0001145549-13-001088.txt : 20130401 0001145549-13-001088.hdr.sgml : 20130401 20130206115820 ACCESSION NUMBER: 0001145549-13-001088 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130131 FILED AS OF DATE: 20130206 DATE AS OF CHANGE: 20130206 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 13576817 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009259 Financial Square Money Market Fund C000025295 FST Shares FSMXX C000025296 FST Administration Shares FADXX C000025297 FST Service Shares FSVXX C000025298 FST Preferred Shares GPMXX C000025299 FST Select Shares GSMXX C000025300 FST Capital Shares GCKXX C000088816 FST Cash Management Shares GSCXX C000088817 FST Premier Shares GPRXX C000088818 FST Resource Shares GREXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-01-31 0000822977 S000009259 9 N N N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N N Prime 40 67 26998192514.41 8261041.59 211361442.83 26795092113.17 0.0029 1.0001 2013-01-31 1.0001 2013-01-31 C000025295 10000000.00 26174572477.27 1.00 2809743247.40 14326838557.48 11517095310.08 0.0011 1.0001 2013-01-31 1.0001 2013-01-31 C000025296 10000000.00 354697252.77 1.00 -5989225.65 81927809.97 87917035.62 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 C000025297 10000000.00 24184952.38 1.00 -13566446.16 41241506.65 54807952.81 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 C000025298 10000000.00 44887512.19 1.00 2694157.00 29493813.69 26799656.69 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 C000025299 10000000.00 126600231.34 1.00 16817749.98 144546910.84 127729160.86 0.0008 1.0001 2013-01-31 1.0001 2013-01-31 C000025300 10000000.00 29848715.26 1.00 -509188.05 6856592.95 7365781.00 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 C000088816 10000000.00 1001.00 1.00 0.00 0.00 0.00 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 C000088817 10000000.00 40298970.96 1.00 4089178.28 5724793.02 1635614.74 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 C000088818 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0001 2013-01-31 1.0001 2013-01-31 ABN AMRO Bank N.V. Joint Account I 0.140000% 62529904779157ABN 0001238161 Government Agency Repurchase Agreement N TREASURY BILL 2013-04-18 0.00 Treasury Debt 779470.09 779384.34 TSY INFL IX N/B 2014-07-15 2.000000 Treasury Debt 376068.38 487929.59 TSY INFL IX N/B 2015-01-15 1.625000 Treasury Debt 290598.29 375428.26 TSY INFL IX N/B 2016-04-15 0.125000 Treasury Debt 478632.48 530294.07 TSY INFL IX N/B 2016-07-15 2.500000 Treasury Debt 1042735.04 1378024.19 TSY INFL IX N/B 2017-01-15 2.375000 Treasury Debt 188034.19 250883.88 TSY INFL IX N/B 2017-04-15 0.125000 Treasury Debt 170940.17 186599.56 TSY INFL IX N/B 2018-01-15 1.625000 Treasury Debt 307692.31 393968.10 TSY INFL IX N/B 2018-07-15 1.375000 Treasury Debt 256410.26 320251.85 TSY INFL IX N/B 2021-07-15 0.625000 Treasury Debt 461538.46 534648.70 TSY INFL IX N/B 2026-01-15 2.000000 Treasury Debt 722335.04 1084924.62 TSY INFL IX N/B 2029-04-15 3.875000 Treasury Debt 393162.39 901326.17 TSY INFL IX N/B 2032-04-15 3.375000 Treasury Debt 427350.43 897874.92 TSY INFL IX N/B 2041-02-15 2.125000 Treasury Debt 189743.59 288154.32 US TREASURY N/B 2014-05-15 4.750000 Treasury Debt 85470.09 91314.92 US TREASURY N/B 2014-07-15 0.625000 Treasury Debt 1025641.03 1032013.59 US TREASURY N/B 2014-08-31 2.375000 Treasury Debt 674564.10 703996.00 US TREASURY N/B 2015-02-15 4.000000 Treasury Debt 256410.26 280471.16 US TREASURY N/B 2016-05-15 7.250000 Treasury Debt 117948.72 145753.16 US TREASURY N/B 2016-08-31 1.000000 Treasury Debt 17094.02 17438.70 US TREASURY N/B 2016-09-30 1.000000 Treasury Debt 85470.09 87094.38 US TREASURY N/B 2016-10-31 1.000000 Treasury Debt 854700.85 869960.21 US TREASURY N/B 2016-12-31 0.875000 Treasury Debt 427350.43 431743.73 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 170940.17 172462.56 US TREASURY N/B 2017-05-31 0.625000 Treasury Debt 640170.94 638151.56 US TREASURY N/B 2017-07-31 0.500000 Treasury Debt 697435.90 689153.85 US TREASURY N/B 2017-08-15 4.750000 Treasury Debt 289743.59 347629.11 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 854700.85 900840.34 US TREASURY N/B 2018-09-30 1.375000 Treasury Debt 170940.17 174832.70 US TREASURY N/B 2019-01-31 1.250000 Treasury Debt 375213.68 377851.79 US TREASURY N/B 2020-08-15 2.625000 Treasury Debt 427350.43 466957.28 US TREASURY N/B 2021-05-15 3.125000 Treasury Debt 170940.17 191547.54 US TREASURY N/B 2022-11-15 1.625000 Treasury Debt 256410.26 248963.20 US TREASURY N/B 2023-08-15 6.250000 Treasury Debt 158974.36 227673.45 US TREASURY N/B 2028-08-15 5.500000 Treasury Debt 129914.53 181243.91 US TREASURY N/B 2031-02-15 5.375000 Treasury Debt 534188.03 749113.30 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 17094017.09 17094017.09 0.0006 N 17094017.09 17094017.09 ABN Amro Funding (USA) LLC ABN Amro Funding (USA) LLC 0.410528% 00084BP16 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 75000000.00 75000000.00 0.0028 N 75000000.00 75000000.00 ABN Amro Funding (USA) LLC ABN Amro Funding (USA) LLC 0.440662% 00084BP40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 100000000.00 99996333.33 0.0037 N 99998000.00 99998000.00 ABN Amro Funding (USA) LLC ABN Amro Funding (USA) LLC 0.400533% 00084BQ15 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 125000000.00 124961111.11 0.0047 N 124981250.00 124981250.00 ABN Amro Securities (USA) LLC ABN Amro Securities (USA) LLC 0.389998% 62500201779157ABN 0001473109 Other Repurchase Agreement N ACCENTURE PLC IRELAND SHS CLAS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 461240.00 ACE LTD SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9559734.00 ADOBE SYS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 530553.00 AFLAC INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 698557.00 ALCOA INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 266983.00 ALEXION PHARMACEUTICALS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 525760.00 AMERICAN ELEC PWR INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 622022.00 AMERICAN INTL GROUP INC COM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1246237.00 AON PLC SHS CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 524098.00 APPLE INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 251257.00 ARCHER DANIELS MIDLAND CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 537421.00 AT&T INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 362006.00 BAKER HUGHES INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 554054.00 BB&T CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 607594.00 BLACKROCK INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 848705.00 BROADCOM CORP CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 495281.00 CENTURYLINK INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 715363.00 CHEVRON CORP NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 4842224.00 CHUBB CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 600801.00 COMCAST CORP NEW CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2957108.00 CONOCOPHILLIPS COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 14173.00 CORELOGIC INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 616135.00 CORNING INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 505668.00 COVIDIEN PLC SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 7193769.00 CROWN CASTLE INTL CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 148336.00 CSX CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 650821.00 DELPHI AUTOMOTIVE PLC SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 317805.00 DEVON ENERGY CORP NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 609494.00 DISCOVER FINL SVCS COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 548047.00 DOMINION RES INC VA NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 92193.00 EATON CORP PLC SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 546777.00 EBAY INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 5186480.00 ENSCO PLC SHS CLAS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 418476.00 EQUITY RESIDENTIAL SH BEN I 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 519166.00 EXPEDIA INC DEL COM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 174393.00 EXXON MOBIL CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2514460.00 FEDEX CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 841878.00 FIRSTENERGY CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 478296.00 FRANKLIN RES INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 539668.00 GENERAL ELECTRIC CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 3531369.00 GILEAD SCIENCES INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 857413.00 GOOGLE INC CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 234441.00 HALLIBURTON CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1046326.00 HCP INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 603502.00 INGERSOLL-RAND PLC SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 411979.00 INTEL CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 3031911.00 INTUIT COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 495147.00 INTUITIVE SURGICAL INC COM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 650355.00 INVESCO LTD SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 358025.00 JOHNSON & JOHNSON COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 418090.00 JOHNSON CTLS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 603860.00 JPMORGAN CHASE & CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1952455.00 LORILLARD INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 181289.00 LOWES COS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 19411.00 LYONDELLBASELL INDUSTRIES N SHS-A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 682128.00 MARATHON PETE CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 693840.00 MARSH & MCLENNAN COS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 541505.00 MCDONALDS CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2710118.00 MCKESSON CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 444470.00 MERCK & CO INC NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 3281075.00 METLIFE INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 569366.00 MICROSOFT CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 405691.00 MORGAN STANLEY COM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 904010.00 NABORS INDUSTRIES LTD SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 135139.00 NIKE INC CL B 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 557812.00 NOBLE CORPORATION BAAR NAMEN-A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 282438.00 NOBLE ENERGY INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 540392.00 NORFOLK SOUTHERN CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 620768.00 NORTHROP GRUMMAN CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 217595.00 PENTAIR LTD SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 297204.00 PEPSICO INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9272047.00 PFIZER INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1565236.00 PG&E CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 513979.00 PROCTER & GAMBLE CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 5853312.00 PRUDENTIAL FINL INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 767472.00 QUALCOMM INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1024739.00 RAYTHEON CO COM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 509389.00 ROWAN COMPANIES PLC SHS CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 120684.00 SEAGATE TECHNOLOGY PLC SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 324768.00 SPECTRA ENERGY CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 507004.00 SYSCO CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 527453.00 THERMO FISHER SCIENTIFIC INCCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 722976.00 TRAVELERS COMPANIES INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 98294.00 TYCO INTERNATIONAL LTD SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 394463.00 VALERO ENERGY CORP NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 675194.00 VENTAS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 559961.00 WELLPOINT INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 564381.00 WELLS FARGO & CO NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 4882372.00 WESTERN UN CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 74896.00 WILLIAMS COS INC DEL COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 615724.00 XEROX CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 293923.00 XILINX INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 272677.00 XL GROUP PLC SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 237502.00 ZIMMER HLDGS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 368131.00 First Tier Security N/A N/A 2013-02-01 2013-02-06 N N N 99000000.00 99000000.00 0.0037 N 99000000.00 99000000.00 Alaska Housing Finance Corp. Alaska Housing Finance Corp., Series B 0.150001% 01170REJ7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y ALASKA HOUSING FINANCE CORPORATI N/A N/A N N 25000000.00 25000000.00 0.0009 N 25000000.00 25000000.00 Aspen Funding Corp. Aspen Funding Corp. 0.300227% 04529TP87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-08 2013-02-08 N N N 150000000.00 149991250.00 0.0056 N 149994000.00 149994000.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.444499% 04821QAK7 Other Note N First Tier Security N/A N/A 2013-02-04 2013-04-04 N N N 150000000.00 150000000.00 0.0056 N 150000000.00 150000000.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.230048% 04821TPL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N N 150000000.00 149981791.67 0.0056 N 149986500.00 149986500.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.230045% 04821TPN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-22 2013-02-22 N N N 125000000.00 124983229.16 0.0047 N 124987500.00 124987500.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.210090% 04915TQJ4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N N 30000000.00 29992125.00 0.0011 N 29995200.00 29995200.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.471681% 04915TTH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 350000000.00 349378555.55 0.0130 N 349622000.00 349622000.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.401216% 04915TUR1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 250000000.00 249516666.68 0.0093 N 249630000.00 249630000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.303001% 05252TBB5 Other Note N First Tier Security N/A N/A 2013-04-17 2014-02-18 N N N 260000000.00 260000000.00 0.0097 N 259968800.00 259968800.00 Bank of China Ltd. Bank of China Ltd. 0.419999% 06119PAE9 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 75000000.00 75000000.00 0.0028 N 75010500.00 75010500.00 Bank of China Ltd. Bank of China Ltd. 0.620000% 06119PAH2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 75000000.00 75000000.00 0.0028 N 75066000.00 75066000.00 Bank of China Ltd. Bank of China Ltd. 0.630000% 06119PAM1 Certificate of Deposit N First Tier Security N/A N/A 2013-03-19 2013-03-19 N N N 75000000.00 75000000.00 0.0028 N 75037500.00 75037500.00 Bank of China Ltd./Hong Kong Bank of China Ltd./Hong Kong 0.625264% 06119QQJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N N 140000000.00 139890750.00 0.0052 N 139962200.00 139962200.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.361501% 06417FAR1 Other Note N First Tier Security N/A N/A 2013-02-25 2014-02-21 N N N 350000000.00 350000000.00 0.0131 N 349965000.00 349965000.00 Bank of Nova Scotia (The) Joint Account III 0.170000% 62529910779157THE 0001041839 Government Agency Repurchase Agreement N FANNIE MAE 2026-05-01 4.000000 Government Agency Debt 29512318.05 23910713.52 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 23535539.34 24975893.46 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 22048409.71 22795985.19 FREDDIE MAC 2041-07-01 4.500000 Government Agency Debt 27909299.16 23661631.77 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 1454263.39 1522702.55 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 94045115.81 94045115.81 0.0035 N 94045115.81 94045115.81 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.239999% 087753263 Certificate of Deposit N First Tier Security N/A N/A 2013-03-18 2013-03-18 N N N 100000000.00 99970011.99 0.0037 N 99976000.00 99976000.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd. 0.239999% 087893553 Certificate of Deposit N First Tier Security N/A N/A 2013-03-22 2013-03-22 N N N 75000000.00 74975509.63 0.0028 N 74980500.00 74980500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ, Ltd. 0.239999% 088545842 Certificate of Deposit N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 90000000.00 89964014.40 0.0034 N 89964900.00 89964900.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.310000% 05572WYN0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 420000000.00 420000000.00 0.0157 N 420058800.00 420058800.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.230000% 598627827791571BN 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 5386758.00 4551945.00 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 10557135.00 10310122.00 FANNIE MAE 2038-01-01 6.000000 Government Agency Debt 80893265.00 17184948.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 23096090.00 17709968.00 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 17939683.00 17459269.00 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 16582038.00 17478998.00 FREDDIE MAC 2035-12-01 5.000000 Government Agency Debt 86824086.00 17304751.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 Y BNP Paribas Securities Corp. N/A N/A N N 100000000.00 100000000.00 0.0037 N 100000000.00 100000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.560000% 625297077791572BN 0001197610 Other Repurchase Agreement N ALLY FINANCIAL INC 2014-12-01 6.750000 Other Note 150000.00 163688.00 ALLY FINANCIAL INC 2015-06-26 4.625000 Other Note 1183783.00 1250000.00 ARCELORMITTAL 2018-06-01 6.125000 Other Note 1000000.00 1082798.00 AVIS BUDGET CAR/FINANCE 2017-11-15 4.875000 Other Note 400000.00 408500.00 BBVA INTL PREF UNIPERSON 2017-04-18 5.918999 Other Note 17823.00 15630.00 BERRY PLASTICS CORP 2021-01-15 9.750000 Other Note 1000000.00 1179333.00 CHS/COMMUNITY HEALTH SYS 2020-07-15 7.125000 Other Note 736000.00 802731.00 CLEAR CHANNEL WORLDWIDE 2020-03-15 7.625000 Other Note 23000.00 24208.00 CONSTELLATION BRANDS INC 2017-05-15 7.250000 Other Note 349819.00 410270.00 CONSTELLATION BRANDS INC 2022-05-01 6.000000 Other Note 39000.00 44460.00 CONTINENTAL RESOURCES 2022-09-15 5.000000 Other Note 500000.00 533750.00 CROWN AMER/CAP CORP IV 2023-01-15 4.500000 Other Note 500000.00 497625.00 CSC HOLDINGS LLC 2021-11-15 6.750000 Other Note 2000.00 2284.00 DAVITA HEALTHCARE PARTNE 2018-11-01 6.375000 Other Note 500000.00 544219.00 DAVITA HEALTHCARE PARTNE 2020-11-01 6.625000 Other Note 90000.00 99998.00 DISH DBS CORP 2019-09-01 7.875000 Other Note 1029601.00 1250000.00 FIRST DATA CORPORATION 2015-09-24 9.875000 Other Note 250000.00 264235.00 FIRST DATA CORPORATION 2015-09-24 10.550000 Other Note 500000.00 532730.00 FORD MOTOR CREDIT CO LLC 2015-05-15 2.750000 Other Note 39000.00 39861.00 FOREST OIL CORPORATION 2020-09-15 7.500000 Other Note 500000.00 549167.00 FRONTIER COMMUNICATIONS 2017-04-15 8.250000 Other Note 188613.00 223373.00 FRONTIER COMMUNICATIONS 2020-04-15 8.500000 Other Note 325000.00 385134.00 FRONTIER COMMUNICATIONS 2022-04-15 8.750000 Other Note 109356.00 129944.00 FRONTIER COMMUNICATIONS 2023-01-15 7.125000 Other Note 50000.00 53625.00 GOODYEAR TIRE & RUBBER 2020-08-15 8.250000 Other Note 1000000.00 1140542.00 HCA INC 2020-02-15 6.500000 Other Note 450000.00 523687.00 HCA INC 2023-12-15 7.500000 Other Note 105000.00 111256.00 HEALTH MANAGEMENT ASSOC 2020-01-15 7.375000 Other Note 59456.00 65596.00 HOLOGIC INC 2020-08-01 6.250000 Other Note 20000.00 21475.00 HOST HOTELS & RESORTS LP 2023-03-01 4.750000 Other Note 128000.00 138265.00 INTL LEASE FINANCE CORP 2013-11-15 6.625000 Other Note 654993.00 689535.00 LAFARGE SA 2015-07-09 6.200000 Other Note 5000.00 5406.00 LEVEL 3 FINANCING INC 2018-02-01 10.000000 Other Note 312000.00 362700.00 LODESTONE RE LTD 2013-05-17 8.310841 Other Note 840000.00 863629.00 MARKWEST ENERGY PART/FIN 2023-07-15 4.500000 Other Note 500000.00 501313.00 METROPCS WIRELESS INC 2020-11-15 6.625000 Other Note 335000.00 360623.00 MGM RESORTS INTL 2015-07-15 6.625000 Other Note 15000.00 16319.00 MGM RESORTS INTL 2020-10-01 6.750000 Other Note 402093.00 435668.00 MGM RESORTS INTL 2021-12-15 6.625000 Other Note 425000.00 441469.00 NRG ENERGY INC 2023-03-15 6.625000 Other Note 498620.00 550163.00 PLAINS EXPLORATION & PRO 2022-02-01 6.750000 Other Note 205000.00 234020.00 PVH CORP 2022-12-15 4.500000 Other Note 1000000.00 1000000.00 REGIONS BANK 2018-05-15 7.500000 Other Note 100000.00 123433.00 REYNOLDS GRP ISS/REYNOLD 2019-08-15 7.875000 Other Note 1000.00 1146.00 REYNOLDS GRP ISS/REYNOLD 2019-08-15 9.875000 Other Note 83000.00 91611.00 ROCKWOOD SPECIALTIES GRO 2020-10-15 4.625000 Other Note 1000000.00 1043688.00 ROYAL BK SCOTLND GRP PLC 2013-11-12 5.000000 Other Note 700000.00 718181.00 ROYAL BK SCOTLND GRP PLC 2031-09-30 7.647999 Other Note 37109.00 40011.00 SALLY HOLDINGS/SALLY CAP 2022-06-01 5.750000 Other Note 1000000.00 1074319.00 SBA TELECOMMUNICATIONS 2020-07-15 5.750000 Other Note 1000000.00 1062875.00 SEARS ROEBUCK ACCEPTANCE 2032-06-01 7.000000 Other Note 999999.00 613436.00 SESI LLC 2021-12-15 7.125000 Other Note 1000000.00 1126604.00 SPRINT NEXTEL CORP 2018-11-15 9.000000 Other Note 800000.00 1008400.00 SPRINT NEXTEL CORP 2022-11-15 6.000000 Other Note 1000000.00 1025333.00 STANCORP FINANCIAL GROUP 2067-06-01 6.900000 Other Note 800701.00 841737.00 TENET HEALTHCARE CORP 2018-11-01 6.250000 Other Note 7000.00 7827.00 VANGUARD HLT HDG LLC/INC 2019-02-01 7.750000 Other Note 317000.00 348304.00 VIRGIN MEDIA FINANCE PLC 2022-02-15 4.875000 Other Note 38000.00 38764.00 VIRGIN MEDIA FINANCE PLC 2022-02-15 5.250000 Other Note 179000.00 190717.00 WINDSTREAM CORP 2017-11-01 7.875000 Other Note 103000.00 120220.00 WMG ACQUISITION CORP 2021-01-15 6.000000 Other Note 135000.00 146138.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 25000000.00 25000000.00 0.0009 N 25000000.00 25000000.00 BNP Paribas Securities Corp. Joint Account I 0.130000% 62529904779157BNP 0001197610 Government Agency Repurchase Agreement N TREASURY BILL 2013-07-05 0.00 Treasury Debt 2740478.63 2739409.85 US TREASURY N/B 2013-02-28 2.750000 Treasury Debt 2887567.52 2926994.15 US TREASURY N/B 2014-11-30 0.250000 Treasury Debt 3304589.74 3305336.00 US TREASURY N/B 2015-03-15 0.375000 Treasury Debt 1719892.31 1725171.62 US TREASURY N/B 2015-05-31 2.125000 Treasury Debt 755170.94 789349.60 US TREASURY N/B 2015-06-15 0.375000 Treasury Debt 3398017.09 3402849.76 US TREASURY N/B 2019-05-15 3.125000 Treasury Debt 2491914.53 2802447.20 US TREASURY N/B 2019-05-31 1.125000 Treasury Debt 3245076.92 3231519.68 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 20512820.51 20512820.51 0.0008 N 20512820.51 20512820.51 BNYMellon Investments BNYMellon Investments 0.160000% 62529436779157BNY 0001497973 Government Agency Repurchase Agreement N US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 183800000.00 209394604.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 202000000.00 202000000.00 0.0075 N 202000000.00 202000000.00 California Deutsche Bank Spears/Lifers Trust California Deutsche Bank Spears/Lifers Trust, Series-DBE 0.169998% 25155DZH7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 30000000.00 30000000.00 0.0011 N 30000000.00 30000000.00 City of Durham, NC City of Durham, NC 0.289999% 2667772T7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Bank of America, N.A. N/A N/A N N 3810000.00 3810000.00 0.0001 N 3810000.00 3810000.00 City of Portland, ME City of Portland, ME 0.239998% 7365594Y8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 40000000.00 40000000.00 0.0015 N 40000000.00 40000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.361501% 20272ADR4 Other Note N First Tier Security N/A N/A 2013-02-25 2013-11-18 N N N 72000000.00 72000000.00 0.0027 N 71994960.00 71994960.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.360500% 20272ADV5 Other Note N First Tier Security N/A N/A 2013-03-03 2013-11-27 N N N 50000000.00 49999669.59 0.0019 N 49996500.00 49996500.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority Series D 0.120001% 207748JW5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y FEDERAL HOME LOAN BANK OF BOSTON N/A N/A N N 17934000.00 17934000.00 0.0007 N 17934000.00 17934000.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority 0.230000% 20774WE49 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Bank of America, N.A. N/A N/A N N 19680000.00 19680000.00 0.0007 N 19680000.00 19680000.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority 0.169999% 20774WK59 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Barclays Bank PLC N/A N/A N N 72485000.00 72485000.00 0.0027 N 72485000.00 72485000.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority, Series E 0.129998% 20774WSX0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Bank of America, N.A. N/A N/A N N 63545000.00 63545000.00 0.0024 N 63545000.00 63545000.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA/NY 0.421498% 74977M7H2 Other Note N First Tier Security N/A N/A 2013-02-28 2013-05-29 N N N 350000000.00 350000000.00 0.0131 N 350217000.00 350217000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.190000% 62226706779157CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2037-07-01 5.000000 Government Agency Debt 65757993.00 68134211.00 FANNIE MAE 2040-03-01 5.500000 Government Agency Debt 100811428.00 67812340.00 FANNIE MAE 2040-04-01 5.000000 Government Agency Debt 76698203.00 46904647.00 FANNIE MAE 2042-10-01 4.000000 Government Agency Debt 63100000.00 67782052.00 FREDDIE MAC 2040-08-01 4.500000 Government Agency Debt 110091508.00 68191386.00 FREDDIE MAC 2041-08-01 4.000000 Government Agency Debt 20590642.00 15925363.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Credit Agricole Corporate and Investment Bank N/A N/A N N 325000000.00 325000000.00 0.0121 N 325000000.00 325000000.00 Credit Agricole Corporate and Investment Bank Joint Account III 0.160000% 62529910779157CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2026-06-01 3.500000 Government Agency Debt 23080840.61 23084065.99 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 22489520.00 20815682.97 FANNIE MAE 2026-10-01 3.500000 Government Agency Debt 22171166.07 20350231.99 FANNIE MAE 2026-11-01 3.500000 Government Agency Debt 22919197.31 23150337.78 FANNIE MAE 2027-02-01 3.000000 Government Agency Debt 23273738.35 21624011.59 FANNIE MAE 2027-02-01 3.500000 Government Agency Debt 22754026.96 23094828.01 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt 22419157.98 23273537.24 FANNIE MAE 2031-01-01 4.500000 Government Agency Debt 37735518.44 20947109.21 FANNIE MAE 2038-01-01 5.000000 Government Agency Debt 24228484.01 21577190.14 FANNIE MAE 2039-01-01 5.500000 Government Agency Debt 60638098.34 22920619.56 FANNIE MAE 2039-04-01 5.500000 Government Agency Debt 52379429.55 20861982.83 FANNIE MAE 2039-10-01 5.000000 Government Agency Debt 30745518.63 21211455.92 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 34181782.48 23165623.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 34269772.17 20141217.80 FANNIE MAE 2041-01-01 5.000000 Government Agency Debt 58286484.30 21558242.22 FANNIE MAE 2041-12-01 4.000000 Government Agency Debt 21164839.21 20995187.97 FANNIE MAE 2042-01-01 3.500000 Government Agency Debt 34981308.48 21586225.35 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 22483821.59 21704011.43 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 22494301.11 21165305.82 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 13925324.32 13401855.82 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 20492811.98 20475239.65 FANNIE MAE 2042-03-01 4.000000 Government Agency Debt 19776113.68 20542804.55 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 19559677.53 20291920.04 FANNIE MAE 2042-06-01 3.500000 Government Agency Debt 20570675.55 21572688.28 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 5045632.96 5244624.82 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 18898782.71 19425448.02 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 20461888.50 21159428.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 11447267.71 11857419.80 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt 19247478.13 21292995.93 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 20926440.26 21626128.69 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 19966501.51 20646314.95 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 19819145.11 20499376.69 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 19502499.19 20171815.38 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 20476346.49 20963540.34 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 19610329.87 20298299.55 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 17727956.47 18349853.31 FREDDIE MAC 2027-07-01 3.500000 Government Agency Debt 787422.03 811476.60 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 22287451.05 21441349.21 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 20597467.92 21220721.90 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 21575573.65 21218959.28 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 20463403.35 20823956.77 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 19662317.65 20884504.10 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 21446151.30 22922588.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-05-20 3.000000 Government Agency Debt 8157599.94 8180917.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 6.000000 Government Agency Debt 6175960.48 6972764.23 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 850023162.13 850023162.13 0.0317 N 850023162.13 850023162.13 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.283701% 22550DC23 Other Note N First Tier Security N/A N/A 2013-02-25 2013-05-01 Y CREDIT SUISSE AG N/A N/A N N 550000000.00 550000000.00 0.0205 N 549978000.00 549978000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.703699% 570391827791571CS 0000029646 Other Repurchase Agreement N AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-05-08 3.290000 Other Note 14005000.00 14323160.00 BANC OF AMERICA COMMERCIAL MORTGAGE INC. 2042-11-10 5.196385 Other Note 11000000.00 11801987.00 BANC OF AMERICA COMMERCIAL MORTGAGE INC. 2045-05-10 5.767108 Other Note 3160000.00 975827.00 BAYVIEW COMMERCIAL ASSET TRUST 2036-01-25 0.503700 Other Note 16000000.00 4798325.00 BAYVIEW COMMERCIAL ASSET TRUST 2036-10-25 0.453699 Other Note 6249147.00 2093046.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-01-25 0.483700 Other Note 15000000.00 5139333.00 BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2034-05-25 3.062495 Other Note 25278500.00 4658714.00 BEAR STEARNS ALT-A TRUST 2034-07-25 1.028699 Other Note 15000000.00 1243713.00 BUSINESS LOAN EXPRESS 2038-09-25 0.493700 Other Note 16567000.00 2021681.00 CBA COMMERCIAL SMALL BALANCE COMMERCIAL MORTGAGE 2036-12-25 0.583700 Other Note 8174960.00 1268633.00 COMM MORTGAGE TRUST 2017-11-15 0.885700 Other Note 11377000.00 2619451.00 COMM MORTGAGE TRUST 2017-11-15 1.255700 Other Note 22625000.00 4907285.00 COMM MORTGAGE TRUST 2020-12-15 0.855700 Other Note 3000000.00 2289084.00 COMMERCIAL MORTGAGE LOAN TRUST 2049-12-10 6.006396 Other Note 3000000.00 3285381.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2035-07-25 0.643700 Other Note 2960000.00 2277896.00 CP DNB 03/04/13 2013-03-04 0.00 Other Commercial Paper 1690000.00 1689780.00 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2021-10-15 1.725700 Other Note 4000000.00 3580832.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2038-02-15 5.014000 Other Note 30000000.00 32283397.00 GSR MORTGAGE LOAN TRUST 2034-06-25 2.559600 Other Note 75000000.00 14224571.00 HOME EQUITY MORTGAGE TRUST 2036-02-25 0.553699 Other Note 5842000.00 1698234.00 IMPAC SECURED ASSETS CORP. 2035-02-25 0.743700 Other Note 10500000.00 5685320.00 JP MORGAN MORTGAGE TRUST 2035-07-25 2.583724 Other Note 7425000.00 7151567.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 6.213573 Other Note 8050000.00 7911041.00 MORGAN STANLEY REREMIC TRUST 2047-01-26 0.449259 Other Note 7622903.00 1269154.00 RESIDENTIAL ACCREDIT LOANS, INC. 2035-01-25 0.503700 Other Note 64495700.00 8224597.00 TIAA SEASONED COMMERCIAL MORTGAGE TRUST 2039-08-15 5.552963 Other Note 18302000.00 20008715.00 UBS COMMERCIAL MORTGAGE TRUST 2024-07-15 0.780699 Other Note 49409000.00 44647232.00 UBS COMMERCIAL MORTGAGE TRUST 2024-07-15 0.780699 Other Note 16790000.00 14500272.00 UBS COMMERCIAL MORTGAGE TRUST 2024-07-15 0.780699 Other Note 7700000.00 6803916.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2042-07-25 2.250000 Other Note 292685000.00 4380734.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-07-25 0.523700 Other Note 10000000.00 1316320.00 First Tier Security N/A N/A 2013-02-04 2013-03-06 N N N 200000000.00 200000000.00 0.0075 Y 200000000.00 200000000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.250000% 604705577791572CS 0000029646 Government Agency Repurchase Agreement N FREDDIE MAC 2025-09-01 5.500000 Government Agency Debt 127093892.00 41819659.00 FREDDIE MAC 2035-09-01 5.000000 Government Agency Debt 119314215.00 28548174.00 FREDDIE MAC 2038-09-01 6.000000 Government Agency Debt 113634690.00 35115586.00 FREDDIE MAC 2041-08-01 4.000000 Government Agency Debt 97960000.00 69809950.00 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 45867730.00 49106863.00 First Tier Security N/A N/A 2013-02-14 2013-02-14 N N N 220000000.00 220000000.00 0.0082 N 220004400.00 220004400.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.260000% 608934257791573CS 0000029646 Government Agency Repurchase Agreement N FREDDIE MAC 2023-12-01 5.500000 Government Agency Debt 52538755.00 18152284.00 FREDDIE MAC 2025-07-01 4.000000 Government Agency Debt 48123611.00 25324345.00 FREDDIE MAC 2026-02-01 3.500000 Government Agency Debt 48637766.00 40925464.00 FREDDIE MAC 2026-11-01 3.000000 Government Agency Debt 50000000.00 39904252.00 FREDDIE MAC 2027-03-01 3.000000 Government Agency Debt 38661247.00 35472444.00 FREDDIE MAC 2027-08-01 2.500000 Government Agency Debt 51300000.00 51256097.00 FREDDIE MAC 2036-12-01 5.000000 Government Agency Debt 55000000.00 17844756.00 FREDDIE MAC 2038-02-01 5.000000 Government Agency Debt 48000000.00 8166945.00 FREDDIE MAC 2040-04-01 5.000000 Government Agency Debt 50000000.00 29893649.00 FREDDIE MAC 2042-01-01 4.000000 Government Agency Debt 44941531.00 44490008.00 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt 46718503.00 47246922.00 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 46490000.00 49324072.00 First Tier Security N/A N/A 2013-03-04 2013-03-04 N N N 400000000.00 400000000.00 0.0149 Y 400024000.00 400024000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.239999% 614518287791574Cs 0000029646 Government Agency Repurchase Agreement N FREDDIE MAC 2024-08-01 5.500000 Government Agency Debt 35045000.00 12335468.00 FREDDIE MAC 2025-11-01 4.500000 Government Agency Debt 83080523.00 55983652.00 FREDDIE MAC 2026-08-01 4.000000 Government Agency Debt 83844063.00 66878525.00 FREDDIE MAC 2027-08-01 2.500000 Government Agency Debt 87794000.00 86844914.00 FREDDIE MAC 2034-11-01 4.500000 Government Agency Debt 85877197.00 24381562.00 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 7999043.00 8576036.00 First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 250000000.00 250000000.00 0.0093 N 250022500.00 250022500.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.220000% 616521357791575CS 0000029646 Government Agency Repurchase Agreement N FREDDIE MAC 2032-06-01 3.500000 Government Agency Debt 33932429.00 32204686.00 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt 82000000.00 86406428.00 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 78767428.00 81761528.00 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 74740000.00 80131198.00 First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 275000000.00 275000000.00 0.0103 N 275016500.00 275016500.00 Deutsche Bank AG/New York NY Deutsche Bank AG/New York NY 0.708001% 25153DBL6 Other Note N First Tier Security N/A N/A 2013-03-15 2013-03-15 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 398000000.00 398000000.00 0.0149 N 398111440.00 398111440.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.239999% 610962607791572DE 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 1083239.00 807185.00 FANNIE MAE 2026-07-01 3.500000 Government Agency Debt 3347285.00 2828406.00 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 52485105.00 52525843.00 FANNIE MAE 2033-01-01 3.000000 Government Agency Debt 40103992.00 41577689.00 FANNIE MAE 2037-11-01 6.000000 Government Agency Debt 19375634.00 3554972.00 FANNIE MAE 2038-10-01 5.500000 Government Agency Debt 66812217.00 30987723.00 FANNIE MAE 2040-08-01 5.000000 Government Agency Debt 482652.00 345764.00 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 87999.00 56452.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1870993.00 920085.00 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 44439429.00 45671390.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 4138942.00 4301949.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 54059.00 56298.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 1114.00 1198.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 130698.00 140154.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 5.000000 Government Agency Debt 102601342.00 34584890.00 First Tier Security N/A N/A 2013-03-18 2013-03-18 N N N 212000000.00 212000000.00 0.0079 Y 212012720.00 212012720.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.250000% 613444157791573DE 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2024-07-01 4.500000 Government Agency Debt 900000.00 240228.00 FANNIE MAE 2026-07-01 3.500000 Government Agency Debt 2253732.00 1904370.00 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 71114.00 65650.00 FANNIE MAE 2032-04-01 3.500000 Government Agency Debt 5186209.00 5401876.00 FANNIE MAE 2036-08-01 6.000000 Government Agency Debt 24715651.00 4522763.00 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 9469124.00 1442441.00 FANNIE MAE 2037-08-01 7.000000 Government Agency Debt 14995910.00 3594481.00 FANNIE MAE 2037-11-01 7.000000 Government Agency Debt 34752006.00 4290014.00 FANNIE MAE 2038-01-01 5.500000 Government Agency Debt 70422978.00 12516349.00 FANNIE MAE 2038-10-01 7.000000 Government Agency Debt 13918959.00 4728018.00 FANNIE MAE 2038-10-01 7.000000 Government Agency Debt 25458853.00 3124049.00 FANNIE MAE 2038-11-01 7.000000 Government Agency Debt 11711683.00 2879596.00 FANNIE MAE 2038-11-01 7.000000 Government Agency Debt 6052547.00 1108749.00 FANNIE MAE 2039-02-01 7.000000 Government Agency Debt 4860644.00 1109558.00 FANNIE MAE 2040-02-01 4.500000 Government Agency Debt 8015185.00 4512392.00 FANNIE MAE 2040-04-01 4.500000 Government Agency Debt 6637281.00 4590361.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 8695000.00 4700567.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 1882496.00 1074855.00 FANNIE MAE 2040-08-01 5.000000 Government Agency Debt 1063832.00 762112.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 1478071.00 1002402.00 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 24044.00 15425.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 236584.00 116343.00 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 5165072.00 4594506.00 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 8526030.00 5146049.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 123875.00 104573.00 FANNIE MAE 2041-10-01 5.000000 Government Agency Debt 10322572.00 8997961.00 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 5656967.00 5398480.00 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 4436261.00 4702893.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 4367561.00 4675206.00 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 959240.00 1011069.00 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 5160846.00 5416953.00 FANNIE MAE 2042-09-01 4.500000 Government Agency Debt 3106411.00 3463611.00 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 204223.00 210162.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 6592788.00 6865895.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 75796.00 81280.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-04-15 5.000000 Government Agency Debt 1062683.00 118313.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-08-15 4.000000 Government Agency Debt 90047.00 44866.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-04-15 3.500000 Government Agency Debt 9275670.00 6545864.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-12-20 3.500000 Government Agency Debt 10698174.00 9448854.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-03-20 3.500000 Government Agency Debt 6766321.00 6417277.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-06-20 3.000000 Government Agency Debt 14948026.00 15028952.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-11-15 7.000000 Government Agency Debt 42570066.00 5869889.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 7.000000 Government Agency Debt 25615570.00 5992603.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 13963799.00 6819339.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-15 5.000000 Government Agency Debt 7183656.00 5577886.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 5.000000 Government Agency Debt 38390752.00 19735351.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-15 5.000000 Government Agency Debt 28921970.00 16883721.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-15 5.000000 Government Agency Debt 10515177.00 5992632.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 5.000000 Government Agency Debt 9158138.00 5965779.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 5.000000 Government Agency Debt 6491100.00 5547686.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-20 4.000000 Government Agency Debt 20000000.00 16721174.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-20 3.500000 Government Agency Debt 35041677.00 19356958.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-12-20 6.000000 Government Agency Debt 13085718.00 6498267.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-15 2.500000 Government Agency Debt 7196326.00 7238780.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 4.000000 Government Agency Debt 2794599.00 3074577.00 First Tier Security N/A N/A 2013-04-03 2013-04-03 N N N 275000000.00 275000000.00 0.0103 Y 275027500.00 275027500.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.280000% 625295097791574DE 0001074042 Other Repurchase Agreement N AFFYMETRIX INC 2019-07-01 4.000000 Other Note 6887000.00 6195430.00 AKORN INC 2016-06-01 3.500000 Other Note 1603000.00 2558121.00 ALEXANDRIA REAL ESTATE E 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 17810.00 ALEXCO RESOURCE CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 31507.00 ALLIANCE ONE INTL INC 2014-07-15 5.500000 Other Note 3482000.00 3460044.00 AMBASSADORS GROUP INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 68241.00 AMERICAN EQUITY INVESTME 2015-09-15 3.500000 Other Note 1484000.00 1837522.00 ANIXTER INTL INC 2013-02-15 1.000000 Other Note 1025000.00 1233445.00 ANNALY CAPITAL MGMT 2015-02-15 4.000000 Other Note 988000.00 1203211.00 ANNALY CAPITAL MGMT 2015-05-15 5.000000 Other Note 474000.00 490559.00 ARC DOCUMENT SOLUTIONS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 89424.00 ARCHER DANIELS 2014-02-15 0.875000 Other Note 118000.00 118845.00 ARES CAPITAL CORP 2016-02-01 5.750000 Other Note 2753000.00 3043799.00 AVIAT NETWORKS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 120967.00 BGC PARTNERS INC CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1548246.00 BIOMARIN PHARMACEUTICAL 2013-03-29 2.500000 Other Note 4796000.00 15864459.00 BIOMARIN PHARMACEUTICAL 2017-04-23 1.875000 Other Note 2077000.00 5626290.00 BIOMED REALTY LP 2030-01-15 3.750000 Other Note 6339000.00 7637206.00 BOSTON PROPERTIES LP 2014-02-15 3.625000 Other Note 305000.00 325159.00 BPZ RESOURCES INC 2015-03-01 6.500000 Other Note 185000.00 165729.00 CACI INTERNATIONAL INC 2014-05-01 2.125000 Other Note 324000.00 364601.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 3404000.00 6425067.00 CALLAWAY GOLF CO 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 4138200.00 CAREER EDUCATION CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 352188.00 CBIZ INC 2015-10-01 4.875000 Other Note 13000000.00 13755690.00 CEMEX SAB DE CV 2016-03-15 3.250000 Other Note 20256000.00 24682499.00 CENVEO CORP 2017-05-15 7.000000 Other Note 1684000.00 1532066.00 CERAGON NETWORKS LTD ORD 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 77818.00 CERES INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 55937.00 CHART INDUSTRIES INC 2018-08-01 2.000000 Other Note 2385000.00 2935053.00 CIENA CORP 2013-05-01 0.250000 Other Note 13500000.00 13339687.00 CIENA CORP 2015-03-15 4.000000 Other Note 5109000.00 5662004.00 CNO FINANCIAL GROUP INC 2016-12-30 7.000000 Other Note 1500000.00 2875917.00 CNO FINANCIAL GROUP INC 2016-12-30 7.000000 Other Note 1000000.00 1917278.00 COBALT INTL ENERGY INC 2019-12-01 2.625000 Other Note 136100.00 139758.00 COINSTAR INC 2014-09-01 4.000000 Other Note 141000.00 196314.00 CONCUR TECHNOLOGIES INC 2015-04-15 2.500000 Other Note 2530000.00 3753536.00 CONVERGYS CORP 2029-09-15 5.750000 Other Note 1480000.00 2493581.00 DHT HOLDINGS INC SHS NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 750569.00 DIGITAL REALTY TRUST INC 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 11819255.00 DRYSHIPS INCSHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 15012510.00 DST SYSTEMS INC 2023-08-15 0.00 Other Note 1231000.00 1696478.00 EAST WEST BANCORP INC 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 1550000.00 ELECTRONIC ARTS INC 2016-07-15 0.750000 Other Note 10000000.00 9403333.00 ENZON PHARMACEUTICALS 2013-06-01 4.000000 Other Note 6587000.00 6659764.00 EQUINIX INC 2014-10-15 3.000000 Other Note 154000.00 311382.00 EQUINIX INC 2016-06-15 4.750000 Other Note 730000.00 1921593.00 ETFS PALLADIUM TR SH BEN I 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5908915.00 EXCEL MARITIME CARRIERS 2027-10-15 1.875000 Other Note 900000.00 130969.00 EXTERRAN HOLDINGS INC 2014-06-15 4.250000 Other Note 1213000.00 1440208.00 FINISAR CORP 2029-10-15 5.000000 Other Note 4002000.00 6809812.00 FLOW INTL CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 729974.00 FUELCELL ENERGY INC 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 1250000.00 GILEAD SCIENCES INC 2016-05-01 1.625000 Other Note 904000.00 1638782.00 GOOGLE INC CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 23515727.00 GRIFFON CORPORATION 2017-01-15 4.000000 Other Note 10000000.00 10905278.00 GROUP 1 AUTOMOTIVE INC 2036-06-15 2.250000 Other Note 135000.00 164836.00 HAWAIIAN HOLDINGS INC 2016-03-15 5.000000 Other Note 8625000.00 9256944.00 HEALTH CARE REIT INC 2029-12-01 3.000000 Other Note 12863000.00 15990381.00 HEARTWARE INTERNATIONAL 2017-12-15 3.500000 Other Note 500000.00 603801.00 HERTZ GLOBAL HOLDINGS IN 2014-06-01 5.250000 Other Note 11683000.00 26367129.00 HOLOGIC INC 2037-12-15 2.000000 Other Note 3892000.00 3897081.00 HOST HOTELS & RESORTS LP 2024-04-15 3.250000 Other Note 65000.00 77038.00 HOST HOTELS & RESORTS LP 2029-10-15 2.500000 Other Note 839000.00 1140923.00 HUTCHINSON TECHNOLOGY 2026-01-15 3.250000 Other Note 1189000.00 1208214.00 ILLUMINA INC 2016-03-15 0.250000 Other Note 2567000.00 2465153.00 INTERMUNE INC 2017-12-15 2.500000 Other Note 9900000.00 10705112.00 INTEROIL CORP 2015-11-15 2.750000 Other Note 7000000.00 6248799.00 INTL GAME TECHNOLOGY 2014-05-01 3.250000 Other Note 9543000.00 10079841.00 INVACARE CORP 2027-02-01 4.125000 Other Note 6116000.00 6268931.00 ISHARES INC MSCI BRA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 14142500.00 JAGUAR MINING INC 2014-11-01 4.500000 Other Note 3300000.00 1685079.00 KAMAN CORP 2017-11-15 3.250000 Other Note 6300000.00 7973350.00 LAB CORP OF AMER HLDGS 2021-09-11 0.00 Other Note 814000.00 977818.00 LDK SOLAR CO LTD 2013-04-15 4.750000 Other Note 5760000.00 4965789.00 LEXINGTON REALTY TRUST 2030-01-15 6.000000 Other Note 1065000.00 1742784.00 MASTEC INC 2014-06-15 4.000000 Other Note 560000.00 1021715.00 MEDTRONIC INC 2013-04-15 1.625000 Other Note 711000.00 717068.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 616000.00 807093.00 NUANCE COMMUNICATIONS 2027-08-15 2.750000 Other Note 2094000.00 2904505.00 POWERSHARES INDIA ETF TR INDIA PO 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 15672000.00 PRICELINE.COM INC 2015-03-15 1.250000 Other Note 969000.00 2238731.00 PROLOGIS LP 2038-05-15 2.625000 Other Note 1483000.00 1500487.00 QUANTUM CORP 2015-11-15 3.500000 Other Note 7300000.00 6742564.00 RF MICRO DEVICES INC 2014-04-15 1.000000 Other Note 25000.00 25058.00 ROYAL GOLD INC 2019-06-15 2.875000 Other Note 5896000.00 6492520.00 RTI BIOLOGICS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 380626.00 RTI INTERNATIONAL METALS 2015-12-01 3.000000 Other Note 32000.00 35060.00 SALESFORCE.COM INC 2015-01-15 0.750000 Other Note 1883000.00 3856070.00 SANDISK CORP 2013-05-15 1.000000 Other Note 971000.00 971836.00 SANDRIDGE ENERGY INC 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 227588.00 SPDR S&P 500 ETF TR TR UNIT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 30014000.00 TERADYNE INC 2014-03-15 4.500000 Other Note 3800000.00 11386244.00 UNIVERSAL CORP 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 21600000.00 VIRGIN MEDIA INC 2016-11-15 6.500000 Other Note 22526000.00 49598923.00 VONAGE HLDGS CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 628331.00 WESTERN REFINING INC 2014-06-15 5.750000 Other Note 571000.00 1915977.00 WRIGHT MEDICAL GROUP INC 2017-08-15 2.000000 Other Note 12317000.00 13269747.00 XM SATELLITE RADIO INC 2014-12-01 7.000000 Other Note 4247000.00 7824234.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 496000000.00 496000000.00 0.0185 N 496000000.00 496000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.510000% 625295287791575DE 0001074042 Other Repurchase Agreement N ANNALY CAPITAL MGMT 2015-05-15 5.000000 Other Note 551000.00 570249.00 ARES CAPITAL CORP 2016-02-01 5.750000 Other Note 8775000.00 9701903.00 ATLAS ENERGY LP COM UNIT 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 10001567.00 BIOMARIN PHARMACEUTICAL 2013-03-29 2.500000 Other Note 2880000.00 9526614.00 BLACKSTONE GROUP L PCOM UNIT 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9377366.00 CEMEX SAB DE CV 2016-03-15 3.250000 Other Note 8027000.00 9781122.00 CONCUR TECHNOLOGIES INC 2015-04-15 2.500000 Other Note 4834000.00 7171776.00 DRYSHIPS INCSHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9566513.00 ETFS PALLADIUM TR SH BEN I 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 9837646.00 INTEROIL CORP 2015-11-15 2.750000 Other Note 1000.00 893.00 JAGUAR MINING INC 2014-11-01 4.500000 Other Note 1385000.00 707223.00 KKR & CO L P DELCOM UNIT 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9797852.00 NEXEN INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9648769.00 SILVER WHEATON CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9962079.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 97000000.00 97000000.00 0.0036 N 97000000.00 97000000.00 Deutsche Bank Securities, Inc. Joint Account I 0.149999% 62529904779157DEU 0001074042 Government Agency Repurchase Agreement N US TREASURY N/B 2015-07-15 0.250000 Treasury Debt 3127786.32 3120562.70 US TREASURY N/B 2017-11-30 0.625000 Treasury Debt 3714955.56 3679438.94 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 6666666.68 6666666.68 0.0002 N 6666666.68 6666666.68 Deutsche Bank Securities, Inc. Joint Account III 0.170000% 62529910779157DEU 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2038-11-01 4.500000 Government Agency Debt 66165807.64 18242072.54 FANNIE MAE 2039-06-01 4.500000 Government Agency Debt 28526741.87 11672124.88 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 86542625.82 62322102.37 US TREASURY N/B 2015-01-31 0.250000 Treasury Debt 289.37 289.38 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 90427995.97 90427995.97 0.0034 N 90427995.97 90427995.97 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.170000% 625365127791571DE 0001074042 Government Agency Repurchase Agreement N US TREASURY N/B 2020-01-31 1.375000 Treasury Debt 134505200.00 134232020.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 131600000.00 131600000.00 0.0049 Y 131600000.00 131600000.00 DNB Bank ASA DNB Bank ASA 0.170000% 62512086 0001498632 Other Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 800000000.00 800000000.00 0.0299 N 800000000.00 800000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.147999% 313374PX2 Government Agency Debt N First Tier Security N/A N/A 2013-02-08 2013-07-08 N N N 15000000.00 14996732.01 0.0006 N 15000240.00 15000240.00 Federal Home Loan Bank Federal Home Loan Bank 0.146001% 313374T26 Government Agency Debt N First Tier Security N/A N/A 2013-02-15 2013-07-15 N N N 30000000.00 29993172.76 0.0011 N 30000300.00 30000300.00 Federal Home Loan Bank Federal Home Loan Bank 0.349999% 313376HU2 Government Agency Debt N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 36200000.00 36212266.53 0.0014 N 36227222.40 36227222.40 Federal Home Loan Bank Federal Home Loan Bank 0.419999% 313376LB9 Government Agency Debt N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 65400000.00 65441576.10 0.0024 N 65489009.40 65489009.40 Federal Home Loan Bank Federal Home Loan Bank 0.349999% 313376NB7 Government Agency Debt N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 45270000.00 45286918.79 0.0017 N 45331567.20 45331567.20 Federal Home Loan Bank Federal Home Loan Bank 0.220000% 313376UV5 Government Agency Debt N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 197900000.00 197855334.87 0.0074 N 197973223.00 197973223.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313378HR5 Government Agency Debt N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 29770000.00 29767536.26 0.0011 N 29769612.99 29769612.99 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379AC3 Government Agency Debt N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 74000000.00 73996997.38 0.0028 N 74023236.00 74023236.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313379FQ7 Government Agency Debt N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 58600000.00 58592765.32 0.0022 N 58612306.00 58612306.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379FX2 Government Agency Debt N First Tier Security N/A N/A 2013-05-23 2013-05-23 N N N 35600000.00 35597480.83 0.0013 N 35609968.00 35609968.00 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313379GW3 Government Agency Debt N First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 60300000.00 60290386.69 0.0023 N 60311457.00 60311457.00 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313379H51 Government Agency Debt N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 10000000.00 10000000.00 0.0004 N 10000900.00 10000900.00 Federal Home Loan Bank Federal Home Loan Bank 0.289999% 313379HH5 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 48200000.00 48200000.00 0.0018 N 48205302.00 48205302.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379JR1 Government Agency Debt N First Tier Security N/A N/A 2013-05-24 2013-05-24 N N N 2990000.00 2989740.14 0.0001 N 2990837.20 2990837.20 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379JV2 Government Agency Debt N First Tier Security N/A N/A 2013-06-18 2013-06-18 N N N 60350000.00 60344661.54 0.0023 N 60370639.70 60370639.70 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379K99 Government Agency Debt N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 24100000.00 24098064.23 0.0009 N 24107591.50 24107591.50 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379L98 Government Agency Debt N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 60300000.00 60294964.36 0.0023 N 60319899.00 60319899.00 Federal Home Loan Bank Federal Home Loan Bank 0.299999% 313379LD9 Government Agency Debt N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 2400000.00 2400000.00 0.0001 N 2400312.00 2400312.00 Federal Home Loan Bank Federal Home Loan Bank 0.230000% 313379NP0 Government Agency Debt N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 90000000.00 89993287.05 0.0034 N 90026550.00 90026550.00 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379P45 Government Agency Debt N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 81000000.00 80996310.62 0.0030 N 81028350.00 81028350.00 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379QT9 Government Agency Debt N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 37000000.00 36998020.05 0.0014 N 37015170.00 37015170.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313379W39 Government Agency Debt N First Tier Security N/A N/A 2013-06-28 2013-06-28 N N N 52900000.00 52870563.24 0.0020 N 52896773.10 52896773.10 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313379WP0 Government Agency Debt N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 47500000.00 47493540.00 0.0018 N 47519237.50 47519237.50 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379Y29 Government Agency Debt N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 9700000.00 9699462.68 0.0004 N 9704471.70 9704471.70 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379ZH5 Government Agency Debt N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 63860000.00 63856373.79 0.0024 N 63890014.20 63890014.20 Federal Home Loan Bank Federal Home Loan Bank 0.186001% 313380DP9 Government Agency Debt N First Tier Security N/A N/A 2013-02-15 2014-08-15 N N N 116000000.00 115963715.84 0.0043 N 115998724.00 115998724.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313380TY3 Government Agency Debt N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 8350000.00 8344709.07 0.0003 N 8347019.05 8347019.05 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313380V95 Government Agency Debt N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 69200000.00 69194077.28 0.0026 N 69213840.00 69213840.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313380YQ4 Government Agency Debt N First Tier Security N/A N/A 2013-10-24 2013-10-24 N N N 97000000.00 96998028.81 0.0036 N 97021340.00 97021340.00 Federal Home Loan Bank Federal Home Loan Bank 3.625000% 3133XSAE8 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 14400000.00 14746814.35 0.0006 N 14751633.60 14751633.60 Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3133XX7F8 Government Agency Debt N First Tier Security N/A N/A 2013-03-20 2013-03-20 N N N 39250000.00 39320267.50 0.0015 N 39329285.00 39329285.00 Federal Home Loan Bank Federal Home Loan Bank 1.875000% 3133XXYX9 Government Agency Debt N First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 23500000.00 23645533.72 0.0009 N 23659377.00 23659377.00 Federal Home Loan Bank Federal Home Loan Bank 1.625000% 3133XYHD0 Government Agency Debt N First Tier Security N/A N/A 2013-06-14 2013-06-14 N N N 15460000.00 15536458.63 0.0006 N 15544751.72 15544751.72 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.000000% 3128X1KG1 Government Agency Debt N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 4880000.00 4945233.04 0.0002 N 4948495.68 4948495.68 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.500000% 3134G23H3 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 5900000.00 5911256.40 0.0002 N 5913304.50 5913304.50 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.158698% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2013-02-03 2013-05-03 N N N 468000000.00 467952756.83 0.0175 N 468028548.00 468028548.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.157701% 3134G2GS5 Government Agency Debt N First Tier Security N/A N/A 2013-02-06 2013-05-06 N N N 196750000.00 196729597.59 0.0073 N 196811976.25 196811976.25 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.158698% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2013-02-03 2013-06-03 N N N 211000000.00 210971490.65 0.0079 N 211013715.00 211013715.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.155700% 3134G2MJ8 Government Agency Debt N First Tier Security N/A N/A 2013-02-17 2013-06-17 N N N 200000000.00 199958582.33 0.0075 N 200085400.00 200085400.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.375000% 3134G2U42 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 14300000.00 14314738.29 0.0005 N 14319648.20 14319648.20 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.875000% 3137EACL1 Government Agency Debt N First Tier Security N/A N/A 2013-10-28 2013-10-28 N N N 1500000.00 1507150.77 0.0001 N 1507722.00 1507722.00 Federal National Mortgage Association Federal National Mortgage Association 4.375000% 31359MRG0 Government Agency Debt N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 17600000.00 17683764.57 0.0007 N 17691027.20 17691027.20 Federal National Mortgage Association Federal National Mortgage Association 4.625000% 31359MTG8 Government Agency Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 23100000.00 23811628.80 0.0009 N 23825340.00 23825340.00 Federal National Mortgage Association Federal National Mortgage Association 0.500000% 3135G0BR3 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 61290000.00 61362438.76 0.0023 N 61402038.12 61402038.12 Federal National Mortgage Association Federal National Mortgage Association 1.000000% 31398A2S0 Government Agency Debt N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 2800000.00 2813923.54 0.0001 N 2814417.20 2814417.20 Federal National Mortgage Association Federal National Mortgage Association 1.125000% 31398A4H2 Government Agency Debt N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 5100000.00 5131344.36 0.0002 N 5133027.60 5133027.60 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.290210% 3686M0P44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-04 2013-02-04 N N N 95000000.00 94997704.17 0.0035 N 94998100.00 94998100.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.300237% 3686M0P51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 200000000.00 199993333.33 0.0075 N 199994000.00 199994000.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.280198% 3686M0PK8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 45000000.00 44993700.00 0.0017 N 44995500.00 44995500.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.290212% 3686M0PS1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 60000000.00 59987916.66 0.0022 N 59991600.00 59991600.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.250156% 3686M0S17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 19500000.00 19487947.92 0.0007 N 19488300.00 19488300.00 Georgia JPMorgan Chase Putters/Drivers Trust Georgia JPMorgan Chase Putters/Drivers Trust, Series SGT05 0.220000% 46636YP95 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 Y Societe Generale N/A N/A N N 32000000.00 32000000.00 0.0012 N 32000000.00 32000000.00 Georgia Private Colleges & Universities Authority Georgia Private Colleges & Universities Authority Series B 0.179999% 74265LHW1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Emory University N/A N/A N N 9975000.00 9975000.00 0.0004 N 9975000.00 9975000.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.250034% 41068KPB8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 25000000.00 24998263.89 0.0009 N 24998500.00 24998500.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.250034% 41068KPC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 50000000.00 49996180.56 0.0019 N 49997000.00 49997000.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.400400% 41068KPD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 50000000.00 49993333.33 0.0019 N 49996500.00 49996500.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.250036% 41068KPF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 50000000.00 49995138.89 0.0019 N 49996000.00 49996000.00 Hawaii Puttable Floating Option Tax-Exempt Receipts Hawaii Puttable Floating Option Tax-Exempt Receipts Series MT 0.330000% 74703UGP7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Bank of America, N.A. N/A N/A N N 21780000.00 21780000.00 0.0008 N 21780000.00 21780000.00 HSBC USA Inc. HSBC USA, Inc. 0.180009% 40427RPC9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 45000000.00 44997525.00 0.0017 N 44997750.00 44997750.00 ING Financial Markets LLC ING Financial Markets LLC 0.240001% 597821767791571IN 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2025-05-01 4.000000 Government Agency Debt 970000.00 529871.00 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 55000.00 55071.00 FANNIE MAE 2036-05-01 6.000000 Government Agency Debt 60000.00 12091.00 FANNIE MAE 2040-01-01 3.597000 Government Agency Debt 19942210.00 6127930.00 FANNIE MAE 2040-01-01 5.500000 Government Agency Debt 65000.00 44939.00 FANNIE MAE 2040-02-25 4.500000 Government Agency Debt 1170000.00 364569.00 FANNIE MAE 2040-03-01 5.000000 Government Agency Debt 2255000.00 669107.00 FANNIE MAE 2040-03-01 5.500000 Government Agency Debt 570000.00 452750.00 FANNIE MAE 2040-04-01 5.000000 Government Agency Debt 115000.00 90930.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 1795000.00 1214177.00 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 40000.00 31127.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 185000.00 127938.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 25000.00 20754.00 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 1650000.00 1352540.00 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 29410000.00 24219830.00 FANNIE MAE 2041-07-01 3.150999 Government Agency Debt 640000.00 407262.00 FANNIE MAE 2041-09-25 4.000000 Government Agency Debt 170000.00 151654.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 2430000.00 1419072.00 FANNIE MAE 2041-12-01 4.500000 Government Agency Debt 35000.00 36192.00 FANNIE MAE 2042-01-01 2.532000 Government Agency Debt 4620000.00 3770266.00 FANNIE MAE 2042-01-01 2.786000 Government Agency Debt 465000.00 398712.00 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 15000.00 15834.00 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 5330000.00 5773327.00 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 3995000.00 4046281.00 FANNIE MAE 2042-05-01 2.306000 Government Agency Debt 1590000.00 1465472.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 2125000.00 2172061.00 FANNIE MAE 2042-06-01 2.532000 Government Agency Debt 150000.00 138370.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 360000.00 376325.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 420000.00 442315.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 85000.00 88046.00 FANNIEMAE STRIP 2023-04-01 7.500000 Government Agency Debt 5000000.00 4514.00 FANNIEMAE STRIP 2023-05-01 7.500000 Government Agency Debt 11000000.00 10704.00 FANNIEMAE STRIP 2024-04-01 7.500000 Government Agency Debt 8527701.00 14157.00 FANNIEMAE STRIP 2029-04-01 6.500000 Government Agency Debt 5000000.00 13622.00 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 4010000.00 3608182.00 FREDDIE MAC 2026-10-01 3.000000 Government Agency Debt 815000.00 751696.00 FREDDIE MAC 2032-05-15 3.500000 Government Agency Debt 10000000.00 575430.00 FREDDIE MAC 2033-01-15 0.955699 Government Agency Debt 50000000.00 4136327.00 FREDDIE MAC 2034-07-15 0.605700 Government Agency Debt 69809100.00 16441710.00 FREDDIE MAC 2035-04-15 0.555699 Government Agency Debt 26078278.00 1147210.00 FREDDIE MAC 2036-01-15 20.382899 Government Agency Debt 1648352.00 279721.00 FREDDIE MAC 2036-04-15 7.500000 Government Agency Debt 12000000.00 2104723.00 FREDDIE MAC 2040-01-01 5.500000 Government Agency Debt 200000.00 141587.00 FREDDIE MAC 2041-08-15 4.000000 Government Agency Debt 16890000.00 12309245.00 FREDDIE MAC 2041-09-15 4.000000 Government Agency Debt 3870000.00 3416717.00 FREDDIE MAC 2041-10-01 4.000000 Government Agency Debt 1905000.00 1479735.00 FREDDIE MAC 2042-06-01 2.710000 Government Agency Debt 345000.00 324269.00 FREDDIEMAC STRIP 2028-02-01 6.500000 Government Agency Debt 5000000.00 9509.00 FREDDIEMAC STRIP 2028-07-01 7.000000 Government Agency Debt 5000000.00 7476.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 Y ING Financial Markets LLC N/A N/A N N 100000000.00 100000000.00 0.0037 N 100000000.00 100000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.270000% 604722217791572IN 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2023-11-25 0.00 Government Agency Debt 14512000.00 201937.00 FANNIE MAE 2025-01-25 6.000000 Government Agency Debt 4166666.00 5286.00 FANNIE MAE 2033-10-25 6.000000 Government Agency Debt 29616499.00 584148.00 FANNIE MAE 2037-03-25 0.533699 Government Agency Debt 248500.00 28717.00 FANNIE MAE 2039-12-25 4.000000 Government Agency Debt 356300.00 120912.00 FANNIE MAE 2040-02-25 4.500000 Government Agency Debt 1921800.00 598828.00 FANNIE MAE 2040-03-01 5.000000 Government Agency Debt 970000.00 287820.00 FANNIE MAE 2040-03-01 5.500000 Government Agency Debt 1105000.00 877699.00 FANNIE MAE 2040-04-01 5.000000 Government Agency Debt 140000.00 110697.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 30000.00 20293.00 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 65000.00 50582.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 5000.00 3458.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 20000.00 16603.00 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 10000.00 8197.00 FANNIE MAE 2041-07-01 3.150999 Government Agency Debt 3275000.00 2084036.00 FANNIE MAE 2041-09-25 4.000000 Government Agency Debt 32781356.00 29243618.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 1425000.00 832172.00 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 55000.00 58058.00 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 65000.00 65834.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 735000.00 768331.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 335000.00 352799.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 5000.00 5179.00 FANNIE MAE 2045-05-25 6.000000 Government Agency Debt 8512200.00 232450.00 FREDDIE MAC 2026-06-01 4.000000 Government Agency Debt 7020000.00 5279713.00 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 35000.00 31493.00 FREDDIE MAC 2026-11-01 4.000000 Government Agency Debt 226532.00 159090.00 FREDDIE MAC 2039-06-01 4.500000 Government Agency Debt 50000.00 33188.00 FREDDIE MAC 2039-12-15 2.500000 Government Agency Debt 500000.00 485675.00 FREDDIE MAC 2040-01-01 5.500000 Government Agency Debt 100000.00 70794.00 FREDDIE MAC 2040-12-15 2.000000 Government Agency Debt 25202300.00 24472659.00 FREDDIE MAC 2041-03-15 2.000000 Government Agency Debt 45500.00 44580.00 FREDDIE MAC 2041-03-15 2.250000 Government Agency Debt 142900.00 141438.00 FREDDIE MAC 2041-08-15 4.000000 Government Agency Debt 33530500.00 24436657.00 FREDDIE MAC 2041-10-01 4.000000 Government Agency Debt 3480000.00 2703138.00 FREDDIE MAC 2042-01-01 3.500000 Government Agency Debt 10000.00 8983.00 FREDDIE MAC 2042-06-01 2.710000 Government Agency Debt 9665000.00 9084223.00 NEXTERA ENERGY CAPITAL 2067-06-15 6.650000 Other Note 53800.00 58339.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 Y ING Financial Markets LLC N/A N/A N N 100000000.00 100000000.00 0.0037 N 100000000.00 100000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.280000% 610267887791573IN 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2040-03-01 5.000000 Government Agency Debt 300000.00 89017.00 FANNIE MAE 2040-03-01 5.500000 Government Agency Debt 7775000.00 6175663.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 70000.00 47350.00 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 160000.00 124508.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 850000.00 587824.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 80000.00 66412.00 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 420000.00 345880.00 FANNIE MAE 2041-09-25 4.000000 Government Agency Debt 180000.00 160575.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 1395000.00 814652.00 FANNIE MAE 2041-12-01 4.500000 Government Agency Debt 30000.00 31021.00 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 115000.00 121395.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 45000.00 45997.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 85000.00 88046.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 15000.00 16048.00 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 115000.00 103477.00 FREDDIE MAC 2032-03-15 1.205700 Government Agency Debt 23722500.00 378630.00 FREDDIE MAC 2035-05-15 6.000000 Government Agency Debt 2782600.00 626850.00 FREDDIE MAC 2035-07-01 2.819000 Government Agency Debt 5395000.00 1331245.00 FREDDIE MAC 2039-12-15 2.500000 Government Agency Debt 6100000.00 5925232.00 FREDDIE MAC 2041-08-15 4.000000 Government Agency Debt 234102900.00 170611598.00 FREDDIE MAC 2041-09-15 4.000000 Government Agency Debt 79975000.00 70607730.00 FREDDIE MAC 2041-10-01 4.000000 Government Agency Debt 2000000.00 1553527.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 250000000.00 250000000.00 0.0093 N 250000000.00 250000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.280000% 625293607791574IN 0000877559 Other Repurchase Agreement N ABBVIE INC 2015-11-06 1.200000 Other Note 3000000.00 3022990.00 AMERICAN HONDA FINANCE 2017-02-28 2.125000 Other Note 3475000.00 3607927.00 ANHEUSER-BUSCH INBEV FIN 2043-01-17 4.000000 Other Note 2000000.00 1975329.00 BANK OF AMERICA CORP 2014-05-15 7.375000 Other Note 15000000.00 16392065.00 BANK OF AMERICA CORP 2016-08-01 6.500000 Other Note 3000000.00 3567600.00 BB&T CORPORATION 2017-03-22 2.149999 Other Note 1850000.00 1916220.00 BHP BILLITON FIN USA LTD 2014-04-01 5.500000 Other Note 1500000.00 1614346.00 BHP BILLITON FIN USA LTD 2017-03-29 5.400000 Other Note 1500000.00 1771605.00 BLACK & DECKER 2016-11-15 5.750000 Other Note 300000.00 347952.00 CATERPILLAR FIN SERV CRP 2013-04-05 2.000000 Other Note 100000.00 100927.00 CATHOLIC HEALTH INITIATI 2042-11-01 4.349999 Other Note 5000000.00 4936575.00 CITIGROUP INC 2014-08-12 6.375000 Other Note 1000000.00 1107290.00 CITIGROUP INC 2016-01-15 1.250000 Other Note 2000000.00 1990749.00 CITIGROUP INC 2020-08-09 5.375000 Other Note 1500000.00 1788647.00 COMMONWEALTH BANK AUST 2014-10-15 3.750000 Other Note 10000000.00 10599775.00 CONOCOPHILLIPS COMPANY 2022-12-15 2.399999 Other Note 1000000.00 964383.00 DIAGEO FINANCE BV 2015-10-28 5.299999 Other Note 8000000.00 9050036.00 DUKE ENERGY CAROLINAS 2042-09-30 4.000000 Other Note 965000.00 963942.00 GENERAL ELEC CAP CORP 2015-07-02 1.625000 Other Note 998000.00 1017006.00 GENERAL ELEC CAP CORP 2032-08-17 4.000000 Other Note 1056000.00 1063386.00 GENERAL ELEC CAP CORP 2032-09-17 4.000000 Other Note 1330000.00 1340517.00 GOLDMAN SACHS GROUP INC 2015-01-12 0.805000 Other Note 275000.00 273037.00 GOLDMAN SACHS GROUP INC 2017-01-15 5.625000 Other Note 1350000.00 1504202.00 GOLDMAN SACHS GROUP INC 2037-10-01 6.750000 Other Note 16350000.00 18707792.00 JPMORGAN CHASE & CO 2014-06-01 4.650000 Other Note 21470000.00 22774948.00 MERRILL LYNCH & CO 2015-01-15 5.000000 Other Note 350000.00 373675.00 MORGAN STANLEY 2042-07-24 6.375000 Other Note 3000000.00 3552127.00 MORGAN STANLEY CAPITAL I TRUST 2044-07-12 5.730999 Other Note 29795000.00 33996437.00 RIO TINTO FIN USA LTD 2015-11-02 1.875000 Other Note 2000000.00 2060407.00 SOUTH CAROLINA ELEC&GAS 2018-11-01 6.500000 Other Note 7783000.00 9949052.00 SOUTHERN CALIF GAS CO 2042-09-15 3.750000 Other Note 1300000.00 1274478.00 ST JUDE MEDICAL INC 2014-07-15 3.750000 Other Note 1000000.00 1045872.00 SUMITOMO MITSUI BANKING 2016-01-18 0.900000 Other Note 5000000.00 4979000.00 TOTAL CAPITAL INTL SA 2017-06-28 1.550000 Other Note 1000000.00 1009378.00 TOYOTA MOTOR CREDIT CORP 2016-09-15 2.000000 Other Note 4750000.00 4958098.00 TOYOTA MOTOR CREDIT CORP 2023-01-10 2.625000 Other Note 3990000.00 3943111.00 UNITED PARCEL SERVICE 2022-10-01 2.450000 Other Note 1610000.00 1589699.00 UNITEDHEALTH GROUP INC 2022-03-15 2.875000 Other Note 1500000.00 1524855.00 VERIZON GLOBAL FUNDING 2030-12-01 7.750000 Other Note 999000.00 1439231.00 WAL-MART STORES INC 2041-04-15 5.625000 Other Note 600000.00 759293.00 WALT DISNEY COMPANY/THE 2021-08-16 2.750000 Other Note 6000000.00 6160197.00 XTO ENERGY INC 2036-04-01 6.099999 Other Note 17000000.00 23488795.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 195000000.00 195000000.00 0.0073 N 195000000.00 195000000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.404701% 48125LBG6 Other Note N First Tier Security N/A N/A 2013-02-21 2013-06-21 N N N 280000000.00 280000000.00 0.0104 N 280005600.00 280005600.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.372999% 48125LER9 Other Note N First Tier Security N/A N/A 2013-04-18 2013-06-18 N N N 195000000.00 195000000.00 0.0073 N 195072150.00 195072150.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0005 0.190000% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 33000000.00 33000000.00 0.0012 N 33000000.00 33000000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0007 0.190000% 46636YJA9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 29110000.00 29110000.00 0.0011 N 29110000.00 29110000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust Series T0014 0.190000% 46636YLF5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 19375000.00 19375000.00 0.0007 N 19375000.00 19375000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.579999% 623157257791571JP 000782124 Other Repurchase Agreement N BAYVIEW COMMERCIAL ASSET TRUST 2037-01-25 3.684330 Other Note 48500000.00 601107.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2036-03-25 0.155470 Other Note 244820737.00 809219.00 CHASE MORTGAGE FINANCE CORPORATION 2036-09-25 0.00 Other Note 157438000.00 272917.00 CHASE MORTGAGE FINANCE CORPORATION 2036-09-25 0.00 Other Note 60114000.00 200723.00 CHASE MORTGAGE FINANCE CORPORATION 2037-03-25 0.250000 Other Note 58967000.00 236295.00 CHASE MORTGAGE FINANCE CORPORATION 2037-03-25 0.250000 Other Note 39907000.00 72422.00 CHASE MORTGAGE FINANCE CORPORATION 2037-05-25 6.000000 Other Note 2604166.00 207819.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-02-25 0.482860 Other Note 534433424.00 4002129.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2034-11-25 1.998189 Other Note 25000000.00 560428.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2036-01-25 6.000000 Other Note 10175308.00 568475.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2035-02-25 4.417559 Other Note 341360182.00 15221661.00 DSLA MORTGAGE LOAN TRUST 2045-03-19 2.432420 Other Note 291667000.00 3722818.00 DSLA MORTGAGE LOAN TRUST 2045-03-19 2.714820 Other Note 368571047.00 3768775.00 DSLA MORTGAGE LOAN TRUST 2045-07-19 2.702500 Other Note 699831000.00 11429518.00 GREENPOINT MORTGAGE FUNDING TRUST 2036-03-25 1.200000 Other Note 122331000.00 1501784.00 GREENPOINT MORTGAGE FUNDING TRUST 2036-04-25 1.000000 Other Note 171461000.00 3780223.00 JP MORGAN COMMERCIAL MORTGAGE FINANCE CORP. 2029-09-15 1.181408 Other Note 1.00 0.00 JP MORGAN MORTGAGE TRUST 2036-10-25 0.500000 Other Note 15680000.00 27475.00 JP MORGAN MORTGAGE TRUST 2037-01-25 0.250000 Other Note 33587000.00 27794.00 JP MORGAN MORTGAGE TRUST 2037-01-25 0.500000 Other Note 25992000.00 181361.00 JP MORGAN MORTGAGE TRUST 2037-01-25 0.500000 Other Note 25000000.00 41377.00 JP MORGAN MORTGAGE TRUST 2037-01-25 6.000000 Other Note 2169341.00 69046.00 JP MORGAN MORTGAGE TRUST 2037-04-25 0.250000 Other Note 127310000.00 70320.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2035-11-25 5.500000 Other Note 6295351.00 428325.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2035-11-25 5.500000 Other Note 6583000.00 409452.00 NOVASTAR MORTGAGE-BACKED NOTES 2046-09-25 0.699999 Other Note 265305853.00 939193.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-02-25 6.000000 Other Note 13959000.00 1327434.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-04-25 0.607393 Other Note 64231702.00 646852.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-05-25 0.661895 Other Note 59596150.00 503105.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-06-25 0.726435 Other Note 64223085.00 655013.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-07-25 6.500000 Other Note 16040000.00 1140858.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2046-05-25 2.000000 Other Note 226263000.00 5195359.00 STRUCTURED ASSET SECURITIES CORPORATION 2036-03-25 0.343700 Other Note 11085000.00 457771.00 STRUCTURED ASSET SECURITIES CORPORATION 2036-06-25 5.500000 Other Note 13225000.00 5216800.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2044-07-25 0.00 Other Note 293919000.00 2103949.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-11-25 2.000000 Other Note 724960000.00 12335210.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-12-25 2.000000 Other Note 328147007.00 5168963.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-07-25 0.00 Other Note 271445000.00 1898497.00 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS 2037-04-25 7.000000 Other Note 6668913.00 449588.00 First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 75000000.00 75000000.00 0.0028 Y 75000000.00 75000000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.599999% 623644747791572JP 000782124 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2044-02-25 1.653699 Other Note 13808000.00 389021.00 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-06-25 0.773700 Other Note 109910000.00 1550896.00 AMORTIZING RESIDENTIAL COLLATERAL TRUST 2033-01-25 1.703700 Other Note 3343000.00 198570.00 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2045-05-10 5.482999 Other Note 1370280.00 23951.00 BANC OF AMERICA LARGE LOAN 2029-08-15 5.755700 Other Note 412000.00 176157.00 BEAR STEARNS ALT-A TRUST 2035-10-25 0.703699 Other Note 2000000.00 536.00 CHASE MORTGAGE FINANCE CORPORATION 2037-07-25 0.00 Other Note 2268244.00 526206.00 CHASEFLEX TRUST 2037-02-25 0.00 Other Note 4062775.00 856366.00 CHASEFLEX TRUST 2037-07-25 0.00 Other Note 688.00 306.00 CHASEFLEX TRUST 2037-07-25 29.569400 Other Note 6849276.00 3134212.00 CHASEFLEX TRUST 2037-07-25 54.500000 Other Note 28850825.00 31863272.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-12-25 0.603700 Other Note 10393000.00 1889169.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-04-25 6.000000 Other Note 36704245.00 9868516.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-10-25 1.203700 Other Note 30328781.00 7878271.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2047-01-25 0.803699 Other Note 3000000.00 913403.00 COUNTRYWIDE HOME LOANS 2037-02-25 0.573699 Other Note 12541600.00 3898669.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2047-02-25 0.463700 Other Note 36000000.00 4186841.00 DSLA MORTGAGE LOAN TRUST 2045-10-19 0.574699 Other Note 34975000.00 1864645.00 FIELDSTONE MORTGAGE INVESTMENT CORP. 2036-05-25 0.783699 Other Note 9500000.00 1984.00 FINANCE AMERICA MORTGAGE LOAN TRUST 2034-06-25 3.128699 Other Note 7000000.00 15748.00 GREENPOINT MORTGAGE FUNDING TRUST 2037-02-25 0.433699 Other Note 18000000.00 3801231.00 HOMEBANC MORTGAGE TRUST 2037-04-25 2.846874 Other Note 3109900.00 46095.00 HOMEBANC MORTGAGE TRUST 2037-04-25 5.593589 Other Note 4842000.00 85263.00 HSI ASSET LOAN OBLIGATION 2037-06-25 6.000000 Other Note 106500000.00 42675912.00 J.P. MORGAN ALTERNATIVE LOAN TRUST 2036-03-25 0.00 Other Note 370792.00 93304.00 JP MORGAN MORTGAGE TRUST 2037-06-25 0.00 Other Note 449007.00 33832.00 JP MORGAN MORTGAGE TRUST 2037-08-25 6.000000 Other Note 1000.00 901.00 JP MORGAN RESIDENTIAL MORTGAGE ACCEPTANCE CORP. 2044-09-28 5.171865 Other Note 6734305.00 2638935.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-15 5.972935 Other Note 28101000.00 561703.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-15 5.972935 Other Note 15544000.00 41794.00 LEHMAN MORTGAGE TRUST 2037-05-25 0.00 Other Note 1025284.00 284003.00 LEHMAN XS TRUST 2046-04-25 0.533699 Other Note 15000000.00 4013045.00 LUMINENT MORTGAGE TRUST 2036-12-25 0.423700 Other Note 4400000.00 252678.00 LUMINENT MORTGAGE TRUST 2046-10-25 0.443699 Other Note 63850000.00 4333025.00 ML-CFC COMMERCIAL MORTGAGE TRUST 2048-08-12 5.557999 Other Note 15000000.00 2606085.00 PRIME MORTGAGE TRUST 2036-06-25 6.000000 Other Note 1919000.00 1632721.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-12-25 6.346300 Other Note 567531572.00 54417609.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-12-25 6.996299 Other Note 3506000.00 380434.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-08-25 0.803699 Other Note 19394000.00 2543259.00 RESIX FINANCE LIMITED CREDIT-LINKED NOTES 2037-06-10 3.307700 Other Note 7500000.00 2845.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-10-25 1.253700 Other Note 3476000.00 15119.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-11-25 0.903699 Other Note 29174000.00 531548.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-01-25 2.153700 Other Note 3799000.00 18296.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-03-25 1.358700 Other Note 3000000.00 188988.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2036-02-25 2.918207 Other Note 50000.00 5231.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2047-09-25 1.303700 Other Note 13855000.00 15322.00 TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2036-07-25 6.000000 Other Note 108922000.00 32324744.00 TERWIN MORTGAGE TRUST 2038-04-25 0.403700 Other Note 5380000.00 2156182.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-09-25 1.000000 Other Note 319045456.00 4843489.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-03-25 5.415034 Other Note 500000.00 141162.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-04-25 2.721591 Other Note 800000.00 79760.00 First Tier Security N/A N/A 2013-05-22 2013-05-22 N N N 200000000.00 200000000.00 0.0075 Y 200234000.00 200234000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320504% 4820P2S97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N N 25000000.00 24978444.45 0.0009 N 24986750.00 24986750.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320518% 4820P2TB1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 75000000.00 74913333.34 0.0028 N 74938500.00 74938500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320518% 4820P2TC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 100000000.00 99883555.55 0.0037 N 99917000.00 99917000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320512% 4820P2TR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 25000000.00 24968000.00 0.0009 N 24975500.00 24975500.00 Kells Funding, LLC Kells Funding, LLC 0.330363% 48802WQY7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 150000000.00 149965625.00 0.0056 N 149982000.00 149982000.00 Kells Funding, LLC Kells Funding, LLC 0.300450% 48802WRT7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 111000000.00 110861250.00 0.0041 N 110869020.00 110869020.00 Kells Funding, LLC Kells Funding, LLC 0.320598% 48802WRV2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-13 2013-08-13 N N N 60000000.00 59897066.67 0.0022 N 59893800.00 59893800.00 Landesbank Hessen-Thueringen Girozentrale Landesbank Hessen-Thueringen Girozentrale 0.310000% XLA170X48 0001377054 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 300000000.00 300002747.89 0.0112 N 300006000.00 300006000.00 LMA Americas LLC LMA Americas LLC 0.270062% 50202TP76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 75000000.00 74996625.00 0.0028 N 74997000.00 74997000.00 LMA Americas LLC LMA Americas LLC 0.360223% 50202TPD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 98000000.00 97988240.00 0.0037 N 97993140.00 97993140.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.340000% 624698267791571Me 0000728612 Other Repurchase Agreement N ALEXANDRIA REAL ESTATE E 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 1187790.00 ALLIANCE DATA SYSTEMS CO 2013-08-01 1.750000 Other Note 2430000.00 4747613.00 ALLIANCE DATA SYSTEMS CO 2014-05-15 4.750000 Other Note 738000.00 2402211.00 ANGLOGOLD ASHANTI HLDGS 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 8257584.00 ANIXTER INTL INC 2013-02-15 1.000000 Other Note 5133000.00 6176853.00 ARCELORMITTAL 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 8689176.00 AVIS BUDGET GROUP INC 2014-10-01 3.500000 Other Note 1583000.00 2324709.00 BIOMARIN PHARMACEUTICAL 2017-04-23 1.875000 Other Note 171000.00 463214.00 CACI INTERNATIONAL INC 2014-05-01 2.125000 Other Note 4287000.00 4824215.00 CASH AMERICA INTERNATION 2029-05-15 5.250000 Other Note 4742000.00 9210545.00 CEMEX SAB DE CV 2016-03-15 3.250000 Other Note 6686000.00 8147077.00 CIENA CORP 2015-03-15 4.000000 Other Note 5108000.00 5660896.00 CITIGROUP INC COM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 10818192.00 CMS ENERGY CORP 2029-06-15 5.500000 Other Note 8768000.00 16348180.00 COBALT INTL ENERGY INC 2019-12-01 2.625000 Other Note 2900000.00 2977938.00 COINSTAR INC 2014-09-01 4.000000 Other Note 1000.00 1392.00 CUBIST PHARMACEUTICALS 2017-11-01 2.500000 Other Note 3251000.00 5152835.00 DIGITAL REALTY TRUST LP 2029-04-15 5.500000 Other Note 252000.00 443821.00 EQUINIX INC 2014-10-15 3.000000 Other Note 405000.00 818895.00 EXTERRAN HOLDINGS INC 2014-06-15 4.250000 Other Note 100000.00 118731.00 GENERAL MOTORS CO 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 4222290.00 GILEAD SCIENCES INC 2016-05-01 1.625000 Other Note 3311000.00 6002222.00 GREENBRIER COS INC 2018-04-01 3.500000 Other Note 3411000.00 3333559.00 GT ADV TECHNOLOGIES INC 2017-10-01 3.000000 Other Note 2105000.00 1593232.00 HORNBECK OFFSHORE SERV 2019-09-01 1.500000 Other Note 403000.00 420885.00 KB HOME 2019-02-01 1.375000 Other Note 1720000.00 1752250.00 LINEAR TECHNOLOGY CORP 2027-05-01 3.000000 Other Note 5000.00 5347.00 MASTEC INC 2014-06-15 4.000000 Other Note 3112000.00 5677816.00 NOVELLUS SYSTEMS INC 2041-05-15 2.625000 Other Note 5000000.00 7046458.00 REGENERON PHARMACEUTICAL 2016-10-01 1.875000 Other Note 3249370.00 6978022.00 RYMAN HOSPITALITY PROP 2014-10-01 3.750000 Other Note 2500000.00 4573450.00 SBA COMMUNICATIONS CORP 2013-05-01 1.875000 Other Note 11545000.00 19485853.00 SBA COMMUNICATIONS CORP 2014-10-01 4.000000 Other Note 6000.00 14064.00 STILLWATER MINING COMPAN 2032-10-15 1.750000 Other Note 4488826.00 5572441.00 STONE ENERGY CORP 2017-03-01 1.750000 Other Note 1785000.00 1665265.00 SUNSTONE HOTEL INVESTORS 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 214185.00 SUNTECH POWER HLDGS CO 2013-03-15 3.000000 Other Note 550000.00 275733.00 TAKE-TWO INTERACTIVE SOF 2016-12-01 1.750000 Other Note 1999.00 2046.00 TEVA PHARM FIN CO LLC 2026-02-01 0.250000 Other Note 21000.00 21459.00 THERAVANCE INC 2023-01-15 2.125000 Other Note 5702998.00 5900860.00 TRW AUTOMOTIVE INC 2015-12-01 3.500000 Other Note 4756000.00 9703255.00 UNIVERSAL CORP 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 2400000.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 1183000.00 1444739.00 VIRGIN MEDIA INC 2016-11-15 6.500000 Other Note 5439000.00 11975874.00 VIROPHARMA INC 2017-03-15 2.000000 Other Note 2000000.00 3123871.00 WALTER INVESTMENT MGMT 2019-11-01 4.500000 Other Note 1212000.00 1332449.00 YAHOO INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 10595715.00 First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 195000000.00 195000000.00 0.0073 N 195001950.00 195001950.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.340000% 625001307791572Me 0000728612 Other Repurchase Agreement N ALLSTATE CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 3757098.00 ALPS ETF TR JEFF TRJ 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1091636.00 AMGEN INC 2013-02-01 0.375000 Other Note 45070000.00 49999531.00 ANGLOGOLD ASHANTI HLDGS 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 269232.00 ARCELORMITTAL 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 3259320.00 ATLAS ENERGY LP COM UNIT 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2983311.00 BARCLAYS BANK PLC ETN DJUB 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 583297.00 BARCLAYS BANK PLC ETN DJUB 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 458372.00 BARCLAYS BK PLC ETN CBOE 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 788858.00 BARCLAYS BK PLC IPATH S& 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2020847.00 BARCLAYS BK PLC IPMS IND 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2083217.00 BARCLAYS BK PLC IPSPGS T 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2713414.00 BIOMARIN PHARMACEUTICAL 2017-04-23 1.875000 Other Note 2000000.00 5417708.00 CBS CORP NEWCL B 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2725543.00 CEMEX SAB DE CV 2016-03-15 3.250000 Other Note 3750000.00 4569479.00 CLAYMORE EXCHANGE TRD FD TR GUG BLT2 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1240644.00 CLAYMORE EXCHANGE TRD FD TR GUG BLT2 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1047540.00 CLAYMORE EXCHANGE TRD FD TR GUG BULL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1147648.00 CLAYMORE EXCHANGE TRD FD TR GUGG BUL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6539771.00 CLAYMORE EXCHANGE TRD FD TR GUGG BUL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3290555.00 CLAYMORE EXCHANGE TRD FD TR GUGG BUL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3224407.00 CLAYMORE EXCHANGE TRD FD TR GUGG CRP 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1387861.00 CLAYMORE EXCHANGE TRD FD TR WLSHRE50 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 140985.00 CUBIST PHARMACEUTICALS 2017-11-01 2.500000 Other Note 250000.00 396250.00 CURRENCYSHARES CDN DLR TR CDN DOLL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3053068.00 CURRENCYSHARES SWEDISH KRONASWEDISH 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1031906.00 CURRENCYSHS BRIT POUND STER BRIT POU 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6954351.00 CURRENCYSHS JAPANESE YEN TR JAPANESE 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6762445.00 DIGITAL REALTY TRUST LP 2029-04-15 5.500000 Other Note 4041000.00 7116987.00 DIREXION SHS ETF TR 20YR TRE 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5239127.00 DIREXION SHS ETF TR DLY EMRG 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6750965.00 EGA EMERGING GLOBAL SHS TRLOW VOL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1826916.00 EL PASO ENERGY CAP TRST 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 17250.00 ENDO HEALTH SOLUTIONS IN 2015-04-15 1.750000 Other Note 9962000.00 12204972.00 EQUINIX INC 2014-10-15 3.000000 Other Note 1500000.00 3032945.00 EQUINIX INC 2016-06-15 4.750000 Other Note 1500000.00 3948479.00 ETFS ASIAN GOLD TRPHYS ASA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 290902.00 ETFS GOLD TRSHS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2801513.00 EXCHANGE TRADED CONCEPTS TR YORK HII 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1106861.00 FIRST TR BICK INDEX FDCOM SHS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 973624.00 FIRST TR EXCH TRADED FD IINASDQ CL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 135419.00 FIRST TR EXCH TRD ALPHA FD IDEV MRK 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 888498.00 FIRST TR LRGE CP CORE ALPHA COM SHS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1928214.00 FIRST TR MORNINGSTAR DIV LEASHS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3251360.00 FREEPORT-MCMORAN COPPER & GOCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 6801104.00 GENERAL MOTORS CO 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 2561985.00 GILEAD SCIENCES INC 2016-05-01 1.625000 Other Note 500000.00 906406.00 HARTFORD FINL SVCS GRP 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 1126500.00 ISHARES INC EMKTS AS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1134310.00 ISHARES INC EMRG MRK 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2144729.00 ISHARES INC MSCI AUS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2301797.00 ISHARES INC MSCI FRA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2783548.00 ISHARES INC MSCI GLB 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 659016.00 ISHARES INC MSCI GLB 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 452034.00 ISHARES INC MSCI PAC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1268436.00 ISHARES TR2013 S&P 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 799865.00 ISHARES TR2017 S&P 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 931562.00 ISHARES TRAAA A RA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1549500.00 ISHARES TRAGENCY B 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1630133.00 ISHARES TRBARCLYS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6611826.00 ISHARES TRBARCLYS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6195519.00 ISHARES TRBARCLYS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5779138.00 ISHARES TRBARCLYS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2896019.00 ISHARES TRCORE L/T 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2935334.00 ISHARES TRCORE S&P 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2913628.00 ISHARES TRDJ OIL E 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 94819.00 ISHARES TRDJ US FI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5862250.00 ISHARES TREAFE MIN 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3298805.00 ISHARES TRFLTG RAT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1911364.00 ISHARES TRFTSE CHI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 571419.00 ISHARES TRINDONE I 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1995611.00 ISHARES TRLRGE GRW 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1946493.00 ISHARES TRMSCI ACW 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3971459.00 ISHARES TRMSCI BRA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1815695.00 ISHARES TRMSCI GRW 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3047247.00 ISHARES TRNYSE 100 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 379984.00 ISHARES TRPHLX SOX 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2519057.00 ISHARES TRRUSSELL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3578913.00 ISHARES TRS&P AMTF 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1483694.00 ISHARES TRS&P CITI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3673509.00 ISHARES TRS&P GBL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2893592.00 ISHARES TRS&P GBL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2835723.00 ISHARES TRS&P GBL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1970864.00 ISHARES TRS&P SH N 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1897940.00 ISHARES TRS&PCITI1 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2735092.00 ISHARES TRUS TREAS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2813245.00 LINN ENERGY LLC UNIT LTD 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2407376.00 MARKET VECTORS ETF TR BNK & BR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1859588.00 MARKET VECTORS ETF TR BRAZL SM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1889625.00 MARKET VECTORS ETF TR GAMING E 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2289541.00 MARKET VECTORS ETF TR MKTVEC I 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 4755673.00 MARKET VECTORS ETF TR MKTVEC M 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1017095.00 MARKET VECTORS ETF TR MV ENVIR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 131750.00 MARKET VECTORS ETF TR RVE HARD 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3717539.00 MARKET VECTORS ETF TR UNCVTL O 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 641108.00 MEDICINES COMPANY 2017-06-01 1.375000 Other Note 98000.00 122357.00 METLIFE INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 4461768.00 PHH CORP 2014-09-01 4.000000 Other Note 2500000.00 2785417.00 PIMCO ETF TR1-3YR US 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1454526.00 PIMCO ETF TR15+ YR U 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1900852.00 PIMCO ETF TR3-7YR US 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 382484.00 PIMCO ETF TR7-15 YR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1499579.00 PIMCO ETF TRBROAD US 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1756265.00 PIMCO ETF TRCDA BD I 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1851022.00 PIMCO ETF TRINV GRD 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3232687.00 POWERSHARES ACTIVE MNG ETF TUS REAL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 497011.00 POWERSHARES DB G10 CURCY HARCOM UT B 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1985918.00 POWERSHARES ETF TR II BUILD AM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2116938.00 POWERSHARES ETF TR II S&P SMCP 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1068827.00 POWERSHARES ETF TR II S&P500 L 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 4285530.00 POWERSHARES ETF TRUST DIV ACHV 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2485517.00 POWERSHARES ETF TRUST DYNAMIC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1449436.00 POWERSHARES ETF TRUST DYNAMIC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 194875.00 POWERSHARES ETF TRUST FND PUR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 350659.00 POWERSHARES ETF TRUST FND PUR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 308686.00 POWERSHARES ETF TRUST FND PUR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 161405.00 POWERSHARES ETF TRUST FND PUR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 93126.00 POWERSHARES GLOBAL ETF FD S&P 500 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6097266.00 POWERSHARES GLOBAL ETF TRUSTEMER MRK 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2041642.00 POWERSHARES GLOBAL ETF TRUSTEX US SM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 709317.00 POWERSHARES GLOBAL ETF TRUSTGBL CLEA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 712377.00 POWERSHARES GLOBAL ETF TRUSTGBL WTR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2521915.00 POWERSHS DB MULTI SECT COMM DB BASE 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2491973.00 POWERSHS DB MULTI SECT COMM DB PREC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6600571.00 POWERSHS DB MULTI SECT COMM DB SILVE 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1426539.00 PROSHARES TR II ULTRASHR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2860597.00 PROSHARES TRFTSE CHI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 526997.00 PROSHARES TRPSHS CON 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 252354.00 PROSHARES TRPSHS SH 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1882063.00 PROSHARES TRPSHS UL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 195086.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3093416.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1492910.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1180822.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1168783.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1069291.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 728709.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 224474.00 PROSHARES TRPSHS ULT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 215458.00 PROSHARES TRREAL EST 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1380611.00 PROSHARES TRSHT KBW 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 150881.00 PROSHARES TRULT R/ES 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 685042.00 PROSHARES TRULTR 7-1 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1846437.00 PROSHARES TRULTR MSC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 552977.00 PROSHARES TRULTRA HI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 511400.00 PROSHARES TRULTRA MD 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3594500.00 QUALCOMM INCCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 4902038.00 REVENUESHARES ETF TRADR FD 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 563499.00 ROBBINS & MYERS INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 4603344.00 RYDEX ETF TRUST GUG MSCI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 670615.00 RYDEX ETF TRUST GUG MSCI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 670491.00 RYDEX ETF TRUST GUG RUSS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3027776.00 RYDEX ETF TRUST GUG RUSS 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 207543.00 RYDEX ETF TRUST GUG S&P 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2012648.00 RYDEX ETF TRUST GUG S&P5 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1881993.00 SBA COMMUNICATIONS CORP 2014-10-01 4.000000 Other Note 1190000.00 2789316.00 SBA COMMUNICATIONS CORP 2014-10-01 4.000000 Other Note 4000.00 9376.00 SCHWAB STRATEGIC TR INTRM TR 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3429223.00 SILVER WHEATON CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 4139644.00 SPDR INDEX SHS FDSEMERG MK 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 4926522.00 SPDR INDEX SHS FDSGLB NAT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 113423.00 SPDR INDEX SHS FDSLATIN AM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1877427.00 SPDR INDEX SHS FDSMSCI ACW 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2171259.00 SPDR INDEX SHS FDSS&P BRIC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3568765.00 SPDR INDEX SHS FDSS&P CHIN 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 859665.00 SPDR INDEX SHS FDSS&P INTL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5289123.00 SPDR INDEX SHS FDSS&P WRLD 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5865434.00 SPDR SERIES TRUST BARC SHT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 123317.00 SPDR SERIES TRUST BRC MTG 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1086714.00 SPDR SERIES TRUST BRCLY EM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2483516.00 SPDR SERIES TRUST BRCLYS 1 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2853523.00 SPDR SERIES TRUST BRCLYS I 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2174536.00 SPDR SERIES TRUST BRCLYS L 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3371260.00 SPDR SERIES TRUST DB INT G 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 6056894.00 SPDR SERIES TRUST DJ LRG C 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 299696.00 SPDR SERIES TRUST DJ MID C 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1023785.00 SPDR SERIES TRUST DJ REIT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1497005.00 SPDR SERIES TRUST GLB DOW 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1023326.00 SPDR SERIES TRUST INTR TRM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2597813.00 SPDR SERIES TRUST LNG TRM 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2666853.00 SPDR SERIES TRUST MORGAN T 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1589735.00 SPDR SERIES TRUST S&P 400 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 768235.00 SPDR SERIES TRUST S&P 600 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2664877.00 SPDR SERIES TRUST S&P DIVI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 5407032.00 SPDR SERIES TRUST SHRT INT 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3463092.00 TEUCRIUM COMMODITY TR CORN FD 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2544353.00 TRAVELCENTERS OF AMERICA LLCCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2699733.00 VANGUARD BD INDEX FD INCINTERMED 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3765413.00 VANGUARD INDEX FDSLARGE CA 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3190067.00 VANGUARD INDEX FDSMID CAP 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 4423359.00 VANGUARD SCOTTSDALE FDS SHTRM GV 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1747673.00 VANGUARD SCOTTSDALE FDS VNG RUS1 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1216562.00 VANGUARD SCOTTSDALE FDS VNG RUS2 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3430521.00 VANGUARD SCOTTSDALE FDS VNG RUS2 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1467653.00 VANGUARD WORLD FD EXTENDED 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3603410.00 VIRGIN MEDIA INC 2016-11-15 6.500000 Other Note 5000.00 11009.00 WESTERN REFINING INC 2014-06-15 5.750000 Other Note 1907000.00 6398895.00 WESTERN UN CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1167375.00 WILLIAMS PARTNERS L P COM UNIT 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2678868.00 WISDOMTREE TR ASIA LC 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 4263343.00 WISDOMTREE TRUSTBRAZILN 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2672405.00 WISDOMTREE TRUSTCHINESE 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2880997.00 WISDOMTREE TRUSTDRYFS CU 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2121078.00 WISDOMTREE TRUSTINDIA ER 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 2846855.00 WISDOMTREE TRUSTINTL DIV 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 4032077.00 WISDOMTREE TRUSTJP SMALL 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3348945.00 WISDOMTREE TRUSTLARGECAP 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 3611914.00 WISDOMTREE TRUSTTOTAL DI 2013-01-31 0.00 Other Instrument Exchange Traded Fund 0.00 1287188.00 ZYNGA INC CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 6304355.00 First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 500000000.00 500000000.00 0.0187 N 500010000.00 500010000.00 Merrill Lynch Government Securities, Inc. Joint Account I 0.130000% 62529904779157MER 0000728612 Government Agency Repurchase Agreement N TINT 02/15/22 2022-02-15 0.00 Treasury Debt 38339.54 32096.72 TSY INFL IX N/B 2013-04-15 0.625000 Treasury Debt 254227.35 278390.89 TSY INFL IX N/B 2014-07-15 2.000000 Treasury Debt 423523.08 549260.09 TSY INFL IX N/B 2015-04-15 0.500000 Treasury Debt 555292.31 621157.07 TSY INFL IX N/B 2019-01-15 2.125000 Treasury Debt 880.34 1146.79 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 1452991.45 1452991.45 0.0001 N 1452991.45 1452991.45 Merrill Lynch Government Securities, Inc. Joint Account III 0.160000% 62529910779157MER 0000728612 Government Agency Repurchase Agreement N FANNIE MAE 2026-03-01 3.500000 Government Agency Debt 32645414.80 27831427.63 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 35082885.16 27829364.79 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt 27976345.37 27433770.88 FANNIE MAE 2026-10-01 3.500000 Government Agency Debt 3097556.02 3113449.28 FANNIE MAE 2027-01-01 3.500000 Government Agency Debt 27708787.73 27592146.11 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 28727821.54 27621277.31 FANNIE MAE 2032-08-01 3.000000 Government Agency Debt 27317466.01 27500096.92 FANNIE MAE 2032-09-01 3.000000 Government Agency Debt 27228143.40 27523415.04 FANNIE MAE 2036-09-01 5.500000 Government Agency Debt 22175132.97 3959216.18 FANNIE MAE 2038-05-01 5.000000 Government Agency Debt 123590112.37 27779105.99 FANNIE MAE 2041-07-01 5.500000 Government Agency Debt 33984327.16 27625757.11 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 26186472.93 27738468.01 FREDDIE MAC 2040-05-01 5.500000 Government Agency Debt 36171198.39 27542897.58 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 302029506.55 302029506.55 0.0113 N 302029506.55 302029506.55 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.299999% 60682ACD6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-22 2013-02-22 N N N 300000000.00 300000000.00 0.0112 N 300021000.00 300021000.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd 0.270000% 088559401 Certificate of Deposit N First Tier Security N/A N/A 2013-05-01 2013-05-01 N N N 70000000.00 69953306.17 0.0026 N 69939100.00 69939100.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd. 0.280000% 60687G5K0 Certificate of Deposit N First Tier Security N/A N/A 2013-04-01 2013-04-01 N N N 200000000.00 200000000.00 0.0075 N 200006000.00 200006000.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd. 0.260000% 60687G6G8 Certificate of Deposit N First Tier Security N/A N/A 2013-04-08 2013-04-08 N N N 195000000.00 195000000.00 0.0073 N 195000000.00 195000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.160000% 62529617779157Mor 0001359291 Government Agency Repurchase Agreement N FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 74902283.00 77250000.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 75000000.00 75000000.00 0.0028 N 75000000.00 75000000.00 National Bank of Kuwait National Bank of Kuwait 0.190000% 62528653 Other Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 250000000.00 250000000.00 0.0093 N 250000000.00 250000000.00 New Jersey Puttable Floating Option Tax-Exempt Receipts New Jersey Puttable Floating Option Tax-Exempt Receipts, Series MT-823 0.169998% 74703UFV5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Bank of America N.A. N/A N/A N N 24500000.00 24500000.00 0.0009 N 24500000.00 24500000.00 Newport Funding Corp. Newport Funding Corp. 0.310243% 65184TPK7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 65000000.00 64989925.00 0.0024 N 64993500.00 64993500.00 Newport Funding Corp. Newport Funding Corp. 0.310243% 65184TPS0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-26 2013-02-26 N N N 50046000.00 50035226.21 0.0019 N 50038993.56 50038993.56 Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.250168% 65409RPD6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-13 2013-02-13 N N N 140000000.00 139988333.33 0.0052 N 139991600.00 139991600.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1 0.239998% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 25000000.00 25000000.00 0.0009 N 25000000.00 25000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.169998% 690353VV6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 N Y UNITED STATES OF AMERICA N/A N/A N 86000000.00 86000000.00 0.0032 N 86000000.00 86000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.160001% 690353WC7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 N Y UNITED STATES OF AMERICA N/A N/A N 25000000.00 25000000.00 0.0009 N 25000000.00 25000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.160001% 690353WD5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 N Y UNITED STATES OF AMERICA N/A N/A N 18500000.00 18500000.00 0.0007 N 18500000.00 18500000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County, Series A 0.110000% 733908AL1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y KOCH INDUSTRIES, INC. N/A N/A Y KOCH INDUSTRIES, INC. N/A N/A N 33100000.00 33100000.00 0.0012 N 33100000.00 33100000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.200001% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 47000000.00 47000000.00 0.0018 N 47000000.00 47000000.00 RBS Securities, Inc. RBS Securities, Inc. 0.359999% 625293477791571RB 0000808379 Other Repurchase Agreement N DOMINICAN REPUBLIC 2018-01-23 9.039999 Other Note 491.00 606.00 FANNIE MAE 2043-02-25 3.000000 Government Agency Debt 40687000.00 40009927.00 FREDDIE MAC 2043-02-01 3.500000 Government Agency Debt 23555000.00 24766032.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2062-12-20 1.649999 Government Agency Debt 35963211.00 36010970.00 REPUBLIC OF VENEZUELA 2019-10-13 7.750000 Other Note 50000.00 49777.00 REPUBLIC OF VENEZUELA 2020-12-09 6.000000 Other Note 1280000.00 1120000.00 REPUBLIC OF VENEZUELA 2027-09-15 9.250000 Other Note 5000000.00 5305938.00 REPUBLIC OF VENEZUELA 2031-08-05 11.949999 Other Note 150000.00 182864.00 REPUBLIC OF VENEZUELA 2038-03-31 7.000000 Other Note 670000.00 560846.00 ROYAL BK SCOTLND GRP PLC 2031-09-30 7.647999 Other Note 50000.00 52625.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 100000000.00 100000000.00 0.0037 N 100000000.00 100000000.00 RBS Securities, Inc. RBS Securities, Inc. 0.460000% 625296797791572RB 0000808379 Other Repurchase Agreement N GNSR 46AX42 2026-01-15 7.000000 Government Agency Debt 30072.00 30727.00 GNSR 46AX59 2025-12-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AX67 2025-10-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AX75 2025-08-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AX83 2025-07-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AX91 2025-05-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AXQ3 2026-01-15 7.000000 Government Agency Debt 32513.00 33221.00 GNSR 46AXR1 2025-10-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AXS9 2025-09-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AXT7 2025-07-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AXU4 2025-06-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AXV2 2025-04-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AXW0 2025-02-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AY58 2026-03-15 7.000000 Government Agency Debt 48337.00 49391.00 GNSR 46AY66 2025-12-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AY74 2025-11-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AY82 2025-09-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AY90 2025-07-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYA7 2025-03-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYB5 2025-02-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYE9 2026-02-15 7.000000 Government Agency Debt 38166.00 38997.00 GNSR 46AYF6 2025-12-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AYG4 2025-10-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYH2 2025-09-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AYN9 2026-02-15 7.000000 Government Agency Debt 39429.00 40287.00 GNSR 46AYP4 2025-12-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AYQ2 2025-10-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYR0 2025-08-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYS8 2025-06-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYT6 2025-04-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYU3 2025-03-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AYV1 2025-01-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AZA6 2025-05-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AZB4 2025-04-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AZC2 2025-02-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AZD0 2024-12-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AZE8 2024-10-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AZK4 2026-03-15 7.000000 Government Agency Debt 49265.00 50338.00 GNSR 46AZL2 2025-12-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AZM0 2025-11-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AZN8 2025-09-15 7.000000 Government Agency Debt 25000.00 25545.00 GNSR 46AZP3 2025-07-15 7.000000 Government Agency Debt 25000.00 25544.00 GNSR 46AZQ1 2025-06-15 7.000000 Government Agency Debt 25000.00 25544.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-12-20 3.500000 Government Agency Debt 39511107.00 34897071.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-03-20 3.000000 Government Agency Debt 505000.00 485953.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-04-20 4.500000 Government Agency Debt 46924169.00 44297135.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-20 3.500000 Government Agency Debt 40000000.00 41141248.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-20 3.000000 Government Agency Debt 13870000.00 14444746.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2060-06-20 5.150000 Government Agency Debt 25204698.00 29007345.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2061-04-20 4.804999 Government Agency Debt 45394485.00 51300476.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2061-06-20 4.836999 Government Agency Debt 24767329.00 27826862.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2062-04-20 4.504999 Government Agency Debt 4558455.00 5314556.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 245000000.00 245000000.00 0.0091 N 245000000.00 245000000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.190029% 7588R0PL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-20 2013-02-20 N N N 130000000.00 129986963.88 0.0049 N 129985700.00 129985700.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 1.005025% 78064RVV8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-17 2013-04-17 N N N 75000000.00 74843750.00 0.0028 N 74968500.00 74968500.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.350306% 78064RWC9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 60000000.00 59956833.33 0.0022 N 59974800.00 59974800.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.350306% 78064RWE5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-24 2013-04-24 N N N 50000000.00 49960138.89 0.0019 N 49976500.00 49976500.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.350309% 78064RWG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-29 2013-04-29 N N N 71000000.00 70939945.83 0.0026 N 70963790.00 70963790.00 Royal Park Investments Funding Corp. Royal Park Investments Funding Corp. 0.450540% 78064TQF5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-04-09 2013-04-09 N N N 40000000.00 39966500.00 0.0015 N 39985200.00 39985200.00 San Francisco, CA City & County Airports Commission San Francisco, CA City & County Airports Commission Series A-2 0.099999% 79765A3L8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N 30000000.00 30000000.00 0.0011 N 30000000.00 30000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.170000% 62512084 0000917311 Other Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 750000000.00 750000000.00 0.0280 N 750000000.00 750000000.00 Societe Generale Societe Generale 0.230000% 83369TME4 Certificate of Deposit N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 343000000.00 343000000.00 0.0128 N 343000000.00 343000000.00 Societe Generale Societe Generale 0.550000% 625001787791571So 0000865845 Other Repurchase Agreement N ALLSTATE CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2889742.00 APPLE INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 8473740.00 BOEING CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 418450.00 COSTCO WHSL CORP NEWCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 12870693.00 EBAY INCCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 10224697.00 EXXON MOBIL CORPCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 530329.00 FIDELITY NATL INFORMATION SVCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 11029677.00 GOOGLE INC CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 13142272.00 HUDSON CITY BANCORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 11573876.00 INTERNATIONAL BUSINESS MACHSCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 910345.00 INVESCO LTD SHS 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 87074.00 JPMORGAN CHASE & CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 26016.00 MERCK & CO INC NEW COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 12897707.00 MICROSOFT CORP COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 15437896.00 MONDELEZ INTL INC CL A 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 6363175.00 MORGAN STANLEYCOM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 14410069.00 PROCTER & GAMBLE CO COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 1747862.00 PRUDENTIAL FINL INC COM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 12831522.00 STARBUCKS CORPCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 2091544.00 UNUM GROUPCOM 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 9793053.00 US BANCORP DELCOM NEW 2013-01-31 0.00 Other Instrument COMMON SHARES 0.00 14250366.00 First Tier Security N/A N/A 2013-02-06 2013-02-06 N N N 150000000.00 150000000.00 0.0056 N 150000000.00 150000000.00 Societe Generale Societe Generale 0.170000% 625294747791572SO 0000865845 Government Agency Repurchase Agreement N FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 30624651.00 23744160.00 FANNIE MAE 2026-01-01 4.000000 Government Agency Debt 28367288.00 23021116.00 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 26211577.00 23329093.00 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 23321538.00 23345094.00 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 22832945.00 23312642.00 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 22328248.00 22946171.00 FANNIE MAE 2028-01-01 3.000000 Government Agency Debt 22204846.00 23687797.00 FANNIE MAE 2032-01-01 4.000000 Government Agency Debt 25001435.00 23036131.00 FANNIE MAE 2032-05-01 3.500000 Government Agency Debt 25239692.00 23744011.00 FANNIE MAE 2032-12-01 3.000000 Government Agency Debt 2131295.00 2204499.00 FANNIE MAE 2037-11-01 6.000000 Government Agency Debt 90658753.00 23655524.00 FANNIE MAE 2039-09-01 5.000000 Government Agency Debt 50000000.00 23757121.00 FANNIE MAE 2039-12-01 5.000000 Government Agency Debt 37030895.00 23210801.00 FANNIE MAE 2040-08-01 3.291999 Government Agency Debt 46621142.00 23612446.00 FANNIE MAE 2040-12-01 2.757000 Government Agency Debt 50250022.00 23621768.00 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 24124831.00 23543921.00 FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 23336531.00 23522501.00 FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 22779495.00 22896837.00 FANNIE MAE 2041-08-01 5.000000 Government Agency Debt 22991538.00 23827373.00 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 22675147.00 23412079.00 FANNIE MAE 2042-04-01 2.505999 Government Agency Debt 26873896.00 23741583.00 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 22490006.00 23614636.00 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 22259918.00 23500645.00 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 21856584.00 22893420.00 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 22365516.00 23089449.00 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 22325281.00 23696622.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 22315399.00 23588217.00 FANNIE MAE 2043-01-01 4.000000 Government Agency Debt 21023948.00 23270561.00 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 22547890.00 23373256.00 FREDDIE MAC 2023-01-01 2.000000 Government Agency Debt 22537706.00 22879528.00 FREDDIE MAC 2023-02-01 2.000000 Government Agency Debt 22933556.00 23281473.00 FREDDIE MAC 2026-08-01 4.000000 Government Agency Debt 23097856.00 23594805.00 FREDDIE MAC 2026-10-01 3.000000 Government Agency Debt 25000000.00 23058132.00 FREDDIE MAC 2026-11-01 3.500000 Government Agency Debt 22400000.00 23116668.00 FREDDIE MAC 2040-09-01 4.500000 Government Agency Debt 26315067.00 23739039.00 FREDDIE MAC 2040-09-01 5.000000 Government Agency Debt 25216131.00 23470014.00 FREDDIE MAC 2041-07-01 3.101000 Government Agency Debt 30591438.00 23115626.00 FREDDIE MAC 2041-11-01 4.000000 Government Agency Debt 26669914.00 22909341.00 FREDDIE MAC 2042-02-01 4.000000 Government Agency Debt 23741889.00 23175501.00 FREDDIE MAC 2042-05-01 2.391000 Government Agency Debt 25527213.00 23453561.00 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt 21934534.00 23000661.00 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 21789756.00 22968269.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-12-20 2.000000 Government Agency Debt 22580000.00 23650265.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 2.000000 Government Agency Debt 22275272.00 23337773.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2052-06-15 5.179999 Government Agency Debt 20726182.00 23049870.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 1000000000.00 1000000000.00 0.0373 N 1000000000.00 1000000000.00 Standard Chartered Bank Standard Chartered Bank 0.299999% 85325BTY0 Certificate of Deposit N First Tier Security N/A N/A 2013-05-03 2013-05-03 N N N 172000000.00 172000000.00 0.0064 N 172008600.00 172008600.00 Standard Chartered Bank Standard Chartered Bank 0.299999% 85325BTZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-05-10 2013-05-10 N N N 172000000.00 172000000.00 0.0064 N 172008600.00 172008600.00 Standard Chartered Bank Standard Chartered Bank 0.170000% 62512081 0000861350 Other Note N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 700000000.00 700000000.00 0.0261 N 700000000.00 700000000.00 State of Texas State of Texas 0.179999% 882720H32 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 25460000.00 25460000.00 0.0010 N 25460000.00 25460000.00 State of Texas State of Texas 0.150000% 882720L94 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 23000000.00 23000000.00 0.0009 N 23000000.00 23000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.260000% 86562DU81 Certificate of Deposit N First Tier Security N/A N/A 2013-04-12 2013-04-12 N N N 300000000.00 300000000.00 0.0112 N 300006000.00 300006000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.250000% 86562DX70 Certificate of Deposit N First Tier Security N/A N/A 2013-04-10 2013-04-10 N N N 150000000.00 150000000.00 0.0056 N 150000000.00 150000000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.390000% 084351474 Certificate of Deposit N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 100000000.00 100000138.71 0.0037 N 100006000.00 100006000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.390000% 084479900 Certificate of Deposit N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 100000000.00 100000194.19 0.0037 N 100008000.00 100008000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 0.295001% 087558193 Certificate of Deposit N First Tier Security N/A N/A 2013-04-11 2013-04-11 N N N 100000000.00 99943499.73 0.0037 N 99942000.00 99942000.00 Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd 0.380000% 86562WR83 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 50000000.00 50007750.20 0.0019 N 50014500.00 50014500.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.384998% 86959JCN6 Other Note N First Tier Security N/A N/A 2013-04-04 2014-02-04 N N N 195000000.00 195000000.00 0.0073 N 194857650.00 194857650.00 The Norinchukin Bank The Norinchukin Bank 0.289999% 65602NJF2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 450000000.00 450000000.00 0.0168 N 450031500.00 450031500.00 The Norinchukin Bank The Norinchukin Bank 0.489999% 65602Q7M3 Certificate of Deposit N First Tier Security N/A N/A 2013-03-01 2013-03-01 N N N 85000000.00 85008893.42 0.0032 N 85018700.00 85018700.00 U.S. Treasury Note U.S. Treasury Note 3.125000% 912828JM3 Treasury Debt N First Tier Security N/A N/A 2013-09-30 2013-09-30 N N N 37500000.00 38221600.60 0.0014 N 38235375.00 38235375.00 U.S. Treasury Note U.S. Treasury Note 1.000000% 912828NN6 Treasury Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 63000000.00 63210981.33 0.0024 N 63253449.00 63253449.00 U.S. Treasury Note U.S. Treasury Note 0.500000% 912828PB0 Treasury Debt N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 347750000.00 348460357.37 0.0130 N 348619375.00 348619375.00 U.S. Treasury Note U.S. Treasury Note 0.125000% 912828RK8 Treasury Debt N First Tier Security N/A N/A 2013-09-30 2013-09-30 N N N 42500000.00 42477135.09 0.0016 N 42496600.00 42496600.00 UBS Securities LLC UBS Securities LLC 0.500000% 613074037791571UB 0000230611 Other Repurchase Agreement N AIRTRAN HOLDINGS INC 2016-11-01 5.250000 Other Note 2190000.00 2981148.00 ALLEGHENY TECHNOLOGIES 2014-06-01 4.250000 Other Note 2975000.00 3239666.00 ARES CAPITAL CORP 2016-06-01 5.125000 Other Note 9000.00 9583.00 BIOMED REALTY LP 2030-01-15 3.750000 Other Note 132000.00 159033.00 BOSTON PROPERTIES LP 2036-05-15 3.750000 Other Note 806000.00 875354.00 CADENCE DESIGN SYS INC 2013-12-15 1.500000 Other Note 15000000.00 15010000.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 1845000.00 3482447.00 CNO FINANCIAL GROUP INC 2016-12-30 7.000000 Other Note 805000.00 1543409.00 CUBIST PHARMACEUTICALS 2017-11-01 2.500000 Other Note 218000.00 345530.00 EQUINIX INC 2014-10-15 3.000000 Other Note 1522000.00 3077428.00 EXTERRAN HOLDINGS INC 2014-06-15 4.250000 Other Note 18972000.00 22525656.00 GENCORP INC 2039-12-31 4.062500 Other Note 1180000.00 1605246.00 GILEAD SCIENCES INC 2016-05-01 1.625000 Other Note 14986000.00 27166808.00 GROUP 1 AUTOMOTIVE INC 2036-06-15 2.250000 Other Note 300000.00 366302.00 HAWAIIAN HOLDINGS INC 2016-03-15 5.000000 Other Note 1432000.00 1536921.00 HEALTH MANAGEMENT ASSOC 2028-05-01 3.750000 Other Note 2000000.00 2303750.00 INSULET CORPORATION 2016-06-15 3.750000 Other Note 712000.00 806640.00 INTEROIL CORP 2015-11-15 2.750000 Other Note 300000.00 267806.00 INTL GAME TECHNOLOGY 2014-05-01 3.250000 Other Note 2668000.00 2818088.00 JAGUAR MINING INC 2016-03-31 5.500000 Other Note 1546000.00 719456.00 JEFFERIES GROUP INC 2029-11-01 3.875000 Other Note 2744000.00 2786031.00 KAMAN CORP 2017-11-15 3.250000 Other Note 89000.00 112639.00 KINROSS GOLD CORP 2028-03-15 1.750000 Other Note 1848000.00 1861382.00 LENNAR CORP 2021-11-15 3.250000 Other Note 14094000.00 26892918.00 LIBERTY INTERACTIVE LLC 2023-03-30 3.125000 Other Note 13471000.00 20307533.00 LINEAR TECHNOLOGY CORP 2027-05-01 3.000000 Other Note 550000.00 588159.00 LIONS GATE ENTERTAINMENT 2025-03-15 3.625000 Other Note 70000.00 159640.00 MEDICINES COMPANY 2017-06-01 1.375000 Other Note 1290000.00 1610619.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 19800000.00 25942263.00 MOLSON COORS BREWING CO 2013-07-30 2.500000 Other Note 995000.00 1009925.00 NEWPARK RESOURCES INC 2017-10-01 4.000000 Other Note 17250000.00 19377500.00 NORTHGATE MINERALS CORP 2016-10-01 3.500000 Other Note 1281000.00 1346391.00 OMNICARE INC 2042-04-01 3.750000 Other Note 9080000.00 9823470.00 PDC ENERGY INC 2016-05-15 3.250000 Other Note 184000.00 211598.00 PDL BIO PHARMA INC 2015-02-15 2.875000 Other Note 5000000.00 6188185.00 PDL BIO PHARMA INC 2015-05-01 3.750000 Other Note 196000.00 226503.00 RYMAN HOSPITALITY PROP 2014-10-01 3.750000 Other Note 4350000.00 7957803.00 SMITHFIELD FOODS INC 2013-06-30 4.000000 Other Note 100000.00 108594.00 SUNTECH POWER HLDGS CO 2013-03-15 3.000000 Other Note 791000.00 396555.00 TIVO INC 2016-03-15 4.000000 Other Note 796000.00 1087623.00 TOWER GROUP INC 2014-09-15 5.000000 Other Note 1773000.00 1865229.00 UNITED CONTINENTAL HLDGS 2029-10-15 6.000000 Other Note 9092000.00 25902350.00 US STEEL CORP 2014-05-15 4.000000 Other Note 22168000.00 23435886.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 747000.00 912274.00 VERISIGN INC 2037-08-15 3.250000 Other Note 2894000.00 4049766.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 250000000.00 250000000.00 0.0093 N 250000000.00 250000000.00 UBS Securities LLC UBS Securities LLC 0.600001% 615229177791572UB 0000230611 Other Repurchase Agreement N ALCOA INC 2014-03-15 5.250000 Other Note 220000.00 318552.00 ALLEGHENY TECHNOLOGIES 2014-06-01 4.250000 Other Note 200000.00 217793.00 ALPHA APPALACHIA HOLDING 2015-08-01 3.250000 Other Note 300000.00 292689.00 ARCHER DANIELS 2014-02-15 0.875000 Other Note 1052000.00 1059537.00 ARES CAPITAL CORP 2016-06-01 5.125000 Other Note 4191000.00 4462542.00 ARES CAPITAL CORP 2017-03-15 4.875000 Other Note 1000000.00 1075297.00 BIOMED REALTY LP 2030-01-15 3.750000 Other Note 50000.00 60240.00 CADENCE DESIGN SYS INC 2013-12-15 1.500000 Other Note 357000.00 357238.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 13555000.00 25585130.00 CHARLES RIVER LABORATORI 2013-06-15 2.250000 Other Note 502000.00 505642.00 CHART INDUSTRIES INC 2018-08-01 2.000000 Other Note 2615000.00 3218097.00 CHEMED CORP 2014-05-15 1.875000 Other Note 11198000.00 12040183.00 CNO FINANCIAL GROUP INC 2016-12-30 7.000000 Other Note 516000.00 989315.00 CONCUR TECHNOLOGIES INC 2015-04-15 2.500000 Other Note 366000.00 543002.00 COVANTA HOLDING CORP 2014-06-01 3.250000 Other Note 682000.00 853214.00 CUBIST PHARMACEUTICALS 2017-11-01 2.500000 Other Note 641000.00 1015985.00 DDR CORP 2040-11-15 1.750000 Other Note 3000000.00 3462973.00 DFC GLOBAL CORP 2017-04-15 3.250000 Other Note 100000.00 112207.00 DFC GLOBAL CORP 2027-06-30 2.875000 Other Note 2721000.00 2736253.00 EASTMAN KODAK CO 2017-04-01 7.000000 Other Note 3000000.00 416250.00 EMC CORP 2013-12-01 1.750000 Other Note 102000.00 157527.00 EQUINIX INC 2016-06-15 4.750000 Other Note 2500000.00 6580799.00 GENCORP INC 2039-12-31 4.062500 Other Note 1673000.00 2275912.00 GILEAD SCIENCES INC 2013-05-01 0.625000 Other Note 445000.00 931858.00 GILEAD SCIENCES INC 2014-05-01 1.000000 Other Note 8045000.00 14259762.00 GILEAD SCIENCES INC 2016-05-01 1.625000 Other Note 5998000.00 10873249.00 HEALTH CARE REIT INC 2029-12-01 3.000000 Other Note 9484000.00 11789845.00 INTEL CORP 2035-12-15 2.950000 Other Note 585000.00 620111.00 INTEL CORP 2039-08-01 3.250000 Other Note 4280000.00 5221600.00 INTEROIL CORP 2015-11-15 2.750000 Other Note 600000.00 535611.00 JAGUAR MINING INC 2016-03-31 5.500000 Other Note 4719000.00 2196063.00 JAKKS PACIFIC INC 2014-11-01 4.500000 Other Note 1411000.00 1550336.00 JETBLUE AIRWAYS CORP 2038-10-15 5.500000 Other Note 390000.00 527453.00 KAMAN CORP 2017-11-15 3.250000 Other Note 176000.00 222748.00 KNIGHT CAPITAL GROUP INC 2015-03-15 3.500000 Other Note 225000.00 225725.00 LENNAR CORP 2021-11-15 3.250000 Other Note 180000.00 343460.00 LEUCADIA NATL CORP 2014-04-15 3.750000 Other Note 794000.00 971992.00 LIONS GATE ENTERTAINMENT 2025-03-15 3.625000 Other Note 6649000.00 15163539.00 MANNKIND CORP 2015-08-15 5.750000 Other Note 180000.00 120648.00 METLIFE CAPITAL TRUST IV 2037-12-15 7.875000 Other Note 3150000.00 3937500.00 METLIFE INC 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 14697807.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 103000.00 134952.00 MICROSOFT CORP 2013-06-15 0.00 Other Note 6099499.00 6103342.00 MYLAN INC 2015-09-15 3.750000 Other Note 940000.00 2058409.00 NATIONAL FINANCIAL PARTN 2017-06-15 4.000000 Other Note 100000.00 152511.00 NETAPP INC 2013-06-01 1.750000 Other Note 12000.00 14150.00 NEWMONT MINING CORP 2014-07-15 1.250000 Other Note 4544000.00 5123067.00 NEWMONT MINING CORP 2017-07-15 1.625000 Other Note 848000.00 1047892.00 NEWPARK RESOURCES INC 2017-10-01 4.000000 Other Note 2129000.00 2391577.00 NORTEL NETWORKS CORP 2014-04-15 2.125000 Other Note 2500000.00 2487500.00 NORTHSTAR REALTY FIN 2031-03-15 7.500000 Other Note 525000.00 693438.00 NUVASIVE INC 2017-07-01 2.750000 Other Note 4969000.00 4654322.00 OMNICARE CAP TRUST II 2013-01-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 16402536.00 OMNICARE INC 2042-04-01 3.750000 Other Note 12052000.00 13038818.00 PDL BIO PHARMA INC 2015-02-15 2.875000 Other Note 2000000.00 2475274.00 PDL BIO PHARMA INC 2015-05-01 3.750000 Other Note 464000.00 536210.00 PHH CORP 2014-09-01 4.000000 Other Note 583000.00 649559.00 PMI GROUP INC 2020-04-15 4.500000 Other Note 10000000.00 3175000.00 PSS WORLD MEDICAL INC 2014-08-01 3.125000 Other Note 2935000.00 4186058.00 RADIOSHACK CORP 2013-08-01 2.500000 Other Note 4250000.00 4048125.00 RAIT FINANCIAL TRUST 2031-04-01 7.000000 Other Note 1834000.00 2115213.00 RYMAN HOSPITALITY PROP 2014-10-01 3.750000 Other Note 250000.00 457345.00 SANDISK CORP 2013-05-15 1.000000 Other Note 401000.00 401345.00 SILVER STANDARD RESOURCE 2028-03-01 4.500000 Other Note 100000.00 99063.00 SL GREEN OPERATING PARTN 2017-10-15 3.000000 Other Note 3540000.00 4111120.00 SMITHFIELD FOODS INC 2013-06-30 4.000000 Other Note 150000.00 162892.00 SYNNEX CORP 2018-05-15 4.000000 Other Note 3002000.00 3693434.00 TIBCO SOFTWARE INC 2032-05-01 2.250000 Other Note 918000.00 898497.00 TIVO INC 2016-03-15 4.000000 Other Note 200000.00 273272.00 TOWER GROUP INC 2014-09-15 5.000000 Other Note 15000000.00 15780283.00 TRICO MARINE SERVICES IN 2013-02-01 8.125000 Other Note 5600000.00 56000.00 UNITED CONTINENTAL HLDGS 2029-10-15 6.000000 Other Note 3400000.00 9686317.00 USEC INC 2014-10-01 3.000000 Other Note 3532000.00 1434875.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 1665000.00 2033381.00 VERISIGN INC 2037-08-15 3.250000 Other Note 223000.00 312059.00 VISHAY INTERTECHNOLOGY 2041-05-15 2.250000 Other Note 7500000.00 6016875.00 VISHAY INTERTECHNOLOGY 2042-06-01 2.250000 Other Note 1500000.00 1575000.00 WESTERN REFINING INC 2014-06-15 5.750000 Other Note 334000.00 1120729.00 XILINX INC 2037-03-15 3.125000 Other Note 2175000.00 2874927.00 First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 250000000.00 250000000.00 0.0093 N 250000000.00 250000000.00 UBS Securities LLC UBS Securities LLC 0.100000% 625295177791573UB 0000230611 Government Agency Repurchase Agreement N US TREASURY N/B 2014-12-31 2.625000 Treasury Debt 24349600.00 25500068.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 25000000.00 25000000.00 0.0009 N 25000000.00 25000000.00 UBS Securities LLC Joint Account III 0.149999% 62529910779157UBS 0000230611 Government Agency Repurchase Agreement N FANNIE MAE 2027-08-01 2.500000 Government Agency Debt 10169220.63 10141580.41 FREDDIE MAC 2042-12-01 3.000000 Government Agency Debt 15464661.29 15937853.63 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 25319838.88 25319838.88 0.0009 N 25319838.88 25319838.88 University of North Carolina at Chapel Hill University of North Carolina at Chapel Hill, Series A 0.099999% 91471FAY1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-02-07 2013-02-07 Y Bank of America, N.A. N/A N/A N N 300000.00 300000.00 0.0000 N 300000.00 300000.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.270081% 92512LPK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 145000000.00 144980425.00 0.0054 N 144985500.00 144985500.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.358999% 94985HL77 Other Note N First Tier Security N/A N/A 2013-03-20 2014-02-20 N N N 150000000.00 150000000.00 0.0056 N 149995500.00 149995500.00 Wells Fargo Securities LLC Joint Account I 0.140000% 62529904779157WEL 0000740906 Government Agency Repurchase Agreement N TREASURY BILL 2013-02-28 0.00 Treasury Debt 511435.90 511415.44 TREASURY BILL 2013-04-25 0.00 Treasury Debt 469555.56 469488.87 TREASURY BILL 2013-05-09 0.00 Treasury Debt 106517.95 106497.50 TSY INFL IX N/B 2022-07-15 0.125000 Treasury Debt 359282.05 387250.14 US TREASURY N/B 2014-04-15 1.250000 Treasury Debt 427350.43 434277.26 US TREASURY N/B 2014-07-31 0.125000 Treasury Debt 423350.43 422689.16 US TREASURY N/B 2014-12-31 0.125000 Treasury Debt 538837.61 537380.07 US TREASURY N/B 2015-05-15 0.250000 Treasury Debt 449504.27 449041.18 US TREASURY N/B 2017-05-31 0.625000 Treasury Debt 425726.50 424317.16 US TREASURY N/B 2020-02-15 3.625000 Treasury Debt 161881.44 189023.68 US TREASURY N/B 2021-05-15 3.125000 Treasury Debt 381965.81 427595.49 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 4273504.27 4273504.27 0.0002 N 4273504.27 4273504.27 Wells Fargo Securities LLC Joint Account III 0.160000% 62529910779157WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2020-02-01 4.000000 Government Agency Debt 20011215.62 7833058.21 FANNIE MAE 2022-03-01 3.000000 Government Agency Debt 8131285.40 7102207.21 FANNIE MAE 2022-05-01 3.000000 Government Agency Debt 4849565.53 4570984.00 FANNIE MAE 2022-11-01 3.000000 Government Agency Debt 4755807.25 4850148.97 FANNIE MAE 2023-01-01 2.000000 Government Agency Debt 6125303.80 6195397.80 FANNIE MAE 2023-01-01 2.000000 Government Agency Debt 5236156.06 5295930.05 FANNIE MAE 2023-01-01 3.000000 Government Agency Debt 7466790.10 7789820.97 FANNIE MAE 2024-02-01 4.000000 Government Agency Debt 18085599.19 5008130.66 FANNIE MAE 2024-04-01 4.000000 Government Agency Debt 5134706.70 5235257.91 FANNIE MAE 2027-11-01 3.000000 Government Agency Debt 8372371.86 8712548.96 FANNIE MAE 2027-11-01 3.000000 Government Agency Debt 4744467.94 4927125.26 FANNIE MAE 2027-12-01 3.000000 Government Agency Debt 8097486.67 8485701.65 FANNIE MAE 2027-12-01 3.000000 Government Agency Debt 6627442.14 7001697.58 FANNIE MAE 2028-01-01 3.000000 Government Agency Debt 5916490.73 6245302.84 FANNIE MAE 2028-01-01 3.500000 Government Agency Debt 4237459.15 4506376.45 FANNIE MAE 2032-12-01 3.000000 Government Agency Debt 6063046.66 6287685.72 FANNIE MAE 2032-12-01 3.500000 Government Agency Debt 6537970.88 6857013.14 FANNIE MAE 2032-12-01 3.500000 Government Agency Debt 5934990.49 6316753.61 FANNIE MAE 2032-12-01 3.500000 Government Agency Debt 4856161.35 5118354.06 FANNIE MAE 2033-01-01 3.000000 Government Agency Debt 8261387.77 8564967.94 FANNIE MAE 2033-01-01 3.500000 Government Agency Debt 6655091.77 7102208.65 FANNIE MAE 2036-01-01 5.000000 Government Agency Debt 53764671.79 7121906.40 FANNIE MAE 2039-09-01 4.000000 Government Agency Debt 6854442.09 6025600.42 FANNIE MAE 2040-08-01 5.000000 Government Agency Debt 8776840.37 6794792.89 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 6711895.38 6050940.16 FANNIE MAE 2041-07-01 5.000000 Government Agency Debt 8004152.68 8403573.50 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 4559713.42 4724860.26 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 6226389.28 6159590.12 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 9031387.58 9620309.31 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 4555017.67 4997773.76 FANNIE MAE 2042-10-01 4.000000 Government Agency Debt 5013264.80 5371900.78 FANNIE MAE 2042-10-01 4.500000 Government Agency Debt 8665527.13 9598371.12 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 8874593.40 9168302.08 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 7643042.22 7927467.57 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 6432039.54 6794515.10 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt 5737680.22 6336981.27 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt 8358905.32 8809459.56 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 7567382.93 7844387.03 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 7811564.56 8266882.54 FREDDIE MAC 2027-11-01 3.000000 Government Agency Debt 6487058.11 6656189.20 FREDDIE MAC 2027-11-01 3.000000 Government Agency Debt 5981147.47 6265597.41 FREDDIE MAC 2027-12-01 3.000000 Government Agency Debt 6293712.92 6614121.38 FREDDIE MAC 2028-01-01 2.500000 Government Agency Debt 7286076.62 7573827.91 FREDDIE MAC 2028-01-01 2.500000 Government Agency Debt 6341623.84 6579690.37 FREDDIE MAC 2028-01-01 2.500000 Government Agency Debt 4758200.34 4935711.22 FREDDIE MAC 2028-01-01 3.000000 Government Agency Debt 7687784.19 8119360.84 FREDDIE MAC 2028-01-01 3.000000 Government Agency Debt 7715663.50 8084841.58 FREDDIE MAC 2032-12-01 3.000000 Government Agency Debt 6691894.15 6939875.57 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 9368340.38 9004480.55 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 7098663.15 6469121.17 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 4933028.04 4906395.91 FREDDIE MAC 2042-07-01 4.000000 Government Agency Debt 9473717.57 9086809.09 FREDDIE MAC 2042-11-01 3.000000 Government Agency Debt 7379876.50 7603576.19 FREDDIE MAC 2042-11-01 3.000000 Government Agency Debt 4756614.95 4895927.24 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 8110159.61 8607496.59 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 6220399.33 6603597.00 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 5764703.00 5931834.91 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 3472407.92 3720514.49 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 6596441.26 6808015.64 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 5387124.52 5566645.07 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 5963459.75 6300905.93 FREDDIE MAC 2043-02-01 2.500000 Government Agency Debt 7588717.42 7620235.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-01-15 3.000000 Government Agency Debt 5103285.87 5439383.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-10-15 3.500000 Government Agency Debt 4222782.32 4535156.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-15 3.500000 Government Agency Debt 4937241.26 5301921.81 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-15 3.000000 Government Agency Debt 6075952.54 6374457.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 2.500000 Government Agency Debt 6468882.08 6506034.96 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 434054380.66 434054380.66 0.0162 N 434054380.66 434054380.66 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.200000% 62538144779157Wel 0000740906 Government Agency Repurchase Agreement N FANNIE DISCOUNT NOTE 2013-05-01 0.00 Government Agency Debt 7000000.00 6998950.00 FANNIE DISCOUNT NOTE 2013-05-29 0.00 Government Agency Debt 2250000.00 2249550.00 FANNIE DISCOUNT NOTE 2013-05-31 0.00 Government Agency Debt 5000000.00 4999000.00 FANNIE DISCOUNT NOTE 2013-07-31 0.00 Government Agency Debt 3000000.00 2998800.00 FANNIE MAE 2013-03-15 4.375000 Government Agency Debt 9000000.00 9195280.00 FANNIE MAE 2013-12-18 0.750000 Government Agency Debt 2973000.00 2991361.00 FANNIE MAE 2014-03-13 2.750000 Government Agency Debt 2629000.00 2729012.00 FANNIE MAE 2014-06-27 1.125000 Government Agency Debt 4465000.00 4525601.00 FANNIE MAE 2014-09-08 1.500000 Government Agency Debt 3546000.00 3627623.00 FANNIE MAE 2014-12-19 0.750000 Government Agency Debt 2909000.00 2935661.00 FANNIE MAE 2015-03-16 0.375000 Government Agency Debt 8000000.00 8019810.00 FANNIE MAE 2015-04-15 5.000000 Government Agency Debt 1650000.00 1842385.00 FANNIE MAE 2015-07-28 2.375000 Government Agency Debt 1773000.00 1861043.00 FANNIE MAE 2015-09-28 0.500000 Government Agency Debt 5805000.00 5828965.00 FANNIE MAE 2015-10-15 4.375000 Government Agency Debt 3964000.00 4430047.00 FANNIE MAE 2015-12-21 0.375000 Government Agency Debt 4775000.00 4765339.00 FANNIE MAE 2016-03-15 2.250000 Government Agency Debt 19139000.00 20327723.00 FANNIE MAE 2016-05-24 0.500000 Government Agency Debt 65000.00 65083.00 FANNIE MAE 2016-09-28 1.250000 Government Agency Debt 6000000.00 6163505.00 FANNIE MAE 2016-12-15 4.875000 Government Agency Debt 3985000.00 4633727.00 FANNIE MAE 2017-08-28 0.875000 Government Agency Debt 14929000.00 14935998.00 FANNIE MAE 2017-12-20 0.875000 Government Agency Debt 4750000.00 4733074.00 FANNIE MAE 2018-01-30 1.020000 Government Agency Debt 14565000.00 14513707.00 FANNIE MAE 2018-02-08 0.875000 Government Agency Debt 2300000.00 2283218.00 FANNIE MAE 2022-06-25 0.718750 Government Agency Debt 10000000.00 14635.00 FANNIEMAE STRIPS 2019-01-15 0.00 Government Agency Debt 6287000.00 5662009.00 FANNIEMAE STRIPS 2028-02-06 0.00 Government Agency Debt 3660000.00 2142491.00 FANNIEMAE STRIPS 2028-08-06 0.00 Government Agency Debt 3299000.00 1822730.00 FANNIEMAE STRIPS 2029-02-06 0.00 Government Agency Debt 3663000.00 2066884.00 FANNIEMAE STRIPS 2030-01-15 0.00 Government Agency Debt 3572000.00 1892660.00 FED HOME LN DISCOUNT NT 2013-03-20 0.00 Government Agency Debt 4000000.00 3999880.00 FED HOME LN DISCOUNT NT 2013-04-19 0.00 Government Agency Debt 20646000.00 20644142.00 FED HOME LN DISCOUNT NT 2013-04-24 0.00 Government Agency Debt 22139000.00 22137007.00 FED HOME LN DISCOUNT NT 2013-07-24 0.00 Government Agency Debt 14000000.00 13994540.00 Federal Farm Credit Bank 2014-08-01 0.299999 Government Agency Debt 9300000.00 9311160.00 Federal Farm Credit Bank 2014-08-21 0.299999 Government Agency Debt 4600000.00 4607881.00 Federal Farm Credit Bank 2014-10-16 0.250000 Government Agency Debt 15460000.00 15460451.00 Federal Farm Credit Bank 2014-11-14 0.250000 Government Agency Debt 20422000.00 20406644.00 Federal Farm Credit Bank 2014-11-26 0.250000 Government Agency Debt 2000000.00 1999023.00 Federal Farm Credit Bank 2014-12-24 0.250000 Government Agency Debt 2002000.00 2000252.00 Federal Farm Credit Bank 2015-02-27 0.299999 Government Agency Debt 4300000.00 4298509.00 Federal Farm Credit Bank 2015-03-16 0.330000 Government Agency Debt 2130000.00 2130813.00 Federal Farm Credit Bank 2015-12-16 4.875000 Government Agency Debt 1700000.00 1921091.00 Federal Farm Credit Bank 2015-12-28 0.440000 Government Agency Debt 20900000.00 20889411.00 Federal Farm Credit Bank 2021-08-16 2.020000 Government Agency Debt 2840000.00 2851554.00 Federal Farm Credit Bank 2023-01-17 2.220000 Government Agency Debt 11050000.00 10953570.00 Federal Home Loan Bank 2013-10-18 3.625000 Government Agency Debt 1825000.00 1888495.00 Federal Home Loan Bank 2013-12-13 3.125000 Government Agency Debt 2835000.00 2919077.00 Federal Home Loan Bank 2014-01-23 0.299999 Government Agency Debt 4150000.00 4154344.00 Federal Home Loan Bank 2014-03-14 2.375000 Government Agency Debt 3355000.00 3466816.00 Federal Home Loan Bank 2014-09-12 5.250000 Government Agency Debt 2360000.00 2593618.00 Federal Home Loan Bank 2014-12-12 0.875000 Government Agency Debt 15255000.00 15435024.00 Federal Home Loan Bank 2015-03-13 2.750000 Government Agency Debt 6570000.00 6969815.00 Federal Home Loan Bank 2015-09-11 1.750000 Government Agency Debt 11580000.00 12064456.00 Federal Home Loan Bank 2015-12-11 1.375000 Government Agency Debt 13595000.00 13875869.00 Federal Home Loan Bank 2016-06-10 2.125000 Government Agency Debt 8800000.00 9287348.00 Federal Home Loan Bank 2016-12-16 4.750000 Government Agency Debt 5565000.00 6499127.00 Federal Home Loan Bank 2017-05-17 4.875000 Government Agency Debt 1800000.00 2121226.00 Federal Home Loan Bank 2017-11-17 5.000000 Government Agency Debt 5040000.00 6047384.00 Federal Home Loan Bank 2019-05-16 1.790000 Government Agency Debt 5950000.00 5988789.00 Federal Home Loan Bank 2027-12-20 2.899999 Government Agency Debt 6300000.00 6187437.00 FICO STRIP 2019-06-06 0.00 Government Agency Debt 6000.00 5330.00 FICO STRIP CPN 2013-08-08 0.00 Government Agency Debt 41000.00 40864.00 FICO STRIP CPN 2013-09-26 0.00 Government Agency Debt 21000.00 20910.00 FICO STRIP CPN 2013-12-06 0.00 Government Agency Debt 1000.00 994.00 FICO STRIP CPN 2014-03-26 0.00 Government Agency Debt 44000.00 43675.00 FICO STRIP CPN 2014-05-02 0.00 Government Agency Debt 73000.00 72408.00 FICO STRIP CPN 2014-09-26 0.00 Government Agency Debt 45000.00 44480.00 FICO STRIP CPN 2014-12-27 0.00 Government Agency Debt 3000.00 2958.00 FICO STRIP CPN 2015-04-06 0.00 Government Agency Debt 22000.00 21633.00 FICO STRIP CPN 2015-05-02 0.00 Government Agency Debt 20000.00 19652.00 FICO STRIP CPN 2015-10-06 0.00 Government Agency Debt 30000.00 29345.00 FICO STRIP CPN 2015-11-11 0.00 Government Agency Debt 15000.00 14657.00 FICO STRIP CPN 2016-04-06 0.00 Government Agency Debt 138000.00 134078.00 FICO STRIP CPN 2016-05-11 0.00 Government Agency Debt 31000.00 30060.00 FICO STRIP CPN 2016-11-02 0.00 Government Agency Debt 245000.00 235337.00 FICO STRIP CPN 2017-02-08 0.00 Government Agency Debt 110000.00 105017.00 FICO STRIP CPN 2017-04-06 0.00 Government Agency Debt 162000.00 154049.00 FICO STRIP CPN 2017-05-30 0.00 Government Agency Debt 187000.00 177117.00 FICO STRIP CPN 2017-08-08 0.00 Government Agency Debt 100000.00 94187.00 FICO STRIP CPN 2017-10-06 0.00 Government Agency Debt 38000.00 35620.00 FICO STRIP CPN 2018-04-06 0.00 Government Agency Debt 330000.00 304673.00 FICO STRIP CPN 2018-05-11 0.00 Government Agency Debt 83000.00 76422.00 FICO STRIP CPN 2018-06-06 0.00 Government Agency Debt 13000.00 11944.00 FICO STRIP CPN 2018-12-06 0.00 Government Agency Debt 7000.00 6333.00 FICO STRIP CPN 2018-12-27 0.00 Government Agency Debt 9000.00 8129.00 FICO STRIP CPN 2019-09-26 0.00 Government Agency Debt 792000.00 682015.00 FICO STRIP CPN19 2017-06-06 0.00 Government Agency Debt 55000.00 52068.00 FICO STRIP CPN-A 2014-02-08 0.00 Government Agency Debt 9000.00 8944.00 FICO STRIP CPN-A 2014-08-08 0.00 Government Agency Debt 47000.00 46517.00 FICO STRIP CPN-A 2015-02-08 0.00 Government Agency Debt 65000.00 64018.00 FICO STRIP CPN-A 2015-08-08 0.00 Government Agency Debt 26000.00 25475.00 FICO STRIP CPN-A 2016-08-08 0.00 Government Agency Debt 56000.00 54069.00 FICO STRIP CPN-A 2018-09-07 0.00 Government Agency Debt 25000.00 22791.00 FICO STRIP CPN-C 2013-11-30 0.00 Government Agency Debt 16000.00 15910.00 FICO STRIP CPN-C 2014-11-11 0.00 Government Agency Debt 25000.00 24679.00 FICO STRIP CPN-C 2014-11-30 0.00 Government Agency Debt 69000.00 68077.00 FICO STRIP CPN-C 2015-05-30 0.00 Government Agency Debt 7000.00 6872.00 FICO STRIP CPN-C 2016-11-11 0.00 Government Agency Debt 70000.00 67201.00 FICO STRIP CPN-C 2016-11-30 0.00 Government Agency Debt 28000.00 26848.00 FICO STRIP CPN-C 2017-05-11 0.00 Government Agency Debt 104000.00 98651.00 FICO STRIP CPN-C 2017-11-11 0.00 Government Agency Debt 13000.00 12149.00 FICO STRIP CPN-C 2017-11-30 0.00 Government Agency Debt 5000.00 4634.00 FICO STRIP CPN-D 2013-02-03 0.00 Government Agency Debt 10000.00 10000.00 FICO STRIP CPN-D 2013-08-03 0.00 Government Agency Debt 20000.00 19936.00 FICO STRIP CPN-D 2014-08-03 0.00 Government Agency Debt 163000.00 161344.00 FICO STRIP CPN-D 2015-02-03 0.00 Government Agency Debt 46000.00 45310.00 FICO STRIP CPN-D 2015-03-26 0.00 Government Agency Debt 23000.00 22623.00 FICO STRIP CPN-D 2015-08-03 0.00 Government Agency Debt 1000.00 980.00 FICO STRIP CPN-D 2016-02-03 0.00 Government Agency Debt 38000.00 37029.00 FICO STRIP CPN-D 2016-08-03 0.00 Government Agency Debt 22000.00 21244.00 FICO STRIP CPN-D 2016-09-26 0.00 Government Agency Debt 115000.00 110715.00 FICO STRIP CPN-D 2017-02-03 0.00 Government Agency Debt 183000.00 174772.00 FICO STRIP CPN-D 2017-03-26 0.00 Government Agency Debt 64000.00 60903.00 FICO STRIP CPN-D 2017-08-03 0.00 Government Agency Debt 25000.00 23557.00 FICO STRIP CPN-D 2017-09-26 0.00 Government Agency Debt 32000.00 30020.00 FICO STRIP CPN-D 2018-02-03 0.00 Government Agency Debt 96000.00 89058.00 FICO STRIP CPN-D 2018-03-26 0.00 Government Agency Debt 38000.00 35112.00 FICO STRIP CPN-D 2018-08-03 0.00 Government Agency Debt 166000.00 149292.00 FICO STRIP CPN-D 2018-09-26 0.00 Government Agency Debt 508000.00 462407.00 FICO STRIP CPN-D 2019-03-26 0.00 Government Agency Debt 526000.00 470491.00 FICO STRIP CPN-E 2013-11-02 0.00 Government Agency Debt 84000.00 83580.00 FICO STRIP CPN-E 2017-11-02 0.00 Government Agency Debt 140000.00 130938.00 FICO STRIP CPN-E 2018-05-02 0.00 Government Agency Debt 142000.00 130839.00 FICO STRIP CPN-E 2018-11-02 0.00 Government Agency Debt 407000.00 369401.00 FICO STRIP CPN-G 2017-12-27 0.00 Government Agency Debt 27000.00 25131.00 FICO STRIP CPN-G 2018-12-27 0.00 Government Agency Debt 56000.00 50548.00 FICO STRIP PRIN 2017-10-06 0.00 Government Agency Debt 50000.00 46908.00 FICO STRIP PRIN 2017-11-30 0.00 Government Agency Debt 26000.00 24512.00 FICO STRIP PRIN 2018-04-06 0.00 Government Agency Debt 91000.00 84951.00 FICO STRIP PRIN 2018-08-03 0.00 Government Agency Debt 2713000.00 2501413.00 FICO STRIP PRIN 2018-11-02 0.00 Government Agency Debt 100000.00 91827.00 FICO STRIP PRIN 2019-09-26 0.00 Government Agency Debt 720000.00 639209.00 FICO STRIP PRN 2018-02-08 0.00 Government Agency Debt 33000.00 30631.00 FREDDIE MAC 2014-04-23 2.500000 Government Agency Debt 3965000.00 4099784.00 FREDDIE MAC 2014-08-28 0.375000 Government Agency Debt 2000000.00 2006208.00 FREDDIE MAC 2014-11-25 0.750000 Government Agency Debt 2805000.00 2832643.00 FREDDIE MAC 2014-12-29 0.625000 Government Agency Debt 18314000.00 18433692.00 FREDDIE MAC 2015-11-24 0.450000 Government Agency Debt 17426000.00 17450963.00 FREDDIE MAC 2016-05-27 2.500000 Government Agency Debt 4111000.00 4391717.00 FREDDIE MAC 2017-09-29 1.000000 Government Agency Debt 757000.00 762813.00 FREDDIE MAC 2018-01-12 0.750000 Government Agency Debt 13000000.00 12849276.00 FREDDIE MAC 2019-01-15 0.00 Government Agency Debt 4339000.00 3899025.00 FREDDIE MAC 2019-03-27 3.750000 Government Agency Debt 2466000.00 2850029.00 FREDDIE MAC 2019-09-03 0.00 Government Agency Debt 3115000.00 2749361.00 FREDDIE MAC 2019-10-02 1.250000 Government Agency Debt 11000000.00 10893981.00 FREDDIE MAC 2022-01-13 2.375000 Government Agency Debt 5350000.00 5489889.00 FREDDIE MAC 2028-11-15 0.00 Government Agency Debt 3510000.00 1997506.00 FREDDIE MAC 2030-03-15 0.00 Government Agency Debt 5872000.00 3064597.00 FREDDIE MAC DISCOUNT NT 2013-10-15 0.00 Government Agency Debt 6950000.00 6945066.00 IBRD 8? 16 STRIP 2016-10-15 0.00 Other Note 66000.00 62597.00 IBRD GEN STRIP 2015-03-01 0.00 Other Note 12000.00 11723.00 INTER-AMERICAN DEVEL BK 2018-08-24 1.750000 Other Note 3471000.00 3612797.00 INTL BK RECON & DEVELOP 2013-02-15 0.00 Other Note 15000.00 14997.00 INTL BK RECON & DEVELOP 2013-08-15 0.00 Other Note 25000.00 24912.00 INTL BK RECON & DEVELOP 2014-02-15 0.00 Other Note 175000.00 173693.00 INTL BK RECON & DEVELOP 2014-02-15 0.00 Other Note 31000.00 30768.00 INTL BK RECON & DEVELOP 2014-08-15 0.00 Other Note 93000.00 91913.00 INTL BK RECON & DEVELOP 2015-02-15 0.00 Other Note 35000.00 34422.00 INTL BK RECON & DEVELOP 2016-02-15 0.00 Other Note 22000.00 21357.00 INTL BK RECON & DEVELOP 2018-05-01 0.00 Other Note 29000.00 26401.00 RESOLUTION FUNDING STRIP 2013-07-15 0.00 Government Agency Debt 62000.00 61900.00 RESOLUTION FUNDING STRIP 2014-01-15 0.00 Government Agency Debt 36000.00 35858.00 RESOLUTION FUNDING STRIP 2014-04-15 0.00 Government Agency Debt 1000.00 995.00 RESOLUTION FUNDING STRIP 2015-04-15 0.00 Government Agency Debt 10000.00 9879.00 RESOLUTION FUNDING STRIP 2016-04-15 0.00 Government Agency Debt 10000.00 9779.00 RESOLUTION FUNDING STRIP 2017-04-15 0.00 Government Agency Debt 1000.00 959.00 RESOLUTION FUNDING STRIP 2018-04-15 0.00 Government Agency Debt 10000.00 9354.00 RESOLUTION FUNDING STRIP 2020-01-15 0.00 Government Agency Debt 2000.00 1772.00 RESOLUTION FUNDING STRIP 2020-10-15 0.00 Government Agency Debt 12000.00 10322.00 RESOLUTION FUNDING STRIP 2021-04-15 0.00 Government Agency Debt 2000.00 1679.00 RESOLUTION FUNDING STRIP 2027-07-15 0.00 Government Agency Debt 2000.00 1282.00 RESOLUTION FUNDING STRIP 2028-01-15 0.00 Government Agency Debt 24000.00 14886.00 RESOLUTION FUNDING STRIP 2029-10-15 0.00 Government Agency Debt 9000.00 5147.00 RFCSP STRIP PRINCIPAL 2019-10-15 0.00 Other Note 1381000.00 1235415.00 RFCSP STRIP PRINCIPAL 2020-07-15 0.00 Other Note 16900000.00 14702662.00 RFCSP STRIP PRINCIPAL 2020-10-15 0.00 Other Note 232000.00 199747.00 RFCSP STRIP PRINCIPAL 2021-01-15 0.00 Other Note 29000.00 24705.00 SALLIE MAE 2022-10-03 0.00 Government Agency Debt 25000.00 18950.00 TENN VAL AUTH CPN STRIP 2013-12-15 0.00 Government Agency Debt 18000.00 17859.00 TENN VAL AUTH CPN STRIP 2014-05-01 0.00 Government Agency Debt 30000.00 29652.00 TENN VAL AUTH CPN STRIP 2014-11-01 0.00 Government Agency Debt 35000.00 34429.00 TENN VAL AUTH CPN STRIP 2014-12-15 0.00 Government Agency Debt 21000.00 20710.00 TENN VAL AUTH CPN STRIP 2015-01-15 0.00 Government Agency Debt 26000.00 25527.00 TENN VAL AUTH CPN STRIP 2015-05-01 0.00 Government Agency Debt 78000.00 76342.00 TENN VAL AUTH CPN STRIP 2015-06-15 0.00 Government Agency Debt 39000.00 38118.00 TENN VAL AUTH CPN STRIP 2015-11-01 0.00 Government Agency Debt 30000.00 29196.00 TENN VAL AUTH CPN STRIP 2015-12-15 0.00 Government Agency Debt 44000.00 42758.00 TENN VAL AUTH CPN STRIP 2016-06-15 0.00 Government Agency Debt 6000.00 5782.00 TENN VAL AUTH CPN STRIP 2016-11-01 0.00 Government Agency Debt 71000.00 68134.00 TENN VAL AUTH CPN STRIP 2016-12-15 0.00 Government Agency Debt 12000.00 11442.00 TENN VAL AUTH CPN STRIP 2017-01-15 0.00 Government Agency Debt 58000.00 55195.00 TENN VAL AUTH CPN STRIP 2017-05-01 0.00 Government Agency Debt 35000.00 33108.00 TENN VAL AUTH CPN STRIP 2017-06-15 0.00 Government Agency Debt 60000.00 56849.00 TENN VAL AUTH CPN STRIP 2017-12-15 0.00 Government Agency Debt 17000.00 15849.00 TENN VAL AUTH CPN STRIP 2018-05-01 0.00 Government Agency Debt 2543000.00 2341798.00 TENN VAL AUTH CPN STRIP 2018-11-01 0.00 Government Agency Debt 122000.00 111384.00 TENN VAL AUTH CPN STRIP 2018-12-15 0.00 Government Agency Debt 1196000.00 1098813.00 TENN VAL AUTH CPN STRIP 2018-12-15 0.00 Government Agency Debt 504000.00 463045.00 TENN VAL AUTH CPN STRIP 2019-01-15 0.00 Government Agency Debt 348000.00 314735.00 TENN VAL AUTH CPN STRIP 2019-05-01 0.00 Government Agency Debt 460000.00 406934.00 TENN VAL AUTH CPN STRIP 2019-06-15 0.00 Government Agency Debt 1166000.00 1027363.00 TENN VAL AUTH CPN STRIP 2019-07-15 0.00 Government Agency Debt 609000.00 541322.00 TENN VAL AUTH CPN STRIP 2019-11-01 0.00 Government Agency Debt 203000.00 176604.00 TENN VAL AUTH CPN STRIP 2019-12-15 0.00 Government Agency Debt 5754000.00 5121750.00 TENN VAL AUTH CPN STRIP 2019-12-15 0.00 Government Agency Debt 1116000.00 969603.00 TENN VAL AUTH CPN STRIP 2020-01-15 0.00 Government Agency Debt 24000.00 20725.00 TENN VAL AUTH CPN STRIP 2020-06-15 0.00 Government Agency Debt 1095000.00 932031.00 TENN VAL AUTH CPN STRIP 2020-07-15 0.00 Government Agency Debt 2288000.00 1942146.00 TENN VAL AUTH CPN STRIP 2020-11-01 0.00 Government Agency Debt 108000.00 90758.00 TENN VAL AUTH CPN STRIP 2020-12-15 0.00 Government Agency Debt 1588000.00 1344544.00 TENN VAL AUTH CPN STRIP 2020-12-15 0.00 Government Agency Debt 1211000.00 1012650.00 TENN VAL AUTH CPN STRIP 2021-05-01 0.00 Government Agency Debt 2000.00 1644.00 TENN VAL AUTH CPN STRIP 2021-06-15 0.00 Government Agency Debt 2541000.00 2077852.00 TENN VAL AUTH CPN STRIP 2021-06-15 0.00 Government Agency Debt 372000.00 304196.00 TENN VAL AUTH CPN STRIP 2021-07-15 0.00 Government Agency Debt 1104000.00 902630.00 TENN VAL AUTH CPN STRIP 2021-11-01 0.00 Government Agency Debt 186000.00 149550.00 TENN VAL AUTH CPN STRIP 2021-12-15 0.00 Government Agency Debt 2561000.00 2047724.00 TENN VAL AUTH CPN STRIP 2022-01-15 0.00 Government Agency Debt 864000.00 688202.00 TENN VAL AUTH CPN STRIP 2022-05-01 0.00 Government Agency Debt 75000.00 58879.00 TENN VAL AUTH CPN STRIP 2022-06-15 0.00 Government Agency Debt 4637000.00 3617231.00 TENN VAL AUTH CPN STRIP 2022-06-15 0.00 Government Agency Debt 372000.00 290190.00 TENN VAL AUTH CPN STRIP 2022-07-15 0.00 Government Agency Debt 800000.00 624856.00 TENN VAL AUTH CPN STRIP 2022-12-15 0.00 Government Agency Debt 3596000.00 2802111.00 TENN VAL AUTH CPN STRIP 2022-12-15 0.00 Government Agency Debt 332000.00 252234.00 TENN VAL AUTH CPN STRIP 2023-01-15 0.00 Government Agency Debt 947000.00 716226.00 TENN VAL AUTH CPN STRIP 2023-05-01 0.00 Government Agency Debt 6000.00 4474.00 TENN VAL AUTH CPN STRIP 2023-06-15 0.00 Government Agency Debt 3464000.00 2593947.00 TENN VAL AUTH CPN STRIP 2023-06-15 0.00 Government Agency Debt 229000.00 169737.00 TENN VAL AUTH CPN STRIP 2023-07-15 0.00 Government Agency Debt 733000.00 541101.00 TENN VAL AUTH CPN STRIP 2023-11-01 0.00 Government Agency Debt 6000.00 4367.00 TENN VAL AUTH CPN STRIP 2023-12-15 0.00 Government Agency Debt 4905000.00 3549405.00 TENN VAL AUTH CPN STRIP 2024-01-15 0.00 Government Agency Debt 2080000.00 1498910.00 TENN VAL AUTH CPN STRIP 2024-05-01 0.00 Government Agency Debt 519000.00 368599.00 TENN VAL AUTH CPN STRIP 2024-06-15 0.00 Government Agency Debt 4912000.00 3467577.00 TENN VAL AUTH CPN STRIP 2024-06-15 0.00 Government Agency Debt 279000.00 196957.00 TENN VAL AUTH CPN STRIP 2024-07-15 0.00 Government Agency Debt 984000.00 715663.00 TENN VAL AUTH CPN STRIP 2025-01-15 0.00 Government Agency Debt 1018000.00 697615.00 TENN VAL AUTH CPN STRIP 2025-06-15 0.00 Government Agency Debt 805000.00 540284.00 TENN VAL AUTH CPN STRIP 2025-07-15 0.00 Government Agency Debt 1162000.00 776704.00 TENN VAL AUTH CPN STRIP 2025-11-01 0.00 Government Agency Debt 13000.00 8560.00 TENN VAL AUTH CPN STRIP 2026-01-15 0.00 Government Agency Debt 1224000.00 797534.00 TENN VAL AUTH CPN STRIP 2026-06-15 0.00 Government Agency Debt 3026000.00 1929559.00 TENN VAL AUTH CPN STRIP 2026-06-15 0.00 Government Agency Debt 1571000.00 1001764.00 TENN VAL AUTH CPN STRIP 2026-11-01 0.00 Government Agency Debt 69000.00 43145.00 TENN VAL AUTH CPN STRIP 2027-01-15 0.00 Government Agency Debt 7000.00 4330.00 TENN VAL AUTH CPN STRIP 2027-06-15 0.00 Government Agency Debt 2541000.00 1539084.00 TENN VAL AUTH CPN STRIP 2027-06-15 0.00 Government Agency Debt 1306000.00 791044.00 TENN VAL AUTH CPN STRIP 2027-07-15 0.00 Government Agency Debt 852000.00 513978.00 TENN VAL AUTH CPN STRIP 2027-12-15 0.00 Government Agency Debt 27000.00 15951.00 TENN VAL AUTH CPN STRIP 2028-01-15 0.00 Government Agency Debt 762000.00 448384.00 TENN VAL AUTH CPN STRIP 2028-05-01 0.00 Government Agency Debt 1336000.00 775775.00 TENN VAL AUTH CPN STRIP 2028-06-15 0.00 Government Agency Debt 4380000.00 2529187.00 TENN VAL AUTH CPN STRIP 2028-06-15 0.00 Government Agency Debt 1581000.00 912933.00 TENN VAL AUTH CPN STRIP 2028-07-15 0.00 Government Agency Debt 827000.00 475723.00 TENN VAL AUTH CPN STRIP 2028-11-01 0.00 Government Agency Debt 114000.00 64724.00 TENN VAL AUTH CPN STRIP 2029-01-15 0.00 Government Agency Debt 361000.00 203059.00 TENN VAL AUTH CPN STRIP 2029-05-01 0.00 Government Agency Debt 599000.00 332553.00 TENN VAL AUTH CPN STRIP 2029-06-15 0.00 Government Agency Debt 4273000.00 2360192.00 TENN VAL AUTH CPN STRIP 2029-06-15 0.00 Government Agency Debt 1566000.00 864980.00 TENN VAL AUTH CPN STRIP 2029-07-15 0.00 Government Agency Debt 753000.00 414511.00 TENN VAL AUTH CPN STRIP 2029-11-01 0.00 Government Agency Debt 489000.00 265869.00 TENN VAL AUTH CPN STRIP 2029-12-15 0.00 Government Agency Debt 5619000.00 3039654.00 TENN VAL AUTH CPN STRIP 2029-12-15 0.00 Government Agency Debt 1581000.00 855258.00 TENN VAL AUTH CPN STRIP 2030-01-15 0.00 Government Agency Debt 128000.00 65646.00 TENN VAL AUTH CPN STRIP 2030-05-01 0.00 Government Agency Debt 560000.00 297438.00 TENN VAL AUTH CPN STRIP 2030-06-15 0.00 Government Agency Debt 5273000.00 2781982.00 TENN VAL AUTH CPN STRIP 2030-06-15 0.00 Government Agency Debt 21000.00 11079.00 TENN VAL AUTH CPN STRIP 2030-07-15 0.00 Government Agency Debt 731000.00 390522.00 TENN VAL AUTH CPN STRIP 2030-12-15 0.00 Government Agency Debt 6213000.00 3190003.00 TENN VAL AUTH CPN STRIP 2030-12-15 0.00 Government Agency Debt 1131000.00 580701.00 TENN VAL AUTH CPN STRIP 2031-01-15 0.00 Government Agency Debt 111000.00 57555.00 TENN VAL AUTH CPN STRIP 2031-06-15 0.00 Government Agency Debt 3303000.00 1656752.00 TENN VAL AUTH CPN STRIP 2031-06-15 0.00 Government Agency Debt 1581000.00 793014.00 TENN VAL AUTH CPN STRIP 2031-07-15 0.00 Government Agency Debt 20000.00 9994.00 TENN VAL AUTH CPN STRIP 2031-12-15 0.00 Government Agency Debt 3495000.00 1714332.00 TENN VAL AUTH CPN STRIP 2031-12-15 0.00 Government Agency Debt 362000.00 177565.00 TENN VAL AUTH CPN STRIP 2032-06-15 0.00 Government Agency Debt 2220000.00 1063891.00 TENN VAL AUTH CPN STRIP 2032-12-15 0.00 Government Agency Debt 2790000.00 1307255.00 TENN VAL AUTH CPN STRIP 2033-01-15 0.00 Government Agency Debt 123000.00 57407.00 TENN VAL AUTH CPN STRIP 2033-06-15 0.00 Government Agency Debt 337000.00 154093.00 TENN VAL AUTH CPN STRIP 2033-07-15 0.00 Government Agency Debt 23000.00 10474.00 TENN VAL AUTH CPN STRIP 2033-12-15 0.00 Government Agency Debt 12000.00 5346.00 TENN VAL AUTH CPN STRIP 2037-01-15 0.00 Government Agency Debt 170000.00 65919.00 TENN VAL AUTH CPN STRIP 2038-01-15 0.00 Government Agency Debt 15000.00 5565.00 TENN VALLEY AUTH 2017-12-15 0.00 Government Agency Debt 432000.00 399864.00 TENN VALLEY AUTH 2038-01-15 0.00 Government Agency Debt 3888000.00 1474680.00 TENN VALLEY AUTHORITY 2036-04-01 5.879999 Government Agency Debt 7915000.00 10903783.00 TREASURY BILL 2013-06-20 0.00 Treasury Debt 10097400.00 10093846.00 TVA PRIN STRIP 2025-11-01 0.00 Government Agency Debt 10000.00 6531.00 First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 631600000.00 631600000.00 0.0236 N 631600000.00 631600000.00 Westpac Banking Corp. Westpac Banking Corp. 0.390499% 91621CCH2 Other Note N First Tier Security N/A N/A 2013-03-01 2014-01-31 N N N 246000000.00 246000000.00 0.0092 N 245992620.00 245992620.00