0001145549-13-004898.txt : 20130730 0001145549-13-004898.hdr.sgml : 20130730 20130606161518 ACCESSION NUMBER: 0001145549-13-004898 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130531 FILED AS OF DATE: 20130606 DATE AS OF CHANGE: 20130606 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: 13897529 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 S000009258 Financial Square Prime Obligations Fund C000025288 FST Shares FPOXX C000025289 FST Administration Shares FBAXX C000025290 FST Service Shares FBSXX C000025291 FST Preferred Shares GPPXX C000025292 FST Select Shares GSPXX C000025293 FST Capital Shares GCPXX C000088811 FST Cash Management Shares GFOXX C000088812 FST Class B Shares GOBXX C000088813 FST Class C Shares GPCXX C000088814 FST Premier Shares GOPXX C000088815 FST Resource Shares GBRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-05-31 0000822977 S000009258 11 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 46 92 19052665242.26 14329314.86 254079701.17 18812914855.95 0.0030 1.0001 2013-05-31 1.0001 2013-05-31 C000025288 10000000.00 15309986454.13 1.00 -919732129.53 8045212529.68 8964944659.21 0.0005 1.0001 2013-05-31 1.0001 2013-05-31 C000025289 10000000.00 1936396447.04 1.00 78569299.04 839288590.98 760719291.94 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000025290 10000000.00 864340220.48 1.00 -53901261.49 701642081.73 755543343.22 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000025291 10000000.00 201099023.66 1.00 -30823103.18 320088689.38 350911792.56 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000025292 10000000.00 253419261.22 1.00 -2945142.49 92619558.32 95564700.81 0.0002 1.0001 2013-05-31 1.0001 2013-05-31 C000025293 10000000.00 130214118.61 1.00 -42495427.75 61246109.70 103741537.45 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000088811 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000088812 1000.00 4320390.68 1.00 199.87 89649.36 89449.49 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000088813 1000.00 21967226.48 1.00 -437896.01 426169.47 864065.48 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000088814 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 C000088815 10000000.00 91169713.65 1.00 -42032822.07 15019524.24 57052346.31 0.0001 1.0001 2013-05-31 1.0001 2013-05-31 ABN AMRO Bank N.V. Joint Account III 0.100000% 65242398779158ABN 0001238161 Government Agency Repurchase Agreement N FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 48564920.27 41693077.82 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 43439110.92 41885355.87 FANNIE MAE 2037-07-01 5.000000 Government Agency Debt 157401948.82 49052986.14 FANNIE MAE 2040-04-01 4.500000 Government Agency Debt 1009935.91 402311.43 FANNIE MAE 2040-11-01 4.000000 Government Agency Debt 8396607.42 4416199.85 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 2284020.34 2365755.85 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 13332051.81 13885633.63 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 12641693.44 13204421.52 FREDDIE MAC 2031-10-01 4.000000 Government Agency Debt 892361.17 739747.78 FREDDIE MAC 2040-03-01 5.000000 Government Agency Debt 2175274.52 1160498.93 FREDDIE MAC 2041-11-01 4.000000 Government Agency Debt 985321.90 931833.06 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 4563959.55 4816787.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-15 4.000000 Government Agency Debt 20168552.82 16849218.23 TSY INFL IX N/B 2018-01-15 1.625000 Treasury Debt 317.54 397.49 US TREASURY N/B 2014-09-15 0.250000 Treasury Debt 140091.12 140251.94 US TREASURY N/B 2015-04-15 0.375000 Treasury Debt 783781.78 785253.11 US TREASURY N/B 2020-08-15 2.625000 Treasury Debt 48676.99 52477.76 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 186788154.90 186788154.90 0.0099 N 186788154.90 186788154.90 Alaska Housing Finance Corp. Alaska Housing Finance Corp., Series D 0.099999% 01170PEY8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 27870000.00 27870000.00 0.0015 N 27870000.00 27870000.00 Alaska Housing Finance Corp. Alaska Housing Finance Corp., Series B 0.099999% 0118326N7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y ALASKA HOUSING FINANCE CORPORATI N/A N/A N N 51800000.00 51800000.00 0.0028 N 51800000.00 51800000.00 Allegheny County Hospital Development Authority Allegheny County Hospital Development Authority, Series B-2 0.110000% 01728AZ25 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N 20150000.00 20150000.00 0.0011 N 20150000.00 20150000.00 Aspen Funding Corp. Aspen Funding Corp. 0.250156% 04529TU24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 50000000.00 49989236.11 0.0027 N 49992500.00 49992500.00 Aspen Funding Corp. Aspen Funding Corp. 0.250156% 04529TVD9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-13 2013-08-13 N N N 50038000.00 50012633.51 0.0027 N 50016483.66 50016483.66 Aspen Funding Corp. Aspen Funding Corp. 0.240144% 04529TVT4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 25000000.00 24985500.00 0.0013 N 24986500.00 24986500.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.180028% 04821TU11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 50000000.00 49992500.00 0.0027 N 49993500.00 49993500.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.180030% 04821TU29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 95265000.00 95250233.93 0.0051 N 95251662.90 95251662.90 Bank of Nova Scotia (The) Joint Account I 0.059999% 65242383779158Ban 0001041839 Government Agency Repurchase Agreement N CASH 2013-05-31 0.00 Other Instrument Cash 0.00 12372727.60 US TREASURY N/B 2016-12-31 0.875000 Treasury Debt 38876937.67 39255710.33 US TREASURY N/B 2018-05-31 1.000000 Treasury Debt 54709837.40 54547403.82 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 104336043.36 104336043.36 0.0055 Collateralized with Cash and securities N 104336043.36 104336043.36 Barclays Capital, Inc. Barclays Capital, Inc. 0.179999% 64619560779158BAR 0001484219 Government Agency Repurchase Agreement N FANNIE MAE 2042-04-01 3.500000 Government Agency Debt 11636525.00 8383426.00 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 36372586.00 35932086.00 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt 33687446.00 35569830.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 34069719.00 35486944.00 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 33798878.00 35109927.00 FREDDIE MAC 2043-02-01 3.000000 Government Agency Debt 2519715.00 2517788.00 First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 150000000.00 150000000.00 0.0080 Biddable Repurchase Agreement N 149984070.00 149984070.00 BlackRock MuniHoldings Investment Quality Fund, OT BlackRock MuniHoldings Investment Quality Fund, OT, Series W-7-2746 0.330000% 09254P702 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 42500000.00 42500000.00 0.0023 N 42500000.00 42500000.00 BlackRock MuniYield Fund, Inc., OT BlackRock MuniYield Fund, Inc., OT, Series W-7-2514 0.330000% 09253W880 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 38000000.00 38000000.00 0.0020 N 38000000.00 38000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.179999% 63304646779158BNP 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2019-01-01 5.000000 Government Agency Debt 6473028.00 2229624.00 FANNIE MAE 2020-12-01 5.000000 Government Agency Debt 6047763.00 2013360.00 FANNIE MAE 2022-06-01 6.000000 Government Agency Debt 55317926.00 2158679.00 FANNIE MAE 2023-01-01 6.000000 Government Agency Debt 48000000.00 1950099.00 FANNIE MAE 2024-07-01 4.000000 Government Agency Debt 3500000.00 2099191.00 FANNIE MAE 2024-10-01 4.500000 Government Agency Debt 3475000.00 2117530.00 FANNIE MAE 2024-10-01 4.500000 Government Agency Debt 3700000.00 2074488.00 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 4750000.00 2100573.00 FANNIE MAE 2025-10-01 4.000000 Government Agency Debt 2811175.00 2175550.00 FANNIE MAE 2026-03-01 3.500000 Government Agency Debt 3175000.00 2323633.00 FANNIE MAE 2026-04-01 4.000000 Government Agency Debt 5000000.00 2380894.00 FANNIE MAE 2026-04-01 4.500000 Government Agency Debt 4149407.00 2339011.00 FANNIE MAE 2026-05-01 3.500000 Government Agency Debt 2739581.00 1944307.00 FANNIE MAE 2026-06-01 3.500000 Government Agency Debt 2269845.00 1959329.00 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt 2482183.00 2173905.00 FANNIE MAE 2026-11-01 3.000000 Government Agency Debt 2295000.00 1981362.00 FANNIE MAE 2026-12-01 4.000000 Government Agency Debt 3193866.00 2389411.00 FANNIE MAE 2026-12-01 4.000000 Government Agency Debt 2426867.00 2007274.00 FANNIE MAE 2027-04-01 4.000000 Government Agency Debt 2032834.00 1982588.00 FANNIE MAE 2027-05-01 3.500000 Government Agency Debt 2299135.00 1985474.00 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt 2511827.00 2276760.00 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 2397603.00 2392813.00 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 2007893.00 1965433.00 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 1664902.00 1663848.00 FANNIE MAE 2027-10-01 3.000000 Government Agency Debt 2083174.00 2111388.00 FANNIE MAE 2028-01-01 3.000000 Government Agency Debt 2180069.00 2259354.00 FANNIE MAE 2028-01-01 3.000000 Government Agency Debt 2160966.00 2231389.00 FANNIE MAE 2028-03-01 5.500000 Government Agency Debt 11693545.00 1985580.00 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 2120676.00 2163847.00 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 2063618.00 2166716.00 FANNIE MAE 2028-04-01 3.500000 Government Agency Debt 2289373.00 2434696.00 FANNIE MAE 2028-04-01 3.500000 Government Agency Debt 1870268.00 2006535.00 FANNIE MAE 2029-03-01 6.000000 Government Agency Debt 4187909.00 2101996.00 FANNIE MAE 2032-03-01 3.500000 Government Agency Debt 2574931.00 2130661.00 FANNIE MAE 2032-06-01 3.500000 Government Agency Debt 2402125.00 2208976.00 FANNIE MAE 2032-07-01 3.500000 Government Agency Debt 2187804.00 2220176.00 FANNIE MAE 2033-12-01 5.500000 Government Agency Debt 15755791.00 2334543.00 FANNIE MAE 2033-12-01 5.500000 Government Agency Debt 14615958.00 2208219.00 FANNIE MAE 2034-09-01 4.500000 Government Agency Debt 4398818.00 2143630.00 FANNIE MAE 2034-09-01 5.500000 Government Agency Debt 9833117.00 2167064.00 FANNIE MAE 2034-12-01 6.000000 Government Agency Debt 12677684.00 1936885.00 FANNIE MAE 2035-01-01 5.500000 Government Agency Debt 8974695.00 2216966.00 FANNIE MAE 2035-04-01 5.500000 Government Agency Debt 3930061.00 1963536.00 FANNIE MAE 2035-06-01 4.500000 Government Agency Debt 10261212.00 2318846.00 FANNIE MAE 2035-08-01 5.500000 Government Agency Debt 8005673.00 2146962.00 FANNIE MAE 2035-12-01 5.000000 Government Agency Debt 11592000.00 2155065.00 FANNIE MAE 2036-05-01 5.500000 Government Agency Debt 11810000.00 2328089.00 FANNIE MAE 2036-10-01 6.000000 Government Agency Debt 7226137.00 2078132.00 FANNIE MAE 2036-11-01 5.000000 Government Agency Debt 11154759.00 2161543.00 FANNIE MAE 2036-11-01 6.000000 Government Agency Debt 10135000.00 2402609.00 FANNIE MAE 2037-02-01 6.000000 Government Agency Debt 21128163.00 2072990.00 FANNIE MAE 2037-11-01 6.000000 Government Agency Debt 9800000.00 1973044.00 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 4195000.00 1981231.00 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 2750000.00 2067932.00 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 2516650.00 2114450.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1868188.00 1941942.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 2696224.00 1958909.00 FANNIE MAE 2041-03-01 4.000000 Government Agency Debt 3164271.00 2073760.00 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 2786706.00 2362929.00 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 2084876.00 2172873.00 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 2891288.00 2410361.00 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 2105171.00 2037205.00 FANNIE MAE 2042-02-01 4.500000 Government Agency Debt 1954143.00 2082027.00 FANNIE MAE 2042-05-01 4.500000 Government Agency Debt 1789949.00 1926143.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 1984729.00 2054611.00 FANNIE MAE 2042-12-01 3.000000 Government Agency Debt 2342710.00 2343722.00 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 2170362.00 2181111.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 1975602.00 2047968.00 FREDDIE MAC 2021-02-01 5.500000 Government Agency Debt 11126951.00 2197081.00 FREDDIE MAC 2025-07-01 4.500000 Government Agency Debt 3000000.00 1948113.00 FREDDIE MAC 2026-04-01 4.000000 Government Agency Debt 5000000.00 2169212.00 FREDDIE MAC 2026-04-01 4.500000 Government Agency Debt 3139212.00 2340743.00 FREDDIE MAC 2027-02-01 3.500000 Government Agency Debt 2550228.00 2192950.00 FREDDIE MAC 2027-08-01 2.500000 Government Agency Debt 2580543.00 2384955.00 FREDDIE MAC 2028-03-01 2.500000 Government Agency Debt 2131530.00 2160843.00 FREDDIE MAC 2033-09-01 5.000000 Government Agency Debt 13182971.00 2250836.00 FREDDIE MAC 2033-12-01 5.500000 Government Agency Debt 12266931.00 1997322.00 FREDDIE MAC 2034-05-01 6.500000 Government Agency Debt 10123547.00 2083153.00 FREDDIE MAC 2035-08-01 5.500000 Government Agency Debt 9986920.00 2408200.00 FREDDIE MAC 2035-09-01 4.500000 Government Agency Debt 6725267.00 1934907.00 FREDDIE MAC 2036-02-01 6.000000 Government Agency Debt 13000000.00 2148287.00 FREDDIE MAC 2036-12-01 5.500000 Government Agency Debt 15612321.00 2273063.00 FREDDIE MAC 2038-02-01 5.500000 Government Agency Debt 12156122.00 2204310.00 FREDDIE MAC 2038-02-01 6.000000 Government Agency Debt 6268701.00 2285810.00 FREDDIE MAC 2038-04-01 5.000000 Government Agency Debt 10000000.00 2095092.00 FREDDIE MAC 2039-05-01 5.500000 Government Agency Debt 8000000.00 2089267.00 FREDDIE MAC 2040-01-01 5.500000 Government Agency Debt 2002842.00 2061886.00 FREDDIE MAC 2040-06-01 5.500000 Government Agency Debt 2800000.00 2007863.00 FREDDIE MAC 2041-01-01 4.000000 Government Agency Debt 3454685.00 2305610.00 FREDDIE MAC 2041-02-01 5.000000 Government Agency Debt 6817482.00 2176844.00 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 2690686.00 2303791.00 FREDDIE MAC 2042-01-01 4.500000 Government Agency Debt 2957870.00 2209100.00 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt 2417889.00 2419841.00 FREDDIE MAC 2042-08-01 4.000000 Government Agency Debt 2374094.00 2319807.00 FREDDIE MAC 2042-12-01 3.000000 Government Agency Debt 1969821.00 1959368.00 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BNP Paribas Securities Corp. N/A N/A N N 200000000.00 200000000.00 0.0106 N 200000000.00 200000000.00 BNP Paribas Securities Corp. Joint Account I 0.059999% 65242383779158BNP 0001197610 Government Agency Repurchase Agreement N US TREASURY N/B 2013-07-31 0.375000 Treasury Debt 47745558.27 47827303.09 US TREASURY N/B 2017-01-31 0.875000 Treasury Debt 9402915.99 9494834.72 US TREASURY N/B 2022-02-15 2.000000 Treasury Debt 716674.80 726655.20 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 56910569.11 56910569.11 0.0030 N 56910569.11 56910569.11 BNYMellon Investments BNYMellon Investments 0.100000% 65242174779158BNY 0001497973 Government Agency Repurchase Agreement N US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 293200000.00 323143657.00 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 313500000.00 313500000.00 0.0167 N 313500000.00 313500000.00 California Deutsche Bank Spears/Lifers Trust California Deutsche Bank Spears/Lifers Trust, Series DBE-1136X 0.190000% 25155DZH7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 23195000.00 23195000.00 0.0012 N 23195000.00 23195000.00 California Health Facilities Financing Authority California Health Facilities Financing Authority, Series K 0.110000% 13033FTN0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y MIZUHO CORPORATE BANK, LTD. N/A N/A Y Mizuho Corporate Bank, Ltd. N/A N/A N 33800000.00 33800000.00 0.0018 N 33800000.00 33800000.00 California Health Facilities Financing Authority California Health Facilities Financing Authority, Series C 0.110000% 13033LN29 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y CITY OF HOPE N/A N/A N N 24300000.00 24299758.03 0.0013 N 24300000.00 24300000.00 California Health Facilities Financing Authority California Health Facilities Financing Authority, Series 3328 0.120001% 13033LW60 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y CREDIT SUISSE AG N/A N/A N N 8750000.00 8750000.00 0.0005 N 8750000.00 8750000.00 California Housing Finance Agency California Housing Finance Agency, Series C 0.129998% 13033K4S5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Fannie Mae N/A N/A Y FANNIE MAE N/A N/A N 28490000.00 28490000.00 0.0015 N 28490000.00 28490000.00 California Housing Finance Agency California Housing Finance Agency, Series A 0.129998% 13033KW21 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Fannie Mae N/A N/A Y FANNIE MAE N/A N/A N 24935000.00 24935000.00 0.0013 N 24935000.00 24935000.00 California Housing Finance Agency California Housing Finance Agency, Series D 0.129998% 13034PQP5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Fannie Mae N/A N/A Y FANNIE MAE N/A N/A N 21940000.00 21940000.00 0.0012 N 21940000.00 21940000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series C-1 0.099999% 130795C70 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 45700000.00 45700000.00 0.0024 N 45700000.00 45700000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series C-3 0.099999% 130795C96 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 45100000.00 45100000.00 0.0024 N 45100000.00 45100000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series A 0.099999% 130795SZ1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 20285000.00 20285000.00 0.0011 N 20285000.00 20285000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series A 0.110000% 130911RW2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-05 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 47900000.00 47900000.00 0.0025 N 47900000.00 47900000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series D 0.099999% 130911RZ5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 33500000.00 33500000.00 0.0018 N 33500000.00 33500000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series L 0.099999% 130911WD8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 40000000.00 39999602.02 0.0021 N 40000000.00 40000000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series M 0.110000% 130911WE6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 52600000.00 52600000.00 0.0028 N 52600000.00 52600000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority, Series J 0.099999% 130911WH9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Kaiser Foundation Hospitals N/A N/A N N 35000000.00 34999651.92 0.0019 N 35000000.00 35000000.00 Chariot Funding LLC Chariot Funding LLC 0.320529% 15963TT33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 50000000.00 49999111.11 0.0027 N 49999500.00 49999500.00 Chariot Funding LLC Chariot Funding LLC 0.320518% 15963TT66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 50000000.00 49997777.78 0.0027 N 49999500.00 49999500.00 Chariot Funding LLC Chariot Funding LLC 0.320518% 15963TTA7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-10 2013-06-10 N N N 25000000.00 24998000.00 0.0013 N 24999500.00 24999500.00 Chariot Funding LLC Chariot Funding LLC 0.320518% 15963TTB5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 45000000.00 44996000.00 0.0024 N 44999100.00 44999100.00 Chariot Funding LLC Chariot Funding LLC 0.320518% 15963TTC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-12 2013-06-12 N N N 50000000.00 49995111.11 0.0027 N 49998500.00 49998500.00 Chariot Funding LLC Chariot Funding LLC 0.320518% 15963TTD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 50000000.00 49994666.67 0.0027 N 49998500.00 49998500.00 Chariot Funding LLC Chariot Funding LLC 0.270367% 15963TV89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 50000000.00 49974500.00 0.0027 N 49992000.00 49992000.00 Chariot Funding LLC Chariot Funding LLC 0.300676% 15963UBR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 50000000.00 49887916.67 0.0027 N 49917500.00 49917500.00 Citibank N.A. Citibank N.A. 0.100000% 65241351 Other Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 300000000.00 300000000.00 0.0159 N 300000000.00 300000000.00 Citigroup Global Markets, Inc. Joint Account I 0.050000% 65242383779158CIT 0000091154 Government Agency Repurchase Agreement N TREASURY BILL 2013-08-01 0.00 Treasury Debt 18970.19 18969.24 TREASURY BILL 2013-09-26 0.00 Treasury Debt 341463.41 341407.07 TREASURY BILL 2013-10-31 0.00 Treasury Debt 5121.95 5120.62 TREASURY BILL 2013-11-14 0.00 Treasury Debt 98644.99 98612.74 TSY INFL IX N/B 2014-01-15 2.000000 Treasury Debt 10492241.19 13500718.27 TSY INFL IX N/B 2014-07-15 2.000000 Treasury Debt 18970.19 24419.76 TSY INFL IX N/B 2015-07-15 1.875000 Treasury Debt 56910.57 73255.85 TSY INFL IX N/B 2019-01-15 2.125000 Treasury Debt 33197.83 42273.36 US TREASURY N/B 2013-11-15 0.500000 Treasury Debt 136016.26 136296.07 US TREASURY N/B 2013-12-31 1.500000 Treasury Debt 2845528.46 2886353.06 US TREASURY N/B 2014-02-15 1.250000 Treasury Debt 474254.74 479753.63 US TREASURY N/B 2015-03-31 2.500000 Treasury Debt 8242547.43 8610459.08 US TREASURY N/B 2015-05-15 0.250000 Treasury Debt 3306504.07 3303755.28 US TREASURY N/B 2016-04-30 2.625000 Treasury Debt 5217940.38 5550710.70 US TREASURY N/B 2017-02-15 4.625000 Treasury Debt 948509.49 1097876.02 US TREASURY N/B 2017-04-30 0.875000 Treasury Debt 261788.62 263248.56 US TREASURY N/B 2017-11-30 0.625000 Treasury Debt 1738978.32 1717780.08 US TREASURY N/B 2018-02-15 3.500000 Treasury Debt 4330401.08 4888598.16 US TREASURY N/B 2018-06-30 2.375000 Treasury Debt 367262.87 395489.57 US TREASURY N/B 2018-08-15 4.000000 Treasury Debt 5172962.06 6014200.62 US TREASURY N/B 2018-11-30 1.375000 Treasury Debt 1897018.97 1921325.47 US TREASURY N/B 2020-01-31 1.375000 Treasury Debt 6601626.02 6606960.24 US TREASURY N/B 2020-08-15 8.750000 Treasury Debt 18970.19 28896.72 US TREASURY N/B 2021-05-15 8.125000 Treasury Debt 28455.28 42316.61 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 56910569.11 56910569.11 0.0030 N 56910569.11 56910569.11 City of Austin, TX City of Austin, TX, Series A 0.139999% 052422DU3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 23000000.00 23000000.00 0.0012 N 23000000.00 23000000.00 City of Charlotte, NC City of Charlotte, NC, Series B 0.120001% 161045FL8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Wells Fargo Bank, N.A. N/A N/A N N 20000000.00 19999801.09 0.0011 N 20000000.00 20000000.00 City of Chicago, IL City of Chicago, IL, Series B-3 0.069999% 167486GD5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Royal Bank of Canada N/A N/A Y Royal Bank of Canada N/A N/A N 47675000.00 47675000.00 0.0025 N 47675000.00 47675000.00 City of Chicago, IL City of Chicago, IL, Series B-4 0.069999% 167486GE3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Bank of New York Mellon (The) N/A N/A Y BANK OF NEW YORK MELLON (THE) N/A N/A N 10740000.00 10740000.00 0.0006 N 10740000.00 10740000.00 City of Chicago, IL City of Chicago, IL, Series D-2 0.080000% 167486NQ8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y NORTHERN TRUST COMPANY (THE) N/A N/A Y NORTHERN TRUST COMPANY (THE) N/A N/A N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 City of Colorado Springs, CO Utilities System Revenue City of Colorado Springs, CO Utilities System Revenue, Series A 0.179999% 196630U54 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bayerische Landesbank N/A N/A N N 72500000.00 72500000.00 0.0039 N 72500000.00 72500000.00 City of Colorado Springs, CO Utilities System Revenue City of Colorado Springs, CO Utilities System Revenue, Series A 0.120001% 196632NP4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 26620000.00 26620000.00 0.0014 N 26620000.00 26620000.00 City of Columbia, SC Waterworks & Sewer City of Columbia, SC Waterworks & Sewer 0.099999% 198504SD5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N 43570000.00 43570000.00 0.0023 N 43570000.00 43570000.00 City of New York, NY City of New York, NY, Series 2003 C-2 0.150000% 64966BK51 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bayerische Landesbank N/A N/A Y Bayerische Landesbank N/A N/A N 63005000.00 63005000.00 0.0033 N 63005000.00 63005000.00 City of New York, NY City of New York, NY, Series 1 Subseries I-5 0.139999% 64966FA95 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of New York Mellon (The) N/A N/A Y BANK OF NEW YORK MELLON (THE) N/A N/A N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 City of New York, NY City of New York, NY, Series L-3 0.110000% 64966G4N9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Bank of America, N.A. N/A N/A N N 34300000.00 34300000.00 0.0018 N 34300000.00 34300000.00 City of New York, NY City of New York, NY, Series C-3A 0.099999% 64966H7V6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y The Bank of Nova Scotia N/A N/A N N 54785000.00 54785000.00 0.0029 N 54785000.00 54785000.00 City of New York, NY City of New York, NY, Series C-3B 0.120001% 64966H7X2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Lloyds TSB Bank PLC N/A N/A N N 30000000.00 30000000.00 0.0016 N 30000000.00 30000000.00 City of New York, NY City of New York, NY, Series G4 0.080000% 64966JB54 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y PNC BANK, NATIONAL ASSOCIATION N/A N/A Y PNC BANK, NATIONAL ASSOCIATION N/A N/A N 50050000.00 50050000.00 0.0027 N 50050000.00 50050000.00 City of Raleigh, NC City of Raleigh, NC, Series B-1 0.129998% 751093FL4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Wells Fargo Bank, N.A. N/A N/A N N 63950000.00 63950000.00 0.0034 N 63950000.00 63950000.00 City of Riverside, CA City of Riverside, CA, Series A 0.099999% 768874PS2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 50315000.00 50315000.00 0.0027 N 50315000.00 50315000.00 City of Riverside, CA City of Riverside, CA, Series C 0.099999% 768874PU7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 40700000.00 40700000.00 0.0022 N 40700000.00 40700000.00 City of Rochester, MN City of Rochester, MN, Series B 0.110000% 771902FG3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 42000000.00 42000000.00 0.0022 N 42000000.00 42000000.00 City of Santa Clara, CA City of Santa Clara, CA, Series B 0.110000% 801444FW5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 City of Valdez, AK City of Valdez, AK 0.059998% 919061EH0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Exxon Mobil Corporation N/A N/A N N 29010000.00 29010000.00 0.0015 N 29010000.00 29010000.00 Colorado Deutsche Bank Spears/Lifers Trust Colorado Deutsche Bank Spears/Lifers Trust, Series-DBE-1129X 0.190000% 25155DXC0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 Colorado JPMorgan Chase Putters/Drivers Trust Colorado JPMorgan Chase Putters/Drivers Trust, Series 4251 0.080000% 46636YS68 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 13410000.00 13410000.00 0.0007 N 13410000.00 13410000.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority, Series E 0.150000% 20774WSX0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 75000000.00 75000000.00 0.0040 N 75000000.00 75000000.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority, Series D Subseries D-3 0.150000% 20775BZB5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A N N 38300000.00 38300000.00 0.0020 N 38300000.00 38300000.00 County of Allen, OH County of Allen, OH, Series A 0.110000% 01757LCL8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 76625000.00 76625000.00 0.0041 N 76625000.00 76625000.00 County of Cook, IL County of Cook, IL, Series B 0.139999% 213183U87 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of New York Mellon (The) N/A N/A N N 44900000.00 44900000.00 0.0024 N 44900000.00 44900000.00 County of King, WA County of King, WA, Series A 0.139999% 49474EQ71 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 34100000.00 34100000.00 0.0018 N 34100000.00 34100000.00 County of Utah, UT County of Utah, UT, Series B 0.129998% 917393AC4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 38500000.00 38500000.00 0.0020 N 38500000.00 38500000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.190000% 63091024779158CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2023-05-01 2.500000 Government Agency Debt 50272134.00 51616885.00 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt 50000000.00 51917520.00 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt 33781173.00 34781892.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 50059363.00 51761279.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 50081746.00 51687271.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 34967958.00 36335154.00 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Credit Agricole Corporate and Investment Bank N/A N/A N N 270000000.00 270000000.00 0.0144 N 270000000.00 270000000.00 Credit Agricole Corporate and Investment Bank Joint Account I 0.059999% 65242383779158CRE 0001330437 Government Agency Repurchase Agreement N US TREASURY N/B 2018-03-31 0.750000 Treasury Debt 48847327.91 48373997.40 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 47425474.25 47425474.25 0.0025 N 47425474.25 47425474.25 Credit Agricole Corporate and Investment Bank Joint Account III 0.089999% 65242398779158CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2025-12-01 4.000000 Government Agency Debt 7848054.13 7388731.41 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 4302775.91 4153667.60 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 8319819.93 7872828.78 FANNIE MAE 2041-12-01 4.000000 Government Agency Debt 6371464.63 4491987.27 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 9367710.26 9855286.74 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 12257621.13 9843148.13 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 1689896.72 1714605.43 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 9914455.81 9865956.64 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 7782651.01 7794034.62 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 9445091.92 9887903.50 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 7480865.60 7797174.72 FREDDIE MAC 2031-08-01 4.500000 Government Agency Debt 9338903.42 7764787.33 FREDDIE MAC 2032-05-01 3.500000 Government Agency Debt 8031915.13 7765787.77 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 93394077.45 93394077.45 0.0050 N 93394077.45 93394077.45 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.200000% 631408387791581CS 0000029646 Government Agency Repurchase Agreement N FREDDIE MAC 2028-05-01 2.500000 Government Agency Debt 157886171.00 161913313.00 FREDDIE MAC 2029-04-01 6.500000 Government Agency Debt 168845061.00 2807447.00 FREDDIE MAC 2035-07-01 5.000000 Government Agency Debt 26875000.00 4428579.00 FREDDIE MAC 2038-08-01 5.500000 Government Agency Debt 137425000.00 39649854.00 FREDDIE MAC 2039-06-01 4.500000 Government Agency Debt 136278215.00 60648666.00 FREDDIE MAC 2039-06-01 5.000000 Government Agency Debt 89792791.00 36552490.00 First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 300000000.00 300000000.00 0.0159 Biddable Repurchase Agreement N 300021060.00 300021060.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.179999% 64618535779158CSS 0000029646 Government Agency Repurchase Agreement N FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt 88630000.00 50901709.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-15 3.250000 Government Agency Debt 15882400.00 16805116.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-20 5.500000 Government Agency Debt 20000000.00 1406665.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-20 6.500000 Government Agency Debt 17435000.00 671798.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-20 6.500000 Government Agency Debt 18000000.00 548515.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-20 6.500000 Government Agency Debt 16358048.00 847295.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-20 4.500000 Government Agency Debt 17705000.00 10314009.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-20 4.500000 Government Agency Debt 14515158.00 4882826.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2048-04-15 3.000000 Government Agency Debt 16979107.00 18038929.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2048-05-15 2.740000 Government Agency Debt 16744000.00 17596906.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2050-02-15 3.000000 Government Agency Debt 16432800.00 17306357.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2053-05-15 3.399999 Government Agency Debt 15113100.00 15925466.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2054-01-15 2.399999 Government Agency Debt 16672766.00 15200053.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2054-04-15 3.299999 Government Agency Debt 16010939.00 15623741.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2054-05-15 4.089999 Government Agency Debt 3355324.00 3456961.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2054-08-15 2.680000 Government Agency Debt 15512591.00 14475889.00 First Tier Security N/A N/A 2013-10-03 2013-10-03 N N N 200000000.00 200000000.00 0.0106 Biddable Repurchase Agreement N 200002060.00 200002060.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.149999% 65242678779158CS 0000029646 Government Agency Repurchase Agreement N First Tier Security N/A N/A 2013-10-03 2013-10-03 N N N 250000000.00 250000000.00 0.0133 Forward Settling Repurchase Agreement N 250000000.00 250000000.00 Delaware State Health Facilities Authority Delaware State Health Facilities Authority 0.099999% 246388QP0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Christiana Care Health Services N/A N/A N N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.200000% 631778497791581De 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 445191.00 363046.00 FANNIE MAE 2029-07-01 3.980000 Government Agency Debt 219029.00 130909.00 FANNIE MAE 2030-12-01 4.000000 Government Agency Debt 655320.00 432090.00 FANNIE MAE 2033-05-01 3.000000 Government Agency Debt 1092819.00 1132301.00 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 4987904.00 655755.00 FANNIE MAE 2036-11-01 7.000000 Government Agency Debt 1349998.00 317921.00 FANNIE MAE 2037-12-01 6.500000 Government Agency Debt 865451.00 129080.00 FANNIE MAE 2040-05-01 6.500000 Government Agency Debt 1854286.00 2054669.00 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 368590.00 164363.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 1605807.00 781550.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 7767737.00 4209950.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 373524.00 330934.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 3216083.00 3180589.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 1393792.00 1415212.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 1702867.00 1751742.00 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 203171.00 204661.00 FANNIE MAE 2043-06-01 3.500000 Government Agency Debt 4665.00 4892.00 FREDDIE MAC 2040-10-01 4.500000 Government Agency Debt 92871427.00 55404187.00 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 68556352.00 40185541.00 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 57455384.00 59404095.00 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 59465792.00 59496514.00 First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 225000000.00 225000000.00 0.0120 Biddable Repurchase Agreement N 225037147.50 225037147.50 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.200000% 634197787791582De 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2015-02-01 4.500000 Government Agency Debt 1767893.00 86203.00 FANNIE MAE 2019-11-01 4.500000 Government Agency Debt 498335.00 84990.00 FANNIE MAE 2025-04-01 4.000000 Government Agency Debt 887180.00 452578.00 FANNIE MAE 2025-07-01 4.500000 Government Agency Debt 1387304.00 420208.00 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 19011981.00 12955065.00 FANNIE MAE 2027-01-01 3.500000 Government Agency Debt 21227.00 10759.00 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 778137.00 767607.00 FANNIE MAE 2028-04-01 5.000000 Government Agency Debt 18464.00 2549.00 FANNIE MAE 2028-11-01 5.000000 Government Agency Debt 1119812.00 148217.00 FANNIE MAE 2029-05-01 4.000000 Government Agency Debt 39897.00 12568.00 FANNIE MAE 2031-10-01 8.000000 Government Agency Debt 1725000.00 327845.00 FANNIE MAE 2033-06-01 5.500000 Government Agency Debt 1549725.00 421953.00 FANNIE MAE 2033-10-01 4.500000 Government Agency Debt 27523.00 5384.00 FANNIE MAE 2034-02-01 5.500000 Government Agency Debt 37816.00 8887.00 FANNIE MAE 2035-10-01 5.000000 Government Agency Debt 61349.00 12187.00 FANNIE MAE 2036-05-01 5.000000 Government Agency Debt 52783.00 9854.00 FANNIE MAE 2036-05-01 5.500000 Government Agency Debt 2853753.00 418439.00 FANNIE MAE 2036-05-01 6.000000 Government Agency Debt 364052.00 53176.00 FANNIE MAE 2036-07-01 6.500000 Government Agency Debt 2843797.00 414083.00 FANNIE MAE 2036-08-01 5.500000 Government Agency Debt 3328112.00 374954.00 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 727273.00 172562.00 FANNIE MAE 2036-11-01 6.500000 Government Agency Debt 3345913.00 408500.00 FANNIE MAE 2037-03-01 5.500000 Government Agency Debt 2175735.00 328408.00 FANNIE MAE 2037-03-01 6.000000 Government Agency Debt 22593.00 5246.00 FANNIE MAE 2037-05-01 5.500000 Government Agency Debt 1165541.00 391783.00 FANNIE MAE 2037-08-01 5.500000 Government Agency Debt 2435902.00 425687.00 FANNIE MAE 2037-08-01 6.500000 Government Agency Debt 2726929.00 407278.00 FANNIE MAE 2037-08-01 6.500000 Government Agency Debt 2063945.00 358706.00 FANNIE MAE 2037-08-01 6.500000 Government Agency Debt 2491896.00 312490.00 FANNIE MAE 2037-09-01 4.500000 Government Agency Debt 4888775.00 1515673.00 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 2143757.00 337508.00 FANNIE MAE 2037-09-01 6.500000 Government Agency Debt 2310549.00 414088.00 FANNIE MAE 2037-09-01 6.500000 Government Agency Debt 2549896.00 334427.00 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 1595515.00 411241.00 FANNIE MAE 2037-12-01 5.500000 Government Agency Debt 3000066.00 376109.00 FANNIE MAE 2037-12-01 6.500000 Government Agency Debt 143696.00 8944.00 FANNIE MAE 2038-05-01 5.000000 Government Agency Debt 39028.00 11323.00 FANNIE MAE 2038-05-01 6.000000 Government Agency Debt 53659.00 8257.00 FANNIE MAE 2038-06-01 5.500000 Government Agency Debt 2489872.00 376493.00 FANNIE MAE 2038-07-01 6.000000 Government Agency Debt 278935.00 113209.00 FANNIE MAE 2038-07-01 6.500000 Government Agency Debt 2023960.00 370441.00 FANNIE MAE 2038-09-01 6.500000 Government Agency Debt 2087456.00 410688.00 FANNIE MAE 2038-10-01 7.000000 Government Agency Debt 955121.00 227107.00 FANNIE MAE 2039-03-01 4.500000 Government Agency Debt 35000.00 10522.00 FANNIE MAE 2039-03-01 4.500000 Government Agency Debt 30480.00 8630.00 FANNIE MAE 2039-03-01 6.500000 Government Agency Debt 923075.00 312675.00 FANNIE MAE 2039-06-01 6.500000 Government Agency Debt 890183.00 367425.00 FANNIE MAE 2039-06-01 6.500000 Government Agency Debt 561572.00 315414.00 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 13556.00 9401.00 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 11793.00 4676.00 FANNIE MAE 2039-07-01 5.500000 Government Agency Debt 1813660.00 640299.00 FANNIE MAE 2040-01-01 4.500000 Government Agency Debt 1000000.00 604255.00 FANNIE MAE 2040-03-01 5.000000 Government Agency Debt 628698.00 391104.00 FANNIE MAE 2040-05-01 6.500000 Government Agency Debt 316871.00 335319.00 FANNIE MAE 2040-06-01 4.500000 Government Agency Debt 500610.00 190793.00 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 291786.00 189286.00 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 1069305.00 787934.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 675837.00 375955.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 503459.00 372671.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 71709.00 27644.00 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 797467.00 416385.00 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 808208.00 383285.00 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 508676.00 348217.00 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 620723.00 403903.00 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 645076.00 357115.00 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 488638.00 342968.00 FANNIE MAE 2041-04-01 4.000000 Government Agency Debt 589150.00 422212.00 FANNIE MAE 2041-04-01 4.000000 Government Agency Debt 705854.00 340711.00 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 414729.00 319468.00 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 563250.00 385879.00 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 756283.00 341123.00 FANNIE MAE 2041-07-01 4.000000 Government Agency Debt 691769.00 408231.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 747514.00 619853.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 778238.00 542823.00 FANNIE MAE 2041-07-01 5.500000 Government Agency Debt 4573.00 1596.00 FANNIE MAE 2041-09-01 4.000000 Government Agency Debt 2975.00 1937.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 5002256.00 2711117.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 578689.00 384704.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 26087.00 23112.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 16084.00 13432.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 14229.00 8100.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 586068.00 325054.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 40609.00 26718.00 FANNIE MAE 2041-12-01 4.000000 Government Agency Debt 563747.00 312060.00 FANNIE MAE 2041-12-01 4.000000 Government Agency Debt 299702.00 199251.00 FANNIE MAE 2041-12-01 4.500000 Government Agency Debt 81868.00 48540.00 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 2354.00 1646.00 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 351259.00 332652.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 16378.00 15980.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 13678.00 12696.00 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 385574.00 400726.00 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 368847.00 354815.00 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 61884.00 62483.00 FANNIE MAE 2047-11-01 6.500000 Government Agency Debt 4686240.00 653374.00 FREDDIE MAC 2013-08-01 4.500000 Government Agency Debt 4000000.00 10788.00 FREDDIE MAC 2013-08-01 4.500000 Government Agency Debt 5175000.00 4706.00 FREDDIE MAC 2015-03-01 4.500000 Government Agency Debt 137352.00 7120.00 FREDDIE MAC 2016-04-01 5.500000 Government Agency Debt 520000.00 8025.00 FREDDIE MAC 2016-05-01 6.000000 Government Agency Debt 374955.00 2955.00 FREDDIE MAC 2017-05-01 6.000000 Government Agency Debt 56029.00 7232.00 FREDDIE MAC 2026-06-01 4.500000 Government Agency Debt 26274.00 13343.00 FREDDIE MAC 2027-09-01 6.000000 Government Agency Debt 122779.00 13620.00 FREDDIE MAC 2029-07-01 6.500000 Government Agency Debt 82399.00 1163.00 FREDDIE MAC 2030-12-01 7.500000 Government Agency Debt 575951.00 9929.00 FREDDIE MAC 2032-02-01 3.500000 Government Agency Debt 10975263.00 9201140.00 FREDDIE MAC 2033-10-01 5.500000 Government Agency Debt 70000.00 6862.00 FREDDIE MAC 2033-11-01 6.000000 Government Agency Debt 182074.00 9828.00 FREDDIE MAC 2034-05-01 6.000000 Government Agency Debt 25000.00 5759.00 FREDDIE MAC 2035-08-01 4.500000 Government Agency Debt 11000.00 2255.00 FREDDIE MAC 2037-03-01 5.000000 Government Agency Debt 15861.00 10260.00 FREDDIE MAC 2037-04-01 7.000000 Government Agency Debt 182420.00 7561.00 FREDDIE MAC 2039-09-01 5.000000 Government Agency Debt 12773.00 7025.00 FREDDIE MAC 2039-12-01 4.500000 Government Agency Debt 1000.00 400.00 FREDDIE MAC 2040-10-01 4.500000 Government Agency Debt 610411.00 364152.00 FREDDIE MAC 2041-02-01 4.000000 Government Agency Debt 6522.00 4396.00 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 5000.00 2228.00 FREDDIE MAC 2042-01-01 4.000000 Government Agency Debt 84362.00 83992.00 FREDDIE MAC 2042-02-01 3.500000 Government Agency Debt 5533.00 4592.00 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 86525.00 84476.00 FREDDIE MAC 2043-05-01 3.500000 Government Agency Debt 10048.00 10467.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-09-15 7.000000 Government Agency Debt 1159848.00 114582.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 7.000000 Government Agency Debt 728722.00 26906.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 5.000000 Government Agency Debt 347205.00 306293.00 First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 50000000.00 50000000.00 0.0027 Biddable Repurchase Agreement N 50007280.00 50007280.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.200000% 63419805779158Deu 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2024-05-01 6.000000 Government Agency Debt 2263073.00 1401160.00 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 1131858.00 771266.00 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 607691.00 495562.00 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt 720395.00 653897.00 FANNIE MAE 2027-06-01 3.500000 Government Agency Debt 1013451.00 884265.00 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 1206375.00 1206636.00 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 7288118.00 7046942.00 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 334251.00 340939.00 FANNIE MAE 2028-06-01 7.000000 Government Agency Debt 2026962.00 514745.00 FANNIE MAE 2028-09-01 7.000000 Government Agency Debt 1960933.00 376272.00 FANNIE MAE 2028-11-01 7.000000 Government Agency Debt 4085832.00 1176312.00 FANNIE MAE 2035-11-01 5.500000 Government Agency Debt 11629039.00 2355272.00 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 22379014.00 2988714.00 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 4122014.00 1198065.00 FANNIE MAE 2036-11-01 5.500000 Government Agency Debt 3300896.00 588499.00 FANNIE MAE 2037-09-01 6.500000 Government Agency Debt 4220486.00 1196749.00 FANNIE MAE 2037-11-01 7.000000 Government Agency Debt 34039557.00 3404158.00 FANNIE MAE 2037-11-01 7.000000 Government Agency Debt 18309356.00 1833121.00 FANNIE MAE 2038-01-01 6.500000 Government Agency Debt 11388875.00 3129717.00 FANNIE MAE 2038-02-01 6.000000 Government Agency Debt 7900840.00 1823436.00 FANNIE MAE 2038-03-01 5.500000 Government Agency Debt 3762495.00 889539.00 FANNIE MAE 2038-05-01 5.500000 Government Agency Debt 15028783.00 2780356.00 FANNIE MAE 2038-05-01 7.000000 Government Agency Debt 3629742.00 887774.00 FANNIE MAE 2038-06-01 5.500000 Government Agency Debt 757169.00 110357.00 FANNIE MAE 2038-08-01 5.500000 Government Agency Debt 21476053.00 4070981.00 FANNIE MAE 2038-08-01 5.500000 Government Agency Debt 3242137.00 600280.00 FANNIE MAE 2038-08-01 7.000000 Government Agency Debt 21204047.00 1845557.00 FANNIE MAE 2038-08-01 7.000000 Government Agency Debt 2908452.00 349356.00 FANNIE MAE 2038-10-01 7.000000 Government Agency Debt 8995977.00 1151925.00 FANNIE MAE 2038-11-01 5.500000 Government Agency Debt 7151976.00 1121260.00 FANNIE MAE 2038-11-01 7.000000 Government Agency Debt 3999823.00 1231565.00 FANNIE MAE 2038-11-01 7.000000 Government Agency Debt 6686636.00 899570.00 FANNIE MAE 2038-12-01 5.500000 Government Agency Debt 3278014.00 573831.00 FANNIE MAE 2038-12-01 7.000000 Government Agency Debt 6702678.00 1518414.00 FANNIE MAE 2039-09-01 5.500000 Government Agency Debt 1681059.00 519492.00 FANNIE MAE 2039-10-01 4.000000 Government Agency Debt 9968227.00 6037621.00 FANNIE MAE 2040-03-01 4.500000 Government Agency Debt 2335445.00 1003216.00 FANNIE MAE 2040-03-01 5.000000 Government Agency Debt 35404.00 22024.00 FANNIE MAE 2040-04-01 5.500000 Government Agency Debt 1754469.00 1322452.00 FANNIE MAE 2040-05-01 4.500000 Government Agency Debt 3831384.00 1673383.00 FANNIE MAE 2040-05-01 4.500000 Government Agency Debt 1720881.00 834564.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 1882496.00 935403.00 FANNIE MAE 2040-06-01 4.500000 Government Agency Debt 3161930.00 2347719.00 FANNIE MAE 2040-06-01 5.000000 Government Agency Debt 2675756.00 1966572.00 FANNIE MAE 2040-06-01 5.500000 Government Agency Debt 5010000.00 3060339.00 FANNIE MAE 2040-06-01 6.500000 Government Agency Debt 408164.00 284199.00 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 168092.00 74956.00 FANNIE MAE 2040-08-01 5.500000 Government Agency Debt 747365.00 621173.00 FANNIE MAE 2040-09-01 4.000000 Government Agency Debt 2643477.00 1200845.00 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 1154758.00 1231673.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1038274.00 400254.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 2000804.00 1617911.00 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 1516510.00 855863.00 FANNIE MAE 2041-04-01 4.000000 Government Agency Debt 3008294.00 3133957.00 FANNIE MAE 2041-04-01 4.000000 Government Agency Debt 594095.00 556327.00 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 584696.00 490357.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 38623228.00 22817692.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 5475881.00 4105711.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 2016029.00 1684405.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 1779901.00 1199555.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 1222671.00 802229.00 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 143562.00 69872.00 FANNIE MAE 2041-09-01 4.000000 Government Agency Debt 2651189.00 1914093.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 393772.00 370408.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 194818.00 172604.00 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 3860168.00 2984794.00 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 18367117.00 17565904.00 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 1128170.00 1199826.00 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 1500000.00 1175215.00 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 82112.00 84107.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 1287045.00 1193656.00 FANNIE MAE 2042-01-01 5.000000 Government Agency Debt 4880065.00 3997178.00 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 1243005.00 1169430.00 FANNIE MAE 2042-04-01 4.500000 Government Agency Debt 1278889.00 1370455.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 1094095.00 931401.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 299770.00 264345.00 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 1066309.00 1116169.00 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 925162.00 844735.00 FANNIE MAE 2042-08-01 3.000000 Government Agency Debt 4486813.00 4476891.00 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 1154992.00 1212270.00 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 4118754.00 4280609.00 FANNIE MAE 2042-09-01 4.500000 Government Agency Debt 574664.00 630282.00 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 4238653.00 4173502.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 1167332.00 1205178.00 FANNIE MAE 2042-10-01 4.000000 Government Agency Debt 1133870.00 1195238.00 FANNIE MAE 2042-10-01 4.000000 Government Agency Debt 15606.00 14930.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 161963.00 168465.00 FANNIE MAE 2043-02-01 4.000000 Government Agency Debt 10657193.00 11518251.00 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 3364404.00 3504557.00 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 52220.00 52603.00 FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt 3136246.00 1781633.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-09-15 4.000000 Government Agency Debt 2980415.00 2545012.00 First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 180000000.00 180000000.00 0.0096 Biddable Repurchase Agreement N 180026208.00 180026208.00 Deutsche Bank Securities, Inc. Joint Account I 0.059999% 65242383779158DEU 0001074042 Government Agency Repurchase Agreement N US TREASURY N/B 2015-03-15 0.375000 Treasury Debt 26689121.95 26755942.17 US TREASURY N/B 2015-12-15 0.250000 Treasury Debt 3052512.20 3044566.53 US TREASURY N/B 2022-05-15 1.750000 Treasury Debt 8061097.56 7931199.95 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 36991869.92 36991869.92 0.0020 N 36991869.92 36991869.92 Deutsche Bank Securities, Inc. Joint Account III 0.100000% 65242398779158DEU 0001074042 Government Agency Repurchase Agreement N US TREASURY N/B 2016-04-15 0.250000 Treasury Debt 19169246.47 19052394.79 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 18678815.49 18678815.49 0.0010 N 18678815.49 18678815.49 East Baton Rouge Parish, LA Industrial Development Board, Inc. East Baton Rouge Parish, LA Industrial Development Board, Inc., Series A 0.050001% 270777AC9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Exxon Mobil Corporation N/A N/A N N 173050000.00 173050000.00 0.0092 N 173050000.00 173050000.00 East Baton Rouge Parish, LA Industrial Development Board, Inc. East Baton Rouge Parish, LA Industrial Development Board, Inc., Series B 0.050001% 270777AD7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Exxon Mobil Corporation N/A N/A N N 68800000.00 68800000.00 0.0037 N 68800000.00 68800000.00 East Bay, CA Municipal Utility District East Bay, CA Municipal Utility District, Series C 0.099999% 271012DP8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 46840000.00 46840000.00 0.0025 N 46840000.00 46840000.00 Eastern California Municipal Water District Eastern California Municipal Water District, Series D 0.099999% 276771HM7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 22800000.00 22800000.00 0.0012 N 22800000.00 22800000.00 Fairfax County, VA Economic Development Authority Fairfax County, VA Economic Development Authority, Series A 0.120001% 30382ECZ5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y NORTHERN TRUST COMPANY (THE) N/A N/A N N 22930000.00 22930000.00 0.0012 N 22930000.00 22930000.00 Fairfax County, VA Industrial Development Authority Fairfax County, VA Industrial Development Authority 0.129998% 303823FE3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BRANCH BANKING & TRUST COMPANY N/A N/A N N 49300000.00 49300000.00 0.0026 N 49300000.00 49300000.00 Federal Home Loan Bank Federal Home Loan Bank 0.137998% 313374PX2 Government Agency Debt N First Tier Security N/A N/A 2013-06-08 2013-07-08 N N N 15000000.00 14999229.84 0.0008 N 15000585.00 15000585.00 Federal Home Loan Bank Federal Home Loan Bank 0.138999% 313374T26 Government Agency Debt N First Tier Security N/A N/A 2013-06-15 2013-07-15 N N N 29000000.00 28998229.36 0.0015 N 29001363.00 29001363.00 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 63500000.00 63505766.89 0.0034 N 63511747.50 63511747.50 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 36040000.00 36043239.44 0.0019 N 36048289.20 36048289.20 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313376UF0 Government Agency Debt N First Tier Security N/A N/A 2014-01-29 2014-01-29 N N N 45245000.00 45311957.79 0.0024 N 45305718.79 45305718.79 Federal Home Loan Bank Federal Home Loan Bank 0.280000% 313376WB7 Government Agency Debt N First Tier Security N/A N/A 2013-08-13 2013-08-13 N N N 85000000.00 85002736.52 0.0045 N 85026350.00 85026350.00 Federal Home Loan Bank Federal Home Loan Bank 0.375000% 313378U25 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 3300000.00 3301973.85 0.0002 N 3303154.80 3303154.80 Federal Home Loan Bank Federal Home Loan Bank 0.299999% 3133793Y3 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 7250000.00 7252268.21 0.0004 N 7253255.25 7253255.25 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 74500000.00 74499864.27 0.0040 N 74500745.00 74500745.00 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 85300000.00 85299014.65 0.0045 N 85306824.00 85306824.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313379R76 Government Agency Debt N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 11000000.00 11000930.13 0.0006 N 11003740.00 11003740.00 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 50850000.00 50849362.51 0.0027 N 50855847.75 50855847.75 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 3133803P0 Government Agency Debt N First Tier Security N/A N/A 2013-07-19 2013-07-19 N N N 34500000.00 34499863.89 0.0018 N 34505727.00 34505727.00 Federal Home Loan Bank Federal Home Loan Bank 0.178999% 313380DP9 Government Agency Debt N First Tier Security N/A N/A 2013-06-15 2014-08-15 N N N 99500000.00 99475546.17 0.0053 N 99527064.00 99527064.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313380TF4 Government Agency Debt N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N N 10820000.00 10816835.82 0.0006 N 10820216.40 10820216.40 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 6750000.00 6747897.70 0.0004 N 6750101.25 6750101.25 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 29400000.00 29398731.45 0.0016 N 29408820.00 29408820.00 Federal Home Loan Bank Federal Home Loan Bank 0.209999% 313380VB0 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 22200000.00 22199575.64 0.0012 N 22207037.40 22207037.40 Federal Home Loan Bank Federal Home Loan Bank 0.200000% 313380YM3 Government Agency Debt N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 87300000.00 87295732.85 0.0046 N 87326190.00 87326190.00 Federal Home Loan Bank Federal Home Loan Bank 0.164998% 313381HY4 Government Agency Debt N First Tier Security N/A N/A 2013-06-24 2014-06-24 N N N 205000000.00 204933471.41 0.0109 N 205039360.00 205039360.00 Federal Home Loan Bank Federal Home Loan Bank 0.163000% 313381J30 Government Agency Debt N First Tier Security N/A N/A 2013-06-27 2013-09-27 N N N 300000000.00 300000000.00 0.0159 N 300060000.00 300060000.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313382MK6 Government Agency Debt N First Tier Security N/A N/A 2014-01-08 2014-01-08 N N N 50000000.00 49996164.24 0.0027 N 49991050.00 49991050.00 Federal Home Loan Bank Federal Home Loan Bank 0.140000% 313382T52 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 75000000.00 74991594.55 0.0040 N 74986050.00 74986050.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313382T94 Government Agency Debt N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 83750000.00 83735290.45 0.0045 N 83726550.00 83726550.00 Federal Home Loan Bank Federal Home Loan Bank 4.500000% 3133X1BV8 Government Agency Debt N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 5370000.00 5437266.10 0.0003 N 5437253.88 5437253.88 Federal Home Loan Bank Federal Home Loan Bank 4.000000% 3133XRX88 Government Agency Debt N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 7530000.00 7605492.03 0.0004 N 7605631.32 7605631.32 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 10600000.00 10737011.01 0.0006 N 10738436.00 10738436.00 Federal Home Loan Bank Federal Home Loan Bank 2.625000% 3133XUPZ0 Government Agency Debt N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 1500000.00 1510264.35 0.0001 N 1510431.00 1510431.00 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 22900000.00 22920259.66 0.0012 N 22920197.80 22920197.80 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 12300000.00 12305945.85 0.0007 N 12305658.00 12305658.00 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 3885000.00 3889360.74 0.0002 N 3888787.88 3888787.88 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 5.000000% 3128X2TM7 Government Agency Debt N First Tier Security N/A N/A 2014-01-30 2014-01-30 N N N 34157000.00 35255188.06 0.0019 N 35241962.95 35241962.95 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150136% 313397MS7 Government Agency Debt N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 350000000.00 349811875.01 0.0186 N 349925800.00 349925800.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.150137% 313397MU2 Government Agency Debt N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N N 390000000.00 389787124.99 0.0207 N 389916150.00 389916150.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.500000% 3134A4TZ7 Government Agency Debt N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N N 60328000.00 60636297.45 0.0032 N 60640378.38 60640378.38 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 4.500000% 3134A4UM4 Government Agency Debt N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 14000000.00 14378240.68 0.0008 N 14372092.00 14372092.00 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 4000000.00 4004054.62 0.0002 N 4005864.00 4005864.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.148201% 3134G2KM3 Government Agency Debt N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 102000000.00 101999774.07 0.0054 N 102000000.00 102000000.00 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 19500000.00 19510977.28 0.0010 N 19519656.00 19519656.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.130000% 3134G43R7 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 445000000.00 444944852.61 0.0237 N 444879405.00 444879405.00 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 14100000.00 14137640.99 0.0008 N 14143992.00 14143992.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 1.375000% 3137EACR8 Government Agency Debt N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 100000000.00 100887531.35 0.0054 N 100876000.00 100876000.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.375000% 3137EACX5 Government Agency Debt N First Tier Security N/A N/A 2013-10-30 2013-10-30 N N N 34355000.00 34377689.74 0.0018 N 34392137.76 34392137.76 Federal National Mortgage Association Federal National Mortgage Association 0.160174% 313589NK5 Government Agency Debt N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 192300000.00 192175218.66 0.0102 N 192253848.00 192253848.00 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 26994000.00 27436198.42 0.0015 N 27442640.28 27442640.28 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 32878000.00 32891978.13 0.0017 N 32902099.57 32902099.57 Federal National Mortgage Association Federal National Mortgage Association 0.158198% 3135G0DZ3 Government Agency Debt N First Tier Security N/A N/A 2013-06-03 2013-10-03 N N N 250000000.00 249965569.22 0.0133 N 250040000.00 250040000.00 Federal National Mortgage Association Federal National Mortgage Association 0.169199% 3135G0FU2 Government Agency Debt N First Tier Security N/A N/A 2013-06-14 2013-11-14 N N N 200000000.00 199972572.32 0.0106 N 200049200.00 200049200.00 Federal National Mortgage Association Federal National Mortgage Association 0.163281% 3135G0VK6 Government Agency Debt N First Tier Security N/A N/A 2013-06-27 2015-02-27 N N N 200000000.00 199913095.83 0.0106 N 199967200.00 199967200.00 Federal National Mortgage Association Federal National Mortgage Association 1.125000% 31398A2M3 Government Agency Debt N First Tier Security N/A N/A 2013-09-30 2013-09-30 N N N 1300000.00 1303902.93 0.0001 N 1304329.00 1304329.00 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 1200000.00 1202907.11 0.0001 N 1203224.40 1203224.40 Federal National Mortgage Association Federal National Mortgage Association 1.125000% 31398A3L4 Government Agency Debt N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N N 2810000.00 2817525.28 0.0001 N 2818317.60 2818317.60 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 4100000.00 4113054.60 0.0002 N 4114583.70 4114583.70 Florida State Department of Transportation Florida State Department of Transportation, Series 2514 0.169998% 343136G84 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 27105000.00 27105000.00 0.0014 N 27105000.00 27105000.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.250156% 3686M0U22 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 25000000.00 24994618.06 0.0013 N 24996250.00 24996250.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.240145% 3686M0U89 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 325000000.00 324919833.33 0.0173 N 324938250.00 324938250.00 Gemini Securitization Corp. LLC Gemini Securitization Corp. LLC 0.240136% 3686M0UW6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-30 2013-07-30 N N N 250000000.00 249901666.66 0.0133 N 249917500.00 249917500.00 Georgia Private Colleges & Universities Authority Georgia Private Colleges & Universities Authority, Series B-1 0.099999% 74265LSH2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Emory University N/A N/A N N 50000000.00 50000000.00 0.0027 N 50000000.00 50000000.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.280204% 41068UTL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 50000000.00 49992611.11 0.0027 N 49995500.00 49995500.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.280198% 41068UUG9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 125000000.00 124956250.00 0.0066 N 124970000.00 124970000.00 Hannover Funding Co. LLC Hannover Funding Co. LLC 0.280198% 41068UUN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 25000000.00 24990083.34 0.0013 N 24993000.00 24993000.00 Hawaii Puttable Floating Option Tax-Exempt Receipts Hawaii Puttable Floating Option Tax-Exempt Receipts, Series MT-828 0.330001% 74703UGL6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 20260000.00 20260000.00 0.0011 N 20260000.00 20260000.00 Highlands County, FL Health Facilities Authority Highlands County, FL Health Facilities Authority 0.099999% 431022TP7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Adventist Health System Sunbelt N/A N/A N N 20000000.00 19999801.22 0.0011 N 20000000.00 20000000.00 Illinois Finance Authority Illinois Finance Authority 0.129998% 45200PN86 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 Indiana Finance Authority Indiana Finance Authority, Series D 0.129998% 45471AAS1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Wells Fargo Bank, N.A. N/A N/A Y Wells Fargo Bank, N.A. N/A N/A N 26000000.00 25999741.23 0.0014 N 26000000.00 26000000.00 Indiana Health Facility Financing Authority Indiana Health Facility Financing Authority, Series A-2 0.110000% 454798QC6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Ascension Health N/A N/A N N 38200000.00 38200000.00 0.0020 N 38200000.00 38200000.00 ING Financial Markets LLC ING Financial Markets LLC 0.190000% 630906517791581IN 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 470000.00 459819.00 FANNIE MAE 2038-08-25 4.000000 Government Agency Debt 565000.00 190253.00 FANNIE MAE 2040-02-25 4.500000 Government Agency Debt 1085000.00 278960.00 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 43257000.00 29398463.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 55000.00 35082.00 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 320000.00 220677.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 180000.00 142423.00 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 26765000.00 19790686.00 FANNIE MAE 2041-07-01 3.154999 Government Agency Debt 43281000.00 24239713.00 FANNIE MAE 2042-01-01 2.301000 Government Agency Debt 500000.00 422101.00 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 70000.00 67780.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 102000.00 103918.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 5000.00 5088.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 55000.00 57575.00 FREDDIE MAC 2039-06-01 4.500000 Government Agency Debt 33175000.00 19700193.00 FREDDIE MAC 2039-12-15 2.500000 Government Agency Debt 110000.00 103012.00 FREDDIE MAC 2041-09-15 4.000000 Government Agency Debt 3645000.00 2971429.00 FREDDIE MAC 2042-02-01 4.500000 Government Agency Debt 21247419.00 12855896.00 FREDDIE MAC 2042-06-01 2.705000 Government Agency Debt 105000.00 91101.00 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 140000.00 139580.00 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 7018852.00 7064248.00 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 31882246.00 34730213.00 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y ING Financial Markets LLC N/A N/A N N 150000000.00 150000000.00 0.0080 N 150000000.00 150000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.200001% 64135646779158ING 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 195000.00 190776.00 FANNIE MAE 2032-12-01 3.000000 Government Agency Debt 1160000.00 1169693.00 FANNIE MAE 2038-08-25 4.000000 Government Agency Debt 785000.00 264334.00 FANNIE MAE 2040-02-25 4.500000 Government Agency Debt 2015000.00 518069.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 270000.00 172222.00 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 225000.00 155164.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 426500.00 337464.00 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 270000.00 261439.00 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 485000.00 494118.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 1900000.00 1933405.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 745000.00 779884.00 FANNIEMAE STRIP 2023-04-01 7.500000 Government Agency Debt 5000000.00 3293.00 FANNIEMAE STRIP 2023-05-01 7.500000 Government Agency Debt 11000000.00 7883.00 FANNIEMAE STRIP 2024-04-01 7.500000 Government Agency Debt 8527701.00 10647.00 FANNIEMAE STRIP 2029-04-01 6.500000 Government Agency Debt 5000000.00 8831.00 FREDDIE MAC 2032-03-15 1.199200 Government Agency Debt 113174700.00 1610867.00 FREDDIE MAC 2033-01-15 0.949200 Government Agency Debt 50000000.00 3561231.00 FREDDIE MAC 2034-07-15 0.599199 Government Agency Debt 117463500.00 23203416.00 FREDDIE MAC 2036-01-15 20.402400 Government Agency Debt 1648352.00 249811.00 FREDDIE MAC 2036-04-15 7.500000 Government Agency Debt 12000000.00 1755881.00 FREDDIE MAC 2038-12-15 6.450800 Government Agency Debt 16887300.00 4554595.00 FREDDIE MAC 2039-12-15 2.500000 Government Agency Debt 535000.00 501014.00 FREDDIE MAC 2041-08-15 4.000000 Government Agency Debt 2360000.00 1513247.00 FREDDIE MAC 2041-09-15 4.000000 Government Agency Debt 140000.00 114129.00 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 2270000.00 2263185.00 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 270000.00 269189.00 FREDDIE MAC 2043-01-15 3.000000 Government Agency Debt 19844496.00 19599350.00 FREDDIE MAC 2043-02-15 3.000000 Government Agency Debt 43870000.00 38329047.00 FREDDIEMAC STRIP 2028-02-01 6.500000 Government Agency Debt 5000000.00 5801.00 FREDDIEMAC STRIP 2028-07-01 7.000000 Government Agency Debt 5000000.00 5047.00 First Tier Security N/A N/A 2013-06-07 2013-06-07 Y ING Financial Markets LLC N/A N/A N N 100000000.00 100000000.00 0.0053 N 100000000.00 100000000.00 JEA Florida Electric System Revenue JEA Florida Electric System Revenue, Series 2008D 0.090001% 46613CMV4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 14900000.00 14900000.00 0.0008 N 14900000.00 14900000.00 JEA Florida Water & Sewer System Revenue JEA Florida Water & Sewer System Revenue, Series A-1 0.090001% 46613PVW3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 40775000.00 40775000.00 0.0022 N 40775000.00 40775000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.361101% 48125LJB9 Other Note N First Tier Security N/A N/A 2013-06-07 2014-06-06 N N N 550000000.00 550000000.00 0.0292 N 549908700.00 549908700.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0007 0.110000% 46636YJA9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 30000000.00 30000000.00 0.0016 N 30000000.00 30000000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0008 0.110000% 46636YKK5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y JPMorgan Chase Bank, N.A. N/A N/A N N 35500000.00 35500000.00 0.0019 N 35500000.00 35500000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.599999% 643358657791581JP 000782124 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2037-03-25 0.343279 Other Note 61235000.00 12628560.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2037-02-25 0.393280 Other Note 71000000.00 32415099.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-03-25 5.500000 Other Note 14660000.00 2189321.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-06-25 0.443280 Other Note 88409350.00 37415605.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-09-20 0.388199 Other Note 26005000.00 10791315.00 J.P. MORGAN ALTERNATIVE LOAN TRUST 2036-10-25 5.799999 Other Note 16545000.00 8256201.00 J.P. MORGAN ALTERNATIVE LOAN TRUST 2036-12-25 5.599999 Other Note 8022000.00 4891300.00 J.P. MORGAN ALTERNATIVE LOAN TRUST 2036-12-25 5.750000 Other Note 23553000.00 11005552.00 RESIDENTIAL ACCREDIT LOANS, INC. 2037-03-25 0.533279 Other Note 100000000.00 17605764.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-09-25 2.613039 Other Note 21700000.00 6552142.00 First Tier Security N/A N/A 2013-08-20 2013-08-20 N N N 125000000.00 125000000.00 0.0066 Y 125132125.00 125132125.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.579999% 65074554779158JPM 000782124 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2037-03-25 0.343279 Other Note 6645000.00 1370405.00 BCAP LLC TRUST 2047-02-25 0.443280 Other Note 63037000.00 32725960.00 CHASEFLEX TRUST 2037-08-25 0.343279 Other Note 48000000.00 6895993.00 CHASEFLEX TRUST 2037-08-25 0.423279 Other Note 33270000.00 13243960.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2035-12-25 0.543279 Other Note 6181520.00 3297432.00 GSR MORTGAGE LOAN TRUST 2036-02-25 6.000000 Other Note 15670000.00 5705086.00 HOMEBANC MORTGAGE TRUST 2037-04-25 2.524020 Other Note 355000.00 194421.00 IMPAC SECURED ASSETS CORP. 2037-01-25 0.453280 Other Note 56131000.00 18263878.00 LEHMAN MORTGAGE TRUST 2036-12-25 0.613280 Other Note 29574000.00 6526329.00 LEHMAN MORTGAGE TRUST 2037-01-25 6.426720 Other Note 90604000.00 12415373.00 LEHMAN MORTGAGE TRUST 2037-05-25 0.00 Other Note 1025284.00 274811.00 ML-CFC COMMERCIAL MORTGAGE TRUST 2048-08-12 5.557999 Other Note 15000000.00 2728185.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-12-25 6.356720 Other Note 317531572.00 29242839.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-12-25 7.006719 Other Note 3506000.00 365236.00 RESIDENTIAL ACCREDIT LOANS, INC. 2037-01-25 0.553279 Other Note 56053000.00 17056795.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-12-25 6.356720 Other Note 23433000.00 4016659.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2036-04-25 0.463280 Other Note 62292000.00 2482021.00 TERWIN MORTGAGE TRUST 2038-04-25 0.393280 Other Note 20000000.00 8264790.00 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS 2046-10-25 1.024160 Other Note 36500000.00 7430509.00 First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 150000000.00 150000000.00 0.0080 Y 150210900.00 150210900.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320514% 4820P2T54 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 150000000.00 149994666.66 0.0080 N 149998500.00 149998500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320518% 4820P2T62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-06 2013-06-06 N N N 50000000.00 49997777.78 0.0027 N 49999500.00 49999500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320518% 4820P2TD7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-13 2013-06-13 N N N 100000000.00 99989333.34 0.0053 N 99998000.00 99998000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300454% 4820P2U86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 100000000.00 99969166.66 0.0053 N 99985000.00 99985000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.270367% 4820P2VU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N N 50000000.00 49967000.00 0.0027 N 49979000.00 49979000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.270367% 4820P2VV4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-29 2013-08-29 N N N 25000000.00 24983312.50 0.0013 N 24989500.00 24989500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.270371% 4820P2W43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 50000000.00 49964375.00 0.0027 N 49977000.00 49977000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.320769% 4820P3B44 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 50000000.00 49889777.78 0.0027 N 49876000.00 49876000.00 Kells Funding, LLC Kells Funding, LLC 0.250267% 48802RHY8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 100000000.00 99929861.11 0.0053 N 99943000.00 99943000.00 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 59961066.67 0.0032 N 59977800.00 59977800.00 Kells Funding, LLC Kells Funding, LLC 0.260338% 48802WSL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N N 100000000.00 99936444.44 0.0053 N 99953000.00 99953000.00 Kentucky Municipal Power Agency Kentucky Municipal Power Agency, Series B002 0.450001% 491501DL3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Morgan Stanley Bank, N.A. N/A N/A Y Assured Guaranty Municipal Corp. N/A N/A N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 LMA Americas LLC LMA Americas LLC 0.210039% 50202TT31 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 136500000.00 136498407.50 0.0073 N 136498635.00 136498635.00 LMA Americas LLC LMA Americas LLC 0.210038% 50202TT72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-07 2013-06-07 N N N 60000000.00 59997900.00 0.0032 N 59998200.00 59998200.00 LMA Americas LLC LMA Americas LLC 0.200037% 50202TTR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-25 2013-06-25 N N N 140000000.00 139981333.33 0.0074 N 139984600.00 139984600.00 Los Angeles County, CA Metropolitan Transportation Authority Los Angeles County, CA Metropolitan Transportation Authority, Series A1 0.129998% 544712K76 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 53265000.00 53265000.00 0.0028 N 53265000.00 53265000.00 Los Angeles, CA Department of Water & Power Authority Los Angeles, CA Department of Water & Power Authority, Series B-4 0.099999% 544525DD7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Wells Fargo Bank, N.A. N/A N/A N N 44600000.00 44600000.00 0.0024 N 44600000.00 44600000.00 Loudoun County, VA Industrial Development Authority Loudoun County, VA Industrial Development Authority, Series C 0.099999% 545910AG6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Howard Hughes Medical Institute N/A N/A N N 23255000.00 23255000.00 0.0012 N 23255000.00 23255000.00 Maryland Economic Development Corp. Maryland Economic Development Corp., Series B 0.099999% 574205FZ8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Howard Hughes Medical Institute N/A N/A N N 67000000.00 67000000.00 0.0036 N 67000000.00 67000000.00 Maryland Industrial Development Financing Authority Maryland Industrial Development Financing Authority 0.129998% 574076AA3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y OCCIDENTAL PETROLEUM CORPORATION N/A N/A N N 30200000.00 30200000.00 0.0016 N 30200000.00 30200000.00 Massachusetts Bay Transportation Authority Massachusetts Bay Transportation Authority, Series A2 0.179999% 575567VG4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 52220000.00 52220000.00 0.0028 N 52220000.00 52220000.00 Massachusetts Department of Transportation Massachusetts Department of Transportation, Series A2 0.110000% 57563CAB8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 27700000.00 27700000.00 0.0015 N 27700000.00 27700000.00 Massachusetts Water Resources Authority Massachusetts Water Resources Authority, Series B 0.110000% 576049RU6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Landesbank Hessen-Thueringen Gir N/A N/A Y Landesbank Hessen-Thueringen Gir N/A N/A N 54000000.00 54000000.00 0.0029 N 54000000.00 54000000.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.340000% 65171679779158Mer 0000728612 Other Repurchase Agreement N ALLIANCE DATA SYSTEMS CO 2013-08-01 1.750000 Other Note 6290000.00 14499792.00 ANGLOGOLD HOLDINGS LTD 2014-05-22 3.500000 Other Note 3700000.00 3734706.00 ARCELORMITTAL 2013-05-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 14801783.00 AURICO GOLD INC COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 1063840.00 C H ROBINSON WORLDWIDE INC COM NEW 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 1797604.00 CASH AMERICA INTERNATION 2029-05-15 5.250000 Other Note 1730000.00 3280224.00 CEMEX SAB DE CV 2015-03-15 4.875000 Other Note 11534000.00 14031592.00 CHESAPEAKE ENERGY CORP 2013-05-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 13380000.00 COMCAST HOLDINGS CORP 2013-05-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 11381392.00 DDR CORP 2040-11-15 1.750000 Other Note 1156000.00 1414837.00 DOLLAR GEN CORP NEW COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 454370.00 FUEL TECH INC COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 304585.00 GENWORTH FINL INC COM CLA 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 3116864.00 HARVEST NATURAL RESOURCES INCOM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 367020.00 HEINZ HJ CO COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 7765655.00 JEFFERIES GROUP LLC 2029-11-01 3.875000 Other Note 131000.00 146979.00 MOLINA HEALTHCARE INC 2014-10-01 3.750000 Other Note 858000.00 1142213.00 MOSAIC CO NEW COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 3713752.00 NOVELLUS SYSTEMS INC 2041-05-15 2.625000 Other Note 654000.00 990350.00 ONCOLYTICS BIOTECH INC COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 11484.00 PACIFIC SUNWEAR CALIF INC COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 753699.00 PENNYMAC CORP 2020-05-01 5.375000 Other Note 1215970.00 1220663.00 PETROQUEST ENERGY INC COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 696421.00 REGENERON PHARMACEUTICAL 2016-10-01 1.875000 Other Note 1074160.00 3225837.00 RYMAN HOSPITALITY PROP 2014-10-01 3.750000 Other Note 4616000.00 8023208.00 SBA COMMUNICATIONS CORP 2014-10-01 4.000000 Other Note 5761000.00 14498517.00 SILVERCORP METALS INC COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 916865.00 SYNOVUS FINL CORP COM 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 3387047.00 TEEKAY OFFSHORE PARTNERS L PPARTNERS 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 7398084.00 THERAVANCE INC 2023-01-15 2.125000 Other Note 440231.00 648472.00 UNITED THERAPEUTICS CORP 2016-09-15 1.000000 Other Note 1533208.00 2327963.00 VALUEVISION MEDIA INC CLA 2013-05-31 0.00 Other Instrument COMMON SHARES 0.00 384277.00 VANGUARD INTL EQUITY INDEX FMSCI EMR 2013-05-31 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 5568686.00 VIRGIN MEDIA INC 2016-11-15 6.500000 Other Note 758000.00 2025102.00 WELLS FARGO & COMPANY 2013-05-31 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 10328000.00 First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 145000000.00 145000000.00 0.0077 N 145005118.50 145005118.50 Metropolitan Life Global Funding I Metropolitan Life Global Funding I 0.479401% 59217FCA7 Other Note N First Tier Security N/A N/A 2013-07-10 2013-11-08 N N N 250000000.00 250000000.00 0.0133 N 250055000.00 250055000.00 Metropolitan Washington Airports Authority Metropolitan Washington Airports Authority, Series 1691 0.179999% 592646UR2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 12245000.00 12245000.00 0.0007 N 12245000.00 12245000.00 Metropolitan Water District of Southern California Metropolitan Water District of Southern California, Series A-1 0.099999% 5926635E4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 25760000.00 25760000.00 0.0014 N 25760000.00 25760000.00 Mississippi Business Finance Corp. Mississippi Business Finance Corp., Series K 0.059998% 60528ACB8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Chevron Corporation N/A N/A N N 90400000.00 90400000.00 0.0048 N 90400000.00 90400000.00 Mississippi Business Finance Corp. Mississippi Business Finance Corp., Series B 0.059998% 60528ACE2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Chevron Corporation N/A N/A N N 40140000.00 40140000.00 0.0021 N 40140000.00 40140000.00 Mississippi Business Finance Corp. Mississippi Business Finance Corp., Series F 0.069999% 60528ACJ1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Chevron Corporation N/A N/A N N 46100000.00 46100000.00 0.0025 N 46100000.00 46100000.00 Missouri Development Finance Board Missouri Development Finance Board, Series A 0.110000% 606037AW9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y NORTHERN TRUST COMPANY (THE) N/A N/A N N 27400000.00 27400000.00 0.0015 N 27400000.00 27400000.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority, Series C-3 0.120001% 60635HK73 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Ascension Health N/A N/A N N 22700000.00 22700000.00 0.0012 N 22700000.00 22700000.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority, Series B 0.099999% 60635R2F3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BJC HEALTH SYSTEM N/A N/A N N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority, Series C 0.099999% 60635R2G1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BJC HEALTH SYSTEM N/A N/A N N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority, Series A 0.099999% 60635R2J5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y BJC HEALTH SYSTEM N/A N/A N N 20000000.00 20000000.00 0.0011 N 20000000.00 20000000.00 Montgomery County, VA Industrial Development Authority Montgomery County, VA Industrial Development Authority, Series A 0.120001% 613755BN6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of New York Mellon (The) N/A N/A N N 16950000.00 16950000.00 0.0009 N 16950000.00 16950000.00 Municipal Electric Authority of Georgia Municipal Electric Authority of Georgia, Series B 0.120001% 626207VS0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A N 20000000.00 19999800.73 0.0011 N 20000000.00 20000000.00 Nassau County, NY Interim Finance Authority Nassau County, NY Interim Finance Authority, Series D-1 0.160001% 631663MM0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of New York Mellon (The) N/A N/A N N 38590000.00 38590000.00 0.0021 N 38590000.00 38590000.00 Nebraska JPMorgan Chase Putters/Drivers Trust Nebraska JPMorgan Chase Putters/Drivers Trust, Series SGT06 0.120001% 46636Y2W9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Societe Generale N/A N/A N N 19500000.00 19500000.00 0.0010 N 19500000.00 19500000.00 New Hampshire Deutsche Bank Spears/Lifers Trust New Hampshire Deutsche Bank Spears/Lifers Trust, Series-DBE-1137X 0.190000% 25155DZL8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N 14400000.00 14400000.00 0.0008 N 14400000.00 14400000.00 New York City Municipal Water Finance Authority New York City Municipal Water Finance Authority 0.179999% 64971TXP7 Other Municipal Debt N First Tier Security N/A N/A 2013-06-24 2013-06-24 N N N 52500000.00 52500000.00 0.0028 N 52500525.00 52500525.00 New York City, NY Municipal Water Finance Authority New York City, NY Municipal Water Finance Authority, Subseries F-2 0.099999% 64970KYY7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Bayerische Landesbank N/A N/A N N 40000000.00 40000000.00 0.0021 N 40000000.00 40000000.00 New York City, NY Municipal Water Finance Authority New York City, NY Municipal Water Finance Authority, Subseries AA-2 0.110000% 64972GAS3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A N N 27950000.00 27950000.00 0.0015 N 27950000.00 27950000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority, Series B-3 0.110000% 649716JU2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 390000.00 390000.00 0.0000 N 390000.00 390000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority, Series 3E 0.099999% 64971KGE0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Landesbank Baden-Wuerttemberg N/A N/A N N 18000000.00 18000000.00 0.0010 N 18000000.00 18000000.00 New York City, NY Transitional Finance Authority Future Tax Secured Revenue New York City, NY Transitional Finance Authority Future Tax Secured Revenue, Subseries A-7 0.099999% 64971QYJ6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y STATE STREET BANK AND TRUST COMP N/A N/A N N 25100000.00 25100000.00 0.0013 N 25100000.00 25100000.00 New York City, NY Water & Sewer System New York City, NY Water & Sewer System, Series AA-1 0.080000% 64972GAR5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y PNC BANK N.A. N/A N/A N N 47400000.00 47400000.00 0.0025 N 47400000.00 47400000.00 New York Deutsche Bank Spears/Lifers Trust New York Deutsche Bank Spears/Lifers Trust, Series-DB-636 0.190000% 25154LU69 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 8700000.00 8700000.00 0.0005 N 8700000.00 8700000.00 New York Deutsche Bank Spears/Lifers Trust New York Deutsche Bank Spears/Lifers Trust, Series-DB-1022X 0.160001% 25155DEU1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A Y FINANCIAL SECURITY ASSURANCE INT N/A N/A N 7835000.00 7835000.00 0.0004 N 7835000.00 7835000.00 New York Deutsche Bank Spears/Lifers Trust New York Deutsche Bank Spears/Lifers Trust, Series-DB-1023X 0.160001% 25155DEW7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 7085000.00 7085000.00 0.0004 N 7085000.00 7085000.00 New York Deutsche Bank Spears/Lifers Trust New York Deutsche Bank Spears/Lifers Trust, Series-DB-1024X 0.160001% 25155DEY3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 10660000.00 10660000.00 0.0006 N 10660000.00 10660000.00 New York State Housing Finance Agency New York State Housing Finance Agency 0.129998% 64986MLM5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 28320000.00 28320000.00 0.0015 N 28320000.00 28320000.00 New York State Housing Finance Agency New York State Housing Finance Agency 0.110000% 64986MSC0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 27000000.00 27000000.00 0.0014 N 27000000.00 27000000.00 New York State Housing Finance Agency New York State Housing Finance Agency, Series A 0.179999% 64986UMQ7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 New York State Local Government Assistance Corp. New York State Local Government Assistance Corp., Series 4V-R 0.169998% 649876U80 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 30060000.00 30060000.00 0.0016 N 30060000.00 30060000.00 New York Triborough Bridge & Tunnel Authority New York Triborough Bridge & Tunnel Authority, Series F 0.090001% 89602NCG7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 51900000.00 51900000.00 0.0028 N 51900000.00 51900000.00 Newport Funding Corp. Newport Funding Corp. 0.250156% 65184TVC8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-12 2013-08-12 N N N 125094000.00 125031453.00 0.0066 N 125041460.52 125041460.52 Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.240136% 65409RTL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 100000000.00 99987333.33 0.0053 N 99992000.00 99992000.00 Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.180055% 65409RUG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 216000000.00 215951400.00 0.0115 N 215952480.00 215952480.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1-PFD 0.260000% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 27000000.00 27000000.00 0.0014 N 27000000.00 27000000.00 Ohio Higher Educational Facility Commission Ohio Higher Educational Facility Commission 0.090001% 67756DBB1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 25000000.00 25000000.00 0.0013 N 25000000.00 25000000.00 Ohio Higher Educational Facility Commission Ohio Higher Educational Facility Commission 0.099999% 67756DBD7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y BANK OF NY MELLON N/A N/A N N 36725000.00 36725000.00 0.0020 N 36725000.00 36725000.00 Ohio State University/The Ohio State University/The 0.099999% 677632CR0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Ohio State University N/A N/A N N 38100000.00 38100000.00 0.0020 N 38100000.00 38100000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.150000% 690353VV6 Government Agency Debt N First Tier Security N/A N/A 2013-06-07 2013-06-07 N Y UNITED STATES OF AMERICA N/A N/A N 72000000.00 72000000.00 0.0038 N 72000000.00 72000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.150000% 690353WV5 Government Agency Debt N First Tier Security N/A N/A 2013-06-07 2013-06-07 N Y UNITED STATES OF AMERICA N/A N/A N 35000000.00 35000000.00 0.0019 N 35000000.00 35000000.00 Pennsylvania Economic Development Financing Authority Pennsylvania Economic Development Financing Authority, Series A 0.150000% 70868WAA1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 22115000.00 22115000.00 0.0012 N 22115000.00 22115000.00 Port Authority of New York & New Jersey Port Authority of New York & New Jersey 0.169998% 73358T5B3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Citibank, N.A. N/A N/A N N 18165000.00 18165000.00 0.0010 N 18165000.00 18165000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County, Series A 0.139999% 733908AL1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y KOCH INDUSTRIES, INC. N/A N/A Y KOCH INDUSTRIES, INC. N/A N/A N 31400000.00 31400000.00 0.0017 N 31400000.00 31400000.00 Port of Port Arthur, TX Navigation District Port of Port Arthur, TX Navigation District, Series A 0.069999% 735220AQ8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Motiva Enterprises LLC N/A N/A N N 13300000.00 13300000.00 0.0007 N 13300000.00 13300000.00 Port of Port Arthur, TX Navigation District Port of Port Arthur, TX Navigation District 0.069999% 735220AW5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Motiva Enterprises LLC N/A N/A N N 33100000.00 33100000.00 0.0018 N 33100000.00 33100000.00 Port of Port Arthur, TX Navigation District Port of Port Arthur, TX Navigation District 0.069999% 735222AH4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Chevron Corporation N/A N/A N N 11600000.00 11600000.00 0.0006 N 11600000.00 11600000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.200001% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 47000000.00 47000000.00 0.0025 N 47000000.00 47000000.00 Puttable Floating Option Tax-Exempt Receipts Puttable Floating Option Tax-Exempt Receipts, Series PT-4646 0.110000% 74703YLT5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 15025000.00 15024700.50 0.0008 N 15025000.00 15025000.00 Puttable Floating Option Tax-Exempt Receipts Puttable Floating Option Tax-Exempt Receipts, Series PT-4658 0.110000% 74703YMS6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A N N 24250000.00 24249518.98 0.0013 N 24250000.00 24250000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.089999% 65242179779158RBC 0000050916 Government Agency Repurchase Agreement N FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 79964529.00 74459422.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 361387020.00 333540579.00 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 400000000.00 400000000.00 0.0213 N 400000000.00 400000000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.170026% 7588R0TH0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-17 2013-06-17 N N N 59063000.00 59058537.46 0.0031 N 59058865.59 59058865.59 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.170024% 7588R0TL1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-20 2013-06-20 N N N 70000000.00 69993719.45 0.0037 N 69993700.00 69993700.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.160020% 7588R0TS6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-26 2013-06-26 N N N 40009000.00 40004554.55 0.0021 N 40004198.92 40004198.92 Sacramento, CA Municipal Utility District Sacramento, CA Municipal Utility District, Series J 0.090001% 786005PD4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of America, N.A. N/A N/A Y Bank of America, N.A. N/A N/A N 35840000.00 35840000.00 0.0019 N 35840000.00 35840000.00 Societe Generale Societe Generale 0.070000% 65242753779158Soc 0000865845 Government Agency Repurchase Agreement N FANNIE MAE 2039-05-25 3.500000 Government Agency Debt 31985008.00 4565091.00 FANNIE MAE 2039-12-25 3.500000 Government Agency Debt 41812598.00 7500000.00 FANNIE MAE 2041-01-25 3.500000 Government Agency Debt 36638251.00 7500000.00 FANNIE MAE 2042-03-25 6.869399 Government Agency Debt 18853112.00 7500000.00 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 3206680.00 3274013.00 FANNIE MAE 2042-11-25 3.500000 Government Agency Debt 8365143.00 1686603.00 FANNIE MAE 2042-12-25 4.500000 Government Agency Debt 16666666.00 3370519.00 FANNIE MAE 2042-12-25 7.528150 Government Agency Debt 12135517.00 7500000.00 FANNIE MAE 2043-01-25 3.500000 Government Agency Debt 32115776.00 6737887.00 FANNIE MAE 2043-02-25 5.168059 Government Agency Debt 8501017.00 7500000.00 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 19647958.00 19897703.00 FANNIEMAE STRIP 2042-11-25 5.956719 Government Agency Debt 59827872.00 15030219.00 FREDDIE MAC 2042-10-15 3.500000 Government Agency Debt 24115062.00 4672817.00 FREDDIE MAC 2042-10-15 4.000000 Government Agency Debt 38999307.00 7500000.00 FREDDIE MAC 2043-01-15 3.500000 Government Agency Debt 23443035.00 4375112.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-07-20 3.500000 Government Agency Debt 7888082.00 7500000.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-02-20 3.500000 Government Agency Debt 13219571.00 2274987.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-20 2.000000 Government Agency Debt 7519361.00 7499999.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-04-20 3.500000 Government Agency Debt 51475714.00 6888011.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-10-16 4.000000 Government Agency Debt 13463648.00 2123808.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-20 3.500000 Government Agency Debt 35751956.00 7500000.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 3.500000 Government Agency Debt 37061326.00 7500000.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 3.500000 Government Agency Debt 33047142.00 7153296.00 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 150000000.00 150000000.00 0.0080 N 150000000.00 150000000.00 State of California State of California, Series A8 0.110000% 13063A6C3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Citibank, N.A. N/A N/A Y Citibank, N.A. N/A N/A N 36100000.00 36100000.00 0.0019 N 36100000.00 36100000.00 State of Ohio State of Ohio, Series B 0.099999% 6775183S9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y State of Ohio N/A N/A N N 27100000.00 27100000.00 0.0014 N 27100000.00 27100000.00 State of Oregon State of Oregon 0.129998% 68608UAE6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A N N 30385000.00 30385000.00 0.0016 N 30385000.00 30385000.00 State of Texas State of Texas, Series B 0.139999% 882721AA1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A N 34000000.00 34000000.00 0.0018 N 34000000.00 34000000.00 State of Texas State of Texas, Series D 0.150001% 8827224K4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y THE BANK OF TOKYO-MITSUBISHI UFJ N/A N/A N N 12630000.00 12630000.00 0.0007 N 12630000.00 12630000.00 State of Texas State of Texas 2.500000% 8827225G2 Other Municipal Debt N First Tier Security N/A N/A 2013-08-30 2013-08-30 N N N 372305000.00 374429668.17 0.0199 N 374408523.25 374408523.25 State of Texas State of Texas, Series E 0.159998% 882722XA4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A N 23000000.00 23000000.00 0.0012 N 23000000.00 23000000.00 State Street Bank and Trust Co. State Street Bank and Trust Co. 0.330098% 85745AAA6 Other Note N First Tier Security N/A N/A 2013-06-18 2014-06-18 N N N 500000000.00 500000000.00 0.0266 N 500005000.00 500005000.00 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 30200000.00 30491770.34 0.0016 N 30499584.00 30499584.00 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 42000000.00 42037736.50 0.0022 N 42045948.00 42045948.00 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 34400000.00 34390708.19 0.0018 N 34405504.00 34405504.00 University of Illinois University of Illinois 0.120001% 914331HD8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Bank of New York Mellon (The) N/A N/A N N 32400000.00 32400000.00 0.0017 N 32400000.00 32400000.00 University of Massachusetts Building Authority University of Massachusetts Building Authority, Series 1 0.129998% 914440HE5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 87055000.00 87055000.00 0.0046 N 87055000.00 87055000.00 University of North Carolina at Chapel Hill University of North Carolina at Chapel Hill, Series A 0.099999% 91471FAW5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-03 2013-06-03 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 31660000.00 31660000.00 0.0017 N 31660000.00 31660000.00 Utah Wells Fargo Stage Trust Utah Wells Fargo Stage Trust, Series 33C 0.129998% 94987KFG5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y INTERMOUNTAIN HEALTH CARE INC. N/A N/A N N 6400000.00 6400000.00 0.0003 N 6400000.00 6400000.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.220052% 92512LT35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 150000000.00 149998166.67 0.0080 N 149998500.00 149998500.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.354099% 94985HD27 Other Note N First Tier Security N/A N/A 2013-06-24 2014-06-20 N N N 205000000.00 205000000.00 0.0109 N 205018450.00 205018450.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.330098% 94985HL77 Other Note N First Tier Security N/A N/A 2013-06-20 2014-06-20 N N N 125000000.00 125000000.00 0.0066 N 124997500.00 124997500.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% 635536537791581WE 0000740906 Other Repurchase Agreement N AI BABCOCK & BROWN AIR FUNDING I FUNDING 2033-11-14 0.00 Other Note 4000000.00 2613203.00 ALABAMA POWER CO 2042-12-01 3.850000 Other Note 918400.00 878164.00 AMERICAN HONDA FINANCE 2017-09-11 1.500000 Other Note 3743223.00 3758134.00 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-08-08 4.849999 Other Note 728590.00 763214.00 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-10-08 3.410000 Other Note 1776592.00 1769712.00 BABSON CLO LTD 2019-11-10 1.975100 Other Note 1625346.00 1471800.00 BANC OF AMERICA FUNDING CORPORATION 2036-12-20 2.611486 Other Note 7576023.00 2561983.00 Bank of Nova Scotia 2015-10-07 2.049999 Other Note 970444.00 1000387.00 BAYVIEW OPPORTUNITY MASTER FUND TRUST 2032-07-28 3.474699 Other Note 2000000.00 1464311.00 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2041-02-11 4.945000 Other Note 50000.00 3002.00 CAL FUNDING II LTD 2028-03-27 3.350000 Other Note 72940.00 73747.00 CAPITAL ONE BANK USA NA 2013-06-13 6.500000 Other Note 253000.00 261104.00 CAPITALSOURCE COMMERCIAL LOAN TRUST 2022-09-20 2.698199 Other Note 6033338.00 4616955.00 CITIGROUP INC 2014-11-03 0.00 Other Note 34.00 44.00 CITIGROUP INC 2016-06-15 3.952999 Other Note 277206.00 302955.00 CNH EQUIPMENT TRUST 2018-04-16 0.650000 Other Note 626385.00 625824.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-07-25 6.000000 Other Note 8427339.00 5364096.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-07-25 5.750000 Other Note 12037954.00 5003885.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2034-10-25 2.674059 Other Note 24934439.00 4885361.00 DIRECTV HOLDINGS/FING 2020-03-15 5.200000 Other Note 369262.00 422224.00 EKSPORTFINANS ASA 2013-06-05 0.00 Other Note 60500.00 89195.00 EKSPORTFINANS ASA 2013-08-01 0.00 Other Note 83500.00 81129.00 EKSPORTFINANS ASA 2013-10-01 0.00 Other Note 50000.00 66825.00 EKSPORTFINANS ASA 2014-08-05 0.00 Other Note 63500.00 98196.00 EKSPORTFINANS ASA 2015-01-07 0.00 Other Note 89000.00 97135.00 EQUITY ONE ABS INC 2034-07-25 0.533279 Other Note 65000.00 3026.00 FBR SECURITIZATION TRUST 2035-09-25 0.943280 Other Note 698.00 512.00 FELCOR LODGING LP 2019-06-01 6.750000 Other Note 573000.00 634598.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-08-25 1.500990 Government Agency Debt 63851733.00 4881040.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2021-07-25 1.671840 Government Agency Debt 45265164.00 4880208.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2041-11-25 1.759408 Government Agency Debt 32215277.00 1670910.00 FICO STRIP CPN19 2018-12-06 0.00 Government Agency Debt 1128929.00 1033252.00 FICO STRIP PRN12 2018-12-06 0.00 Government Agency Debt 4617990.00 4228370.00 FLAGSHIP CREDIT AUTO TRUST 2019-03-15 3.589999 Other Note 1099714.00 1113970.00 FORD MOTOR COMPANY 2043-06-15 7.750000 Other Note 20000.00 24074.00 FORD MOTOR CREDIT CO LLC 2014-10-01 8.699999 Other Note 468000.00 518946.00 FORD MOTOR CREDIT CO LLC 2016-12-15 8.000000 Other Note 230000.00 283616.00 FREMF MORTGAGE TRUST 2048-07-25 4.285949 Other Note 4641978.00 4958890.00 FREMF MORTGAGE TRUST 2049-11-25 4.597144 Other Note 1606432.00 1753491.00 GE CAPITAL CREDIT CARD MASTER NOTE TRUST 2019-05-15 1.199200 Other Note 450835.00 457139.00 GSR MORTGAGE LOAN TRUST 2035-07-25 4.691790 Other Note 19312686.00 5031141.00 HAWK ACQUISITION SUB INC 2020-10-15 4.250000 Other Note 55.00 55.00 HCA INC 2016-02-15 6.500000 Other Note 77000.00 86174.00 HJ HEINZ CO 2021-09-12 3.125000 Other Note 356000.00 358441.00 HLSS SERVICER ADVANCE RECEIVABLES BACKED NOTES 2043-10-15 3.960000 Other Note 536764.00 541949.00 INTL LEASE FINANCE CORP 2013-11-15 6.625000 Other Note 10000.00 10273.00 JPMORGAN CHASE & CO 2099-01-01 7.900000 Other Note 10000.00 11743.00 JPMORGAN CHASE & CO 2099-12-31 5.150000 Other Note 1000.00 1018.00 LEVI STRAUSS & CO 2022-05-01 6.875000 Other Note 441000.00 492588.00 MASTER CREDIT CARD TRUST 2017-04-21 0.780000 Other Note 4992461.00 4992884.00 MORGAN STANLEY 2020-07-24 5.500000 Other Note 472175.00 545170.00 MORGAN STANLEY CAPITAL I TRUST 2052-10-12 5.089999 Other Note 80000.00 642.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2035-11-25 5.292189 Other Note 2921094.00 1331001.00 NEW CENTURY HOME EQUITY LOAN TRUST 2035-06-25 0.683280 Other Note 2303896.00 1784218.00 NEWFIELD EXPLORATION CO 2024-07-01 5.625000 Other Note 3633.00 3918.00 NISOURCE FINANCE CORP 2022-03-01 6.125000 Other Note 2408063.00 2892571.00 OPTEUM MORTGAGE ACCEPTANCE CORPORATION 2036-04-25 5.750000 Other Note 356508.00 133217.00 PETROHAWK ENERGY CORP 2015-06-01 7.875000 Other Note 4666456.00 4948193.00 PILGRIM'S PRIDE CORP 2018-12-15 7.875000 Other Note 2447460.00 2667731.00 PRINCIPAL FINANCIAL GROU 2022-09-15 3.299999 Other Note 1025000.00 1044542.00 REGIONS BANK 2018-05-15 7.500000 Other Note 5000.00 6098.00 Royal Bank of Canada 2013-10-03 0.00 Other Note 53500.00 53002.00 ROYAL BK CANADA TORONTO 2013-09-03 0.00 Other Note 205882.00 275779.00 SLM CORP 2014-05-15 5.375000 Other Note 87000.00 90253.00 SLM CORP 2019-06-15 6.000000 Other Note 9000.00 9006.00 SLM CORP 2037-03-15 6.000000 Other Note 10000.00 9640.00 SNAAC AUTO RECEIVABLES TRUST 2020-04-15 4.559999 Other Note 925673.00 923965.00 SWEDISH EXPORT CREDIT 2014-02-05 0.00 Other Note 41500.00 56494.00 TEXTAINER MARINE CONTAINERS LIMITED 2026-06-15 4.700000 Other Note 5994267.00 4863744.00 UNITED AUTO CREDIT SECURITIZATION TRUST 2019-04-15 4.400000 Other Note 397290.00 396474.00 UNITED RENTALS NORTH AM 2019-12-15 9.250000 Other Note 3257000.00 3811188.00 VERICREST OPPORTUNITY LOAN TRANSFEREE 2060-11-25 2.734399 Other Note 176908.00 144737.00 VIRGINIA ELEC & POWER CO 2018-01-15 1.200000 Other Note 262339.00 260072.00 WALGREEN CO 2015-03-13 1.000000 Other Note 3110462.00 3124739.00 WILLIAMS PARTNERS LP 2020-03-15 5.250000 Other Note 444146.00 506634.00 ZAYO GROUP LLC/ZAYO CAP 2020-07-01 10.125000 Other Note 758805.00 921711.00 First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 100000000.00 100000000.00 0.0053 Y 100019240.00 100019240.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% 649109907791582We 0000740906 Other Repurchase Agreement N ACCREDITED MORTGAGE LOAN TRUST 2035-12-25 0.593280 Other Note 7050000.00 3502974.00 AIRCRAFT LEASE SECURITISATION LIMITED 2032-05-10 0.458200 Other Note 20204803.00 4580929.00 ALLIANCE ONE INTL INC 2016-07-15 10.000000 Other Note 22278.00 24289.00 AMERICAN INTL GROUP 2017-03-22 3.799999 Other Note 92000.00 98643.00 AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-10-08 3.410000 Other Note 9964254.00 9925669.00 AMERIGAS FINANCE LLC/COR 2022-05-20 7.000000 Other Note 20000.00 21743.00 AMERISTAR CASINOS INC 2021-04-15 7.500000 Other Note 1024000.00 1151573.00 ARES CLO LTD 2017-09-18 2.280100 Other Note 3000000.00 2479226.00 ATLAS PIPELINE LP/FIN CO 2020-10-01 6.625000 Other Note 530055.00 563183.00 BABSON CLO LTD 2019-11-10 1.975100 Other Note 1629507.00 1475567.00 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2047-09-10 5.185810 Other Note 11437020.00 12321856.00 BAYVIEW FINANCIAL ACQUISITION TRUST 2036-12-28 0.473279 Other Note 11263000.00 2318641.00 BB&T CORPORATION 2022-03-22 3.950000 Other Note 1863273.00 1969295.00 BEAR STEARNS ALT-A TRUST 2035-10-25 0.463280 Other Note 4350000.00 749543.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-12-25 0.623279 Other Note 3500000.00 2833851.00 BIOMET INC 2020-08-01 6.500000 Other Note 1815000.00 1951881.00 BOE INTERMEDIATE HLDNG C 2017-11-01 9.000000 Other Note 2396057.00 2370898.00 CAL FUNDING II LTD 2028-03-27 3.350000 Other Note 1480858.00 1497246.00 CAPITALSOURCE COMMERCIAL LOAN TRUST 2016-08-22 1.498200 Other Note 22000000.00 5617287.00 CEDC FIN CORP INTL INC 2016-12-01 9.125000 Other Note 1000.00 848.00 CHS/COMMUNITY HEALTH SYS 2018-08-15 5.125000 Other Note 2842566.00 3016120.00 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 6.134985 Other Note 134294.00 157108.00 CITIGROUP INC 2014-11-03 0.00 Other Note 245000.00 314335.00 CITIGROUP INC 2099-12-31 5.349999 Other Note 1288686.00 1280125.00 CONSOLIDATEC COMM FIN CO 2020-06-01 10.875000 Other Note 119000.00 144511.00 CONTL AIRLINES 1999-1 2018-08-02 6.794999 Other Note 565000.00 102357.00 CONTL AIRLINES 2007-1 2022-04-19 6.902999 Other Note 239000.00 242029.00 COUNTRYWIDE HOME LOANS 2037-10-25 6.000000 Other Note 14381777.00 5487212.00 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2039-06-15 5.680051 Other Note 268000.00 302015.00 DE MEER MIDDLE MARKET CLO 2006 1 LTD 2018-10-20 0.00 Other Note 415354.00 256224.00 DIRECTV HOLDINGS/FING 2020-03-15 5.200000 Other Note 6101738.00 6976897.00 EAGLE SPINCO INC 2021-02-15 4.625000 Other Note 47726.00 48084.00 EASTON-BELL SPORTS INC 2016-12-01 9.750000 Other Note 1197222.00 1348383.00 EKSPORTFINANS ASA 2013-06-05 0.00 Other Note 60500.00 89195.00 EKSPORTFINANS ASA 2013-08-01 0.00 Other Note 83500.00 81129.00 EKSPORTFINANS ASA 2013-10-01 0.00 Other Note 50000.00 66825.00 EKSPORTFINANS ASA 2013-11-05 0.00 Other Note 32189.00 35485.00 EKSPORTFINANS ASA 2014-06-05 0.00 Other Note 50000.00 71990.00 EKSPORTFINANS ASA 2014-07-03 0.00 Other Note 270500.00 441348.00 EKSPORTFINANS ASA 2014-08-05 0.00 Other Note 63500.00 98196.00 EKSPORTFINANS ASA 2015-01-07 0.00 Other Note 89000.00 97135.00 EKSPORTFINANS ASA 2016-02-05 0.00 Other Note 127500.00 142736.00 ERICKSON AIR-CRANE INC 2020-05-01 8.250000 Other Note 140932.00 145160.00 EV ENERGY PARTNERS/FINAN 2019-04-15 8.000000 Other Note 955000.00 1016491.00 FAIRFIELD STREET SOLAR 2039-11-28 0.622750 Other Note 4272482.00 3029165.00 FBR SECURITIZATION TRUST 2035-09-25 0.943280 Other Note 3520423.00 2582530.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2018-05-25 2.087974 Other Note 2338600.00 210057.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2018-10-25 1.593183 Government Agency Debt 10700000.00 817319.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2019-01-25 1.437000 Other Note 381700.00 376924.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-08-25 1.500990 Government Agency Debt 6367369.00 486743.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2021-06-25 3.988999 Government Agency Debt 286000.00 314637.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2021-07-25 1.671840 Government Agency Debt 1460853.00 157500.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2040-08-25 1.813126 Government Agency Debt 38807000.00 5072036.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2040-11-25 1.654369 Government Agency Debt 15242612.00 1802927.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2040-12-25 1.861499 Other Note 59611186.00 7807217.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2041-06-25 3.614650 Government Agency Debt 4620000.00 1043944.00 FIFTH & PACIFIC COS INC 2019-04-15 10.500000 Other Note 494431.00 553763.00 FIFTH THIRD CAP TRUST IV 2037-04-15 6.500000 Other Note 4853151.00 4899526.00 FIRST INVESTORS AUTO OWNER TRUST 2020-01-15 2.529999 Other Note 3000000.00 2985280.00 FIRSTENERGY CORP 2031-11-15 7.375000 Other Note 230000.00 263669.00 FLAGSHIP CREDIT AUTO TRUST 2020-07-15 5.379999 Other Note 400000.00 404744.00 FM LEVERAGED CAPITAL FDG I 2017-08-15 0.00 Other Note 7000000.00 6732033.00 FM LEVERAGED CAPITAL FUND I 2017-08-15 6.000000 Other Note 2500000.00 2100333.00 FORD MOTOR CREDIT CO LLC 2021-08-02 5.875000 Other Note 201356.00 234613.00 FREMF MORTGAGE TRUST 2044-08-25 0.100000 Other Note 500910798.00 3227142.00 FREMF MORTGAGE TRUST 2045-08-25 3.562377 Government Agency Debt 5213452.00 4999964.00 FREMF MORTGAGE TRUST 2048-07-25 4.285949 Other Note 956270.00 1021556.00 GCCFC COMMERCIAL MORTGAGE TRUST 2049-12-10 5.867000 Other Note 4355653.00 4904252.00 GE COMMERCIAL MORTGAGE CORPORATION TRUST 2049-12-10 5.605999 Other Note 2509927.00 2579025.00 GENERAL ELEC CAP CORP 2015-02-15 5.500000 Other Note 50000.00 54081.00 GMAC COMMERCIAL MORTGAGE SECURITIES INC. TRUST 2034-04-15 8.117962 Other Note 3710000.00 1545022.00 GOLDENTREE LOAN OPPORTUNITIES III LTD 2022-05-01 0.534100 Other Note 5403000.00 5159919.00 GOODYEAR TIRE & RUBBER 2021-03-01 6.500000 Other Note 19000.00 20374.00 GREENPOINT MANUFACTURED HOUSING 2030-04-06 3.700000 Other Note 9648123.00 3451941.00 HAWAIIAN AIRLINES 13-1A 2026-01-15 3.899999 Other Note 2250000.00 2283150.00 HAWK ACQUISITION SUB INC 2020-10-15 4.250000 Other Note 6200000.00 6169000.00 HOLLYFRONTIER CORP 2017-06-15 9.875000 Other Note 81167.00 89043.00 HOUSEHOLD HOME EQUITY LOAN TRUST 2036-03-20 0.678200 Other Note 2851480.00 2544880.00 HSBC BANK USA 2017-12-05 0.00 Certificate of Deposit 205000.00 205000.00 HSBC BANK USA NA 2019-05-02 0.00 Certificate of Deposit 207000.00 207000.00 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 5.087209 Other Note 250000.00 89294.00 INDYMAC INDX MORTGAGE LOAN TRUST 2037-09-25 4.403640 Other Note 25000000.00 10056058.00 INTL LEASE FINANCE CORP 2013-09-20 5.625000 Other Note 15000.00 15354.00 JP MORGAN MORTGAGE ACQUISITION CORP 2035-07-25 0.713280 Other Note 2956421.00 2763988.00 JP MORGAN MORTGAGE TRUST 2035-07-25 3.020750 Other Note 6300000.00 1554082.00 JPMORGAN CHASE & CO 2099-12-31 5.150000 Other Note 221720.00 225611.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2036-03-15 4.367000 Other Note 375000.00 383629.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-15 5.402999 Other Note 231567.00 181217.00 LIVE NATION ENTERTAINMEN 2018-05-15 8.125000 Other Note 1581771.00 1708093.00 MARINA DISTRICT FINANCE 2015-10-15 9.500000 Other Note 3373521.00 3570497.00 MASCO CORP 2017-03-15 5.849999 Other Note 499000.00 554274.00 MASS MUTUAL LIFE INS CO 2039-06-01 8.875000 Other Note 465975.00 736187.00 MEAD PROD/ACCO BRANDS 2020-04-30 6.750000 Other Note 65000.00 68953.00 MERRILL LYNCH MORTGAGE TRUST 2039-08-12 4.863999 Other Note 4996270.00 5216031.00 MISSISSIPPI ST BUSINESS FIN CORP 2022-10-01 0.250000 Other Municipal Debt 314900.00 314900.00 MORGAN STANLEY HOME EQUITY LOAN TRUST 2035-12-25 0.613280 Other Note 1143020.00 898618.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2035-11-25 5.292189 Other Note 5134793.00 2339676.00 NCL CORP LTD 2018-02-15 5.000000 Other Note 1206225.00 1233365.00 NEWFIELD EXPLORATION CO 2024-07-01 5.625000 Other Note 239099.00 257853.00 NISOURCE FINANCE CORP 2022-03-01 6.125000 Other Note 3605984.00 4331517.00 PEABODY ENERGY CORP 2016-11-01 7.375000 Other Note 375000.00 428867.00 PILGRIM'S PRIDE CORP 2018-12-15 7.875000 Other Note 3182598.00 3469032.00 PLAINS EXPLORATION & PRO 2019-06-15 6.125000 Other Note 4000000.00 4400000.00 POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2034-09-25 4.647000 Other Note 2500000.00 731988.00 PPL CAPITAL FUNDING INC 2043-06-01 4.700000 Other Note 208186.00 201228.00 PPM GRAYHAWK CLO LTD 2021-04-18 0.00 Other Note 5000000.00 2953645.00 REG S TRIMARAN CLO 2018-03-15 0.00 Other Note 3000000.00 2028462.00 REGATTA FUNDING LTD 2020-06-15 1.580100 Other Note 6000000.00 5493000.00 REYNOLDS GRP ISS/REYNOLD 2019-04-15 7.125000 Other Note 585000.00 624488.00 Royal Bank of Canada 2013-07-03 0.00 Other Note 650000.00 740285.00 Royal Bank of Canada 2013-08-02 0.00 Other Note 239000.00 241414.00 Royal Bank of Canada 2013-10-03 0.00 Other Note 53500.00 53002.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 231000.00 316262.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 145000.00 177263.00 ROYAL BK CANADA TORONTO 2013-09-03 0.00 Other Note 269500.00 360995.00 SBA TELECOMMUNICATIONS 2019-08-15 8.250000 Other Note 2923000.00 3278997.00 SIRIUS XM RADIO INC 2023-05-15 4.625000 Other Note 1629688.00 1564500.00 SLM CORP 2013-10-01 5.000000 Other Note 143026.00 145648.00 SLM CORP 2013-12-15 4.299999 Other Note 5000.00 5127.00 SLM CORP 2019-06-15 6.000000 Other Note 32500.00 32522.00 SLM CORP 2021-06-15 6.099999 Other Note 4000.00 3967.00 SLM CORP 2021-06-15 6.150000 Other Note 12000.00 11905.00 SLM CORP 2031-09-15 6.500000 Other Note 232000.00 232673.00 SPRINT NEXTEL CORP 2016-12-01 6.000000 Other Note 605000.00 673062.00 SPRINT NEXTEL CORP 2017-08-15 8.375000 Other Note 365000.00 430576.00 STRUCTURED ASSET SECURITIES CORPORATION 2029-05-25 1.273280 Other Note 36481000.00 1836449.00 STRUCTURED ASSET SECURITIES CORPORATION 2034-02-25 2.539660 Other Note 38175652.00 7080276.00 SURGICAL CARE AFFILIATES 2015-07-15 8.875000 Other Note 100000.00 103978.00 SWEDISH EXPORT CREDIT 2014-02-05 0.00 Other Note 41500.00 56494.00 SWEDISH EXPORT CREDIT 2014-05-05 0.00 Other Note 163500.00 201923.00 TARGA RESOURCES PARTNERS 2021-02-01 6.875000 Other Note 4009000.00 4441638.00 TENET HEALTHCARE CORP 2020-02-01 6.750000 Other Note 27102.00 28593.00 TEXTAINER MARINE CONTAINERS LIMITED 2026-06-15 4.700000 Other Note 62283.00 50536.00 TIME WARNER COS INC 2017-10-15 7.250000 Other Note 2550.00 3144.00 TOYS R US PROPERTY CO I 2017-07-15 10.750000 Other Note 1522662.00 1675859.00 UAL 2009-1 PASS THRU TR 2016-11-01 10.400000 Other Note 736322.00 473437.00 UNION BANK NA 2017-08-02 0.00 Certificate of Deposit 208000.00 208000.00 UNION BANK NA 2017-10-05 0.00 Certificate of Deposit 719000.00 719000.00 UNION BANK NA 2018-02-02 0.00 Certificate of Deposit 294000.00 294000.00 UNIVISION COMMUNICATIONS 2020-11-01 7.875000 Other Note 350000.00 385547.00 VENTURE VII CDO LTD 2022-01-20 0.00 Other Note 250000.00 36670.00 VERICREST OPPORTUNITY LOAN TRANSFEREE 2060-11-25 2.734399 Other Note 4892859.00 4003097.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2037-03-25 4.954620 Other Note 15458000.00 11670793.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2045-07-25 0.483279 Other Note 16642759.00 2385300.00 WATERFRONT CLO LTD 2020-08-02 2.927099 Other Note 2500000.00 2480050.00 WELLS FARGO ALTERNATIVE LOAN TRUST 2037-07-25 6.000000 Other Note 1795000.00 1070473.00 WILLIAMS PARTNERS LP 2020-03-15 5.250000 Other Note 861328.00 982511.00 YANKEE CANDLE CO 2017-02-15 9.750000 Other Note 1483931.00 1578485.00 YCC HOLDINGS/YANKEE FINA 2016-02-15 10.250000 Other Note 6560336.00 6955206.00 First Tier Security N/A N/A 2013-08-12 2013-08-12 N N N 250000000.00 250000000.00 0.0133 Y 250162175.00 250162175.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% 649690887791583We 0000740906 Other Repurchase Agreement N ALLBRITTON COMMUNICATION 2018-05-15 8.000000 Other Note 211000.00 228103.00 ALLSTATE CORP 2014-05-16 6.200000 Other Note 7065194.00 7459950.00 AMER AIRLN 13-1 A PASS T 2025-07-15 4.000000 Other Note 1125000.00 1143438.00 BALL CORP 2020-09-15 6.750000 Other Note 138000.00 150662.00 BB&T CORPORATION 2014-04-28 2.049999 Other Note 7387619.00 7509582.00 BB&T CORPORATION 2022-03-22 3.950000 Other Note 6971007.00 7367663.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2034-10-25 2.193280 Other Note 4455000.00 4315484.00 BIOMET INC 2020-10-01 6.500000 Other Note 20000.00 20425.00 BOARDWALK PIPELINES LLC 2017-02-01 5.500000 Other Note 2000000.00 2271567.00 BUCKEYE PARTNERS LP 2019-08-15 5.500000 Other Note 4625000.00 5308919.00 CAPITAL ONE FINANCIAL CO 2016-09-01 6.150000 Other Note 5466971.00 6298853.00 CCO HLDGS LLC/CAP CORP 2018-04-30 7.875000 Other Note 1160462.00 1236868.00 CINCINNATI BELL INC 2018-03-15 8.750000 Other Note 232000.00 242086.00 CITIGROUP INC 2014-11-03 0.00 Other Note 9966.00 12786.00 CNH EQUIPMENT TRUST 2018-04-16 0.650000 Other Note 4928272.00 4923856.00 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2046-05-15 5.791064 Other Note 525000.00 507885.00 CONSOL ENERGY INC 2017-04-01 8.000000 Other Note 3220000.00 3488333.00 CONSTELLATION BRANDS INC 2023-05-01 4.250000 Other Note 469885.00 462837.00 COVENTRY HEALTH CARE INC 2014-08-15 6.299999 Other Note 47252.00 51142.00 CROWN CASTLE INTL CORP 2023-01-15 5.250000 Other Note 150000.00 152250.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2034-10-25 2.674059 Other Note 27183575.00 5326030.00 DANA HOLDING CORP 2021-02-15 6.750000 Other Note 2000.00 2190.00 EKSPORTFINANS ASA 2013-10-01 0.00 Other Note 50000.00 66825.00 EKSPORTFINANS ASA 2014-08-05 0.00 Other Note 37331.00 57729.00 EKSPORTFINANS ASA 2015-01-07 0.00 Other Note 89000.00 97135.00 ENCORE CREDIT RECEIVABLES TRUST 2035-10-25 0.683280 Other Note 7000000.00 6735545.00 ERICKSON AIR-CRANE INC 2020-05-01 8.250000 Other Note 118870.00 122436.00 FBR SECURITIZATION TRUST 2035-09-25 0.943280 Other Note 15023.00 11021.00 FICO STRIP CPN-7 2013-08-03 0.00 Government Agency Debt 147152.00 147003.00 FLORIDA EAST RR 2017-02-01 8.125000 Other Note 15000.00 16381.00 FREMF MORTGAGE TRUST 2045-12-25 3.722999 Other Note 7798424.00 7322482.00 FREMF MORTGAGE TRUST 2046-01-25 4.346936 Other Note 6946880.00 7343321.00 FREMF MORTGAGE TRUST 2047-01-25 3.882359 Other Note 7031511.00 7398682.00 FREMF MORTGAGE TRUST 2049-11-25 4.597144 Other Note 6848201.00 7475113.00 GREENPOINT MANUFACTURED HOUSING 2030-04-06 3.700000 Other Note 294457.00 105352.00 GSAMP TRUST 2033-02-25 0.593280 Other Note 1300000.00 119568.00 HAWK ACQUISITION SUB INC 2020-10-15 4.250000 Other Note 12193.00 12132.00 HCA INC 2022-02-15 7.500000 Other Note 2522000.00 3003282.00 HUNTINGTON INGALLS INDUS 2021-03-15 7.125000 Other Note 100000.00 109500.00 INGLES MARKETS INC 2017-05-15 8.875000 Other Note 1710000.00 1802245.00 JP MORGAN MORTGAGE ACQUISITION CORP 2035-05-25 0.483279 Other Note 2104771.00 1795509.00 LEAF II RECEIVABLES FUNDING LLC 2019-01-20 5.000000 Other Note 400000.00 385371.00 LIBERTY MUTUAL GROUP INC 2022-05-01 4.950000 Other Note 2008537.00 2201989.00 MARINA DISTRICT FINANCE 2015-10-15 9.500000 Other Note 1002396.00 1060925.00 MASTR ASSET BACKED SECURITIES TRUST 2032-12-25 4.318279 Other Note 900000.00 761311.00 MERRILL LYNCH MORTGAGE TRUST 2039-08-12 4.863999 Other Note 138571.00 144666.00 NEW CENTURY HOME EQUITY LOAN TRUST 2035-06-25 0.683280 Other Note 573002.00 443753.00 OPTEUM MORTGAGE ACCEPTANCE CORPORATION 2036-04-25 5.750000 Other Note 12643492.00 4724533.00 POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2034-09-25 5.091147 Other Note 625000.00 360558.00 PRUDENTIAL FINANCIAL INC 2044-03-15 5.200000 Other Note 4246934.00 4315947.00 PRUDENTIAL HOLDINGS, LLC 2023-12-18 8.695000 Other Note 5040000.00 6663782.00 QUIKSILVER INC 2015-04-15 6.875000 Other Note 2033000.00 2050880.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2035-01-25 1.018280 Other Note 1065000.00 536909.00 RESIDENTIAL ASSET SECURITIES CORPORATION 2037-04-25 0.373280 Other Note 1870000.00 1165496.00 REYNOLDS GRP ISS/REYNOLD 2019-04-15 7.125000 Other Note 900000.00 960750.00 RITE AID CORP 2019-10-15 10.250000 Other Note 1533621.00 1781833.00 ROSETTA RESOURCES INC 2018-04-15 9.500000 Other Note 727478.00 809057.00 ROYAL BK OF SCOTLAND PLC 2016-02-15 4.250000 Other Note 5000.00 5226.00 ROYAL BK SCOTLND GRP PLC 2017-02-15 5.349999 Other Note 15000.00 16486.00 SEALED AIR CORP 2019-09-15 8.125000 Other Note 5000.00 5736.00 SIMON PROPERTY GROUP LP 2018-02-01 1.500000 Other Note 925000.00 914520.00 SIRIUS XM RADIO INC 2023-05-15 4.625000 Other Note 100148.00 96142.00 SOUTHTRUST BANK NA 2028-01-09 6.125000 Other Note 25000.00 27224.00 STRUCTURED ASSET SECURITIES CORPORATION 2034-02-25 2.539660 Other Note 18874348.00 3500545.00 SYMBION INC 2015-08-23 11.000000 Other Note 1076639.00 1119645.00 TOPS HLDG CORP/TOPS MKTS 2017-12-15 8.875000 Other Note 2000.00 2195.00 TOYOTA MOTOR CREDIT CORP 2015-06-17 3.200000 Other Note 7031667.00 7489061.00 TRANSATLANTIC HOLDINGS 2039-11-30 8.000000 Other Note 546000.00 757254.00 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2046-03-10 4.096199 Other Note 4754699.00 4267124.00 UNITED AUTO CREDIT SECURITIZATION TRUST 2019-04-15 4.400000 Other Note 3801362.00 3793554.00 VERICREST OPPORTUNITY LOAN TRANSFEREE 2060-11-25 2.734399 Other Note 2430233.00 1988297.00 WELLS FARGO HOME EQUITY TRUST 2034-04-25 0.693280 Other Note 8712000.00 2084355.00 WILLIAMS PARTNERS LP 2020-03-15 5.250000 Other Note 12585.00 14356.00 WINDSTREAM CORP 2020-10-15 7.750000 Other Note 834000.00 900639.00 WINDSTREAM CORP 2023-04-01 7.500000 Other Note 2000000.00 2125000.00 WOLVERINE WORLD WIDE 2020-10-15 6.125000 Other Note 200000.00 214315.00 ZIONS BANCORP 2017-03-27 4.500000 Other Note 50000.00 53931.00 First Tier Security N/A N/A 2013-06-21 2013-06-21 N N N 150000000.00 150000000.00 0.0080 Y 150028860.00 150028860.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.280000% 65242210779158Wel 0000740906 Other Repurchase Agreement N ALEXANDRIA REAL ESTATE E 2022-04-01 4.599999 Other Note 6000.00 6405.00 AMERICAN EXPRESS CO 2018-03-19 7.000000 Other Note 355250.00 442741.00 ANTERO RESOURCES FINANCE 2020-12-01 6.000000 Other Note 480000.00 514640.00 ARES CLO LTD 2017-09-18 2.130100 Other Note 3000000.00 2472320.00 ASSURANT INC 2034-02-15 6.750000 Other Note 270121.00 300171.00 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2051-02-10 6.205530 Other Note 800000.00 942840.00 BANC OF AMERICA FUNDING CORPORATION 2036-12-20 2.611486 Other Note 4357297.00 1473507.00 BANCO BRADESCO (CAYMAN) 2015-03-23 4.099999 Other Note 245000.00 254860.00 BANCO SANTANDER BRASIL 2016-01-14 4.250000 Other Note 865000.00 914455.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 6.875000 Other Note 467358.00 501164.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 6.875000 Other Note 450113.00 279121.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 7.375000 Other Note 443761.00 300297.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 7.501400 Other Note 455569.00 313776.00 Barclays Bank PLC 2013-09-02 1.500000 Other Note 15000.00 15039.00 Barclays Bank PLC 2013-09-30 1.500000 Other Note 4000.00 4008.00 Barclays Bank PLC 2013-10-07 1.149999 Other Note 5000.00 4997.00 Barclays Bank PLC 2014-01-06 1.550000 Other Note 16000.00 16143.00 Barclays Bank PLC 2014-07-09 2.750000 Other Note 6000.00 6069.00 Barclays Bank PLC 2014-11-03 2.500000 Other Note 15000.00 15183.00 Barclays Bank PLC 2015-04-21 3.399999 Other Note 5000.00 5181.00 Barclays Bank PLC 2015-05-13 3.250000 Other Note 5000.00 5161.00 Barclays Bank PLC 2015-06-17 3.625000 Other Note 2000.00 2111.00 Barclays Bank PLC 2016-01-12 3.125000 Other Note 6000.00 6279.00 Barclays Bank PLC 2016-01-21 2.750000 Other Note 3000.00 3108.00 Barclays Bank PLC 2016-02-02 3.000000 Other Note 3000.00 3126.00 Barclays Bank PLC 2016-03-01 2.250000 Other Note 10000.00 10099.00 Barclays Bank PLC 2016-03-10 2.700000 Other Note 6000.00 6102.00 Barclays Bank PLC 2016-05-13 3.750000 Other Note 5000.00 5214.00 Barclays Bank PLC 2017-04-28 4.000000 Other Note 5000.00 5312.00 Barclays Bank PLC 2017-06-24 4.625000 Other Note 5000.00 5529.00 Barclays Bank PLC 2017-07-01 4.500000 Other Note 6000.00 6634.00 Barclays Bank PLC 2017-07-09 4.000000 Other Note 5000.00 5342.00 Barclays Bank PLC 2017-07-15 4.000000 Other Note 2000.00 2175.00 Barclays Bank PLC 2020-07-28 3.750000 Other Note 5000.00 5310.00 Barclays Bank PLC 2021-02-25 4.750000 Other Note 10000.00 10977.00 Barclays Bank PLC 2022-12-30 4.500000 Other Note 1000.00 1073.00 Barclays Bank PLC 2023-03-24 4.500000 Other Note 15000.00 15985.00 Barclays Bank PLC 2023-04-28 5.000000 Other Note 10000.00 10536.00 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-03-15 0.449199 Other Note 97000.00 92141.00 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2041-01-12 5.200000 Other Note 540000.00 533525.00 BEAR STEARNS COS LLC 2013-07-15 4.000000 Other Note 10000.00 10194.00 BEAR STEARNS COS LLC 2013-08-15 5.000000 Other Note 1000.00 1024.00 BEAR STEARNS COS LLC 2013-08-15 5.250000 Other Note 5000.00 5125.00 BEAR STEARNS COS LLC 2013-10-15 4.750000 Other Note 4000.00 4085.00 BEAR STEARNS COS LLC 2013-10-15 5.000000 Other Note 11000.00 11246.00 BREITBURN ENER/BREIT FIN 2020-10-15 8.625000 Other Note 82963.00 92174.00 CAPITAL SOURCE COMMERCIAL LOAN TRUST 200 2016-08-22 0.00 Other Note 5000000.00 1563342.00 CATERPILLAR FINANCIAL SE 2013-12-15 5.000000 Other Note 1000.00 1043.00 CATERPILLAR FINANCIAL SE 2014-12-15 1.125000 Other Note 4000.00 4061.00 CATERPILLAR FINANCIAL SE 2023-03-01 2.625000 Other Note 7000.00 6841.00 CIFC FUNDING LTD 2021-04-15 0.617099 Other Note 1363299.00 1308549.00 CITIGROUP INC 2014-11-03 0.00 Other Note 245000.00 314335.00 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2048-08-15 5.222999 Other Note 119100.00 131497.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2033-06-25 0.813280 Other Note 1650000.00 1602386.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2038-08-15 5.099999 Other Note 1250000.00 1340393.00 DELTA AIR LINES 2012-1A 2020-05-07 4.750000 Other Note 547000.00 579248.00 DUANE STREET CLO IV LTD 2021-11-15 0.00 Other Note 2000000.00 1091304.00 DUKE FDG HIGH GRADE V.LTD;KY 2050-07-03 0.00 Other Note 2000000.00 34.00 E*TRADE FINANCIAL CORP 2016-06-01 6.750000 Other Note 25000.00 26931.00 EDUCATIONAL FUNDING OF THE SOUTH, INC 2036-03-25 1.243279 Other Note 1377136.00 1259508.00 EKSPORTFINANS ASA 2013-08-01 0.00 Other Note 83500.00 81129.00 EKSPORTFINANS ASA 2013-10-01 0.00 Other Note 50000.00 66825.00 EKSPORTFINANS ASA 2014-06-05 0.00 Other Note 50000.00 71990.00 EKSPORTFINANS ASA 2014-08-05 0.00 Other Note 63500.00 98196.00 EKSPORTFINANS ASA 2015-01-07 0.00 Other Note 89000.00 97135.00 EMPORIA PREFERRED FUNDING 2018-10-12 2.427099 Other Note 2000000.00 1945820.00 ENTERPRISE PRODUCTS OPER 2019-01-31 6.500000 Other Note 634.00 791.00 ERICKSON AIR-CRANE INC 2020-05-01 8.250000 Other Note 36178.00 37263.00 ESSEX PORTFOLIO LP 2022-08-15 3.625000 Other Note 7000.00 7038.00 FAIRFIELD STREET SOLAR 2039-11-28 0.622750 Other Note 3520761.00 2496199.00 Federal Home Loan Bank 2022-02-28 1.950000 Government Agency Debt 630000.00 623302.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2018-05-25 2.087974 Other Note 8611234.00 773474.00 FICO STRIP CPN-1 2018-05-11 0.00 Government Agency Debt 10000.00 9369.00 FICO STRIP CPN12 2017-06-06 0.00 Government Agency Debt 15744.00 15007.00 FICO STRIP CPN15 2014-09-07 0.00 Government Agency Debt 5000.00 4961.00 FICO STRIP CPN-2 2017-05-30 0.00 Government Agency Debt 3000.00 2860.00 FICO STRIP CPN-5 2014-08-08 0.00 Government Agency Debt 14000.00 13899.00 FICO STRIP CPN-6 2016-02-03 0.00 Government Agency Debt 1000.00 980.00 FIFTH THIRD BANK 2015-02-01 4.750000 Other Note 5000.00 5385.00 FIRST AMERICAN FINANCIAL 2023-02-01 4.299999 Other Note 4000.00 4084.00 FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2035-03-25 0.713280 Other Note 3071027.00 2375100.00 FREMF MORTGAGE TRUST 2045-11-25 0.149999 Other Note 115326352.00 1236795.00 FREMF MORTGAGE TRUST 2046-01-25 4.346936 Other Note 565697.00 597980.00 FREMF MORTGAGE TRUST 2047-01-25 3.882359 Other Note 930489.00 979077.00 GALAXY X CLO LTD 2020-01-14 0.00 Other Note 500000.00 303936.00 GCCFC COMMERCIAL MORTGAGE TRUST 2036-06-10 5.317000 Other Note 1050000.00 1008729.00 GENERAL ELEC CAP CORP 2015-02-15 4.625000 Other Note 10000.00 10572.00 GENERAL ELEC CAP CORP 2015-05-15 5.000000 Other Note 12000.00 12820.00 GENERAL ELEC CAP CORP 2016-06-15 5.375000 Other Note 8000.00 9066.00 GENERAL ELEC CAP CORP 2017-05-15 4.000000 Other Note 9000.00 9741.00 GENERAL ELEC CAP CORP 2017-07-15 4.000000 Other Note 13000.00 14195.00 GENERAL ELEC CAP CORP 2017-09-15 5.000000 Other Note 1000.00 1131.00 GENERAL ELEC CAP CORP 2018-02-15 4.799999 Other Note 1000.00 1092.00 GENERAL ELEC CAP CORP 2018-05-15 4.500000 Other Note 1000.00 1099.00 GENERAL ELEC CAP CORP 2021-11-15 5.500000 Other Note 14000.00 16150.00 GENERAL ELEC CAP CORP 2022-01-15 5.450000 Other Note 7000.00 7913.00 GENERAL ELEC CAP CORP 2022-02-15 4.500000 Other Note 13000.00 13836.00 GENERAL ELEC CAP CORP 2022-02-15 4.599999 Other Note 5000.00 5387.00 GENERAL ELEC CAP CORP 2022-02-15 5.599999 Other Note 6000.00 6924.00 GENERAL ELEC CAP CORP 2022-09-15 4.250000 Other Note 9000.00 9377.00 GENERAL ELEC CAP CORP 2023-03-15 5.500000 Other Note 2000.00 2303.00 GENERAL ELEC CAP CORP 2023-05-15 5.099999 Other Note 5000.00 5492.00 GOLDMAN SACHS CAPITAL I 2034-02-15 6.344999 Other Note 64000.00 67678.00 GOLDMAN SACHS GROUP INC 2014-12-15 3.600000 Other Note 10000.00 10357.00 GOLDMAN SACHS GROUP INC 2014-12-15 4.250000 Other Note 1000.00 1043.00 GOLDMAN SACHS GROUP INC 2015-03-15 3.549999 Other Note 1000.00 1048.00 GOLDMAN SACHS GROUP INC 2015-08-15 4.599999 Other Note 10000.00 10674.00 GOLDMAN SACHS GROUP INC 2015-10-15 4.250000 Other Note 7000.00 7429.00 GOLDMAN SACHS GROUP INC 2015-11-15 4.000000 Other Note 10000.00 10542.00 GOLDMAN SACHS GROUP INC 2016-05-15 5.849999 Other Note 8000.00 8898.00 GOLDMAN SACHS GROUP INC 2016-06-15 6.000000 Other Note 10000.00 11306.00 GOLDMAN SACHS GROUP INC 2016-09-15 3.500000 Other Note 12000.00 12613.00 GOLDMAN SACHS GROUP INC 2016-09-15 4.750000 Other Note 10000.00 10904.00 GOLDMAN SACHS GROUP INC 2017-02-15 3.500000 Other Note 7000.00 7224.00 GOLDMAN SACHS GROUP INC 2019-03-15 4.250000 Other Note 1000.00 1054.00 GOLDMAN SACHS GROUP INC 2019-03-15 5.000000 Other Note 3000.00 3294.00 GOLDMAN SACHS GROUP INC 2022-03-15 5.000000 Other Note 7000.00 7623.00 GOLDMAN SACHS GROUP INC 2022-05-15 5.000000 Other Note 4000.00 4280.00 GOLDMAN SACHS GROUP INC 2023-03-15 5.000000 Other Note 5000.00 5293.00 GSC 2007-8X 2021-04-17 0.00 Other Note 1810000.00 107138.00 HCA INC 2020-02-15 7.875000 Other Note 13564.00 15167.00 HEARST-ARGYLE TELEVISION 2018-01-15 7.000000 Other Note 58158.00 56206.00 HSBC BANK USA 2017-12-05 0.00 Certificate of Deposit 885091.00 885091.00 HSBC FINANCE CORP 2014-01-15 2.450000 Other Note 5000.00 5091.00 HSBC FINANCE CORP 2014-02-15 2.500000 Other Note 7000.00 7119.00 HSBC FINANCE CORP 2014-07-15 2.000000 Other Note 12000.00 12174.00 HSBC FINANCE CORP 2014-07-15 5.500000 Other Note 15000.00 15913.00 HSBC FINANCE CORP 2014-08-15 6.000000 Other Note 4000.00 4298.00 HSBC FINANCE CORP 2014-10-15 5.650000 Other Note 5000.00 5326.00 HSBC FINANCE CORP 2014-11-15 3.750000 Other Note 12000.00 12379.00 HSBC FINANCE CORP 2014-11-15 5.450000 Other Note 1000.00 1057.00 HSBC FINANCE CORP 2014-12-15 3.750000 Other Note 15000.00 15768.00 HSBC FINANCE CORP 2015-02-15 4.950000 Other Note 15000.00 16002.00 HSBC FINANCE CORP 2015-05-15 3.850000 Other Note 10000.00 10439.00 HSBC FINANCE CORP 2015-07-15 4.150000 Other Note 10000.00 10642.00 HSBC FINANCE CORP 2015-09-15 3.000000 Other Note 15000.00 15567.00 HSBC FINANCE CORP 2015-09-15 3.100000 Other Note 15000.00 15566.00 HSBC FINANCE CORP 2015-09-15 3.100000 Other Note 10000.00 10364.00 HSBC FINANCE CORP 2015-09-15 3.100000 Other Note 5000.00 5176.00 HUNTSMAN INTERNATIONAL L 2021-03-15 8.625000 Other Note 39000.00 44293.00 ITAU UNIBANCO HLDG SA/KY 2022-03-19 5.650000 Other Note 825000.00 864435.00 JERSEY CENTRAL PWR & LT 2037-06-01 6.150000 Other Note 500000.00 601110.00 JP Morgan Chase Bank NA 2019-09-05 0.00 Certificate of Deposit 76321.00 76321.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST 2051-02-15 5.881999 Other Note 515000.00 591941.00 KRATOS DEFENSE & SEC 2017-06-01 10.000000 Other Note 878152.00 1005484.00 LIBERTY MUTUAL GROUP INC 2022-05-01 4.950000 Other Note 4088.00 4482.00 MARINA DISTRICT FINANCE 2015-10-15 9.500000 Other Note 2348796.00 2485940.00 MARKEL CORPORATION 2021-06-01 5.349999 Other Note 10000.00 11493.00 MMCAPS FUNDING XIX LTD 2038-01-12 0.00 Other Note 1000000.00 67398.00 MORGAN STANLEY 2017-04-27 5.549999 Other Note 10000.00 11240.00 MORGAN STANLEY 2020-07-30 4.000000 Other Note 13000.00 13172.00 NATL RETAIL PROPERTIES 2021-07-15 5.500000 Other Note 12000.00 13954.00 NEW CENTURY HOME EQUITY LOAN TRUST 2033-11-25 5.500000 Other Note 1000000.00 571050.00 NEWSTAR TRUST 2022-03-30 0.553599 Other Note 3895500.00 1816861.00 NISSAN MASTER OWNER TRUST RECEIVABLES 2018-02-15 0.499199 Other Note 49021.00 49032.00 NRG ENERGY INC 2019-05-15 7.625000 Other Note 50000.00 53125.00 ONEBEACON US HOLDINGS IN 2022-11-09 4.599999 Other Note 8000.00 8176.00 OSHKOSH CORP 2020-03-01 8.500000 Other Note 230000.00 261338.00 PACIFIC LIFECORP 2043-01-30 5.125000 Other Note 275000.00 276764.00 PEGASUS AVIATION LEASE SECURITIZATION 2029-03-25 5.878000 Other Note 5000000.00 1283373.00 PENINSULA GAMING LLC 2018-02-15 8.375000 Other Note 200000.00 217500.00 PNC FUNDING CORP 2015-11-15 5.250000 Other Note 1652.00 1824.00 PRINCIPAL LIFE INC FDG 2014-04-15 5.099999 Other Note 4511.00 4706.00 PRINCIPAL LIFE INC FDG 2015-04-27 5.549999 Other Note 3000.00 3289.00 PRUDENTIAL FINANCIAL INC 2017-12-01 6.000000 Other Note 6000.00 7270.00 QUIKSILVER INC 2015-04-15 6.875000 Other Note 300000.00 302638.00 RAYMOND JAMES FINANCIAL 2019-08-15 8.599999 Other Note 5000.00 6490.00 REINSURANCE GRP OF AMER 2019-11-15 6.450000 Other Note 7000.00 8429.00 Royal Bank of Canada 2013-08-02 0.00 Other Note 224000.00 247520.00 Royal Bank of Canada 2013-09-04 0.00 Other Note 171000.00 191657.00 Royal Bank of Canada 2013-10-03 0.00 Other Note 53500.00 53002.00 Royal Bank of Canada 2014-06-04 0.00 Other Note 65000.00 70031.00 ROYAL BK CANADA TORONTO 2013-09-03 0.00 Other Note 269500.00 360995.00 SAIL NET INTEREST MARGIN NOTES 2033-07-27 7.000000 Other Note 5000000.00 56.00 SALOMON SMITH BARNEY HLD 2013-08-01 7.299999 Other Note 35000.00 35878.00 SANDS POINT FUNDING LTD 2020-07-18 0.00 Other Note 5000000.00 1168275.00 SANDS POINT FUNDING LTD 2020-07-18 2.027099 Other Note 1583496.00 1495691.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.252360 Other Note 1576716.00 1372734.00 SURGICAL CARE AFFILIATES 2015-07-15 8.875000 Other Note 100000.00 103978.00 SWEDISH EXPORT CREDIT 2014-02-05 0.00 Other Note 41500.00 56494.00 SWEDISH EXPORT CREDIT 2014-10-01 0.00 Other Note 255000.00 220142.00 SWEDISH EXPORT CREDIT 2014-11-04 0.00 Other Note 168500.00 142248.00 TARGET CORP 2018-05-15 4.875000 Other Note 2000.00 2276.00 TIME WARNER CABLE INC 2014-02-14 8.250000 Other Note 5000.00 5380.00 UNION BANK NA 2018-01-05 0.00 Certificate of Deposit 250000.00 250000.00 UNITED RENTALS NORTH AM 2022-04-15 7.625000 Other Note 175000.00 195080.00 US CAPITAL FUNDING V LTD 2040-10-10 0.00 Other Note 2000000.00 79024.00 VENTURE VII CDO LTD 2022-01-20 0.00 Other Note 2000000.00 293358.00 VFALL 2005-1X 2017-02-17 0.00 Other Note 1400000.00 1115552.00 VOLT LLC 2017-06-26 8.836100 Other Note 1000000.00 966742.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2037-03-25 4.954620 Other Note 438415.00 331003.00 WHITEHORSE IV LTD 2020-01-17 0.00 Other Note 1000000.00 656513.00 WINDSTREAM CORP 2017-11-01 7.875000 Other Note 255000.00 295561.00 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 50000000.00 50000000.00 0.0027 N 50000000.00 50000000.00 Wells Fargo Securities LLC Joint Account I 0.059999% 65242383779158WEL 0000740906 Government Agency Repurchase Agreement N 10 5/8 TPRN 15 2015-08-15 0.00 Treasury Debt 26747.97 26539.30 6 1/2 TPRN 26 2026-11-15 0.00 Treasury Debt 31680.22 21790.68 6 1/4 TPRN 23 2023-08-15 0.00 Treasury Debt 21626.02 17181.68 6 3/4 TPRN 26 2026-08-15 0.00 Treasury Debt 3983.74 2770.41 6 7/8 TPRN 25 2025-08-15 0.00 Treasury Debt 51978.32 37837.56 7 1/2 TPRN 24 2024-11-15 0.00 Treasury Debt 11382.11 8568.08 7 1/4 TPRN 22 2022-08-15 0.00 Treasury Debt 2086.72 1727.62 7 1/8 TPRN 23 2023-02-15 0.00 Treasury Debt 189.70 153.85 7 5/8 TPRN 22 2022-11-15 0.00 Treasury Debt 2466.12 2022.22 7 7/8 TPRN 21 2021-02-15 0.00 Treasury Debt 97696.48 85484.42 8 1/8 TPRN 19 2019-08-15 0.00 Treasury Debt 63550.14 58504.82 8 1/8 TPRN 21 2021-05-15 0.00 Treasury Debt 31111.11 26985.09 8 3/4 TPRN 17 2017-05-15 0.00 Treasury Debt 30921.41 30000.79 8 7/8 TPRN 17 2017-08-15 0.00 Treasury Debt 30921.41 29865.53 8 7/8 TPRN 19 2019-02-15 0.00 Treasury Debt 41544.72 38776.96 9 TPRN 18 2018-11-15 0.00 Treasury Debt 1897.02 1782.63 STRIP PRINC 2013-06-15 0.00 Treasury Debt 209430.89 209424.63 STRIP PRINC 2013-06-30 0.00 Treasury Debt 199566.40 199554.44 STRIP PRINC 2013-06-30 0.00 Treasury Debt 948.51 948.51 STRIP PRINC 2013-07-31 0.00 Treasury Debt 110406.50 110394.36 STRIP PRINC 2013-08-31 0.00 Treasury Debt 7967.48 7965.96 STRIP PRINC 2013-08-31 0.00 Treasury Debt 189.70 189.70 STRIP PRINC 2013-09-15 0.00 Treasury Debt 91246.61 91225.56 STRIP PRINC 2013-09-30 0.00 Treasury Debt 74932.25 74910.43 STRIP PRINC 2013-09-30 0.00 Treasury Debt 7208.67 7206.59 STRIP PRINC 2013-10-31 0.00 Treasury Debt 108130.08 108083.60 STRIP PRINC 2013-11-15 0.00 Treasury Debt 188563.69 188469.40 STRIP PRINC 2013-11-15 0.00 Treasury Debt 111544.72 111488.94 STRIP PRINC 2013-11-30 0.00 Treasury Debt 22953.93 22940.84 STRIP PRINC 2013-11-30 0.00 Treasury Debt 1138.21 1137.64 STRIP PRINC 2013-12-31 0.00 Treasury Debt 28455.28 28434.61 STRIP PRINC 2013-12-31 0.00 Treasury Debt 189.70 189.51 STRIP PRINC 2014-01-15 0.00 Treasury Debt 17073.17 17059.32 STRIP PRINC 2014-01-31 0.00 Treasury Debt 107181.57 107085.20 STRIP PRINC 2014-01-31 0.00 Treasury Debt 948.51 947.75 STRIP PRINC 2014-02-15 0.00 Treasury Debt 14037.94 14024.09 STRIP PRINC 2014-02-15 0.00 Treasury Debt 2845.53 2842.68 STRIP PRINC 2014-02-28 0.00 Treasury Debt 98644.99 98538.37 STRIP PRINC 2014-02-28 0.00 Treasury Debt 44769.65 44721.27 STRIP PRINC 2014-03-15 0.00 Treasury Debt 22384.82 22358.64 STRIP PRINC 2014-03-31 0.00 Treasury Debt 148915.99 148725.34 STRIP PRINC 2014-03-31 0.00 Treasury Debt 18970.19 18945.91 STRIP PRINC 2014-04-15 0.00 Treasury Debt 16883.47 16860.14 STRIP PRINC 2014-04-30 0.00 Treasury Debt 11382.11 11365.04 STRIP PRINC 2014-05-15 0.00 Treasury Debt 33956.64 33902.01 STRIP PRINC 2014-05-31 0.00 Treasury Debt 43252.03 43177.29 STRIP PRINC 2014-05-31 0.00 Treasury Debt 2466.12 2461.95 STRIP PRINC 2014-06-30 0.00 Treasury Debt 223848.24 223407.18 STRIP PRINC 2014-07-15 0.00 Treasury Debt 51219.51 51112.52 STRIP PRINC 2014-07-31 0.00 Treasury Debt 227642.28 227134.63 STRIP PRINC 2014-08-15 0.00 Treasury Debt 108130.08 107876.07 STRIP PRINC 2014-08-15 0.00 Treasury Debt 24281.84 24224.74 STRIP PRINC 2014-08-31 0.00 Treasury Debt 113821.14 113532.03 STRIP PRINC 2014-09-15 0.00 Treasury Debt 26368.56 26296.86 STRIP PRINC 2014-10-31 0.00 Treasury Debt 86504.07 86216.86 STRIP PRINC 2014-11-30 0.00 Treasury Debt 170731.71 170091.46 STRIP PRINC 2014-12-31 0.00 Treasury Debt 214932.25 214025.28 STRIP PRINC 2015-01-15 0.00 Treasury Debt 18970.19 18885.58 STRIP PRINC 2015-01-31 0.00 Treasury Debt 13089.43 13027.59 STRIP PRINC 2015-02-15 0.00 Treasury Debt 10054.20 10004.31 STRIP PRINC 2015-03-15 0.00 Treasury Debt 224037.94 222830.30 STRIP PRINC 2015-03-31 0.00 Treasury Debt 8536.59 8488.59 STRIP PRINC 2015-04-15 0.00 Treasury Debt 225176.15 223861.14 STRIP PRINC 2015-05-15 0.00 Treasury Debt 87831.98 87278.62 STRIP PRINC 2015-05-31 0.00 Treasury Debt 208672.09 207305.28 STRIP PRINC 2015-06-30 0.00 Treasury Debt 189.70 188.37 STRIP PRINC 2015-07-31 0.00 Treasury Debt 132791.33 131788.75 STRIP PRINC 2015-11-30 0.00 Treasury Debt 208672.09 206489.38 STRIP PRINC 2016-01-31 0.00 Treasury Debt 189.70 187.43 STRIP PRINC 2016-06-30 0.00 Treasury Debt 216260.16 212570.84 STRIP PRINC 2016-11-15 0.00 Treasury Debt 208482.38 203799.78 STRIP PRINC 2018-02-15 0.00 Treasury Debt 4742.55 4533.31 STRIP PRINC 2018-05-15 0.00 Treasury Debt 4932.25 4689.05 STRIP PRINC 2020-02-15 0.00 Treasury Debt 56720.87 51399.92 STRIP PRINC 2021-08-15 0.00 Treasury Debt 1327.91 1141.25 STRIP PRINC 2021-11-15 0.00 Treasury Debt 11951.22 10161.19 STRIP PRINC 2025-02-15 0.00 Treasury Debt 72276.42 53790.92 STRIP PRINC 2027-08-15 0.00 Treasury Debt 6260.16 4161.30 STRIP PRINC 2029-08-15 0.00 Treasury Debt 71327.91 43614.93 STRIP PRINC 2030-05-15 0.00 Treasury Debt 13848.24 8215.80 STRIP PRINC 2031-02-15 0.00 Treasury Debt 194065.04 111754.34 STRIP PRINC 2038-02-15 0.00 Treasury Debt 189.70 82.14 STRIP PRINC 2038-05-15 0.00 Treasury Debt 2086.72 894.63 STRIP PRINC 2039-05-15 0.00 Treasury Debt 27696.48 11395.39 STRIP PRINC 2039-08-15 0.00 Treasury Debt 58048.78 23661.90 STRIP PRINC 2040-05-15 0.00 Treasury Debt 20867.21 8242.17 STRIP PRINC 2041-02-15 0.00 Treasury Debt 138861.79 53229.97 STRIP PRINC 2041-05-15 0.00 Treasury Debt 167886.18 63583.52 STRIP PRINC 2042-11-15 0.00 Treasury Debt 189701.90 67256.91 STRIPS 2013-06-15 0.00 Treasury Debt 948.51 948.51 STRIPS 2013-06-30 0.00 Treasury Debt 186856.37 186841.38 STRIPS 2013-07-15 0.00 Treasury Debt 2086.72 2086.53 STRIPS 2013-07-31 0.00 Treasury Debt 291951.22 291898.67 STRIPS 2013-08-31 0.00 Treasury Debt 144932.25 144896.02 STRIPS 2013-09-15 0.00 Treasury Debt 51029.81 51014.07 STRIPS 2013-09-30 0.00 Treasury Debt 205447.15 205365.01 STRIPS 2013-10-15 0.00 Treasury Debt 30352.30 30337.70 STRIPS 2013-10-31 0.00 Treasury Debt 176422.76 176320.51 STRIPS 2013-11-15 0.00 Treasury Debt 363658.54 363411.17 STRIPS 2013-11-30 0.00 Treasury Debt 220243.90 220074.31 STRIPS 2013-12-15 0.00 Treasury Debt 3794.04 3790.81 STRIPS 2013-12-31 0.00 Treasury Debt 402926.83 402560.14 STRIPS 2014-01-15 0.00 Treasury Debt 8536.59 8528.24 STRIPS 2014-01-31 0.00 Treasury Debt 312249.32 311821.54 STRIPS 2014-02-15 0.00 Treasury Debt 1138.21 1136.88 STRIPS 2014-02-28 0.00 Treasury Debt 189512.20 189277.15 STRIPS 2014-03-15 0.00 Treasury Debt 10623.31 10608.89 STRIPS 2014-03-31 0.00 Treasury Debt 172818.43 172522.87 STRIPS 2014-04-15 0.00 Treasury Debt 5691.06 5682.14 STRIPS 2014-04-30 0.00 Treasury Debt 181355.01 181046.75 STRIPS 2014-05-15 0.00 Treasury Debt 158970.19 158682.41 STRIPS 2014-05-31 0.00 Treasury Debt 146829.27 146544.34 STRIPS 2014-06-30 0.00 Treasury Debt 275636.86 275033.22 STRIPS 2014-07-15 0.00 Treasury Debt 2845.53 2838.89 STRIPS 2014-07-31 0.00 Treasury Debt 140569.11 140224.80 STRIPS 2014-08-31 0.00 Treasury Debt 1327.91 1324.31 STRIPS 2014-09-15 0.00 Treasury Debt 4173.44 4161.30 STRIPS 2014-09-30 0.00 Treasury Debt 1517.62 1512.87 STRIPS 2014-10-15 0.00 Treasury Debt 1707.32 1701.82 STRIPS 2014-10-31 0.00 Treasury Debt 7208.67 7183.82 STRIPS 2014-11-30 0.00 Treasury Debt 18211.38 18140.81 STRIPS 2014-12-31 0.00 Treasury Debt 103766.94 103313.55 STRIPS 2015-01-15 0.00 Treasury Debt 1327.91 1321.84 STRIPS 2015-01-31 0.00 Treasury Debt 13089.43 13025.50 STRIPS 2015-03-15 0.00 Treasury Debt 3414.63 3395.85 STRIPS 2015-03-31 0.00 Treasury Debt 1517.62 1508.89 STRIPS 2015-04-15 0.00 Treasury Debt 1707.32 1697.26 STRIPS 2015-05-31 0.00 Treasury Debt 5311.65 5277.13 STRIPS 2015-06-30 0.00 Treasury Debt 92005.42 91369.73 STRIPS 2015-07-31 0.00 Treasury Debt 9674.80 9603.85 STRIPS 2015-08-15 0.00 Treasury Debt 37560.98 37277.37 STRIPS 2015-11-30 0.00 Treasury Debt 2086.72 2064.91 STRIPS 2015-12-31 0.00 Treasury Debt 85745.26 84777.97 STRIPS 2016-01-31 0.00 Treasury Debt 4363.14 4310.03 STRIPS 2016-02-15 0.00 Treasury Debt 20298.10 20042.57 STRIPS 2016-06-30 0.00 Treasury Debt 85745.26 84291.95 STRIPS 2017-02-15 0.00 Treasury Debt 23332.01 22710.92 STRIPS 2018-05-15 0.00 Treasury Debt 6639.57 6307.21 STRIPS 2018-11-15 0.00 Treasury Debt 222710.03 209227.15 STRIPS 2019-02-15 0.00 Treasury Debt 42607.05 39734.96 STRIPS 2019-05-15 0.00 Treasury Debt 359219.51 332737.89 STRIPS 2019-08-15 0.00 Treasury Debt 543230.35 499424.20 STRIPS 2019-11-15 0.00 Treasury Debt 537918.70 490662.63 STRIPS 2028-02-15 0.00 Treasury Debt 99403.79 64169.13 STRIPS 2028-05-15 0.00 Treasury Debt 235799.46 150510.81 STRIPS 2028-11-15 0.00 Treasury Debt 172249.32 107578.24 STRIPS 2029-02-15 0.00 Treasury Debt 11761.52 7267.48 STRIPS 2029-05-15 0.00 Treasury Debt 132032.52 80756.29 STRIPS 2029-08-15 0.00 Treasury Debt 104336.04 63144.17 STRIPS 2029-11-15 0.00 Treasury Debt 176612.47 105838.48 STRIPS 2030-02-15 0.00 Treasury Debt 4742.55 2812.90 STRIPS 2030-05-15 0.00 Treasury Debt 368590.79 216406.99 STRIPS 2030-08-15 0.00 Treasury Debt 194444.44 112952.87 STRIPS 2030-11-15 0.00 Treasury Debt 171490.51 98523.01 STRIPS 2031-02-15 0.00 Treasury Debt 43631.44 24772.98 STRIPS 2031-05-15 0.00 Treasury Debt 274688.35 154407.86 STRIPS 2031-08-15 0.00 Treasury Debt 55772.36 31016.64 STRIPS 2031-11-15 0.00 Treasury Debt 246991.87 136048.13 STRIPS 2032-02-15 0.00 Treasury Debt 123495.93 67339.81 STRIPS 2032-05-15 0.00 Treasury Debt 278102.98 150183.96 STRIPS 2032-08-15 0.00 Treasury Debt 2086.72 1116.21 STRIPS 2032-11-15 0.00 Treasury Debt 34715.45 18371.11 STRIPS 2033-02-15 0.00 Treasury Debt 3224.93 1689.67 STRIPS 2033-05-15 0.00 Treasury Debt 173577.24 90081.46 STRIPS 2033-11-15 0.00 Treasury Debt 155555.56 79126.37 STRIPS 2034-05-15 0.00 Treasury Debt 184959.35 92255.83 STRIPS 2034-08-15 0.00 Treasury Debt 189.70 93.71 STRIPS 2034-11-15 0.00 Treasury Debt 52926.83 25882.74 STRIPS 2035-02-15 0.00 Treasury Debt 31490.51 15249.00 STRIPS 2035-05-15 0.00 Treasury Debt 841517.62 403583.39 STRIPS 2035-08-15 0.00 Treasury Debt 7588.08 3603.01 STRIPS 2035-11-15 0.00 Treasury Debt 257235.77 120960.00 STRIPS 2036-02-15 0.00 Treasury Debt 11192.41 5217.75 STRIPS 2036-05-15 0.00 Treasury Debt 223089.43 102935.66 STRIPS 2036-08-15 0.00 Treasury Debt 54254.74 24758.56 STRIPS 2036-11-15 0.00 Treasury Debt 190271.00 86027.15 STRIPS 2037-02-15 0.00 Treasury Debt 150623.31 67324.07 STRIPS 2037-05-15 0.00 Treasury Debt 147018.97 65057.32 STRIPS 2037-11-15 0.00 Treasury Debt 323252.03 140207.34 STRIPS 2038-05-15 0.00 Treasury Debt 181734.42 77233.52 STRIPS 2038-08-15 0.00 Treasury Debt 189.70 79.86 STRIPS 2039-02-15 0.00 Treasury Debt 73983.74 30558.32 STRIPS 2039-05-15 0.00 Treasury Debt 183252.03 74994.09 STRIPS 2039-08-15 0.00 Treasury Debt 30542.01 12352.06 STRIPS 2039-11-15 0.00 Treasury Debt 824444.44 330692.90 STRIPS 2040-05-15 0.00 Treasury Debt 177560.98 69790.38 STRIPS 2040-11-15 0.00 Treasury Debt 129945.80 50014.91 STRIPS 2041-02-15 0.00 Treasury Debt 121219.51 46221.06 STRIPS 2041-08-15 0.00 Treasury Debt 189.70 70.95 STRIPS 2041-11-15 0.00 Treasury Debt 189.70 70.00 STRIPS 2042-02-15 0.00 Treasury Debt 1897.02 694.31 STRIPS 2042-11-15 0.00 Treasury Debt 379.40 134.31 TINT 02/15/15 2015-02-15 0.00 Treasury Debt 46097.56 45860.24 TINT 02/15/18 2018-02-15 0.00 Treasury Debt 99972.90 95518.13 TINT 02/15/20 2020-02-15 0.00 Treasury Debt 87262.87 78934.58 TINT 02/15/22 2022-02-15 0.00 Treasury Debt 7588.08 6374.36 TINT 02/15/24 2024-02-15 0.00 Treasury Debt 46287.26 35778.73 TINT 02/15/25 2025-02-15 0.00 Treasury Debt 275257.45 203558.48 TINT 02/15/26 2026-02-15 0.00 Treasury Debt 27127.37 19179.24 TINT 02/15/27 2027-02-15 0.00 Treasury Debt 3035.23 2049.54 TINT 05/15/15 2015-05-15 0.00 Treasury Debt 590162.60 586456.40 TINT 05/15/16 2016-05-15 0.00 Treasury Debt 208482.38 205298.81 TINT 05/15/17 2017-05-15 0.00 Treasury Debt 431192.41 418036.78 TINT 05/15/20 2020-05-15 0.00 Treasury Debt 316802.17 284051.08 TINT 05/15/21 2021-05-15 0.00 Treasury Debt 233333.33 201845.09 TINT 05/15/22 2022-05-15 0.00 Treasury Debt 177560.98 147714.80 TINT 05/15/23 2023-05-15 0.00 Treasury Debt 52357.72 41793.41 TINT 05/15/24 2024-05-15 0.00 Treasury Debt 305609.76 233770.03 TINT 05/15/25 2025-05-15 0.00 Treasury Debt 257804.88 188501.84 TINT 05/15/26 2026-05-15 0.00 Treasury Debt 248699.19 174024.74 TINT 05/15/27 2027-05-15 0.00 Treasury Debt 192737.13 128678.97 TINT 08/15/13 2013-08-15 0.00 Treasury Debt 185149.05 185115.66 TINT 08/15/14 2014-08-15 0.00 Treasury Debt 62791.33 62629.32 TINT 08/15/16 2016-08-15 0.00 Treasury Debt 107940.38 105924.04 TINT 08/15/17 2017-08-15 0.00 Treasury Debt 18780.49 18123.55 TINT 08/15/18 2018-08-15 0.00 Treasury Debt 308455.28 291419.30 TINT 08/15/20 2020-08-15 0.00 Treasury Debt 6449.86 5736.40 TINT 08/15/22 2022-08-15 0.00 Treasury Debt 34525.75 28438.78 TINT 08/15/23 2023-08-15 0.00 Treasury Debt 46666.67 36861.54 TINT 08/15/24 2024-08-15 0.00 Treasury Debt 13279.13 10043.77 TINT 08/15/25 2025-08-15 0.00 Treasury Debt 34146.34 24690.84 TINT 08/15/26 2026-08-15 0.00 Treasury Debt 14796.75 10226.83 TINT 08/15/27 2027-08-15 0.00 Treasury Debt 29593.50 19533.22 TINT 11/15/14 2014-11-15 0.00 Treasury Debt 8915.99 8883.55 TINT 11/15/15 2015-11-15 0.00 Treasury Debt 208672.09 206583.28 TINT 11/15/16 2016-11-15 0.00 Treasury Debt 190840.11 186559.49 TINT 11/15/17 2017-11-15 0.00 Treasury Debt 300203.25 288462.22 TINT 11/15/20 2020-11-15 0.00 Treasury Debt 1707.32 1505.28 TINT 11/15/21 2021-11-15 0.00 Treasury Debt 678279.13 574963.69 TINT 11/15/22 2022-11-15 0.00 Treasury Debt 189322.49 154394.39 TINT 11/15/23 2023-11-15 0.00 Treasury Debt 177371.27 138599.62 TINT 11/15/24 2024-11-15 0.00 Treasury Debt 210948.51 157757.80 TINT 11/15/25 2025-11-15 0.00 Treasury Debt 198807.59 142105.69 TINT 11/15/26 2026-11-15 0.00 Treasury Debt 288536.59 197099.32 TINT 11/15/27 2027-11-15 0.00 Treasury Debt 160487.80 104731.19 TREASURY BILL 2013-09-12 0.00 Treasury Debt 5741593.50 5740755.20 US TREASURY N/B 2014-05-31 0.250000 Treasury Debt 5086799.46 5091570.84 US TREASURY N/B 2015-08-15 4.250000 Treasury Debt 15164010.84 16654107.67 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 47425474.25 47425474.25 0.0025 N 47425474.25 47425474.25 Wells Fargo Securities LLC Joint Account III 0.100000% 65242398779158WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2022-10-01 3.500000 Government Agency Debt 421022.93 424457.03 FANNIE MAE 2023-05-01 3.000000 Government Agency Debt 488988.04 511760.69 FANNIE MAE 2025-05-01 4.000000 Government Agency Debt 1260353.08 545958.99 FANNIE MAE 2025-09-01 3.500000 Government Agency Debt 1225040.21 639446.46 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 933940.77 613529.60 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 723069.09 459756.26 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 560364.46 501331.94 FANNIE MAE 2027-04-01 3.500000 Government Agency Debt 577346.12 491644.73 FANNIE MAE 2027-05-01 3.500000 Government Agency Debt 476459.60 459282.37 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 566139.21 465940.44 FANNIE MAE 2028-02-01 2.500000 Government Agency Debt 680764.37 665433.36 FANNIE MAE 2028-02-01 3.000000 Government Agency Debt 685501.13 678201.45 FANNIE MAE 2028-02-01 3.000000 Government Agency Debt 455462.74 457869.69 FANNIE MAE 2028-02-01 3.500000 Government Agency Debt 748726.31 699109.03 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 651306.01 680717.68 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 483781.32 491554.51 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 683852.73 712102.01 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 609275.32 635544.64 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 508371.98 527671.49 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 488652.01 509167.51 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 309172.69 323235.97 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 722506.11 741611.55 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 709794.99 728010.01 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 669815.79 688051.73 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 552736.41 567007.21 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 465424.72 476266.65 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 490861.53 515642.71 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 414429.87 432161.85 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 637587.17 654248.11 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 566430.41 593433.25 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 419079.03 439057.33 FANNIE MAE 2032-03-01 3.000000 Government Agency Debt 691116.17 625218.99 FANNIE MAE 2032-10-01 3.500000 Government Agency Debt 413690.56 426998.84 FANNIE MAE 2033-01-01 5.500000 Government Agency Debt 7670336.78 655201.48 FANNIE MAE 2033-02-01 3.500000 Government Agency Debt 673348.88 701153.23 FANNIE MAE 2033-03-01 3.500000 Government Agency Debt 722524.41 755432.56 FANNIE MAE 2033-05-01 3.500000 Government Agency Debt 520374.43 547685.28 FANNIE MAE 2033-05-01 3.500000 Government Agency Debt 490248.11 517126.74 FANNIE MAE 2033-05-01 3.500000 Government Agency Debt 452825.48 477652.43 FANNIE MAE 2034-07-01 5.000000 Government Agency Debt 2921366.74 496586.02 FANNIE MAE 2035-11-01 5.500000 Government Agency Debt 1658305.24 695310.31 FANNIE MAE 2036-09-01 5.500000 Government Agency Debt 4055606.06 744755.01 FANNIE MAE 2037-02-01 6.000000 Government Agency Debt 1382232.35 438158.50 FANNIE MAE 2039-01-01 5.000000 Government Agency Debt 2652391.80 730515.03 FANNIE MAE 2039-10-01 5.500000 Government Agency Debt 1039258.29 513844.69 FANNIE MAE 2039-12-01 5.500000 Government Agency Debt 1301416.40 650304.27 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 1120728.93 522220.64 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 765831.44 571026.71 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 820407.01 629820.71 FANNIE MAE 2041-10-01 4.000000 Government Agency Debt 504396.38 528282.85 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 610911.39 626084.76 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 454047.08 466495.20 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 712621.47 643281.22 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 550345.90 564434.21 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 504328.02 514587.54 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 706444.76 727170.21 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 684064.36 702778.85 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 672946.73 689493.36 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 604744.96 621916.39 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 556615.25 572203.28 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 653760.60 697585.39 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 706255.35 729897.69 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 550091.12 561304.57 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 468459.84 470302.31 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 650752.93 654284.72 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 632277.72 637592.96 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 409418.34 425672.83 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 730619.63 727600.57 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 627449.80 624599.79 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 594495.14 599791.15 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 438910.70 443145.18 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 411214.12 427552.11 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 596986.52 603082.73 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 544501.29 545972.62 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 500153.86 505312.21 FANNIE MAE 2043-04-01 4.000000 Government Agency Debt 548772.21 592990.56 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 611523.50 592408.53 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 480856.59 466254.62 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 438883.80 424850.97 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 670621.22 679761.13 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 582015.64 589492.77 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 476727.27 475687.79 FANNIE MAE 2043-05-01 4.000000 Government Agency Debt 530263.55 573703.75 FANNIE MAE 2043-05-01 4.000000 Government Agency Debt 451490.88 487972.10 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 733195.81 742515.42 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 720400.63 729557.74 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 693535.08 702350.55 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 686334.40 695058.34 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 640403.19 648543.42 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 599683.37 607306.01 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 593911.62 601460.85 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 579669.02 587037.25 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 536128.51 542943.29 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 445620.50 451284.85 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 423822.32 429209.48 FANNIE MAE 2043-06-01 3.500000 Government Agency Debt 499144.65 519335.89 FANNIE MAE 2043-06-01 4.000000 Government Agency Debt 456300.67 494019.55 FREDDIE MAC 2015-12-01 4.000000 Government Agency Debt 970689.10 560137.33 FREDDIE MAC 2018-04-01 4.000000 Government Agency Debt 5237397.16 581303.04 FREDDIE MAC 2018-08-01 3.500000 Government Agency Debt 3843263.79 503345.33 FREDDIE MAC 2018-10-01 3.500000 Government Agency Debt 2403295.04 456444.31 FREDDIE MAC 2019-10-01 4.000000 Government Agency Debt 1893357.40 495851.76 FREDDIE MAC 2019-12-01 4.000000 Government Agency Debt 1952784.98 502402.05 FREDDIE MAC 2020-09-01 4.000000 Government Agency Debt 4016733.95 564063.06 FREDDIE MAC 2020-11-01 3.500000 Government Agency Debt 1473106.46 552165.59 FREDDIE MAC 2023-06-01 2.500000 Government Agency Debt 535832.64 554858.14 FREDDIE MAC 2024-08-01 4.500000 Government Agency Debt 1923918.00 492651.52 FREDDIE MAC 2024-09-01 4.000000 Government Agency Debt 1061342.62 704373.46 FREDDIE MAC 2024-12-01 4.500000 Government Agency Debt 1564569.90 566006.59 FREDDIE MAC 2024-12-01 4.500000 Government Agency Debt 1515977.71 471238.50 FREDDIE MAC 2025-03-01 4.000000 Government Agency Debt 1213038.70 447608.86 FREDDIE MAC 2025-08-01 3.500000 Government Agency Debt 1425132.54 444084.36 FREDDIE MAC 2025-09-01 3.500000 Government Agency Debt 1335927.56 438643.22 FREDDIE MAC 2025-10-01 3.500000 Government Agency Debt 1512984.05 710049.58 FREDDIE MAC 2025-10-01 4.000000 Government Agency Debt 2117398.21 555771.72 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 1784020.02 762729.82 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 1135376.86 590056.31 FREDDIE MAC 2026-01-01 3.500000 Government Agency Debt 939954.23 556290.05 FREDDIE MAC 2026-01-01 3.500000 Government Agency Debt 963373.92 469925.94 FREDDIE MAC 2026-01-01 4.000000 Government Agency Debt 1174928.31 591572.47 FREDDIE MAC 2026-02-01 3.500000 Government Agency Debt 594919.71 422513.31 FREDDIE MAC 2026-04-01 3.500000 Government Agency Debt 1277442.14 753336.80 FREDDIE MAC 2026-04-01 3.500000 Government Agency Debt 944281.93 434433.38 FREDDIE MAC 2026-04-01 4.000000 Government Agency Debt 999291.79 554032.72 FREDDIE MAC 2026-05-01 4.000000 Government Agency Debt 1045835.10 594330.02 FREDDIE MAC 2026-06-01 3.500000 Government Agency Debt 1102050.11 514751.17 FREDDIE MAC 2026-06-01 5.000000 Government Agency Debt 786200.87 752901.77 FREDDIE MAC 2026-07-01 3.500000 Government Agency Debt 1188283.29 677700.11 FREDDIE MAC 2026-08-01 3.500000 Government Agency Debt 797518.74 662457.64 FREDDIE MAC 2026-08-01 3.500000 Government Agency Debt 643645.83 481051.97 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 1332927.93 757589.41 FREDDIE MAC 2026-09-01 3.500000 Government Agency Debt 1126685.79 564337.64 FREDDIE MAC 2027-04-01 2.500000 Government Agency Debt 802255.13 686052.91 FREDDIE MAC 2027-08-01 3.500000 Government Agency Debt 583690.94 580692.62 FREDDIE MAC 2027-09-01 2.500000 Government Agency Debt 581609.19 546665.98 FREDDIE MAC 2027-12-01 2.500000 Government Agency Debt 708422.10 704476.38 FREDDIE MAC 2028-04-01 3.000000 Government Agency Debt 421610.56 441183.54 FREDDIE MAC 2028-04-01 3.000000 Government Agency Debt 419056.61 435870.72 FREDDIE MAC 2028-05-01 2.500000 Government Agency Debt 501066.32 513963.86 FREDDIE MAC 2028-06-01 3.500000 Government Agency Debt 558333.14 596118.15 FREDDIE MAC 2030-08-01 4.500000 Government Agency Debt 913171.43 445732.39 FREDDIE MAC 2032-11-01 3.500000 Government Agency Debt 424845.18 440843.02 FREDDIE MAC 2033-06-01 3.000000 Government Agency Debt 510744.19 525844.89 FREDDIE MAC 2039-11-01 5.500000 Government Agency Debt 1190533.90 544125.29 FREDDIE MAC 2041-02-01 4.000000 Government Agency Debt 1120728.93 734577.29 FREDDIE MAC 2041-09-01 4.500000 Government Agency Debt 741889.86 573879.33 FREDDIE MAC 2042-03-01 3.500000 Government Agency Debt 547617.48 482039.90 FREDDIE MAC 2042-03-01 3.500000 Government Agency Debt 205409.63 178411.45 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt 653758.54 638249.71 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 445639.18 456329.07 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 691858.10 719186.14 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 476114.04 468865.91 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 421514.00 434474.85 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 485569.63 486310.25 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 480080.49 481299.28 FREDDIE MAC 2043-02-01 2.500000 Government Agency Debt 709380.51 679475.54 FREDDIE MAC 2043-02-01 3.000000 Government Agency Debt 747152.62 744426.82 FREDDIE MAC 2043-03-01 2.500000 Government Agency Debt 748427.64 720129.98 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 562757.03 565800.00 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 689139.39 718965.73 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 671361.64 698554.26 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 576986.93 569330.30 FREDDIE MAC 2043-03-01 4.000000 Government Agency Debt 552242.73 585492.14 FREDDIE MAC 2043-05-01 2.500000 Government Agency Debt 768887.29 741079.20 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt 563130.24 568442.87 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt 451579.04 455786.45 FREDDIE MAC 2043-05-01 3.500000 Government Agency Debt 642805.85 669301.56 FREDDIE MAC 2043-05-01 3.500000 Government Agency Debt 500335.05 525961.08 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 579215.87 603813.82 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 488706.55 509460.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-10-15 6.500000 Government Agency Debt 18678815.49 436229.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-01-15 2.500000 Government Agency Debt 678540.85 685493.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-01-15 3.500000 Government Agency Debt 507095.85 519533.88 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-04-15 3.500000 Government Agency Debt 551272.74 585127.53 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-05-15 3.000000 Government Agency Debt 489043.89 514879.68 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-05-15 3.500000 Government Agency Debt 666150.26 711231.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-06-20 5.000000 Government Agency Debt 2583615.28 699197.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-20 5.000000 Government Agency Debt 3084475.58 728023.27 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-20 5.500000 Government Agency Debt 2487161.43 532224.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-20 5.500000 Government Agency Debt 3241067.74 743033.75 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-15 4.500000 Government Agency Debt 1909496.83 760913.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-20 5.500000 Government Agency Debt 1866399.95 474798.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-03-15 4.000000 Government Agency Debt 1269836.68 425038.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-15 4.000000 Government Agency Debt 1093633.81 598216.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-01-15 4.500000 Government Agency Debt 528919.05 462166.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-04-15 6.000000 Government Agency Debt 1089435.75 455082.44 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 4.500000 Government Agency Debt 1171468.44 606347.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 4.000000 Government Agency Debt 560364.46 432838.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 5.000000 Government Agency Debt 704534.66 429335.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-15 4.000000 Government Agency Debt 607061.50 587048.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-01-15 4.000000 Government Agency Debt 673832.67 487088.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-20 5.500000 Government Agency Debt 924365.45 537974.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-15 4.000000 Government Agency Debt 397718.87 429183.33 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-20 4.500000 Government Agency Debt 530140.09 516404.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-12-15 4.000000 Government Agency Debt 464256.54 492276.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-02-20 3.500000 Government Agency Debt 476842.70 501207.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-03-20 3.500000 Government Agency Debt 481618.31 507627.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-15 3.500000 Government Agency Debt 601108.56 637957.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-20 4.500000 Government Agency Debt 477129.61 520561.40 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-15 3.000000 Government Agency Debt 668858.68 686269.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 3.000000 Government Agency Debt 570475.68 585199.63 First Tier Security N/A N/A 2013-06-03 2013-06-03 N N N 111138952.16 111138952.16 0.0059 N 111138952.16 111138952.16 Wisconsin Wells Fargo Stage Trust Wisconsin Wells Fargo Stage Trust, Series 58C 0.150000% 94985NPJ4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-06-07 2013-06-07 Y Wells Fargo Bank, N.A. N/A N/A N N 9815000.00 9815000.00 0.0005 N 9815000.00 9815000.00