.00 220000000.00 0.0058 N 220000000.00 220000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M130903_2M49 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-11-25 0.564000 Government Agency Debt 15199375.00 1223788.37 Fannie Mae 2039-07-25 2.500000 Government Agency Debt 2000000.00 1873882.54 Fannie Mae 2041-06-25 3.500000 Government Agency Debt 10386743.00 10429156.00 Fannie Mae 2042-03-25 0.534000 Government Agency Debt 15062152.00 13567096.16 Fannie Mae 2043-02-01 2.186000 Government Agency Debt 524234.00 499047.57 Fannie Mae 2043-04-25 3.000000 Government Agency Debt 9097644.00 8049925.95 Freddie Mac 2030-10-15 4.000000 Government Agency Debt 6060411.00 6234709.77 Freddie Mac 2037-04-15 0.424000 Government Agency Debt 43595000.00 16187810.71 Freddie Mac 2039-04-15 3.000000 Government Agency Debt 14843000.00 6630060.49 Freddie Mac 2039-11-15 4.000000 Government Agency Debt 13700000.00 14195230.64 Freddie Mac 2040-03-15 2.750000 Government Agency Debt 20000000.00 15536042.81 Freddie Mac 2040-04-15 4.000000 Government Agency Debt 20000000.00 14459911.27 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 9384651.00 9467519.55 Freddie Mac 2041-08-15 3.750000 Government Agency Debt 26121655.00 21880379.01 Freddie Mac 2041-09-15 2.000000 Government Agency Debt 6650000.00 5432611.72 Freddie Mac 2042-01-15 2.000000 Government Agency Debt 10000000.00 7825097.10 Freddie Mac 2042-01-15 3.500000 Government Agency Debt 11616000.00 6872572.98 Freddie Mac 2042-12-15 3.500000 Government Agency Debt 20000000.00 20572725.94 Freddie Mac 2043-07-15 3.000000 Government Agency Debt 3596000.00 3164126.39 GNMA 2038-04-20 2.600000 Government Agency Debt 24470820.00 18738492.29 GNMA 2038-04-20 2.750000 Government Agency Debt 50113494.00 38511593.03 GNMA 2039-10-16 3.000000 Government Agency Debt 61021207.00 21143421.47 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 250000000.00 250000000.00 0.0066 N 250000000.00 250000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.020000% 992JYM004_0.0200_M130903_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-10-15 0.500000 Treasury Debt 9278100.00 9328402.01 United States Treasury Department 2017-12-31 2.750000 Treasury Debt 38483000.00 40916219.44 United States Treasury Department 2022-11-15 1.625000 Treasury Debt 27498700.00 25235388.26 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 74000000.00 74000000.00 0.0019 N 74000000.00 74000000.00 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 54000000.00 53993385.00 0.0014 N 53994600.00 53994600.00 Barclays US Funding Corp Barclays US Funding Corp 0.360000% 06737HXM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N Y Barclays Bank Plc N/A N/A N 19000000.00 18990880.00 0.0005 N 18994870.00 18994870.00 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 71000000.00 70954560.00 0.0019 N 70966630.00 70966630.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-27 2013-11-27 N Y Barclays Bank Plc N/A N/A N 14000000.00 13989752.78 0.0004 N 13991740.00 13991740.00 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 27000000.00 27001643.68 0.0007 N 27004860.00 27004860.00 BNP Paribas BNP Paribas 0.430000% 05572NLZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 200000000.00 200000000.00 0.0052 N 200006000.00 200006000.00 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 14000000.00 14000000.00 0.0004 N 14000700.00 14000700.00 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 83000000.00 83000000.00 0.0022 N 83009960.00 83009960.00 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 19000000.00 19000000.00 0.0005 N 19005510.00 19005510.00 BNP Paribas BNP Paribas 0.400000% 05572NNC6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 75000000.00 75000000.00 0.0020 N 75023250.00 75023250.00 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 52000000.00 52000000.00 0.0014 N 52019760.00 52019760.00 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 69000000.00 69000000.00 0.0018 N 69025530.00 69025530.00 BNP Paribas BNP Paribas 0.390000% 05572NNX0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 151000000.00 151000000.00 0.0040 N 151055870.00 151055870.00 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 37000000.00 37000000.00 0.0010 N 37014800.00 37014800.00 BNP Paribas BNP Paribas 0.350000% 05572NPW0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 76000000.00 76000000.00 0.0020 N 75996200.00 75996200.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130903_2M49 0001197610 Other Repurchase Agreement N AMERCIAN HONDA FINANCE 2014-07-17 0.287600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 724167.00 724299.90 AMERICAN FINANCIAL GROUP, INC 2029-06-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27581.00 36158.50 APPLIED MATERIALS 2041-06-15 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 367649.00 387997.45 BOSTON SCIENTIFIC CORP 2020-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 642199.00 737764.63 CAISSE CENTRALE DESJARDINS 2017-03-06 1.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8209396.00 8313108.04 CITIGROUP INC 2017-11-21 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1694470.00 1971759.43 CLIFFS NATURAL RESOURCES INC 2040-10-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1352470.00 1167855.22 COMCAST CORP SPL A 2022-07-15 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5535.00 5377.84 CONOCOPHILLIPS 2039-02-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1252611.00 1584272.47 COVIDIEN INTL FIN S A 2023-06-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 147647.00 137666.06 Danaher Corp 2019-03-01 5.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6335000.00 7408402.40 DISCOVERY COMMUNICATIONS LLC 2021-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125734.00 131854.05 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4971051.00 5889102.63 GCB REGS KOREA HIGHWAY 2014-04-07 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3141276.00 3201745.56 GE CAP CORP 2014-05-13 5.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 527743.06 HALLIBURTON COMPANY 2018-08-01 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1275385.00 1263154.06 J P MORGAN CHASE 2020-07-22 4.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2108.17 KT CORP 2015-07-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1332868.00 1424328.85 LIFE TECH CORP 2020-03-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 456241.00 524263.49 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2699258.00 3046625.52 MAY DEPT STORE CO 2024-07-15 6.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2330360.00 2724842.05 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 212062.00 239676.12 NEWS AMERICA INC 2019-03-01 6.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 219557.00 269815.43 OMNICOM GROUP INC 2019-07-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1005787.00 1169622.16 PENSKE TRUCK LEASING CO., L.P. 2016-03-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 485106.00 496013.61 PENSKE TRUCK LESING CO LP 2018-07-17 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 623275.00 618634.11 PETROBRAS ENERGIA S.A. 2017-05-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6335142.00 6633751.56 PETROBRAS INTERNTL FINANCE CO 2014-09-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100193.00 110114.19 PETROLEOS MEXICANOS GUARANTEED NOTES 2019-05-03 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 814730.00 998858.98 PROGRESS ENERGY INC 2022-04-01 3.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1260449.00 1224148.07 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120043.00 108728.95 SPAREBANK 1 BOLIGKREDI 2017-06-30 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1828643.00 1867014.03 SPAREBANK 1 BOLIGKREDIT 2013-10-25 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2045718.00 2057051.85 ST JUDE MEDINC 2043-04-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75567.00 72457.54 U.S. WEST COMMCTN 2026-11-10 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 666065.00 673684.78 First Tier Security N/A N/A 2013-09-03 2013-09-03 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 55000000.00 55000000.00 0.0014 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 55000000.00 55000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130906_2M49 0001197610 Other Repurchase Agreement N AMERCIAN HONDA FINANCE 2014-07-17 0.287600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2031313.00 2031685.79 AMERICAN FINANCIAL GROUP, INC 2029-06-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 139857.00 183351.54 APPLIED MATERIALS 2041-06-15 5.850000 Other 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Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 10000000.00 10000000.00 0.0003 N 10001900.00 10001900.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.050000% 22799D001_0.0500_M130903_2M49 0001230485 Government Agency Repurchase Agreement Y United States Treasury Department 2018-01-31 0.875000 Treasury Debt 336052600.00 328626968.72 United States Treasury Department 2020-07-31 2.000000 Treasury Debt 241405000.00 239044162.30 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 556536426.00 556536426.00 0.0146 N 556536426.00 556536426.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M131204_2M49 0001230485 Other Repurchase Agreement N 144A ACABS 2003-1A AT 2038-06-10 1.024200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28154000.00 2882132.57 144A ACCDO 11A A 2047-03-15 0.573200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29685000.00 2130324.95 144A ACCDO 12A A1 2047-10-08 0.703900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 2311412.25 144A BACM 2005-1 G 2042-11-10 5.464700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 22509.69 144A BACM 2007-5 J 2051-02-10 6.185000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16262000.00 80484.00 144A BSCMS 2006-PW13 K 2041-09-11 5.255000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 865000.00 28245.18 144A CBAC 2005-1A A 2035-07-25 0.504000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10788346.00 1684692.00 144A CD 2007-CD5 L 2044-11-15 4.594000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8377000.00 35096.54 144A CMSI 2004-5 B4 2034-08-25 5.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365000.00 35346.17 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100040000.00 11331901.95 144A GCCFC 2007-GG9 G 2039-03-10 5.662000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1239000.00 62056.00 144A IRWHE 2006-3 1A 2037-09-25 0.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 109900.00 24443.38 144A JPMCC 2006-CB14 E 2044-12-12 5.722900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11375000.00 962440.53 144A MONT 2006-1A A1A 2042-09-06 0.503900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16930000.00 4027038.83 144A MONT 2006-1A A1B 2042-09-06 0.503900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 26050.13 144A NMCRE 2007-2A B 2042-05-21 0.593100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4730000.00 3359001.06 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33190000.00 8331267.23 144A PALS 1999-1A A1 2029-03-25 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5510000.00 850314.54 144A PALS 1999-1A A2 2029-03-25 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27355000.00 5212363.17 144A RAAC 2005-RP3 M2 2039-05-25 1.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 140948.19 144A TIASF 1A A1 2030-11-25 0.736700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 492.17 ABFC 2006-OPT1 M1 2036-09-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6654000.00 1935660.44 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39185000.00 16837597.81 ABS GREENTRE 96-2 2027-04-15 7.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8900000.00 832805.70 ABS OAKLAND MTG (97-A) 2027-09-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 880000.00 741943.90 ABSHE 2005-HE1 M2 2035-03-25 0.714000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8430000.00 5397491.13 ACE 2006-NC2 M1 2036-07-25 0.474000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10785000.00 22115.36 AHM 2007-1 GA2 2047-05-25 0.430000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6970000.00 22572.18 AHMA 2006-6 A1B 2046-12-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33633000.00 537857.83 AHMA 2007-3 12A1 2037-06-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10565000.00 1267194.97 AMSI 2005-R7 M4 2035-09-25 0.794000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1145000.00 606385.41 BAFC 2004-B 5A1 2034-11-20 3.066500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2390000.00 454220.97 BAFC 2005-E 7A1 2035-06-20 2.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2344000.00 176449.29 BALTA 2006-1 11A1 2036-02-25 0.664000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17325000.00 2022440.78 BCAP 2006-AA2 A1 2037-01-25 0.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11775000.00 2943504.53 BK OF AMER 2047-06-20 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1570000.00 935256.62 BOAMS 2035-10-25 3.154500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13105000.00 2569.16 BOAMS 2005-2 B3 2035-03-25 5.392400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 814000.00 2344.76 BOAMS 2005-L 3A2 2036-01-25 3.064300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5408000.00 98017.83 BSCMS 2006-PW14 AJ 2038-12-11 5.273000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7971060.00 7519052.98 BSMF 2006-AR5 2A2 2037-01-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 743000.00 19773.99 BSSLT 2037-01-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11770000.00 1868016.03 BSSLT 2007-1 2A 2037-08-25 0.404000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78684000.00 12143028.55 CARR 2005-FRE1 M2 2035-12-25 0.674000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1085000.00 506029.48 CARR 2006-NC5 M1 2037-01-25 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23957000.00 86924.32 CMLTI 2036-11-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 63405.12 CMLTI 2005-11 A2B 2035-12-25 2.510000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2045000.00 332173.10 CMLTI 2007-10 3A3B 2037-09-25 5.738700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3925000.00 10380.08 CMLTI 2007-AMC4 A2D 2037-05-25 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 775000.00 394545.68 CSAB 2007-1 2A5 2037-05-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 89918.99 CSMC 2007-3 1A3A 2037-04-25 5.745600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2300000.00 1008658.61 CSMC 2007-TFL2 2022-04-15 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2352470.00 2244854.40 CWA05072 2036-01-25 0.624000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14452000.00 23192.52 CWALT 2005-54CB 3A13 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2628300.00 664287.65 CWALT 2005-57CB 3A7 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1050000.00 633928.67 CWALT 2005-61 1M1 2035-12-25 0.784000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5055333.00 1178202.55 CWALT 2005-72 A1 2036-01-25 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 17587.88 CWALT 2005-81 A2 2037-02-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68241800.00 1451048.50 CWALT 2006-OA10 4A2 2046-08-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17211300.00 215421.19 CWHEL 2006-A A 2032-04-15 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149950000.00 9925098.42 CWHL 2005-17 2A2 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3276000.00 115056.97 CWHL 2005-28 A10 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3550000.00 251739.44 CWHL 2005-HYB7 6A1 2035-11-20 5.098200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9317983.00 2631653.72 CWHL 2007-13 A11 2037-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 4007.15 CWL 2036-05-25 5.249600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 155500.14 CWL 2036-09-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3090000.00 2371381.75 CWL 2005-16 2AF3 2036-05-25 5.098400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 113525800.00 87386768.64 CWL 2005-16 MV1 2036-05-25 0.644000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9010000.00 6610875.24 CWL 2005-17 1AF3 2036-05-25 5.249600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5990000.00 4625683.58 CWL 2006-11 1AF4 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19085000.00 13434075.58 CWL 2006-11 1AF5 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625000.00 408806.84 CWL 2006-11 1AF6 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3333000.00 2248051.64 CWL 2006-13 3AV3 2037-01-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6896000.00 3679941.76 CWL 2006-7 2A4 2046-04-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1945000.00 641795.77 CWL 2006-BC5 2A3 2037-03-25 0.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10290000.00 7998264.90 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8131327.00 3819842.94 CWL 2006-S6 A5 2034-03-25 5.962000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2990000.00 1730791.00 CWL 2007-8 2A3 2037-11-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975000.00 1293476.74 FFMER 2007-2 A2C 2037-05-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4110000.00 2308537.46 FFML 2006-FF11 2A4 2036-08-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3440000.00 1891149.95 FFML 2006-FF8 M2 2036-07-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8821000.00 94569.48 FHAMS 2005-FA10 1A7 2036-01-25 0.984000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 6552.91 FHAMS 2006-AA3 A1 2036-06-25 2.318100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 502000.00 114924.90 GSAMP 2002-HE2 B1 2032-10-20 3.184000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12100000.00 1085383.96 GSAMP 2006-FM2 A2D 2036-09-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 42371.74 GSAMP 2006-S3 A1 2036-05-25 6.085000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18500000.00 358781.92 GSAMP 2007-H1 A1B 2047-01-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 440000.00 215393.51 GSAMP 2007-H1 A1C 2047-01-25 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4105000.00 2155862.60 GSMS 2045-08-10 5.995000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 580000.00 562055.15 HEAT 2006-6 2A4 2036-11-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 102804.79 HVMLT 2036-02-19 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 122000.00 30885.05 HVMLT 2036-12-19 0.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19101000.00 4285637.06 HVMLT 2038-01-19 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1980000.00 242354.80 HVMLT 2006-9 2AB2 2036-11-19 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 309000.00 14219.19 IMSA 2007-1 A2 2037-03-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29215000.00 16135299.28 INDA 2007-AR1 1A2 2037-03-25 3.059800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5930000.00 1901779.57 INDA 2007-AR3 3A1 2037-07-25 5.716100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9845484.00 3899286.10 INDX 2005-AR18 1A2 2036-10-25 0.994000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 51880000.00 2881006.97 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 6.002900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 715132.00 697465.14 JPMCC 2006-LDP8 C 2045-05-15 5.549000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3471619.00 3254455.55 JPMMT 2007-A4 1A1 2037-06-25 2.761000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14996000.00 4021446.47 LABS 01-B M2 2028-03-15 7.170000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47000.00 15051.81 LBUBS 2005-C3 D 2040-07-15 4.954000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 718907.00 714320.83 LXS 2005-7N 1A1B 2035-12-25 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 119000.00 10152.57 LXS 2006-10N 1A4A 2046-07-25 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 17433.77 LXS 2006-4N A1D1 2046-04-25 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42538000.00 12551372.95 LXS 2006-4N A2A 2046-04-25 0.404000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2889000.00 800005.32 LXS 2007-6 2A1 2037-05-25 0.604000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1704000.00 262262.20 MARM 2007-3 12A1 2047-05-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29485000.00 9060422.44 MASTR 2007-2 A3 2038-01-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9205000.00 2429406.73 MLMI 2035-12-25 2.582800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 5299.33 MLMI 2006-AR1 A2C 2037-03-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1085000.00 358262.07 MLMI 2006-RM3 A2D 2037-06-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1040000.00 270196.33 MSAC 2006-HE4 A4 2036-06-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 69713.27 MSAC 2006-HE5 A2D 2036-08-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1120000.00 501040.14 MSAC 2006-HE6 A2C 2036-09-25 0.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 127349.14 MSAC 2006-HE6 A2D 2036-09-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 50369.87 MSAC 2006-HE8 A2D 2036-10-25 0.404000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 39544.16 MSAC 2006-HE8 A2FP 2036-10-25 0.254000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 106000.00 6144.90 MSAC 2007-HE3 A2B 2036-12-25 0.294000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3730000.00 1750864.07 MSAC 2007-HE5 A2D 2037-03-25 0.524000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 6611.26 MSAC 2007-NC2 A2C 2037-02-25 0.444000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2705000.00 1375759.12 MSAC 2007-NC3 A2C 2037-05-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 915000.00 506179.21 MSC 2007-IQ14 AM 2049-04-15 5.874600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1282707.00 1292945.28 MSHEL 2037-04-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 353447.15 NHELI 2006-HE3 2A4 2036-07-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 495803.78 OOMLT 2007-4 2A2 2037-04-25 0.364000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765000.00 382162.49 PPSI 2005-WCW2 M3 2035-07-25 0.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2840000.00 1714388.10 RALI 2005-QA10 A31 2035-09-25 3.717100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7175000.00 2287062.64 RALI 2006-QO4 2A1 2046-04-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4011000.00 1196986.58 RALI 2006-QS17 A3 2036-12-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6345000.00 1593743.49 RALI 2006-QS6 1A11 2036-06-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52381000.00 7515754.04 RALI 2007-QS11 A1 2037-10-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21295000.00 7024166.29 RAMP 2004-RS8 MII2 2034-08-25 1.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149000.00 15728.28 RAST 2005-A15 5A1 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1980000.00 642625.53 RAST 2006-A1 1A3 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740000.00 251029.69 RAST 2006-A2 A1 2046-01-25 0.584000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21890000.00 768779.72 RAST 2007-A6 2A1 2037-06-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5020000.00 1377598.69 RES ACCREDIT 2037-08-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18865000.00 7493019.80 RFMS2 2005-HSA1 AI5 2035-12-25 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2985000.00 1292527.77 RFMSI 2007-SA1 2A2 2037-02-25 3.484100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48000.00 10226.63 RFMSI 2007-SA4 3A1 2037-10-25 3.825300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18135000.00 5487883.87 SABR 2035-10-25 0.614000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3200000.00 1197920.13 SABR 2037-02-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 710000.00 167707.81 SABR 2005-FR4 M2 2036-01-25 0.824000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 340533.68 SAMI 2006-AR3 3A1 2036-02-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2961000.00 282097.69 SAMI 2006-AR5 2A1 2046-05-25 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2654818.89 SAMI 2006-AR5 3A1 2046-05-25 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 960000.00 328358.49 SAMI 2006-AR6 2A1 2046-07-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9565000.00 3602422.41 SARM 2035-05-25 1.553000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6788000.00 1285695.67 SARM 2005-10 M1 2035-06-25 0.634000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19224082.00 3764192.54 SARM 2006-1 6A1 2036-02-25 2.448800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 79472.23 SARM 2007-1 2-A3 2037-02-25 8.728100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3710000.00 2246176.06 SARM 2007-11 1A1 2037-12-25 1.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 7606432.59 SASC 2036-04-25 0.554000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2055000.00 1530311.98 SASC 2006-S4 A 2037-01-25 0.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 54586000.00 6055853.91 SVHE 2006-OPT4 M1 2036-06-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16500000.00 1035547.67 TBW 2006-6 A2A 2037-01-25 0.364000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8150000.00 2655090.76 WFMBS 2007-2 3A6 2037-03-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 805000.00 660681.01 WMALT 2007-2 2A1 2037-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5567000.00 1903337.34 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 360000000.00 360000000.00 0.0094 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 360540000.00 360540000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M131209_2M49 0001230485 Other Repurchase Agreement N 144A CCAO 2 D 2027-11-15 7.160000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6149993.00 2614509.56 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22610000.00 2561118.58 144A GRAND 2006-2A A1A 2046-11-01 0.387200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475165000.00 81920137.15 144A KLROS 2005-1A A2 2041-10-06 0.753900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 364304.74 144A LIBTY 2005-1A C 2040-01-13 1.189000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 815523.79 144A MONRO 2005-1A A2 2040-12-05 0.635900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 604416.17 144A MONT 2006-1A A1B 2042-09-06 0.503900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2869000.00 679434.65 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52232000.00 13111140.40 144A PALS 1999-1A A1 2029-03-25 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 43210.18 BAFC 2004-B 6A1 2034-12-20 2.450300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 690904.56 BSSLT 2007-1 2A 2037-08-25 0.404000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 16975.92 CMLTI 2036-11-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 5465.96 CSFB 2001-HE25 M2 2032-03-25 1.884000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 193775.45 CWALT 2005-J10 2A3 2035-10-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4840000.00 1160844.14 CWALT 2005-J10 2A4 2035-10-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2204000.00 1574825.68 CWALT 2005-J13 2A3 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6010000.00 1503811.82 CWL 2006-11 1AF4 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2065000.00 1453569.09 CWL 2006-11 1AF5 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3285000.00 2148688.74 CWL 2006-S6 A5 2034-03-25 5.962000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4255000.00 2463048.73 LABS 01-B M2 2028-03-15 7.170000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000.00 6725.28 OWNIT 2005-3 M1 2036-06-25 0.634000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 553821.62 RAST 2005-A15 5A1 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1440000.00 467364.02 RAST 2006-A1 1A3 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 27138.35 SACO 2005-10 1A 2036-06-25 0.444000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 19930.94 First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 100000000.00 100000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M131016_2M49 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 4867003.00 4016659.43 144A CCMFC 2006-1A A1 2046-12-25 0.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 35084.19 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90690000.00 10272792.76 144A GRAND 2006-2A A1A 2046-11-01 0.387200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 47410.98 144A MASD 2006-1 M2 2036-01-25 1.784000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1972000.00 60928.57 144A MONT 2006-1A A1A 2042-09-06 0.503900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5455000.00 1297548.54 144A MONT 2006-1A A1B 2042-09-06 0.503900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71884000.00 17023520.49 144A MSC 2007-HQ12 F 2049-04-12 5.760400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2410000.00 116606.27 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52665000.00 13219830.93 144A PALS 1999-1A A1 2029-03-25 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5460000.00 842598.44 144A RAAC 2005-RP3 M2 2039-05-25 1.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 905000.00 654144.16 144A SAST 2007-4 M1 2037-12-25 3.184000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2300000.00 366576.82 144A SDART 2012-5 E 2019-09-16 4.690000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 135691.61 ACE 2003-HE1 M1 2033-11-25 1.159000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 35029.52 AIRPT 2001-1A A9 2019-03-15 0.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 36349.14 AMSI 2004-R12 M1 2035-01-25 0.754000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4375000.00 3689169.62 AMSI 2004-R12 M2 2035-01-25 0.794000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1005000.00 553829.40 AMSI 2006-R2 M1 2036-04-25 0.524000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2455155.00 1847582.28 ARSI 2035-05-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49075000.00 5132932.98 BAMH 1997-2 B1 2022-02-10 7.070000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2180000.00 958870.28 BASIC 2006-1 M1 2036-04-25 0.564000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6196000.00 163277.30 BCM 2000-A A4 2030-06-15 8.290000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14530000.00 4952842.30 BK OF AMER 2047-06-20 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 77441.63 BNCMT 2007-1 A3 2037-03-25 0.284000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 715000.00 655681.76 BSABS 2034-09-25 1.939000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 177398.47 BSABS 2005-CL1 A1 2034-09-25 0.684000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6570585.00 1264941.66 BSABS 2006-4 M1 2036-10-25 0.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 370058.90 BSABS 2006-SD4 3A1 2036-10-25 1.143000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1134864.39 BSCMS 2017-06-11 5.899000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7220000.00 6679203.27 CARR 2036-10-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5630000.00 2355643.96 CARR 2005-FRE1 M2 2035-12-25 0.674000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 86281.52 CD 2048-10-15 5.688000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1265000.00 1138902.23 CHASE 2007-A1 12A3 2037-03-25 4.873000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5290000.00 2782223.55 CSFB 2003-8 CB1 2033-04-25 5.579900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1595000.00 744200.57 CSMC 2040-09-15 5.869000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 505000.00 487245.43 CSMC 2007-C4 A1AJ 2039-09-15 5.761700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1015000.00 808495.62 CSMC 2007-TFL2 2022-04-15 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100900.00 96284.25 CWALT 2005-J13 2A3 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1510000.00 377829.59 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 104100.00 24188.87 CWALT 2006-OA10 4A2 2046-08-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43604400.00 545764.22 CWHEL 2004-K 2A 2034-02-15 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3695061.00 135858.81 CWHEL 2006-A A 2032-04-15 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13638000.00 902690.85 CWHEL 2006-C 2A 2036-05-15 0.364000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97519000.00 14760846.89 CWHEL 2006-H 2A1A 2036-11-15 0.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42395000.00 7681227.82 CWHL 2005-HYB7 6A1 2035-11-20 5.098200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20255000.00 5720566.99 CWL 2036-09-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2870000.00 2202545.50 CWL 2005-17 1AF3 2036-05-25 5.249600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9675000.00 7471367.05 CWL 2006-11 1AF3 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7400000.00 5512219.77 CWL 2006-11 1AF5 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 196227.28 CWL 2006-20 M2 2047-04-25 0.474000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6500000.00 1606.38 CWL 2006-21 2A3 2037-05-25 0.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9275000.00 7217713.51 CWL 2006-7 2A4 2046-04-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19000.00 6269.47 CWL 2006-S4 A6 2034-07-25 5.834000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2500569.22 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73.00 34.29 CWL 2007-12 2A3 2047-08-25 0.984000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 7198637.55 CWL 2007-7 2A3 2047-10-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2040000.00 1446858.76 CWL 2007-7 M2 2047-10-25 0.544000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 4310.83 CWL 2007-S1 A3 2036-11-25 5.810000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9735000.00 4371222.74 FFMER 2007-1 A2C 2037-04-25 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 14000640.21 FFML 2006-FF13 A2D 2036-10-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7790000.00 4742496.70 FFML 2007-FF1 A2D 2038-01-25 0.404000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27620000.00 14510806.70 FHAMS 2006-AA3 A1 2036-06-25 2.318100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 5265.48 GPMF 2005-AR4 4A2 2045-10-25 0.544000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5432000.00 53361.38 GSAMP 2007-H1 A1B 2047-01-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3165000.00 1549364.70 HVMLT 2006-9 2AB2 2036-11-19 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 10813.95 IMSA 2007-1 A2 2037-03-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 46945.08 JPMAC 2005-FRE1 M2 2035-10-25 0.614000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4365000.00 664393.58 JPMAC 2006-CH2 AF2 2036-10-25 5.287500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 925000.00 391432.22 JPMAC 2006-CH2 AV5 2036-10-25 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 119800.00 63005.56 JPMCC 2006-CB14 C 2044-12-12 5.722900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 511640.61 LBMLT 2006-A A1 2036-05-25 0.274000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8685000.00 745191.70 LXS 2006-4N A1D1 2046-04-25 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 730000.00 215395.70 LXS 2006-7 2A3A 2036-05-25 0.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4397000.00 1703986.83 LXS 2007-20N A2 2037-12-25 1.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 519000.00 12838.49 LXS 2007-6 3A7 2037-05-25 5.507600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19084000.00 5931815.96 MARM 2006-2 5A1 2036-05-25 2.818100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7114000.00 1862937.43 MARM 2007-3 12A1 2047-05-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1340000.00 411767.55 MLMI 2007-SL1 A1 2037-02-25 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20986300.00 1431937.53 MSAC 2034-12-25 0.954000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 1123988.26 MSAC 2005-HE4 M4 2035-07-25 0.774000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3635000.00 561562.08 MSAC 2005-WMC3 B1 2035-03-25 1.384000 Other 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N N 286000000.00 285884885.00 0.0075 N 285942800.00 285942800.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-12 2013-11-12 N N N 133000000.00 132940519.45 0.0035 N 132969410.00 132969410.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYK7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2013-11-19 N N N 184000000.00 183909482.20 0.0048 N 183950320.00 183950320.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYL5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 252000000.00 251874419.98 0.0066 N 251929440.00 251929440.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HZA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-10 2013-12-10 N N N 107000000.00 106933006.11 0.0028 N 106958270.00 106958270.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.180000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-09-06 2013-09-06 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 4445000.00 4445000.00 0.0001 N 4445000.00 4445000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921AAP008_0.5600_M131011_2M49 0000769993 Other Repurchase Agreement N CALPINE CORP COM NEW 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799982.88 DELTA AIR LINES INC DEL COM NEW 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799986.48 Freddie Mac 2016-08-16 0.204100 Government Agency Debt 40721000.00 40714051.23 HCA HOLDINGS INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799980.00 HESS CORP COM 2013-08-30 N/A Other 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MONSANTO CO NEW COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099984.50 PEPSICO INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5066727.77 PPL CORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4042426.05 PRUDENTIAL FINL INC COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099978.30 PVH CORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099955.08 STERLING BANCORP COM 2013-08-30 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 586529.34 WILLIAMS COS INC DEL COM 2013-08-30 N/A Other 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2041-05-01 4.500000 Government Agency Debt 515000.00 263713.46 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 445741.00 298710.01 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 756283.00 282922.45 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 144401.00 148799.54 Fannie Mae 2041-06-01 5.000000 Government Agency Debt 515001.00 309287.38 Fannie Mae 2041-06-01 5.000000 Government Agency Debt 436334.00 286691.25 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 574954.00 255282.14 Fannie Mae 2041-07-01 5.000000 Government Agency Debt 708000.00 301909.98 Fannie Mae 2041-07-01 5.000000 Government Agency Debt 276000.00 279845.94 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 424000.00 294244.31 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 314381.00 284893.87 Fannie Mae 2041-10-01 4.000000 Government Agency Debt 481000.00 295402.69 Fannie Mae 2041-10-01 4.500000 Government Agency Debt 400000.00 302280.60 Fannie Mae 2042-03-01 4.000000 Government Agency 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2043-05-01 3.000000 Government Agency Debt 300000.00 276989.90 Fannie Mae 2043-05-01 3.000000 Government Agency Debt 269869.00 256534.88 Fannie Mae 2043-06-01 3.000000 Government Agency Debt 278443.00 264581.25 Fannie Mae 2043-07-01 3.000000 Government Agency Debt 280306.00 268395.85 Fannie Mae 2043-07-01 3.500000 Government Agency Debt 300454.00 301036.74 Fannie Mae 2043-08-01 3.500000 Government Agency Debt 317826.00 317752.21 Fannie Mae 2043-08-01 3.500000 Government Agency Debt 294098.00 295115.12 Fannie Mae 2043-08-01 4.000000 Government Agency Debt 307846.00 319384.14 Freddie Mac 2016-04-01 5.500000 Government Agency Debt 20590897.00 277469.79 Freddie Mac 2016-05-01 5.500000 Government Agency Debt 3532000.00 281979.00 Freddie Mac 2017-01-01 6.500000 Government Agency Debt 20090566.00 299953.65 Freddie Mac 2017-03-01 6.000000 Government Agency Debt 15222324.00 256658.57 Freddie Mac 2017-05-01 6.000000 Government Agency Debt 3343295.00 255859.71 Freddie Mac 2017-07-01 6.500000 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2042-09-01 3.000000 Government Agency Debt 781180.00 732083.10 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 690000.00 710267.18 Fannie Mae 2042-10-01 2.073000 Government Agency Debt 800000.00 681639.23 Fannie Mae 2043-03-01 3.000000 Government Agency Debt 744813.00 701480.04 Fannie Mae 2043-07-01 3.500000 Government Agency Debt 733054.00 733259.25 Fannie Mae 2043-08-01 3.500000 Government Agency Debt 701116.00 703540.77 Freddie Mac 2017-03-01 5.500000 Government Agency Debt 6227166.00 662254.04 Freddie Mac 2017-05-01 6.500000 Government Agency Debt 38833790.00 664547.14 Freddie Mac 2018-11-01 5.500000 Government Agency Debt 7412285.00 673538.11 Freddie Mac 2020-04-01 5.500000 Government Agency Debt 4759793.00 694247.43 Freddie Mac 2021-01-01 4.000000 Government Agency Debt 1655432.00 682087.72 Freddie Mac 2021-09-01 6.000000 Government Agency Debt 3564518.00 659817.32 Freddie Mac 2021-10-01 6.000000 Government Agency Debt 4697459.00 666103.71 Freddie Mac 2021-10-01 6.000000 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6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1311634.00 1132593.41 COLGATE-PALMOLIVE COMPANY 2023-02-01 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 610000.00 543778.91 COLONIAL BANK NAT ASSOC 2015-12-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33885000.00 3388.50 CONAGRA INC 2018-01-25 1.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1175000.00 1156807.74 CONAGRA INC 2023-01-25 3.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6668000.00 6227445.24 CONOCOPHILLIPS 2039-02-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1060000.00 1340662.68 CONSOL ENERGY INC 2017-04-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253000.00 274659.61 CONSOL ENERGY INC 2020-04-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 242000.00 264178.29 CONSTELLATION BRANDS INC 2023-05-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3141274.00 2866412.52 CONTL RESOURCES INC 2023-04-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1409728.00 1353338.88 CONVENTRY HEALTH CARE 2015-01-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 107645.63 CORPACION NACIONAL DEL COBRE 2023-08-13 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 589365.00 CORPORACION LINDLEY S A 2023-04-12 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 932729.17 CORRECTIONS CORP OF AMERICA8 SERACUMPFD 2023-05-01 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 716000.00 679493.94 COTT BEVERAGES INC 2017-11-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 779000.00 826105.16 CROSSTEX ENERGY LP 2018-02-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1462000.00 1558781.35 DAIMLER FIN NORTH AMER LLC 2015-01-09 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5700000.00 5789604.00 DAIMLER FIN NORTH AMER LLC 2015-07-31 1.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4660000.00 4682308.46 DAVE AND BUSTERS 2018-06-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 266000.00 302161.22 DAVITA INC 2022-08-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 729000.00 723456.56 DEUTSCHE BK FINL LLC 2015-03-02 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149000.00 157131.49 DIGITAL REALTY TRUST, L.P. 2022-10-01 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8865000.00 8212787.17 DIRECTVUY HLDGS INC 2017-02-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 96602.46 DOLPHIN SUBSIDIARY II INC 2021-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 232000.00 242947.50 DRESSER INDS INC 2046-08-15 7.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1408407.00 EASTMAN KODAK CO 2013-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3220000.00 322000.00 EASTMAN KODAK COMPANY 2018-03-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 197000.00 204633.75 EASTON BELL SPORTS 2016-12-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1148000.00 1247421.58 E-BAY INC 2015-10-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 179000.00 183251.92 EDISON MISSION ENERGY 2016-06-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4969000.00 3149103.75 EDISON MISSION ENERGY 2017-05-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 264562.50 EDISON MISSION ENERGY 2027-05-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1454000.00 926925.00 EMERALD PLANTATION HLDGS LTD 2020-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2589034.00 1466974.41 EMERGENCEY MEDIACAL SERVICES CORP 2019-06-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 184407.00 202863.71 EMGESA SA ESP BOGOTA 2021-01-25 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33126398.00 1748625.34 ENERGY FUTURE INTERMEDIATE HOLDING COMP 2018-12-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 844000.00 686013.75 ENERGY FUTURE INTERMEDIATE HOLDING COMPANY LLC 2020-12-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 777930.00 836058.66 ENTERGY LOUISIANA LLC SER FST MTG BD 4 1 2032BE 2022-12-01 3.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6100000.00 5875753.83 ENTERPRISE PRODS OPER LLC 2023-03-15 3.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5125000.00 4948062.22 EPE HLDGS LLC EP ENERGY BONDCO INC 2017-12-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 553.00 573.42 EQUINIX INC 2021-07-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295000.00 317247.92 ERP OPER LTD PARTNERSHIP 2016-08-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 377933.75 EVEREST ACQUISITION LLC EVEREST ACQUISITION 2019-05-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 119099.83 FGI OPER CO LLC FGI FIN INC 2020-05-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2568750.00 FIFTH THIRD BANK 2016-02-26 0.672100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 455000.00 454374.77 FORD MOTOR 2016-12-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4970000.00 5824591.50 FORD MOTOR COMPANY 2043-01-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4835000.00 4225064.75 FORD MOTOR CREDIT CO 2014-08-28 1.372800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2446000.00 2456077.52 FORD MOTOR CREDIT COMPANY 2015-01-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 883000.00 920581.71 FORD MOTOR CREDIT COMPANY 2015-05-15 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 257000.00 308790.64 FORD MOTOR CREDIT COMPANY 2021-02-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6217000.00 6743851.03 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6278711.00 6854548.16 FORD MTR CREDIT CO 2016-01-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 1923493.50 FREESCALE SEMICONDUCTOR INC SR SEC 144A NT 2021-05-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 1534444.44 FRESENIUS MED CARE US FIN II INC 2022-01-31 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1395000.00 1422900.00 FRESENIUS MED CARE US FIN INC 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155000.00 1177979.69 GANNETT CO INC 2014-11-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 121607.29 GCB ALBERTSON'S INC 2031-05-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 204000.00 167574.67 GCB144A CHUKCHANSI ECO 2020-11-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3625000.00 2053953.99 GCI INC 2021-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 279614.37 GE CAP CP INT NTS 2015-02-17 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 24239.74 GEN ELEC CAP CORP 2039-01-10 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1785000.00 2170736.02 GENERAL ELEC CAPT CORP 2014-11-14 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 234000.00 245138.79 GENERAL ELEC CAPT CORP 2023-01-09 3.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3266000.00 3032943.68 GENERAL ELEC CAPT CORP 2026-05-05 0.645600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 91900.83 GENERAL ELECT CAP CORP 2037-08-07 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1990000.00 2218908.04 GENERAL MOTORS ACCEPT. CORP 2031-11-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 231000.00 268004.92 GENL ELEC CAPT CORP 2020-09-16 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 116000.00 124571.30 GENWORTH FINANCIAL 2066-11-15 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 804000.00 713901.75 GILEAD SCIENCES INC. 2016-12-01 3.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 655000.00 689407.15 GLOBAL GEOPHYSICAL SVCS INC 2017-05-01 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 371577.50 GOLDMAN SACHS CAPITAL I 2034-02-15 6.345000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8385000.00 8021457.85 GOLDMAN SACHS GRP INC 2015-11-23 1.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 757958.33 GRAY TELEVISION INC 2020-10-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2201666.67 GREIF INC 2019-08-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 228248.61 GRUPO BIMBO S A B DE C V 2022-01-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 806000.00 811581.55 GRUPO KUO S A B DE C V 2022-12-04 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 507000.00 514569.79 GRUPO TELEVISA DE CV 2025-03-18 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 139359.90 GS CALTEX CORP 2017-04-24 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 418926.00 463772.03 HARLAND CLARKE HOLDINGS 2015-05-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 804937.50 HARRAHS OPERATING COMPANY,INC 2018-12-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 598864.00 365806.09 HARTFORD FINANCIAL SERVICES 2018-03-15 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 284000.00 332954.50 HAWKER BEECHCRAFT ACQ CO 2017-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 1.00 HAWKER BEECHCRAFT ACQUISITION COMPANY L 2015-04-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 250000.00 HCA THE HEALTHCARE 2016-02-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 635000.00 690301.09 HDS ACQUISITION SUBSIDIARY INC 2020-07-15 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2456250.00 HEWLETT PACKARD COMPANY 2016-09-15 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6205523.00 6474842.70 HOMER CITY GENERATION L P 2026-10-01 8.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1839584.00 1933676.99 HOST HOTELS RESORTS 2020-11-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 463476.67 HOST HOTELS RESORTS 2022-03-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 134000.00 141100.99 IAI ANTERO RESOURCES FINANCE CORP 2019-08-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105584.03 INCO LTD 2015-10-15 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5414364.00 5863674.99 INGERSOLL RAND GLOBAL HOLDINGS CO LTD 2018-08-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 390000.00 458992.79 INTL LEASE FIN CORP 2017-09-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1255000.00 1484512.48 INTL PAPER CAPITAL TR 2018-06-15 7.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 125214.25 J2 GLOBAL INC 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 182000.00 197277.89 JBS USA LLC JBS USA FIN INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 476000.00 491671.64 JERSEY CENTRAL POWER 2036-05-15 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2150193.34 JP MORGAN CHASE CO 2022-01-24 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 197938.20 JPMORGAN CHASE & CO 2099-12-31 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10769000.00 9675452.92 KEYCORP MEDIUM TERM NTS BE SR NT 5.1%21 2021-03-24 5.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 803664.00 880960.40 KILROY REALTY L P 2023-01-15 3.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 161961.00 151754.22 KIMCO REALTY CORP 2019-10-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 418837.45 KINDER MORGAN 2023-02-15 3.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2030000.00 1901580.51 LABORATORY CORP OF 2015-12-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 501496.60 LAND OLAKES INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 548100.00 LAREDO PETE INC 2019-02-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1110000.00 LEHMAN BRTH HLD RICI 2056-11-30 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7485000.00 1738566.40 LENDER PROCESSING SERVICES 2023-04-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 530781.25 LIBERTY MUTUAL GROUP INC 2088-06-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1502395.83 LINN ENERGY LLC LINN ENERGY FIN CO 2021-02-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 856000.00 860725.84 LITTLE TRAVERSE BAY BANDS OF ODAWA INDI 2020-08-31 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5945000.00 5970068.93 LUMBERENS MUT 2026-07-01 9.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 366000.00 183.00 MAESTRO PERU SA 2019-09-26 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 341906.25 MARKWEST ENERGY PARTNERS LP 2023-02-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 245625.00 MCDONALD CORP 2039-02-01 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 241000.00 284274.36 MCDONALDS CORP MED TERM NT BE SR NT 2.625%22 2022-01-15 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2329000.00 2222078.52 MERCK & CO INC NJ 2015-06-30 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 227000.00 242133.33 MF GLOBAL HLDGS LTD 2016-08-08 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3178000.00 1628725.00 MGM GRAND INC 2019-02-01 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2258895.83 MICROSOFT CORP 2019-06-01 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 379000.00 421509.90 MILESTONE AVIATION GROUP LTD 2017-12-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1727000.00 1848699.53 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 785634.18 MORGAN STANLEY GROUP INC 2018-04-25 1.545900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1999485.92 MTR GAMING GROUP INC 2019-08-01 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1066763.89 MYLAN LABS INC 2023-01-15 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 997365.88 NATIONSTAR MORTGAGE LLC 2021-07-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 944332.00 926061.80 NBC UNIVERSAL ENTERPRISE INC 2018-04-15 0.953100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 402000.00 405376.80 NEW ENTERPRISE ST LIME CO 2018-03-15 13.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 354285.00 389565.88 NEWFIELD EXPLORATION COMPANY 2022-01-30 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 305687.50 NEWMONT MINING CORPORATION 2022-03-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1468000.00 1312820.98 NEXTERA ENERGY CAPITALHOLDINGS, INC. SERIES E 2021-06-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2656275.00 NISOURCE FINANCE CORP 2043-02-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 106076.03 NORTEL NETWORKS CORP 2016-07-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3722000.00 4270995.00 NORTHERN TELECOM CAP 2026-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2051000.00 2307375.00 NORTHROP GRUMMAN CORP 2018-06-01 1.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 190949.74 NOVARTIS CAPITAL CORP 2020-04-24 4.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 165874.50 NOVARTIS SECURITIES INVESTMENT LTD. 2019-02-10 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 137000.00 156696.11 NXL 7.650 11/02/26 MT 2026-11-02 7.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2238000.00 2289031.94 OGX PETROLEO E GAS PARTICIPACOES S A 2018-06-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2888000.00 608044.33 OMEGA HEALTHCARE INVESTORS INC 2022-10-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 764968.75 ONCOR ELECTRIC DELEVERY LLC 2038-09-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2327000.00 3168423.80 OXFORD FIN LLC OXFORD FIN CO-ISSUER INC 2018-01-15 7.250000 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1069896.26 PFD EPR PROPERTIES 2023-07-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 7352818.75 PFD GOOGLE INC SR A 2021-05-19 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 224978.18 PFD KB HOME INCOME PRIDES 2020-03-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 124487.50 PHILLIPS 66 2042-05-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1199000.00 1273637.75 PNC FUNDING CORP 2015-11-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 512500.91 PRIVATE EXPORT FUNDING 2017-09-15 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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N 100000000.00 100000000.00 San Jose Redevelopment Agency Sub Tax Allocation Taxable RB (Merged Area Redevelopment)Series 2003A 0.300000% 79818CAA7 Other Commercial Paper N First Tier Security N/A N/A 2013-12-10 2013-12-10 N Y JPMorgan Chase Bank NA N/A N/A N 8569446.00 8569446.00 0.0002 N 8570645.72 8570645.72 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124LW99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999966.67 0.0000 N 999970.00 999970.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124LWA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19999222.22 0.0005 N 19999200.00 19999200.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124LY63 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 28000000.00 27990044.44 0.0007 N 27991040.00 27991040.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.230000% 83050TWJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-18 2013-09-18 N N N 10000000.00 9999041.67 0.0003 N 9999600.00 9999600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050TWK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 99000000.00 98986800.00 0.0026 N 98996040.00 98996040.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.210000% 83050TX14 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 53000000.00 52991343.33 0.0014 N 52995760.00 52995760.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050UAM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 37000000.00 36956833.34 0.0010 N 36955600.00 36955600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HJG2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 29000000.00 29000000.00 0.0008 N 29004640.00 29004640.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKS4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 41000000.00 41000000.00 0.0011 N 41009840.00 41009840.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 9000000.00 9000000.00 0.0002 N 9001800.00 9001800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMK9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 84000000.00 84000000.00 0.0022 N 84012600.00 84012600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 11000000.00 11000000.00 0.0003 N 11001870.00 11001870.00 Societe Generale Societe Generale 0.300000% 83368NJW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 189000000.00 189000000.00 0.0050 N 189024570.00 189024570.00 Societe Generale Societe Generale 0.260000% 83368NKF7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 113000000.00 113000000.00 0.0030 N 113007910.00 113007910.00 Societe Generale Societe Generale 0.250000% 83368NMA6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 7000000.00 7000000.00 0.0002 N 7000000.00 7000000.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.290000% 83365RWH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N Y Societe Generale N/A N/A N 37000000.00 36995827.22 0.0010 N 36997780.00 36997780.00 State Street Corp State Street Corp 0.170000% 85747JX10 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 63000000.00 62991670.00 0.0017 N 62993700.00 62993700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 41000000.00 41000000.00 0.0011 N 40997130.00 40997130.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFB3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 4000000.00 4000000.00 0.0001 N 4000720.00 4000720.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFF4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 6000000.00 6000000.00 0.0002 N 6001080.00 6001080.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 111000000.00 111000000.00 0.0029 N 110965590.00 110965590.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CKU5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 149000000.00 149000000.00 0.0039 N 149034270.00 149034270.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CLM2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 2000000.00 2000000.00 0.0001 N 2000460.00 2000460.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMU3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 48000000.00 48000000.00 0.0013 N 48009120.00 48009120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPD8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 7000000.00 7000000.00 0.0002 N 7000070.00 7000070.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPV8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 9000000.00 9000000.00 0.0002 N 9000090.00 9000090.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 15000000.00 15000000.00 0.0004 N 15000150.00 15000150.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQG0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 96000000.00 96000000.00 0.0025 N 96000960.00 96000960.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQQ8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 3000000.00 3000000.00 0.0001 N 3000060.00 3000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQS4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 8000000.00 8000000.00 0.0002 N 8000160.00 8000160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CVK5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 160000000.00 160000000.00 0.0042 N 160006400.00 160006400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CWW8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 109000000.00 109000000.00 0.0029 N 108997820.00 108997820.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CXA5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-14 2013-11-14 N N N 10000000.00 10000000.00 0.0003 N 9999800.00 9999800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CXG2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 4000000.00 4000000.00 0.0001 N 3999920.00 3999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CYX4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 117000000.00 117000000.00 0.0031 N 116997660.00 116997660.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CZS4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 28000000.00 28000000.00 0.0007 N 27998600.00 27998600.00 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 283000000.00 283000000.00 0.0074 N 283070750.00 283070750.00 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 112000000.00 112000000.00 0.0029 N 112002240.00 112002240.00 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 210000000.00 210000000.00 0.0055 N 210006300.00 210006300.00 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 83000000.00 83000000.00 0.0022 N 83002490.00 83002490.00 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 85000000.00 85000000.00 0.0022 N 85002550.00 85002550.00 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 61000000.00 61000000.00 0.0016 N 61001830.00 61001830.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCM3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 5000000.00 5000000.00 0.0001 N 4999900.00 4999900.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 150000000.00 150000000.00 0.0039 N 149997000.00 149997000.00 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 43000000.00 43000000.00 0.0011 N 42999140.00 42999140.00 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 266000000.00 266000000.00 0.0070 N 266000000.00 266000000.00 Swedbank AB Swedbank AB 0.264100% 87019QT81 Certificate of Deposit N First Tier Security N/A N/A 2013-09-20 2013-12-20 N N N 119000000.00 119000000.00 0.0031 N 119036890.00 119036890.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-09-06 2013-09-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.150000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-09-06 2013-09-06 Y Texas N/A N/A N N 32000000.00 32000000.00 0.0008 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.150000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-09-06 2013-09-06 Y Texas N/A N/A N N 22530000.00 22530000.00 0.0006 N 22530000.00 22530000.00 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 100000000.00 99928000.00 0.0026 N 99945000.00 99945000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112THA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 55000000.00 55000000.00 0.0014 N 55008800.00 55008800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.232600% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-29 2014-09-02 N N N 218000000.00 218000000.00 0.0057 N 217599621.20 217599621.20 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 372000000.00 372000000.00 0.0098 N 372122760.00 372122760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112W4B0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 209000000.00 209000000.00 0.0055 N 209006270.00 209006270.00 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 388000000.00 388000000.00 0.0102 N 388023280.00 388023280.00 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 192000000.00 192000000.00 0.0050 N 192053760.00 192053760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU70 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 40000000.00 40000000.00 0.0010 N 40011200.00 40011200.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GWQ5 Other Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 129000000.00 128986455.00 0.0034 N 128992260.00 128992260.00 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 157000000.00 156852550.82 0.0041 N 156868120.00 156868120.00 UBS AG UBS AG 0.800000% 90267RLP2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 80000000.00 80013075.37 0.0021 N 80021600.00 80021600.00 UBS Finance (Delaware), Inc UBS Finance (Delaware), Inc 0.210000% 90262CXJ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-18 2013-10-18 N Y UBS AG N/A N/A N 4500000.00 4498818.75 0.0001 N 4499100.00 4499100.00 UBS Securities LLC UBS Securities LLC 0.030000% 99EPPA003_0.0300_M130903_2M49 0001070766 Treasury Repurchase Agreement Y United States Treasury Department 2014-01-09 0.00 Treasury Debt 43145800.00 43139414.42 United States Treasury Department 2017-04-30 0.875000 Treasury Debt 33535800.00 33360602.78 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 75000000.00 75000000.00 0.0020 N 75000000.00 75000000.00 Union Bank, NA Union Bank, NA 0.200000% 905269CX2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 39000000.00 39000000.00 0.0010 N 39003900.00 39003900.00 Union Bank, NA Union Bank, NA 0.200000% 905269DD5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 24000000.00 24000000.00 0.0006 N 24002880.00 24002880.00 Union Bank, NA Union Bank, NA 0.230000% 905269EP7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 78000000.00 78000000.00 0.0020 N 78003120.00 78003120.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2014-01-02 N N N 181000000.00 181000000.00 0.0047 N 181019910.00 181019910.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.233600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2014-05-20 N N N 25000000.00 25000000.00 0.0007 N 25001000.00 25001000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.205000% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2013-09-09 2014-04-07 N N N 282000000.00 282000000.00 0.0074 N 281974620.00 281974620.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.236000% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2014-08-05 N N N 46000000.00 46000000.00 0.0012 N 46002300.00 46002300.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.120000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-06 N N N 342000000.00 342000000.00 0.0090 N 342000000.00 342000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323300% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-09-13 2014-09-15 N N N 100000000.00 100000000.00 0.0026 N 100000400.00 100000400.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.372600% 94985HD27 Other Note N First Tier Security N/A N/A 2013-09-23 2014-09-22 N N N 275000000.00 275000000.00 0.0072 N 275058025.00 275058025.00 Westpac Banking Corp Westpac Banking Corp 0.563800% 91621CAT8 Other Note N First Tier Security N/A N/A 2013-10-28 2014-09-26 N N N 100000000.00 100000000.00 0.0026 N 100015000.00 100015000.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2014-04-25 N N N 202000000.00 202000000.00 0.0053 N 202107060.00 202107060.00 Westpac Banking Corp Westpac Banking Corp 0.274100% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-27 2014-08-27 N N N 240000000.00 240000000.00 0.0063 N 240012000.00 240012000.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-03 2014-01-17 N N N 237000000.00 237000000.00 0.0062 N 237116130.00 237116130.00 Westpac Banking Corp Westpac Banking Corp 0.284100% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2014-06-19 N N N 130000000.00 130000000.00 0.0034 N 130037700.00 130037700.00 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 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 178127.76 178127.76 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 144785.31 144785.31 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 556563.75 556563.75 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1024053.77 1024053.77 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 155872.86 155872.86 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 111351.74 111351.74 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 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 44531.73 44531.73