0001145549-14-002626.txt : 20140312 0001145549-14-002626.hdr.sgml : 20140312 20140312121342 ACCESSION NUMBER: 0001145549-14-002626 CONFORMED SUBMISSION TYPE: N-MFP/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20140312 DATE AS OF CHANGE: 20140312 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/A SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 14686698 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 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000012384 Select Shares SWBXX C000012385 Institutional Shares SWAXX C000038267 Institutional Prime Shares SNAXX N-MFP/A 1 primary_doc.xml N-MFP/A N-MFP/A LIVE N 2013-06-30 0000857156 S000004508 4 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 56 95 13634745823.40 5007847.89 528581.84 13639225089.45 0.0026 1.0001 2013-06-30 1.0001 2013-06-30 C000012383 25000.00 9073858676.68 1.00 -98698460.92 102777646.31 201476107.23 0.0001 1.0001 2013-06-30 1.0001 2013-06-30 C000012384 1000000.00 1267604933.25 1.00 -1878666.41 31364840.05 33243506.46 0.0001 1.0001 2013-06-30 1.0001 2013-06-30 C000012385 3000000.00 1115237968.65 1.00 -88479021.11 65877322.78 154356343.89 0.0002 1.0001 2013-06-30 1.0001 2013-06-30 C000038267 10000000.00 2182523510.87 1.00 377393547.53 455659223.80 78265676.27 0.0005 1.0001 2013-06-30 1.0001 2013-06-30 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.320000% 00279HG91 Certificate of Deposit N First Tier Security N/A N/A 2013-08-12 2013-08-12 N Y Santander UK Plc N/A N/A N 65000000.00 65000000.00 0.0048 N 65007150.00 65007150.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.300000% 00279HH58 Certificate of Deposit N First Tier Security N/A N/A 2013-08-28 2013-08-28 N Y Santander UK Plc N/A N/A N 58000000.00 58000000.00 0.0043 N 58006960.00 58006960.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.200000% 00279HJ49 Certificate of Deposit N First Tier Security N/A N/A 2013-07-25 2013-07-25 N Y Santander UK Plc N/A N/A N 12000000.00 12000000.00 0.0009 N 12000000.00 12000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.213300% 05253MCF9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-08 2014-03-07 N N N 82000000.00 82000000.00 0.0060 N 82019680.00 82019680.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 190000000.00 190000000.00 0.0139 Security is a time deposit. N 190000000.00 190000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M130705 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 100000000.00 100000000.00 0.0073 Security is a time deposit. N 100000000.00 100000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXZ1 Other Note N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 56000000.00 56000000.00 0.0041 N 56003360.00 56003360.00 Bank of Montreal Bank of Montreal 0.120000% 06366AGM8 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 128000000.00 128000000.00 0.0094 N 127998720.00 127998720.00 Bank of Montreal Bank of Montreal 0.120000% 06366AGW6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 17000000.00 17000000.00 0.0012 N 16999830.00 16999830.00 Bank of Montreal Bank of Montreal 0.090000% 06366AHA3 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 150000000.00 150000000.00 0.0110 N 149998500.00 149998500.00 Bank of Montreal Bank of Montreal 0.070000% 06366AHE5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 22000000.00 22000000.00 0.0016 N 21999560.00 21999560.00 Bank of Montreal Bank of Montreal 0.080000% 06366AHH8 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 22000000.00 22000000.00 0.0016 N 21999560.00 21999560.00 Bank of Nova Scotia Bank of Nova Scotia 0.380000% 06417E6T5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-26 N N N 127000000.00 127000000.00 0.0093 N 127030480.00 127030480.00 Bank of Nova Scotia Bank of Nova Scotia 0.010000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 280000000.00 280000000.00 0.0205 Security is a time deposit. N 280000000.00 280000000.00 Bank of the West Bank of the West 0.280000% 06426GBK2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-30 2013-08-30 N N N 39000000.00 39000000.00 0.0029 N 39010920.00 39010920.00 Bank of the West Bank of the West 0.280000% 06426GBL0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-12 2013-09-12 N N N 43000000.00 43000000.00 0.0032 N 43011610.00 43011610.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 48000000.00 48000000.00 0.0035 N 48002400.00 48002400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 22000000.00 22000000.00 0.0016 N 22010560.00 22010560.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 98000000.00 98000000.00 0.0072 N 98048020.00 98048020.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 25000000.00 25000000.00 0.0018 N 25012500.00 25012500.00 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 18000000.00 18000000.00 0.0013 N 18004680.00 18004680.00 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 10000000.00 10000000.00 0.0007 N 10002600.00 10002600.00 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 57000000.00 57000000.00 0.0042 N 57015960.00 57015960.00 Barclays Bank Plc Barclays Bank Plc 0.420000% 06741XLH9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 25000000.00 25000000.00 0.0018 N 25003250.00 25003250.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 10000000.00 10000000.00 0.0007 N 10004300.00 10004300.00 Barclays Bank Plc Barclays Bank Plc 0.360000% 06741XPQ5 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 30000000.00 30000000.00 0.0022 N 30013500.00 30013500.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XQL5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 24000000.00 24000000.00 0.0018 N 24007440.00 24007440.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQN1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-18 2013-11-18 N N N 29000000.00 29000000.00 0.0021 N 29008120.00 29008120.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRW0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 3000000.00 3000000.00 0.0002 N 3000300.00 3000300.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M130701_2MN4 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-02-15 4.000000 Treasury Debt 84106100.00 90401620.95 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 88628970.00 88628970.00 0.0065 N 88628970.00 88628970.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HWQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N Y Barclays Bank Plc N/A N/A N 53000000.00 52973720.83 0.0039 N 52968200.00 52968200.00 Barclays US Funding Corp Barclays US Funding Corp 0.360000% 06737HXM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N Y Barclays Bank Plc N/A N/A N 2000000.00 1997760.00 0.0001 N 1998240.00 1998240.00 Barclays US Funding Corp Barclays US Funding Corp 0.320000% 06737HYE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-14 2013-11-14 N Y Barclays Bank Plc N/A N/A N 74000000.00 73910542.22 0.0054 N 73912680.00 73912680.00 BNP Paribas BNP Paribas 0.400000% 05567VD28 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 41000000.00 41009756.92 0.0030 N 41014350.00 41014350.00 BNP Paribas BNP Paribas 0.440000% 05572NMB9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 63000000.00 63000000.00 0.0046 N 63021420.00 63021420.00 BNP Paribas BNP Paribas 0.400000% 05572NMF0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 56000000.00 56000000.00 0.0041 N 56017360.00 56017360.00 BNP Paribas BNP Paribas 0.410000% 05572NMU7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 3000000.00 3000000.00 0.0002 N 3001080.00 3001080.00 BNP Paribas BNP Paribas 0.390000% 05572NNX0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 104000000.00 104000000.00 0.0076 N 104009360.00 104009360.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130701_2MN4 0001197610 Other Repurchase Agreement N Abbott Laboratories 2040-05-27 5.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11554.00 13008.35 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30080.00 30355.48 CB MERCK & CO.INC. 2028-12-01 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8941934.00 10697347.42 FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC 2020-12-25 1.891000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 358123.00 330622.16 FRANCE TELECOM 2015-09-16 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540279.00 551490.24 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 194529.00 202269.85 IBM CORP 2020-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 94907.00 89047.18 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120812.00 136213.25 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 108488.00 120469.41 NATIONAL BK OF CANADA 2014-01-30 1.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3567695.00 3616156.19 PROGRESS ENERGY INC 2019-03-15 7.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5020473.00 6184724.88 TEVA PHARMACEUTICAL FIN CO B.V 2022-12-18 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 114000.00 107045.94 First Tier Security N/A N/A 2013-07-01 2013-07-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 21000000.00 21000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 21000000.00 21000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130705_2MN4 0001197610 Other Repurchase Agreement N ANADARKA PETROLEUM 2036-09-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 775201.00 896802.26 BANK OF CHINA HONG KONG LIMITED 2016-11-08 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 957300.00 1021123.19 Bank of Montreal 2017-01-30 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9907510.00 10130428.98 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95312.00 96184.90 CNA FINANCIAL CORP 2020-08-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 651380.00 751213.66 CNPC HK OVERSEAS CAP LTD 2016-04-28 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1047288.33 FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC 2020-12-25 1.891000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55142.00 50907.56 FREEPORT MCMORAN COPPER & GOLD 2043-03-15 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 999999.00 858289.14 GCB REGS KOREA HIGHWAY 2014-04-07 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 836305.00 856259.24 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 308279.00 320546.28 IBM CORP 2020-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 831629.00 780281.92 KFW KREDITANSTALT FUR 2013-10-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 57090.00 58158.22 KOREA ELE PWR CORP 2034-04-23 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 553319.00 585807.94 KOREA GAS CORP 2042-01-21 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2052053.00 2349027.25 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100473.00 113281.41 MORGAN STANLEY GROUP INC 2017-08-28 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990694.00 1129463.81 NEW ENGLAND T&T CO 2029-11-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 646258.00 807219.06 RIO TINTO FIN USA PLC 2018-12-14 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1047950.00 1017255.54 SPAREBANK 1 BOLIGKREDI 2017-06-30 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60097.00 61898.24 TECK CORP 2041-07-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 755603.00 737286.13 THE HOME DEPOT INC 2023-04-01 2.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 840000.00 796143.60 VERIZON COMMUNICATIONS 2021-11-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1009527.22 VODAFONE GROUP PLC 2016-02-19 0.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 959486.00 945928.46 VOLKSWAGEN INTERNATIONAL FIN 2017-11-20 1.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 884105.00 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 26000000.00 26000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 26000520.00 26000520.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130705_2MN4 0001197610 Other Repurchase Agreement N FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4870.00 5095.54 FRONTIER COMMUNICATIONS CORP 2022-04-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 183277.00 202565.63 NORTEL NETWORKS CORP,CA 2014-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4443772.00 4554866.30 VIRGIN MEDIA FINANCE 2019-10-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43075.00 47467.90 WINDSTREAM CORP 2023-08-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 987179.00 942879.34 WTS DINDRED HELTHCARE IN EXP 4 20 06 2019-06-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2225737.00 2261766.12 WTS SIRUS STELLITE RADIO 2023-05-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38000.00 35359.92 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 7000000.00 7000000.00 0.0005 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 7000000.00 7000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.100000% 987WVU007_0.1000_M130701_2MN4 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2022-07-15 0.125000 Treasury Debt 44306800.00 43860056.75 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 43000000.00 43000000.00 0.0032 N 43000000.00 43000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.150000% 987WVU007_0.1500_M130701_2MN4 0001197610 Government Agency Repurchase Agreement Y Freddie Mac 2053-01-15 4.400000 Government Agency Debt 4967196.00 4954519.72 GNMA 2027-03-15 3.000000 Government Agency Debt 5206915.00 5051264.95 GNMA 2027-10-20 3.000000 Government Agency Debt 5417194.00 5199848.22 GNMA 2027-10-20 3.000000 Government Agency Debt 4981117.00 4841002.19 GNMA 2036-07-20 6.000000 Government Agency Debt 4051142.00 3924412.17 GNMA 2039-04-15 5.000000 Government Agency Debt 11720250.00 4875357.71 GNMA 2039-04-20 6.000000 Government Agency Debt 8174357.00 5054989.80 GNMA 2041-02-15 4.500000 Government Agency Debt 6610000.00 4993938.65 GNMA 2041-06-20 5.000000 Government Agency Debt 5821444.00 4956207.44 GNMA 2041-10-15 4.000000 Government Agency Debt 5574600.00 4977798.85 GNMA 2041-12-15 4.000000 Government Agency Debt 5287444.00 5239964.95 GNMA 2042-02-20 4.500000 Government Agency Debt 5091223.00 5052671.32 GNMA 2042-03-20 4.000000 Government Agency Debt 4952556.00 5209900.29 GNMA 2042-05-20 5.000000 Government Agency Debt 7004409.00 5192758.09 GNMA 2042-09-20 4.000000 Government Agency Debt 4941382.00 5147405.15 GNMA 2043-02-20 3.500000 Government Agency Debt 4878515.00 4992373.51 GNMA 2043-04-15 3.000000 Government Agency Debt 5000653.00 4947831.52 GNMA 2043-04-15 3.500000 Government Agency Debt 5076409.00 5204173.78 GNMA 2043-06-15 3.000000 Government Agency Debt 5263962.00 5221808.19 GNMA 2043-06-15 4.000000 Government Agency Debt 4513112.00 4840587.92 GNMA 2048-06-15 3.130000 Government Agency Debt 4744000.00 4967890.71 GNMA 2048-07-15 2.690000 Government Agency Debt 4720000.00 5048462.44 GNMA 2052-08-15 4.530000 Government Agency Debt 654122.00 657179.04 GNMA 2053-04-15 3.640000 Government Agency Debt 5362437.00 5127497.91 GNMA 2053-09-15 2.900000 Government Agency Debt 5291489.00 4830155.82 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 117000000.00 117000000.00 0.0086 N 117000000.00 117000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.070000% 987YEA006_0.0700_M130705_2MN4 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2031-12-25 2.500000 Government Agency Debt 23300000.00 17652864.85 Fannie Mae 2040-09-25 4.000000 Government Agency Debt 1148196.00 1211563.79 Fannie Mae 2041-11-25 2.500000 Government Agency Debt 15000000.00 13606534.22 Freddie Mac 2035-03-15 4.000000 Government Agency Debt 18735352.00 18864457.31 Freddie Mac 2039-01-15 3.625000 Government Agency Debt 72425000.00 17378621.84 GNMA 2038-03-20 0.741600 Government Agency Debt 40342544.00 6798048.58 GNMA 2038-03-20 0.871600 Government Agency Debt 100000000.00 16925421.22 GNMA 2039-12-16 2.500000 Government Agency Debt 15500000.00 13479470.34 GNMA 2040-09-20 4.500000 Government Agency Debt 12415003.00 13498783.10 GNMA 2041-07-20 2.000000 Government Agency Debt 1435622.00 1334235.57 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 115000000.00 115000000.00 0.0084 N 114996550.00 114996550.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.190000% 10513DTU4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 17000000.00 17000000.00 0.0012 N 17000000.00 17000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.190000% 10513DUD0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N N 15000000.00 15000000.00 0.0011 N 15000000.00 15000000.00 CAFCO, LLC CAFCO, LLC 0.500000% 12476EV55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29985416.69 0.0022 N 29993400.00 29993400.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EYR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-25 2013-11-25 N N Y Letter of Credit Citibank NA N/A N/A 24000000.00 23960800.00 0.0018 N 23964960.00 23964960.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.010000% 136999000 0000800030 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 195000000.00 195000000.00 0.0143 Security is a time deposit. 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Funding, LLC Chariot Funding, LLC 0.300000% 15963TU80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19998833.33 0.0015 N 19999600.00 19999600.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TUB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 31000000.00 30997416.67 0.0023 N 30999070.00 30999070.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TVU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 44000000.00 43980860.00 0.0032 N 43994720.00 43994720.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TWH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4997075.00 0.0004 N 4998750.00 4998750.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TX38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-03 2013-10-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 3000000.00 2997885.00 0.0002 N 2998890.00 2998890.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TX79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-07 2013-10-07 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 46000000.00 45967442.22 0.0034 N 45981600.00 45981600.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TXB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 5000000.00 4996316.67 0.0004 N 4997900.00 4997900.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TXF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 10000000.00 9992344.44 0.0007 N 9995500.00 9995500.00 Charta, LLC Charta, LLC 0.430000% 16115UZK0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N Y Letter of Credit Citibank NA N/A N/A 19000000.00 18961192.50 0.0014 N 18960480.00 18960480.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 7000000.00 7000000.00 0.0005 N 7000910.00 7000910.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 30000000.00 30000000.00 0.0022 N 30002100.00 30002100.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTW3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 21000000.00 21000000.00 0.0015 N 21001470.00 21001470.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTX1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 38000000.00 38000000.00 0.0028 N 37997340.00 37997340.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTY9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 50000000.00 50000000.00 0.0037 N 49996500.00 49996500.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RUA9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 10000000.00 10000000.00 0.0007 N 9999300.00 9999300.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BV51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29985416.67 0.0022 N 29993400.00 29993400.00 Ciesco, LLC Ciesco, LLC 0.460000% 17178BW43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 100000000.00 99916944.44 0.0073 N 99958000.00 99958000.00 Citibank, NA Citibank, NA 0.430000% 17304UCM0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N 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50000000.00 0.0037 N 50006200.00 50006200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.233000% 20272AEL6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-24 2014-02-24 N N N 58000000.00 58000000.00 0.0043 N 58009280.00 58009280.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272DWG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 59000000.00 58978546.95 0.0043 N 58981120.00 58981120.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 97000000.00 96952847.21 0.0071 N 96974780.00 96974780.00 CRC Funding, LLC CRC Funding, LLC 0.460000% 12622UWG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N Y Letter of Credit Citibank NA N/A N/A 57000000.00 56943918.33 0.0042 N 56962950.00 56962950.00 Credit Agricole 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0.0012 N 16003680.00 16003680.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D6U8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 91000000.00 91000000.00 0.0067 N 91010010.00 91010010.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DS83 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 142000000.00 142000000.00 0.0104 N 142014200.00 142014200.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.120000% 22799D001_0.1200_M130701_2MN4 0001230485 Government Agency Repurchase Agreement Y GNMA 2042-05-20 4.000000 Government Agency Debt 75300000.00 60778700.67 GNMA 2043-05-20 3.500000 Government Agency Debt 101302921.00 103904205.47 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 161451130.00 161451130.00 0.0118 N 161451130.00 161451130.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130821_2MN4 0001230485 Other Repurchase Agreement N 144A BACM 2006-4 G 2046-07-10 5.892000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 5022.80 144A BAYC 2006-1A A1 2036-04-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7765000.00 2238695.15 144A CMSI 2004-5 B4 2034-08-25 5.323900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 2603.68 144A COMM 2006-FL12 B 2020-12-15 0.362500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1255000.00 798883.43 144A CSFB 2005-C6 L 2040-12-15 4.947000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4110000.00 236827.45 144A ESA 2013-ESH7 C7 2031-12-05 3.901700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 95896.93 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 565000.00 459910.41 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 219780.20 144A GSMS 2010-C2 D 2043-12-10 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 56795.34 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 69765000.00 17025038.75 ACE 2006-ASP3 A2D 2036-06-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7780000.00 3723508.66 ACE 2006-ASP6 A2D 2036-12-25 0.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4295000.00 1832334.21 AMSI 2034-11-25 0.853000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 51713.81 ARSI 2035-05-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 117576484.00 12588180.80 BAFC 2007-B A1 2047-04-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 100873.73 BEAR STEARNS ALT A 11 5A1 2035-04-25 5.446600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16655000.00 5873622.79 BOAMS 2002-K 2A2 2032-10-20 2.774800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17403000.00 37007.34 BSARM 2007-5 3A1 2047-08-25 5.189600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 541538.00 199286.29 CSFB 2004-C2 E 2036-05-15 5.736000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112000.00 123732.78 CSMC TR 2013-IVR2 2043-04-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 37631.10 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 108253.23 CWALT 2005-21CB A6 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4720000.00 851492.85 CWALT 2005-62 2A3 2035-12-25 1.827800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10595000.00 415540.65 CWALT 2005-62 2A3 2035-12-25 1.827800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1175000.00 46084.03 CWALT 2006-OA9 2A1A 2046-07-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1847300.00 406117.10 CWHL 2004-28R A2 2033-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335.00 337.35 CWHL 2005-13 A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 707355.66 CWHL 2005-28 A10 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2105000.00 186057.81 CWL 2006-14 2A3 2037-02-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8550000.00 4886377.01 CWL 2007-BC3 2A2 2047-11-25 0.313000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24954000.00 19897498.51 Fannie Mae 2043-06-01 3.000000 Government Agency Debt 110000.00 107725.76 FHAMS 2005-FA10 1A7 2036-01-25 0.993000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35945000.00 9370802.13 IMSA 2007-1 A2 2037-03-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 505000.00 282239.92 JPMAC 2005-FRE1 A2F3 2035-10-25 3.868000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2485000.00 1002074.72 JPMAC 2006-CH2 AF2 2036-10-25 5.380600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 25902.64 JPMAC 2007-CH5 A3 2037-05-25 0.303000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4610000.00 4015752.08 JPMCC 2006-LDP9 A2SF 2047-05-15 0.312500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1215000.00 813830.30 LXS 2007-7N 2A1B 2047-06-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 585000.00 202536.53 MSAC 2007-NC2 A2D 2037-02-25 0.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9970000.00 5458989.93 MSC 2007-IQ14 A4 2049-04-15 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2512500.00 2810618.21 MSC 2007-IQ14 AJFX 2049-04-15 5.912800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1285000.00 855702.17 RES ACCREDIT 2037-08-25 0.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4515000.00 1881286.29 First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 87000000.00 87000000.00 0.0064 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 87000000.00 87000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2MN4 0001230485 Other Repurchase Agreement N ABS BANKAMERICA MANUFACT 2025-12-10 7.930000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 30351.82 ABS ORIGEN MANUFACTURED HSG 2032-05-15 8.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2024344.92 BAFC 2007-B A1 2047-04-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 53403.74 BALTA 2005-5 24A1 2035-07-25 5.325800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6655000.00 2244224.57 CWALT 2005-62 2A3 2035-12-25 1.827800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29020000.00 1138177.42 CWALT 2005-72 A1 2036-01-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36555000.00 6607976.89 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3825000.00 872019.81 CWL 2006-14 2A3 2037-02-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16450000.00 9401275.07 CWL 2006-7 2A4 2046-04-25 0.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6235000.00 2078212.99 FFML 2007-FF1 A2C 2038-01-25 0.333000 Other 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Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4526000.00 1546183.58 RASC 2006-KS7 A3 2036-09-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7410000.00 4471156.84 SVHE 2037-09-19 0.381600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5815000.00 2894852.53 WAMU 2005-AR11 B2 2045-08-25 0.823000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 875347.41 WAMU 2005-AR16 1A5 2035-12-25 2.486100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 310000.00 12907.01 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 65000000.00 65000000.00 0.0048 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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9025000.00 7438139.03 BSARM 2007-5 3A1 2047-08-25 5.189600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2445000.00 899761.39 CMLTI 2005-5 1A1 2035-08-25 0.571700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10460000.00 842825.45 CWL 2046-01-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 297560.45 CWL 2005-13 MV2 2036-04-25 0.653000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10450000.00 5375024.74 FFMER 2037-06-25 0.323000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 7011985.18 FFML 2005-FF8 M2 2035-09-25 0.713000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21664200.00 13472282.08 HVMLT 2046-08-19 0.391600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6680000.00 1705951.97 LXS 2007-12N 1A3A 2047-07-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29845000.00 13627216.64 RALI 2006-QO5 3A3 2046-05-25 0.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3030000.00 1337406.76 RALI 2006-QS6 1A11 2036-06-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 331000.00 46118.19 RALI 2007-QH3 A2 2037-04-25 0.403000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5210000.00 236804.02 RES ACCREDIT 2037-08-25 0.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4445000.00 1852119.06 SABR 2004-OP2 M1 2034-08-25 0.843000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1690910.46 WMALT 2005-3 1CB3 2035-05-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5400000.00 1098685.97 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 70000000.00 70000000.00 0.0051 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 70002100.00 70002100.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.050000% 992JYD004_0.0500_M130703_2MN4 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2033-03-01 3.000000 Government Agency Debt 15295000.00 15303339.80 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 15000000.00 15000000.00 0.0011 N 15000000.00 15000000.00 Crown Point Capital Company, LLC Crown Point 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Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 14000000.00 14000000.00 0.0010 N 14004760.00 14004760.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BPS8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 44000000.00 44000000.00 0.0032 N 44014960.00 44014960.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BRW7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-20 2013-09-20 N N N 22000000.00 22000000.00 0.0016 N 22008800.00 22008800.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BYV1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 56000000.00 56000000.00 0.0041 N 56011760.00 56011760.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BYX7 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 16000000.00 16000000.00 0.0012 N 16003360.00 16003360.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BZL2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 48000000.00 48000000.00 0.0035 N 48010080.00 48010080.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 988WSY002_0.2300_M130701_2MN4 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249976.00 ALLSTATE CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249955.70 ARBITRON INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249966.74 BALL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249998.82 BERRY PLASTICS GROUP INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249979.08 BLOCK H & R INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249993.65 BOSTON SCIENTIFIC CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 682.28 BROWN FORMAN CORP CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249942.38 CENTERPOINT ENERGY INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249996.86 GENWORTH FINL INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249995.55 HERSHEY CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249948.80 INGERSOLL-RAND PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249967.74 ISHARES INC MSCI MEX 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249951.58 LOEWS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249974.33 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249889.55 SPRINT NEXTEL CORP COM SER 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249999.34 TARGA RES CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249941.76 TIME WARNER INC COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249952.76 TOTAL SYS SVCS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249999.36 TRAVELERS COMPANIES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249929.72 VULCAN MATLS CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249968.75 WHIRLPOOL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249991.47 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 25000000.00 25000000.00 0.0018 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized 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6.500000 Government Agency Debt 3444444.00 3786738.70 Freddie Mac 2032-12-15 2.500000 Government Agency Debt 2746000.00 2505974.27 Freddie Mac 2032-12-15 2.500000 Government Agency Debt 1892000.00 1559004.22 Freddie Mac 2033-01-15 2.500000 Government Agency Debt 3000000.00 2965048.41 Freddie Mac 2033-02-15 3.000000 Government Agency Debt 1882000.00 1673916.67 Freddie Mac 2033-07-15 5.000000 Government Agency Debt 2500000.00 2620116.56 Freddie Mac 2034-01-15 5.000000 Government Agency Debt 3300000.00 3614427.30 Freddie Mac 2034-04-15 6.000000 Government Agency Debt 1990000.00 2104126.50 Freddie Mac 2034-09-15 5.000000 Government Agency Debt 2800000.00 3086241.20 Freddie Mac 2035-06-15 6.000000 Government Agency Debt 4410170.00 3337902.43 Freddie Mac 2036-05-15 5.500000 Government Agency Debt 3500000.00 3882557.00 Freddie Mac 2037-04-15 5.500000 Government Agency Debt 1277000.00 1441150.69 Freddie Mac 2037-07-01 6.000000 Government Agency Debt 5200000.00 1253800.16 Freddie Mac 2037-07-15 0.532500 Government Agency Debt 56600000.00 3800323.28 Freddie Mac 2037-11-15 0.592500 Government Agency Debt 2000000.00 1489176.57 Freddie Mac 2038-01-15 6.000000 Government Agency Debt 4976200.00 3229557.91 Freddie Mac 2038-01-15 6.000000 Government Agency Debt 3500000.00 2771675.95 Freddie Mac 2040-04-15 3.500000 Government Agency Debt 2250000.00 1728648.45 Freddie Mac 2040-08-15 4.500000 Government Agency Debt 1454000.00 1526999.52 Freddie Mac 2040-09-15 4.500000 Government Agency Debt 1202000.00 1253476.85 Freddie Mac 2040-10-15 4.000000 Government Agency Debt 3000000.00 3055068.00 Freddie Mac 2041-03-15 3.000000 Government Agency Debt 5000000.00 2309769.35 Freddie Mac 2041-04-15 0.649200 Government Agency Debt 4101332.00 3496204.53 Freddie Mac 2041-08-15 3.750000 Government Agency Debt 3200000.00 2733543.87 Freddie Mac 2041-09-15 4.000000 Government Agency Debt 1979000.00 1975006.38 Freddie Mac 2042-01-15 3.500000 Government Agency Debt 4095669.00 3858492.90 Freddie Mac 2042-06-15 3.000000 Government Agency Debt 2362250.00 2128925.84 Freddie Mac 2042-11-15 6.500000 Government Agency Debt 2071428.00 2281344.45 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 601509.00 607974.37 Freddie Mac 2043-03-15 1.299200 Government Agency Debt 1800000.00 1767111.48 Freddie Mac 2043-04-01 3.500000 Government Agency Debt 1296945.00 1314250.62 Freddie Mac 2043-05-01 3.500000 Government Agency Debt 1296732.00 1317303.32 GNMA 2042-03-20 7.000000 Government Agency Debt 40961682.00 41600000.72 GNMA 2042-07-20 1.000000 Government Agency Debt 1518224.00 1367103.99 First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 140000000.00 140000000.00 0.0103 Y 139997200.00 139997200.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 99ETSZ007_0.1200_M130906_2MN4 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2035-11-01 5.500000 Government Agency Debt 141400000.00 21024190.34 Fannie Mae 2040-09-01 4.500000 Government Agency Debt 31708037.00 21079717.51 Fannie Mae 2041-04-01 4.000000 Government Agency Debt 24637362.00 19935525.52 Fannie Mae 2042-06-01 4.000000 Government Agency Debt 26580000.00 20937926.65 Fannie Mae 2042-12-01 3.500000 Government Agency Debt 5442952.00 5422639.99 First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 85000000.00 85000000.00 0.0062 Y 85000000.00 85000000.00 DNB Bank ASA DNB Bank ASA 0.225000% 23330LWD4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 53000000.00 53000000.00 0.0039 N 53004240.00 53004240.00 DNB Bank ASA DNB Bank ASA 0.070000% 23330LZK5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 59000000.00 59000000.00 0.0043 N 58999410.00 58999410.00 DNB Bank ASA DNB Bank ASA 0.060000% 23330LZM1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 46000000.00 46000000.00 0.0034 N 46000000.00 46000000.00 DNB Bank ASA DNB Bank ASA 0.245000% 921UCP002 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 45000000.00 45000000.00 0.0033 N 45000450.00 45000450.00 EMF LLC Bonds (One Workplace) Series 2012 0.340000% 26868TAA0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Comerica Bank N/A N/A Y Comerica Bank N/A N/A N 4600000.00 4600000.00 0.0003 N 4600000.00 4600000.00 Fannie Mae Fannie Mae 0.070000% 313589KC6 Government Agency Debt N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 4000000.00 3999712.22 0.0003 N 3999916.00 3999916.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 31000000.00 30999913.89 0.0023 N 30999969.00 30999969.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385JX5 Government Agency Debt N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 10000000.00 9999377.78 0.0007 N 9999820.00 9999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385KE5 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 3000000.00 2999772.50 0.0002 N 2999934.00 2999934.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385KS4 Government Agency Debt N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 12000000.00 11998640.00 0.0009 N 11999664.00 11999664.00 Freddie Mac Freddie Mac 0.229400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2014-05-09 N N N 350000000.00 350000000.00 0.0257 N 350152250.00 350152250.00 General Electric Capital Corp General Electric Capital Corp 0.180000% 36959HUR6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 75000000.00 74991000.00 0.0055 N 74996250.00 74996250.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HX10 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 7000000.00 6995885.55 0.0005 N 6997480.00 6997480.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HX77 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-07 2013-10-07 N N N 213000000.00 212866638.35 0.0156 N 212914800.00 212914800.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-28 2013-10-28 N N N 51000000.00 50961225.83 0.0037 N 50971950.00 50971950.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HXV4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 131000000.00 130899566.67 0.0096 N 130926640.00 130926640.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.200000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2695000.00 2695000.00 0.0002 N 2695000.00 2695000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 38399H002_0.1400_M130701_2MN4 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2040-05-01 5.000000 Government Agency Debt 58207507.00 29109499.22 Fannie Mae 2042-04-01 2.566000 Government Agency Debt 34354046.00 29030501.39 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 57000000.00 57000000.00 0.0042 N 57000000.00 57000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921AAP008_0.5600_M131011_2MN4 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799994.88 BOEING CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799903.60 CAPITAL ONE FINL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799986.16 CBS CORP NEW CL B 2013-06-28 N/A Other 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ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799756.08 MCDONALDS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799965.70 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799914.39 METLIFE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799975.70 REALOGY HLDGS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799956.21 RENAISSANCERE HOLDINGS LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799948.40 SCHLUMBERGER LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1222.81 TEMPUR PEDIC INTL INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799997.20 TIME WARNER CABLE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799976.06 VALSPAR CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799936.84 VERIZON COMMUNICATIONS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799951.00 VISA INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799830.70 VISTEON CORP COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2799967.75 First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 56000000.00 56000000.00 0.0041 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 56000000.00 56000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 921AAP008_0.6000_M130808_2MN4 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2099996.16 ALLSTATE CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2099987.40 CAPITAL ONE FINL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2099989.62 CBS CORP NEW CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or 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obligations 7000.00 6836.38 CHRYSLER GROUP LLC 2021-06-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1800000.00 1985362.50 CIMAREX ENERGY CO 2022-05-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105388.54 CITIGROUP INC 2018-05-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1265000.00 1451835.41 CITIGROUP INC 2099-12-31 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 1221414.72 CITIZENS COMM CO CLASS 2019-03-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 117192.40 CLEARWATER PAPER CORP 2018-11-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 804009.00 873379.90 COOPER STRANDARD AUTOMOTIVE INC 2018-05-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6649269.00 7137713.22 Credit Agricole SA 2059-10-13 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9143000.00 9828248.80 CSC HOLDINGS,INC 2019-02-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1184364.58 DAE AVIATION HOLDINGS 2015-08-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2059000.00 2158732.81 DEANS FOODS CO 2018-12-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 338556.25 DISH DBS CORP 2021-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 198000.00 209892.38 ECHOSTAR DBS 2016-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 635000.00 705862.03 ECHOSTAR DBS CORP,CO 2015-05-31 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2793000.00 3040258.08 ECOPETROL SA 2019-07-23 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 24306.60 EDISON MISSION ENERGY 2017-05-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3759000.00 2142630.00 EDISON MISSION ENERGY 2027-05-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 570000.00 EMBARQ CORP 2036-06-01 7.995000 Other Instrument common stocks, 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common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10373560.00 10881539.40 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6870185.00 7653658.03 FORD MTR CREDIT CO 2016-01-15 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2565880.00 2617016.56 FRONTIER COMMUNICATIONS CORP 2022-04-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7356711.00 8130953.74 GANNETT CO INC 2015-09-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 660431.25 GMACLLC7 30 PUBLIC INCOMENOTES PINES 3 9 2031 BE 2014-12-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1128000.00 1190110.50 GOODYEAR TIRE AND RUBBER CO 2020-08-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 737000.00 829478.15 GOODYEAR TIRE AND RUBBER COMPANY 2021-03-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1444000.00 1501338.83 GRAPHIC PACKAGING INTERNATIONAL INC 2021-04-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 838000.00 820384.54 GRUPO BIMBO S A B DE C V 2022-01-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1950406.00 1983338.60 GRUPO BOMBO S A B DE CV 2022-01-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1525327.50 GRUPO CEMENTOS DE CHIHUAAA 2020-02-08 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 635000.00 674114.24 HEALTH MGT ASSOC INC. 2016-04-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5367000.00 5795372.32 HOMER CITY GENERATION L P 2026-10-01 8.734000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1839584.00 1961193.68 HOST HOTELS RESORTS LP 2021-10-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9117746.00 10012470.41 IASIS HEALTHCARE LLC 2019-05-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4818547.00 4878795.57 INVERSIONES CMPC S A 2023-05-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1985000.00 1897898.20 JAGUAR LD ROVER PLC 2021-05-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 3062013.89 JBS USA LLC JBS USA FINANCE INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100543.75 JPMORGAN CHASE & CO 2099-12-31 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 413634.92 LEHMAN BRTH HLD RICI 2056-11-30 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7485000.00 1573623.94 LENNAR CORP 2017-12-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 590000.00 591475.00 LLOYDS BANKING GRP PLC 2099-12-29 6.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 566021.00 498380.41 LONGVIEW FIBRE PAPER & PACKAGING INC 2016-06-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7698363.00 8071733.61 LYNX I CORP 2021-04-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1005000.00 MARFRIG HOLDINGS EUROPE 2017-01-24 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 226232.26 MF GLOBAL HLDGS LTD 2016-08-08 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2207000.00 1059360.00 MGM GRAND INC 2017-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 129123.00 144233.53 NAVIOS MARITIME HOLDINGS 2019-02-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2175000.00 2120662.76 NRG ENERGY INC 2019-05-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1576000.00 1639040.00 NRG ENERGY INC 2019-06-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 114818.43 NRG ENERGY INC 2021-05-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1652344.00 1751484.64 NRG ENERGY, INC 2023-03-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 595000.00 599342.67 OPPENHEIMER HOLDING 2018-04-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 577931.25 PENSKE AUTOMOTIVE GROUP INC 2022-10-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, 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TRUST 2099-12-31 1.111000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11164000.00 8068743.47 REALOGY CORP 2020-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765000.00 830025.00 REVLON CONSUMER PRODUCTS CORP 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 333000.00 332121.25 REYNOLDS GROUP ISSUER LLC REYNOLDS GRO 2020-10-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2035000.00 2084080.24 ROC FIN LLC ROC FIN CORP 2018-09-01 12.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 950000.00 1115685.94 ROCK TENN CO 2023-03-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage 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JPMorgan Chase Bank NA N/A N/A Obligor Orlando N/A N/A 7230000.00 7230000.00 0.0005 N 7230000.00 7230000.00 Swedbank AB Swedbank AB 0.210000% 87019RV60 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 34000000.00 33992860.00 0.0025 N 33993880.00 33993880.00 Swedbank AB Swedbank AB 0.290000% 87019RYK6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2013-11-19 N N N 19000000.00 18978419.21 0.0014 N 18981380.00 18981380.00 Texas TRAN Series 2012 0.070000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-01 2013-07-01 Y JPMorgan Chase Bank NA N/A N/A N N 11000000.00 11000000.00 0.0008 N 11000000.00 11000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.100000% 89112W3M7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 87000000.00 87000000.00 0.0064 N 87000000.00 87000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112W5H6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 69000000.00 69000000.00 0.0051 N 69000690.00 69000690.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.242500% 89112W5U7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-17 2014-06-17 N N N 127000000.00 127000000.00 0.0093 N 127030480.00 127030480.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.241600% 89112W6D4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-19 2014-06-19 N N N 140000000.00 140000000.00 0.0103 N 140033600.00 140033600.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.242500% 89112W6E2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-18 2014-06-18 N N N 50000000.00 50000000.00 0.0037 N 50012000.00 50012000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.200000% 89112W7F8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 75000000.00 75000000.00 0.0055 N 75005250.00 75005250.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU54 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 65000000.00 65000000.00 0.0048 N 65004550.00 65004550.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.190000% 89233GUA2 Other Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Support Agreement Toyota Motor Corp N/A N/A 14000000.00 13999335.00 0.0010 N 13999720.00 13999720.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GWQ5 Other Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 27000000.00 26988525.00 0.0020 N 26990280.00 26990280.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233GZK5 Other Commercial Paper N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N Y Support Agreement Toyota Motor Corp N/A N/A 130000000.00 129845625.00 0.0095 N 129851800.00 129851800.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.250000% 89233HBL7 Other Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 65000000.00 64894375.00 0.0048 N 64897300.00 64897300.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2014-01-02 N N N 144000000.00 144000000.00 0.0106 N 144036000.00 144036000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.241600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2014-05-20 N N N 42000000.00 42000000.00 0.0031 N 41994540.00 41994540.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.130000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-09-06 N N N 108000000.00 108000000.00 0.0079 N 108009720.00 108009720.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323300% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-09-13 2014-07-14 N N N 50000000.00 50000000.00 0.0037 N 50000100.00 50000100.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2014-04-25 N N N 145000000.00 145000000.00 0.0106 N 145105850.00 145105850.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFX6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 517215.89 517215.89 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 463477.16 463477.16 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 418372.51 418372.51 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 374903.61 374903.61 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJR5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614859.85 614859.85 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 550975.91 550975.91 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 737886.98 737886.98 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 661220.53 661220.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJW4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1843915.32 1843915.32 0.0001 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1652332.51 1652332.51 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 664260.48 664260.48 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 595243.82 595243.82 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 233751.80 233751.80 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 209464.99 209464.99 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 369082.00 369082.00 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 330734.38 330734.38 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 110703.48 110703.48 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 99201.39 99201.39