0001145549-13-009509.txt : 20131230 0001145549-13-009509.hdr.sgml : 20131230 20131107144254 ACCESSION NUMBER: 0001145549-13-009509 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131031 FILED AS OF DATE: 20131107 DATE AS OF CHANGE: 20131107 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: 131200049 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 2013-10-31 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 54 89 22209694730.73 8289510.88 1006324.89 22216977916.72 0.0024 1.0002 2013-10-31 1.0002 2013-10-31 C000012379 1.00 5923476164.47 1.00 -72592698.86 1781269055.77 1853861754.63 0.0001 1.0002 2013-10-31 1.0002 2013-10-31 C000012380 1.00 16293501752.25 1.00 -213142746.71 5655233149.90 5868375896.61 0.0001 1.0002 2013-10-31 1.0002 2013-10-31 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 107002140.00 107002140.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.110000% 00279HN77 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 115000000.00 115000000.00 0.0052 N 115000000.00 115000000.00 Alpine Securitization Corp Alpine Securitization Corp 0.140000% 02086LY83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 6000000.00 5999836.67 0.0003 N 5999820.00 5999820.00 Alpine Securitization Corp Alpine Securitization Corp 0.170000% 02086LYC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-12 2013-11-12 N N Y Credit / Liquidity Credit Suisse AG N/A N/A 4000000.00 3999792.22 0.0002 N 3999840.00 3999840.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.194300% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-07 2014-03-07 N N N 43000000.00 43000000.00 0.0019 N 43006450.00 43006450.00 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 2013-11-01 2013-11-01 N N N 400000000.00 400000000.00 0.0180 Security is a time deposit. N 400000000.00 400000000.00 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 0.0026 N 57002850.00 57002850.00 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 18000900.00 18000900.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ22 Other Note N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 20000000.00 20000000.00 0.0009 N 19999600.00 19999600.00 Bank of America, NA Bank of America, NA 0.260000% 06052WQ30 Other Note N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 245000000.00 245000000.00 0.0110 N 244995100.00 244995100.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR62 Other Note N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 109000000.00 109000000.00 0.0049 N 108988010.00 108988010.00 Bank of Montreal Bank of Montreal 0.180000% 06366AZD7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 79000000.00 79000000.00 0.0036 N 79003160.00 79003160.00 Bank of Montreal Bank of Montreal 0.190000% 06366AZS4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 100000000.00 100000000.00 0.0045 N 100006000.00 100006000.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 370000000.00 370000000.00 0.0167 Security is a time deposit. N 370000000.00 370000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.245800% 06417F2X7 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2014-09-04 N N N 321000000.00 321000000.00 0.0144 N 320932590.00 320932590.00 Bank of Nova Scotia Bank of Nova Scotia 0.243800% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-12 2014-09-09 N N N 89000000.00 89000000.00 0.0040 N 88981310.00 88981310.00 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 112022400.00 112022400.00 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 107022470.00 107022470.00 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 0.0031 N 68014280.00 68014280.00 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 22005060.00 22005060.00 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 4001360.00 4001360.00 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 101035350.00 101035350.00 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 0.0054 N 119041650.00 119041650.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.120000% 06538GNG3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 158000000.00 158000000.00 0.0071 N 157998420.00 157998420.00 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 72005040.00 72005040.00 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 67005360.00 67005360.00 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 36008640.00 36008640.00 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 6001740.00 6001740.00 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 11003520.00 11003520.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTV0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-07 2014-04-07 N N N 31000000.00 31000000.00 0.0014 N 31000000.00 31000000.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTW8 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 67000000.00 67000000.00 0.0030 N 67010720.00 67010720.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 00799J004_0.0800_M131101_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-09-15 0.250000 Treasury Debt 38477100.00 38525414.91 United States Treasury Department 2015-08-15 0.250000 Treasury Debt 7374200.00 7374591.55 First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 45000000.00 45000000.00 0.0020 N 45000000.00 45000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 07699U005_0.0600_M131107_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2036-11-01 2.770000 Government Agency Debt 74330644.00 12735429.65 Fannie Mae 2037-10-01 2.779999 Government Agency Debt 76347895.00 11805832.21 Fannie Mae 2040-02-01 4.500000 Government Agency Debt 1811360.00 658102.03 Fannie Mae 2041-09-01 3.315999 Government Agency Debt 454387.00 309160.97 Fannie Mae 2041-09-01 3.543000 Government Agency Debt 226793.00 133487.77 Fannie Mae 2041-10-25 3.500000 Government Agency Debt 34193.00 20997.34 Fannie Mae 2042-07-01 2.375999 Government Agency Debt 14520953.00 12223026.87 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 1626872.00 1578207.08 Fannie Mae 2042-10-01 2.423999 Government Agency Debt 75666.00 61363.08 Freddie Mac 2023-12-15 5.000000 Government Agency Debt 204637.00 26224.92 Freddie Mac 2039-04-15 3.000000 Government Agency Debt 8331934.00 3561613.34 Freddie Mac 2039-10-20 5.000000 Government Agency Debt 7516.00 3406.41 Freddie Mac 2040-11-15 4.000000 Government Agency Debt 8371768.00 8388204.57 Freddie Mac 2042-01-15 2.000000 Government Agency Debt 439643.00 341873.30 GNMA 2039-05-20 4.500000 Government Agency Debt 1084715.00 222237.18 GNMA 2040-05-15 4.500000 Government Agency Debt 54533.00 23595.64 GNMA 2062-11-20 4.512999 Government Agency Debt 25866.00 26868.00 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y BARCLAYS CAPITAL INC N/A N/A N N 50000000.00 50000000.00 0.0023 N 49996500.00 49996500.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M131104_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2043-11-01 3.051000 Government Agency Debt 5323034.00 5498856.47 Freddie Mac 2027-10-15 2.500000 Government Agency Debt 121490000.00 125311143.98 Freddie Mac 2036-02-15 2.000000 Government Agency Debt 4100000.00 4128001.63 Freddie Mac 2039-09-15 5.000000 Government Agency Debt 1540545.00 915745.80 Freddie Mac 2039-10-20 5.000000 Government Agency Debt 43613.00 19766.33 Freddie Mac 2042-11-15 4.000000 Government Agency Debt 4051714.00 4243604.14 GNMA 2039-03-15 4.500000 Government Agency Debt 4804077.00 1670114.16 GNMA 2039-07-15 4.500000 Government Agency Debt 4607644.00 1800818.93 GNMA 2039-09-20 6.000000 Government Agency Debt 1904507.00 1114086.83 GNMA 2042-01-15 3.500000 Government Agency Debt 3109956.00 2195793.52 GNMA 2043-10-15 4.299999 Government Agency Debt 11202400.00 11878793.44 GNMA 2048-10-15 4.299999 Government Agency Debt 11354400.00 11991896.57 GNMA 2048-10-15 4.299999 Government Agency Debt 9310000.00 9832713.05 GNMA 2048-10-15 4.299999 Government Agency Debt 6209200.00 6557817.60 GNMA 2048-10-15 4.299999 Government Agency Debt 6080000.00 6421363.63 GNMA 2048-11-15 4.110000 Government Agency Debt 11245900.00 11747759.53 GNMA 2048-11-15 4.200000 Government Agency Debt 10880000.00 11425196.80 GNMA 2062-11-20 4.546000 Government Agency Debt 12879546.00 13319696.73 First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 220000000.00 220000000.00 0.0099 N 219997800.00 219997800.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M131105_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2035-01-20 5.000000 Government Agency Debt 125432262.00 24589022.72 Fannie Mae 2043-02-20 3.000000 Government Agency Debt 21951154.00 22001488.00 GNMA 2039-11-20 5.000000 Government Agency Debt 25416063.00 12028508.08 GNMA 2040-05-15 4.500000 Government Agency Debt 271045.00 117277.26 GNMA 2043-10-20 4.500000 Government Agency Debt 16624685.00 18056818.49 GNMA 2062-03-20 0.00 Government Agency Debt 2646193.00 2549808.44 GNMA 2062-11-20 4.512999 Government Agency Debt 18731457.00 19457077.08 First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 95000000.00 95000000.00 0.0043 N 95000000.00 95000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M131106_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2018-05-21 0.875000 Government Agency Debt 22028000.00 21622880.60 United States Treasury Department 2016-10-15 0.625000 Treasury Debt 7100.00 7110.83 First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 21000000.00 21000000.00 0.0009 N 20999790.00 20999790.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M131107_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2032-06-01 3.000000 Government Agency Debt 11303355.00 9947702.52 Fannie Mae 2038-07-25 4.000000 Government Agency Debt 22500000.00 7167747.73 Fannie Mae 2039-09-01 3.980999 Government Agency Debt 18979633.00 6340504.71 Fannie Mae 2040-02-01 4.500000 Government Agency Debt 577639.00 209867.39 Fannie Mae 2040-03-25 2.500000 Government Agency Debt 1200000.00 972771.71 Fannie Mae 2041-02-01 4.000000 Government Agency Debt 12182745.00 10134385.29 Fannie Mae 2041-06-01 3.294000 Government Agency Debt 14221483.00 7017697.27 Fannie Mae 2041-10-25 3.500000 Government Agency Debt 582879.00 357936.13 Fannie Mae 2042-01-01 4.500000 Government Agency Debt 7029209.00 6748579.98 Fannie Mae 2042-10-01 2.423999 Government Agency Debt 1198247.00 971745.87 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 8040856.00 7777398.62 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 10085260.00 9645180.43 Freddie Mac 2025-05-15 4.000000 Government Agency Debt 685000.00 673487.98 Freddie Mac 2032-09-01 3.500000 Government Agency Debt 10000000.00 9711877.58 Freddie Mac 2038-12-15 2.500000 Government Agency Debt 5000000.00 4645491.85 Freddie Mac 2039-07-15 4.500000 Government Agency Debt 10000000.00 7788141.90 Freddie Mac 2039-10-20 5.000000 Government Agency Debt 702648.00 318454.86 Freddie Mac 2041-08-15 2.250000 Government Agency Debt 8181111.00 7924924.86 Freddie Mac 2042-05-15 2.000000 Government Agency Debt 7015275.00 5667696.27 Freddie Mac 2042-08-15 0.482300 Government Agency Debt 5914117.00 5389770.95 Freddie Mac 2042-11-15 4.000000 Government Agency Debt 1000.00 1047.36 GNMA 2037-01-16 4.500000 Government Agency Debt 17402873.00 3315354.04 GNMA 2037-12-20 3.000000 Government Agency Debt 3800000.00 2493958.52 GNMA 2039-03-20 5.000000 Government Agency Debt 3549383.00 3897310.09 GNMA 2039-05-20 4.500000 Government Agency Debt 9490.00 1944.32 GNMA 2039-06-20 2.600000 Government Agency Debt 6920.00 5071.16 GNMA 2039-11-20 4.500000 Government Agency Debt 6800000.00 2012187.59 First Tier Security N/A N/A 2013-11-07 2013-11-07 N N N 116000000.00 116000000.00 0.0052 N 116000000.00 116000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.080000% 992JYM004_0.0800_M131107_2M47 0000851376 Government Agency Repurchase Agreement Y 0.18 FHLB 14 G3361 2014-08-05 0.179999 Government Agency Debt 5000000.00 5002850.00 8.25 MCDB 16 2016-06-01 8.250000 Government Agency Debt 5453000.00 6650615.12 Fannie Mae 2018-05-21 0.875000 Government Agency Debt 12436000.00 12207288.14 Fannie Mae 2018-11-27 1.625000 Government Agency Debt 4927000.00 4951901.88 Fannie Mae 2029-05-15 6.250000 Government Agency Debt 8970000.00 11860308.42 Farm Federal Credit Bank 2025-05-01 2.370000 Government Agency Debt 14778000.00 13673196.72 Federal Home Loan Bank 2013-12-13 3.125000 Government Agency Debt 3000000.00 3046527.50 Freddie Mac 2014-07-30 1.000000 Government Agency Debt 6160000.00 6214687.11 Freddie Mac 2018-11-21 1.100000 Government Agency Debt 4741000.00 4629770.87 United States Treasury Department 2014-04-24 0.00 Treasury Debt 50767700.00 50745362.21 First Tier Security N/A N/A 2013-11-07 2013-11-07 N N N 116000000.00 116000000.00 0.0052 N 116000000.00 116000000.00 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 16996340.28 0.0008 N 16998300.00 16998300.00 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 15996417.78 0.0007 N 15998240.00 15998240.00 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 47010810.00 47010810.00 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 152041040.00 152041040.00 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 22007040.00 22007040.00 BNP Paribas BNP Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 11000000.00 11000000.00 0.0005 N 11002640.00 11002640.00 BNP Paribas BNP Paribas 0.300000% 05572NQJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 104000000.00 104000000.00 0.0047 N 103991680.00 103991680.00 BNP Paribas BNP Paribas 0.300000% 05572NQL3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 65000000.00 65000000.00 0.0029 N 64994800.00 64994800.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.260000% 921AES008_0.2600_M131106_2M47 0001197610 Other Repurchase Agreement N ARROW ELECTRONICS, INC. 2023-03-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3480984.00 3496770.26 AT & T INC 2021-05-15 4.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29279.00 31455.00 BANGKOK BANK PLUBLIC COMPANY LIMITED 2015-10-18 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1857676.00 1913134.34 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 325000.00 374422.75 BANK OF AMERICA FUNDING CORPORATION 2002-1 2020-07-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1438544.00 1679178.24 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 2161739.79 CB WEYERHAEUSER CORP 2017-08-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1673797.00 1981332.09 CORPORACION ANDINA DE FOMENTO 2022-06-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35031.00 36182.39 FEDERATED RETAIL HLDGS INC 2037-03-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 688128.00 769702.71 FORD MOTOR CREDIT COMPANY 2020-01-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 781688.00 1009810.83 HARTFORD FIN SERV CROUP 2019-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1852110.00 2195466.50 HYUNDAI MOTOR MANF CZECH 2015-04-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 588003.00 614063.29 IBM CORP 2017-09-14 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 117077.17 IBM CORPORATION 2014-10-31 0.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4112669.00 4153939.63 JOHNSON AND JOHNSON 2040-09-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2666766.00 2755062.62 KOREA GAS CORP 2017-07-25 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1800602.00 1815583.01 MORGAN STANLEY 2015-01-26 4.099999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 369357.00 386587.30 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 639648.00 744959.11 NEWS AMERICA INC 2041-02-15 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2282543.00 2605484.79 ORACLE CORP 2022-10-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 919389.00 863385.95 PENSKE TRUCK LESING CO LP 2018-07-17 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 798352.00 809884.64 PETROBRAS INTERNTL FINANCE CO 2014-09-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 231466.00 246488.79 PHILLIP MORRIS INTERNATIONAL INC 2043-03-04 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 804485.00 730883.67 PNC FDG CORP 2014-05-19 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 624537.00 641999.05 TUPPERWARE CORP 2021-06-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2598869.00 2735210.00 VERIZON COMM 2019-04-01 6.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 876829.00 1040788.72 VODAFONE GROUP PLC 2017-02-27 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized 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2045-04-26 0.562699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 10386.72 144A PALS 2001-1A A2 2031-05-10 0.779200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8445000.00 3061465.87 ABS BANKAMERICA MANUFACT 2025-12-10 7.929999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 725000.00 1058593.11 ARMT 2005-10 5A2 2036-01-25 0.490200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6712000.00 166326.52 BAFC 2004-1 B1 2034-03-25 5.978399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8095000.00 4892538.22 BAFC 2004-D B1 2035-01-25 3.224299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5389000.00 436619.74 BALTA 2007-2 2A1 2037-04-25 2.491600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 142500.00 43076.49 BCM 2000-A A4 2030-06-15 8.289999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2285000.00 781443.87 BOAA 2005-6 CB5 2035-07-25 0.460200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1268000.00 69359.30 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 821612.30 BSABS 2004-HE6 M2 2034-08-25 1.420199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3645747.90 BSABS 2007-AQ2 A4 2037-01-25 0.500199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10124000.00 683863.71 BSARM 2004-10 23A1 2035-01-25 5.254900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 241000.00 30598.16 CARR 2036-10-25 0.330199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 4647309.06 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 457259.76 CMLTI 2005-11 A2B 2035-12-25 2.509999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4854524.00 757577.46 CMLTI 2007-AHL3 A3A 2037-05-25 0.230199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7386000.00 1381894.58 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 9050756.85 CMSI 2007-5 1A11 2037-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 1574719.62 CNF 2001-3 A4 2033-05-01 6.910000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 239734.28 CSMC 2009-2R 2035-12-25 6.283299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7078950.00 5969530.75 CWALT 2004-22CB M 2034-10-25 6.043899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 42206.23 CWALT 2004-5CB M 2034-03-25 5.520400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 1094833.02 CWALT 2005-J1 1A5 2035-02-25 0.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3662000.00 354653.30 CWHEL 2036-11-15 0.324000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25135000.00 4442740.20 CWHL 2004-11 3A1 2034-07-25 4.775299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1555000.00 318983.31 CWHL 2005-7 IM1 2035-03-25 0.920200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5971000.00 1131218.03 CWL 2005-13 MV2 2036-04-25 0.630199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 103546.91 CWL 2005-17 4A2A 2036-05-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 25231.65 CWL 2006-16 2A2 2046-12-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 580000.00 261642.71 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4870000.00 2155675.70 FFML 2005-FF3 M5 2035-04-25 0.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6474000.00 4171475.93 FHASI 2005-3 B1 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1556000.00 875988.25 FHASI 2005-AR1 B1 2035-04-25 3.654300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5821000.00 1147033.72 FHASI 2006-AR2 4A1 2036-08-25 5.336199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35765000.00 9214391.36 FHLT 2004-2 M4 2034-07-25 1.270200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 805000.00 51633.84 FHLT 2004-B M4 2034-05-25 1.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5432000.00 447189.54 Freddie Mac 2037-07-01 5.500000 Government Agency Debt 1555700.00 240009.60 Freddie Mac 2038-04-01 5.500000 Government Agency Debt 971050.00 117349.45 GMACM 2004-J4 M2 2034-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 570000.00 159479.75 GNMA 2053-10-16 2.899999 Government Agency Debt 5000.00 4976.65 HASC 2036-03-25 0.690200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4151000.00 549948.83 HVMLT 2005-9 B5 2035-06-20 1.172500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 408066.48 HVMLT 2005-9 B6 2035-06-20 1.322500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4731000.00 265502.77 IMPAC CMB TRUST SERIES 200 2035-06-25 0.815200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31189000.00 2752649.89 IMSA 2036-11-25 0.370199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2025000.00 898421.62 IMSA 2004-3 M3 2034-11-25 1.220200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20750000.00 392571.50 INABS 2005-B M5 2035-08-25 0.830200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2730000.00 1301962.50 JPMCC 2006-LDP7 AJ 2045-04-15 5.862899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1075000.00 1087152.59 JPMCC 2007-LDPX AM 2049-01-15 5.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 20778.05 JPMMT 2004-A6 B2 2034-12-25 3.233099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1302290.00 218919.06 MARM 2003-2 B1 2033-08-25 2.511200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9150000.00 1021406.25 MARM 2007-3 12A1 2047-05-25 0.370199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 78934.60 MLMI 2006-A3 5A2 2036-05-25 2.867300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 224719.84 MSM 2005-5AR 1M5 2035-09-25 0.870199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4062000.00 2106044.71 MSM 2005-5AR 1M6 2035-09-25 0.920200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4063000.00 1660388.71 MSM 2007-15AR 2A1 2037-11-25 2.526600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28500000.00 13948638.93 NCSLT 2006-4 A4 2032-05-25 0.480200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5302.00 2684.91 NCSLT 2007-2 A4 2033-01-25 0.460200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5004.00 2580.71 NHEL 2006-6 A2C 2037-01-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 357000.00 132454.01 PPSI 2004-WCW2 M3 2034-10-25 0.870199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2145000.00 1811725.73 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 4000456.78 RALI 2006-QO3 A2 2046-04-25 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7385000.00 1575735.65 RAMC 2005-2 M1 2035-08-25 5.051000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 51000.00 23848.99 RAMP 2036-03-25 0.620199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 13984.65 RASC 2006-KS7 A3 2036-09-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 229035.37 SACO 2036-07-25 0.370199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 313000.00 31760.90 SASC 2004-2AC B1 2034-02-25 2.425300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13310000.00 3233324.85 United States Treasury Department 2026-01-15 2.000000 Treasury Debt 4380000.00 6016637.45 WAMU 2005-AR13 B1 2045-10-25 0.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 944145.40 WAMU 2005-AR18 3A1 2036-01-25 4.805200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5310000.00 1641311.67 WAMU 2006-AR10 3A2 2046-08-25 5.904200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7352000.00 3932019.58 WMALT 2005-4 CB7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15995000.00 11618195.30 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_M140129_2M47 0001230485 Other Repurchase Agreement N 144A ABSMH 2004-CN1 A2 2030-12-02 8.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3300000.00 2696549.36 144A BSSP 2007-R1 A1 2037-02-27 2.670999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12215000.00 138224.37 144A CFCAT 2013-2A D 2019-08-15 5.929999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 1904150.34 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8687000.00 568222.52 144A SASC 2007-GEL2 A1 2037-05-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39730000.00 529976.93 144A SMSTR 2005-1A A1 2045-12-06 0.509000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2045000.00 486053.11 144A TMTS 2006-4SL A1 2037-05-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4254000.00 336169.15 ABFC 2006-OPT2 A3D 2036-10-25 0.390199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1230000.00 649846.37 ABS BANKAMERICA MANUFACT 2025-12-10 7.929999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1280000.00 1868964.39 AHM 2005-2 1A2 2045-09-25 0.520200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3595000.00 204417.61 AIRPT 2001-1A A9 2019-03-15 0.723999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31332000.00 7007025.76 ARC 2002-BC2 A 2032-05-25 0.480200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13784000.00 213563.84 ARMT 2006-2 6A1 2036-05-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1135000.00 140306.60 BALTA 2006-5 1A1 2036-08-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7211000.00 869791.98 BCM 2001-A M1 2030-12-15 7.934999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8005000.00 7884768.61 BEAR STEARNS ALT A 11 5A1 2035-04-25 5.437700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 194609.37 BSABS 2003-HE1 M2 2034-01-25 1.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 9101.59 CMO OMI TRUST 2002-B 2032-06-15 7.089999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12925000.00 6927354.89 CWALT 2005-17 2A2 2035-06-25 0.450199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12740000.00 790450.60 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3485000.00 816269.68 CWALT 2006-OA9 2A1A 2046-07-20 0.382500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19537000.00 3956925.20 CWHEL 2004-K 2A 2034-02-15 0.473999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13831000.00 502251.51 CWHEL 2004-P 2A 2034-03-15 0.493999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14080000.00 793515.37 CWHEL 2006-C 2A 2036-05-15 0.353999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2059000.00 297669.49 CWHL 2004-11 3A1 2034-07-25 4.775299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1320000.00 270776.83 CWHL 2004-25 2A3 2035-02-25 0.540200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8497000.00 1015251.37 CWHL 2006-HYB2 1A1 2036-04-20 2.955200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45986888.00 8402237.90 CWL 2005-13 MV2 2036-04-25 0.630199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4495000.00 2164852.76 CWL 2005-IM3 A3 2036-03-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1950000.00 541156.33 CWL 2006-16 2A2 2046-12-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 180443.25 CWL 2007-3 2A2 2047-05-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46900000.00 41086381.38 CXHE 2034-01-25 0.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1419832.00 826879.13 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 262976.21 DEUTSCHE MORTGAGE SEC 2036-04-15 0.444000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39000.00 7188.00 FHLT 2004-4 M2 2035-03-25 0.730199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3213196.99 GMACM 2005-AR2 2A 2035-05-25 3.553500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9410000.00 2140304.76 GMACM 2005-HE3 A3 2036-02-25 0.410200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3105000.00 1192189.90 GMACM 2006-HE1 A 2036-11-25 0.380199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 309645.72 GSAA 2007-1 1A1 2037-02-25 0.250199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26765000.00 3232020.79 GSAMP 2002-HE2 B1 2032-10-20 3.172499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12100000.00 1115808.10 GSMS 2045-08-10 5.799100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1290000.00 1314089.02 GT 97-4 M1 ASSETBK HOME EQUITY 2028-09-15 7.219999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1910000.00 1813958.19 IMSA 2006-3 A7 2036-11-25 0.440199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 4002645.02 IMSA 2007-1 A2 2037-03-25 0.330199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1560000.00 853860.50 IMSA 2007-3 A1B 2037-09-25 0.410200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1510000.00 664753.57 INDB 2005-1 A1 2035-11-25 0.470200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52600000.00 6071051.18 INDX 2005-AR15 A2 2035-09-25 4.649000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1214000.00 380737.14 INDX 2006-AR11 3A1 2036-06-25 2.791999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38650000.00 9571621.14 INDX 2006-AR7 3A1 2036-05-25 2.717400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16617500.00 3852195.10 IRWHE 2002-1 1A1 2023-07-25 0.440199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13750000.00 153106.87 IXIS 2035-06-25 0.690200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2240000.00 1957113.69 JPMAC 2005-FRE1 M2 2035-10-25 0.600199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3175000.00 460468.24 JPMAC 2006-CH2 AF2 2036-10-25 5.343499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 996000.00 398486.41 JPMCC 2007-LDPX AM 2049-01-15 5.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1030000.00 1070069.35 LABS 01-B M1 2028-03-15 6.629999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 700767.87 LBMLT 2005-WL1 M4 2035-06-25 0.870199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2822694.18 LXS 2006-10N 1A4A 2046-07-25 0.470200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7329000.00 3450155.83 MARM 2007-3 12A1 2047-05-25 0.370199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1824000.00 587660.08 MHL 2005-4 M1 2035-10-25 0.620199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 1274599.19 ML CFC COMM MTG 2051-03-12 5.525999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1036363.01 MLMI 2004-WMC1 M2 2034-10-25 1.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2115000.00 1183614.63 MLMI 2005-AR1 M2 2036-06-25 0.840199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3005000.00 623305.18 MSAC 2035-02-25 0.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3657000.00 844051.36 MSAC 2006-HE6 A2C 2036-09-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155000.00 531562.72 MSAC 2007-NC3 A2A 2037-05-25 0.230199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6387000.00 269433.27 NHEL 2006-1 A2C 2036-05-25 0.330199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 4028714.42 OOMLT 2005-4 M3 2035-11-25 0.660200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5045000.00 1646186.78 POPLR 2004-4 AV1 2034-09-25 0.510199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4193.00 269.34 PPSI 2004-WCW2 M3 2034-10-25 0.870199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3030000.00 2559220.96 RALI 2006-QO6 A2 2046-06-25 0.400200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 446000.00 93270.22 RAMC 2004-4 AF5 2035-02-25 5.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4752467.27 RAMP 2005-EFC5 M5 2035-10-25 0.800200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 545000.00 76307.71 RAMP 2005-RS3 M6 2035-03-25 0.890199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 266829.25 RAMP 2005-RS6 M4 2035-06-25 0.820200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 238314.88 RENAISSANCE HOME EQUITY LOAN T 2036-05-25 0.470200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 305000.00 157527.34 SACO 2006-9 A1 2036-08-25 0.320199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 1181.27 SAIL 2004-3 A3 2034-04-25 2.206000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53021000.00 9717064.25 SAMI 2004-AR3 B1 2034-07-19 1.072500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 15345.99 SAMI 2005-AR1 M 2035-04-19 0.622500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6375700.00 2535008.31 SAMI 2006-AR1 2A2 2036-02-25 0.480200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39319433.00 1305180.75 SASC 2036-04-25 0.540200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2310564.46 SDART 2011-4 E 2018-11-15 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 130683.99 SDART 2013-3 E 2020-06-15 3.410000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3320000.00 3295467.70 TMST 2038-04-25 6.156200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 413000.00 108641.37 TMST 2007-3 4A1 2047-06-25 0.390199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 63835.50 United States Treasury Department 2014-04-15 1.250000 Treasury Debt 8325000.00 8372530.84 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 50000.00 64816.82 United States Treasury Department 2018-06-30 1.375000 Treasury Debt 190000.00 192283.01 WAMU MTGE P/T TR 2045-04-25 0.770200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9360000.00 1989492.68 WBCMT 2049-06-15 5.732599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10705000.00 9659695.12 WMALT 2005-3 1CB3 2035-05-25 0.620199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2879000.00 562481.78 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2760000.00 736564.06 WMALT 2006-AR10 A2A 2036-12-25 0.340200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 354083.00 162987.33 WMALT 2006-AR6 1A1B 2046-07-25 0.420200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 371459.04 First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 181000000.00 181000000.00 0.0081 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 181249780.00 181249780.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.230000% 2284K1AN3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 60000000.00 59968566.66 0.0027 N 59970600.00 59970600.00 Deutsche Bank AG Deutsche Bank AG 0.360000% 25155BB53 Certificate of Deposit N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N N 17000000.00 17000000.00 0.0008 N 17004590.00 17004590.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKR5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 191000000.00 191000000.00 0.0086 N 191219650.00 191219650.00 Deutsche Bank AG Deutsche Bank AG 0.350000% 25155BM69 Certificate of Deposit N First Tier 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Security N/A N/A 2013-11-01 2013-11-01 N N N 103000000.00 103000000.00 0.0046 N 103000000.00 103000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.260000% 988RGN000_0.2600_M131101_2M47 0001074042 Other Repurchase Agreement N ADVANCE AUTO PARTS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 500000.00 ALLIANT ENERGY CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499954.28 AMDOCS LTD ORD 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499989.78 BANK OF AMERICA CORPORATION COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499988.45 CROWN HOLDINGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, 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4699926.72 PHILIP MORRIS INTL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4699998.72 PHILLIPS 66 COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4699951.96 PLATINUM UNDERWRITER HLDGS LCOM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 291490.04 RAYMOND JAMES FINANCIAL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899986.08 RITE AID CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899996.24 ROCKWOOD HLDGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899951.30 RPM INTL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 705368.71 SERVICE CORP INTL COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899994.56 STATE STR CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899997.45 SYNOVUS FINL CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899999.10 TE CONNECTIVITY LTD REG SHS 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4699967.36 UNION PAC CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4699913.90 XEROX CORP COM 2013-10-31 N/A 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obligations 0.00 499899.90 RAYMOND JAMES FINANCIAL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499976.96 RITE AID CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499998.49 ROCKWOOD HLDGS INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499979.92 RPM INTL INC COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 346.77 SERVICE CORP INTL COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499998.99 STATE STR CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499967.37 SYNOVUS FINL CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499999.50 XEROX CORP COM 2013-10-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 499995.12 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 10000000.00 10000000.00 0.0005 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 10000500.00 10000500.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.050000% 99ETSZ007_0.0500_M131107_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-07-25 7.000000 Government Agency Debt 39990.00 37307.65 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 80352548.00 78863449.64 Fannie Mae 2043-02-25 6.500000 Government Agency Debt 24847131.00 28232073.68 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 61235.00 59014.88 Fannie Mae 2043-10-01 4.000000 Government Agency Debt 2600312.00 2756302.98 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 47583671.00 24558725.51 Freddie Mac 2041-03-01 4.500000 Government Agency Debt 14122503.00 10226093.55 Freddie Mac 2043-08-01 3.500000 Government Agency Debt 236810.00 240511.41 GNMA 2037-11-16 2.750000 Government Agency Debt 32000000.00 22466520.89 First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Deutsche Bank Securities Inc N/A N/A N N 161000000.00 161000000.00 0.0072 N 161000000.00 161000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.060000% 99ETSZ007_0.0600_M131107_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2019-07-01 4.835000 Government Agency Debt 5400000.00 5741442.05 Fannie Mae 2027-01-01 3.000000 Government Agency Debt 2737143.00 2013609.13 Fannie Mae 2027-08-01 3.000000 Government Agency Debt 7956209.00 6021073.99 Fannie Mae 2032-07-01 3.000000 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Rabobank Nederland 0.310000% 21685VAU3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 208000000.00 208000000.00 0.0094 N 208049920.00 208049920.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAV1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 58000000.00 58000000.00 0.0026 N 58013920.00 58013920.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.320000% 76582KC74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N Y Guaranty BNP Paribas N/A N/A 61000000.00 60931680.00 0.0027 N 60945100.00 60945100.00 Royal Bank of Canada Royal Bank of Canada 0.292900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-01-07 2014-11-07 N N N 60000000.00 60000000.00 0.0027 N 60003900.00 60003900.00 Royal Bank of Canada Royal Bank of Canada 0.334400% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-01-06 2014-11-04 N N N 137000000.00 137000000.00 0.0062 N 137053430.00 137053430.00 Royal Bank of Canada Royal Bank of Canada 0.298400% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-01-02 2014-10-31 N N N 125000000.00 125000000.00 0.0056 N 125041250.00 125041250.00 Royal Bank of Canada Royal Bank of Canada 0.290000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-25 2014-06-24 N N N 125000000.00 125000000.00 0.0056 N 125053750.00 125053750.00 Sanofi Sanofi 0.170000% 8010M2Y63 Other Commercial Paper N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 36750000.00 36749132.29 0.0017 N 36749632.50 36749632.50 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAA8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 113000000.00 112947266.67 0.0051 N 112960450.00 112960450.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N Y Letter of Credit Barclays Bank Plc N/A N/A 16000000.00 15990720.00 0.0007 N 15992320.00 15992320.00 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 2999375.00 0.0001 N 2999850.00 2999850.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UD13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 40000000.00 39953022.22 0.0018 N 39957200.00 39957200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UDF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 21000000.00 20973050.00 0.0009 N 20973750.00 20973750.00 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 3000570.00 3000570.00 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 12003240.00 12003240.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPF7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 10000000.00 10000000.00 0.0005 N 10001100.00 10001100.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 29000000.00 29000000.00 0.0013 N 28998840.00 28998840.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQR0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 12000000.00 12000000.00 0.0005 N 11998800.00 11998800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.080000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 92000000.00 92000000.00 0.0041 Security is a time deposit. N 91999080.00 91999080.00 Societe Generale Societe Generale 0.250000% 83368NMA6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 53000000.00 53000000.00 0.0024 N 53000530.00 53000530.00 Societe Generale Societe Generale 0.110000% 83399A003 0000865845 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 100000000.00 100000000.00 0.0045 Security is a time deposit. N 100000000.00 100000000.00 Societe Generale Societe Generale 0.110000% 83399A003_M131104 0000865845 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 85000000.00 85000000.00 0.0038 Security is a time deposit. N 85000000.00 85000000.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.110000% 83365RY74 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Societe Generale N/A N/A N 95000000.00 94998258.34 0.0043 N 94998888.50 94998888.50 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 123000000.00 123000000.00 0.0055 N 122993850.00 122993850.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C5J7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-11 2014-02-11 N N N 34000000.00 34000000.00 0.0015 N 33998980.00 33998980.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 32000000.00 32000000.00 0.0014 N 32005440.00 32005440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFB3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 6000000.00 6000000.00 0.0003 N 6000840.00 6000840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFF4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 27000000.00 27000000.00 0.0012 N 27003780.00 27003780.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFZ0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 58000000.00 58000000.00 0.0026 N 58008700.00 58008700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 6000000.00 6000000.00 0.0003 N 6000360.00 6000360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CH88 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 39000000.00 39000000.00 0.0018 N 39002340.00 39002340.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CJ60 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 30000000.00 30000000.00 0.0014 N 30001800.00 30001800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CLM2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 44000000.00 44000000.00 0.0020 N 44011440.00 44011440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CM58 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 24000000.00 24000000.00 0.0011 N 24001440.00 24001440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMU3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 1000000.00 1000000.00 0.0000 N 1000250.00 1000250.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CN24 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 38000000.00 38000000.00 0.0017 N 38002280.00 38002280.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CWK4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-08 2013-11-08 N N N 57000000.00 57000000.00 0.0026 N 57000570.00 57000570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CWW8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 7000000.00 7000000.00 0.0003 N 7000070.00 7000070.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CXA5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-14 2013-11-14 N N N 15000000.00 15000000.00 0.0007 N 15000300.00 15000300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CXG2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 31000000.00 31000000.00 0.0014 N 31000620.00 31000620.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CYX4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 4000000.00 4000000.00 0.0002 N 4000120.00 4000120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562CZS4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 102000000.00 102000000.00 0.0046 N 102003060.00 102003060.00 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 11000110.00 11000110.00 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 63000630.00 63000630.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEA7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 17000000.00 17000000.00 0.0008 N 17000680.00 17000680.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KED1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 2000000.00 2000000.00 0.0001 N 2000080.00 2000080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEG4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 82000000.00 82000000.00 0.0037 N 82003280.00 82003280.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KEX7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 103000000.00 103000000.00 0.0046 N 103000000.00 103000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFB4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 20000000.00 20000000.00 0.0009 N 20000000.00 20000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFM0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 65000000.00 65000000.00 0.0029 N 64998050.00 64998050.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFU2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 28000000.00 28000000.00 0.0013 N 27999160.00 27999160.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.050000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 293000000.00 293000000.00 0.0132 Security is a time deposit. N 293000000.00 293000000.00 Svenska Handelsbanken Inc Svenska Handelsbanken Inc 0.180000% 86958FY76 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-07 2013-11-07 N Y Svenska Handelsbanken AB N/A N/A N 39000000.00 38998830.00 0.0018 N 38999610.00 38999610.00 Swedbank AB Swedbank AB 0.252500% 87019QT81 Certificate of Deposit N First Tier Security N/A N/A 2013-11-20 2013-12-20 N N N 10000000.00 10000000.00 0.0005 N 10001900.00 10001900.00 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 67983604.44 0.0031 N 67992520.00 67992520.00 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 7998328.89 0.0004 N 7999120.00 7999120.00 Swedbank AB Swedbank AB 0.080000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 2000000.00 2000000.00 0.0001 Security is a time deposit. N 1999980.00 1999980.00 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 2013-11-07 2013-11-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.170000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-11-07 2013-11-07 Y Texas N/A N/A N N 6900000.00 6900000.00 0.0003 N 6900000.00 6900000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.170000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-11-07 2013-11-07 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 0.130000% 882723BQ1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-11-07 2013-11-07 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 25985960.04 0.0012 N 25986480.00 25986480.00 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 60013800.00 60013800.00 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 0.0128 N 284065320.00 284065320.00 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 38007980.00 38007980.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TMK7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 72000000.00 72000000.00 0.0032 N 72009360.00 72009360.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112TMV3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2013-11-01 N N N 148000000.00 148000000.00 0.0067 N 148000000.00 148000000.00 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 0.0067 N 148013320.00 148013320.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.223800% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2014-06-17 N N N 145000000.00 145000000.00 0.0065 N 145031900.00 145031900.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.225500% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2014-06-18 N N N 15000000.00 15000000.00 0.0007 N 15003450.00 15003450.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.212500% 89233AAC3 Other Commercial Paper N First Tier Security N/A N/A 2013-11-21 2014-02-14 N N Y Support Agreement Toyota Motor Corp N/A N/A 151000000.00 151000000.00 0.0068 N 151019630.00 151019630.00 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 49986000.00 0.0022 N 49994000.00 49994000.00 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 45974137.78 0.0021 N 45982980.00 45982980.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HC51 Other Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 20000000.00 19984844.44 0.0009 N 19987000.00 19987000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233HDF8 Other Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49951875.01 0.0022 N 49949000.00 49949000.00 UBS AG UBS AG 0.240000% 90267RTT6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 81000000.00 81000000.00 0.0036 N 81008910.00 81008910.00 Union Bank, NA Union Bank, NA 0.210000% 905269FC5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 47000000.00 47000000.00 0.0021 N 47007050.00 47007050.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2014-01-02 N N N 35000000.00 35000000.00 0.0016 N 35002800.00 35002800.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.222500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-11-21 2014-05-20 N N N 188000000.00 188000000.00 0.0085 N 188016920.00 188016920.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.193300% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2013-11-08 2014-04-07 N N N 195000000.00 195000000.00 0.0088 N 194996100.00 194996100.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.224300% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2013-11-05 2014-08-05 N N N 67000000.00 67000000.00 0.0030 N 66997320.00 66997320.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.210000% 9497P6Q68 Certificate of Deposit N First Tier Security N/A N/A 2014-03-25 2014-03-25 N N N 24000000.00 24000000.00 0.0011 N 24000000.00 24000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.304400% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-12-16 2014-11-14 N N N 55000000.00 55000000.00 0.0025 N 55003520.00 55003520.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.350200% 94985HD27 Other Note N First Tier Security N/A N/A 2013-12-23 2014-11-21 N N N 225000000.00 225000000.00 0.0101 N 225048150.00 225048150.00 Westpac Banking Corp Westpac Banking Corp 0.538100% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-01-28 2014-11-28 N N N 100000000.00 100000000.00 0.0045 N 100006900.00 100006900.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2014-04-25 N N N 91000000.00 91000000.00 0.0041 N 91063700.00 91063700.00 Westpac Banking Corp Westpac Banking Corp 0.230000% 96121TUG1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-01 2014-10-29 N N N 102000000.00 102000000.00 0.0046 N 102000000.00 102000000.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-01 2014-01-17 N N N 24000000.00 24000000.00 0.0011 N 24009600.00 24009600.00 Westpac Banking Corp Westpac Banking Corp 0.251000% 9612C4HX2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-29 2014-05-28 N N N 35000000.00 35000000.00 0.0016 N 35012950.00 35012950.00 Westpac Banking Corp Westpac Banking Corp 0.272500% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2014-06-19 N N N 116000000.00 116000000.00 0.0052 N 116056840.00 116056840.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 134977.41 134977.41 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 449678.78 449678.78 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 989269.96 989269.96 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 483575.00 483575.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 112436.31 112436.31