0001145549-13-007720.txt : 20131030 0001145549-13-007720.hdr.sgml : 20131030 20130909122028 ACCESSION NUMBER: 0001145549-13-007720 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: 131084906 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-08-31 0000857156 S000004505 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 53 86 22434710841.32 8614470.22 1553562.08 22441771749.46 0.0024 1.0002 2013-08-31 1.0002 2013-08-31 C000012379 1.00 5921060646.69 1.00 130026214.23 1621235147.11 1491208932.88 0.0001 1.0002 2013-08-31 1.0002 2013-08-31 C000012380 1.00 16520711102.77 1.00 578404600.11 5516558670.14 4938154070.03 0.0001 1.0002 2013-08-31 1.0002 2013-08-31 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 107000000.00 107000000.00 0.0048 N 107006420.00 107006420.00 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 51000000.00 51000000.00 0.0023 N 50999490.00 50999490.00 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 85000000.00 85000000.00 0.0038 N 84999150.00 84999150.00 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 10200000.00 10199915.00 0.0005 N 10199796.00 10199796.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.206000% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-09 2014-03-07 N N N 43000000.00 43000000.00 0.0019 N 42999140.00 42999140.00 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 200000000.00 200000000.00 0.0089 Security is a time deposit. N 200000000.00 200000000.00 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 200000000.00 200000000.00 0.0089 Security is a time deposit. N 200000000.00 200000000.00 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 107000000.00 107000000.00 0.0048 N 107007490.00 107007490.00 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 57000000.00 57000000.00 0.0025 N 56995440.00 56995440.00 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 18000000.00 18000000.00 0.0008 N 17998560.00 17998560.00 Bank of Montreal Bank of Montreal 0.180000% 06366ADL3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 133000000.00 133000000.00 0.0059 N 133000000.00 133000000.00 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 120000000.00 120000000.00 0.0053 N 119998800.00 119998800.00 Bank of Nova Scotia Bank of Nova Scotia 0.170000% 06417FYS3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 17000000.00 17000000.00 0.0008 N 17001190.00 17001190.00 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 600000000.00 600000000.00 0.0267 Security is a time deposit. N 600000000.00 600000000.00 Bank of the West Bank of the West 0.270000% 06426GBW6 Certificate of Deposit N First Tier Security N/A N/A 2013-12-11 2013-12-11 N N N 112000000.00 112000000.00 0.0050 N 112029120.00 112029120.00 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 140000000.00 140000000.00 0.0062 N 140000000.00 140000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLL6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 90000000.00 90000000.00 0.0040 N 90024300.00 90024300.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 120000000.00 120000000.00 0.0053 N 120033600.00 120033600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.380000% 06538FLZ5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 16000000.00 16000000.00 0.0007 N 16004320.00 16004320.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 107000000.00 107000000.00 0.0048 N 107033170.00 107033170.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 68000000.00 68000000.00 0.0030 N 68021080.00 68021080.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 22000000.00 22000000.00 0.0010 N 22007260.00 22007260.00 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 4000000.00 4000000.00 0.0002 N 4000280.00 4000280.00 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 101000000.00 101000000.00 0.0045 N 101007070.00 101007070.00 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 119000000.00 119000000.00 0.0053 N 119009520.00 119009520.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 35000000.00 35000000.00 0.0016 N 35005250.00 35005250.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XQL5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 72000000.00 72000000.00 0.0032 N 72020160.00 72020160.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 67000000.00 67000000.00 0.0030 N 67018090.00 67018090.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRW0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 36000000.00 36000000.00 0.0016 N 36011520.00 36011520.00 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 6000000.00 6000000.00 0.0003 N 6001980.00 6001980.00 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 11000000.00 11000000.00 0.0005 N 10998790.00 10998790.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M130903_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-06-01 5.518000 Government Agency Debt 440000.00 410725.65 Fannie Mae 2020-02-01 4.921000 Government Agency Debt 455000.00 483137.40 Fannie Mae 2022-11-01 2.624000 Government Agency Debt 150000.00 140115.94 Fannie Mae 2023-04-01 2.793000 Government Agency Debt 100000.00 94708.90 Fannie Mae 2033-08-01 2.570000 Government Agency Debt 2000000.00 134951.44 Fannie Mae 2033-09-01 2.481000 Government Agency Debt 2001215.00 199021.28 Fannie Mae 2034-01-01 2.637000 Government Agency Debt 50584510.00 4811246.75 Fannie Mae 2034-02-01 2.505000 Government Agency Debt 38064043.00 3772694.37 Fannie Mae 2034-03-01 2.375000 Government Agency Debt 40006922.00 3452737.76 Fannie Mae 2034-03-01 2.535000 Government Agency Debt 19452504.00 3978528.15 Fannie Mae 2034-04-01 2.375000 Government Agency Debt 20002822.00 3621771.12 Fannie Mae 2034-04-01 2.435000 Government Agency Debt 31508950.00 3914202.47 Fannie Mae 2034-05-01 2.242000 Government Agency Debt 28440868.00 3469368.42 Fannie Mae 2034-05-01 2.260000 Government Agency Debt 17709484.00 3717176.13 Fannie Mae 2034-05-01 2.338000 Government Agency Debt 35278895.00 5195505.56 Fannie Mae 2034-05-01 2.583000 Government Agency Debt 33795066.00 5077606.68 Fannie Mae 2034-06-01 2.390000 Government Agency Debt 25006019.00 3121881.95 Fannie Mae 2035-04-01 2.569000 Government Agency Debt 11630759.00 2179239.38 Fannie Mae 2035-08-01 2.566000 Government Agency Debt 34866683.00 8493790.54 Fannie Mae 2036-04-01 2.366000 Government Agency Debt 3000000.00 441547.46 Fannie Mae 2036-04-01 2.541000 Government Agency Debt 2740000.00 407232.67 Fannie Mae 2036-04-01 2.780000 Government Agency Debt 23255000.00 4787644.02 Fannie Mae 2036-08-01 2.601000 Government Agency Debt 40476468.00 7569268.82 Fannie Mae 2037-03-01 2.628000 Government Agency Debt 17413631.00 6003360.90 Fannie Mae 2037-04-01 2.769000 Government Agency Debt 20594702.00 4629636.36 Fannie Mae 2037-08-01 3.047000 Government Agency Debt 1000000.00 199072.04 Fannie Mae 2038-04-01 2.216000 Government Agency Debt 500000.00 143366.80 Fannie Mae 2038-07-01 2.198900 Government Agency Debt 28327593.00 7240505.82 Fannie Mae 2038-11-01 3.721000 Government Agency Debt 25746612.00 3420519.50 Fannie Mae 2039-05-01 2.970000 Government Agency Debt 4000000.00 3147912.03 Fannie Mae 2040-06-01 3.140000 Government Agency Debt 10000307.00 3233462.80 Fannie Mae 2040-06-01 3.556000 Government Agency Debt 10059353.00 6835097.10 Fannie Mae 2040-07-01 3.105000 Government Agency Debt 10080341.00 3126697.73 Fannie Mae 2040-07-01 3.122000 Government Agency Debt 10096135.00 2418572.42 Fannie Mae 2040-07-01 3.551000 Government Agency Debt 900000.00 426866.19 Fannie Mae 2040-11-01 3.244000 Government Agency Debt 10000000.00 4631870.25 Fannie Mae 2041-02-01 3.090000 Government Agency Debt 1000000.00 175287.15 Fannie Mae 2041-04-01 3.145000 Government Agency Debt 25130786.00 8141960.91 Fannie Mae 2041-04-01 3.307000 Government Agency Debt 1500000.00 798971.99 Fannie Mae 2041-07-01 3.590000 Government Agency Debt 2180380.00 2176488.18 Fannie Mae 2041-09-01 2.702000 Government Agency Debt 5027775.00 4475401.49 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 125672262.00 125672262.00 0.0056 N 125672262.00 125672262.00 Barclays Capital, Inc Barclays Capital, Inc 0.020000% 992JYM004_0.0200_M130903_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-08-31 2.375000 Treasury Debt 4657100.00 4814703.07 United States Treasury Department 2014-10-31 2.375000 Treasury Debt 79354500.00 81994119.62 United States Treasury Department 2022-11-15 1.625000 Treasury Debt 49898100.00 45791180.20 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 130000000.00 130000000.00 0.0058 N 130000000.00 130000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.030000% 992JYM004_0.0300_M130903_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2043-02-01 2.186000 Government Agency Debt 753767.00 717552.83 Fannie Mae 2043-04-25 3.000000 Government Agency Debt 58603000.00 51857395.22 GNMA 2039-06-20 2.600000 Government Agency Debt 116595686.00 88626765.82 GNMA 2039-10-16 3.000000 Government Agency Debt 13878176.00 4808690.93 GNMA 2043-08-15 3.500000 Government Agency Debt 6087381.00 6173337.53 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 145000000.00 145000000.00 0.0065 N 145000000.00 145000000.00 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 87000000.00 86989342.50 0.0039 N 86991300.00 86991300.00 Barclays US Funding Corp Barclays US Funding Corp 0.360000% 06737HXM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N Y Barclays Bank Plc N/A N/A N 50000000.00 49976000.00 0.0022 N 49986500.00 49986500.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-26 2013-11-26 N Y Barclays Bank Plc N/A N/A N 17000000.00 16987703.33 0.0008 N 16990140.00 16990140.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-27 2013-11-27 N Y Barclays Bank Plc N/A N/A N 16000000.00 15988288.89 0.0007 N 15990560.00 15990560.00 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 22000000.00 22001339.30 0.0010 N 22003960.00 22003960.00 BNP Paribas BNP Paribas 0.440000% 05572NMB9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 43000000.00 43000000.00 0.0019 N 43002150.00 43002150.00 BNP Paribas BNP Paribas 0.400000% 05572NMF0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 86000000.00 86000000.00 0.0038 N 86010320.00 86010320.00 BNP Paribas BNP Paribas 0.410000% 05572NMU7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 82000000.00 82000000.00 0.0037 N 82023780.00 82023780.00 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 47000000.00 47000000.00 0.0021 N 47017860.00 47017860.00 BNP Paribas BNP Paribas 0.390000% 05572NNY8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 152000000.00 152000000.00 0.0068 N 152057760.00 152057760.00 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 22000000.00 22000000.00 0.0010 N 22008800.00 22008800.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.290000% 921AES008_0.2900_M130906_2M47 0001197610 Other Repurchase Agreement N Abbey National Treasury Services Plc 2016-04-27 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 58804.17 ADR AMERICA MOVIL S.A. DE C V 2020-03-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1373875.00 1463785.96 AMERCIAN HONDA FINANCE 2014-07-17 0.287600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4329006.00 4329800.47 APACHE CORP 2026-03-15 7.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3107905.00 3981055.37 ARROW ELECTRONICS, INC. 2023-03-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2559268.00 2507801.12 BANCO BRADESCO SA 2014-05-16 2.363200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1332294.00 1342351.52 BANK OF AMERICA FUNDING CORP 2002 1 2016-08-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2125000.00 2407085.49 BANK OF AMERICA N/A 2017-06-15 0.573200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1016678.00 978392.37 BM&FBOVESPA SA BOLSA DE VALORES 2020-07-16 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2039297.00 2098278.00 CB MERCK & CO.INC. 2028-12-01 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 381738.00 457096.79 CB WEYERHAEUSER CORP 2017-08-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1673797.00 1950891.77 CONAGRA INC 2019-04-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2060277.00 2494212.54 COVIDIEN INTL FIN S A 2023-06-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 213430.00 199002.13 DISCOVERY COMMUNICATIONS LLC 2021-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 212699.00 223052.04 FLORIDA POWER AND LIGHT COMPANY 2039-04-01 5.960000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2764217.00 3388011.71 HALLIBURTON COMPANY 2018-08-01 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2662765.00 2637229.08 HANA BANK 2017-10-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 354027.00 367431.45 HUTCHISON WHAMPOA INTERNATL ,KY 2015-09-11 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 467704.00 507585.96 JOHNSON AND JOHNSON 2040-09-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2771430.00 2884435.05 KOREA GAS CORP 2017-07-25 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1974435.00 LIFE TECH CORP 2020-03-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2236842.00 2570340.23 LORILLARD TOBACCO COMPANY 2016-08-04 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178864.00 187050.21 MAY DEPT STORE CO 2024-07-15 6.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1279640.00 1496256.75 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 647420.00 731725.23 NBCUNIVERSAL ENTERPRISE INC 2019-04-15 1.974000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1719483.00 1674807.11 ORACLE CORP 2022-10-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1013874.00 937205.41 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 89154.00 91158.63 PENSKE TRUCK LESING CO LP 2018-07-17 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 438247.00 434983.83 PFD HCP INC SERIES E 2021-02-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 69183.00 75342.35 PROGRESS ENERGY INC 2022-04-01 3.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1226862.00 1191528.37 SASOL FINGINTL PLC 2022-11-14 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2884580.00 2612708.34 ST JUDE MEDINC 2043-04-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355281.00 340661.78 TRANSOCEAN SEDCO FOREX 2022-10-15 3.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2955854.00 2761920.42 UNITEDHEALTH GROUP INC COM 2023-02-15 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 859369.00 799116.73 VIACOM INC CLASS B COMMON NEW 2015-02-27 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 343521.00 344456.81 First Tier Security N/A N/A 2013-09-06 2013-09-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 50000000.00 50000000.00 0.0022 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 50000000.00 50000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130906_2M47 0001197610 Other Repurchase Agreement N Abbey National Treasury Services Plc 2018-08-23 3.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3894.00 3907.52 AMKOR TECHNOLOGY INC 2022-10-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29154.00 27987.84 BURLINGTON COAT FACT 2019-02-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 676.00 779.09 CCO HOLDINGS LLC 2022-01-31 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180262.00 183927.95 CRICKET COMMUNICATIONS INC 2020-10-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3498539.00 4072518.06 CROWN CASTLE INTL CORP 2023-01-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1958294.00 1850587.83 DISH DBS CORP 2022-07-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253115.00 248052.70 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2023-07-25 3.590000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 615.00 612.23 FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2155094.00 2293424.09 FIRST DATA CORP 2016-03-31 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1828583.00 1909726.37 HARRAHS OPERATING CO INC 2017-06-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 694655.00 734814.74 HUNTSMAN INTERNATIONAL LLC 2020-11-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44944.00 43448.21 INTL LEASE FIN CORP 2016-09-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1284405.00 1452742.33 LEVI STRAUSS & CO 2022-05-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10920.00 11602.50 LIBERTY MEDIAS 2029-07-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 244008.00 263681.15 NORTEL NETWORKS CORP,CA 2014-07-15 0.00 Other Instrument common stocks, ETFs, 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mortgage obligations 9085000.00 6404389.84 SABR 2035-10-25 0.614000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 665000.00 248942.78 SABR 2005-FR4 M2 2036-01-25 0.824000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 186744.28 SBM7 1997-LB6 B2 2027-12-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7544000.00 1133038.95 SVHE 2006-2 M2 2036-03-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7753000.00 3572238.99 SVHE 2006-3 A3 2036-11-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5700000.00 2471112.69 WBCMT 2049-06-15 5.920300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48042292.00 2370829.53 144A MSC 2006-T23 B 2041-08-12 5.986600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1385000.00 1424052.25 144A OAK 1998-D M1 2029-01-15 7.415000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5750000.00 4640798.94 ABSHE 2005-HE1 M2 2035-03-25 0.714000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2600000.00 1664706.64 AHM 2007-1 GA2 2047-05-25 0.430000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22050000.00 71408.40 AHMA 2006-6 A1B 2046-12-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48343000.00 773099.67 AHMA 2007-3 12A1 2037-06-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9060000.00 1086681.15 BAFC 2004-1 B1 2034-03-25 5.978400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12475000.00 7737728.63 BAFC 2004-D B1 2035-01-25 3.264900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5389000.00 426480.16 BOAMS 2005-6 1A15 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1385000.00 608694.30 BOAMS 2005-9 1A8 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2980000.00 827766.36 CHASE 2005-S2 A18 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1071984.00 422204.79 CMLTI 2005-5 1A1 2035-08-25 0.482600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21440000.00 1752895.83 CMO CONSECO FIN SEC CORP 2030-06-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9740000.00 8863344.52 CMO LEHMAN XS TR SER 2007-15N 2037-08-25 0.584000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15392000.00 957349.47 CSFB 2005-4 2A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4312500.00 2400951.21 CSFB 2005-5 DB1 2035-07-25 5.826200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3554947.00 1252176.30 CSFB 2005-9 3A2 2035-10-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 7387130.41 CSFB NIMS TRUST ARMT 2045-11-15 4.927700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 695000.00 602377.75 CSMC 2008-3R 2037-07-26 5.631300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 628135.00 7637.31 CSMC 2009- 9R 2037-01-26 5.208500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5033247.00 4443832.77 CSMC 2009-2R 2035-12-25 6.418100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1058950.00 683814.04 CWALT 2005-21CB A6 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10020000.00 1697421.06 CWALT 2006-OA10 4A2 2046-08-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8476300.00 106091.62 CWALT 2006-OA11 A1B 2046-09-25 0.374000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12500000.00 4146046.19 CWALT 2006-OA18 A2 2046-12-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8310000.00 753763.44 CWALT 2006-OA19 A2 2047-02-20 0.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15760000.00 268882.40 CWALT 2006-OA2 A3 2046-05-20 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 23828.63 CWALT 2007-9T1 2A2 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1055000.00 413179.58 CWALT 2007-9T1 2A3 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3610000.00 1521639.95 CWALT 2007-OA9 A2 2047-06-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 84939000.00 3400959.25 CWHL 2005-11 3A2 2035-04-25 2.678100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 278081.96 CWHL 2005-13 A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 612230.04 CWHL 2006-14 A3 2036-09-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15660000.00 379847.10 CWHL 2006-20 1A35 2037-02-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8530000.00 1737843.36 CWHL 2006-HYB5 4A1 2036-09-20 5.195100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 515000.00 145207.73 CWMBS INC 2005-7 2035-03-25 0.544000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48595000.00 1176893.74 DBALT 2007-AR1 A2 2047-01-25 0.364000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12760000.00 2477658.80 FHAMS 2007-FA1 A2 2037-03-25 54.132800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 999500.00 887777.93 GSR 2005-6F 3A20 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2130000.00 1211999.09 GSR 2006-1F 3A1 2036-02-25 0.784000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20364000.00 3972086.53 GSR 2006-3F 2A2 2036-03-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5165000.00 719323.28 HVMLT 2035-02-19 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5066667.00 215485.33 HVMLT 2005-10 1A1B 2035-11-19 0.514000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 6185.56 IMSA 2006-3 A7 2036-11-25 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 3979734.18 INDA 2006-AR2 4A1 2036-09-25 2.922200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48879053.00 10521482.03 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 940000.00 916777.92 JPMCC 2007-C1 AM 2051-02-15 6.139500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 835000.00 859253.96 JPMORGAN ALT TRUST 2006-S 2036-10-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 968927.09 LXS 2006-10N 1A4A 2046-07-25 0.484000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 320000.00 111576.10 MARM 2005-1 B1 2035-03-25 3.432100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1805000.00 69707.93 MARM 2006-2 5A1 2036-05-25 2.818100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10456000.00 2738104.27 MARM 2006-OA2 1A1 2046-12-25 0.963000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22156000.00 5517722.15 MHL 2005-4 M1 2035-10-25 0.634000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 1273923.75 MLMI 2005-A5 M2 2035-06-25 2.479000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5114000.00 1540.07 MSM 2004-6AR CB2 2034-08-25 2.781400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 5375.23 MSM 2006-8AR 3B2 2036-06-25 2.237700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1306000.00 2524.13 MSM 2007-15AR 2A1 2037-11-25 2.529600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11350000.00 5408157.34 NOVASTAR 2036-09-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 343683.40 NSTR 2007-B 2AV2 2037-04-25 0.364000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2319999.00 1544581.71 RALI 2003-QS1 M3 2033-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3562005.00 334953.46 RALI 2005-QS2 A3 2035-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 4011628.09 RALI 2005-QS4 A6 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1104521.60 RALI 2006-QO5 3A2 2046-05-25 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42000.00 3855.14 RALI 2007-QS11 A1 2037-10-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 395000.00 130290.95 RAST 2006-A8 2A7 2036-08-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5769000.00 2653134.51 RAST 2007-A2 1A3 2037-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2455000.00 701982.02 RAST 2007-A6 2A1 2037-06-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 37046.98 RFMSI 2004-S4 1M3 2034-04-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 616400.00 1245.84 RFMSI 2005-S6 M1 2035-08-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6812900.00 445982.92 SABR 2035-10-25 0.614000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 224610.02 SAIL 2004-7 B 2034-08-25 2.684000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2395580.00 140308.65 SAMI 2006-AR1 2A2 2036-02-25 0.494000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14500000.00 495069.57 SARM 2005-18 3A2 2035-09-25 2.636100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25477000.00 670422.60 SARM 2005-21 6A4 2035-11-25 5.218400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1165000.00 29844.27 SARM 2006-1 6A1 2036-02-25 2.448800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 38766.94 SARM 2007-1 2-A3 2037-02-25 8.728100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 9081.57 SARM 2007-3 3A1 2047-04-25 5.087200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 440000.00 129852.07 SARM 2008-1 A32 2037-10-25 2.523800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3253000.00 154587.34 SASC 2003-26A B3 2033-09-25 2.496500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7529000.00 23112.09 SASC 2004-2AC B1 2034-02-25 2.430700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17814000.00 4409826.69 SASC 2004-3 B3 2034-03-25 5.643600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2548000.00 4308.82 SASC 2004-4XS 2M2 2034-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1467000.00 150368.73 TMST 2005-4 B1 2045-12-25 5.154700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 6845.83 TMST 2008-1 1A2 2038-03-25 2.497700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8921000.00 15769.93 WAMU 2037-02-25 2.493600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 74719.21 WAMU 2005-AR4 B1 2035-04-25 2.444800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1950000.00 204847.55 WAMU 2006-AR16 1A1 2036-12-25 2.360200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1875000.00 561620.59 WAMU 2006-AR5 A1B3 2046-06-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 33806.35 WBCMT 2006-C29 E 2048-11-15 5.516000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 455000.00 47653.72 WBCMT 2007-C33 AJ 2051-02-15 6.122600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 402438.16 WFMBS 2006-4 1B1 2036-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16900000.00 288360.53 WFMBS 2006-AR11 A7 2036-08-25 2.618900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10161500.00 64164.50 WMALT 2035-06-25 7.506600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 31714.42 WMALT 2005-4 CB3 2035-06-25 0.634000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25055000.00 5221128.88 First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 121000000.00 121000000.00 0.0054 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 121000000.00 121000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M131016_2M47 0001230485 Other Repurchase Agreement N 144A AHM 2007-A 4A 2046-07-25 0.634000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7117000.00 633281.29 144A CCMFC 2006-1A A1 2046-12-25 0.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13570000.00 1867029.45 144A CWL 2004-SD2 M2 2033-03-25 1.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 976890.65 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6085000.00 689270.53 144A MLMS 2005-ACR1 M4 2035-06-28 0.834000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 108795.57 144A MSAC 2007-SEA1 1A2 2047-02-25 2.084000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38257000.00 7610328.58 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 203324.09 144A RAAC 2005-RP3 M2 2039-05-25 1.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 32526.50 144A SDART 2012-2A E 2019-04-15 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3405000.00 2962867.14 ACE 2006-CW1 A2C 2036-07-25 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1120000.00 661724.29 AHMA 2006-6 A1B 2046-12-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2603000.00 41627.09 AIRPT 2001-1A A9 2019-03-15 0.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17125000.00 3890493.81 ARMT 2005-5 3A3 2035-09-25 5.146100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4655000.00 3863452.09 ARSI 2035-05-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9645000.00 1008805.68 ARSI 2005-W2 M1 2035-10-25 0.674000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1355000.00 1018207.48 BAFC 2005-E 7A1 2035-06-20 2.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 142000.00 10689.33 BAFC 2006-F 1A1 2036-07-20 2.624400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16055000.00 4598489.65 BALTA 2006-8 1A1 2046-06-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26600000.00 3325260.02 BAMH 1997-2 B1 2022-02-10 7.070000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10935000.00 4809746.09 BNCMT 2007-1 A3 2037-03-25 0.284000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 146725.99 BNCMT 2007-3 A4 2037-07-25 0.354000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 705000.00 303081.15 BSABS 2034-09-25 1.939000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 395000.00 325918.13 BSCMS 2017-06-11 5.899000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 346911.53 CARR 2004-NC1 M2 2034-05-25 1.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4100000.00 341313.61 CARR 2006-NC1 A3 2036-01-25 0.394000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3110000.00 1677191.93 CARR 2006-NC1 A4 2036-01-25 0.494000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3910000.00 2634255.46 CARR 2007-RFC1 A3 2036-12-25 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6220000.00 3519369.50 CBASS 2037-07-25 0.447200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 3537125.35 CD 2048-10-15 5.688000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2090000.00 1881664.55 CFAB 2004-2 1M2 2035-02-25 5.536100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 678948.41 CMLTI 2005-11 A2B 2035-12-25 2.510000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2809524.00 456356.14 CMLTI 2007-AHL3 A3C 2045-07-25 0.444000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 30198.59 CMLTI 2007-AMC4 A2B 2037-05-25 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4189.36 CMLTI 2007-AR8 2A1A 2037-07-25 2.772300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 45529.73 CMLTI 2007-OPX1 A2 2037-01-25 0.384000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2410000.00 947780.31 CNF 2000-2 A5 SERIES 00 A5 2031-12-01 8.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5670000.00 2634488.64 CSFB 2002-HE11 M2 2032-10-25 2.234000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 399370.08 CSMC 2040-09-15 5.869000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3245000.00 3130913.71 CSMC 2007-C4 A1AJ 2039-09-15 5.761700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1040000.00 828409.31 CSMC 2007-TFL2 2022-04-15 0.454000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1799723.00 1717393.25 CWALT 2005-81 A2 2037-02-25 0.534000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12967200.00 275725.96 CWALT 2006-OA10 4A2 2046-08-25 0.414000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3092000.00 38700.29 CWALT 2006-OA7 1A3 2046-06-25 1.101900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40572500.00 810804.67 CWHEL 2004-I A 2034-02-15 0.474000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12158000.00 625722.58 CWHEL 2004-P 2A 2034-03-15 0.504000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 89250000.00 5004435.01 CWHEL 2005-H 2A 2035-12-15 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9100000.00 697641.80 CWHEL 2006-H 2A1A 2036-11-15 0.334000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10305000.00 1867084.63 CWL 2036-05-25 5.249600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3870000.00 2735388.83 CWL 2046-01-25 0.344000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23270000.00 16227430.79 CWL 2002-6 M1 2033-02-25 1.284000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 444632.58 CWL 2005-16 2AF3 2036-05-25 5.098400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 172000.00 132397.43 CWL 2005-17 1AF3 2036-05-25 5.249600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5205000.00 4019479.64 CWL 2006-11 1AF3 2046-09-25 5.269900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 446936.74 CWL 2007-BC1 2A1 2037-05-25 0.244000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 56121384.00 2999400.27 FFML 2004-FFH2 M4 2034-06-25 1.759000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5850000.00 211784.15 GMACM 2005-HE3 A3 2036-02-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000000.00 8152248.50 HEAT 2006-6 2A4 2036-11-25 0.424000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2095000.00 500874.50 HEMT 2005-3 M3 2035-11-25 0.904000 Other 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2288148.95 RASC 2037-02-25 0.404000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13050000.00 7397007.55 RAST 2005-A14 A5 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 126779.56 RAST 2005-A15 5A1 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 259646.68 RAST 2007-A6 2A1 2037-06-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40050000.00 10990603.08 RFMS2 2006-HI4 A4 2036-09-25 5.720000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 761542.23 RFMSI 2007-SA4 3A1 2037-10-25 3.825300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 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0.040000% 991JCA005_0.0400_M130903_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2040-11-01 4.000000 Government Agency Debt 169535060.00 79301141.89 Fannie Mae 2042-05-01 5.000000 Government Agency Debt 7873145.00 8272110.86 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 84000000.00 84000000.00 0.0037 N 84000000.00 84000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.080000% 99ETSZ007_0.0800_M130906_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2028-08-01 4.500000 Government Agency Debt 516700.00 547537.17 Fannie Mae 2028-08-01 4.500000 Government Agency Debt 341105.00 361462.49 Fannie Mae 2033-08-01 3.500000 Government Agency Debt 1877854.00 1917896.78 Fannie Mae 2040-08-01 4.500000 Government Agency Debt 159430128.00 62163038.63 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 433805.00 439769.45 Fannie Mae 2042-08-01 4.500000 Government Agency Debt 183220.00 188779.61 Fannie Mae 2043-07-25 3.250000 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9771078.44 Fannie Mae 2033-07-01 3.500000 Government Agency Debt 5248909.00 5361172.82 Fannie Mae 2039-03-01 5.000000 Government Agency Debt 22403361.00 8814612.50 Fannie Mae 2039-04-01 6.000000 Government Agency Debt 58094623.00 10028566.14 Fannie Mae 2040-06-01 3.920000 Government Agency Debt 11562153.00 5122203.69 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 76591142.00 38762721.41 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 7865307.00 6162393.22 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 23432196.00 17864101.15 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 11947678.00 10472646.77 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 2765559.00 2562244.94 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 17874175.00 16914377.81 Fannie Mae 2043-07-25 3.000000 Government Agency Debt 23275750.00 21205479.78 Fannie Mae 2043-07-25 3.250000 Government Agency Debt 1074049.00 934353.95 Fannie Mae 2043-08-25 4.000000 Government Agency Debt 148670.00 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2.500000 Government Agency Debt 584093.00 501881.26 GNMA 2042-10-20 2.000000 Government Agency Debt 532409.00 486530.13 First Tier Security N/A N/A 2013-09-06 2013-09-06 Y Deutsche Bank Securities Inc N/A N/A N N 100000000.00 100000000.00 0.0045 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M130906_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2032-07-01 3.000000 Government Agency Debt 621248.00 533840.55 Fannie Mae 2033-07-01 3.000000 Government Agency Debt 20582307.00 20269984.28 Fannie Mae 2037-02-25 5.500000 Government Agency Debt 164837.00 181109.64 Fannie Mae 2037-11-01 6.000000 Government Agency Debt 161264063.00 18446292.17 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 1342593.00 1371458.64 Fannie Mae 2042-07-25 7.000000 Government Agency Debt 258886.00 262445.46 Fannie Mae 2043-07-25 3.250000 Government Agency Debt 631448.00 549319.38 Freddie Mac 2031-04-15 3.000000 Government 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CLEAR CHANNEL COMMU 2027-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1118183.00 779583.21 COLOMBIA TELECOMUNICACIONES S A ESP 2022-09-27 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 803000.00 710655.00 COMMERCIAL VEHICLE GROUP 2019-04-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 210028.91 COMPAGNIE GENERALE DE GEOPHYSIQUE 2016-05-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 177821.87 COMPANHIA DE SANEAMENTO BASICO DO ESTADO 2020-12-16 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 204863.09 COMPASS BANK 2017-10-01 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, 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common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 250374.91 CONTL RESOURCES INC 2023-04-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2621272.00 2516421.12 COSAN LUXEMBOURG S A 2018-03-14 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 925000.00 524939.11 CROSSTEX ENERGY LP 2018-02-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 618000.00 658910.31 CSN ISLANDS IX CORP 2015-01-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 109000.00 D. R. HORTON, INC 2023-02-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 41323.44 DCP MIDSTREAM LLC 2043-05-21 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 944725.00 DEANS FOODS 2016-06-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 589000.00 653675.47 DIGICEL LIMITED 2017-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 143000.00 154228.48 DIGICEL LIMITED 2020-02-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 253472.22 DISCOVERY COMMUNICATIONS LLC 2021-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2527582.00 2650611.00 EL PASO CORP 2028-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 260934.28 EL PASO CORPORATION 2016-02-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 365401.57 EL PASO PIPELINE PARTNERS OPERATING COMPANY LLC 2015-11-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 246750.52 EMERGENCEY MEDIACAL SERVICES CORP 2019-06-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 511540.36 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 1010000.00 1085469.44 ENTERPRISE PROD OPER LP 2049-08-01 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 778000.00 870773.80 ESTERLINE TECHNOLOGIES CORP 2020-08-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 285706.81 FC EQUITIES INC 8 PROMISSORY NOTE DUE 6-21-20086 2018-03-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 139032.12 FELCOR LODGING LIMITED PARTNERSHIP UNITS 2023-03-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 204750.00 FERRELLGAS FINANCE CORP 2017-10-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 271316.84 FFH 8.597 01/15/27 0 2027-01-15 8.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 120096.12 FIDELITY NATL TITTLE GRP INC 2022-09-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 775650.00 FORD HLDNGS INC. 2020-03-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 38312.84 FORD MOTOR CREDIT COMPANY 2015-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1328000.00 1458623.74 GANNETT CO INC 2014-11-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 442208.33 GCB ING CAP FDG 2049-12-29 3.874000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71000.00 69417.17 GENWORTH FINANCIAL 2066-11-15 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 620000.00 550521.25 GEOPARK LATIN AMER LTD AGENCIAEN CHILE 2020-02-11 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 278308.33 GLOBAL AT ELECTRONICS 2019-02-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 190611.11 GOLDMAN SACHS CAPITAL III 2043-09-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1270013.00 952086.41 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 250000.00 253732.64 GRUPO PAPELERO SCRIBE SA DE CV 2020-04-07 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000.00 12093.04 GS CALTEX CORP 2017-04-24 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4294673.00 4754417.74 HALCON RES CORP 2021-05-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 459000.00 459000.00 HEWLETT PACKARD COMPANY 2016-09-15 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5825775.00 6078613.63 HEWLETT PACKARD COMPANY 2016-12-09 3.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2333000.00 2446628.76 HILCORP ENERGY I LP 2020-02-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 189449.73 HOMER CITY GENERATION L P 2026-10-01 8.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1084933.00 1140426.30 HOT TOPIC INC 2021-06-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 207000.00 209587.50 HYPERMARCAS S A 2021-04-20 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 730000.00 747134.72 IASIS HEALTHCARE LLC 2019-05-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 89000.00 95401.51 INERGY MIDSTREAM LP NRGM FIN CORP 2020-12-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 261000.00 257737.50 INMET MNG CORP 2021-06-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 50250.00 INTL LEASE FIN CORP 2014-09-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 590000.00 634143.47 ISLE OF CAPRI CASINOS INC 2019-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 587411.46 ISLE OF CAPRI CASINOS INC 2021-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1009361.00 962979.46 J2 GLOBAL INC 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1083.94 JAGUAR HOLDING CO II 2019-12-01 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 287746.53 JARDEN CORP 2017-05-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 843000.00 960844.38 JARDEN CORP 2020-01-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 280312.50 JARDEN CORP 2022-11-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 338000.00 356713.23 JBS USA LLC JBS USA FINANCE INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 289218.61 JET EQUIPMENT TRUST SERIES 2015-05-01 8.640000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23300000.00 9908951.78 JP Morgan Chase & Co 2099-01-01 7.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 141104.17 JPMORGAN CHASE & CO 2099-12-31 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1796908.33 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 4196336.00 4599939.60 KINDER MORGAN FIN CORP 2016-01-05 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 305000.00 330979.39 KINETIC CONCEPTS 2019-11-01 12.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2616000.00 2867608.33 KRATON POLYMERS LLC KRATON POLYMERS CAP CORP 2019-03-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149000.00 155863.31 LAMAR MEDIA CORP 2022-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 472000.00 477773.81 LAND OLAKES CAPITAL TRUST I 2028-03-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1009145.83 LENDER PROCESSING SERVICES 2023-04-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 350315.62 LENNAR CORPORATION 2018-12-01 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 109592.60 LEVEL 3 FINANCING INC 2019-04-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 790000.00 891753.65 LIBERTY MEDIAS 2029-07-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37000.00 39983.13 LIBERTY MUTUAL GROUP INC 2037-03-15 7.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5696391.00 6549425.55 LYNX I CORP 2021-04-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1217000.00 1186575.00 M.D.C. HOLDINGS INC 2020-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 235316.53 MALLINCKRODT INTL FIN SA 2023-04-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 193302.83 MARKWEST ENERGY PARTNERS LP 2023-02-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 557000.00 547252.50 MASHANTUCKET WESTERN PEQUOT TRIBE 2026-07-01 7.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8941180.00 6066054.16 METALSA S A DE CV 2023-04-24 4.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 780000.00 734877.00 MORGAN STANLEY GROUP INC 2018-04-25 1.545900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3292353.00 3291506.73 MTR GAMING GROUP INC 2019-08-01 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1075000.00 1146771.18 MUELLER WATER PRODUCTS INC 2020-09-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 247000.00 279976.21 NATIONSTAR MORTGAGE LLC 2021-07-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 980652.78 NATIONSTAR MORTGAGE LLC 2022-06-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68000.00 65110.00 NAVIOS MARITIME HOLDINGS INC 2017-11-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 772000.00 825528.01 NBCUNIVERSAL MEDIA LLC 2020-04-30 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12223343.00 13989819.79 NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FIN 2022-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 687000.00 704175.00 NEWFIELD EXPLO9RATION COMPANY 2020-02-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 299403.39 NISKA GAS STORAGE US LLC 2018-03-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 433270.83 NOKIA CORP,FI 2039-05-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38620.00 33669.80 OBEBRECHT OFFSHORE DRILLING FIN LTD 2022-10-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4490000.00 4468391.87 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 1800000.00 378975.00 OIL STATES ONTERNATIONAL 2019-06-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 751498.61 OMEGA HEALTHCARE INVESTORS INC 2022-10-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10928.13 OWENS CORNING 2019-06-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 666000.00 818633.88 OWENS CORNING 2022-12-15 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 338473.75 PETROBRAS INTL FIN CO 2020-01-20 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2025000.00 2069871.75 PETROLEOS MEXICANOS GUARANTEED NOTES 2020-03-05 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2439249.00 2742122.41 PFD KB HOME INCOME PRIDES 2018-06-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 42904.17 PFD KB HOME INCOME PRIDES 2020-03-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 405937.50 PFD PRECISION DRILLING 2020-11-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 413000.00 442662.86 POLYMER GROUP INC 2019-02-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 237937.50 POST HLDGS INC 2022-02-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 583000.00 615399.01 POWER SECTOR ASSETS 2019-05-27 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 352195.00 426818.46 PPL SUPPLY LLC 2021-12-15 4.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5045000.00 5061043.10 PPL WEM HLDGS PLC 2021-05-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2966000.00 3244232.64 PRESTIGE BRANDS INC 2018-04-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58000.00 63895.46 PROLOGIS TRUST 2018-05-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975000.00 2332342.51 PRUDENTIAL FINCL INC 2040-11-15 6.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7040000.00 8155816.53 PRUDENTIAL HOLDINGS 2023-12-18 7.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11869665.00 14439803.56 QEP RES INC 2022-10-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 252412.50 QGOG CONSTELLATION S A 2019-11-09 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 281000.00 254305.00 QVC NETWORK INC 2022-07-02 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1123000.00 1130015.32 R.R DONNELLEY &SON COMP 2014-04-01 4.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 660000.00 678554.25 R.R.DONNELLY & SONS COMPANY 2016-08-15 8.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1074000.00 1244318.50 RADIOSHACK CORPORATION COM 2019-05-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 383468.75 REPUBLIC OF EL SALVADOR 2025-01-30 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 799973.96 RITE AID CORP 2020-08-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 222416.67 RKI EXPL PRODTN LLC RKI FIN CORP 2021-08-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 757614.58 RRI ENERGY INC 2017-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 927000.00 1023321.09 RSI HOME PRODS INC 2018-03-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 214718.75 SABINE PASS LIQUEFACTION LLC 2021-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 95953.12 SALLY HOLDINGS LLC/SALLY CAPITAL INC 2022-06-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 162832.22 SANRIDGE ENERGY INC 2023-02-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 209000.00 202207.50 SAPPI PAPIER HLDG GMBH 2021-04-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1205000.00 1150808.47 SAPPI PAPIER HLDING 2019-06-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 680000.00 722464.58 SEADRILL LTD 2017-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 150750.00 SEAGATE HDD CAYMAN 2023-06-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 252637.50 SENECA GAMING CORP 2018-12-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 408000.00 444881.50 SERVICE CORP INTERNATIONAL 2016-04-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 453000.00 502461.94 SERVICE CORP INTERNATIONAL,TX 2021-11-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 378000.00 440685.00 SERVICE CORP INTL 2018-10-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 171000.00 199695.34 SERVICE CORP INTL 2027-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 356000.00 395530.83 SINCLAIR TELEVISON GRP INC 2017-11-01 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 435230.56 SITEL LLC AND SITEL FIN CORP 2017-08-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 620000.00 663400.00 SM ENERGY COMPANY 2023-01-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2081.31 SOC GEN 2059-07-05 1.023900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 162312.86 SOPHIA L P SOHIA FIN INC 2019-01-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 328406.25 SOTHEBYS HLDGS INC 2022-10-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 654000.00 619665.00 STEEL DYNAMIC INC 2020-03-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 105682.55 STEWART ENTERPRISES 2019-04-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 640000.00 697200.00 SUPERVALU INC SR 144A NT 2021-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 448654.00 438643.41 TARGA RESOURCES PARTNERS LP FINANCE COR 2018-10-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1112.03 TAYLOR MORRISON CMNTYS INC MONARCH CMNTYS INC 2020-04-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 498000.00 542820.00 TELEFLEX INC 2019-06-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 108833.65 TENNECO AUTOMOTIVE INC 2018-08-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2156.46 THE AES CORP 2021-07-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 66275.21 THE RYLAND GROUP INC 2015-01-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 184050.78 THE RYLAND GROUP INC 2022-10-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 196000.00 185952.96 THE SCOTTS COMPANY 2020-12-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 456000.00 481080.00 TIME WARNER CABLE INC 2017-05-01 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 99754.87 TIME WARNER CABLE INC 2038-07-01 7.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3814000.00 4000710.14 TIME WARNER CABLE INC 2040-11-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2039708.00 1862060.48 TOLL BROS FINANCE CORP 2019-11-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 157473.75 TRINIDAD DRILLING 2019-01-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, 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Plc N/A N/A 32000000.00 31998755.55 0.0014 N 31998720.00 31998720.00 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 48000000.00 47995400.00 0.0021 N 47998080.00 47998080.00 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 20000000.00 19997333.33 0.0009 N 19999200.00 19999200.00 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 55000000.00 54991016.67 0.0025 N 54995600.00 54995600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83050TXB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 6000000.00 5998163.33 0.0003 N 5999220.00 5999220.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050TYS4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 3000000.00 2997900.00 0.0001 N 2998650.00 2998650.00 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 70000000.00 70000000.00 0.0031 N 70011200.00 70011200.00 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 3000000.00 3000000.00 0.0001 N 3000600.00 3000600.00 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 12000000.00 12000000.00 0.0005 N 12002040.00 12002040.00 Societe Generale Societe Generale 0.300000% 83368NJW2 Certificate of Deposit N First Tier 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Security N/A N/A 2013-10-15 2013-10-15 N N N 137000000.00 137000000.00 0.0061 N 137031510.00 137031510.00 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 35000000.00 35000000.00 0.0016 N 35008750.00 35008750.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86562W7L6 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 9000000.00 9000000.00 0.0004 N 9000090.00 9000090.00 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 78000000.00 78000000.00 0.0035 N 78001560.00 78001560.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KBD4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-18 2013-09-18 N N N 121000000.00 121000000.00 0.0054 N 121002420.00 121002420.00 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 75000000.00 75000000.00 0.0033 N 75002250.00 75002250.00 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 75000000.00 75000000.00 0.0033 N 75002250.00 75002250.00 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 11000000.00 11000000.00 0.0005 N 10999780.00 10999780.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KCU5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N N 63000000.00 63000000.00 0.0028 N 62998740.00 62998740.00 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 12000000.00 12000000.00 0.0005 N 12000000.00 12000000.00 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 10000000.00 10000000.00 0.0004 N 10003100.00 10003100.00 Swedbank AB Swedbank AB 0.280000% 87019RZ25 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 68000000.00 67952400.00 0.0030 N 67966000.00 67966000.00 Swedbank AB Swedbank AB 0.235000% 87019RZ33 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 8000000.00 7995247.78 0.0004 N 7996000.00 7996000.00 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 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 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 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 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 1010000.00 1010000.00 0.0000 N 1010000.00 1010000.00 Texas Veterans Taxable Refunding Bonds Series 2010B 0.110000% 882723BQ1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-09-06 2013-09-06 Y Sumitomo Mitsui Banking Corp N/A N/A N N 12485000.00 12485000.00 0.0006 N 12485000.00 12485000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602UAM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 26000000.00 25975733.40 0.0012 N 25982060.00 25982060.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCM4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 60000000.00 60000000.00 0.0027 N 60028800.00 60028800.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112TCX0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-23 2014-01-23 N N N 284000000.00 284000000.00 0.0127 N 284139160.00 284139160.00 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 38000000.00 38000000.00 0.0017 N 38006080.00 38006080.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112W2F3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 148000000.00 148000000.00 0.0066 N 148048840.00 148048840.00 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 91000000.00 91000000.00 0.0041 N 91002730.00 91002730.00 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 179000000.00 179000000.00 0.0080 N 179010740.00 179010740.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112W4W4 Certificate of Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 56000000.00 56000000.00 0.0025 N 56005600.00 56005600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.234100% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-17 2014-06-17 N N N 145000000.00 145000000.00 0.0065 N 144994200.00 144994200.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.234100% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-18 2014-06-18 N N N 15000000.00 15000000.00 0.0007 N 14999400.00 14999400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.223600% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2013-09-23 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 151000000.00 151000000.00 0.0067 N 151004530.00 151004530.00 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 21000000.00 20997795.00 0.0009 N 20998740.00 20998740.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233GZD1 Other Commercial Paper N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49966333.33 0.0022 N 49976500.00 49976500.00 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 46000000.00 45956798.34 0.0020 N 45961360.00 45961360.00 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 10000000.00 10001634.42 0.0004 N 10002700.00 10002700.00 UBS Securities LLC UBS Securities LLC 0.030000% 99EPPA003_0.0300_M130903_2M47 0001070766 Treasury Repurchase Agreement Y United States Treasury Department 2017-04-30 0.875000 Treasury Debt 76901800.00 76500050.79 First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 75000000.00 75000000.00 0.0033 N 75000000.00 75000000.00 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 35000000.00 35000000.00 0.0016 N 35003850.00 35003850.00 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 188000000.00 188000000.00 0.0084 N 188007520.00 188007520.00 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 195000000.00 195000000.00 0.0087 N 194982450.00 194982450.00 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 67000000.00 67000000.00 0.0030 N 67003350.00 67003350.00 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 106000000.00 106000000.00 0.0047 N 106000000.00 106000000.00 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 55000000.00 55000000.00 0.0025 N 55000220.00 55000220.00 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 225000000.00 225000000.00 0.0100 N 225047475.00 225047475.00 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 0.0045 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 91000000.00 91000000.00 0.0041 N 91048230.00 91048230.00 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 24000000.00 24000000.00 0.0011 N 24011760.00 24011760.00 Westpac Banking Corp Westpac Banking Corp 0.264100% 9612C4HX2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-30 2014-05-28 N N N 35000000.00 35000000.00 0.0016 N 35006300.00 35006300.00 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 116000000.00 116000000.00 0.0052 N 116033640.00 116033640.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 147661.54 147661.54 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 133648.46 133648.46 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 445251.36 445251.36 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 0.0000 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 979529.86 979529.86 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 478813.84 478813.84 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123002.19 123002.19 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 111329.28 111329.28