0001145549-14-000656.txt : 20140303 0001145549-14-000656.hdr.sgml : 20140303 20140108144819 ACCESSION NUMBER: 0001145549-14-000656 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140108 DATE AS OF CHANGE: 20140108 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: 14516152 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-12-31 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 54 89 39437907199.01 15557302.75 4041724.21 39449422777.55 0.0023 1.0001 2013-12-31 1.0001 2013-12-31 C000012378 1.00 39449422777.55 1.00 765773063.31 7847137265.37 7081364202.06 0.0006 1.0001 2013-12-31 1.0001 2013-12-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.190000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6500000.00 6500000.00 0.0002 N 6500000.00 6500000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.250000% 00279HM78 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N Y Santander UK Plc N/A N/A N 71000000.00 71000000.00 0.0018 N 71003550.00 71003550.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.240000% 00279HP26 Certificate of Deposit N First Tier Security N/A N/A 2014-02-20 2014-02-20 N Y Santander UK Plc N/A N/A N 120000000.00 120000000.00 0.0030 N 120009600.00 120009600.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 235000000.00 235000000.00 0.0060 Security is a time deposit. N 235000188.00 235000188.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140106 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 300000000.00 300000000.00 0.0076 Security is a time deposit. N 300000150.00 300000150.00 Bank of America, NA Bank of America, NA 0.260000% 06052W2N2 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 333000000.00 333000000.00 0.0084 N 332983350.00 332983350.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2S1 Other Note N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 11000000.00 11000000.00 0.0003 N 10999010.00 10999010.00 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 273000000.00 273000000.00 0.0069 N 273008190.00 273008190.00 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 25000000.00 25000000.00 0.0006 N 25001000.00 25001000.00 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 133000000.00 133000000.00 0.0034 N 133006650.00 133006650.00 Bank of America, NA Bank of America, NA 0.200000% 06052WY72 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 179000000.00 179000000.00 0.0045 N 178996420.00 178996420.00 Bank of America, NA Bank of America, NA 0.270000% 06052WY80 Other Note N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 125000000.00 125000000.00 0.0032 N 125000000.00 125000000.00 Bank of Montreal Bank of Montreal 0.050000% 06366A4G4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 250000000.00 250000000.00 0.0063 N 250000000.00 250000000.00 Bank of Montreal Bank of Montreal 0.050000% 06366A4K5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 350000000.00 350000000.00 0.0089 N 350000000.00 350000000.00 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 291000000.00 291000000.00 0.0074 N 291005820.00 291005820.00 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 61000000.00 61000000.00 0.0015 N 61001220.00 61001220.00 Bank of Nova Scotia Bank of Nova Scotia 0.237900% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-09-09 N N N 171000000.00 171000000.00 0.0043 N 171006840.00 171006840.00 Bank of Nova Scotia Bank of Nova Scotia 0.236600% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-09-16 N N N 347000000.00 347000000.00 0.0088 N 347013880.00 347013880.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417F3Y4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 251000000.00 251000000.00 0.0064 N 251015060.00 251015060.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417HAX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-20 2014-05-20 N N N 15000000.00 15000000.00 0.0004 N 14998800.00 14998800.00 Bank of Nova Scotia Bank of Nova Scotia 0.234600% 06417HBH8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-11-25 N N N 100000000.00 100000000.00 0.0025 N 99996000.00 99996000.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417HCR5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 150000000.00 150000000.00 0.0038 N 149985000.00 149985000.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 145000000.00 145000000.00 0.0037 N 144979700.00 144979700.00 Bank of the West Bank of the West 0.250000% 06426GDB0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 188000000.00 188000000.00 0.0048 N 188043240.00 188043240.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 209000000.00 209000000.00 0.0053 N 209002090.00 209002090.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 4000000.00 4000000.00 0.0001 N 4000040.00 4000040.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 17000000.00 17000000.00 0.0004 N 17000680.00 17000680.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 117000000.00 117000000.00 0.0030 N 117007020.00 117007020.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCE0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 48000000.00 48000000.00 0.0012 N 48014400.00 48014400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCN0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 60000000.00 60000000.00 0.0015 N 60018000.00 60018000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 5000000.00 5000000.00 0.0001 N 5001600.00 5001600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEA6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 116000000.00 116000000.00 0.0029 N 116038280.00 116038280.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 152000000.00 152000000.00 0.0039 N 152050160.00 152050160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 3000000.00 3000000.00 0.0001 N 3000810.00 3000810.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 157000000.00 157000000.00 0.0040 N 157004710.00 157004710.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GRD6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0001 N 2000080.00 2000080.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GWX6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 14000000.00 14000000.00 0.0004 N 14000000.00 14000000.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XSQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 26000000.00 26000000.00 0.0007 N 26003120.00 26003120.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XTM0 Certificate of Deposit N First Tier Security N/A 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Debt 9815754.00 5023593.57 Fannie Mae 2041-09-25 1.250000 Government Agency Debt 1000000.00 882743.81 Fannie Mae 2041-10-25 3.500000 Government Agency Debt 3020805.00 1757061.43 Fannie Mae 2041-11-25 3.000000 Government Agency Debt 11500000.00 9783127.18 Fannie Mae 2042-03-25 4.000000 Government Agency Debt 10000000.00 9761573.33 Fannie Mae 2042-06-25 1.750000 Government Agency Debt 1000000.00 890152.19 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 16141164.00 12951868.08 Fannie Mae 2043-01-25 2.000000 Government Agency Debt 300000.00 266068.15 Fannie Mae 2043-06-25 3.250000 Government Agency Debt 4956523.00 4663577.61 Freddie Mac 2033-06-15 4.000000 Government Agency Debt 5400000.00 2456126.58 Freddie Mac 2035-01-15 5.500000 Government Agency Debt 3000000.00 3288898.00 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 30736139.00 30661840.37 Freddie Mac 2039-01-15 4.000000 Government Agency Debt 14339452.00 14818810.32 Freddie Mac 2039-04-15 3.000000 Government Agency 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Freddie Mac 2027-08-15 1.500000 Government Agency Debt 1500000.00 1090413.29 Freddie Mac 2027-09-15 3.149999 Government Agency Debt 2000000.00 818927.57 Freddie Mac 2028-02-15 4.000000 Government Agency Debt 13500000.00 1872611.12 Freddie Mac 2028-11-15 3.500000 Government Agency Debt 2000000.00 732358.74 Freddie Mac 2029-08-15 7.000000 Government Agency Debt 6.00 0.88 Freddie Mac 2031-08-15 3.500000 Government Agency Debt 11084014.00 10951557.57 Freddie Mac 2034-03-15 5.000000 Government Agency Debt 500000.00 518418.87 Freddie Mac 2036-02-15 2.000000 Government Agency Debt 3830000.00 3699947.21 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 15100000.00 14811604.44 Freddie Mac 2036-02-15 2.500000 Government Agency Debt 8373443.00 8353201.83 Freddie Mac 2036-05-01 0.518000 Government Agency Debt 11389425.00 1092807.84 Freddie Mac 2037-03-15 4.000000 Government Agency Debt 2500000.00 1373646.59 Freddie Mac 2038-11-15 2.000000 Government Agency Debt 33832539.00 11046679.50 Freddie 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Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 187000000.00 187000000.00 0.0047 N 187031790.00 187031790.00 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 39000000.00 39000000.00 0.0010 N 39003900.00 39003900.00 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 89000000.00 89000000.00 0.0023 N 89008900.00 89008900.00 BNP Paribas BNP Paribas 0.300000% 05572NQP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 63000000.00 63000000.00 0.0016 N 63006300.00 63006300.00 BNP Paribas BNP Paribas 0.320000% 05572NRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 68000000.00 68000000.00 0.0017 N 68009520.00 68009520.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 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5.780000 Government Agency Debt 6559598.00 354161.13 Fannie Mae 2037-11-01 5.934999 Government Agency Debt 25200000.00 1190288.85 Fannie Mae 2037-12-01 1.740000 Government Agency Debt 15064893.00 1848877.97 Fannie Mae 2037-12-01 2.319999 Government Agency Debt 38081427.00 1932272.44 Fannie Mae 2037-12-01 2.507000 Government Agency Debt 19548175.00 1640034.12 Fannie Mae 2037-12-01 5.432000 Government Agency Debt 20303842.00 2163249.42 Fannie Mae 2038-01-01 5.038000 Government Agency Debt 26105617.00 2002352.56 Fannie Mae 2038-01-01 5.322000 Government Agency Debt 26500000.00 2623350.71 Fannie Mae 2038-01-01 5.764000 Government Agency Debt 80000.00 12493.92 Fannie Mae 2038-03-01 2.176000 Government Agency Debt 2500000.00 203478.70 Fannie Mae 2038-03-01 2.613000 Government Agency Debt 16550655.00 2023593.75 Fannie Mae 2038-03-01 4.597999 Government Agency Debt 10002213.00 1314302.98 Fannie Mae 2038-03-01 4.650999 Government Agency Debt 2045000.00 437831.64 Fannie Mae 2038-05-01 2.375999 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2041-05-01 3.371999 Government Agency Debt 3800000.00 1457205.90 Fannie Mae 2041-05-01 3.585999 Government Agency Debt 750000.00 365087.23 Fannie Mae 2041-06-01 3.515000 Government Agency Debt 3300000.00 1579287.05 Fannie Mae 2041-06-01 3.673000 Government Agency Debt 500000.00 233682.12 Fannie Mae 2041-06-20 6.000000 Government Agency Debt 880004.00 239579.03 Fannie Mae 2041-07-01 3.557999 Government Agency Debt 553483.00 248242.18 Fannie Mae 2041-09-01 3.504999 Government Agency Debt 1260000.00 604607.67 Fannie Mae 2041-09-01 3.902000 Government Agency Debt 95000.00 49171.95 Fannie Mae 2041-10-01 3.630999 Government Agency Debt 826000.00 751835.50 Fannie Mae 2042-01-01 2.217000 Government Agency Debt 500000.00 171625.63 Fannie Mae 2042-01-25 3.000000 Government Agency Debt 1645297.00 1387200.04 Fannie Mae 2042-06-01 2.105000 Government Agency Debt 3100000.00 2605864.97 Fannie Mae 2042-06-01 2.527000 Government Agency Debt 2116624.00 1648910.08 Fannie Mae 2042-07-01 2.439000 Government Agency Debt 694218.00 560083.56 Fannie Mae 2042-10-01 2.063000 Government Agency Debt 750000.00 595960.24 Fannie Mae 2043-02-01 2.142999 Government Agency Debt 2300000.00 2043493.51 Fannie Mae 2043-04-01 2.609000 Government Agency Debt 1400000.00 1339611.58 Fannie Mae 2043-07-01 1.981000 Government Agency Debt 584045.00 568061.76 Fannie Mae 2043-09-01 2.640000 Government Agency Debt 720000.00 706470.49 Fannie Mae 2043-09-01 2.861000 Government Agency Debt 610000.00 594784.18 Fannie Mae 2043-10-01 2.099000 Government Agency Debt 2198889.00 2238103.54 Fannie Mae 2043-10-01 2.730999 Government Agency Debt 2000000.00 2009046.60 Fannie Mae 2043-11-01 2.204000 Government Agency Debt 1666250.00 1701221.29 Fannie Mae 2043-11-01 3.619000 Government Agency Debt 1307000.00 1350134.63 Fannie Mae 2043-12-01 2.256899 Government Agency Debt 2165919.00 2206308.52 Fannie Mae 2043-12-01 2.270999 Government Agency Debt 1086665.00 1106039.69 Fannie Mae 2043-12-01 2.390000 Government Agency Debt 517300.00 535379.46 Fannie Mae 2043-12-01 2.439000 Government Agency Debt 1604212.00 1661057.31 Fannie Mae 2044-01-01 2.406000 Government Agency Debt 888900.00 920264.84 Fannie Mae 2046-10-01 2.450000 Government Agency Debt 19923516.00 1333003.86 Freddie Mac 2018-09-15 4.500000 Government Agency Debt 260000.00 27811.81 Freddie Mac 2024-02-15 2.500000 Government Agency Debt 5000000.00 2152379.59 Freddie Mac 2024-04-20 1.625000 Government Agency Debt 26146356.00 321371.48 Freddie Mac 2027-05-20 3.000000 Government Agency Debt 14481614.00 11726450.99 Freddie Mac 2029-04-15 6.000000 Government Agency Debt 125000.00 4804.88 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 500100.00 66469.60 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 500100.00 27161.23 Freddie Mac 2036-03-15 5.000000 Government Agency Debt 174000.00 39355.61 Freddie Mac 2036-04-20 5.500000 Government Agency Debt 200000.00 33084.20 Freddie Mac 2036-08-15 6.000000 Government Agency Debt 562932.00 31442.20 Freddie Mac 2036-08-15 6.000000 Government Agency Debt 55000.00 9509.90 Freddie Mac 2036-10-15 6.000000 Government Agency Debt 774933.00 58081.45 Freddie Mac 2037-02-15 6.000000 Government Agency Debt 928425.00 132592.13 Freddie Mac 2038-01-15 6.000000 Government Agency Debt 632816.00 86749.78 Freddie Mac 2038-01-20 6.000000 Government Agency Debt 2550000.00 343288.08 Freddie Mac 2038-05-15 5.000000 Government Agency Debt 784150.00 101444.01 Freddie Mac 2038-06-15 5.000000 Government Agency Debt 864839.00 94484.65 Freddie Mac 2038-06-15 5.000000 Government Agency Debt 916695.00 52487.66 Freddie Mac 2038-07-15 6.000000 Government Agency Debt 95000.00 8587.16 Freddie Mac 2038-08-15 6.000000 Government Agency Debt 264259.00 41470.80 Freddie Mac 2038-08-20 6.000000 Government Agency Debt 100000.00 3741.97 Freddie Mac 2038-09-20 5.500000 Government Agency Debt 31498.00 5615.54 Freddie Mac 2038-10-20 5.500000 Government Agency Debt 40000.00 1663.07 Freddie Mac 2038-11-15 5.500000 Government 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Freddie Mac 2040-07-15 6.500000 Government Agency Debt 27951.00 16832.52 Freddie Mac 2040-08-20 5.500000 Government Agency Debt 592194.00 262084.00 Freddie Mac 2040-11-20 4.000000 Government Agency Debt 13000000.00 8652561.95 Freddie Mac 2042-02-20 5.000000 Government Agency Debt 418752.00 214763.88 Freddie Mac 2042-02-20 5.500000 Government Agency Debt 31776.00 19731.96 GNMA 2015-04-15 5.500000 Government Agency Debt 620331.00 211461.33 GNMA 2016-05-15 6.000000 Government Agency Debt 2000000.00 36156.68 GNMA 2018-05-15 4.500000 Government Agency Debt 100000000.00 8315021.31 GNMA 2018-05-15 4.500000 Government Agency Debt 57698.00 4258.47 GNMA 2018-06-15 4.500000 Government Agency Debt 1690500.00 180414.79 GNMA 2018-06-15 4.500000 Government Agency Debt 3000000.00 179972.23 GNMA 2018-06-15 4.500000 Government Agency Debt 59198.00 5353.36 GNMA 2018-08-15 5.000000 Government Agency Debt 100000000.00 10134056.58 GNMA 2018-09-15 4.500000 Government Agency Debt 32000.00 3554.06 GNMA 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2897032.59 LBMLT 2036-08-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 79146.24 LUM 2007-2 1A2 2037-05-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 674000.00 423174.51 OPMAC 2036-07-25 0.224599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1525000.00 48385.15 OPMAC 2006-2 A1C 2036-07-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 69760.89 PHHAM 2007-2 1A3 2037-05-25 0.494599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9405000.00 6598685.49 PRIME MTGE LOAN TRUST 2006 2035-02-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 100388.01 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3750000.00 588546.84 RALI 2007-QH6 A1 2037-07-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15564000.00 7146027.17 RASC 2004-KS9 AII3 2034-10-25 0.644599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6765000.00 2241111.37 RFMSI 2007-SA1 2A1 2037-02-25 3.476599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8575000.00 1815105.23 RFMSI 2007-SA2 2A1 2037-04-25 3.147600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8125000.00 2162226.59 SACO 2006-9 A1 2036-08-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 675000.00 119553.12 SAMI 2036-02-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 79540.32 SAMI 2004-AR1 M 2034-03-19 0.841300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2726760.00 583157.58 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 1585000.00 1633752.98 WAMU 2046-08-25 0.962999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 218261.88 WAMU 2006-AR19 1A 2047-01-25 0.885000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8645000.00 3214332.65 WMALT 2005-3 1CB3 2035-05-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12930000.00 2485746.43 WMALT 2006-AR10 A2A 2036-12-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6254083.00 2832491.66 WMALT 2007-OA5 A1A 2047-05-25 0.984999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4770000.00 2194662.33 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 150000000.00 150000000.00 0.0038 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 150210000.00 150210000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2M49 0001230485 Other Repurchase Agreement N 144A AHM 2007-A 4A 2046-07-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10326000.00 910480.65 144A ARMOR 2005-1A B1 2037-12-10 0.599500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12810000.00 6933911.73 144A ATRM 8A D 2022-10-23 4.738599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1560000.00 1576819.93 144A BAFC 2012-R5 A 2039-10-03 0.428700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 829518.00 447424.84 144A BSCMS 2006-PW12 E 2038-09-11 5.750499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 1655375.11 144A BSSP 2005-1 A1 2035-01-27 3.011600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15293249.00 1757824.54 144A BSSP 2007-R1 A1 2037-02-27 2.664600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17500000.00 192424.86 144A CRNPT 2012-1A B2L 2022-11-21 6.737300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 25608.40 144A CSMC 2007-C5 C 2040-09-15 6.038599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 906821.79 144A DBUBS 2011-LC2A C 2044-07-10 5.443900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000.00 7496.82 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178000.00 10636.28 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11970000.00 2685407.85 144A LSSC 2005-1 A2 2045-09-26 0.554599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 189610.20 144A MARM 2005-5 A2 2045-04-26 0.562699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11900000.00 558431.36 144A MONT 2006-1A A1A 2042-09-06 0.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7980000.00 2009302.88 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 41787.12 144A PALS 1999-1A A2 2029-03-25 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2890000.00 331364.80 144A QUEST 2006-X2 A2 2036-08-25 0.454600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3450000.00 2091738.48 144A SASIF 2006-AA B4 2037-12-25 0.594600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 796000.00 12970.83 144A SVHE 2006-NLC1 A3 2036-11-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 560000.00 181006.83 144A TMTS 2006-4SL A1 2037-05-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1233000.00 94556.49 ABN AMRO 2003-8 CK B3 2033-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 709322.00 175391.95 ABN AMRO MTG CORP 2003-6 B4 2033-05-25 5.380600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 698934.00 116372.35 ABSHE 2006-HE7 A4 2036-11-25 0.304599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 685000.00 420922.77 ACE 2036-08-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 820000.00 300389.28 ACE 2006-NC3 A2B 2036-12-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9945000.00 2959229.22 AHM 2004-1 1M3 2044-04-25 3.164600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7106500.00 103571.13 AHM 2004-1 3M2 2044-04-25 1.933600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 119838.27 AHM 2004-1 4A 2044-04-25 2.349400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78000.00 6844.57 ARES VR CLO LTD CL A-2 2018-02-24 0.558400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 5912.11 ARMT 2004-3 CB1 2035-02-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2380000.00 202907.90 ARMT 2005-10 5A2 2036-01-25 0.484599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6712000.00 255797.31 BAFC 2004-D B1 2035-01-25 3.233499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5389000.00 438241.12 BAFC 2005-A 4B1 2035-02-20 4.992600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2451000.00 1470977.85 BAFC 2005-E 8A1 2035-06-20 2.392999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 48703.80 BK OF AMER 2047-06-20 0.446799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3400000.00 2242932.50 BNCMT 2006-2 A5 2036-11-25 0.474600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4340000.00 453182.44 BOAA 2003-9 XB2 2033-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3173000.00 915316.92 BOAMS 2003-B B2 2033-03-25 3.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 61414.13 BOAMS 2005-10 1A14 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 553713.61 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 740197.37 BSABS 2034-10-25 1.364600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15105000.00 1725290.64 BSABS 2005-AC3 1M1 2035-07-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9002000.00 449537.05 BSABS 2006-HE3 M1 2036-04-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 25187.52 BSMSI 1997-6 B2 2031-03-25 6.378199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3762467.00 284687.45 BVMBS 2004-1 1B1 2034-11-20 1.816800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3758000.00 476966.14 CD 2006-CD2 AJ 2046-01-15 5.390100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 133679.00 119918.46 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19000.00 13451.73 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 441567.16 CHASE 2007-A1 4A1 2037-02-25 2.759700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 10579.37 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 699156.32 CMLTI 2007-AMC1 A2B 2036-12-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1150000.00 515238.44 CMLTI 2007-AMC2 A3B 2037-01-25 0.344600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 155882.06 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 9032182.76 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 1551132.66 COUNTRYWIDE ALTERNATIVE LOAN 2035-12-20 0.556799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29205000.00 2499695.04 CSFB 2002-AR31 CB1 2032-11-25 2.451900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6231000.00 206900.65 CSFB 2003-AR26 CB1 2033-11-25 2.513900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5600000.00 486057.31 CSFB 2004-AR7 CB1 2034-11-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 695000.00 295013.18 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 2286801.11 CSMC 2007-C5 A1AJ 2040-09-15 6.038599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6900000.00 4193510.77 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22671.00 24428.36 CWALT 2003-10CB M 2033-05-25 5.653699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6175000.00 2516909.12 CWALT 2004-5CB M 2034-03-25 5.525900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 1084064.53 CWALT 2005-14 2A2 2035-05-25 0.414600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1466346.14 CWALT 2005-16 A5 2035-06-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 959259.19 CWALT 2005-56 1A1 2035-11-25 0.894599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 144000.00 52404.31 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81000.00 18589.06 CWALT 2006-OA6 1A3 2046-07-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23150092.00 3114490.72 CWHL 2003-42 M 2033-10-25 2.543200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2571000.00 370332.17 CWHL 2003-60 M 2034-02-25 3.749699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5979000.00 2100432.86 CWHL 2004-J4 CB2 2019-05-25 4.673600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295500.00 59964.83 CWHL 2004-J6 B2 2024-08-25 5.115300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 216500.00 77657.67 CWHL 2005-2 2A2 2035-03-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13584000.00 649865.68 CWHL 2005-7 IM1 2035-03-25 0.914599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8413000.00 1619459.46 CWL 2005-11 MV4 2036-02-25 0.804599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5920000.00 2105014.38 CWL 2005-11 MV5 2036-02-25 0.824600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1150000.00 166415.96 CWL 2005-13 MV2 2036-04-25 0.624600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 710000.00 343377.13 CWL 2005-16 MV3 2036-05-25 0.694600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1710000.00 565367.83 DSLA 2045-08-19 0.466299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 2026343.47 Fannie Mae 2034-07-25 5.500000 Government Agency Debt 70000.00 16978.28 Fannie Mae 2044-01-01 4.000000 Government Agency Debt 3628233.00 3756576.55 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 290000.00 309803.06 FHASI 2005-3 B1 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3106000.00 1804938.21 FHASI 2007-4 1A8 2037-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17670000.00 8379512.82 Freddie Mac 2035-05-15 5.500000 Government Agency Debt 1405000.00 1554905.05 GMACC 2005-C1 C 2043-05-10 4.988000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6984000.00 998409.41 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1892.00 1779.32 GMACM 2005-AR2 2A 2035-05-25 3.170900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 63567000.00 13967257.99 GNMA 2028-03-23 6.120000 Government Agency Debt 485000.00 260609.89 GSAMP 2005-HE3 M4 2035-06-25 1.364600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 136829.18 HARRAHS OPERATING CO 10.000 2018-12-15 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1585000.00 800424.99 HEMT 2005-5 A2A 2036-04-25 0.514599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 375337.38 HMBT 2004-1 2M1 2029-08-25 1.064600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27137000.00 1180041.14 HVMLT 2005-6 B1 2045-07-19 1.236200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4548000.00 1317056.41 HVMLT 2005-9 B5 2035-06-20 1.166800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 620950.49 HVMLT 2005-9 B6 2035-06-20 1.316800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4731000.00 346514.61 IMM 2005-3 A2 2035-08-25 0.764599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55615000.00 4168143.82 IMPAC CMB TRUST SERIES 200 2035-06-25 0.809599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 727564.87 JPMCC 2006-LDP8 D 2045-05-15 5.618000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 944.00 890.47 JPMMT 2005-A7 3A2 2035-10-25 5.066799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15451100.00 1882906.00 JPMMT 2007-A1 5A3 2035-07-25 2.752699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13724000.00 3169131.59 JPMMT 2007-A1 6A2 2035-07-25 2.719399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 984000.00 144215.17 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 993750.21 LBUBS 2006-C6 C 2039-09-15 5.482000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 9788.25 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3158.00 2519.27 LUM 2005-1 A2 2035-11-25 0.504600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 790596.75 LXS 2006-13 1A3 2036-09-25 0.454600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6120000.00 2410418.72 MANA 2007-A3 A2C 2037-04-25 0.484599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13333000.00 4305344.87 MARM 2003-2 B1 2033-08-25 2.453300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9150000.00 1006597.89 MARM 2003-5 B1 2033-11-25 2.390600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 116932.59 MARM 2005-1 7A3 2035-02-25 2.591200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 6945.63 MARM 2007-2 A4 2047-03-25 0.374599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24000000.00 4739210.84 MARM 2007-3 12A1 2047-05-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 20100.92 MASTR 2004-9 15B2 2019-09-25 5.273900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 386000.00 73510.90 MASTR 2004-9 15B3 2019-09-25 5.273900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 53485.78 MERRILL LYNCH MTG INV 2004 A1 2035-04-25 0.604600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1575566.95 MILAGRO OIL & GAS 10.500 2016-05-15 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 584000.00 440895.67 MLMI 2006-A3 5A2 2036-05-25 2.867399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 225367.56 MLMI 2006-HE1 M1 2036-12-25 0.554599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 119662.46 MLMT 2006-C2 AJ 2043-08-12 5.801999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1765000.00 1762578.46 MSAC 2035-09-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 590000.00 313569.83 MSM 2005-5AR 1M5 2035-09-25 0.864600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4062000.00 2115510.40 MSM 2005-5AR 1M6 2035-09-25 0.914599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4063000.00 1667751.88 MSM 2007-15AR 2A1 2037-11-25 2.474499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11500000.00 5548045.89 PHHAM 2007-2 1A5 2037-05-25 0.484599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 2077454.54 RALI 2046-04-25 0.374599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9258000.00 1721744.00 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 3907798.86 RALI 2006-QO2 A2 2046-02-25 0.434599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18708600.00 2936236.65 RALI 2006-QO2 A3 2046-02-25 0.504600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2360110.00 379031.25 RALI 2006-QO3 A2 2046-04-25 0.424599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4266000.00 904228.17 RALI 2006-QO3 A3 2046-04-25 0.494599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5971000.00 1287211.46 RESIDENTIAL ASSET MTG 2003-RM2 2033-05-25 5.432100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 499500.00 62020.03 RFMSI 2003-S6 M2 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 42506.88 SACO 2006-9 A1 2036-08-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3660000.00 648243.60 SAMI 2007-AR1 2A2 2037-01-25 0.374599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20640000.00 2003604.63 SAMI 2007-AR4 A3 2047-09-25 0.384600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 13860485.55 SARM 2004-4 B1 2034-04-25 2.589100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13750918.00 4847220.61 SARM 2004-6 B-1 2034-06-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000000.00 4804689.82 SARM 2005-1 5A2 2035-02-25 2.506400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 495059.39 SASC 2003-2A B2II 2033-02-25 2.390000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 226000.00 10059.11 SASC 2003-30 B2 2033-10-25 5.388300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4146000.00 1597886.68 SASC 2003-34A B1I 2033-11-25 1.364600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1263260.00 167115.60 SASC 2003-9A B1I 2033-03-25 1.414600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1390925.00 77534.84 SASC 2004-3 B1 2034-03-25 5.621999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10008000.00 4326370.13 SEMT 9 B3 2032-09-20 1.564700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3424000.00 179018.79 TMST 2038-04-25 6.142199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 182000.00 46492.32 TMST 2003-1 A1 2043-01-25 2.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1496000.00 134565.37 TOYS R US INC. 7.375 2018-10-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155000.00 872446.11 United States Treasury Department 2015-09-30 1.250000 Treasury Debt 1705000.00 1738229.44 United States Treasury Department 2017-09-30 1.875000 Treasury Debt 485000.00 499918.10 WAMMS 2002-AR1 CB2 2031-02-25 2.501399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3557000.00 110792.47 WAMMS SER 2003-MS2 CL CB4 2033-02-25 5.485900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1499000.00 609064.58 WAMU 2002-S8 1B3 2033-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3074000.00 724483.94 WAMU 2003-AR7 B4 2033-08-25 2.299100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2674000.00 238191.27 WAMU 2004-AR11 B2 2034-10-25 2.433500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 296000.00 64545.62 WAMU 2004-AR6 B2 2044-05-25 1.264599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3996000.00 739086.20 WAMU 2005-AR11 B2 2045-08-25 0.794599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 734265.97 WAMU 2005-AR13 B1 2045-10-25 0.764599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 903949.14 WAMU 2005-AR18 3A1 2036-01-25 4.765699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5310000.00 1563128.57 WAMU 2006-AR1 1A1B 2046-01-25 1.215000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12380050.00 1188311.96 WAMU 2006-AR10 3A2 2046-08-25 5.901399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7352000.00 3560710.23 WAMU 2006-AR9 1A 2046-08-25 1.145000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000.00 6618.12 WAMU 2007-HY5 3A1 2037-05-25 4.835099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10575000.00 3477739.72 WELLS FARGO MTG BACKED SECS 2 2033-02-25 2.512599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801000.00 25572.16 WFMBS 2036-08-25 2.616400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5255000.00 1248737.17 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 28429.11 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 11365660.23 WMALT 2006-AR10 A3B 2036-12-25 0.424599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9332000.00 1825245.64 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 202000000.00 202000000.00 0.0051 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 202000000.00 202000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140411_2M49 0001230485 Other Repurchase Agreement N 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 89000.00 17326.59 144A CCMFC 2006-2A A1 2047-04-25 0.294599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 21244.62 144A CFCAT 2013-1A D 2019-11-15 4.679999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 195023.15 144A CFCAT 2013-2A D 2019-08-15 5.929999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365000.00 364755.75 144A COMM 2005-FL11 K 2017-11-15 2.116600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 88000.00 6546.74 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1053000.00 62921.37 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 6730.35 144A GRAND 2006-2A A1A 2046-11-01 0.368700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 289000.00 49037.32 144A LBUBS 2004-C6 G 2036-08-15 5.294999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 95402.40 144A NAA 2003-A3 B1 2033-08-25 4.414600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 90257.41 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 109000.00 29385.78 144A QUEST 2005-X2 A2 2035-12-25 0.449600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 18810.23 144A SCAS 2007-CB1A A 2035-08-26 0.409800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1825000.00 472793.52 144A SDART 2012-AA E 2019-12-16 3.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32000.00 31945.78 144A SDART 2013-2 E 2020-04-15 2.980000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 314000.00 307229.76 144A TMTS 2006-4SL A1 2037-05-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6585000.00 504991.46 144A WFRBS 2013-C11 E 2045-03-15 4.184899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 705000.00 537905.39 ABFC 2004-OPT4 M1 2034-02-25 0.764599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 26390.63 AHMA 2007-1 A1 2047-02-25 0.843999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61000.00 20105.68 ARMT 2005-10 5A1 2036-01-25 0.424599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1632000.00 232035.01 ARSI 2005-W2 M1 2035-10-25 0.654599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11000.00 8530.81 BACUS 2019-01-20 1.411200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 451125.28 BALTA 2006-5 1A1 2036-08-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 80239.89 BCM 2001-A M1 2030-12-15 7.934999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 5911.15 CARR 2007-HE1 A3 2037-06-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 19355.71 CBASS 2005-CB4 M4 2035-08-25 0.764599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 485000.00 339698.71 CD 2006-CD2 AJ 2046-01-15 5.390100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53000.00 47544.33 CGCMT 2007-C6 AJ 2049-12-10 5.705000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 37401.33 CHASE 2037-02-25 2.730200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 31152.39 CIFC 2021-05-10 1.766999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4489.02 CMLTI 2007-AMC1 A2B 2036-12-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 80646.02 CMLTI 2007-AMC2 A3B 2037-01-25 0.344600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 74552.29 CMLTI 2007-OPX1 A2 2037-01-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000.00 8482.88 CSFB 2003-AR24 6M3 2033-09-25 3.064600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1864447.00 904910.26 CSFB 2005-10 2A1 2020-11-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 41850.87 CSMC 2040-09-15 5.868999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 40776.23 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29000.00 26544.80 CSMC 2007-C4 A1AJ 2039-09-15 5.759699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000.00 6613.71 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 253216.17 CWALT 2005-56 1A1 2035-11-25 0.894599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71654000.00 26076240.62 CWHEL 2033-12-15 0.456600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 643000.00 23480.25 CWHEL 2004-S 1A 2030-02-15 0.406600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 127000.00 8668.37 CWHL 2003-HYB2 M 2033-07-19 2.617000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3940000.00 519202.04 CWL 2046-01-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 15540.94 CWL 2002-6 AV1 2033-05-25 0.594600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31400000.00 317226.61 CWL 2004-15 MF3 2035-02-25 5.310999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 229850.38 CWL 2005-12 M3 2036-02-25 0.674599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 1127.03 CWL 2005-13 MV2 2036-04-25 0.624600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 210378.95 CWL 2005-15 M1 2036-04-25 0.614600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2320000.00 1042690.09 CWL 2006-20 2A4 2047-04-25 0.394600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1235000.00 509644.75 CWL 2007-5 2A4 2047-09-25 0.484599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3390000.00 1050690.88 CWL 2007-S2 A2 2037-05-25 5.649000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1505000.00 235416.73 FFML 2006-FF8 IIA4 2036-07-25 0.394600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 45277.49 FHASI 2004-AR7 2A4 2035-02-25 2.558700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4307000.00 563239.09 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 3073.00 3227.81 GMACC 2005-C1 AJ 2043-05-10 4.806000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 159623.48 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 620000.00 583076.83 GMACM 2005-AR2 2A 2035-05-25 3.170900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 87889.99 GSMS 2045-08-10 5.803899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46000.00 46828.75 GSR 2004-7 3A1 2034-06-25 2.295399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 511000.00 74183.48 GSR 2005-AR2 1A3 2035-04-25 2.782500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8206000.00 370536.43 HEMT 2005-5 A1A 2036-04-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6040000.00 355593.60 IMM 2035-10-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 54630000.00 8105562.06 IMM 2005-1 2A2 2035-04-25 0.784599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2952000.00 166628.76 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.844600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1685000.00 183393.76 IMSA 2007-3 A1B 2037-09-25 0.404600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37500000.00 17199499.91 INDX 2006-AR29 A1 2036-11-25 0.334600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26090000.00 6845093.09 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.805500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 86000.00 87881.76 JPMAC 2007-CH5 A3 2037-05-25 0.274600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7446.57 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1055000.00 1101498.38 JPMCC 2006-LDP8 D 2045-05-15 5.618000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 707473.31 LABS 01-B M1 2028-03-15 6.629999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 6006.71 LBCMT 2007-C3 AJ 2044-07-15 5.883799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1395000.00 1406540.01 LBMLT 2036-03-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2410000.00 752057.27 LBUBS 2006-C6 C 2039-09-15 5.482000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5218000.00 5107510.58 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2756.00 2198.58 LBUBS 2007-C6 AJ 2040-07-15 6.144099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 355516.36 MSAC 2006-HE6 A2C 2036-09-25 0.314599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000.00 11717.03 MSAC 2007-HE2 A2D 2037-01-25 0.374599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 621173.49 MSAC 2007-HE5 A2D 2037-03-25 0.504600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61000.00 30241.45 MSAC 2007-NC3 A2A 2037-05-25 0.224599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 171000.00 7300.59 MSAC 2007-NC3 A2C 2037-05-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 14837.12 MSC 2007-IQ16 AJ 2049-12-12 6.135600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 487053.51 MSHLC 2007-1 A 2031-12-25 0.264600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 96000.00 36404.38 NCHET 2006-1 A2B 2036-05-25 0.344600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 16895.01 NCHET 2006-2 A2B 2036-08-25 0.324600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 975000.00 374346.71 NCSLT 2007-1 A4 2033-10-25 0.469600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31000.00 16505.15 NHEL 2036-01-25 0.634600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1175000.00 811572.70 NHELI 2006-FM2 2A4 2036-07-25 0.414600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3203000.00 1359535.24 PNCMT 2000-1 DB1 2030-03-25 0.079699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245000.00 230881.43 RALI 2004-QS2 CB 2034-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 815000.00 142435.11 RALI 2006-QS18 3A3 2021-12-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 40689.03 RASC 2003-KS9 A2B 2033-11-25 0.484599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625000.00 12315.54 RAST 2006-A6 1A1 2036-07-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 735000.00 152735.53 RFMS2 2006-HSA5 A 2036-08-25 0.304599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 5818.73 SAIL 2004-3 A3 2034-04-25 2.206000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1460000.00 259498.15 SAMI 2036-02-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 940000.00 287568.87 SAMI 2006-AR6 2A1 2046-07-25 0.354600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58972000.00 24445187.41 SASC 2002-21A B1IIBURNGS 2032-11-25 2.402800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 153842.27 TMTS 2005-14HE AV2 2036-08-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 217000.00 20443.93 UNITED MEXICAN STATES 2016-09-15 11.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3340000.00 4394361.34 WACHOVIA BANK COMM MTG 2043-12-15 5.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 289199.23 WAMU 2045-01-25 0.524599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1752000.00 189793.21 WBCMT 2007-C31 AJ 2047-04-15 5.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 333540.85 WFMBS 2035-03-25 2.673900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 605000.00 118177.21 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 21967.95 First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 100000000.00 100000000.00 0.0025 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 100000000.00 100000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M140129_2M49 0001230485 Other Repurchase Agreement N 144A CCMFC 2003-4A B3 2034-10-25 0.737999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1915000.00 67888.76 144A CCMFC 2005-1A B1 2036-01-25 0.534599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7780000.00 354412.82 144A CCMFC 2005-BA B1 2036-06-25 0.564599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6457000.00 333161.20 144A CDMC 2003-4 B5 2033-05-25 5.398699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315600.00 35165.87 144A GCCFC 2007-RR2 A1FL 2051-03-22 0.642800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53950268.00 578459.96 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14265000.00 3200279.28 144A JPMCC 2007-LDPX G 2049-01-15 5.724800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 81737.17 144A MLCFC 2007-6 G 2051-03-12 5.776200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15142000.00 289417.12 144A MONT 2006-1A A1A 2042-09-06 0.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3880000.00 976954.28 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 4712630.35 144A RESIF 2005-B B4 2037-06-10 0.839500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9449000.00 343610.73 144A SASC 2007-BHC1 A1 2049-12-18 5.525500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4480000.00 449828.35 144A SASIF 2006-AA B5 2037-12-25 1.044600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1494703.00 20994.65 144A SPMF 2007-1A A 2025-03-20 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 205624.14 AHM 2004-3 MF1 2034-10-25 5.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 316547.37 AHM 2005-4 3A2 2045-11-25 0.554599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 87986000.00 6798374.81 AHM 2006-2 4A 2026-02-25 0.344600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2330000.00 192065.07 AIRPT 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Loan Bank Federal Home Loan Bank 0.055000% 313385RQ1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N N 12000000.00 11999835.00 0.0003 N 11999976.00 11999976.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385RU2 Government Agency Debt N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 45000000.00 44999025.00 0.0011 N 44999865.00 44999865.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385RV0 Government Agency Debt N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 2000000.00 1999949.45 0.0001 N 1999992.00 1999992.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385RX6 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 113000000.00 112996735.57 0.0029 N 112999548.00 112999548.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385SC1 Government Agency Debt N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 17275000.00 17274395.37 0.0004 N 17274896.35 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49995916.66 0.0013 N 49998850.00 49998850.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385TB2 Government Agency Debt N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 94000000.00 93991383.34 0.0024 N 93997744.00 93997744.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385TB2 Government Agency Debt N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 6500000.00 6499443.89 0.0002 N 6499844.00 6499844.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 45000000.00 44995100.00 0.0011 N 44998785.00 44998785.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 15000000.00 14998877.08 0.0004 N 14999595.00 14999595.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TH9 Government Agency Debt N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N N 36000000.00 35997250.00 0.0009 N 35999028.00 35999028.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.030000% 98599G006_0.0300_M140102_2M49 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2021-08-15 2.125000 Treasury Debt 30661174.00 3000005010.09 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 3000000000.00 3000000000.00 0.0760 N 3000000000.00 3000000000.00 Freddie Mac Freddie Mac 0.243600% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-01-10 2014-11-10 N N N 220000000.00 220000000.00 0.0056 N 220023100.00 220023100.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JF40 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 50000000.00 49957222.22 0.0013 N 49967500.00 49967500.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.170000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Federal Home 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ABS, or non-agency collateralized mortgage obligations 0.00 8899964.22 DELTA AIR LINES INC DEL COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 7985322.34 DUKE ENERGY CORP NEW COM NEW 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899985.80 HESS CORP COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899988.35 INTERCONTINENTALEXCHANGE GROCOM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899895.84 INTL PAPER CO COM 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 7246022.00 JOHNSON & JOHNSON 2013-12-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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mortgage obligations 0.00 8899994.07 First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 178000000.00 178000000.00 0.0045 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 178169100.00 178169100.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 992JYE002_0.0400_M140107_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2041-12-20 4.500000 Government Agency Debt 48511570.00 32619189.42 Fannie Mae 2042-05-20 4.000000 Government Agency Debt 154342000.00 109058685.39 GNMA 2039-08-15 4.500000 Government Agency Debt 300000000.00 117946459.44 GNMA 2040-05-20 4.500000 Government Agency Debt 35195156.00 20401719.40 GNMA 2043-04-20 3.500000 Government Agency Debt 100000000.00 96887521.10 GNMA 2043-08-20 5.000000 Government Agency Debt 107662852.00 110861061.57 GNMA 2043-11-20 4.500000 Government Agency Debt 108934858.00 117085364.07 First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 593000000.00 593000000.00 0.0150 N 593000000.00 593000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140102_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-01 2.500000 Government Agency Debt 15264142.00 14274401.02 Fannie Mae 2026-12-01 3.000000 Government Agency Debt 100000000.00 65183453.50 Fannie Mae 2042-12-01 3.500000 Government Agency Debt 64307913.00 61795687.85 Fannie Mae 2043-09-01 3.000000 Government Agency Debt 24272161.00 22966457.74 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 161000000.00 161000000.00 0.0041 N 161000000.00 161000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140103_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2025-09-01 4.000000 Government Agency Debt 86543746.00 47730586.61 Fannie Mae 2028-05-01 2.500000 Government Agency Debt 39104207.00 37083103.15 Fannie Mae 2042-01-01 4.000000 Government Agency Debt 62188432.00 47757734.62 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 15866734.00 15328576.41 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 145000000.00 145000000.00 0.0037 N 145000000.00 145000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.050000% 992JYE002_0.0500_M140106_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-11-01 2.500000 Government Agency Debt 16122480.00 13924202.53 Fannie Mae 2028-09-01 3.000000 Government Agency Debt 46226861.00 46371936.31 Fannie Mae 2037-02-01 6.500000 Government Agency Debt 268089114.00 41703861.27 First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 100000000.00 100000000.00 0.0025 N 100000000.00 100000000.00 Govco, LLC Govco, LLC 0.200000% 38362WCK5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N Y Credit / Liquidity Citibank NA N/A N/A 44000000.00 43981177.78 0.0011 N 43981520.00 43981520.00 Govco, LLC Govco, LLC 0.340000% 38362WE56 Asset Backed Commercial Paper N First Tier Security N/A N/A 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Fannie Mae 2043-07-01 4.000000 Government Agency Debt 50000000.00 51140758.17 Freddie Mac 2033-02-15 3.000000 Government Agency Debt 23000000.00 22140164.18 Freddie Mac 2039-01-15 4.500000 Government Agency Debt 80000000.00 9154038.72 Freddie Mac 2041-12-15 3.000000 Government Agency Debt 127366037.00 86988267.64 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 82366176.00 71910501.72 GNMA 2038-01-16 2.750000 Government Agency Debt 2379497.00 1700203.52 United States Treasury Department 2016-05-15 5.125000 Treasury Debt 7000000.00 7804653.02 United States Treasury Department 2016-12-31 3.250000 Treasury Debt 2000000.00 2145620.00 First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 400000000.00 400000000.00 0.0101 N 400000000.00 400000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ACP006_0.6500_M140331_2M49 0001168163 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MORTGAGE INC., 2006-3 2044-07-10 5.859200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47066381.00 48052510.30 CREDIT SUISSE COMM MTG TRUST SER 200 2017-08-15 5.870000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7132682.00 7134029.29 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31771047.00 32051851.45 GECMC 2007-C1 AM 2049-12-10 5.605999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3651912.00 3692463.44 J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 7.972599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1321784.00 1338732.41 JP MORGAN CHASE COMM 2042-10-15 5.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 444208.00 454183.13 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2045-07-15 6.002300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 117666433.00 119985717.06 JP MORGAN CHASE MTGE 2007 2049-02-12 5.706000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36639.00 40823.93 JPMCC 2007 2049-02-12 5.706000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1706260.00 1218828.48 JPMORGAN CHASE COMM MTGE SEC 2043-01-12 5.314000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 57000000.00 49707911.09 LBUBS 2008-C1 AJ 2041-04-15 6.319899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7769443.00 7788360.49 ML CFC COML MTGE TR 2007-8 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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non-agency collateralized mortgage obligations 75000.00 78867.19 ADT CORP 2042-07-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 710507.25 AI CHS/COMMUNITY HEALTH SYSTEMS, INC. 2018-08-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 527180.56 ALION SCIENCE AND TCHNOLOGY CORP 2014-11-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 336819.00 351975.85 AMERICAN ACHIEVEMENT CORP 2016-04-15 10.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 690000.00 740341.25 AMSTED INDS INC SUB DI 2018-03-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1077673.61 APX GROUP INC 2019-12-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 127539.06 ARAMAR CORP 2020-03-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 248000.00 263358.78 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW 2015-08-05 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253000.00 265899.49 ARCELORMITTAL CLASS A NY REGISTRY 2039-10-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2559998.00 2555731.34 ATLAS PIPELINE PARTNERS LP 2020-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 875000.00 933242.19 AVIV HEALTHCARE PPTYS LTD PARTNERSHIP / AVIV H 2021-10-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1110000.00 1143485.00 BANC AMER FDG 2013 R1 LTD 2041-11-03 0.398799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43805490.00 25046430.94 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-4 2051-02-10 5.812800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 895606.00 991532.41 BANCO DE CREDITO DEL PERU 2027-04-24 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100889.93 BANK OF AMERICA MORTAGE SEC 2032-12-25 2.808600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 1934.61 BARRICK NORTH AMERICA FINANCE LLC 2021-05-30 4.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33087.00 32042.08 BAYVIEW COMMERICAL ASSET TRU 2003-1 2036-04-25 0.526000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16960995.00 4890654.20 BCAP LLC 2012 RR12 TR 2037-06-26 15.332000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6407101.00 6127539.34 BEAR STEARNS ALT A TRUST 2002-1 2035-05-25 2.653300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 89835992.00 7395108.85 BEAR STEARNS ARM TRUST 2007 4 2037-05-25 5.503199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 3159785.18 BFC BRADDOCK FIN CORP TRUST 2002 2032-09-28 6.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16558000.00 16533.81 BFC BRADDOCK FINANCIAL 2032-09-28 6.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2804000.00 2865.81 BOA COMM. MRTG TRST 2007-5 2051-02-10 5.360999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36097000.00 28067360.74 CALPINE CORP 2023-01-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 768000.00 865008.00 CARDTRONICS INC 2018-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 551875.00 CHC HELICOPTER S A 2020-10-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1530375.00 1671212.01 CHESAPEAKE ENERGY CORP 2020-08-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19446.00 22217.60 CHRYSLER GROUP LLC 2021-06-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3770000.00 4321048.33 CITIGROUP INC 2015-01-15 6.009999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2817000.00 2974360.75 CITIGROUP INC 2018-05-15 1.940600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12650364.00 13206596.15 CITIGROUP INC 2099-12-31 5.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 3539344.45 COBALT COMMERCIAL MTGE TRUST 2007 2046-05-15 5.963499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4744919.00 5161653.04 COMMERZBANK AG FR 2023-09-19 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1101011.00 1239210.82 CORRECTIONS CORP OF AMERICA8 SERACUMPFD 2023-05-01 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1353000.00 1278866.88 CREDIT ACCEPTANCE CORP 2017-02-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 615000.00 669132.81 CSFB MTG 2034-02-25 2.177200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3113527.00 336686.09 CSMC 2007-C1 2017-01-15 5.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2627463.00 2521526.61 CSMC SER 2009 RR1 2040-02-15 5.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1483776.00 1556383.75 CSMC SER 2011 6R 2037-03-28 2.827199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1175814.00 536510.41 CVS/CAREMARK 2021-05-15 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7309449.00 7629755.15 CWALT ALT LN TR 2046-08-25 0.355999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 10434908.22 CWALT INC 2036-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2782827.00 691570.50 CWALT INC. 2004-2CB 2035-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 26383.35 CWALT INC. 2005-79CB 2036-04-25 0.666000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10857570.00 2429495.03 CWMBS INC 2035-03-25 0.526000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 137277.21 CWMBS,INC 2004-21 2035-03-25 0.456000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 1499099.36 D. 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HORTON, INC 2017-05-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 53178.47 DANA HOLDING CORP 2021-09-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990000.00 1017269.69 DEVON ENERGY CORPORATION 2042-05-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4619000.00 4334697.99 DREAWORKS ANIMATION SKG INC 2020-08-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3850000.00 4173573.78 ECHOSTAR DBS CORP 2014-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 798000.00 843136.87 EF HUTTON TRUST 3 2017-10-25 0.987600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11300000.00 570.59 EL PASO PIPELINE PARTNERS OPERATIONG COMPANY LLC 2042-11-01 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 238830.17 ENEL SOCIETA PER AZIONI 2073-09-24 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18953000.00 21105613.28 ERAC USA FINANCE CO 2017-10-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2625000.00 3075813.12 ESTERLINE TECHNOLOGIES CORP 2020-08-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765404.00 848960.60 Fannie Mae 2023-10-25 5.414600 Government Agency Debt 7871325.00 8324312.76 FMG RESOURCES (AUGUST 2006) PTY LTD 2019-11-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3285000.00 3724368.75 FMG RESOURCES AUGUST 2006 PTY LTD 2016-02-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1465000.00 1555189.06 FRESENUUS MED CARE US FIN II INC 2018-09-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4233000.00 4864304.92 FTI CONSULT INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2036000.00 2077059.33 GE COMMERCIAL MTGE CORP 2049-12-10 5.543000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 279013.00 303332.17 GLOBAL AT ELECTRONICS 2019-02-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2383000.00 2148671.66 GMACC 2004-C3 AJ 2041-12-10 4.915000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1038516.00 1060309.34 GOLDMAN SACHS CAPITAL I 2034-02-15 6.344999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8128000.00 8429873.92 GREENPOINT MTA 2045-06-25 0.406000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37500000.00 3490717.67 GS CALTEX CORP 2017-04-24 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20992338.00 22944333.86 GS MTG SECS CORP 2036-03-25 0.235999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28507173.00 497513.65 GS MTG SECS TR 2012-GCJ7 2045-05-10 5.722699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6303132.00 6148114.27 GS MTGE 2006 2039-11-14 5.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17125000.00 2244202.71 GSMS 2006 RR2 2046-06-23 5.697700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26324574.00 11250628.39 GSR MORTGAGE LOAN TRUST 2006 IF 2036-03-25 2.698300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 924559.89 HARBORVIEW MORTAGE LOAN TRUST 2046-07-19 0.346300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1393850.00 456107.65 HARBORVIEW MORTGAGE LOAN TRUST 2037-03-19 0.296300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 61323468.00 19736364.87 HARRAHS OPERATING CO INC 2017-06-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5109000.00 5220759.38 HCA INC 2022-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 74000.00 77500.10 HDS ACQUISITION SUBSIDIARY INC 2020-04-15 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 31576.28 IMP CMB TR 2035-08-25 0.666000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20312490.00 3122872.45 INDY MAC BANK 2034-11-25 2.550199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8745470.00 1323210.96 ING U S INC 2053-05-15 5.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 122152.43 INTL LEASE FIN CORP 2017-09-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 382000.00 465880.83 IRON MOUNTAIN INC 2019-10-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1336000.00 1512185.00 IRON MOUNTAIN INC 2023-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 785312.50 IRON MOUNTAIN INC 2024-08-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 154000.00 146180.22 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 303248.00 316659.61 JPMCC 2007-LDPX AM 2049-01-15 5.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 155434.27 K. HOVNANIAN ENTERPRISES, INC. 2015-10-15 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 586284.72 KENNEDY WILSON INC 2019-04-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1175000.00 1315265.62 KINDER MORGAN INC DEL 2023-11-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1223925.00 LAVENDER TRUST SERIES 2010 RR1 2036-09-28 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3955752.00 2507777.59 LAVENDER TRUST SERIES 2010 RR1 2037-04-26 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2327875.00 1765825.86 LB UBS CMCL 2040-09-15 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 7009842.78 LENDER PROCESSING SERVICES 2023-04-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2150000.00 2254036.11 LYNX I CORP 2021-04-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 9102.12 MANA 2007-OAR3 A1 2037-07-25 0.355999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5079988.00 2294052.89 MARFRIG HLDGS EUROPE B V 2021-09-20 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1481339.00 1414678.74 METLIFE CAP TR X FRNT 9. 2068-04-08 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4172000.00 5449993.70 METROPCS WIRELESS INC 2021-04-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1115000.00 1171446.88 MIDAMERICAN ENERGY HOLDINGS COMPANY IOWA 2023-11-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3622883.00 3561985.36 MORTGAGE CPTL TR SER A 2017-07-01 0.748399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2248.32 NAVIOS SOUTH AMERN LOGISTICS INC NAVIOS LOGISTI 2019-04-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 274569.44 NBC UNIVERSAL MEDIA LLC 2023-01-15 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2823530.83 NOBLE ENERGY INC COM 2021-12-15 4.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 407000.00 420095.00 PARKER DRILLING COMPANY 2018-04-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1182000.00 1279884.38 PETROBRAS INTL FIN CO 2018-12-10 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3400000.00 4008720.42 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15341.00 10998.22 PFD KB HOME INCOME PRIDES 2022-09-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 37522.92 PIONEER DRILLING COMPANY 2018-03-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 816807.29 POST HLDGS INC 2022-02-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 835000.00 916714.03 PPL CAPITAL FUNDING, INC. 2067-03-30 6.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3080808.34 PREFERRED TERM 2035-03-23 0.834400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9250000.00 5479565.16 PREFERRED TERM SEC 2038-03-22 0.642800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8665307.00 5609557.16 PREFERRED TERM SEC XX LT 2038-03-22 0.704400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15216500.00 9298146.64 RALI SERIES 2006 Q06 2046-06-25 0.345999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6737797.00 1353593.61 RAMP SERIES 2004-RS8 TRUST 2032-06-25 7.500000 Other Instrument common 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75000000.00 75000000.00 0.0019 N 75000000.00 75000000.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 88000000.00 88000000.00 0.0022 N 88008800.00 88008800.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 71000000.00 71000000.00 0.0018 N 71005680.00 71005680.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-03-04 N N N 127000000.00 127000000.00 0.0032 N 127016510.00 127016510.00 Rabobank Nederland Rabobank Nederland 0.255000% 21684BNN0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-09-16 N N N 226000000.00 226000000.00 0.0057 N 225977400.00 225977400.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 114000000.00 114000000.00 0.0029 N 113982900.00 113982900.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQN7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 245000000.00 245000000.00 0.0062 N 244963250.00 244963250.00 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 274000000.00 274000000.00 0.0069 N 274057540.00 274057540.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VBW8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 225000000.00 225000000.00 0.0057 N 224966250.00 224966250.00 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 39000000.00 38977466.66 0.0010 N 38986740.00 38986740.00 Royal Bank of Canada Royal Bank of Canada 0.292900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-01-07 2015-01-07 N N N 75000000.00 75000000.00 0.0019 N 75004875.00 75004875.00 Royal Bank of Canada Royal Bank of Canada 0.334400% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-01-06 2015-01-02 N N N 243000000.00 243000000.00 0.0062 N 243140940.00 243140940.00 Royal Bank of Canada Royal Bank of Canada 0.298400% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-01-02 2014-12-31 N N N 125000000.00 125000000.00 0.0032 N 125020000.00 125020000.00 Royal Bank of Canada Royal Bank of Canada 0.284000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-06-24 N N N 305000000.00 305000000.00 0.0077 N 305170800.00 305170800.00 Royal Bank of Canada Royal Bank of Canada 0.264000% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-10-17 N N N 82000000.00 82000000.00 0.0021 N 82022960.00 82022960.00 San Jose Redevelopment Agency Sub Tax Allocation Taxable RB Series 2003A 0.250000% 79818CAB5 Other Commercial Paper N First Tier Security N/A N/A 2014-05-16 2014-05-16 N Y JPMorgan Chase Bank NA N/A N/A N 7500000.00 7500000.00 0.0002 N 7500300.00 7500300.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.240000% 82124MAD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-13 2014-01-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 16000000.00 15998720.00 0.0004 N 15999360.00 15999360.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.230000% 82124MB74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 122000000.00 121971160.56 0.0031 N 121981700.00 121981700.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.220000% 82124MCH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 37000000.00 36983041.66 0.0009 N 36986680.00 36986680.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050UAM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 37000000.00 36993833.33 0.0009 N 36998520.00 36998520.00 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 50000000.00 49965000.00 0.0013 N 49976000.00 49976000.00 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 84000000.00 83932053.34 0.0021 N 83949600.00 83949600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 37000000.00 36967779.17 0.0009 N 36975950.00 36975950.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 11000000.00 10987227.78 0.0003 N 10987790.00 10987790.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMK9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 84000000.00 84000000.00 0.0021 N 84007560.00 84007560.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HMP8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 11000000.00 11000000.00 0.0003 N 11001760.00 11001760.00 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 0.0003 N 10002000.00 10002000.00 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 11000000.00 11000000.00 0.0003 N 11001100.00 11001100.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 235000000.00 235000000.00 0.0060 Security is a time deposit. N 234997979.00 234997979.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 923CYV003_M140107 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 292000000.00 292000000.00 0.0074 Security is a time deposit. N 292000000.00 292000000.00 Smithsonian Institution Taxable Bonds Series 2013B 0.120000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Northern Trust Co N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 Societe Generale Societe Generale 0.240000% 83368NSU6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 32000000.00 32000000.00 0.0008 N 31998400.00 31998400.00 Societe Generale Societe Generale 0.250000% 83368NTU5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 100000000.00 100000000.00 0.0025 N 99996000.00 99996000.00 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 93000000.00 93000000.00 0.0024 N 93005580.00 93005580.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C4W9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 61000000.00 61000000.00 0.0015 N 61001830.00 61001830.00 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 284000000.00 284000000.00 0.0072 N 284008520.00 284008520.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562C7C0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 4000000.00 4000000.00 0.0001 N 4000000.00 4000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 41000000.00 41000000.00 0.0010 N 41009840.00 41009840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 111000000.00 111000000.00 0.0028 N 111018870.00 111018870.00 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 15000000.00 15000000.00 0.0004 N 15002550.00 15002550.00 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 32000000.00 32000000.00 0.0008 N 32005440.00 32005440.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CKU5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 149000000.00 149000000.00 0.0038 N 149023840.00 149023840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CLM2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 2000000.00 2000000.00 0.0001 N 2000320.00 2000320.00 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 88000000.00 88000000.00 0.0022 N 88015840.00 88015840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMU3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 48000000.00 48000000.00 0.0012 N 48008160.00 48008160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAK8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 108000000.00 108000000.00 0.0027 N 108000000.00 108000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBM3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 18000000.00 18000000.00 0.0005 N 17999640.00 17999640.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UCZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 40000000.00 40000000.00 0.0010 N 39999200.00 39999200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UFW7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 2000000.00 2000000.00 0.0001 N 1999920.00 1999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UGC0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 14000000.00 14000000.00 0.0004 N 13998740.00 13998740.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UGJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 4000000.00 4000000.00 0.0001 N 3999800.00 3999800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UGS5 Certificate of Deposit N First Tier Security N/A N/A 2014-09-19 2014-09-19 N N N 18000000.00 18000000.00 0.0005 N 17997300.00 17997300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UHE5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 54000000.00 54000000.00 0.0014 N 53997300.00 53997300.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UHY1 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 65000000.00 65000000.00 0.0016 N 64990250.00 64990250.00 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 218000000.00 218000000.00 0.0055 N 218002180.00 218002180.00 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 227000000.00 227000000.00 0.0058 N 227009080.00 227009080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KGG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 24000000.00 24000000.00 0.0006 N 24000480.00 24000480.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.215000% 86563KGK3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-26 2014-02-26 N N N 35000000.00 35000000.00 0.0009 N 35001400.00 35001400.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.215000% 86563KGP2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 50000000.00 50000000.00 0.0013 N 50002000.00 50002000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KHU0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 22000000.00 22000000.00 0.0006 N 21998240.00 21998240.00 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 2014-01-02 2014-01-02 N N N 180000000.00 180000000.00 0.0046 Security is a time deposit. N 180000000.00 180000000.00 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 2014-01-07 2014-01-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.160000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Texas N/A N/A N N 32000000.00 32000000.00 0.0008 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.160000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-01-07 2014-01-07 Y Texas N/A N/A N N 22065000.00 22065000.00 0.0006 N 22065000.00 22065000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112THA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 55000000.00 55000000.00 0.0014 N 55013750.00 55013750.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.217000% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-01-29 2014-09-02 N N N 218000000.00 218000000.00 0.0055 N 218080660.00 218080660.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112TLH5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 224000000.00 224000000.00 0.0057 N 224004480.00 224004480.00 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 173000000.00 173000000.00 0.0044 N 173041520.00 173041520.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HAU8 Other Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N Y Support Agreement Toyota Motor Corp N/A N/A 157000000.00 156972917.50 0.0040 N 156992150.00 156992150.00 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 14000000.00 13994610.00 0.0004 N 13997900.00 13997900.00 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 46000000.00 45972093.33 0.0012 N 45982520.00 45982520.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.260000% 89233HFL3 Other Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49938611.11 0.0013 N 49957500.00 49957500.00 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 184000000.00 184000000.00 0.0047 N 184023920.00 184023920.00 Union Bank, NA Union Bank, NA 0.230000% 905269EP7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 78000000.00 78000000.00 0.0020 N 78002340.00 78002340.00 Union Bank, NA Union Bank, NA 0.210000% 905269FP6 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 45000000.00 45000000.00 0.0011 N 45002700.00 45002700.00 Union Bank, NA Union Bank, NA 0.210000% 905269HP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 7000000.00 7000000.00 0.0002 N 7000210.00 7000210.00 Union Bank, NA Union Bank, NA 0.210000% 905269HT6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 4000000.00 4000000.00 0.0001 N 4000120.00 4000120.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.220000% 9497P62S6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 12000000.00 12000000.00 0.0003 N 11998920.00 11998920.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.170000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 181000000.00 181000000.00 0.0046 N 181000000.00 181000000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.214500% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-05-20 N N N 25000000.00 25000000.00 0.0006 N 25005500.00 25005500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.187900% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-01-08 2014-04-07 N N N 282000000.00 282000000.00 0.0071 N 282025380.00 282025380.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.217500% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-08-05 N N N 46000000.00 46000000.00 0.0012 N 46006900.00 46006900.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.235000% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-11-18 N N N 267000000.00 267000000.00 0.0068 N 267034710.00 267034710.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.236300% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-01-21 2014-11-18 N N N 262000000.00 262000000.00 0.0066 N 262034060.00 262034060.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-01-15 N N N 100000000.00 100000000.00 0.0025 N 100007200.00 100007200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.345900% 94985HD27 Other Note N First Tier Security N/A N/A 2014-03-24 2015-01-22 N N N 275000000.00 275000000.00 0.0070 N 275055275.00 275055275.00 Westpac Banking Corp Westpac Banking Corp 0.538100% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-01-28 2015-01-28 N N N 100000000.00 100000000.00 0.0025 N 100007100.00 100007100.00 Westpac Banking Corp Westpac Banking Corp 0.280000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-04-25 N N N 202000000.00 202000000.00 0.0051 N 202125240.00 202125240.00 Westpac Banking Corp Westpac Banking Corp 0.254600% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-27 2014-08-27 N N N 240000000.00 240000000.00 0.0061 N 240086400.00 240086400.00 Westpac Banking Corp Westpac Banking Corp 0.300000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-02 2014-01-17 N N N 237000000.00 237000000.00 0.0060 N 237023700.00 237023700.00 Westpac Banking Corp Westpac Banking Corp 0.266300% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-06-19 N N N 130000000.00 130000000.00 0.0033 N 130053300.00 130053300.00 Westpac Banking Corp Westpac Banking Corp 0.234500% 9612C4JZ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-23 2014-09-23 N N N 100000000.00 100000000.00 0.0025 N 100019000.00 100019000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 181709.61 181709.61 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 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 147696.69 147696.69 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 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 567755.29 567755.29 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 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1044645.73 1044645.73 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 159007.19 159007.19 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 113590.82 113590.82 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 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 45427.18 45427.18