0001145549-13-010136.txt : 20140129 0001145549-13-010136.hdr.sgml : 20140129 20131206112822 ACCESSION NUMBER: 0001145549-13-010136 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20131130 FILED AS OF DATE: 20131206 DATE AS OF CHANGE: 20131206 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: 131261859 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009259 Financial Square Money Market Fund C000025295 FST Shares FSMXX C000025296 FST Administration Shares FADXX C000025297 FST Service Shares FSVXX C000025298 FST Preferred Shares GPMXX C000025299 FST Select Shares GSMXX C000025300 FST Capital Shares GCKXX C000088816 FST Cash Management Shares GSCXX C000088817 FST Premier Shares GPRXX C000088818 FST Resource Shares GREXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-11-30 0000822977 S000009259 9 N N N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N N Prime 45 83 28405438413.34 6780038.93 5990377.47 28406228074.80 0.0024 1.0000 2013-11-30 1.0000 2013-11-30 C000025295 10000000.00 27544984774.28 1.00 -531786532.84 25815809849.26 26347596382.10 0.0006 1.0000 2013-11-30 1.0000 2013-11-30 C000025296 10000000.00 328102746.83 1.00 -20626676.67 126050726.07 146677402.74 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000025297 10000000.00 30591737.89 1.00 2764296.51 12988400.41 10224103.90 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000025298 10000000.00 133098574.06 1.00 -9289595.17 30273784.27 39563379.44 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000025299 10000000.00 281812079.31 1.00 49178898.73 149982631.34 100803732.61 0.0003 1.0000 2013-11-30 1.0000 2013-11-30 C000025300 10000000.00 48214647.56 1.00 -2214672.24 982630.49 3197302.73 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000088816 10000000.00 1001.00 1.00 0.00 0.00 0.00 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000088817 10000000.00 39421513.87 1.00 2197069.36 3398954.04 1201884.68 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 C000088818 10000000.00 1000.00 1.00 0.00 0.00 0.00 0.0001 1.0000 2013-11-30 1.0000 2013-11-30 ABN AMRO Bank N.V. Joint Account III 0.090000% 68366971779157ABN 0001238161 Government Agency Repurchase Agreement N FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 11664482.54 11425259.12 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 336859.66 331950.83 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 14275149.92 13861448.81 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 12230456.15 12256831.25 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 10199701.00 9816888.73 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 9533236.42 9344131.29 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 1150942.32 1151124.25 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 10792880.00 10966264.15 FANNIE MAE 2032-09-01 3.500000 Government Agency Debt 15348870.34 15304352.41 FANNIE MAE 2037-01-01 5.500000 Government Agency Debt 6480383.59 1047270.92 FANNIE MAE 2037-03-01 5.500000 Government Agency Debt 19413344.44 3585703.10 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 3290094.22 3165094.93 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 27511886.41 27201367.55 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 6909548.58 6862739.48 FREDDIE MAC 2028-05-01 3.000000 Government Agency Debt 10299642.69 10217383.59 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 6462344.06 6267256.97 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 20030919.59 19596185.47 TSY INFL IX N/B 2015-04-15 0.500000 Treasury Debt 6695825.66 7376916.91 TSY INFL IX N/B 2019-07-15 1.875000 Treasury Debt 7323740.00 9132587.76 TSY INFL IX N/B 2042-02-15 0.750000 Treasury Debt 9251040.00 7937161.81 US TREASURY N/B 2013-12-31 1.500000 Treasury Debt 581196.59 585432.79 US TREASURY N/B 2014-08-31 2.375000 Treasury Debt 523416.13 535094.03 US TREASURY N/B 2015-06-30 0.375000 Treasury Debt 42477.69 42643.05 US TREASURY N/B 2015-11-30 1.375000 Treasury Debt 40883352.35 42050794.28 US TREASURY N/B 2016-05-31 1.750000 Treasury Debt 38.55 40.09 US TREASURY N/B 2017-10-31 1.875000 Treasury Debt 37201361.34 38570894.93 US TREASURY N/B 2039-11-15 4.375000 Treasury Debt 7323740.00 8162337.52 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 269822000.00 269822000.00 0.0095 N 269822000.00 269822000.00 ABN AMRO Bank N.V. ABN AMRO Bank N.V. 0.290001% 68828420779157ABN 0001238161 Other Repurchase Agreement N 3M CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1611212.00 ABBVIE INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3957.00 AGILENT TECHNOLOGIES INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 164605.00 ALCOA INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 290164.00 ALLSTATE CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 658596.00 ALTERA CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 11610.00 AMAZON COM INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 50659.00 AMERICAN ELEC PWR INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 649048.00 AMERICAN EXPRESS CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 400818.00 AMERICAN INTL GROUP INC COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 703392.00 APPLE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4151480.00 ARCHER DANIELS MIDLAND CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 777191.00 AUTOMATIC DATA PROCESSING INCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 214240.00 AVON PRODS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 105162.00 BAKER HUGHES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 699254.00 BANK OF AMERICA CORPORATION COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4867788.00 BERKSHIRE HATHAWAY INC DELCL B NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 717666.00 BOSTON SCIENTIFIC CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 10586.00 BRISTOL MYERS SQUIBB CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 7196753.00 CARDINAL HEALTH INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 624650.00 CBS CORP NEW CL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1177000.00 CENTURYLINK INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 543959.00 CHEVRON CORP NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3295179.00 CITIGROUP INC COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9855364.00 CITRIX SYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2341481.00 CME GROUP INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 674119.00 COLGATE PALMOLIVE CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 126723.00 COMCAST CORP NEW CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3771582.00 CORNING INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 723527.00 COSTCO WHSL CORP NEWCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 8275.00 CROWN CASTLE INTL CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 255408.00 DEVON ENERGY CORP NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 639256.00 DISNEY WALT CO COM DISN 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6228.00 DU PONT E I DE NEMOURS & CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3815.00 E M C CORP MASS COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 850229.00 EBAY INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1836819.00 EDISON INTL COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6370.00 EQUITY RESIDENTIAL SH BEN I 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 473135.00 EXXON MOBIL CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 54310.00 FIFTH THIRD BANCORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 523172.00 GENERAL ELECTRIC CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2983442.00 GILEAD SCIENCES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3211478.00 HCP INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 479644.00 HOWARD HUGHES CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3277285.00 HUDSON CITY BANCORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 80225.00 INTEL CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3390860.00 INTERNATIONAL BUSINESS MACHSCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1036415.00 INTL PAPER CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 551414.00 JOHNSON & JOHNSON COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3629281.00 JPMORGAN CHASE & CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2381166.00 KEYCORP NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 27820.00 KIMBERLY CLARK CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 932640.00 KINDER MORGAN INC DEL COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 548352.00 LIBERTY INTERACTIVE CORP INT COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 732901.00 MACYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 603396.00 MARSH & MCLENNAN COS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 736348.00 MCDONALDS CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2778537.00 MONSANTO CO NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4214.00 MYLAN INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 368172.00 NETAPP INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 124091.00 NEWMONT MINING CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 347388.00 NEXTERA ENERGY INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12061.00 NIKE INC CL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 825429.00 NRG ENERGY INCCOM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 63614.00 PACCAR INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 575950.00 PAYCHEX INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 219013.00 PEPSICO INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2541380.00 PG&E CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 488153.00 PHILIP MORRIS INTL INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2424096.00 POPULAR INC COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3259489.00 PPL CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 503769.00 PROCTER & GAMBLE CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2575428.00 PROGRESSIVE CORP OHIO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 188266.00 PROLOGIS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 504219.00 PRUDENTIAL FINL INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 8571.00 PUBLIC SVC ENTERPRISE GROUP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 471894.00 REGIONS FINL CORP NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 394695.00 SALESFORCE COM INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 747270.00 SCHWAB CHARLES CORP NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 772120.00 SLM CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 217349.00 SPECTRA ENERGY CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 616498.00 SUNTRUST BKS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 557969.00 SYMANTEC CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 448724.00 SYSCO CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 563985.00 TIME WARNER CABLE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 14364.00 UNITED PARCEL SERVICE INC CL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2093764.00 UNITED TECHNOLOGIES CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 583420.00 US BANCORP DELCOM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2109750.00 VALERO ENERGY CORP NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 709455.00 VIACOM INC NEWCL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 624746.00 WASTE MGMT INC DELCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 565662.00 WEYERHAEUSER CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 74395.00 WILLIAMS COS INC DEL COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 616705.00 YAHOO INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1247954.00 First Tier Security N/A N/A 2013-12-02 2013-12-04 N N N 99000000.00 99000000.00 0.0035 N 99000000.00 99000000.00 Aspen Funding Corp. Aspen Funding Corp. 0.230132% 04529UAG2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 50036000.00 50021294.98 0.0018 N 50024491.72 50024491.72 Aspen Funding Corp. Aspen Funding Corp. 0.220123% 04529UAU1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-28 2014-01-28 N N N 50000000.00 49982277.78 0.0018 N 49985000.00 49985000.00 Aspen Funding Corp. Aspen Funding Corp. 0.220122% 04529UB30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 40000000.00 39984355.56 0.0014 N 39986400.00 39986400.00 Aspen Funding Corp. Aspen Funding Corp. 0.220121% 04529UBA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 25017000.00 25006145.40 0.0009 N 25007493.54 25007493.54 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.313549% 05252TBB5 Other Note N First Tier Security N/A N/A 2014-01-17 2014-12-18 N N N 260000000.00 260000000.00 0.0092 N 260091000.00 260091000.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.327600% 06417FAR1 Other Note N First Tier Security N/A N/A 2014-02-24 2014-12-23 N N N 350000000.00 350000000.00 0.0123 N 350049000.00 350049000.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.228499% 06417FQF0 Other Note N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 57000000.00 57001101.58 0.0020 N 57003192.00 57003192.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.240000% 06417HAZ9 Certificate of Deposit N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 300000000.00 300000000.00 0.0106 N 299643000.00 299643000.00 Barclays Bank PLC Barclays Bank PLC 0.120000% 68859583 0000312070 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 500000000.00 500000000.00 0.0176 N 500000000.00 500000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.180000% 633046487791575BN 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2017-01-01 5.500000 Government Agency Debt 536340.00 20640.00 FANNIE MAE 2017-04-01 6.000000 Government Agency Debt 987689.00 20904.00 FANNIE MAE 2017-08-01 5.500000 Government Agency Debt 500000.00 20408.00 FANNIE MAE 2018-06-01 5.000000 Government Agency Debt 200000.00 20559.00 FANNIE MAE 2018-07-01 4.000000 Government Agency Debt 623129.00 59371.00 FANNIE MAE 2018-08-01 4.000000 Government Agency Debt 2250000.00 240102.00 FANNIE MAE 2018-10-01 4.000000 Government Agency Debt 150829.00 10528.00 FANNIE MAE 2018-11-01 4.000000 Government Agency Debt 68643.00 7886.00 FANNIE MAE 2018-12-01 4.000000 Government Agency Debt 1602188.00 420285.00 FANNIE MAE 2019-02-01 5.000000 Government Agency Debt 2913225.00 248510.00 FANNIE MAE 2019-03-01 5.000000 Government Agency Debt 2503522.00 334655.00 FANNIE MAE 2019-05-01 4.000000 Government Agency Debt 2896900.00 604825.00 FANNIE MAE 2019-09-01 4.000000 Government Agency Debt 178488.00 46052.00 FANNIE MAE 2020-01-01 5.500000 Government Agency Debt 4509000.00 612190.00 FANNIE MAE 2020-03-01 5.500000 Government Agency Debt 4000000.00 603868.00 FANNIE MAE 2020-04-01 4.500000 Government Agency Debt 5465000.00 606020.00 FANNIE MAE 2020-04-01 4.500000 Government Agency Debt 4460000.00 558955.00 FANNIE MAE 2021-02-01 5.500000 Government Agency Debt 208936.00 21009.00 FANNIE MAE 2021-04-01 5.500000 Government Agency Debt 133871.00 20977.00 FANNIE MAE 2021-05-01 4.000000 Government Agency Debt 1200000.00 585901.00 FANNIE MAE 2022-02-01 5.000000 Government Agency Debt 177000.00 20574.00 FANNIE MAE 2023-07-01 5.000000 Government Agency Debt 2777237.00 555581.00 FANNIE MAE 2023-08-01 5.500000 Government Agency Debt 47633.00 6516.00 FANNIE MAE 2023-09-01 5.000000 Government Agency Debt 273512.00 35737.00 FANNIE MAE 2023-09-01 5.500000 Government Agency Debt 641904.00 20417.00 FANNIE MAE 2024-07-01 4.500000 Government Agency Debt 37752.00 20420.00 FANNIE MAE 2024-11-01 4.500000 Government Agency Debt 22531.00 9581.00 FANNIE MAE 2025-09-01 4.500000 Government Agency Debt 57686.00 37791.00 FANNIE MAE 2025-09-01 5.500000 Government Agency Debt 27050.00 20833.00 FANNIE MAE 2025-11-01 3.500000 Government Agency Debt 468097.00 243762.00 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 3496872.00 2083998.00 FANNIE MAE 2026-04-01 5.500000 Government Agency Debt 4465000.00 544121.00 FANNIE MAE 2026-05-01 4.000000 Government Agency Debt 17000000.00 12242129.00 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt 2482183.00 2080649.00 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt 1489875.00 583472.00 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 4473903.00 3218058.00 FANNIE MAE 2026-12-01 3.000000 Government Agency Debt 1136127.00 711128.00 FANNIE MAE 2027-02-01 3.000000 Government Agency Debt 1899262.00 1955252.00 FANNIE MAE 2027-02-01 3.000000 Government Agency Debt 909373.00 754640.00 FANNIE MAE 2027-05-01 2.500000 Government Agency Debt 1004438.00 630707.00 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 310896.00 284854.00 FANNIE MAE 2027-10-01 3.000000 Government Agency Debt 482486.00 470120.00 FANNIE MAE 2027-12-01 5.500000 Government Agency Debt 7467403.00 543131.00 FANNIE MAE 2028-02-01 2.500000 Government Agency Debt 2094374.00 1983674.00 FANNIE MAE 2028-02-01 2.500000 Government Agency Debt 743065.00 690312.00 FANNIE MAE 2028-02-01 3.000000 Government Agency Debt 12164329.00 11907049.00 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 2000000.00 1993297.00 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 2068624.00 2004098.00 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 653815.00 633294.00 FANNIE MAE 2028-07-01 2.500000 Government Agency Debt 2000000.00 1955655.00 FANNIE MAE 2028-07-01 3.000000 Government Agency Debt 3747158.00 3806947.00 FANNIE MAE 2028-08-01 2.000000 Government Agency Debt 631738.00 609569.00 FANNIE MAE 2028-08-01 2.000000 Government Agency Debt 33090.00 31745.00 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 1999431.00 1975579.00 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 1770160.00 1746741.00 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 1715865.00 1696174.00 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 730118.00 711362.00 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 594473.00 575489.00 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 46558.00 45793.00 FANNIE MAE 2028-09-01 2.500000 Government Agency Debt 2006024.00 1974449.00 FANNIE MAE 2028-09-01 2.500000 Government Agency Debt 1799140.00 1785650.00 FANNIE MAE 2029-05-01 5.000000 Government Agency Debt 3209090.00 574337.00 FANNIE MAE 2029-11-01 4.500000 Government Agency Debt 1827375.00 620036.00 FANNIE MAE 2030-09-01 5.000000 Government Agency Debt 855199.00 585166.00 FANNIE MAE 2030-11-01 4.000000 Government Agency Debt 2275708.00 584230.00 FANNIE MAE 2030-11-01 4.500000 Government Agency Debt 1056554.00 607440.00 FANNIE MAE 2032-04-01 4.000000 Government Agency Debt 1821228.00 1818921.00 FANNIE MAE 2032-11-01 5.500000 Government Agency Debt 9509430.00 624623.00 FANNIE MAE 2033-05-01 6.000000 Government Agency Debt 8936189.00 586318.00 FANNIE MAE 2033-06-01 5.000000 Government Agency Debt 1500000.00 587051.00 FANNIE MAE 2033-06-01 5.500000 Government Agency Debt 9304000.00 556727.00 FANNIE MAE 2033-08-01 5.000000 Government Agency Debt 4800000.00 548356.00 FANNIE MAE 2033-11-01 5.500000 Government Agency Debt 1717535.00 134697.00 FANNIE MAE 2034-03-01 5.000000 Government Agency Debt 387840.00 49852.00 FANNIE MAE 2034-08-01 6.000000 Government Agency Debt 2540000.00 555413.00 FANNIE MAE 2034-09-01 6.000000 Government Agency Debt 7190000.00 628188.00 FANNIE MAE 2035-02-01 6.000000 Government Agency Debt 4856176.00 609581.00 FANNIE MAE 2035-03-01 5.500000 Government Agency Debt 5241015.00 592131.00 FANNIE MAE 2035-03-01 5.500000 Government Agency Debt 2880000.00 579736.00 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 4719682.00 549040.00 FANNIE MAE 2036-01-01 6.000000 Government Agency Debt 2607952.00 619178.00 FANNIE MAE 2036-05-01 5.000000 Government Agency Debt 154764.00 28043.00 FANNIE MAE 2036-06-01 5.500000 Government Agency Debt 3336595.00 569012.00 FANNIE MAE 2036-06-01 6.000000 Government Agency Debt 4857937.00 550243.00 FANNIE MAE 2036-07-01 5.500000 Government Agency Debt 2737000.00 612757.00 FANNIE MAE 2036-07-01 7.000000 Government Agency Debt 2631786.00 585265.00 FANNIE MAE 2036-09-01 5.500000 Government Agency Debt 599877.00 120380.00 FANNIE MAE 2036-10-01 5.500000 Government Agency Debt 1953000.00 595178.00 FANNIE MAE 2037-05-01 5.500000 Government Agency Debt 2008504.00 588597.00 FANNIE MAE 2037-05-01 6.000000 Government Agency Debt 3894.00 666.00 FANNIE MAE 2037-08-01 6.000000 Government Agency Debt 75000.00 17116.00 FANNIE MAE 2037-08-01 6.500000 Government Agency Debt 150360.00 20626.00 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 5115847.00 884425.00 FANNIE MAE 2038-03-01 6.000000 Government Agency Debt 45000.00 20530.00 FANNIE MAE 2038-04-01 5.500000 Government Agency Debt 77217758.00 12212933.00 FANNIE MAE 2038-06-01 5.500000 Government Agency Debt 3865000.00 596955.00 FANNIE MAE 2038-08-01 5.500000 Government Agency Debt 3007309.00 578196.00 FANNIE MAE 2038-08-01 6.500000 Government Agency Debt 179534.00 20625.00 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 85000.00 29518.00 FANNIE MAE 2039-01-01 5.500000 Government Agency Debt 42122.00 21012.00 FANNIE MAE 2039-05-01 5.000000 Government Agency Debt 1220000.00 624946.00 FANNIE MAE 2039-06-01 5.000000 Government Agency Debt 18450622.00 12150178.00 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 1000000.00 553532.00 FANNIE MAE 2039-11-01 6.000000 Government Agency Debt 1177059.00 642497.00 FANNIE MAE 2040-07-01 5.500000 Government Agency Debt 379253.00 180830.00 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 36319.00 18319.00 FANNIE MAE 2041-05-01 6.000000 Government Agency Debt 364259.00 255639.00 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 1000000.00 557487.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 2021556.00 1790154.00 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 788235.00 628450.00 FANNIE MAE 2041-11-01 4.500000 Government Agency Debt 11911822.00 12014690.00 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 676139.00 629303.00 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 11626495.00 11834404.00 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 2197906.00 2072125.00 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 554257.00 548924.00 FANNIE MAE 2042-11-01 2.500000 Government Agency Debt 288318.00 263235.00 FANNIE MAE 2042-11-01 2.500000 Government Agency Debt 52543.00 45199.00 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 104294.00 103219.00 FANNIE MAE 2042-12-01 2.500000 Government Agency Debt 3002.00 2672.00 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt 630000.00 607466.00 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt 600829.00 564744.00 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 54274.00 48138.00 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 35685.00 31129.00 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 13132922.00 12168617.00 FANNIE MAE 2043-02-01 4.000000 Government Agency Debt 11783398.00 11876990.00 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 612816.00 613234.00 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 618802.00 620171.00 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 12671205.00 12011972.00 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 651745.00 623785.00 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 817205.00 750415.00 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 53622.00 49254.00 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 43216.00 39550.00 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 11354721.00 12263270.00 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 11110579.00 11909103.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 74204.00 78215.00 FREDDIE MAC 2017-01-01 5.000000 Government Agency Debt 837947.00 20444.00 FREDDIE MAC 2017-02-01 5.000000 Government Agency Debt 701460.00 20396.00 FREDDIE MAC 2017-09-01 5.000000 Government Agency Debt 10444457.00 588631.00 FREDDIE MAC 2017-09-01 5.000000 Government Agency Debt 757605.00 20933.00 FREDDIE MAC 2017-10-01 5.000000 Government Agency Debt 3190311.00 239568.00 FREDDIE MAC 2017-10-01 5.000000 Government Agency Debt 434771.00 20946.00 FREDDIE MAC 2017-12-01 5.500000 Government Agency Debt 581027.00 44502.00 FREDDIE MAC 2018-04-01 5.000000 Government Agency Debt 9389000.00 573088.00 FREDDIE MAC 2018-11-01 4.500000 Government Agency Debt 3835000.00 556789.00 FREDDIE MAC 2018-11-01 5.000000 Government Agency Debt 7500000.00 562375.00 FREDDIE MAC 2018-12-01 5.000000 Government Agency Debt 2550000.00 574893.00 FREDDIE MAC 2019-02-01 5.000000 Government Agency Debt 150219.00 20473.00 FREDDIE MAC 2022-09-01 6.000000 Government Agency Debt 116154.00 20835.00 FREDDIE MAC 2024-11-01 4.500000 Government Agency Debt 2300000.00 590729.00 FREDDIE MAC 2025-03-01 4.500000 Government Agency Debt 1241068.00 618903.00 FREDDIE MAC 2026-05-01 4.500000 Government Agency Debt 1397362.00 557693.00 FREDDIE MAC 2026-10-01 3.500000 Government Agency Debt 3379614.00 2572950.00 FREDDIE MAC 2028-09-01 2.500000 Government Agency Debt 656878.00 653841.00 FREDDIE MAC 2033-09-01 4.500000 Government Agency Debt 2008728.00 596306.00 FREDDIE MAC 2033-10-01 6.000000 Government Agency Debt 100000.00 20790.00 FREDDIE MAC 2033-11-01 5.000000 Government Agency Debt 3100000.00 576217.00 FREDDIE MAC 2034-02-01 5.000000 Government Agency Debt 2180000.00 564131.00 FREDDIE MAC 2034-11-01 5.000000 Government Agency Debt 3400000.00 560805.00 FREDDIE MAC 2035-04-01 5.000000 Government Agency Debt 4290000.00 560381.00 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 75888.00 20857.00 FREDDIE MAC 2038-01-01 5.500000 Government Agency Debt 2250000.00 549308.00 FREDDIE MAC 2038-01-01 6.000000 Government Agency Debt 65000.00 20420.00 FREDDIE MAC 2038-09-01 5.000000 Government Agency Debt 349625.00 45850.00 FREDDIE MAC 2038-10-01 6.000000 Government Agency Debt 58742.00 20874.00 FREDDIE MAC 2039-01-01 6.500000 Government Agency Debt 1995392.00 589678.00 FREDDIE MAC 2039-07-01 5.000000 Government Agency Debt 1666285.00 548584.00 FREDDIE MAC 2039-12-01 5.000000 Government Agency Debt 1230000.00 574976.00 FREDDIE MAC 2040-02-01 4.500000 Government Agency Debt 1494925.00 561757.00 FREDDIE MAC 2040-09-01 4.500000 Government Agency Debt 1500000.00 601422.00 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 680000.00 565199.00 FREDDIE MAC 2041-01-01 4.500000 Government Agency Debt 2873213.00 2415456.00 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 54000.00 20980.00 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 2828889.00 2442996.00 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 612000.00 549460.00 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 12169718.00 11777708.00 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 237700.00 218636.00 FREDDIE MAC 2042-09-01 3.000000 Government Agency Debt 13687896.00 12092448.00 FREDDIE MAC 2042-10-01 3.000000 Government Agency Debt 825000.00 739291.00 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 668466.00 621333.00 FREDDIE MAC 2043-06-01 2.500000 Government Agency Debt 263814.00 239881.00 FREDDIE MAC 2043-06-01 3.000000 Government Agency Debt 595542.00 569330.00 FREDDIE MAC 2043-07-01 3.000000 Government Agency Debt 3952485.00 3747205.00 FREDDIE MAC 2043-09-01 3.000000 Government Agency Debt 43553.00 41870.00 FREDDIE MAC 2043-09-01 4.000000 Government Agency Debt 539904.00 559849.00 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 11889022.00 12395970.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-02-15 2.500000 Government Agency Debt 2615033.00 2010193.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-11-20 3.500000 Government Agency Debt 1898609.00 2004271.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 5.000000 Government Agency Debt 40410982.00 11744755.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 4.000000 Government Agency Debt 17106489.00 11774998.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-20 5.000000 Government Agency Debt 6727498.00 7298874.00 First Tier Security N/A N/A 2013-12-07 2013-12-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 300000000.00 300000000.00 0.0106 N 300000000.00 300000000.00 BNP Paribas Securities Corp. Joint Account III 0.090000% 68366971779157BNP 0001197610 Government Agency Repurchase Agreement N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-10-20 3.000000 Government Agency Debt 160389418.01 147207236.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-20 3.500000 Government Agency Debt 139592852.28 128011203.94 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 269822000.00 269822000.00 0.0095 N 269822000.00 269822000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.430000% 688283537791574BN 0001197610 Other Repurchase Agreement N ANNALY CAPITAL MGMT 2015-05-15 5.000000 Other Note 4026000.00 4086690.00 APOLLO INVESTMENT CORP 2016-01-15 5.750000 Other Note 5647000.00 6120799.00 ARCELORMITTAL 2014-05-15 5.000000 Other Note 195000.00 198548.00 ARCHER DANIELS 2014-02-15 0.875000 Other Note 276000.00 287048.00 ARES CAPITAL CORP 2016-02-01 5.750000 Other Note 150000.00 165015.00 ARES CAPITAL CORP 2017-03-15 4.875000 Other Note 3116000.00 3320568.00 ARES COMMERCIAL REAL EST 2015-12-15 7.000000 Other Note 6900000.00 7258033.00 ASCENT CAPITAL GROUP INC 2020-07-15 4.000000 Other Note 5000000.00 5440094.00 BARNES GROUP INC 2027-03-15 3.375000 Other Note 5564000.00 7243980.00 BLACKROCK KELSO CAPITAL 2018-02-15 5.500000 Other Note 10150000.00 10622167.00 CAMPUS CREST COMMUNITIES 2018-10-15 4.750000 Other Note 2500000.00 2555139.00 CASTLE (AM) & CO 2017-12-15 7.000000 Other Note 986000.00 1552347.00 CHEMED CORP 2014-05-15 1.875000 Other Note 5000000.00 5266146.00 CLEAN ENERGY FUELS CORP 2018-10-01 5.250000 Other Note 2750000.00 2807635.00 COBALT INTL ENERGY INC 2019-12-01 2.625000 Other Note 1681000.00 1715425.00 CUBIST PHARMACEUTICALS 2020-09-01 1.875000 Other Note 894000.00 1004823.00 DENDREON CORP 2016-01-15 2.875000 Other Note 4920000.00 3189151.00 DRYSHIPS INC 2014-12-01 5.000000 Other Note 750000.00 748389.00 EXELIXIS INC 2019-08-15 4.250000 Other Note 9228000.00 10777453.00 FINISAR CORP 2029-10-15 5.000000 Other Note 2274000.00 4522102.00 FOREST CITY ENTERPRISES 2016-10-15 5.000000 Other Note 5000000.00 7861806.00 FOREST CITY ENTERPRISES 2020-08-15 3.625000 Other Note 2800000.00 2934322.00 GOODRICH PETROLEUM CORP 2032-10-01 5.000000 Other Note 7216000.00 7562769.00 GREEN PLAINS RENEWABLE E 2015-11-01 5.750000 Other Note 4418000.00 5917788.00 GT ADV TECHNOLOGIES INC 2017-10-01 3.000000 Other Note 6794000.00 10194148.00 HEALTH MANAGEMENT ASSOC 2028-05-01 3.750000 Other Note 4603000.00 5571548.00 HEALTHWAYS INC 2018-07-01 1.500000 Other Note 7666000.00 7167710.00 ICONIX BRAND GROUP INC 2016-06-01 2.500000 Other Note 1829000.00 2529491.00 INLAND REAL ESTATE CORP 2029-11-15 5.000000 Other Note 2922000.00 3283815.00 INSULET CORPORATION 2016-06-15 3.750000 Other Note 119000.00 175699.00 INTEROIL CORP 2015-11-15 2.750000 Other Note 2500000.00 2688624.00 JAKKS PACIFIC INC 2018-08-01 4.250000 Other Note 9317000.00 8777178.00 JAMES RIVER COAL COMPANY 2018-06-01 10.000000 Other Note 9420000.00 4539917.00 JDS UNIPHASE CORP 2033-08-15 0.625000 Other Note 2374900.00 2355439.00 JETBLUE AIRWAYS CORP 2038-10-15 5.500000 Other Note 59000.00 124297.00 JINKOSOLAR HOLDING CO LT 2016-05-15 4.000000 Other Note 3294000.00 3700597.00 KB HOME 2019-02-01 1.375000 Other Note 5357839.00 5345178.00 MEDIDATA SOLUTIONS INC 2018-08-01 1.000000 Other Note 6300000.00 8001994.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 105000.00 178270.00 MICRON TECHNOLOGY INC 2032-05-01 2.375000 Other Note 3845000.00 8677578.00 MOLINA HEALTHCARE INC 2020-01-15 1.125000 Other Note 5000000.00 5214688.00 MOLYCORP INC 2018-02-01 5.500000 Other Note 7335000.00 6256959.00 NAVISTAR INTL CORP 2014-10-15 3.000000 Other Note 5198000.00 5424979.00 NAVISTAR INTL CORP 2018-10-15 4.500000 Other Note 5000000.00 5268150.00 NETSUITE INC 2018-06-01 0.250000 Other Note 2100000.00 2232544.00 NORTHSTAR REALTY FIN 2033-06-15 5.375000 Other Note 9419000.00 10279577.00 NQ MOBILE INC 2018-10-15 4.000000 Other Note 8912000.00 6087064.00 PACIRA PHARMACEUTICALS 2019-02-01 3.250000 Other Note 2800000.00 6525828.00 PDL BIO PHARMA INC 2015-05-01 3.750000 Other Note 2628000.00 3952950.00 PENNYMAC CORP 2020-05-01 5.375000 Other Note 7220000.00 6934309.00 PROSPECT CAPITAL CORP 2015-12-15 6.250000 Other Note 2000000.00 2211944.00 PROSPECT CAPITAL CORP 2016-08-15 5.500000 Other Note 22000.00 23518.00 PROSPECT CAPITAL CORP 2017-10-15 5.375000 Other Note 4900000.00 5205414.00 RAIT FINANCIAL TRUST 2031-04-01 7.000000 Other Note 2333000.00 3151085.00 REGIS CORP 2014-07-15 5.000000 Other Note 7535000.00 8645366.00 ROYAL GOLD INC 2019-06-15 2.875000 Other Note 10345000.00 9956827.00 SALESFORCE.COM INC 2018-04-01 0.250000 Other Note 3536000.00 3765072.00 SALIX PHARMACEUTICALS LT 2019-03-15 1.500000 Other Note 5219000.00 7524928.00 SEACOR HOLDINGS INC 2027-12-15 2.500000 Other Note 3691000.00 4630429.00 SEACOR HOLDINGS INC 2028-11-15 3.000000 Other Note 1250000.00 1250683.00 SERVICESOURCE INTL INC 2018-08-01 1.500000 Other Note 4200000.00 4097296.00 SHIP FINANCE INTL LTD 2018-02-01 3.250000 Other Note 3422600.00 3521000.00 SOLAZYME INC 2018-02-01 6.000000 Other Note 3229000.00 3347009.00 STARWOOD PROPERTY TRUST 2018-03-01 4.549999 Other Note 849246.00 942028.00 SUNPOWER CORP 2018-06-01 0.750000 Other Note 2971000.00 3808342.00 VIVUS INC 2020-05-01 4.500000 Other Note 1439462.00 1281668.00 VOLCANO CORP 2015-09-01 2.875000 Other Note 3684000.00 3926325.00 VOLCANO CORP 2017-12-01 1.750000 Other Note 1742000.00 1747283.00 WALTER INVESTMENT MGMT 2019-11-01 4.500000 Other Note 9152000.00 9492912.00 WEB.COM GROUP INC 2018-08-15 1.000000 Other Note 6214000.00 6624241.00 XPO LOGISTICS INC 2017-10-01 4.500000 Other Note 421000.00 644025.00 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 295000000.00 295000000.00 0.0104 N 295000000.00 295000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.260000% 688286007791573BN 0001197610 Other Repurchase Agreement N AFFYMETRIX INC 2019-07-01 4.000000 Other Note 7868000.00 12865710.00 AMBIENT CORPCOM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3164.00 AMICUS THERAPEUTICS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 24424.00 APPLE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 38652330.00 ARES COMMERCIAL REAL EST 2015-12-15 7.000000 Other Note 100000.00 105189.00 AUTODESK INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 15380440.00 AV HOMES INC 2016-02-15 7.500000 Other Note 100000.00 125167.00 AXCELIS TECHNOLOGIES INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 52284.00 BANK OF AMERICA CORPORATION COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 39874045.00 BARNES GROUP INC 2027-03-15 3.375000 Other Note 2436000.00 3171520.00 BUNGE LTD 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 5642062.00 CALLAWAY GOLF CO 2019-08-15 3.750000 Other Note 6323000.00 7646910.00 CHESAPEAKE ENERGY CORP 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 4577500.00 CHIQUITA BRANDS INTL 2016-08-15 4.250000 Other Note 6179000.00 6023152.00 COMCAST CORP NEWCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1706906.00 CURIS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9608.00 EMMIS COMMUNICATIONS CORP CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 10836.00 ESSEX RENT CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1096.00 FACEBOOK INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4666573.00 FOREST CITY ENTERPRISES 2016-10-15 5.000000 Other Note 1779000.00 2797230.00 FOREST CITY ENTERPRISES 2020-08-15 3.625000 Other Note 12100000.00 12680464.00 FOREST OIL CORP COM PAR 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 11198146.00 FRONTIER COMMUNICATIONS CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 98.00 FUELCELL ENERGY INC 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 750000.00 GOOGLE INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 39999514.00 HECLA MNG COCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 112427.00 INFINERA CORP 2018-06-01 1.750000 Other Note 10400000.00 10957989.00 INLAND REAL ESTATE CORP 2029-11-15 5.000000 Other Note 747000.00 839497.00 ISHARES MSCI STH 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 10822836.00 JARDEN CORP 2019-06-15 1.500000 Other Note 10214296.00 11860977.00 JETBLUE AIRWAYS CORP 2038-10-15 5.500000 Other Note 5077000.00 10695829.00 JETBLUE AIRWAYS CORP 2039-10-15 6.750000 Other Note 871000.00 1641400.00 JPMORGAN CHASE & CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 341949.00 KAISER ALUMINUM CORPORAT 2015-04-01 4.500000 Other Note 907000.00 1315495.00 LADENBURG THALMAN FIN SVCS ICOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 84837.00 LEARNING TREE INTL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 273.00 MARKET VECTORS ETF TR GOLD MIN 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 20888615.00 MARKET VECTORS ETF TR JR GOLD 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 5789469.00 MERGE HEALTHCARE INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 89817.00 MICROSOFT CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 39957482.00 NET ELEMENT INTL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1325.00 NIKE INCCL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1041603.00 NORTHSTAR REALTY FIN 2031-03-15 7.500000 Other Note 1501000.00 2566405.00 NUSTAR ENERGY LPUNIT COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2164233.00 PFIZER INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 39676413.00 POWERSHARES INDIA ETF TRINDIA PO 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 5188118.00 PROSHARES TR II ULTRASHR 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 1052295.00 PROSPECT CAPITAL CORP 2016-08-15 5.500000 Other Note 145000.00 155008.00 QUICKSILVER RESOURCES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1196202.00 RADIAN GROUP INC 2019-03-01 2.250000 Other Note 8500000.00 12621480.00 RAMBUS INC 2014-06-15 5.000000 Other Note 7679000.00 7978694.00 RIGEL PHARMACEUTICALS INC COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 96051.00 SMTC CORP COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 356.00 SONUS NETWORKS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 173962.00 SPIRIT AEROSYSTEMS HLDGS INCCOM CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 301435.00 SUMMER INFANT INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 164.00 TEEKAY TANKERS LTDCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 33087.00 THERAVANCE INC 2023-01-15 2.125000 Other Note 8000000.00 12258318.00 UNIVERSAL CORP 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 1163900.00 VANGUARD INDEX FDSREIT ETF 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 2301950.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 3883000.00 4878019.00 VENTRUS BIOSCIENCES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2945.00 WEBMD HEALTH CORP 2016-03-31 2.250000 Other Note 10850000.00 10903572.00 WEYERHAEUSER CO 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 5528.00 WISDOMTREE TR INDIA ER 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 2480281.00 WISDOMTREE TR JAPN HED 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 3054096.00 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 400000000.00 400000000.00 0.0141 N 400000000.00 400000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.210000% 688609787791571BN 0001197610 Other Repurchase Agreement N APOLLO GLOBAL MGMT LLCCL A SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12780888.00 APPLE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 21311003.00 AUTODESK INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 13325962.00 BANK OF AMERICA CORPORATION COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29905514.00 BERKSHIRE HATHAWAY INC DELCL B NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 13928046.00 BIOGEN IDEC INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29792011.00 BLACKSTONE GROUP L PCOM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1943901.00 BRISTOL MYERS SQUIBB CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 622055.00 CELGENE CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12727614.00 CHARTER COMMUNICATIONS INC DCL A NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 15947482.00 CVS CAREMARK CORPORATIONCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 193938.00 EATON CORP PLCSHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 15064069.00 EQUITY RESIDENTIALSH BEN I 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 15348203.00 GOOGLE INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29999901.00 LIBERTY MEDIA CORP DELAWARE CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 13315723.00 LIFE TECHNOLOGIES CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 15019758.00 MARKET VECTORS ETF TR GOLD MIN 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 885988.00 MICROSOFT CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29968102.00 NORTHEAST UTILS COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 21519391.00 PHILIP MORRIS INTL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 5147870.00 SPIRIT AEROSYSTEMS HLDGS INCCOM CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2077901.00 THRESHOLD PHARMACEUTICAL INCCOM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 896979.00 VERTEX PHARMACEUTICALS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3606613.00 WAL-MART STORES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6117256.00 WELLS FARGO & CO NEWCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12553865.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 300000000.00 300000000.00 0.0106 N 300000000.00 300000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.460000% 68861003779157BNP 0001197610 Other Repurchase Agreement N ACCURAY INC 2018-02-01 3.500000 Other Note 697460.00 1144861.00 AK STEEL CORP 2019-11-15 5.000000 Other Note 2394789.00 2911332.00 ALCOA INC 2018-07-15 6.750000 Other Note 1267051.00 1456836.00 ALLY FINANCIAL INC 2031-11-01 8.000000 Other Note 3128331.00 3750000.00 ANGLOGOLD HOLDINGS PLC 2020-07-30 8.500000 Other Note 1547641.00 1617285.00 BANK OF AMERICA CORP 2016-08-01 6.500000 Other Note 3241937.00 3749999.00 BANK OF AMERICA CORP 2020-07-01 5.625000 Other Note 2427032.00 2836912.00 BERRY PETROLEUM CO 2022-09-15 6.375000 Other Note 3361.00 3534.00 BEV PACK HLDS LU/ISSUER 2016-12-15 5.625000 Other Note 530000.00 544409.00 BLACK DIAMOND CLO LTD 2019-04-29 1.586850 Other Note 10750000.00 9977423.00 BROOKFIELD RESIDENTIAL 2020-12-15 6.500000 Other Note 50000.00 52125.00 CABLEVISION SYSTEMS CORP 2022-09-15 5.875000 Other Note 66579.00 65255.00 CAESARS ENTERTAINMENT OP 2017-06-01 11.250000 Other Note 308426.00 330980.00 CENTURYLINK INC 2015-02-15 5.000000 Other Note 74000.00 78214.00 CFC LLC 2019-08-15 3.149999 Other Note 671251.00 673954.00 CIFC FUNDING LTD 2021-07-26 5.488100 Other Note 415909.00 404871.00 CIT GROUP INC 2023-08-01 5.000000 Other Note 1000000.00 996389.00 COLLEGE LOAN CORPORATION TRUST 2046-04-25 0.988349 Other Note 20273920.00 18749999.00 COMISION FED DE ELECTRIC 2021-05-26 4.875000 Other Note 93415.00 95555.00 CONNECTICUT AVENUE SECURITIES SERIES 2023-10-25 2.165999 Government Agency Debt 3426761.00 3446642.00 CONSOL ENERGY INC 2017-04-01 8.000000 Other Note 311.00 333.00 CONTINENTAL RESOURCES 2022-09-15 5.000000 Other Note 651614.00 669533.00 DELL INC 2015-09-10 2.299999 Other Note 1047000.00 1054902.00 DELL INC 2018-04-15 5.650000 Other Note 500000.00 513453.00 EDLINC STUDENT LOAN FUNDING TRUST 2040-11-26 4.405999 Other Note 3359517.00 2976852.00 FANNIE MAE 2019-10-09 0.00 Government Agency Debt 2565198.00 2197759.00 FELCOR LODGING LP 2019-06-01 6.750000 Other Note 412290.00 454910.00 FIRST DATA CORPORATION 2019-06-15 7.375000 Other Note 780633.00 862480.00 FIRSTENERGY CORP 2023-03-15 4.250000 Other Note 1190000.00 1108711.00 FREMF MORTGAGE TRUST 2046-07-25 3.737820 Other Note 1361145.00 1248273.00 FRONTIER COMMUNICATIONS 2021-07-01 9.250000 Other Note 924025.00 1085729.00 GOODYEAR TIRE & RUBBER 2022-05-15 7.000000 Other Note 150000.00 161625.00 HAWK ACQUISITION SUB INC 2020-10-15 4.250000 Other Note 230000.00 222570.00 HCA INC 2023-05-01 4.750000 Other Note 46000.00 43804.00 HILTON WORLDWIDE FINANCE 2021-10-15 5.625000 Other Note 795655.00 813557.00 ING INVESTMENT MANAGEMENT CLO LTD 2021-06-22 2.150199 Other Note 616988.00 609073.00 KINDER MORGAN INC/DELAWA 2021-02-15 5.000000 Other Note 817441.00 813602.00 LEVEL 3 FINANCING INC 2020-07-15 8.625000 Other Note 42000.00 47145.00 LYNX I CORP 2021-04-15 5.375000 Other Note 33000.00 33660.00 MEG ENERGY CORP 2024-03-31 7.000000 Other Note 993274.00 1024341.00 MILLICOM INTL CELLULAR 2021-10-15 6.625000 Other Note 1415324.00 1456860.00 MLCC MORTGAGE INVESTORS INC 2035-04-25 2.141868 Other Note 5800000.00 1024347.00 OMEGA HLTHCARE INVESTORS 2024-03-15 5.875000 Other Note 321476.00 328573.00 PETROBRAS INTL FIN CO 2014-09-15 7.750000 Other Note 305375.00 325509.00 PROGRESS ENERGY INC 2019-03-15 7.049999 Other Note 1330.00 1632.00 REGIONS FINANCIAL CORP 2014-11-10 7.750000 Other Note 767163.00 818786.00 REYNOLDS GRP ISS/REYNOLD 2018-05-15 8.500000 Other Note 133.00 141.00 SEAGATE HDD CAYMAN 2021-11-01 7.000000 Other Note 458560.00 507855.00 SEMPRA ENERGY 2018-06-15 6.150000 Other Note 271845.00 325156.00 SL GREEN REALTY CORP 2018-08-15 5.000000 Other Note 2456741.00 2674149.00 SUNGARD DATA SYSTEMS INC 2018-11-15 7.375000 Other Note 1419259.00 1508485.00 TELEFONICA EMISIONES SAU 2023-04-27 4.570000 Other Note 3757408.00 3739832.00 TENET HEALTHCARE CORP 2020-10-01 6.000000 Other Note 1600000.00 1674000.00 TENET HEALTHCARE CORP 2021-04-01 4.500000 Other Note 215000.00 208469.00 TENET HEALTHCARE CORP 2021-10-01 4.375000 Other Note 215000.00 201563.00 TENET HEALTHCARE CORP 2022-04-01 8.125000 Other Note 1359621.00 1497920.00 TRANSDIGM INC 2020-10-15 5.500000 Other Note 500000.00 502917.00 VERIZON COMMUNICATIONS 2022-11-01 2.450000 Other Note 125000.00 111428.00 WHITING PETROLEUM CORP 2019-03-15 5.000000 Other Note 991195.00 1024235.00 WINDSTREAM CORP 2023-04-01 7.500000 Other Note 447193.00 463776.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 75000000.00 75000000.00 0.0026 N 75000000.00 75000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.210000% 688612287791572BN 0001197610 Other Repurchase Agreement N ALBANY MOLECULAR RESEARC 2018-11-15 2.250000 Other Note 5642000.00 5761893.00 ALLIANCE DATA SYSTEMS CO 2014-05-15 4.750000 Other Note 1870000.00 9484354.00 AV HOMES INC 2016-02-15 7.500000 Other Note 100000.00 125167.00 BLACKSTONE MORTGAGE TR 2018-12-01 5.250000 Other Note 2000000.00 2008760.00 CASH AMERICA INTERNATION 2029-05-15 5.250000 Other Note 11500000.00 17136974.00 CEMEX SAB DE CV 2016-03-15 3.250000 Other Note 1036000.00 1299984.00 COGENT COMMUNICATIONS GR 2027-06-15 1.000000 Other Note 20000000.00 20291111.00 DIREXION SHS ETF TR DLY R/E 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 1085570.00 ENCORE CAPITAL GROUP INC 2017-11-27 3.000000 Other Note 11500000.00 18457500.00 FACEBOOK INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29999997.00 GOOGLE INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29999901.00 GROUP 1 AUTOMOTIVE INC 2020-03-15 3.000000 Other Note 11500000.00 22337792.00 INSULET CORPORATION 2016-06-15 3.750000 Other Note 1495000.00 2207313.00 KILROY REALTY LP 2014-11-15 4.250000 Other Note 16368000.00 23402685.00 MERITOR INC 2026-03-01 7.875000 Other Note 16860000.00 21678883.00 MICRON TECHNOLOGY INC 2033-02-15 1.625000 Other Note 11561000.00 23082397.00 PROSHARES TRPSHS ULS 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 1625400.00 PROSPECT CAPITAL CORP 2016-08-15 5.500000 Other Note 145000.00 155008.00 QIHOO 360 TECH CO LTD 2018-09-15 2.500000 Other Note 21512000.00 22993938.00 REDWOOD TRUST INC 2018-04-15 4.625000 Other Note 22325000.00 23135013.00 SPDR S&P MIDCAP 400 ETF TRUTSER1 S 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 2602423.00 TERADYNE INC 2014-03-15 4.500000 Other Note 4601000.00 14409182.00 TESLA MOTORS INC 2018-06-01 1.500000 Other Note 18245000.00 23032792.00 VANGUARD INDEX FDSREIT ETF 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 12243572.00 WISDOMTREE TR INDIA ER 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 6136.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 300000000.00 300000000.00 0.0106 N 300000000.00 300000000.00 BNYMellon Investments BNYMellon Investments 0.110000% 68860983779157BNY 0001497973 Government Agency Repurchase Agreement N US TREASURY N/B 2041-08-15 3.750000 Treasury Debt 560700000.00 565705162.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 548600000.00 548600000.00 0.0193 N 548600000.00 548600000.00 BNZ International Funding Ltd. BNZ International Funding Ltd. 0.268099% 0556X4BU9 Other Note N First Tier Security N/A N/A 2014-02-19 2014-08-19 N N N 50000000.00 49996819.78 0.0018 N 49994500.00 49994500.00 Chariot Funding LLC Chariot Funding LLC 0.320769% 15963UB47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 100000000.00 99942222.22 0.0035 N 99980000.00 99980000.00 Chariot Funding LLC Chariot Funding LLC 0.320769% 15963UB70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 50000000.00 49969777.78 0.0018 N 49989000.00 49989000.00 Chariot Funding LLC Chariot Funding LLC 0.300671% 15963UBS4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-26 2014-02-26 N N N 20000000.00 19985500.00 0.0007 N 19993200.00 19993200.00 Chariot Funding LLC Chariot Funding LLC 0.300676% 15963UCE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 50000000.00 49957083.33 0.0018 N 49978000.00 49978000.00 Chariot Funding LLC Chariot Funding LLC 0.300671% 15963UD94 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N N 50000000.00 49946250.00 0.0018 N 49971500.00 49971500.00 Chariot Funding LLC Chariot Funding LLC 0.300676% 15963UDE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 40000000.00 39955333.33 0.0014 N 39976400.00 39976400.00 Chariot Funding LLC Chariot Funding LLC 0.300676% 15963UFL5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 10000000.00 9983250.00 0.0004 N 9988300.00 9988300.00 Chariot Funding LLC Chariot Funding LLC 0.300671% 15963UGH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-17 2014-07-17 N N N 25000000.00 24952500.00 0.0009 N 24966500.00 24966500.00 Chariot Funding LLC Chariot Funding LLC 0.300671% 15963UGQ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 70000000.00 69862916.67 0.0025 N 69903400.00 69903400.00 China Construction Bank Corp, New York China Construction Bank Corp, New York 0.414000% 16949EMV8 Other Note N First Tier Security N/A N/A 2013-12-27 2013-12-30 Y CHINA CONSTRUCTION BANK CORPORAT N/A N/A N N 250000000.00 250000000.00 0.0088 N 250000000.00 250000000.00 China Construction Bank Corp, New York China Construction Bank Corp, New York 0.620000% 16949EQC6 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 40000000.00 40000928.73 0.0014 N 40007200.00 40007200.00 China Construction Bank Corp, New York China Construction Bank Corp, New York 0.600000% 16949ETN9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 150000000.00 150002722.77 0.0053 N 150160500.00 150160500.00 China Construction Bank Corp. China Construction Bank Corp. 0.210000% 68811525 0001445474 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 250000000.00 250000000.00 0.0088 N 250000000.00 250000000.00 Citibank, N.A. Joint Account III 0.090000% 68366971779157CIT 0000840464 Government Agency Repurchase Agreement N FANNIE MAE 2014-01-15 6.500000 Government Agency Debt 2444027.25 139.54 FANNIE MAE 2014-03-01 6.000000 Government Agency Debt 1927107.27 706.55 FANNIE MAE 2014-04-01 6.000000 Government Agency Debt 1927300.00 3218.98 FANNIE MAE 2014-05-01 4.500000 Government Agency Debt 385460.00 3094.09 FANNIE MAE 2014-07-01 8.000000 Government Agency Debt 44713.36 27.75 FANNIE MAE 2014-08-01 8.000000 Government Agency Debt 192730.00 129.13 FANNIE MAE 2014-10-01 8.000000 Government Agency Debt 11563.80 1.54 FANNIE MAE 2014-12-01 13.500000 Government Agency Debt 19273.00 21.59 FANNIE MAE 2015-01-01 4.500000 Government Agency Debt 573264.21 12850.47 FANNIE MAE 2015-04-01 5.500000 Government Agency Debt 729474.96 21962.74 FANNIE MAE 2015-06-01 4.500000 Government Agency Debt 1315139.80 41100.06 FANNIE MAE 2015-06-01 5.000000 Government Agency Debt 431715.20 16712.00 FANNIE MAE 2015-06-01 8.000000 Government Agency Debt 13491.10 44.33 FANNIE MAE 2015-06-01 8.500000 Government Agency Debt 48953.42 1.16 FANNIE MAE 2015-07-01 8.000000 Government Agency Debt 19273.00 122.19 FANNIE MAE 2015-07-01 8.000000 Government Agency Debt 19273.00 77.09 FANNIE MAE 2015-07-01 8.000000 Government Agency Debt 3469.14 10.02 FANNIE MAE 2015-07-01 12.750000 Government Agency Debt 132983.70 23.90 FANNIE MAE 2015-08-01 8.000000 Government Agency Debt 65870.87 159.58 FANNIE MAE 2015-09-01 5.000000 Government Agency Debt 166634.74 8679.40 FANNIE MAE 2015-09-01 8.500000 Government Agency Debt 80946.60 158.04 FANNIE MAE 2015-09-01 11.000000 Government Agency Debt 38546.00 1.93 FANNIE MAE 2015-11-01 4.500000 Government Agency Debt 298677.15 15527.10 FANNIE MAE 2015-11-01 5.000000 Government Agency Debt 462552.00 24610.08 FANNIE MAE 2015-11-01 10.500000 Government Agency Debt 96365.00 198.90 FANNIE MAE 2015-12-01 11.000000 Government Agency Debt 9636.50 65.91 FANNIE MAE 2015-12-01 11.000000 Government Agency Debt 38546.00 3.85 FANNIE MAE 2015-12-01 11.500000 Government Agency Debt 9636.50 26.60 FANNIE MAE 2016-02-01 5.000000 Government Agency Debt 4614509.72 246657.78 FANNIE MAE 2016-03-01 9.500000 Government Agency Debt 9636.50 28.91 FANNIE MAE 2016-03-01 10.000000 Government Agency Debt 1927.30 1.16 FANNIE MAE 2016-05-01 5.500000 Government Agency Debt 433642.50 5602.28 FANNIE MAE 2016-05-01 12.000000 Government Agency Debt 17345.70 19.66 FANNIE MAE 2016-06-01 5.500000 Government Agency Debt 638290.15 40934.70 FANNIE MAE 2016-06-01 8.500000 Government Agency Debt 8480.12 42.40 FANNIE MAE 2016-06-01 9.250000 Government Agency Debt 9251.04 57.43 FANNIE MAE 2016-08-01 9.500000 Government Agency Debt 5396.44 6.94 FANNIE MAE 2016-09-01 6.500000 Government Agency Debt 232045.76 1974.33 FANNIE MAE 2016-09-01 8.500000 Government Agency Debt 3469.14 9.64 FANNIE MAE 2016-10-01 5.500000 Government Agency Debt 203325.91 4776.62 FANNIE MAE 2016-10-01 8.000000 Government Agency Debt 45484.28 100.61 FANNIE MAE 2016-10-01 9.000000 Government Agency Debt 3854.60 1.93 FANNIE MAE 2017-01-01 5.500000 Government Agency Debt 393169.20 6683.49 FANNIE MAE 2017-02-01 8.000000 Government Agency Debt 3469.14 101.38 FANNIE MAE 2017-02-01 8.000000 Government Agency Debt 23127.60 35.08 FANNIE MAE 2017-02-01 9.000000 Government Agency Debt 82102.98 95.21 FANNIE MAE 2017-03-01 5.500000 Government Agency Debt 196584.60 10584.73 FANNIE MAE 2017-03-01 8.000000 Government Agency Debt 36618.31 65.14 FANNIE MAE 2017-03-01 8.500000 Government Agency Debt 23127.60 155.34 FANNIE MAE 2017-04-01 8.000000 Government Agency Debt 2698.22 6.17 FANNIE MAE 2017-05-01 8.000000 Government Agency Debt 32142.74 79.02 FANNIE MAE 2017-05-01 8.000000 Government Agency Debt 7709.20 18.89 FANNIE MAE 2017-06-01 6.000000 Government Agency Debt 38546.00 355.78 FANNIE MAE 2017-06-01 8.000000 Government Agency Debt 9636.50 1.93 FANNIE MAE 2017-06-01 10.000000 Government Agency Debt 2312.76 1.16 FANNIE MAE 2017-07-01 8.000000 Government Agency Debt 9636.50 99.83 FANNIE MAE 2017-07-01 8.000000 Government Agency Debt 6552.82 29.68 FANNIE MAE 2017-07-01 8.000000 Government Agency Debt 1927.30 19.66 FANNIE MAE 2017-07-01 8.000000 Government Agency Debt 5010.98 11.95 FANNIE MAE 2017-08-01 5.500000 Government Agency Debt 535789.40 13767.86 FANNIE MAE 2017-08-01 8.000000 Government Agency Debt 19273.00 97.14 FANNIE MAE 2017-08-01 8.000000 Government Agency Debt 2287.71 73.62 FANNIE MAE 2017-08-01 8.500000 Government Agency Debt 11206.48 2.70 FANNIE MAE 2017-08-01 9.000000 Government Agency Debt 38546.00 343.44 FANNIE MAE 2017-09-01 5.500000 Government Agency Debt 387387.30 10343.82 FANNIE MAE 2017-10-01 5.000000 Government Agency Debt 770920.00 31872.92 FANNIE MAE 2017-10-01 10.000000 Government Agency Debt 3854.60 3.08 FANNIE MAE 2018-01-01 9.500000 Government Agency Debt 3854.60 2.70 FANNIE MAE 2018-03-01 4.500000 Government Agency Debt 773293.66 82240.20 FANNIE MAE 2018-03-01 5.500000 Government Agency Debt 195522.66 10728.51 FANNIE MAE 2018-03-01 9.000000 Government Agency Debt 32764.10 26.21 FANNIE MAE 2018-04-01 8.000000 Government Agency Debt 5396.44 13.88 FANNIE MAE 2018-05-01 4.500000 Government Agency Debt 228010.38 26539.69 FANNIE MAE 2018-05-01 5.000000 Government Agency Debt 87269.30 6898.58 FANNIE MAE 2018-06-01 4.500000 Government Agency Debt 739698.90 57050.01 FANNIE MAE 2018-06-01 4.500000 Government Agency Debt 245317.54 23806.40 FANNIE MAE 2018-06-01 4.500000 Government Agency Debt 137901.01 17274.39 FANNIE MAE 2018-06-01 4.500000 Government Agency Debt 138904.37 14136.36 FANNIE MAE 2018-06-01 4.500000 Government Agency Debt 105823.42 10667.99 FANNIE MAE 2018-06-01 4.500000 Government Agency Debt 98608.76 10359.62 FANNIE MAE 2018-06-01 5.500000 Government Agency Debt 255733.44 39908.22 FANNIE MAE 2018-07-01 4.500000 Government Agency Debt 362968.41 70954.71 FANNIE MAE 2018-07-01 4.500000 Government Agency Debt 770920.00 66343.06 FANNIE MAE 2018-07-01 4.500000 Government Agency Debt 90783.54 11921.51 FANNIE MAE 2018-08-01 4.500000 Government Agency Debt 655823.96 73067.80 FANNIE MAE 2018-08-01 4.500000 Government Agency Debt 140238.44 16931.33 FANNIE MAE 2018-11-01 9.500000 Government Agency Debt 395096.11 1330.22 FANNIE MAE 2018-11-01 9.500000 Government Agency Debt 11563.80 10.79 FANNIE MAE 2018-12-01 4.500000 Government Agency Debt 541659.57 82325.78 FANNIE MAE 2018-12-01 9.500000 Government Agency Debt 38546.00 852.64 FANNIE MAE 2019-03-01 9.500000 Government Agency Debt 9636.50 8.09 FANNIE MAE 2019-04-01 4.000000 Government Agency Debt 23204300.37 462745.12 FANNIE MAE 2019-04-01 4.500000 Government Agency Debt 446938.56 82205.13 FANNIE MAE 2019-04-01 4.500000 Government Agency Debt 165706.94 26901.64 FANNIE MAE 2019-05-01 4.500000 Government Agency Debt 709797.61 127558.35 FANNIE MAE 2019-05-01 4.500000 Government Agency Debt 152424.76 18195.64 FANNIE MAE 2019-06-01 4.500000 Government Agency Debt 88389.83 49791.41 FANNIE MAE 2019-06-01 5.500000 Government Agency Debt 164049.08 22624.19 FANNIE MAE 2019-06-01 11.000000 Government Agency Debt 173457.00 401.65 FANNIE MAE 2019-07-01 4.000000 Government Agency Debt 88387.52 28823.93 FANNIE MAE 2019-07-01 11.000000 Government Agency Debt 38546.00 16.19 FANNIE MAE 2019-08-01 9.000000 Government Agency Debt 3854.60 2.31 FANNIE MAE 2019-09-01 8.000000 Government Agency Debt 3854.60 2.70 FANNIE MAE 2019-10-01 5.000000 Government Agency Debt 51626.97 5153.99 FANNIE MAE 2019-10-01 9.000000 Government Agency Debt 16189.32 136.84 FANNIE MAE 2019-10-01 9.000000 Government Agency Debt 1927.30 5.78 FANNIE MAE 2019-10-01 9.000000 Government Agency Debt 4625.52 5.01 FANNIE MAE 2019-11-01 8.250000 Government Agency Debt 8094.66 47.03 FANNIE MAE 2019-11-01 9.000000 Government Agency Debt 11949.26 43.17 FANNIE MAE 2019-12-01 9.000000 Government Agency Debt 6938.28 6.55 FANNIE MAE 2019-12-01 9.500000 Government Agency Debt 94437.70 485.68 FANNIE MAE 2019-12-01 9.500000 Government Agency Debt 17345.70 115.64 FANNIE MAE 2020-02-01 9.000000 Government Agency Debt 3854.60 3.08 FANNIE MAE 2020-04-01 4.000000 Government Agency Debt 842423.60 242322.13 FANNIE MAE 2020-04-01 9.500000 Government Agency Debt 5781.90 4.24 FANNIE MAE 2020-05-01 4.000000 Government Agency Debt 539644.00 164784.54 FANNIE MAE 2020-05-01 9.000000 Government Agency Debt 2312.76 1.93 FANNIE MAE 2020-05-01 9.500000 Government Agency Debt 17345.70 25.44 FANNIE MAE 2020-05-01 10.000000 Government Agency Debt 1927.30 0.77 FANNIE MAE 2020-06-01 5.500000 Government Agency Debt 269822.00 31953.09 FANNIE MAE 2020-06-01 10.000000 Government Agency Debt 9636.50 196.58 FANNIE MAE 2020-07-01 4.500000 Government Agency Debt 596651.61 83295.98 FANNIE MAE 2020-07-01 4.500000 Government Agency Debt 118951.41 12738.68 FANNIE MAE 2020-07-01 9.000000 Government Agency Debt 5781.90 3.85 FANNIE MAE 2020-07-01 9.500000 Government Agency Debt 1283307.74 1161.01 FANNIE MAE 2020-08-01 9.000000 Government Agency Debt 3112.97 8.48 FANNIE MAE 2020-08-01 11.000000 Government Agency Debt 101577.58 20.04 FANNIE MAE 2020-09-01 4.000000 Government Agency Debt 770920.00 209637.43 FANNIE MAE 2020-09-01 5.500000 Government Agency Debt 18662.05 1899.93 FANNIE MAE 2020-09-01 9.500000 Government Agency Debt 29294.96 254.02 FANNIE MAE 2020-10-01 9.500000 Government Agency Debt 63986.36 746.25 FANNIE MAE 2020-11-01 3.500000 Government Agency Debt 28336.32 11859.06 FANNIE MAE 2020-11-01 3.500000 Government Agency Debt 19898.60 7814.05 FANNIE MAE 2020-11-01 10.000000 Government Agency Debt 9636.50 4.63 FANNIE MAE 2020-12-01 10.500000 Government Agency Debt 10383.14 10.41 FANNIE MAE 2021-01-01 5.500000 Government Agency Debt 57819.00 11843.64 FANNIE MAE 2021-02-01 8.500000 Government Agency Debt 25440.36 10.02 FANNIE MAE 2021-02-01 9.500000 Government Agency Debt 6167.36 217.78 FANNIE MAE 2021-03-01 3.500000 Government Agency Debt 155725.84 79335.38 FANNIE MAE 2021-03-01 5.000000 Government Agency Debt 77092.00 7381.56 FANNIE MAE 2021-03-01 8.000000 Government Agency Debt 1002196.00 1651.70 FANNIE MAE 2021-03-01 8.500000 Government Agency Debt 2312.76 2.31 FANNIE MAE 2021-04-01 8.500000 Government Agency Debt 22742.14 17.35 FANNIE MAE 2021-05-01 8.500000 Government Agency Debt 9636.50 25.83 FANNIE MAE 2021-05-01 9.000000 Government Agency Debt 2698.22 2.70 FANNIE MAE 2021-06-01 4.000000 Government Agency Debt 274921.25 202346.84 FANNIE MAE 2021-06-01 8.500000 Government Agency Debt 86982.90 94.05 FANNIE MAE 2021-06-01 8.500000 Government Agency Debt 72890.49 58.20 FANNIE MAE 2021-07-01 3.500000 Government Agency Debt 314712.29 167872.84 FANNIE MAE 2021-07-01 4.000000 Government Agency Debt 300705.83 174564.43 FANNIE MAE 2021-07-01 8.000000 Government Agency Debt 5010.98 18.12 FANNIE MAE 2021-07-01 8.500000 Government Agency Debt 2312.76 3.08 FANNIE MAE 2021-07-01 9.500000 Government Agency Debt 3083.68 169.60 FANNIE MAE 2021-08-01 3.000000 Government Agency Debt 350109.46 159046.58 FANNIE MAE 2021-08-01 3.500000 Government Agency Debt 115638.00 66064.76 FANNIE MAE 2021-08-01 9.000000 Government Agency Debt 250549.00 255.17 FANNIE MAE 2021-10-01 3.500000 Government Agency Debt 582501.37 470472.05 FANNIE MAE 2021-10-01 8.000000 Government Agency Debt 9636.50 10.41 FANNIE MAE 2021-10-01 8.500000 Government Agency Debt 65528.20 110.24 FANNIE MAE 2021-10-01 9.000000 Government Agency Debt 38546.00 534.25 FANNIE MAE 2021-10-01 9.000000 Government Agency Debt 28909.50 85.57 FANNIE MAE 2021-11-01 9.000000 Government Agency Debt 72851.94 55.51 FANNIE MAE 2021-12-01 9.000000 Government Agency Debt 3083.68 50.50 FANNIE MAE 2021-12-01 9.500000 Government Agency Debt 42400.60 265.20 FANNIE MAE 2022-01-01 9.000000 Government Agency Debt 21585.76 199.67 FANNIE MAE 2022-02-01 8.000000 Government Agency Debt 102725.09 62.44 FANNIE MAE 2022-03-01 3.000000 Government Agency Debt 1079288.00 745789.16 FANNIE MAE 2022-03-01 8.000000 Government Agency Debt 13105.64 61.67 FANNIE MAE 2022-03-01 8.000000 Government Agency Debt 11450.09 17.35 FANNIE MAE 2022-03-01 8.500000 Government Agency Debt 34884.13 932.81 FANNIE MAE 2022-03-01 8.500000 Government Agency Debt 96365.00 173.84 FANNIE MAE 2022-03-01 9.000000 Government Agency Debt 18116.62 446.75 FANNIE MAE 2022-04-01 3.000000 Government Agency Debt 979068.40 691342.94 FANNIE MAE 2022-04-01 4.000000 Government Agency Debt 218084.02 159863.37 FANNIE MAE 2022-04-01 8.250000 Government Agency Debt 17345.70 381.22 FANNIE MAE 2022-05-01 8.000000 Government Agency Debt 13491.10 33.54 FANNIE MAE 2022-05-01 8.000000 Government Agency Debt 2698.22 8.09 FANNIE MAE 2022-06-01 3.000000 Government Agency Debt 467603.45 350276.37 FANNIE MAE 2022-08-01 4.000000 Government Agency Debt 844803.43 721446.21 FANNIE MAE 2022-08-01 7.500000 Government Agency Debt 385460.00 2214.85 FANNIE MAE 2022-08-01 8.000000 Government Agency Debt 26982.20 61.67 FANNIE MAE 2022-09-01 9.000000 Government Agency Debt 10021.96 104.85 FANNIE MAE 2022-09-01 9.000000 Government Agency Debt 9012.44 80.18 FANNIE MAE 2022-12-01 8.000000 Government Agency Debt 13491.10 39.32 FANNIE MAE 2022-12-01 8.500000 Government Agency Debt 27367.66 141.46 FANNIE MAE 2023-01-01 2.500000 Government Agency Debt 4240060.00 3783435.60 FANNIE MAE 2023-01-01 5.000000 Government Agency Debt 385460.00 28989.29 FANNIE MAE 2023-02-01 2.500000 Government Agency Debt 552852.56 525830.66 FANNIE MAE 2023-02-01 5.000000 Government Agency Debt 385460.00 29613.35 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 1158511.98 165835.30 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 1029511.62 158880.44 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 510955.37 142826.81 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 1215424.38 125359.30 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 106011.91 15338.61 FANNIE MAE 2023-05-01 4.500000 Government Agency Debt 84033.75 12931.41 FANNIE MAE 2023-05-01 4.500000 Government Agency Debt 68459.62 10466.01 FANNIE MAE 2023-05-01 4.500000 Government Agency Debt 27649.82 2998.49 FANNIE MAE 2023-06-01 3.000000 Government Agency Debt 581567.79 562224.63 FANNIE MAE 2023-06-01 3.500000 Government Agency Debt 181744.39 181293.79 FANNIE MAE 2023-06-01 4.500000 Government Agency Debt 3854600.00 231967.52 FANNIE MAE 2023-06-01 4.500000 Government Agency Debt 1499006.91 168844.59 FANNIE MAE 2023-06-01 5.000000 Government Agency Debt 13491.10 2675.09 FANNIE MAE 2023-06-01 8.000000 Government Agency Debt 4625.52 2.31 FANNIE MAE 2023-07-01 2.000000 Government Agency Debt 210130.44 200612.66 FANNIE MAE 2023-07-01 3.000000 Government Agency Debt 438518.18 432983.75 FANNIE MAE 2023-07-01 4.500000 Government Agency Debt 2542497.63 153990.88 FANNIE MAE 2023-07-01 7.000000 Government Agency Debt 377750.80 5497.05 FANNIE MAE 2023-07-01 7.000000 Government Agency Debt 377750.80 1582.70 FANNIE MAE 2023-08-01 2.500000 Government Agency Debt 3854600.00 3784991.71 FANNIE MAE 2023-08-01 5.500000 Government Agency Debt 3854.60 359.25 FANNIE MAE 2023-09-01 2.500000 Government Agency Debt 3854600.00 3827352.22 FANNIE MAE 2023-09-01 3.000000 Government Agency Debt 498685.02 512977.11 FANNIE MAE 2023-09-01 5.500000 Government Agency Debt 115638.00 19949.48 FANNIE MAE 2023-09-01 5.500000 Government Agency Debt 77092.00 16332.33 FANNIE MAE 2023-10-01 5.500000 Government Agency Debt 38546.00 11879.11 FANNIE MAE 2023-11-01 7.000000 Government Agency Debt 375827.35 863.43 FANNIE MAE 2023-12-01 4.500000 Government Agency Debt 8744131.19 228671.83 FANNIE MAE 2023-12-01 4.500000 Government Agency Debt 64763.83 11778.12 FANNIE MAE 2024-02-01 5.000000 Government Agency Debt 430952.37 83302.92 FANNIE MAE 2024-02-01 7.000000 Government Agency Debt 863289.32 8206.06 FANNIE MAE 2024-04-01 4.500000 Government Agency Debt 61610.38 11197.61 FANNIE MAE 2024-05-01 4.000000 Government Agency Debt 673325.38 209948.88 FANNIE MAE 2024-05-01 6.000000 Government Agency Debt 48291.59 10926.63 FANNIE MAE 2024-05-01 8.000000 Government Agency Debt 3931.69 22.74 FANNIE MAE 2024-06-01 4.000000 Government Agency Debt 905145.65 281262.84 FANNIE MAE 2024-06-01 5.000000 Government Agency Debt 15154.75 4084.33 FANNIE MAE 2024-06-01 7.000000 Government Agency Debt 786338.40 8544.11 FANNIE MAE 2024-06-01 8.000000 Government Agency Debt 96365.00 433.26 FANNIE MAE 2024-06-01 8.000000 Government Agency Debt 149434.75 224.34 FANNIE MAE 2024-07-01 4.000000 Government Agency Debt 2124690.21 699845.03 FANNIE MAE 2024-07-01 8.000000 Government Agency Debt 21200.30 121.81 FANNIE MAE 2024-07-01 9.000000 Government Agency Debt 69382.80 285.63 FANNIE MAE 2024-08-01 8.500000 Government Agency Debt 47353.76 149.94 FANNIE MAE 2024-09-01 4.000000 Government Agency Debt 101061.44 55959.93 FANNIE MAE 2024-09-01 4.000000 Government Agency Debt 28312.04 18458.14 FANNIE MAE 2024-09-01 4.500000 Government Agency Debt 44173.72 11224.60 FANNIE MAE 2024-09-01 8.000000 Government Agency Debt 113325.24 782.48 FANNIE MAE 2024-11-01 4.000000 Government Agency Debt 2016802.27 580304.25 FANNIE MAE 2024-11-01 4.000000 Government Agency Debt 1065046.02 562877.99 FANNIE MAE 2024-11-01 4.500000 Government Agency Debt 257274.89 65589.10 FANNIE MAE 2024-11-01 8.500000 Government Agency Debt 12720.18 362.33 FANNIE MAE 2024-11-01 8.500000 Government Agency Debt 108699.72 186.95 FANNIE MAE 2024-12-01 7.750000 Government Agency Debt 44794.31 201.60 FANNIE MAE 2024-12-01 8.000000 Government Agency Debt 11563.80 47.80 FANNIE MAE 2025-01-01 8.500000 Government Agency Debt 5010.98 154.57 FANNIE MAE 2025-01-01 8.500000 Government Agency Debt 5781.90 28.14 FANNIE MAE 2025-02-01 4.000000 Government Agency Debt 763191.14 248216.20 FANNIE MAE 2025-02-01 4.500000 Government Agency Debt 16031.67 12656.96 FANNIE MAE 2025-03-01 4.500000 Government Agency Debt 1355.28 663.76 FANNIE MAE 2025-04-01 5.000000 Government Agency Debt 37972.05 8053.03 FANNIE MAE 2025-04-01 9.500000 Government Agency Debt 1927.30 47.80 FANNIE MAE 2025-05-01 4.000000 Government Agency Debt 1749811.09 491010.13 FANNIE MAE 2025-05-01 4.000000 Government Agency Debt 385460.00 108373.24 FANNIE MAE 2025-05-01 4.500000 Government Agency Debt 289095.00 143549.54 FANNIE MAE 2025-05-01 4.500000 Government Agency Debt 35299.27 13183.50 FANNIE MAE 2025-05-01 5.500000 Government Agency Debt 616736.00 204678.10 FANNIE MAE 2025-05-01 5.500000 Government Agency Debt 29733.23 24784.31 FANNIE MAE 2025-05-01 8.500000 Government Agency Debt 52332.36 1081.22 FANNIE MAE 2025-05-01 8.500000 Government Agency Debt 18887.54 10.02 FANNIE MAE 2025-05-01 9.000000 Government Agency Debt 7709.20 782.87 FANNIE MAE 2025-06-01 4.000000 Government Agency Debt 385460.00 181316.91 FANNIE MAE 2025-07-01 4.000000 Government Agency Debt 332725.60 177389.46 FANNIE MAE 2025-07-01 8.500000 Government Agency Debt 18887.54 629.07 FANNIE MAE 2025-08-01 3.500000 Government Agency Debt 938196.92 325755.72 FANNIE MAE 2025-08-01 4.000000 Government Agency Debt 551400.53 342665.46 FANNIE MAE 2025-08-01 4.500000 Government Agency Debt 630346.59 261635.99 FANNIE MAE 2025-08-01 8.000000 Government Agency Debt 385.46 15.42 FANNIE MAE 2025-09-01 3.500000 Government Agency Debt 98292.30 35547.89 FANNIE MAE 2025-09-01 4.000000 Government Agency Debt 803472.10 268570.03 FANNIE MAE 2025-09-01 5.000000 Government Agency Debt 28357.91 16704.68 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 10021960.00 3757203.89 FANNIE MAE 2025-10-01 4.000000 Government Agency Debt 897608.75 581313.38 FANNIE MAE 2025-10-01 4.000000 Government Agency Debt 519185.71 266977.31 FANNIE MAE 2025-11-01 3.500000 Government Agency Debt 285465.12 125535.84 FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 266237.61 189685.25 FANNIE MAE 2025-11-01 5.000000 Government Agency Debt 745094.18 97016.81 FANNIE MAE 2025-12-01 3.000000 Government Agency Debt 432465.69 215584.31 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 8480120.00 3304373.97 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 1108648.10 668647.05 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 1349110.00 654869.17 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 166133.26 78490.45 FANNIE MAE 2025-12-01 4.000000 Government Agency Debt 401210.67 206679.03 FANNIE MAE 2025-12-01 4.500000 Government Agency Debt 554986.46 214585.97 FANNIE MAE 2025-12-01 8.000000 Government Agency Debt 20043.92 104.46 FANNIE MAE 2025-12-01 8.000000 Government Agency Debt 15865.92 95.21 FANNIE MAE 2025-12-01 8.500000 Government Agency Debt 2698.22 0.77 FANNIE MAE 2026-01-01 3.000000 Government Agency Debt 5761249.37 3210476.30 FANNIE MAE 2026-01-01 3.500000 Government Agency Debt 616736.00 433348.01 FANNIE MAE 2026-01-01 3.500000 Government Agency Debt 535789.40 335123.55 FANNIE MAE 2026-01-01 3.500000 Government Agency Debt 275989.36 134261.11 FANNIE MAE 2026-01-01 4.500000 Government Agency Debt 698333.26 399913.59 FANNIE MAE 2026-01-01 5.000000 Government Agency Debt 788693.56 98230.24 FANNIE MAE 2026-01-01 8.500000 Government Agency Debt 11563.80 65.14 FANNIE MAE 2026-01-01 8.500000 Government Agency Debt 10407.42 46.64 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 385460.00 212896.50 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 392311.55 142538.10 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 172715.76 126244.70 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 27375.75 28096.95 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 558342.66 438835.80 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 415525.88 185883.46 FANNIE MAE 2026-03-01 3.500000 Government Agency Debt 38546.00 16965.64 FANNIE MAE 2026-03-01 4.000000 Government Agency Debt 992804.27 740023.84 FANNIE MAE 2026-03-01 4.000000 Government Agency Debt 854094.56 588153.76 FANNIE MAE 2026-03-01 4.000000 Government Agency Debt 192730.00 168444.86 FANNIE MAE 2026-03-01 4.000000 Government Agency Debt 167675.10 68889.03 FANNIE MAE 2026-03-01 4.500000 Government Agency Debt 24515.26 11751.90 FANNIE MAE 2026-03-01 9.000000 Government Agency Debt 75935.62 1935.78 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 412442.20 243896.73 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 309936.44 144202.51 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 5063.79 3143.04 FANNIE MAE 2026-04-01 4.000000 Government Agency Debt 1065527.85 657922.40 FANNIE MAE 2026-04-01 4.000000 Government Agency Debt 548062.83 434112.76 FANNIE MAE 2026-04-01 4.500000 Government Agency Debt 234917.44 168342.33 FANNIE MAE 2026-05-01 3.500000 Government Agency Debt 385460.00 193810.83 FANNIE MAE 2026-05-01 4.500000 Government Agency Debt 35247.62 28906.80 FANNIE MAE 2026-05-01 5.500000 Government Agency Debt 277916.66 31361.03 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 728721.38 502305.26 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 273454.96 159965.51 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 231276.00 124155.51 FANNIE MAE 2026-06-01 4.500000 Government Agency Debt 251051.64 132484.91 FANNIE MAE 2026-06-01 5.000000 Government Agency Debt 3538631.50 3456904.34 FANNIE MAE 2026-06-01 8.500000 Government Agency Debt 11949.26 133.37 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt 823528.74 623982.26 FANNIE MAE 2026-07-01 4.500000 Government Agency Debt 853063.45 746943.23 FANNIE MAE 2026-07-01 4.500000 Government Agency Debt 495967.14 436996.00 FANNIE MAE 2026-07-01 7.500000 Government Agency Debt 6938.28 31.99 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 1002196.00 720731.57 FANNIE MAE 2026-09-01 3.000000 Government Agency Debt 40678.75 23631.40 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 559971.62 471572.15 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 393169.20 264682.28 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 151527.02 91234.91 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 172305.25 84431.54 FANNIE MAE 2026-09-01 4.000000 Government Agency Debt 401157.86 139896.54 FANNIE MAE 2026-09-01 8.500000 Government Agency Debt 14507.17 167.29 FANNIE MAE 2026-10-01 3.000000 Government Agency Debt 4723.81 3965.23 FANNIE MAE 2026-10-01 3.500000 Government Agency Debt 445302.66 323944.44 FANNIE MAE 2026-10-01 8.000000 Government Agency Debt 812.16 4.63 FANNIE MAE 2026-10-01 8.500000 Government Agency Debt 90968.56 691.13 FANNIE MAE 2026-10-01 8.500000 Government Agency Debt 11563.80 454.07 FANNIE MAE 2026-10-01 9.000000 Government Agency Debt 23127.60 347.30 FANNIE MAE 2026-11-01 3.000000 Government Agency Debt 1631652.18 983284.18 FANNIE MAE 2026-11-01 3.000000 Government Agency Debt 108360.13 71447.71 FANNIE MAE 2026-11-01 3.500000 Government Agency Debt 455947.53 391782.31 FANNIE MAE 2026-11-01 4.500000 Government Agency Debt 798345.86 649226.42 FANNIE MAE 2026-12-01 3.000000 Government Agency Debt 37576.57 25017.51 FANNIE MAE 2026-12-01 3.500000 Government Agency Debt 383383.91 259583.03 FANNIE MAE 2026-12-01 4.500000 Government Agency Debt 756701.15 401211.82 FANNIE MAE 2026-12-01 8.500000 Government Agency Debt 33535.02 248.24 FANNIE MAE 2027-01-01 3.000000 Government Agency Debt 1063889.26 768032.13 FANNIE MAE 2027-01-01 3.000000 Government Agency Debt 963650.00 592044.59 FANNIE MAE 2027-01-01 3.500000 Government Agency Debt 2459468.77 983944.47 FANNIE MAE 2027-01-01 3.500000 Government Agency Debt 9842.34 8982.76 FANNIE MAE 2027-01-01 5.500000 Government Agency Debt 109040.47 12072.22 FANNIE MAE 2027-02-01 3.000000 Government Agency Debt 292303.95 245853.71 FANNIE MAE 2027-02-01 4.000000 Government Agency Debt 1142931.30 641829.45 FANNIE MAE 2027-02-01 4.000000 Government Agency Debt 754404.20 541805.66 FANNIE MAE 2027-02-01 8.000000 Government Agency Debt 18116.62 94.05 FANNIE MAE 2027-03-01 2.500000 Government Agency Debt 308368.00 222806.29 FANNIE MAE 2027-03-01 4.000000 Government Agency Debt 538888.88 343950.20 FANNIE MAE 2027-03-01 4.500000 Government Agency Debt 161283.02 157784.97 FANNIE MAE 2027-03-01 5.000000 Government Agency Debt 38546.00 35913.31 FANNIE MAE 2027-04-01 3.000000 Government Agency Debt 277302.24 187802.28 FANNIE MAE 2027-04-01 3.500000 Government Agency Debt 559333.30 536770.40 FANNIE MAE 2027-04-01 3.500000 Government Agency Debt 5781.90 4478.66 FANNIE MAE 2027-04-01 4.000000 Government Agency Debt 792656.09 711386.86 FANNIE MAE 2027-04-01 4.500000 Government Agency Debt 911681.13 726622.55 FANNIE MAE 2027-04-01 8.500000 Government Agency Debt 11679.44 186.95 FANNIE MAE 2027-05-01 3.000000 Government Agency Debt 387343.36 331311.35 FANNIE MAE 2027-05-01 3.000000 Government Agency Debt 68417.99 38803.10 FANNIE MAE 2027-05-01 3.500000 Government Agency Debt 591168.82 460254.66 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt 593873.60 500392.99 FANNIE MAE 2027-06-01 2.500000 Government Agency Debt 597848.46 235076.64 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 1099585.17 987580.90 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 181106.07 166282.82 FANNIE MAE 2027-06-01 3.000000 Government Agency Debt 59626.81 46908.55 FANNIE MAE 2027-06-01 8.000000 Government Agency Debt 21200.30 633.70 FANNIE MAE 2027-06-01 8.000000 Government Agency Debt 19273.00 216.24 FANNIE MAE 2027-06-01 9.000000 Government Agency Debt 2698.22 75.16 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 3026595.30 2793894.26 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 479598.97 434798.49 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 70582.74 72999.57 FANNIE MAE 2027-07-01 4.000000 Government Agency Debt 605285.91 534232.53 FANNIE MAE 2027-07-01 5.000000 Government Agency Debt 381746.09 146823.26 FANNIE MAE 2027-07-01 8.000000 Government Agency Debt 1927.30 114.10 FANNIE MAE 2027-08-01 2.500000 Government Agency Debt 99425.94 80225.40 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 707154.89 563305.46 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 562408.50 538772.47 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 567416.01 537501.61 FANNIE MAE 2027-08-01 3.000000 Government Agency Debt 192730.00 166047.30 FANNIE MAE 2027-08-01 3.500000 Government Agency Debt 38546.00 33812.55 FANNIE MAE 2027-08-01 7.500000 Government Agency Debt 11563.80 74.39 FANNIE MAE 2027-09-01 2.500000 Government Agency Debt 183677.09 160156.32 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 1715574.15 1592673.69 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 777389.18 740431.66 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 213631.95 197387.90 FANNIE MAE 2027-09-01 3.500000 Government Agency Debt 1033521.18 993468.41 FANNIE MAE 2027-09-01 3.500000 Government Agency Debt 228161.10 210640.78 FANNIE MAE 2027-09-01 3.500000 Government Agency Debt 199110.13 192992.50 FANNIE MAE 2027-09-01 3.500000 Government Agency Debt 23127.60 21684.05 FANNIE MAE 2027-09-01 6.500000 Government Agency Debt 385460.00 60622.45 FANNIE MAE 2027-10-01 5.500000 Government Agency Debt 192730.00 23802.54 FANNIE MAE 2027-10-01 6.500000 Government Agency Debt 76296.03 12901.35 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 485363.52 442050.92 FANNIE MAE 2027-11-01 3.000000 Government Agency Debt 1072211.73 984082.46 FANNIE MAE 2027-11-01 3.500000 Government Agency Debt 630369.72 624972.89 FANNIE MAE 2027-11-01 3.500000 Government Agency Debt 631260.13 610524.70 FANNIE MAE 2027-11-01 3.500000 Government Agency Debt 580395.22 570683.94 FANNIE MAE 2027-11-01 3.500000 Government Agency Debt 183701.76 188514.99 FANNIE MAE 2027-11-01 5.500000 Government Agency Debt 770920.00 80832.12 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 1055589.92 990668.05 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 714430.84 651848.32 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 84801.20 78679.32 FANNIE MAE 2027-12-01 3.000000 Government Agency Debt 603075.68 574688.10 FANNIE MAE 2027-12-01 3.500000 Government Agency Debt 587835.75 553011.37 FANNIE MAE 2027-12-01 3.500000 Government Agency Debt 490676.32 481750.99 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt 697936.23 660028.94 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt 560262.26 511092.59 FANNIE MAE 2028-01-01 2.500000 Government Agency Debt 198178.86 185972.50 FANNIE MAE 2028-01-01 3.500000 Government Agency Debt 346214.39 340227.43 FANNIE MAE 2028-01-01 7.500000 Government Agency Debt 61673.60 1916.89 FANNIE MAE 2028-01-01 8.000000 Government Agency Debt 9636.50 71.70 FANNIE MAE 2028-02-01 3.000000 Government Agency Debt 479633.66 475959.07 FANNIE MAE 2028-02-01 8.000000 Government Agency Debt 8865.58 50.88 FANNIE MAE 2028-03-01 2.500000 Government Agency Debt 820260.04 599382.98 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 1011096.27 1009075.69 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 493166.78 493001.41 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 444557.57 444805.42 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 232465.14 224012.78 FANNIE MAE 2028-03-01 3.500000 Government Agency Debt 442806.43 449429.01 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 770920.00 735733.67 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 55891.70 52919.03 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 3674.20 3491.88 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 727632.84 716370.47 FANNIE MAE 2028-04-01 3.000000 Government Agency Debt 529243.90 527207.52 FANNIE MAE 2028-04-01 5.500000 Government Agency Debt 501098.00 82720.10 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 2885224.76 2766517.34 FANNIE MAE 2028-05-01 8.000000 Government Agency Debt 28909.50 659.52 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 696043.62 670353.87 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 154184.00 150096.58 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 684989.40 671168.73 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 13959.43 14052.33 FANNIE MAE 2028-06-01 4.000000 Government Agency Debt 649185.18 682213.32 FANNIE MAE 2028-06-01 4.000000 Government Agency Debt 465045.16 489833.70 FANNIE MAE 2028-06-01 4.500000 Government Agency Debt 29846.17 5851.67 FANNIE MAE 2028-06-01 5.500000 Government Agency Debt 317978.29 50668.72 FANNIE MAE 2028-06-01 8.000000 Government Agency Debt 19273.00 158.42 FANNIE MAE 2028-07-01 3.000000 Government Agency Debt 629139.72 630400.56 FANNIE MAE 2028-07-01 3.000000 Government Agency Debt 548408.59 556786.95 FANNIE MAE 2028-07-01 3.000000 Government Agency Debt 149985.96 149768.17 FANNIE MAE 2028-07-01 3.500000 Government Agency Debt 545963.62 567768.70 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 261614.79 255485.97 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 18068.44 17615.91 FANNIE MAE 2028-08-01 3.000000 Government Agency Debt 4037880.45 4043097.26 FANNIE MAE 2028-08-01 3.500000 Government Agency Debt 599353.68 624629.06 FANNIE MAE 2028-08-01 3.500000 Government Agency Debt 479336.08 494404.10 FANNIE MAE 2028-08-01 3.500000 Government Agency Debt 444729.87 458701.64 FANNIE MAE 2028-09-01 2.000000 Government Agency Debt 124309.31 119911.60 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 979737.94 988431.99 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 601992.16 617463.36 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 454216.81 458654.61 FANNIE MAE 2028-09-01 3.500000 Government Agency Debt 3315847.18 3464108.21 FANNIE MAE 2028-09-01 3.500000 Government Agency Debt 639194.44 656671.97 FANNIE MAE 2028-09-01 3.500000 Government Agency Debt 578317.20 606393.72 FANNIE MAE 2028-09-01 5.500000 Government Agency Debt 192730.00 22187.46 FANNIE MAE 2028-10-01 2.000000 Government Agency Debt 141849.28 137461.20 FANNIE MAE 2028-10-01 2.500000 Government Agency Debt 572028.81 568329.16 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 712785.69 734214.57 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 23346.16 23758.60 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 19428.34 19988.41 FANNIE MAE 2028-10-01 3.500000 Government Agency Debt 650551.63 685333.62 FANNIE MAE 2028-10-01 3.500000 Government Agency Debt 456237.39 479648.31 FANNIE MAE 2028-10-01 3.500000 Government Agency Debt 439634.86 463075.07 FANNIE MAE 2028-10-01 3.500000 Government Agency Debt 34492.50 35559.84 FANNIE MAE 2028-10-01 4.000000 Government Agency Debt 229970.83 244423.27 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 610061.76 645319.02 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 460193.37 487216.43 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 19905.15 20790.94 FANNIE MAE 2028-11-01 4.000000 Government Agency Debt 57878.75 61677.45 FANNIE MAE 2028-12-01 3.500000 Government Agency Debt 34595.04 36306.09 FANNIE MAE 2029-03-01 8.500000 Government Agency Debt 32378.64 555.45 FANNIE MAE 2029-08-01 4.000000 Government Agency Debt 621628.64 220693.20 FANNIE MAE 2029-08-01 4.500000 Government Agency Debt 770920.00 244677.29 FANNIE MAE 2029-08-01 8.000000 Government Agency Debt 22028.27 253.25 FANNIE MAE 2029-10-01 4.000000 Government Agency Debt 375829.28 148516.20 FANNIE MAE 2029-10-01 7.000000 Government Agency Debt 29881.63 600.55 FANNIE MAE 2029-10-01 8.000000 Government Agency Debt 28909.50 479.13 FANNIE MAE 2029-11-01 8.000000 Government Agency Debt 7762.01 52.81 FANNIE MAE 2030-02-01 5.000000 Government Agency Debt 385034.84 170806.58 FANNIE MAE 2030-03-01 4.000000 Government Agency Debt 557986.11 159447.07 FANNIE MAE 2030-05-01 4.500000 Government Agency Debt 11499553.84 4321047.46 FANNIE MAE 2030-05-01 4.500000 Government Agency Debt 385.46 130.67 FANNIE MAE 2030-05-01 8.000000 Government Agency Debt 20814.84 104.07 FANNIE MAE 2030-05-01 8.000000 Government Agency Debt 7115.98 42.79 FANNIE MAE 2030-06-01 8.000000 Government Agency Debt 50109.80 330.34 FANNIE MAE 2030-06-01 8.000000 Government Agency Debt 63986.36 309.52 FANNIE MAE 2030-06-01 8.000000 Government Agency Debt 38546.00 299.89 FANNIE MAE 2030-06-01 8.000000 Government Agency Debt 16574.78 70.92 FANNIE MAE 2030-08-01 8.000000 Government Agency Debt 13105.64 47.80 FANNIE MAE 2030-08-01 8.500000 Government Agency Debt 9636.50 69.00 FANNIE MAE 2030-08-01 9.500000 Government Agency Debt 90583.10 902.36 FANNIE MAE 2030-09-01 5.000000 Government Agency Debt 264939.76 181283.77 FANNIE MAE 2030-09-01 7.000000 Government Agency Debt 33761.29 83.64 FANNIE MAE 2030-10-01 8.000000 Government Agency Debt 4933.89 22.74 FANNIE MAE 2030-11-01 9.000000 Government Agency Debt 45869.74 359.25 FANNIE MAE 2030-12-01 4.000000 Government Agency Debt 591477.58 278734.61 FANNIE MAE 2031-01-01 8.000000 Government Agency Debt 6717.80 11.18 FANNIE MAE 2031-03-01 6.000000 Government Agency Debt 9636.50 111.40 FANNIE MAE 2031-03-01 9.000000 Government Agency Debt 18060.73 236.67 FANNIE MAE 2031-04-01 6.000000 Government Agency Debt 24669.44 426.70 FANNIE MAE 2031-04-01 8.500000 Government Agency Debt 12720.18 25.44 FANNIE MAE 2031-07-01 9.000000 Government Agency Debt 22788.40 538.49 FANNIE MAE 2031-08-01 8.000000 Government Agency Debt 3567.43 56.66 FANNIE MAE 2031-08-01 8.500000 Government Agency Debt 21200.30 108.70 FANNIE MAE 2031-10-01 8.000000 Government Agency Debt 7709.20 188.88 FANNIE MAE 2031-10-01 8.000000 Government Agency Debt 4240.06 38.55 FANNIE MAE 2031-12-01 3.500000 Government Agency Debt 310796.01 199482.87 FANNIE MAE 2031-12-01 4.500000 Government Agency Debt 539132.88 522391.20 FANNIE MAE 2031-12-01 6.000000 Government Agency Debt 3376576.79 51129.73 FANNIE MAE 2032-01-01 3.500000 Government Agency Debt 578190.00 373940.91 FANNIE MAE 2032-01-01 4.500000 Government Agency Debt 715914.47 574649.94 FANNIE MAE 2032-03-01 8.000000 Government Agency Debt 2385.61 20.04 FANNIE MAE 2032-07-01 3.500000 Government Agency Debt 344986.70 325616.18 FANNIE MAE 2032-08-01 3.000000 Government Agency Debt 533456.98 487459.27 FANNIE MAE 2032-09-01 3.500000 Government Agency Debt 790193.00 695727.55 FANNIE MAE 2032-09-01 4.000000 Government Agency Debt 535193.86 542052.74 FANNIE MAE 2032-09-01 4.000000 Government Agency Debt 619891.38 453272.82 FANNIE MAE 2032-09-01 5.000000 Government Agency Debt 34614.31 2611.49 FANNIE MAE 2032-09-01 8.000000 Government Agency Debt 13491.10 307.98 FANNIE MAE 2032-11-01 3.500000 Government Agency Debt 532068.17 529071.99 FANNIE MAE 2032-11-01 3.500000 Government Agency Debt 440594.66 438159.32 FANNIE MAE 2032-11-01 8.000000 Government Agency Debt 1927.30 215.09 FANNIE MAE 2032-12-01 5.500000 Government Agency Debt 28524.04 2564.85 FANNIE MAE 2032-12-01 6.000000 Government Agency Debt 314627.10 34807.81 FANNIE MAE 2033-04-01 5.500000 Government Agency Debt 1156380.00 169553.06 FANNIE MAE 2033-04-01 5.500000 Government Agency Debt 770920.00 150117.40 FANNIE MAE 2033-05-01 6.000000 Government Agency Debt 7810.58 237.06 FANNIE MAE 2033-06-01 3.000000 Government Agency Debt 1022095.37 990705.82 FANNIE MAE 2033-07-01 3.500000 Government Agency Debt 543213.36 548131.44 FANNIE MAE 2033-09-01 3.500000 Government Agency Debt 976061.04 998873.72 FANNIE MAE 2033-09-01 3.500000 Government Agency Debt 189093.57 194516.22 FANNIE MAE 2033-09-01 4.500000 Government Agency Debt 453561.15 484889.41 FANNIE MAE 2033-09-01 5.500000 Government Agency Debt 10413.59 2036.00 FANNIE MAE 2033-10-01 3.000000 Government Agency Debt 652539.84 649753.73 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 57819.00 59463.37 FANNIE MAE 2033-11-01 3.500000 Government Agency Debt 140443.51 144850.86 FANNIE MAE 2033-11-01 5.000000 Government Agency Debt 548196.20 67183.37 FANNIE MAE 2033-12-01 5.500000 Government Agency Debt 874994.20 250294.60 FANNIE MAE 2033-12-01 6.000000 Government Agency Debt 12922.16 407.43 FANNIE MAE 2034-02-01 5.500000 Government Agency Debt 14521.05 2918.32 FANNIE MAE 2034-04-01 5.500000 Government Agency Debt 1851.36 483.75 FANNIE MAE 2034-06-01 4.000000 Government Agency Debt 637011.20 192897.68 FANNIE MAE 2034-06-01 5.000000 Government Agency Debt 576561.82 178684.61 FANNIE MAE 2034-07-01 6.500000 Government Agency Debt 725389.46 66122.19 FANNIE MAE 2034-08-01 5.500000 Government Agency Debt 10297.18 2556.37 FANNIE MAE 2034-10-01 5.500000 Government Agency Debt 817.18 118.72 FANNIE MAE 2034-10-01 6.000000 Government Agency Debt 1156380.00 134066.46 FANNIE MAE 2034-11-01 5.000000 Government Agency Debt 1651265.16 500532.53 FANNIE MAE 2034-11-01 6.000000 Government Agency Debt 2134.29 168.83 FANNIE MAE 2034-12-01 5.500000 Government Agency Debt 219238.47 25605.34 FANNIE MAE 2034-12-01 5.500000 Government Agency Debt 124514.37 18892.55 FANNIE MAE 2035-02-01 5.500000 Government Agency Debt 108996.14 12772.22 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 3777.12 399.72 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 13879.64 147.25 FANNIE MAE 2035-07-01 4.500000 Government Agency Debt 722143.12 438046.00 FANNIE MAE 2035-07-01 5.000000 Government Agency Debt 112456.80 15958.81 FANNIE MAE 2035-07-01 5.500000 Government Agency Debt 553.14 143.78 FANNIE MAE 2035-07-01 6.000000 Government Agency Debt 60620.14 3809.12 FANNIE MAE 2035-08-01 5.500000 Government Agency Debt 1112.44 241.68 FANNIE MAE 2035-08-01 6.000000 Government Agency Debt 481.44 63.99 FANNIE MAE 2035-09-01 5.000000 Government Agency Debt 770.92 173.46 FANNIE MAE 2035-09-01 5.500000 Government Agency Debt 12264.57 3499.98 FANNIE MAE 2035-09-01 6.000000 Government Agency Debt 99419.00 17671.41 FANNIE MAE 2035-10-01 5.000000 Government Agency Debt 154332.02 30932.39 FANNIE MAE 2035-12-01 5.500000 Government Agency Debt 3834.17 1148.29 FANNIE MAE 2035-12-01 5.500000 Government Agency Debt 0.77 0.39 FANNIE MAE 2036-02-01 5.000000 Government Agency Debt 462552.00 68848.55 FANNIE MAE 2036-02-01 6.500000 Government Agency Debt 1201636.47 104769.57 FANNIE MAE 2036-03-01 5.000000 Government Agency Debt 770.92 111.40 FANNIE MAE 2036-04-01 6.500000 Government Agency Debt 1058547.17 80941.97 FANNIE MAE 2036-04-01 6.500000 Government Agency Debt 478768.69 51980.44 FANNIE MAE 2036-05-01 6.000000 Government Agency Debt 96365.00 11507.52 FANNIE MAE 2036-06-01 6.500000 Government Agency Debt 1144539.44 125220.15 FANNIE MAE 2036-07-01 6.500000 Government Agency Debt 342555.99 28528.28 FANNIE MAE 2036-08-01 4.000000 Government Agency Debt 167347.46 146114.78 FANNIE MAE 2036-08-01 6.500000 Government Agency Debt 353300.30 31188.72 FANNIE MAE 2036-09-01 6.500000 Government Agency Debt 1079288.00 133353.74 FANNIE MAE 2036-09-01 6.500000 Government Agency Debt 424285.46 56667.63 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 655282.00 91923.73 FANNIE MAE 2036-11-01 6.500000 Government Agency Debt 1185259.05 43408.96 FANNIE MAE 2036-12-01 6.500000 Government Agency Debt 107928.80 18202.58 FANNIE MAE 2037-01-01 5.500000 Government Agency Debt 526538.36 237396.72 FANNIE MAE 2037-01-01 5.500000 Government Agency Debt 40473.30 2874.38 FANNIE MAE 2037-03-01 4.000000 Government Agency Debt 5189232.12 4652828.68 FANNIE MAE 2037-03-01 6.500000 Government Agency Debt 233202.14 6631.45 FANNIE MAE 2037-04-01 5.500000 Government Agency Debt 588597.42 174159.31 FANNIE MAE 2037-05-01 5.500000 Government Agency Debt 96547.32 19944.47 FANNIE MAE 2037-05-01 6.000000 Government Agency Debt 447699.07 192788.59 FANNIE MAE 2037-05-01 6.500000 Government Agency Debt 429171.55 33499.56 FANNIE MAE 2037-05-01 6.500000 Government Agency Debt 394654.38 16185.85 FANNIE MAE 2037-06-01 6.500000 Government Agency Debt 4240.06 641.02 FANNIE MAE 2037-07-01 6.500000 Government Agency Debt 480597.31 38130.09 FANNIE MAE 2037-07-01 6.500000 Government Agency Debt 324260.52 15180.19 FANNIE MAE 2037-08-01 5.500000 Government Agency Debt 185020.80 37204.98 FANNIE MAE 2037-08-01 6.000000 Government Agency Debt 38546.00 11864.84 FANNIE MAE 2037-08-01 6.500000 Government Agency Debt 670759.38 104104.65 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 574118.39 233522.85 FANNIE MAE 2037-09-01 6.500000 Government Agency Debt 94437.70 13524.25 FANNIE MAE 2037-09-01 7.000000 Government Agency Debt 1412508.15 495966.76 FANNIE MAE 2037-10-01 6.000000 Government Agency Debt 11810.88 3894.69 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 1541.84 191.19 FANNIE MAE 2037-12-01 6.000000 Government Agency Debt 96781.30 34066.57 FANNIE MAE 2037-12-01 6.500000 Government Agency Debt 310766.33 98940.26 FANNIE MAE 2038-01-01 6.500000 Government Agency Debt 485655.32 56616.75 FANNIE MAE 2038-01-01 6.500000 Government Agency Debt 393893.86 35608.79 FANNIE MAE 2038-03-01 5.000000 Government Agency Debt 4625.52 652.20 FANNIE MAE 2038-05-01 6.000000 Government Agency Debt 73237.40 26015.47 FANNIE MAE 2038-05-01 6.000000 Government Agency Debt 42221.75 18303.18 FANNIE MAE 2038-06-01 6.000000 Government Agency Debt 36130.32 16284.53 FANNIE MAE 2038-06-01 6.000000 Government Agency Debt 11973.93 6207.83 FANNIE MAE 2038-07-01 6.000000 Government Agency Debt 82264.49 39621.82 FANNIE MAE 2038-07-01 6.000000 Government Agency Debt 20429.38 5852.44 FANNIE MAE 2038-07-01 6.500000 Government Agency Debt 287918.58 80438.95 FANNIE MAE 2038-08-01 6.000000 Government Agency Debt 34788.92 14908.44 FANNIE MAE 2038-08-01 6.000000 Government Agency Debt 13604.43 5074.97 FANNIE MAE 2038-08-01 6.500000 Government Agency Debt 542828.67 157834.31 FANNIE MAE 2038-08-01 6.500000 Government Agency Debt 16225.94 5443.47 FANNIE MAE 2038-09-01 6.000000 Government Agency Debt 138632.23 17036.18 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 30627.88 10308.74 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 19864.68 6455.30 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 11441.61 3794.85 FANNIE MAE 2038-10-01 6.500000 Government Agency Debt 142507.26 38004.43 FANNIE MAE 2038-11-01 6.000000 Government Agency Debt 28218.37 13373.15 FANNIE MAE 2038-11-01 6.000000 Government Agency Debt 22428.76 4587.36 FANNIE MAE 2038-11-01 6.500000 Government Agency Debt 298995.15 42662.33 FANNIE MAE 2038-11-01 6.500000 Government Agency Debt 64319.40 8229.57 FANNIE MAE 2038-12-01 5.500000 Government Agency Debt 289095.00 150697.51 FANNIE MAE 2039-01-01 5.000000 Government Agency Debt 65205.18 9074.50 FANNIE MAE 2039-03-01 5.500000 Government Agency Debt 16417727.79 4638704.27 FANNIE MAE 2039-03-01 6.500000 Government Agency Debt 177356.31 44749.98 FANNIE MAE 2039-04-01 4.500000 Government Agency Debt 1048202.96 528195.07 FANNIE MAE 2039-04-01 5.000000 Government Agency Debt 51955.00 13958.66 FANNIE MAE 2039-05-01 4.000000 Government Agency Debt 620792.97 331127.87 FANNIE MAE 2039-05-01 4.000000 Government Agency Debt 521706.62 176336.39 FANNIE MAE 2039-05-01 4.500000 Government Agency Debt 442579.78 214994.56 FANNIE MAE 2039-05-01 4.500000 Government Agency Debt 385460.00 199570.76 FANNIE MAE 2039-05-01 5.000000 Government Agency Debt 344017.27 333060.57 FANNIE MAE 2039-05-01 6.000000 Government Agency Debt 1360309.54 671057.34 FANNIE MAE 2039-06-01 4.500000 Government Agency Debt 81690.54 24401.93 FANNIE MAE 2039-06-01 5.500000 Government Agency Debt 1750066.26 412150.79 FANNIE MAE 2039-07-01 4.500000 Government Agency Debt 721695.99 642931.86 FANNIE MAE 2039-07-01 5.000000 Government Agency Debt 923461.55 511888.18 FANNIE MAE 2039-08-01 4.500000 Government Agency Debt 5498.97 1877.96 FANNIE MAE 2039-08-01 5.000000 Government Agency Debt 313813.39 182834.47 FANNIE MAE 2039-09-01 6.000000 Government Agency Debt 54187.58 37135.99 FANNIE MAE 2039-10-01 5.000000 Government Agency Debt 695796.16 263486.96 FANNIE MAE 2039-10-01 6.500000 Government Agency Debt 745865.10 164873.19 FANNIE MAE 2039-11-01 5.000000 Government Agency Debt 1141032.91 606032.93 FANNIE MAE 2039-11-01 6.000000 Government Agency Debt 420465.16 141691.24 FANNIE MAE 2039-11-01 6.000000 Government Agency Debt 73543.46 29151.57 FANNIE MAE 2039-12-01 4.500000 Government Agency Debt 110627.02 37305.98 FANNIE MAE 2040-02-01 4.500000 Government Agency Debt 1156380.00 570742.53 FANNIE MAE 2040-02-01 5.000000 Government Agency Debt 455176.61 166425.44 FANNIE MAE 2040-03-01 6.000000 Government Agency Debt 1662169.82 536247.71 FANNIE MAE 2040-05-01 4.000000 Government Agency Debt 10404981.97 3855561.72 FANNIE MAE 2040-05-01 4.500000 Government Agency Debt 15082.66 5858.61 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 1208347.33 690178.46 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 1551476.50 681874.11 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 680636.79 595672.15 FANNIE MAE 2040-06-01 5.000000 Government Agency Debt 385460.00 202827.12 FANNIE MAE 2040-06-01 5.500000 Government Agency Debt 1371724.55 509454.00 FANNIE MAE 2040-07-01 4.500000 Government Agency Debt 775405.60 458604.50 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 548426.71 162082.46 FANNIE MAE 2040-07-01 5.500000 Government Agency Debt 770920.00 466339.53 FANNIE MAE 2040-08-01 4.000000 Government Agency Debt 134140.08 57913.82 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 1106270.20 640781.38 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 95955.64 43039.31 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 18951.91 11241.56 FANNIE MAE 2040-09-01 3.500000 Government Agency Debt 1272018.00 517064.91 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 3342475.15 2796080.20 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 1927.30 1262.00 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 1354520.32 996234.09 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 1098.95 445.98 FANNIE MAE 2040-10-01 5.000000 Government Agency Debt 1082129.23 697238.94 FANNIE MAE 2040-10-01 5.000000 Government Agency Debt 314531.89 214143.07 FANNIE MAE 2040-11-01 3.500000 Government Agency Debt 578190.00 469920.45 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 444944.19 454170.17 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1727444.39 1318027.28 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 682966.89 458656.54 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 229385.70 187440.33 FANNIE MAE 2041-01-01 5.000000 Government Agency Debt 176508.69 148257.17 FANNIE MAE 2041-02-01 3.500000 Government Agency Debt 212772.76 129886.14 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 218555.82 124239.15 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 420778.54 234715.46 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 83290.58 78841.99 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 1541.84 887.33 FANNIE MAE 2041-02-01 5.000000 Government Agency Debt 272515.98 200463.87 FANNIE MAE 2041-03-01 4.000000 Government Agency Debt 4022340.63 3295996.38 FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 1060015.00 740512.22 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 5354563.24 4110484.54 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 301943.54 226916.83 FANNIE MAE 2041-04-01 5.000000 Government Agency Debt 783320.25 690465.63 FANNIE MAE 2041-04-01 5.000000 Government Agency Debt 423892.67 378363.30 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 656172.03 514673.52 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 398003.64 167385.62 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 143635.50 64118.96 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 42471.14 18460.84 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 1014045.04 710605.15 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 1543197.59 527384.83 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 632653.96 491297.68 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 418185.94 209343.33 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 236358.68 197576.39 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 257545.48 166056.17 FANNIE MAE 2041-05-01 6.000000 Government Agency Debt 526917.65 515799.44 FANNIE MAE 2041-05-01 6.000000 Government Agency Debt 154353.99 108326.59 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 106772.42 63925.46 FANNIE MAE 2041-06-01 5.000000 Government Agency Debt 6776583.38 4427538.88 FANNIE MAE 2041-06-01 5.000000 Government Agency Debt 217784.90 161803.00 FANNIE MAE 2041-06-01 5.500000 Government Agency Debt 560343.59 284068.22 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 527694.74 317589.75 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 510734.50 243196.74 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 130670.94 75492.73 FANNIE MAE 2041-07-01 5.000000 Government Agency Debt 868812.58 754606.18 FANNIE MAE 2041-07-01 5.000000 Government Agency Debt 671648.25 582292.07 FANNIE MAE 2041-08-01 4.000000 Government Agency Debt 770920.00 510672.44 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 3352537.96 2787641.32 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 720259.76 550837.76 FANNIE MAE 2041-09-01 4.000000 Government Agency Debt 248621.70 181990.70 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 473950.05 374198.02 FANNIE MAE 2041-10-01 4.500000 Government Agency Debt 1094770.39 1006215.58 FANNIE MAE 2041-10-01 5.000000 Government Agency Debt 415374.39 442548.17 FANNIE MAE 2041-11-01 3.500000 Government Agency Debt 305459.32 141303.85 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 605381.89 613690.87 FANNIE MAE 2041-11-01 4.500000 Government Agency Debt 4461988.21 3896613.21 FANNIE MAE 2041-11-01 4.500000 Government Agency Debt 554197.43 574982.20 FANNIE MAE 2041-11-01 4.500000 Government Agency Debt 609583.02 517636.93 FANNIE MAE 2041-11-01 5.000000 Government Agency Debt 2912515.33 2795044.08 FANNIE MAE 2041-12-01 3.500000 Government Agency Debt 657209.30 576325.92 FANNIE MAE 2041-12-01 4.500000 Government Agency Debt 561531.58 586771.50 FANNIE MAE 2041-12-01 4.500000 Government Agency Debt 545767.80 571572.04 FANNIE MAE 2041-12-01 4.500000 Government Agency Debt 494529.38 454300.07 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 583970.36 536191.82 FANNIE MAE 2042-01-01 4.000000 Government Agency Debt 85589.08 72666.92 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 578190.00 488202.05 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 516346.80 508235.56 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 598832.54 459789.41 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 266487.77 267025.87 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 113799.74 102742.05 FANNIE MAE 2042-02-01 4.500000 Government Agency Debt 416865.35 437293.58 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 750136.38 711244.62 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 651941.22 579524.85 FANNIE MAE 2042-03-01 4.000000 Government Agency Debt 385.46 263.27 FANNIE MAE 2042-03-01 4.500000 Government Agency Debt 657204.29 663062.90 FANNIE MAE 2042-03-01 4.500000 Government Agency Debt 534821.90 343461.43 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 414754.96 337553.10 FANNIE MAE 2042-04-01 4.000000 Government Agency Debt 115757.49 109191.18 FANNIE MAE 2042-04-01 4.500000 Government Agency Debt 709217.49 741358.30 FANNIE MAE 2042-04-01 4.500000 Government Agency Debt 764686.34 703911.25 FANNIE MAE 2042-04-01 4.500000 Government Agency Debt 431877.09 454599.96 FANNIE MAE 2042-04-01 5.000000 Government Agency Debt 530354.41 440990.91 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 578190.00 568806.36 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 192730.00 189440.87 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 561461.04 572350.67 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 548268.67 516410.40 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 208452.53 200250.32 FANNIE MAE 2042-05-01 4.500000 Government Agency Debt 550792.27 579329.81 FANNIE MAE 2042-05-01 4.500000 Government Agency Debt 411281.97 433876.86 FANNIE MAE 2042-06-01 3.500000 Government Agency Debt 2083.41 1680.61 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 860056.85 677651.40 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 268412.37 221091.38 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 78352.84 78685.49 FANNIE MAE 2042-06-01 4.500000 Government Agency Debt 557866.62 579358.33 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 1198821.07 997321.86 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 774532.53 744265.83 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 606132.00 597333.49 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 454734.87 432354.68 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 169022.67 150434.63 FANNIE MAE 2042-07-01 4.500000 Government Agency Debt 428360.54 449532.70 FANNIE MAE 2042-08-01 4.500000 Government Agency Debt 572326.38 566848.61 FANNIE MAE 2042-08-01 4.500000 Government Agency Debt 531399.40 560515.89 FANNIE MAE 2042-08-01 4.500000 Government Agency Debt 489573.90 499370.75 FANNIE MAE 2042-08-01 4.500000 Government Agency Debt 412821.88 352712.86 FANNIE MAE 2042-08-01 5.000000 Government Agency Debt 428594.52 461306.96 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 846204.19 747783.15 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 723061.67 710699.20 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 619530.97 611071.67 FANNIE MAE 2042-09-01 4.500000 Government Agency Debt 418324.32 444294.30 FANNIE MAE 2042-09-01 4.500000 Government Agency Debt 434665.13 437792.75 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 756600.16 639004.80 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 293002.02 272916.47 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 2312.76 2091.12 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 340043.95 324887.66 FANNIE MAE 2042-11-01 3.500000 Government Agency Debt 212003.00 194675.03 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 541090.63 539356.06 FANNIE MAE 2043-02-01 2.500000 Government Agency Debt 126533.80 111850.47 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 567252.19 534140.02 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 195588.19 181923.24 FANNIE MAE 2043-02-01 4.000000 Government Agency Debt 489179.19 450961.60 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 79414.40 74324.78 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 776986.75 739214.76 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 202733.07 193988.91 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 1927.30 1801.25 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 273328.92 263854.31 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 241560.46 238524.58 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 9636.50 9660.01 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 530717.52 523981.60 FANNIE MAE 2043-06-01 4.000000 Government Agency Debt 192857.97 200055.67 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 19304.99 18513.64 FANNIE MAE 2043-07-01 3.500000 Government Agency Debt 145318.42 143923.44 FANNIE MAE 2043-07-01 4.000000 Government Agency Debt 613162.40 638899.18 FANNIE MAE 2043-07-01 4.000000 Government Agency Debt 345953.82 354446.27 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 642947.28 612136.31 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 462552.00 445384.38 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 48430.74 45865.89 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 728755.69 735484.66 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 589888.71 594584.77 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 536975.46 541693.11 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 522948.19 527993.09 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 507460.02 511853.49 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 505529.25 503336.75 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 477581.09 448464.21 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 386932.46 388400.29 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 377365.34 374650.16 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 60540.73 59635.67 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 573542.51 593128.12 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 33090.58 34516.79 FANNIE MAE 2043-08-01 4.500000 Government Agency Debt 541558.58 579396.49 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 19074.49 18086.94 FANNIE MAE 2043-09-01 3.500000 Government Agency Debt 467404.94 471920.99 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 289095.00 301700.70 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 95777.94 99182.33 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 918940.11 985368.74 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 887713.99 922459.74 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 809466.00 866055.00 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 675798.88 726310.33 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 672049.51 720164.17 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 667626.74 714797.02 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 660029.71 706063.66 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 629101.94 672986.95 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 482635.24 517359.79 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 449552.36 482129.13 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 444088.85 475304.17 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 183189.86 196597.32 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 115638.00 120045.35 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 96365.00 103383.07 FANNIE MAE 2043-09-01 5.000000 Government Agency Debt 619058.78 680212.40 FANNIE MAE 2043-10-01 3.500000 Government Agency Debt 452237.48 457542.95 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 500318.99 536462.03 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 433572.73 460987.03 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 15694.77 16837.28 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 267085.23 277409.01 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 25594.16 27341.83 FREDDIE MAC 2013-12-01 6.500000 Government Agency Debt 1539747.72 95.21 FREDDIE MAC 2014-07-01 8.000000 Government Agency Debt 1927.30 1.93 FREDDIE MAC 2015-04-01 4.500000 Government Agency Debt 1137107.00 29289.18 FREDDIE MAC 2015-04-01 8.000000 Government Agency Debt 770.92 0.77 FREDDIE MAC 2015-07-01 8.000000 Government Agency Debt 57819.00 181.94 FREDDIE MAC 2015-07-01 8.000000 Government Agency Debt 27575.42 65.53 FREDDIE MAC 2015-09-01 8.000000 Government Agency Debt 393169.20 162.28 FREDDIE MAC 2017-04-01 9.000000 Government Agency Debt 71695.56 621.75 FREDDIE MAC 2018-01-01 4.500000 Government Agency Debt 749292.22 44579.61 FREDDIE MAC 2018-02-01 5.000000 Government Agency Debt 10208.52 699.61 FREDDIE MAC 2018-03-01 5.000000 Government Agency Debt 11669.42 677.64 FREDDIE MAC 2018-04-01 4.500000 Government Agency Debt 732374.00 48471.21 FREDDIE MAC 2018-04-01 5.000000 Government Agency Debt 2464681.35 150591.13 FREDDIE MAC 2018-04-01 5.000000 Government Agency Debt 1479013.87 84350.21 FREDDIE MAC 2018-05-01 5.000000 Government Agency Debt 21847.10 768.61 FREDDIE MAC 2018-05-01 5.000000 Government Agency Debt 9636.50 568.55 FREDDIE MAC 2018-06-01 4.500000 Government Agency Debt 601317.60 30065.88 FREDDIE MAC 2018-07-01 5.000000 Government Agency Debt 9636.50 573.56 FREDDIE MAC 2018-07-01 5.000000 Government Agency Debt 11171.40 430.94 FREDDIE MAC 2018-08-01 4.500000 Government Agency Debt 6510313.40 461209.44 FREDDIE MAC 2018-09-01 4.500000 Government Agency Debt 11959.28 1505.61 FREDDIE MAC 2018-09-01 4.500000 Government Agency Debt 11746.89 1492.12 FREDDIE MAC 2018-11-01 5.500000 Government Agency Debt 300185.84 19150.81 FREDDIE MAC 2018-12-01 4.500000 Government Agency Debt 1916524.85 225354.95 FREDDIE MAC 2018-12-01 5.000000 Government Agency Debt 6741509.22 583377.52 FREDDIE MAC 2019-06-01 9.000000 Government Agency Debt 39841.92 81.72 FREDDIE MAC 2019-09-01 5.500000 Government Agency Debt 385460.00 49599.84 FREDDIE MAC 2019-10-01 4.500000 Government Agency Debt 770920.00 97091.59 FREDDIE MAC 2020-08-01 4.500000 Government Agency Debt 1162335.36 127343.65 FREDDIE MAC 2020-08-01 5.000000 Government Agency Debt 369702.40 29812.25 FREDDIE MAC 2020-11-01 3.500000 Government Agency Debt 11031.87 3576.30 FREDDIE MAC 2020-12-01 3.500000 Government Agency Debt 11530.65 2273.06 FREDDIE MAC 2021-05-01 3.500000 Government Agency Debt 845819.50 557035.57 FREDDIE MAC 2021-07-01 8.500000 Government Agency Debt 9636.50 29.68 FREDDIE MAC 2021-08-01 9.500000 Government Agency Debt 38546.00 187.33 FREDDIE MAC 2021-09-01 3.000000 Government Agency Debt 15418.40 7552.70 FREDDIE MAC 2021-11-01 3.500000 Government Agency Debt 614097.91 530917.96 FREDDIE MAC 2021-12-01 3.000000 Government Agency Debt 3854.60 2252.24 FREDDIE MAC 2022-02-01 9.000000 Government Agency Debt 15032.94 10.79 FREDDIE MAC 2022-04-01 8.000000 Government Agency Debt 2312.76 4.24 FREDDIE MAC 2022-06-01 8.500000 Government Agency Debt 48182.50 31.99 FREDDIE MAC 2022-07-01 8.000000 Government Agency Debt 9942.94 106.00 FREDDIE MAC 2022-09-01 7.500000 Government Agency Debt 5666262.00 20142.60 FREDDIE MAC 2022-12-01 8.000000 Government Agency Debt 118875.86 482.98 FREDDIE MAC 2022-12-01 8.000000 Government Agency Debt 19273.00 89.04 FREDDIE MAC 2023-01-01 8.000000 Government Agency Debt 7709.20 25.83 FREDDIE MAC 2023-02-01 8.000000 Government Agency Debt 8865.58 50.11 FREDDIE MAC 2023-02-01 8.000000 Government Agency Debt 8480.12 29.68 FREDDIE MAC 2023-03-01 2.000000 Government Agency Debt 475008.14 452471.45 FREDDIE MAC 2023-03-01 3.000000 Government Agency Debt 558909.29 519223.49 FREDDIE MAC 2023-03-01 4.500000 Government Agency Debt 1681146.40 95881.63 FREDDIE MAC 2023-03-01 4.500000 Government Agency Debt 15418.40 889.26 FREDDIE MAC 2023-03-01 8.000000 Government Agency Debt 28524.04 125.66 FREDDIE MAC 2023-04-01 4.500000 Government Agency Debt 184142.34 9880.11 FREDDIE MAC 2023-04-01 4.500000 Government Agency Debt 31450.84 3365.45 FREDDIE MAC 2023-05-01 4.500000 Government Agency Debt 874429.50 82938.66 FREDDIE MAC 2023-05-01 5.000000 Government Agency Debt 281943.18 41601.54 FREDDIE MAC 2023-06-01 3.000000 Government Agency Debt 3854.60 3814.13 FREDDIE MAC 2023-07-01 5.500000 Government Agency Debt 534943.32 84833.19 FREDDIE MAC 2023-08-01 2.500000 Government Agency Debt 3854600.00 3793297.60 FREDDIE MAC 2023-08-01 2.500000 Government Agency Debt 153485.93 153004.49 FREDDIE MAC 2023-11-01 4.500000 Government Agency Debt 684900.75 89294.12 FREDDIE MAC 2023-12-01 5.000000 Government Agency Debt 1091987.75 139329.53 FREDDIE MAC 2024-06-01 6.500000 Government Agency Debt 166523.35 1303.24 FREDDIE MAC 2024-07-01 4.500000 Government Agency Debt 1872249.76 250202.47 FREDDIE MAC 2024-08-01 4.000000 Government Agency Debt 1927300.00 484679.72 FREDDIE MAC 2024-08-01 4.500000 Government Agency Debt 436389.67 81718.29 FREDDIE MAC 2024-09-01 4.000000 Government Agency Debt 2688474.41 1011119.01 FREDDIE MAC 2024-09-01 8.500000 Government Agency Debt 96365.00 142.62 FREDDIE MAC 2024-10-01 4.500000 Government Agency Debt 16663.05 3632.58 FREDDIE MAC 2024-10-01 5.000000 Government Agency Debt 24205.73 4157.57 FREDDIE MAC 2024-12-01 4.500000 Government Agency Debt 1767850.62 750955.48 FREDDIE MAC 2024-12-01 4.500000 Government Agency Debt 670185.43 194824.59 FREDDIE MAC 2025-03-01 4.000000 Government Agency Debt 1850208.00 538412.46 FREDDIE MAC 2025-03-01 8.000000 Government Agency Debt 26982.20 102.15 FREDDIE MAC 2025-03-01 8.000000 Government Agency Debt 5396.44 67.84 FREDDIE MAC 2025-04-01 4.500000 Government Agency Debt 1261701.93 686093.75 FREDDIE MAC 2025-04-01 4.500000 Government Agency Debt 595364.17 206983.93 FREDDIE MAC 2025-04-01 4.500000 Government Agency Debt 529481.73 165300.28 FREDDIE MAC 2025-04-01 5.000000 Government Agency Debt 385460.00 246603.43 FREDDIE MAC 2025-05-01 4.500000 Government Agency Debt 827213.35 206784.64 FREDDIE MAC 2025-06-01 4.000000 Government Agency Debt 184680.82 172868.79 FREDDIE MAC 2025-06-01 4.000000 Government Agency Debt 258258.20 99181.56 FREDDIE MAC 2025-06-01 4.500000 Government Agency Debt 396139.17 224486.12 FREDDIE MAC 2025-06-01 4.500000 Government Agency Debt 891993.76 178024.70 FREDDIE MAC 2025-06-01 4.500000 Government Agency Debt 392751.36 132877.31 FREDDIE MAC 2025-06-01 4.500000 Government Agency Debt 34420.42 8234.20 FREDDIE MAC 2025-06-01 8.000000 Government Agency Debt 94437.70 304.51 FREDDIE MAC 2025-07-01 4.500000 Government Agency Debt 489863.00 252152.13 FREDDIE MAC 2025-07-01 8.000000 Government Agency Debt 93030.77 612.50 FREDDIE MAC 2025-08-01 4.000000 Government Agency Debt 963650.00 224819.54 FREDDIE MAC 2025-08-01 8.000000 Government Agency Debt 49338.88 259.80 FREDDIE MAC 2025-09-01 4.000000 Government Agency Debt 569339.07 326962.98 FREDDIE MAC 2025-10-01 4.000000 Government Agency Debt 1829597.84 1008675.58 FREDDIE MAC 2025-10-01 4.000000 Government Agency Debt 121196.33 42039.04 FREDDIE MAC 2025-10-01 4.000000 Government Agency Debt 63776.28 15955.35 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 1156380.00 432116.46 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt 301532.64 223563.72 FREDDIE MAC 2025-11-01 8.000000 Government Agency Debt 19273.00 61.29 FREDDIE MAC 2025-12-01 3.500000 Government Agency Debt 169281.70 76952.08 FREDDIE MAC 2025-12-01 3.500000 Government Agency Debt 101418.77 64402.66 FREDDIE MAC 2026-01-01 8.000000 Government Agency Debt 173457.00 843.77 FREDDIE MAC 2026-03-01 4.000000 Government Agency Debt 502909.66 378210.27 FREDDIE MAC 2026-03-01 4.500000 Government Agency Debt 417876.42 197734.04 FREDDIE MAC 2026-04-01 4.500000 Government Agency Debt 826470.57 527451.51 FREDDIE MAC 2026-04-01 4.500000 Government Agency Debt 518398.99 400985.94 FREDDIE MAC 2026-04-01 4.500000 Government Agency Debt 578190.00 323562.83 FREDDIE MAC 2026-04-01 4.500000 Government Agency Debt 96583.56 56321.49 FREDDIE MAC 2026-05-01 4.500000 Government Agency Debt 904030.13 651588.52 FREDDIE MAC 2026-05-01 4.500000 Government Agency Debt 660956.74 441638.48 FREDDIE MAC 2026-06-01 4.000000 Government Agency Debt 1986243.77 585893.03 FREDDIE MAC 2026-06-01 4.500000 Government Agency Debt 718405.32 533376.03 FREDDIE MAC 2026-06-01 4.500000 Government Agency Debt 110096.24 62336.59 FREDDIE MAC 2026-07-01 3.500000 Government Agency Debt 385460.00 169740.01 FREDDIE MAC 2026-07-01 4.500000 Government Agency Debt 738155.90 346372.43 FREDDIE MAC 2026-08-01 3.000000 Government Agency Debt 478777.55 224308.04 FREDDIE MAC 2026-08-01 3.500000 Government Agency Debt 188204.70 120398.05 FREDDIE MAC 2026-09-01 4.000000 Government Agency Debt 5706698.68 4492102.66 FREDDIE MAC 2026-10-01 4.000000 Government Agency Debt 522848.74 494251.07 FREDDIE MAC 2026-10-01 4.000000 Government Agency Debt 485046.67 441691.68 FREDDIE MAC 2026-10-01 5.000000 Government Agency Debt 38546.00 4559.22 FREDDIE MAC 2026-10-01 8.500000 Government Agency Debt 1927.30 12.72 FREDDIE MAC 2026-11-01 3.000000 Government Agency Debt 507535.18 318257.75 FREDDIE MAC 2026-11-01 3.000000 Government Agency Debt 9184.36 7115.98 FREDDIE MAC 2026-11-01 4.000000 Government Agency Debt 4388987.48 4428342.56 FREDDIE MAC 2026-12-01 4.500000 Government Agency Debt 477435.38 449819.87 FREDDIE MAC 2026-12-01 8.000000 Government Agency Debt 9636.50 106.39 FREDDIE MAC 2027-01-01 3.000000 Government Agency Debt 914283.75 752409.44 FREDDIE MAC 2027-01-01 3.000000 Government Agency Debt 770920.00 512095.17 FREDDIE MAC 2027-03-01 8.000000 Government Agency Debt 3854.60 69.38 FREDDIE MAC 2027-05-01 2.500000 Government Agency Debt 600259.90 515112.55 FREDDIE MAC 2027-05-01 3.000000 Government Agency Debt 188875.40 142954.78 FREDDIE MAC 2027-05-01 3.500000 Government Agency Debt 539807.82 518084.84 FREDDIE MAC 2027-06-01 3.000000 Government Agency Debt 515938.21 477674.75 FREDDIE MAC 2027-06-01 3.500000 Government Agency Debt 466290.96 451411.82 FREDDIE MAC 2027-08-01 2.500000 Government Agency Debt 543541.39 448774.50 FREDDIE MAC 2027-08-01 4.000000 Government Agency Debt 446801.72 445941.76 FREDDIE MAC 2027-08-01 5.000000 Government Agency Debt 169602.40 22373.64 FREDDIE MAC 2027-09-01 3.000000 Government Agency Debt 530944.17 508583.25 FREDDIE MAC 2027-09-01 3.000000 Government Agency Debt 496793.57 474704.78 FREDDIE MAC 2027-09-01 4.000000 Government Agency Debt 445348.15 447058.44 FREDDIE MAC 2027-10-01 2.500000 Government Agency Debt 681319.44 599374.11 FREDDIE MAC 2027-11-01 2.500000 Government Agency Debt 385460.00 350640.24 FREDDIE MAC 2027-11-01 3.500000 Government Agency Debt 465408.64 436219.30 FREDDIE MAC 2027-12-01 8.500000 Government Agency Debt 14647.48 105.23 FREDDIE MAC 2028-02-01 2.000000 Government Agency Debt 599192.56 546486.69 FREDDIE MAC 2028-02-01 3.000000 Government Agency Debt 662153.60 648915.74 FREDDIE MAC 2028-02-01 3.000000 Government Agency Debt 366033.97 352950.69 FREDDIE MAC 2028-02-01 3.500000 Government Agency Debt 506416.19 511152.72 FREDDIE MAC 2028-03-01 3.000000 Government Agency Debt 450379.17 441387.55 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt 240141.58 226761.11 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt 52422.56 50590.85 FREDDIE MAC 2028-04-01 3.000000 Government Agency Debt 529622.04 520611.91 FREDDIE MAC 2028-04-01 3.000000 Government Agency Debt 6264.11 5995.44 FREDDIE MAC 2028-05-01 2.000000 Government Agency Debt 770920.00 722673.13 FREDDIE MAC 2028-05-01 2.500000 Government Agency Debt 458114.97 443158.35 FREDDIE MAC 2028-05-01 3.000000 Government Agency Debt 518544.69 515311.45 FREDDIE MAC 2028-05-01 3.500000 Government Agency Debt 169896.89 175256.71 FREDDIE MAC 2028-06-01 2.000000 Government Agency Debt 621918.51 592118.21 FREDDIE MAC 2028-06-01 2.500000 Government Agency Debt 5384.49 5268.85 FREDDIE MAC 2028-06-01 3.500000 Government Agency Debt 638780.46 657753.57 FREDDIE MAC 2028-06-01 3.500000 Government Agency Debt 431825.06 444290.45 FREDDIE MAC 2028-07-01 2.500000 Government Agency Debt 767680.21 749169.26 FREDDIE MAC 2028-07-01 2.500000 Government Agency Debt 455604.85 442908.19 FREDDIE MAC 2028-07-01 3.000000 Government Agency Debt 620672.32 621059.70 FREDDIE MAC 2028-07-01 3.500000 Government Agency Debt 551773.66 572767.35 FREDDIE MAC 2028-07-01 8.500000 Government Agency Debt 19273.00 1637.43 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 585580.81 603348.97 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 584008.90 580948.35 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 553784.21 553898.70 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 479126.01 498301.10 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 453170.29 469529.98 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 469225.08 447690.59 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 423906.55 437268.91 FREDDIE MAC 2028-08-01 3.500000 Government Agency Debt 202072.78 204601.40 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 3293290.45 3450028.12 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 1817303.21 1899985.53 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 954675.72 1001588.13 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 686917.47 720483.33 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 591006.54 620082.18 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 576525.58 596899.46 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 540636.56 567171.63 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 456225.45 478583.28 FREDDIE MAC 2028-10-01 2.500000 Government Agency Debt 18050.71 17851.04 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 169354.93 169266.66 FREDDIE MAC 2028-10-01 3.500000 Government Agency Debt 930024.01 978677.54 FREDDIE MAC 2028-10-01 3.500000 Government Agency Debt 715431.88 750152.19 FREDDIE MAC 2028-10-01 3.500000 Government Agency Debt 558636.77 588772.80 FREDDIE MAC 2028-10-01 4.000000 Government Agency Debt 440311.73 465908.59 FREDDIE MAC 2028-11-01 3.000000 Government Agency Debt 192013.04 198081.34 FREDDIE MAC 2028-11-01 3.000000 Government Agency Debt 55631.51 57443.18 FREDDIE MAC 2028-11-01 3.500000 Government Agency Debt 463645.55 488910.53 FREDDIE MAC 2028-11-01 3.500000 Government Agency Debt 176287.05 185236.27 FREDDIE MAC 2028-11-01 4.000000 Government Agency Debt 99141.47 105617.97 FREDDIE MAC 2028-12-01 2.000000 Government Agency Debt 51423.83 50221.20 FREDDIE MAC 2029-06-01 4.000000 Government Agency Debt 664394.27 206160.58 FREDDIE MAC 2029-07-01 5.500000 Government Agency Debt 436879.59 180378.71 FREDDIE MAC 2029-10-01 5.000000 Government Agency Debt 383918.16 128442.98 FREDDIE MAC 2029-12-01 7.500000 Government Agency Debt 231452.54 491.08 FREDDIE MAC 2030-01-01 8.500000 Government Agency Debt 23169.62 171.53 FREDDIE MAC 2030-02-01 7.000000 Government Agency Debt 9636.50 20.04 FREDDIE MAC 2030-02-01 7.500000 Government Agency Debt 115638.00 1162.16 FREDDIE MAC 2030-02-01 8.000000 Government Agency Debt 10792.88 81.33 FREDDIE MAC 2030-07-01 4.000000 Government Agency Debt 547882.44 164757.17 FREDDIE MAC 2030-07-01 4.500000 Government Agency Debt 432636.06 172105.58 FREDDIE MAC 2030-07-01 8.000000 Government Agency Debt 107928.80 444.82 FREDDIE MAC 2030-08-01 8.000000 Government Agency Debt 38546.00 163.44 FREDDIE MAC 2030-09-01 8.000000 Government Agency Debt 7709.20 106.77 FREDDIE MAC 2031-06-01 5.000000 Government Agency Debt 9636.50 6896.26 FREDDIE MAC 2031-09-01 7.000000 Government Agency Debt 21082.73 181.17 FREDDIE MAC 2031-09-01 8.000000 Government Agency Debt 17345.70 202.75 FREDDIE MAC 2031-10-01 3.500000 Government Agency Debt 666776.42 348998.18 FREDDIE MAC 2031-10-01 4.500000 Government Agency Debt 507752.20 434803.51 FREDDIE MAC 2031-11-01 8.000000 Government Agency Debt 23127.60 137.61 FREDDIE MAC 2032-01-01 4.000000 Government Agency Debt 238897.32 186729.16 FREDDIE MAC 2032-03-01 3.500000 Government Agency Debt 2746865.82 2452486.94 FREDDIE MAC 2032-03-01 3.500000 Government Agency Debt 120076.96 110413.48 FREDDIE MAC 2032-08-01 3.500000 Government Agency Debt 192730.00 175485.29 FREDDIE MAC 2032-09-01 3.500000 Government Agency Debt 770920.00 716345.80 FREDDIE MAC 2032-09-01 3.500000 Government Agency Debt 210219.86 199423.51 FREDDIE MAC 2032-10-01 3.500000 Government Agency Debt 531752.86 520507.84 FREDDIE MAC 2032-11-01 3.500000 Government Agency Debt 433478.29 431652.37 FREDDIE MAC 2033-02-01 3.000000 Government Agency Debt 192730.00 180489.33 FREDDIE MAC 2033-03-01 3.000000 Government Agency Debt 181062.90 171417.92 FREDDIE MAC 2033-03-01 3.500000 Government Agency Debt 187719.02 180916.04 FREDDIE MAC 2033-03-01 4.000000 Government Agency Debt 500891.78 513855.96 FREDDIE MAC 2033-04-01 3.500000 Government Agency Debt 685806.96 695502.82 FREDDIE MAC 2033-04-01 3.500000 Government Agency Debt 561270.23 567276.47 FREDDIE MAC 2033-05-01 5.000000 Government Agency Debt 289095.00 17329.51 FREDDIE MAC 2033-06-01 3.000000 Government Agency Debt 763671.04 734760.77 FREDDIE MAC 2033-06-01 3.000000 Government Agency Debt 192730.00 186698.71 FREDDIE MAC 2033-06-01 3.500000 Government Agency Debt 186562.64 187859.71 FREDDIE MAC 2033-06-01 4.000000 Government Agency Debt 584740.12 604496.10 FREDDIE MAC 2033-08-01 3.500000 Government Agency Debt 527471.17 539409.64 FREDDIE MAC 2033-08-01 3.500000 Government Agency Debt 476322.94 485469.91 FREDDIE MAC 2033-08-01 4.000000 Government Agency Debt 553905.25 576263.47 FREDDIE MAC 2033-09-01 4.000000 Government Agency Debt 961542.30 1015360.23 FREDDIE MAC 2033-10-01 3.500000 Government Agency Debt 235456.70 242262.38 FREDDIE MAC 2033-10-01 5.000000 Government Agency Debt 58204.46 11024.54 FREDDIE MAC 2033-11-01 4.000000 Government Agency Debt 477066.88 505137.24 FREDDIE MAC 2035-04-01 5.500000 Government Agency Debt 37854.10 3961.37 FREDDIE MAC 2035-07-01 5.000000 Government Agency Debt 4667148.52 636300.02 FREDDIE MAC 2035-07-01 5.000000 Government Agency Debt 82873.90 8852.09 FREDDIE MAC 2035-08-01 5.500000 Government Agency Debt 862607.06 206563.00 FREDDIE MAC 2035-09-01 5.000000 Government Agency Debt 1002196.00 146309.82 FREDDIE MAC 2035-09-01 5.000000 Government Agency Debt 58204.46 8436.56 FREDDIE MAC 2035-09-01 6.000000 Government Agency Debt 3793050.90 445862.35 FREDDIE MAC 2035-10-01 5.000000 Government Agency Debt 659136.60 98747.53 FREDDIE MAC 2035-10-01 5.000000 Government Agency Debt 223544.83 17818.27 FREDDIE MAC 2035-10-01 5.000000 Government Agency Debt 92510.40 11107.03 FREDDIE MAC 2035-10-01 5.500000 Government Agency Debt 456383.87 78040.62 FREDDIE MAC 2035-12-01 4.500000 Government Agency Debt 2541480.79 430619.72 FREDDIE MAC 2035-12-01 5.000000 Government Agency Debt 146474.80 20221.23 FREDDIE MAC 2035-12-01 5.000000 Government Agency Debt 9636.50 1044.21 FREDDIE MAC 2036-01-01 5.000000 Government Agency Debt 83435.52 11698.71 FREDDIE MAC 2036-01-01 5.500000 Government Agency Debt 521097.21 57831.72 FREDDIE MAC 2036-01-01 5.500000 Government Agency Debt 159998.28 16482.27 FREDDIE MAC 2036-01-01 5.500000 Government Agency Debt 28808.89 2015.57 FREDDIE MAC 2036-01-01 6.000000 Government Agency Debt 86156.86 14385.37 FREDDIE MAC 2036-02-01 5.000000 Government Agency Debt 118100.70 8383.76 FREDDIE MAC 2036-05-01 5.000000 Government Agency Debt 115638.00 24938.49 FREDDIE MAC 2036-05-01 5.000000 Government Agency Debt 24283.98 6883.54 FREDDIE MAC 2036-05-01 5.500000 Government Agency Debt 382651.15 41872.91 FREDDIE MAC 2036-05-01 5.500000 Government Agency Debt 200824.66 21707.18 FREDDIE MAC 2036-06-01 5.000000 Government Agency Debt 57363.00 15636.57 FREDDIE MAC 2036-06-01 5.000000 Government Agency Debt 22917.91 3125.31 FREDDIE MAC 2036-07-01 5.000000 Government Agency Debt 88655.80 13414.78 FREDDIE MAC 2036-08-01 4.000000 Government Agency Debt 588075.89 451515.12 FREDDIE MAC 2036-08-01 4.000000 Government Agency Debt 221873.09 173346.37 FREDDIE MAC 2036-08-01 6.500000 Government Agency Debt 266172.46 83953.96 FREDDIE MAC 2036-12-01 4.000000 Government Agency Debt 680896.97 557552.09 FREDDIE MAC 2036-12-01 5.000000 Government Agency Debt 99377.76 14365.71 FREDDIE MAC 2036-12-01 5.500000 Government Agency Debt 259365.24 10706.54 FREDDIE MAC 2037-01-01 6.000000 Government Agency Debt 117737.22 14299.41 FREDDIE MAC 2037-02-01 5.000000 Government Agency Debt 96365.00 13860.76 FREDDIE MAC 2037-03-01 6.500000 Government Agency Debt 385460.00 41465.09 FREDDIE MAC 2037-04-01 6.000000 Government Agency Debt 10316.84 4079.32 FREDDIE MAC 2037-05-01 6.000000 Government Agency Debt 17178.02 2307.75 FREDDIE MAC 2037-07-01 5.500000 Government Agency Debt 1107921.51 341357.59 FREDDIE MAC 2037-07-01 6.000000 Government Agency Debt 1676.37 621.75 FREDDIE MAC 2037-07-01 6.000000 Government Agency Debt 930.50 320.32 FREDDIE MAC 2037-08-01 5.000000 Government Agency Debt 2104103.56 313438.34 FREDDIE MAC 2037-08-01 5.000000 Government Agency Debt 102721.62 8578.41 FREDDIE MAC 2037-08-01 6.000000 Government Agency Debt 520371.00 168650.70 FREDDIE MAC 2037-08-01 6.500000 Government Agency Debt 522243.95 21107.40 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 235225.42 42968.77 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 29251.79 8039.54 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 34956.60 7435.91 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 20211.60 6082.17 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 25391.41 5110.81 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 18770.75 5086.53 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 17859.90 4802.45 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 12919.08 4686.04 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 18598.44 4497.16 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 12421.83 4095.13 FREDDIE MAC 2037-09-01 6.000000 Government Agency Debt 11171.79 2370.96 FREDDIE MAC 2037-09-01 6.500000 Government Agency Debt 3672526.43 431625.77 FREDDIE MAC 2037-10-01 5.500000 Government Agency Debt 2365358.33 269806.20 FREDDIE MAC 2037-10-01 6.000000 Government Agency Debt 13793.69 4990.17 FREDDIE MAC 2037-12-01 6.500000 Government Agency Debt 20091.72 2308.52 FREDDIE MAC 2038-01-01 5.000000 Government Agency Debt 120031.09 6947.15 FREDDIE MAC 2038-01-01 5.000000 Government Agency Debt 28913.74 6656.51 FREDDIE MAC 2038-01-01 6.500000 Government Agency Debt 28504.00 2478.89 FREDDIE MAC 2038-02-01 5.000000 Government Agency Debt 58820.43 11082.36 FREDDIE MAC 2038-02-01 6.000000 Government Agency Debt 29737.85 9491.57 FREDDIE MAC 2038-02-01 6.000000 Government Agency Debt 26481.49 8275.44 FREDDIE MAC 2038-02-01 6.000000 Government Agency Debt 22235.26 4908.45 FREDDIE MAC 2038-02-01 6.500000 Government Agency Debt 9636.50 1918.05 FREDDIE MAC 2038-03-01 5.000000 Government Agency Debt 65259.53 12125.42 FREDDIE MAC 2038-03-01 6.000000 Government Agency Debt 11624.32 5957.67 FREDDIE MAC 2038-05-01 5.000000 Government Agency Debt 34815.52 7608.98 FREDDIE MAC 2038-05-01 5.500000 Government Agency Debt 26982.20 5449.25 FREDDIE MAC 2038-05-01 6.000000 Government Agency Debt 859101.30 230302.33 FREDDIE MAC 2038-05-01 6.500000 Government Agency Debt 346914.00 36602.51 FREDDIE MAC 2038-06-01 5.500000 Government Agency Debt 197531.29 47535.31 FREDDIE MAC 2038-07-01 5.500000 Government Agency Debt 124658.92 15293.51 FREDDIE MAC 2038-07-01 6.000000 Government Agency Debt 186903.77 74850.55 FREDDIE MAC 2038-07-01 6.000000 Government Agency Debt 22157.78 12529.76 FREDDIE MAC 2038-08-01 6.000000 Government Agency Debt 17519.54 5447.71 FREDDIE MAC 2038-08-01 6.500000 Government Agency Debt 170420.35 15869.77 FREDDIE MAC 2038-09-01 5.000000 Government Agency Debt 1462102.59 191739.37 FREDDIE MAC 2038-09-01 6.500000 Government Agency Debt 614754.35 103683.34 FREDDIE MAC 2038-09-01 6.500000 Government Agency Debt 118978.40 6436.41 FREDDIE MAC 2038-10-01 6.000000 Government Agency Debt 30610.15 12496.23 FREDDIE MAC 2038-10-01 6.000000 Government Agency Debt 22642.69 8046.09 FREDDIE MAC 2038-10-01 6.000000 Government Agency Debt 14371.49 5177.50 FREDDIE MAC 2038-11-01 5.000000 Government Agency Debt 565235.07 34960.84 FREDDIE MAC 2038-12-01 6.000000 Government Agency Debt 107244.61 38652.00 FREDDIE MAC 2038-12-01 6.500000 Government Agency Debt 345005.97 43910.83 FREDDIE MAC 2039-01-01 5.000000 Government Agency Debt 572827.48 69606.37 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 14445.50 7723.85 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 8944.98 4103.99 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 13434.05 3097.17 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 3962.14 2121.19 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 5227.61 2041.01 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 3415.56 1593.88 FREDDIE MAC 2039-02-01 4.500000 Government Agency Debt 84484.74 14127.11 FREDDIE MAC 2039-02-01 5.000000 Government Agency Debt 3022765.76 435155.82 FREDDIE MAC 2039-03-01 5.500000 Government Agency Debt 2240620.78 1000959.06 FREDDIE MAC 2039-03-01 5.500000 Government Agency Debt 217609.90 48914.10 FREDDIE MAC 2039-05-01 4.500000 Government Agency Debt 676718.20 330145.72 FREDDIE MAC 2039-05-01 5.000000 Government Agency Debt 78341.66 5929.53 FREDDIE MAC 2039-07-01 4.000000 Government Agency Debt 1025323.60 663774.45 FREDDIE MAC 2039-07-01 5.000000 Government Agency Debt 1143870.28 376591.34 FREDDIE MAC 2039-07-01 6.000000 Government Agency Debt 493388.80 150645.09 FREDDIE MAC 2039-10-01 4.500000 Government Agency Debt 381676.32 162395.07 FREDDIE MAC 2039-10-01 5.000000 Government Agency Debt 59746.30 18353.68 FREDDIE MAC 2039-10-01 5.500000 Government Agency Debt 668486.32 264503.04 FREDDIE MAC 2039-12-01 5.500000 Government Agency Debt 640306.88 512205.80 FREDDIE MAC 2040-01-01 5.500000 Government Agency Debt 1156380.00 716203.57 FREDDIE MAC 2040-04-01 4.500000 Government Agency Debt 1514857.80 1004014.99 FREDDIE MAC 2040-05-01 4.500000 Government Agency Debt 1437094.71 525473.33 FREDDIE MAC 2040-05-01 5.500000 Government Agency Debt 24934.25 8450.44 FREDDIE MAC 2040-07-01 4.500000 Government Agency Debt 1096342.29 531853.08 FREDDIE MAC 2040-09-01 4.000000 Government Agency Debt 61022.56 37717.65 FREDDIE MAC 2040-10-01 4.500000 Government Agency Debt 109573.94 47003.76 FREDDIE MAC 2040-11-01 4.000000 Government Agency Debt 794047.60 542686.82 FREDDIE MAC 2040-11-01 4.000000 Government Agency Debt 219368.76 165032.39 FREDDIE MAC 2040-11-01 4.500000 Government Agency Debt 1165030.88 570267.26 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 269822.00 204957.18 FREDDIE MAC 2041-02-01 4.000000 Government Agency Debt 151485.78 87358.34 FREDDIE MAC 2041-02-01 4.500000 Government Agency Debt 29113.79 14432.78 FREDDIE MAC 2041-02-01 5.000000 Government Agency Debt 548757.43 339533.98 FREDDIE MAC 2041-03-01 4.000000 Government Agency Debt 235130.60 182602.42 FREDDIE MAC 2041-03-01 4.500000 Government Agency Debt 938162.23 698873.67 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 1002196.00 699848.50 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 647597.85 307123.74 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 385498.55 197300.40 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 195927.39 179861.80 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 149257.82 45071.07 FREDDIE MAC 2041-06-01 4.000000 Government Agency Debt 424006.00 345422.27 FREDDIE MAC 2041-06-01 5.000000 Government Agency Debt 505531.56 343483.41 FREDDIE MAC 2041-06-01 5.000000 Government Agency Debt 110829.77 73742.35 FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt 305526.77 239967.35 FREDDIE MAC 2041-08-01 5.000000 Government Agency Debt 655628.14 343821.45 FREDDIE MAC 2041-09-01 4.000000 Government Agency Debt 674555.00 517131.21 FREDDIE MAC 2041-09-01 4.000000 Government Agency Debt 362332.40 232845.98 FREDDIE MAC 2041-10-01 4.000000 Government Agency Debt 233203.30 188157.67 FREDDIE MAC 2041-12-01 3.500000 Government Agency Debt 751647.00 615578.85 FREDDIE MAC 2041-12-01 3.500000 Government Agency Debt 192730.00 165131.83 FREDDIE MAC 2041-12-01 4.000000 Government Agency Debt 454958.44 457730.67 FREDDIE MAC 2041-12-01 4.500000 Government Agency Debt 87590.77 90861.79 FREDDIE MAC 2042-02-01 3.500000 Government Agency Debt 7641.36 6702.38 FREDDIE MAC 2042-02-01 4.000000 Government Agency Debt 26409.41 22166.26 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 452915.50 347167.25 FREDDIE MAC 2042-06-01 4.000000 Government Agency Debt 209526.42 211814.90 FREDDIE MAC 2042-07-01 3.000000 Government Agency Debt 662769.18 586438.07 FREDDIE MAC 2042-07-01 3.000000 Government Agency Debt 175524.99 148131.51 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt 2797333.72 2733183.92 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt 454576.83 415388.66 FREDDIE MAC 2042-07-01 4.000000 Government Agency Debt 40487.18 38289.67 FREDDIE MAC 2042-07-01 4.500000 Government Agency Debt 480513.28 506806.28 FREDDIE MAC 2042-07-01 4.500000 Government Agency Debt 463348.75 489939.70 FREDDIE MAC 2042-07-01 4.500000 Government Agency Debt 45074.54 47338.73 FREDDIE MAC 2042-08-01 3.000000 Government Agency Debt 71429.59 58715.97 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 456272.09 450372.23 FREDDIE MAC 2042-08-01 4.000000 Government Agency Debt 829577.38 516703.35 FREDDIE MAC 2042-08-01 4.000000 Government Agency Debt 465183.54 477214.13 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 958364.57 895793.62 FREDDIE MAC 2042-09-01 4.000000 Government Agency Debt 730615.92 747871.03 FREDDIE MAC 2042-09-01 4.000000 Government Agency Debt 435577.12 445340.44 FREDDIE MAC 2042-09-01 4.500000 Government Agency Debt 498000.83 527904.04 FREDDIE MAC 2042-09-01 4.500000 Government Agency Debt 203137.42 201553.95 FREDDIE MAC 2042-10-01 3.000000 Government Agency Debt 106001.50 94988.91 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 637289.88 590743.28 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 359976.85 336109.17 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 758401.42 616116.95 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 158424.06 154487.36 FREDDIE MAC 2042-11-01 4.000000 Government Agency Debt 517387.93 476458.24 FREDDIE MAC 2042-11-01 4.500000 Government Agency Debt 239370.66 248834.47 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 312141.27 286851.62 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 454184.43 452289.51 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 115638.00 111651.57 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 68276.53 65461.13 FREDDIE MAC 2043-02-01 2.500000 Government Agency Debt 13812.96 10870.74 FREDDIE MAC 2043-02-01 3.000000 Government Agency Debt 462839.94 436357.68 FREDDIE MAC 2043-02-01 3.000000 Government Agency Debt 16826.49 15497.80 FREDDIE MAC 2043-02-01 3.500000 Government Agency Debt 683414.80 679459.21 FREDDIE MAC 2043-02-01 3.500000 Government Agency Debt 628037.69 530050.67 FREDDIE MAC 2043-02-01 4.000000 Government Agency Debt 553024.86 527273.43 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 93497.18 85251.03 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 180009.82 177173.61 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 164205.96 159770.47 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 145318.42 143392.28 FREDDIE MAC 2043-03-01 4.000000 Government Agency Debt 157359.03 162620.56 FREDDIE MAC 2043-04-01 3.000000 Government Agency Debt 78396.40 73789.38 FREDDIE MAC 2043-04-01 3.000000 Government Agency Debt 11563.80 10858.41 FREDDIE MAC 2043-04-01 3.500000 Government Agency Debt 530468.51 526573.44 FREDDIE MAC 2043-04-01 3.500000 Government Agency Debt 513047.26 504354.37 FREDDIE MAC 2043-04-01 3.500000 Government Agency Debt 451778.78 447443.12 FREDDIE MAC 2043-04-01 3.500000 Government Agency Debt 441992.33 443016.89 FREDDIE MAC 2043-04-01 3.500000 Government Agency Debt 161122.28 159149.50 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 3158321.25 3257870.14 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 577597.93 575822.12 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 540948.40 513166.37 FREDDIE MAC 2043-04-01 4.000000 Government Agency Debt 224647.63 228878.82 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt 520410.32 497581.45 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt 121902.50 114860.14 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt 60502.19 57039.60 FREDDIE MAC 2043-05-01 3.500000 Government Agency Debt 530007.50 524406.77 FREDDIE MAC 2043-05-01 3.500000 Government Agency Debt 196199.14 194097.23 FREDDIE MAC 2043-05-01 4.000000 Government Agency Debt 561162.30 518549.32 FREDDIE MAC 2043-05-01 4.000000 Government Agency Debt 430653.64 445578.65 FREDDIE MAC 2043-06-01 3.000000 Government Agency Debt 585716.49 554654.97 FREDDIE MAC 2043-06-01 3.000000 Government Agency Debt 111759.12 105699.30 FREDDIE MAC 2043-06-01 3.000000 Government Agency Debt 77811.27 73909.26 FREDDIE MAC 2043-07-01 2.500000 Government Agency Debt 321692.20 291125.22 FREDDIE MAC 2043-07-01 3.000000 Government Agency Debt 532836.39 505373.91 FREDDIE MAC 2043-07-01 3.000000 Government Agency Debt 507790.36 482000.38 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt 662466.97 659907.13 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt 607533.14 611244.35 FREDDIE MAC 2043-08-01 3.000000 Government Agency Debt 42544.76 40861.46 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 997628.30 1004937.39 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 686885.09 691621.24 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 634193.87 637644.51 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 460050.75 458121.91 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 403036.98 401364.47 FREDDIE MAC 2043-09-01 3.000000 Government Agency Debt 109776.70 105287.24 FREDDIE MAC 2043-09-01 3.500000 Government Agency Debt 137899.47 137838.57 FREDDIE MAC 2043-09-01 4.000000 Government Agency Debt 447510.58 463773.91 FREDDIE MAC 2043-10-01 3.000000 Government Agency Debt 4366.11 4201.90 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 1598837.97 1669579.13 FREDDIE MAC 2043-10-01 4.500000 Government Agency Debt 466443.60 499734.24 FREDDIE MAC 2043-10-01 4.500000 Government Agency Debt 280967.19 300767.50 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 486362.64 520931.07 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 443260.50 476186.11 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 435473.44 466469.04 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 427378.78 459025.81 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 401192.16 430334.48 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 385460000.00 385460000.00 0.0136 N 385460000.00 385460000.00 Citibank, N.A. Citibank, N.A. 0.100000% 68859592 0000840464 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 300000000.00 300000000.00 0.0106 N 300000000.00 300000000.00 City of Portland, ME City of Portland, ME 0.200001% 7365594Y8 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 81985000.00 81985000.00 0.0029 N 81985000.00 81985000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.263350% 20272AED4 Other Note N First Tier Security N/A N/A 2014-01-09 2014-04-04 N N N 167000000.00 167000000.00 0.0059 N 167046760.00 167046760.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.263599% 20272AEE2 Other Note N First Tier Security N/A N/A 2014-01-10 2014-04-04 N N N 150000000.00 150000000.00 0.0053 N 150042000.00 150042000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% AUSTB 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2013-12-09 2013-12-09 N N N 223000000.00 223000988.63 0.0079 N 223004460.00 223004460.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.301201% 21684BDL5 Other Note N First Tier Security N/A N/A 2013-12-03 2014-09-03 N N N 30000000.00 29999626.71 0.0011 N 29997750.00 29997750.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.299498% 21684BEM2 Other Note N First Tier Security N/A N/A 2013-12-03 2014-06-03 N N N 250000000.00 250000000.00 0.0088 N 250037500.00 250037500.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY Cooperatieve Centrale Raiffeisen-Boerenleenbank BA-NY 0.294400% 21684BHY3 Other Note N First Tier Security N/A N/A 2013-12-13 2014-09-15 N N N 250000000.00 250000000.00 0.0088 N 249981250.00 249981250.00 Credit Agricole Corporate and Investment Bank Joint Account III 0.090000% 68366971779157CRE 0001330437 Government Agency Repurchase Agreement N FANNIE MAE 2016-03-30 0.500000 Government Agency Debt 3086378.22 3093814.51 FANNIE MAE 2026-05-01 4.000000 Government Agency Debt 4642094.78 2607971.09 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 3937660.46 2532983.71 FANNIE MAE 2026-07-01 3.500000 Government Agency Debt 4333141.27 2246509.83 FANNIE MAE 2026-12-01 3.500000 Government Agency Debt 3726832.73 2544752.18 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 3195624.52 2744376.52 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 2965291.36 2480748.09 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 2651614.80 2393678.46 FANNIE MAE 2027-08-01 3.500000 Government Agency Debt 3280152.82 3149907.04 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 2443111.39 2287907.85 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 2946526.01 2502449.88 FANNIE MAE 2028-01-01 3.000000 Government Agency Debt 2831100.78 2758999.72 FANNIE MAE 2028-02-01 3.000000 Government Agency Debt 2864951.49 2772043.30 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 3156102.15 3046570.99 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 3105987.73 3007871.97 FANNIE MAE 2028-04-01 2.500000 Government Agency Debt 2981416.31 2863494.46 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 2949992.45 2751633.96 FANNIE MAE 2028-05-01 2.500000 Government Agency Debt 2803536.15 2708894.54 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 3043994.58 2982910.73 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 2533492.51 2522743.96 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 2350058.27 2316893.67 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 2781482.83 2749512.39 FANNIE MAE 2028-06-01 3.000000 Government Agency Debt 2843584.68 2761108.96 FANNIE MAE 2028-07-01 2.500000 Government Agency Debt 3144773.10 3051751.58 FANNIE MAE 2028-07-01 3.500000 Government Agency Debt 2201252.59 2256537.58 FANNIE MAE 2028-08-01 3.500000 Government Agency Debt 2598229.36 2702739.90 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 2529006.91 2551580.61 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 2456773.64 2479973.32 FANNIE MAE 2028-11-01 2.500000 Government Agency Debt 2658507.98 2663953.76 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 2780709.98 2946999.74 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 2613608.45 2767072.41 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 2374433.60 2504344.41 FANNIE MAE 2028-12-01 3.500000 Government Agency Debt 2382142.80 2520550.69 FANNIE MAE 2031-03-01 4.500000 Government Agency Debt 4240060.00 2675614.70 FANNIE MAE 2031-04-01 4.500000 Government Agency Debt 3854600.00 2278699.98 FANNIE MAE 2032-04-01 3.500000 Government Agency Debt 2689882.89 2426811.06 FANNIE MAE 2032-05-01 3.500000 Government Agency Debt 3330374.40 2774092.79 FANNIE MAE 2032-05-01 3.500000 Government Agency Debt 2453435.94 2338825.96 FANNIE MAE 2032-06-01 4.000000 Government Agency Debt 2469122.23 2348667.14 FANNIE MAE 2032-08-01 3.500000 Government Agency Debt 3262396.99 2974742.07 FANNIE MAE 2033-05-01 3.500000 Government Agency Debt 3038017.64 3071369.18 FANNIE MAE 2033-11-01 3.500000 Government Agency Debt 2828391.38 2920645.07 FANNIE MAE 2034-04-01 5.500000 Government Agency Debt 30528432.00 2613345.95 FANNIE MAE 2034-05-01 5.000000 Government Agency Debt 17416510.54 2542708.48 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 3426739.40 2607040.59 FANNIE MAE 2037-03-01 5.500000 Government Agency Debt 17319125.62 2387881.91 FANNIE MAE 2037-06-01 6.000000 Government Agency Debt 19273000.00 2366568.67 FANNIE MAE 2038-11-01 4.000000 Government Agency Debt 2831860.14 2959711.05 FANNIE MAE 2038-11-01 4.000000 Government Agency Debt 2681765.48 2807553.80 FANNIE MAE 2038-12-01 4.000000 Government Agency Debt 2183847.53 2286276.59 FANNIE MAE 2040-04-01 5.500000 Government Agency Debt 4355644.81 2376543.61 FANNIE MAE 2040-06-01 5.500000 Government Agency Debt 3877271.99 2775381.38 FANNIE MAE 2040-10-01 3.500000 Government Agency Debt 3854600.00 2608476.43 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 4025295.18 2301557.38 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 3796807.60 2978225.08 FANNIE MAE 2041-06-01 5.000000 Government Agency Debt 4580637.81 3154236.53 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 2445383.29 2331546.16 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 3146224.74 3041408.14 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 2890950.00 2485729.78 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 2948998.35 2740640.26 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 2805731.35 2659686.33 FANNIE MAE 2042-12-01 4.000000 Government Agency Debt 2840263.94 2754202.67 FANNIE MAE 2043-04-01 3.500000 Government Agency Debt 2981581.67 2867737.60 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 3199357.32 3026194.42 FANNIE MAE 2043-06-01 3.500000 Government Agency Debt 2395988.52 2406908.99 FANNIE MAE 2043-06-01 4.000000 Government Agency Debt 2845548.59 2917502.80 FANNIE MAE 2043-06-01 4.000000 Government Agency Debt 2464724.91 2538054.82 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 3047952.87 2936070.41 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 2943231.48 2809962.93 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 2714131.02 2611205.49 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 2626417.28 2527816.61 FANNIE MAE 2043-07-01 3.500000 Government Agency Debt 2976090.79 2992359.13 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 2731377.65 2599568.07 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 2466501.49 2577081.49 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 2269663.26 2312890.29 FANNIE MAE 2043-09-01 3.500000 Government Agency Debt 2938722.37 2967520.47 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 2688927.33 2780972.48 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 2448943.02 2561741.72 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 2299397.64 2403750.92 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 2209793.23 2319281.98 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 2716704.35 2845207.08 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 2719964.57 2843632.86 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 2524725.61 2644501.52 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 925293.65 968986.31 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 2897550.62 3124946.58 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 2821077.28 3029899.08 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 2663799.19 2886749.64 FANNIE MAE 2043-10-01 5.000000 Government Agency Debt 2582645.60 2762876.67 FANNIE MAE 2043-11-01 3.500000 Government Agency Debt 2537648.93 2543671.35 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2929401.56 3071990.54 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2925745.09 3064545.77 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2875531.60 3017275.65 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2662987.03 2792613.37 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2613944.95 2737794.02 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2512389.35 2636227.62 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2410346.14 2529154.93 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2372924.91 2489896.22 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2325235.80 2440574.68 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2246099.70 2354734.67 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2191640.76 2303736.77 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2919482.52 3150028.07 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2780765.10 2986605.75 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2687740.88 2906928.86 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2675675.99 2888223.64 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2623958.05 2820615.88 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2442742.51 2623561.79 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2430563.13 2616347.91 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2379791.11 2555947.87 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2188057.91 2366316.97 FANNIE MAE 2043-11-01 5.000000 Government Agency Debt 2038329.83 2247431.85 FANNIE MAE 2043-12-01 3.500000 Government Agency Debt 2808010.96 2804192.59 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 2934514.30 3083529.29 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 2439273.37 2554995.40 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 2433470.27 2522732.78 FANNIE MAE 2043-12-01 4.500000 Government Agency Debt 2746730.14 2955770.11 FANNIE MAE 2043-12-01 5.000000 Government Agency Debt 2101995.10 2333298.47 FANNIE MAE 2052-08-01 3.500000 Government Agency Debt 2575371.97 2267566.36 FANNIE MAE 2052-11-01 3.000000 Government Agency Debt 3313570.27 3078336.37 FREDDIE MAC 2025-07-01 4.000000 Government Agency Debt 10021960.00 3148733.70 FREDDIE MAC 2025-09-01 3.500000 Government Agency Debt 7709200.00 2459078.69 FREDDIE MAC 2027-10-01 3.000000 Government Agency Debt 2465471.16 2385024.88 FREDDIE MAC 2028-01-01 2.500000 Government Agency Debt 2480859.11 2297051.73 FREDDIE MAC 2028-02-01 3.000000 Government Agency Debt 2890656.28 2826869.20 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt 3054770.50 2924565.97 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt 2407968.62 2266655.51 FREDDIE MAC 2028-06-01 3.500000 Government Agency Debt 2728555.32 2825448.01 FREDDIE MAC 2028-08-01 3.000000 Government Agency Debt 2991130.67 2994225.53 FREDDIE MAC 2028-09-01 3.500000 Government Agency Debt 2786327.29 2907220.65 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 2913299.74 2961831.08 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 2197151.29 2253384.13 FREDDIE MAC 2028-11-01 3.000000 Government Agency Debt 2786941.33 2877481.64 FREDDIE MAC 2028-11-01 3.500000 Government Agency Debt 2871479.26 3009882.14 FREDDIE MAC 2028-12-01 3.000000 Government Agency Debt 2848880.90 2939692.96 FREDDIE MAC 2028-12-01 3.500000 Government Agency Debt 2822356.24 2984975.26 FREDDIE MAC 2028-12-01 3.500000 Government Agency Debt 2484655.89 2627814.96 FREDDIE MAC 2031-03-01 4.500000 Government Agency Debt 4168523.63 2543021.08 FREDDIE MAC 2032-08-01 3.500000 Government Agency Debt 3128670.51 2691658.31 FREDDIE MAC 2033-01-01 3.500000 Government Agency Debt 3075515.96 3074485.62 FREDDIE MAC 2033-01-01 3.500000 Government Agency Debt 2690282.99 2612852.17 FREDDIE MAC 2033-01-01 3.500000 Government Agency Debt 2339085.38 2288551.96 FREDDIE MAC 2033-01-01 3.500000 Government Agency Debt 2227511.28 2126464.87 FREDDIE MAC 2033-04-01 3.500000 Government Agency Debt 2549565.42 2532387.40 FREDDIE MAC 2033-06-01 3.500000 Government Agency Debt 2291101.77 2322837.08 FREDDIE MAC 2033-08-01 3.500000 Government Agency Debt 2543612.76 2539578.93 FREDDIE MAC 2033-09-01 4.000000 Government Agency Debt 2325548.41 2455013.24 FREDDIE MAC 2033-11-01 4.000000 Government Agency Debt 2457048.86 2608467.18 FREDDIE MAC 2033-12-01 6.000000 Government Agency Debt 6814448.66 2387766.66 FREDDIE MAC 2035-06-01 5.500000 Government Agency Debt 10657376.93 2385366.79 FREDDIE MAC 2036-04-01 6.000000 Government Agency Debt 10493292.78 2383025.50 FREDDIE MAC 2037-06-01 3.500000 Government Agency Debt 3763922.85 2836556.58 FREDDIE MAC 2037-10-01 6.500000 Government Agency Debt 43914530.38 2755335.54 FREDDIE MAC 2037-12-01 5.500000 Government Agency Debt 4639216.55 2747413.95 FREDDIE MAC 2038-02-01 5.000000 Government Agency Debt 2617075.66 2844739.90 FREDDIE MAC 2039-01-01 5.000000 Government Agency Debt 22284498.37 2707873.46 FREDDIE MAC 2039-12-01 4.500000 Government Agency Debt 4733506.62 2647633.00 FREDDIE MAC 2040-12-01 3.500000 Government Agency Debt 4100699.64 2594485.00 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 5781900.00 2871861.64 FREDDIE MAC 2040-12-01 4.500000 Government Agency Debt 4509882.00 2919639.02 FREDDIE MAC 2041-04-01 4.500000 Government Agency Debt 5460811.82 2335886.06 FREDDIE MAC 2041-11-01 4.000000 Government Agency Debt 2813858.00 2424449.35 FREDDIE MAC 2041-12-01 4.000000 Government Agency Debt 3860461.30 2743699.65 FREDDIE MAC 2042-02-01 4.000000 Government Agency Debt 2825912.88 2586072.34 FREDDIE MAC 2042-03-01 4.000000 Government Agency Debt 3518105.37 2540243.84 FREDDIE MAC 2042-06-01 3.000000 Government Agency Debt 3325062.76 2324658.38 FREDDIE MAC 2042-06-01 4.000000 Government Agency Debt 3854600.00 3138074.96 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 2514942.25 2393046.31 FREDDIE MAC 2042-09-01 4.000000 Government Agency Debt 3089673.13 2999317.84 FREDDIE MAC 2042-10-01 3.000000 Government Agency Debt 3304451.06 2837626.23 FREDDIE MAC 2042-11-01 3.000000 Government Agency Debt 3032657.43 2627293.43 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 2950798.45 2835820.35 FREDDIE MAC 2042-12-01 4.000000 Government Agency Debt 3003598.37 2943028.34 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 3035596.18 2811426.90 FREDDIE MAC 2043-01-01 3.000000 Government Agency Debt 2487476.68 2317175.83 FREDDIE MAC 2043-04-01 3.000000 Government Agency Debt 3083680.00 2884963.81 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 2755821.60 2740575.12 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt 2896965.87 2908801.04 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt 2890950.00 2880518.68 FREDDIE MAC 2043-07-01 4.000000 Government Agency Debt 2408679.41 2502738.20 FREDDIE MAC 2043-08-01 3.000000 Government Agency Debt 2418988.54 2314028.93 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 2603323.60 2584491.95 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 2989064.22 3108330.94 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 2340202.82 2437676.41 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 2323986.52 2418707.15 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 2306919.51 2399367.85 FREDDIE MAC 2043-09-01 4.000000 Government Agency Debt 2798093.46 2900345.20 FREDDIE MAC 2043-10-01 3.000000 Government Agency Debt 2808540.58 2706222.54 FREDDIE MAC 2043-10-01 3.500000 Government Agency Debt 2388635.49 2409795.31 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 2486652.57 2595597.44 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 2289698.70 2388452.39 FREDDIE MAC 2043-10-01 4.000000 Government Agency Debt 2173038.84 2265673.36 FREDDIE MAC 2043-10-01 4.500000 Government Agency Debt 2577085.73 2761478.61 FREDDIE MAC 2043-10-01 4.500000 Government Agency Debt 2273689.00 2433920.49 FREDDIE MAC 2043-11-01 3.500000 Government Agency Debt 2746395.18 2774881.44 FREDDIE MAC 2043-11-01 3.500000 Government Agency Debt 2545680.76 2572085.15 FREDDIE MAC 2043-11-01 3.500000 Government Agency Debt 2353677.74 2360000.05 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 3074156.83 3182539.70 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 3032721.80 3170562.30 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2792030.17 2920664.73 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2731906.51 2855369.73 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2632163.72 2753569.74 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2614494.62 2732518.62 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2407447.48 2516868.78 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2309783.09 2406711.25 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2284249.84 2390195.83 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 2271557.41 2376212.88 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2908178.52 3138788.45 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2827635.88 3051471.35 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2745443.09 2962267.04 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2753784.06 2950817.33 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2621842.64 2809443.33 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2577670.85 2768106.60 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2393614.09 2583401.49 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2360540.08 2534946.08 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2245955.16 2416061.74 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2204995.02 2362766.88 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2162351.20 2323100.35 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2152688.87 2323099.96 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2157876.00 2321876.90 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2156225.08 2319546.02 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 2130123.27 2284851.15 FREDDIE MAC 2043-12-01 4.000000 Government Agency Debt 2494285.83 2607656.56 FREDDIE MAC 2043-12-01 4.000000 Government Agency Debt 2148793.41 2243460.84 FREDDIE MAC 2043-12-01 4.500000 Government Agency Debt 2722581.07 2924977.64 FREDDIE MAC 2043-12-01 4.500000 Government Agency Debt 2437293.65 2630558.66 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 578190000.00 578190000.00 0.0204 N 578190000.00 578190000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate And Investment Bank 0.100000% 68811491 0001330437 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 950000000.00 950000000.00 0.0334 N 950000000.00 950000000.00 Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 0.290000% MJD850VC2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 297000000.00 297000164.85 0.0105 N 296997030.00 296997030.00 Credit Industriel et Commercial, New York Credit Industriel et Commercial, New York 0.280000% MJD9H0U16 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 295000000.00 295004421.38 0.0104 N 295026550.00 295026550.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.216000% 22549TKA5 Other Note N First Tier Security N/A N/A 2013-12-24 2014-03-31 Y CREDIT SUISSE AG N/A N/A N N 550000000.00 550000000.00 0.0194 N 549913100.00 549913100.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.515998% 68186284779157CS 0000029646 Other Repurchase Agreement N ABS ARE 08/15/19 2.927 2019-08-15 3.000000 Other Note 5000000.00 4377896.00 ABS CIF 05/10/21 1.964 2021-05-10 2.000000 Other Note 2000000.00 1790059.00 ABS FLA 06/01/17 2.110 2017-06-01 2.000000 Other Note 4000000.00 3943475.00 AFC HOME EQUITY LOAN TRUST 2028-11-24 1.096000 Other Note 20000000.00 153765.00 AMORTIZING RESIDENTIAL COLLATERAL TRUST 2032-07-25 1.201000 Other Note 4254000.00 930076.00 APIDOS CDO 2023-01-17 4.493549 Other Note 2750000.00 2757633.00 ARES CLO LTD 2021-04-16 1.595800 Other Note 2275000.00 2073720.00 ASSET BACKED FUNDING CERTIFICATES 2033-08-25 1.216000 Other Note 700000.00 396407.00 ATRIUM CDO CORP 2022-10-23 4.738599 Other Note 13000000.00 13106828.00 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 2019-03-20 3.040000 Other Note 30000.00 30654.00 BABSON CLO LTD 2019-11-10 1.939400 Other Note 500000.00 471655.00 BABSON CLO LTD 2021-04-15 1.943600 Other Note 3350000.00 3218557.00 BAKER STREET FUNDING 2018-12-15 2.154399 Other Note 1625000.00 1427888.00 BATTALION CLO LTD 2019-11-15 5.493599 Other Note 4650000.00 4666635.00 BATTALION CLO LTD 2022-07-14 2.393600 Other Note 5500000.00 5079057.00 CAJUN GLOBAL LLC 2041-02-20 5.955000 Other Note 10925000.00 10358052.00 CAPITAL AUTO RECEIVABLES ASSET TRUST / ALLY 2021-09-20 2.189999 Other Note 1250000.00 1232049.00 CFC LLC 2018-11-15 2.750000 Other Note 7000000.00 6943905.00 CFC LLC 2019-03-15 3.450000 Other Note 4900000.00 4931679.00 CIFC FUNDING LTD 2021-07-26 2.838099 Other Note 3750000.00 3492996.00 CLYDESDALE CLO LTD 2018-12-19 1.690600 Other Note 3000000.00 2793471.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2035-10-25 0.666000 Other Note 3398000.00 2911172.00 CREDIT-BASED ASSET SERVICING AND SECURITIZATION 2036-07-25 0.456000 Other Note 2700000.00 695143.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2032-02-25 1.466000 Other Note 2130000.00 1637494.00 FIRST INVESTORS AUTO OWNER TRUST 2019-09-16 3.790000 Other Note 4000000.00 4089872.00 FRASER SULLIVAN CLO LTD 2023-04-20 4.242049 Other Note 3000000.00 3016992.00 GREENBRIAR CLO LTD 2021-11-01 1.991900 Other Note 866600.00 803811.00 GREENPOINT MANUFACTURED HOUSING 2032-04-20 1.437999 Other Note 4000000.00 1783624.00 GREENS CREEK FUNDING LTD 2021-04-18 2.496049 Other Note 1320000.00 1264988.00 INDYMAC MANUFACTURED HOUSING CONTRACT 2029-08-25 6.200000 Other Note 9980000.00 427295.00 IRWIN HOME EQUITY 2023-07-25 0.705999 Other Note 85000000.00 922727.00 LONG BEACH MORTGAGE LOAN TRUST 2035-04-25 1.096000 Other Note 24921200.00 23329925.00 MORGAN STANLEY DEAN WITTER CAPITAL I TRUST 2032-01-25 1.696000 Other Note 15000000.00 2649733.00 MOUNTAIN CAPITAL CLO LTD 2019-04-25 1.538350 Other Note 1000000.00 900993.00 MOUNTAIN VIEW FUNDING CLO 2019-04-15 1.993600 Other Note 4000000.00 3796985.00 OFSI FUND III LTD 2019-09-20 2.002450 Other Note 7250000.00 6138060.00 QUEST TRUST 2035-03-25 1.116000 Other Note 4000000.00 2751924.00 SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-09-16 4.690000 Other Note 34760000.00 37155689.00 SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-12-16 4.990000 Other Note 47460000.00 49121296.00 SHASTA CLO LTD 2021-04-20 1.642050 Other Note 1000000.00 932243.00 SHINNECOCK CLO 2018-07-15 2.043600 Other Note 2000000.00 1902719.00 STONE TOWER CLO LTD 2018-03-16 2.115800 Other Note 3000000.00 2938741.00 VENTURE CDO LTD 2022-11-14 5.239250 Other Note 5150000.00 5225204.00 WEST CLO LTD 2023-10-30 4.985850 Other Note 4550000.00 4570229.00 First Tier Security N/A N/A 2013-12-02 2014-01-02 N N N 200000000.00 200000000.00 0.0070 Y 200000000.00 200000000.00 Deutsche Bank AG-New York NY Deutsche Bank AG-New York NY 0.301849% 25153DBP7 Other Note N First Tier Security N/A N/A 2013-12-18 2014-02-28 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 545000000.00 545000000.00 0.0192 N 544977655.00 544977655.00 Deutsche Bank Securities, Inc. Joint Account III 0.090000% 68366971779157DEU 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2026-12-01 3.000000 Government Agency Debt 4561293.88 3696762.22 FANNIE MAE 2031-11-01 4.000000 Government Agency Debt 5226332.65 3506198.90 FANNIE MAE 2033-11-01 4.000000 Government Agency Debt 1871498.88 1974913.56 FANNIE MAE 2039-08-01 5.000000 Government Agency Debt 13658240.85 5241072.64 FANNIE MAE 2039-11-01 5.000000 Government Agency Debt 11164753.69 5545453.05 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 5285540.07 3893040.38 FANNIE MAE 2040-10-01 6.000000 Government Agency Debt 6873863.08 3880878.74 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 7712779.38 7226819.94 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 4953578.07 4453091.02 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 5320685.16 5102631.21 FANNIE MAE 2043-07-01 3.500000 Government Agency Debt 4671116.45 4633488.23 FANNIE MAE 2043-07-01 4.000000 Government Agency Debt 2599490.59 2692981.60 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 4364708.90 4681987.19 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 4192715.88 4382179.87 FREDDIE MAC 2027-09-01 2.500000 Government Agency Debt 3475095.36 3098313.60 FREDDIE MAC 2028-07-01 2.500000 Government Agency Debt 1152871.54 1133649.42 FREDDIE MAC 2028-07-01 3.000000 Government Agency Debt 716154.23 710076.30 FREDDIE MAC 2028-08-01 2.500000 Government Agency Debt 246764.55 245411.20 FREDDIE MAC 2028-08-01 2.500000 Government Agency Debt 130297.43 128836.15 FREDDIE MAC 2033-11-01 4.000000 Government Agency Debt 5256077.05 5579951.72 FREDDIE MAC 2035-06-01 6.000000 Government Agency Debt 18823274.57 3576372.27 FREDDIE MAC 2036-01-01 5.000000 Government Agency Debt 18488346.06 5818629.71 FREDDIE MAC 2036-10-01 6.000000 Government Agency Debt 6051722.00 798676.20 FREDDIE MAC 2037-05-01 5.500000 Government Agency Debt 2575156.11 366289.15 FREDDIE MAC 2037-12-01 6.000000 Government Agency Debt 27298747.08 3322607.77 FREDDIE MAC 2038-02-01 5.500000 Government Agency Debt 1.54 0.00 FREDDIE MAC 2038-02-01 6.000000 Government Agency Debt 4149066.00 612224.19 FREDDIE MAC 2038-05-01 5.500000 Government Agency Debt 6179096.49 2005808.95 FREDDIE MAC 2038-07-01 5.500000 Government Agency Debt 3975520.73 535099.04 FREDDIE MAC 2039-02-01 7.000000 Government Agency Debt 38546.00 43119.48 FREDDIE MAC 2039-04-01 5.500000 Government Agency Debt 67340.25 73302.16 FREDDIE MAC 2039-10-01 5.000000 Government Agency Debt 4047330.00 2834068.05 FREDDIE MAC 2040-01-01 5.000000 Government Agency Debt 708107.37 392826.91 FREDDIE MAC 2041-02-01 3.500000 Government Agency Debt 1041804.71 648593.50 FREDDIE MAC 2041-03-01 4.500000 Government Agency Debt 5443660.01 3907621.18 FREDDIE MAC 2041-06-01 5.000000 Government Agency Debt 5110297.24 2515108.00 FREDDIE MAC 2042-01-01 4.000000 Government Agency Debt 3390120.70 2896826.34 FREDDIE MAC 2042-04-01 3.000000 Government Agency Debt 4237174.45 3341438.26 FREDDIE MAC 2042-07-01 4.000000 Government Agency Debt 3871601.87 3947817.72 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 3907975.80 3650992.70 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 57819.00 53910.05 FREDDIE MAC 2043-04-01 2.500000 Government Agency Debt 2551134.25 2282086.25 FREDDIE MAC 2043-05-01 3.000000 Government Agency Debt 5686844.02 5361389.74 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 711739.94 706565.53 FREDDIE MAC 2043-07-01 2.500000 Government Agency Debt 685020.24 619929.54 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 3235486.87 3369581.08 FREDDIE MAC 2043-11-01 3.500000 Government Agency Debt 2350303.80 2352243.44 FREDDIE MAC 2043-11-01 3.500000 Government Agency Debt 1721169.48 1739021.68 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 1835494.61 1891088.35 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 345985.43 356464.54 FREDDIE MAC 2043-12-01 4.500000 Government Agency Debt 817673.21 882512.21 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-20 4.500000 Government Agency Debt 9079846.42 4749732.94 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-03-20 3.500000 Government Agency Debt 10074471.99 10013620.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-07-20 4.000000 Government Agency Debt 9315531.31 9794375.55 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 154184000.00 154184000.00 0.0054 N 154184000.00 154184000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.410000% 68860855779157DEU 0001074042 Other Repurchase Agreement N AMBASSADORS GROUP INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 60720.00 APOLLO GLOBAL MGMT LLCCL A SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9610381.00 ATLAS ENERGY LP COM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9724014.00 AV HOMES INC 2016-02-15 7.500000 Other Note 100000.00 125167.00 BLACKSTONE GROUP L PCOM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9799963.00 CANADIAN PAC RY LTD COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9207367.00 CBIZ INC 2015-10-01 4.875000 Other Note 869000.00 1147935.00 CRESTWOOD MIDSTREAM PARTNERSUNIT LTD 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1495522.00 DHT HOLDINGS INCSHS NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6076.00 DOT HILL SYS CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 16164.00 DRYSHIPS INCSHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 7108979.00 E*TRADE FINANCIAL CORP 2019-08-31 0.00 Other Note 929000.00 1607755.00 GILAT SATELLITE NETWORKS LTDSHS NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 161230.00 HARRIS INTERACTIVE INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 26130.00 KINDER MORGAN MANAGEMENT LLCSHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 510170.00 KKR & CO L P DELCOM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9708151.00 MARKET VECTORS ETF TR GOLD MIN 2013-11-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 9767150.00 MONDELEZ INTL INC CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6506354.00 OCCIDENTAL PETE CORP DELCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3793054.00 PLAINS ALL AMERN PIPELINE L UNIT LTD 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4712567.00 RUDOLPH TECHNOLOGIES INC 2016-07-15 3.750000 Other Note 624000.00 720850.00 SCICLONE PHARMACEUTICALS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 29646.00 SUNOCO LOGISTICS PRTNRS L P COM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 8075177.00 TWENTY FIRST CENTY FOX INCCL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9762357.00 UNIVERSAL CORP 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 1163900.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 97000000.00 97000000.00 0.0034 N 97000000.00 97000000.00 Dexia Credit Local New York Branch Dexia Credit Local New York Branch 0.471304% 25214T2C8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 200000000.00 199770222.22 0.0070 N 199860000.00 199860000.00 Dexia Credit Local New York Branch Dexia Credit Local New York Branch 0.471335% 25214V2B5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 254500000.00 254190994.58 0.0089 N 254309125.00 254309125.00 Dexia Credit Local New York Branch Dexia Credit Local New York Branch 0.471335% 25214W2B3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 117000000.00 116856415.00 0.0041 N 116911080.00 116911080.00 Dexia Credit Local New York Branch Dexia Credit Local New York Branch 0.471335% 25214Y2F0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 100000000.00 99878583.33 0.0035 N 99925000.00 99925000.00 Dexia Credit Local New York Branch Dexia Credit Local New York Branch 0.350429% 25215E2C0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 100000000.00 99998055.56 0.0035 N 99998000.00 99998000.00 Federal Home Loan Bank Federal Home Loan Bank 0.245000% 3130A02L3 Government Agency Debt N First Tier Security N/A N/A 2014-10-07 2014-10-07 N N N 121600000.00 121600000.00 0.0043 N 121644627.20 121644627.20 Federal Home Loan Bank Federal Home Loan Bank 0.170000% 3130A03R9 Government Agency Debt N First Tier Security N/A N/A 2014-09-30 2014-09-30 N N N 150000000.00 149978831.51 0.0053 N 149987550.00 149987550.00 Federal Home Loan Bank Federal Home Loan Bank 0.205000% 3130A03W8 Government Agency Debt N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 300000000.00 300000000.00 0.0106 N 300063000.00 300063000.00 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 29000000.00 29010381.61 0.0010 N 29012151.00 29012151.00 Federal Home Loan Bank Federal Home Loan Bank 0.147999% 313380DP9 Government Agency Debt N First Tier Security N/A N/A 2013-12-15 2014-08-15 N N N 116000000.00 115983348.16 0.0041 N 116020184.00 116020184.00 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 49999340.46 0.0018 N 50001500.00 50001500.00 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 74998282.36 0.0026 N 75002775.00 75002775.00 Federal Home Loan Bank Federal Home Loan Bank 0.125000% 313383NX5 Government Agency Debt N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 109000000.00 108941301.25 0.0038 N 108983977.00 108983977.00 Federal Home Loan Bank Federal Home Loan Bank 0.245000% 313383NZ0 Government Agency Debt N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 240000000.00 240000000.00 0.0084 N 240038400.00 240038400.00 Federal Home Loan Bank Federal Home Loan Bank 0.250000% 313383PA3 Government Agency Debt N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 175000000.00 175000000.00 0.0062 N 175045150.00 175045150.00 Federal Home Loan Bank Federal Home Loan Bank 0.190000% 313383PV7 Government Agency Debt N First Tier Security N/A N/A 2014-07-11 2014-07-11 N N N 67000000.00 66992664.88 0.0024 N 67014740.00 67014740.00 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 13225000.00 13295520.20 0.0005 N 13293981.60 13293981.60 Gemini Securitization Corp LLC Gemini Securitization Corp LLC 0.140017% 3686M0ZP6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 100000000.00 99991444.45 0.0035 N 99990000.00 99990000.00 Gemini Securitization Corp LLC Gemini Securitization Corp LLC 0.220121% 3686M1AF3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 230000000.00 229936750.00 0.0081 N 229949400.00 229949400.00 Gemini Securitization Corp LLC Gemini Securitization Corp LLC 0.220121% 3686M1AG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 100000000.00 99971888.89 0.0035 N 99977000.00 99977000.00 Georgia Private Colleges & Universities Authority Georgia Private Colleges & Universities Authority, Series B 0.139999% 74265LHW1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y Emory University N/A N/A N N 9600000.00 9600000.00 0.0003 N 9600000.00 9600000.00 Hannover Funding Co LLC Hannover Funding Co LLC 0.230132% 41068LAM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-21 2014-01-21 N N N 50000000.00 49983708.33 0.0018 N 49987000.00 49987000.00 Hannover Funding Co LLC Hannover Funding Co LLC 0.220126% 41068LB39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 50000000.00 49980444.45 0.0018 N 49983000.00 49983000.00 Hannover Funding Co LLC Hannover Funding Co LLC 0.240144% 41068UZP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 50000000.00 49992666.67 0.0018 N 49995000.00 49995000.00 Hawaii Puttable Floating Option Tax-Exempt Receipts Hawaii Puttable Floating Option Tax-Exempt Receipts, Series MT-829 0.249999% 74703UGP7 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y Bank of America, N.A. N/A N/A N N 20300000.00 20300000.00 0.0007 N 20300000.00 20300000.00 HSBC Securities (USA), Inc. HSBC Securities (USA), Inc. 0.260000% 68861005779157DTC 0000083246 Other Repurchase Agreement N ACE CAPITAL TRUST II 2030-04-01 9.699999 Other Note 3065000.00 4430849.00 ARCELORMITTAL 2039-10-15 7.500000 Other Note 1672124.00 1646903.00 CAESARS ENTERTAINMENT OP 2015-12-15 10.000000 Other Note 2000000.00 1756111.00 CAESARS ENTERTAINMENT OP 2018-12-15 10.000000 Other Note 40000000.00 19872223.00 CHC HELICOPTER SA 2020-10-15 9.250000 Other Note 925000.00 1035017.00 CHRYSLER GP,CG CO-ISSUER 2019-06-15 8.000000 Other Note 1090000.00 1238482.00 ELECTRICITE DE FRANCE 2019-01-26 6.500000 Other Note 405000.00 496017.00 GENERAL MOTORS CO 2018-10-02 3.500000 Other Note 555000.00 568752.00 GOODYEAR TIRE & RUBBER 2021-03-01 6.500000 Other Note 100000.00 107697.00 HEWLETT-PACKARD CO 2014-06-02 4.750000 Other Note 1897000.00 1978864.00 HEWLETT-PACKARD CO 2014-12-09 2.625000 Other Note 1524000.00 1570643.00 HEWLETT-PACKARD CO 2021-12-09 4.650000 Other Note 920000.00 965888.00 HEWLETT-PACKARD CO 2022-09-15 4.049999 Other Note 350000.00 347033.00 HEXION US FIN,NOVA SCOTI 2020-11-15 9.000000 Other Note 10000.00 9910.00 INTERGEN NV 2023-06-30 7.000000 Other Note 3000000.00 3194333.00 NORDSTROM INC 2014-06-01 6.750000 Other Note 1000000.00 1064595.00 NXP BV,NXP FUNDING LLC 2018-06-01 3.750000 Other Note 15395000.00 15524896.00 REED ELSEVIER CAPITAL 2014-01-15 7.750000 Other Note 1420000.00 1472564.00 REYNOLDS GRP ISS/REYNOLD 2021-02-15 6.875000 Other Note 6787000.00 7491976.00 SCHAEFFLER HLDG FIN BV 2018-08-15 6.875000 Other Note 200000.00 217774.00 SPCM SA 2022-01-15 6.000000 Other Note 215000.00 226718.00 STARBUCKS CORP 2023-10-01 3.850000 Other Note 75000.00 76168.00 TOPAZ MARINE SA 2018-11-01 8.625000 Other Note 1800000.00 1819781.00 VERIZON COMMUNICATIONS 2014-03-28 0.858099 Other Note 500000.00 501477.00 VERIZON COMMUNICATIONS 2015-11-02 0.699999 Other Note 1435000.00 1431739.00 VERIZON COMMUNICATIONS 2016-04-01 3.000000 Other Note 70000.00 73494.00 VERIZON COMMUNICATIONS 2016-11-01 2.000000 Other Note 149000.00 152766.00 VERIZON COMMUNICATIONS 2018-09-14 3.649999 Other Note 1000000.00 1070739.00 VERIZON COMMUNICATIONS 2033-09-15 6.400000 Other Note 1030000.00 1162388.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 65000000.00 65000000.00 0.0023 N 65000000.00 65000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.190000% 630906507791572IN 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 56215000.00 54211303.00 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 51911000.00 47790349.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 100000000.00 100000000.00 0.0035 N 100000000.00 100000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.200001% 64135645779157ING 0000877559 Government Agency Repurchase Agreement N FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 70285000.00 64705837.00 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 38847095.00 37296450.00 First Tier Security N/A N/A 2013-12-07 2013-12-07 Y ING Financial Markets LLC N/A N/A N N 100000000.00 100000000.00 0.0035 N 100000000.00 100000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.160000% 688609477791571IN 0000877559 Other Repurchase Agreement N ABBOTT LABORATORIES 2039-04-01 6.000000 Other Note 310000.00 366369.00 ACE CAPITAL TRUST II 2030-04-01 9.699999 Other Note 2035000.00 2941852.00 AFLAC INC 2017-02-15 2.649999 Other Note 1037000.00 1089362.00 ALABAMA POWER CO 2035-03-15 5.650000 Other Note 1254000.00 1328894.00 AMER EXPRESS CREDIT CO 2014-08-25 5.125000 Other Note 1500000.00 1572318.00 AMERICAN EXPRESS CO 2018-05-22 1.550000 Other Note 7641000.00 7538697.00 AMERICAN EXPRESS CREDIT 2016-09-19 2.799999 Other Note 287000.00 302964.00 AMERICAN HONDA FINANCE 2016-10-07 1.125000 Other Note 420000.00 423230.00 AMERIPRISE FINANCIAL INC 2023-10-15 4.000000 Other Note 2000000.00 2040144.00 ANHEUSER-BUSCH INBEV WOR 2014-07-14 1.500000 Other Note 5500000.00 5570978.00 ARCHER-DANIELS-MIDLAND C 2043-04-16 4.016000 Other Note 425000.00 374258.00 AT&T CORP 2031-11-15 8.000000 Other Note 1651000.00 2215726.00 AT&T INC 2017-12-01 1.399999 Other Note 955000.00 946924.00 AT&T INC 2038-01-15 6.299999 Other Note 1500000.00 1667512.00 AT&T INC 2042-12-15 4.299999 Other Note 464000.00 395815.00 AT&T MOBILITY LLC 2031-12-15 7.125000 Other Note 300000.00 374168.00 ATLAS COPCO AB 2017-05-22 5.599999 Other Note 22000000.00 24759654.00 BANCO SANTANDER CHILE 2015-09-22 3.750000 Other Note 310000.00 322539.00 BANK OF AMERICA CORP 2015-10-09 1.500000 Other Note 10000000.00 10120517.00 BANK OF AMERICA CORP 2016-07-12 3.750000 Other Note 1455000.00 1566687.00 BANK OF NEW YORK MELLON 2014-11-24 1.700000 Other Note 1000000.00 1013833.00 BANK ONE CORP 2027-04-29 8.000000 Other Note 904000.00 1189779.00 Barclays Bank PLC 2023-04-10 7.750000 Other Note 15603000.00 16820792.00 BAXTER INTERNATIONAL INC 2016-06-01 0.949999 Other Note 1425000.00 1437459.00 BB&T CORPORATION 2019-04-30 6.849999 Other Note 300000.00 368969.00 BG ENERGY CAPITAL PLC 2016-10-15 2.875000 Other Note 489000.00 513633.00 BOEING CO 2038-02-15 6.625000 Other Note 227000.00 298182.00 BP CAPITAL MARKETS PLC 2015-03-10 3.875000 Other Note 106000.00 111488.00 BP CAPITAL MARKETS PLC 2018-05-10 1.375000 Other Note 840000.00 826489.00 BRISTOL-MYERS SQUIBB CO 2044-03-01 4.500000 Other Note 1000000.00 967525.00 BROWN-FORMAN CORP 2018-01-15 1.000000 Other Note 3000000.00 2944767.00 BROWN-FORMAN CORP 2023-01-15 2.250000 Other Note 425000.00 387165.00 CATERPILLAR FINANCIAL SE 2015-05-29 1.100000 Other Note 11500000.00 11680197.00 CENTERPOINT ENER HOUSTON 2022-08-01 2.250000 Other Note 245000.00 226802.00 CHEVRON CORP 2018-06-24 1.718000 Other Note 4145000.00 4184116.00 CITIGROUP INC 2015-03-02 2.649999 Other Note 170000.00 174789.00 CITIGROUP INC 2016-11-15 1.300000 Other Note 850000.00 850549.00 CITIGROUP INC 2023-10-25 3.875000 Other Note 11016000.00 10877636.00 CME GROUP INC 2043-09-15 5.299999 Other Note 4500000.00 4762115.00 COCA-COLA CO/THE 2023-11-01 3.200000 Other Note 1035000.00 1015520.00 COMCAST CABLE COMMUNICAT 2017-05-01 8.875000 Other Note 10000000.00 12520328.00 CONNECTICUT LIGHT & PWR 2018-05-01 5.650000 Other Note 1015000.00 1181210.00 CONOCOPHILLIPS 2018-07-15 6.650000 Other Note 750000.00 920117.00 CONSUMERS ENERGY CO 2023-08-15 3.375000 Other Note 1330000.00 1330575.00 DETROIT EDISON COMPANY 2042-06-15 3.950000 Other Note 395000.00 359176.00 DEUTSCHE BANK AG LONDON 2014-08-18 3.875000 Other Note 527000.00 545657.00 DIAGEO CAPITAL PLC 2016-04-29 0.625000 Other Note 820000.00 818861.00 DIAGEO INVESTMENT CORP 2035-04-15 7.450000 Other Note 660000.00 877223.00 DOVER CORP 2035-10-15 5.375000 Other Note 400000.00 437776.00 DUKE ENERGY CAROLINAS 2020-06-15 4.299999 Other Note 250000.00 276054.00 DUKE ENERGY PROGRESS INC 2043-03-15 4.099999 Other Note 220000.00 203799.00 E.I. DU PONT DE NEMOURS 2043-02-15 4.150000 Other Note 325000.00 293748.00 EBAY INC 2022-07-15 2.600000 Other Note 371000.00 348754.00 EMERSON ELECTRIC CO 2039-11-15 5.250000 Other Note 660000.00 703445.00 FED REPUBLIC OF BRAZIL 2017-01-17 6.000000 Other Note 2000000.00 2286000.00 FIFTH THIRD BANK 2016-11-18 1.149999 Other Note 3000000.00 3005632.00 FIFTH THIRD BANK 2018-02-28 1.450000 Other Note 2500000.00 2466287.00 FIVE CORNERS FUNDING TRS 2023-11-15 4.418999 Other Note 1220000.00 1220343.00 FLORIDA POWER & LIGHT 2037-05-01 5.849999 Other Note 1500000.00 1770060.00 GENERAL ELEC CAP CORP 2014-06-04 5.500000 Other Note 100000.00 105277.00 GENERAL ELEC CAP CORP 2016-01-08 0.442850 Other Note 1342000.00 1339764.00 GENERAL ELEC CAP CORP 2016-01-08 5.000000 Other Note 287000.00 316479.00 GENERAL ELEC CAP CORP 2017-01-09 2.899999 Other Note 224000.00 237375.00 GENERAL ELEC CAP CORP 2017-09-15 5.625000 Other Note 290000.00 336077.00 GENERAL ELEC CAP CORP 2021-01-07 4.625000 Other Note 406000.00 454851.00 GENERAL ELEC CAP CORP 2023-01-09 3.100000 Other Note 899000.00 870854.00 GENERAL ELEC CAP CORP 2023-03-15 1.254400 Other Note 1400000.00 1390339.00 GENERAL ELEC CAP CORP 2026-05-05 0.617750 Other Note 4923000.00 4482597.00 GENERAL ELEC CAP CORP 2038-01-14 5.875000 Other Note 186000.00 214562.00 GEORGIA-PACIFIC LLC 2020-11-01 5.400000 Other Note 500000.00 566900.00 GLAXOSMITHKLINE CAPITAL 2022-05-08 2.850000 Other Note 1000000.00 960443.00 GOLDMAN SACHS GROUP INC 2015-01-12 0.743600 Other Note 275000.00 275293.00 GOLDMAN SACHS GROUP INC 2015-08-01 3.700000 Other Note 22245512.00 23526766.00 GOLDMAN SACHS GROUP INC 2016-01-15 5.349999 Other Note 16000000.00 17756702.00 GOLDMAN SACHS GROUP INC 2018-01-22 2.375000 Other Note 145000.00 147666.00 GOLDMAN SACHS GROUP INC 2018-11-15 1.340600 Other Note 10775000.00 10796132.00 GOLDMAN SACHS GROUP INC 2019-02-15 7.500000 Other Note 560000.00 703763.00 HALLIBURTON COMPANY 2041-11-15 4.500000 Other Note 450000.00 427156.00 HIGHMARK INC 2041-05-15 6.125000 Other Note 302000.00 275008.00 HSBC FINANCE CORP 2016-06-01 0.669100 Other Note 205000.00 204992.00 HYDRO-QUEBEC 2024-07-07 8.050000 Other Note 2000000.00 2766545.00 IBM CORP 2017-02-06 1.250000 Other Note 215000.00 217043.00 IBM CORP 2042-06-20 4.000000 Other Note 225000.00 201291.00 INTER-AMERICAN DEVEL BK 2015-07-29 0.165000 Other Note 600000.00 599538.00 JOHN DEERE CAPITAL CORP 2016-10-11 0.535599 Other Note 1700000.00 1703169.00 JPMORGAN CHASE & CO 2016-02-26 1.125000 Other Note 4269000.00 4300191.00 JPMORGAN CHASE & CO 2020-03-25 4.950000 Other Note 1500000.00 1678770.00 KENTUCKY UTILITIES 2043-11-15 4.650000 Other Note 5300000.00 5279900.00 LOUISVILLE GAS & ELEC 2040-11-15 5.125000 Other Note 350000.00 381931.00 LVMH MOET HENNESSY LOUIS 2017-06-29 1.625000 Other Note 300000.00 304416.00 MACQUARIE BANK LTD 2015-07-27 3.450000 Other Note 3050000.00 3198479.00 MERCK & CO INC 2018-01-31 1.100000 Other Note 14000000.00 13818311.00 MERRILL LYNCH & CO 2017-08-28 6.400000 Other Note 398000.00 469088.00 MET LIFE GLOB FUNDING I 2016-07-15 0.773599 Other Note 410000.00 412753.00 METLIFE INC 2043-11-13 4.875000 Other Note 1955000.00 1925727.00 MIDAMERICAN ENERGY CO 2023-09-15 3.700000 Other Note 4350000.00 4421925.00 MISSISSIPPI POWER CO 2016-10-15 2.350000 Other Note 1500000.00 1555172.00 MISSISSIPPI POWER CO 2041-10-15 4.750000 Other Note 800000.00 738774.00 MONSANTO CO 2018-11-15 1.850000 Other Note 500000.00 501020.00 MONSANTO CO 2035-07-30 5.500000 Other Note 410000.00 460771.00 MORGAN STANLEY 2015-07-24 4.000000 Other Note 2000000.00 2123458.00 MORGAN STANLEY 2017-12-28 5.950000 Other Note 651000.00 766414.00 MORGAN STANLEY 2021-07-28 5.500000 Other Note 9500000.00 10869483.00 MORGAN STANLEY 2023-02-25 3.750000 Other Note 200000.00 196984.00 NATIONAL RURAL UTIL COOP 2015-02-02 1.000000 Other Note 1000000.00 1010650.00 NATL CITY BANK CLEV OH 2017-06-07 5.799999 Other Note 1380000.00 1611786.00 NEXEN ENERGY ULC 2039-07-30 7.500000 Other Note 2598000.00 3384497.00 NORTHERN STATES PWR-MINN 2022-08-15 2.149999 Other Note 185000.00 169066.00 NORTHERN STATES PWR-MINN 2036-06-01 6.250000 Other Note 290000.00 362544.00 NOVA SCOTIA PROVINCE 2021-05-01 9.125000 Other Note 10000000.00 13678871.00 NOVA SCOTIA PROVINCE 2022-04-01 8.750000 Other Note 12500000.00 17341840.00 NOVARTIS CAPITAL CORP 2020-04-24 4.400000 Other Note 900000.00 992693.00 NYSE EURONEXT 2017-10-05 2.000000 Other Note 220000.00 222686.00 ONCOR ELECTRIC DELIVERY 2042-06-01 5.299999 Other Note 1205000.00 1283112.00 ORACLE CORP 2019-07-08 5.000000 Other Note 6709000.00 7797625.00 PACIFICORP 2022-02-01 2.950000 Other Note 1700000.00 1674582.00 PACIFICORP 2036-08-01 6.099999 Other Note 2850000.00 3434888.00 PEPSICO INC 2015-03-05 0.750000 Other Note 175000.00 176024.00 PHARMACIA CORP 2018-12-01 6.500000 Other Note 1000000.00 1256719.00 PNC FUNDING CORP 2020-02-08 5.125000 Other Note 9000000.00 10253718.00 POTOMAC ELECTRIC POWER 2038-12-15 7.900000 Other Note 235000.00 343819.00 PRAXAIR INC 2016-02-21 0.750000 Other Note 350000.00 350368.00 PRAXAIR INC 2017-03-15 5.200000 Other Note 2000000.00 2267098.00 PRINCETON THEOLOGICAL 2033-07-01 5.200000 Other Note 3815000.00 3817445.00 PRINCIPAL LFE GLB FND II 2018-10-15 2.250000 Other Note 500000.00 503429.00 PRIVATE EXPORT FUNDING 2019-03-15 4.375000 Other Note 1000000.00 1136502.00 PROCTER & GAMBLE CO/THE 2014-08-15 0.699999 Other Note 600000.00 603091.00 PROCTER & GAMBLE CO/THE 2015-12-15 4.849999 Other Note 1500000.00 1663627.00 PROV OF NEW BRUNSWICK 2017-02-21 5.200000 Other Note 200000.00 229863.00 PUB SVC ELEC & GAS 2042-05-01 3.950000 Other Note 965000.00 868592.00 PUB SVC NEW HAMP 2023-11-01 3.500000 Other Note 1000000.00 990258.00 PUBLIC SERVICE COLORADO 2041-08-15 4.750000 Other Note 345000.00 357190.00 Royal Bank of Canada 2014-10-30 1.450000 Other Note 9000000.00 9107353.00 ROYAL BK SCOTLND GRP PLC 2019-10-21 6.400000 Other Note 5000000.00 5859028.00 SAN DIEGO G & E 2037-09-15 6.125000 Other Note 565000.00 693001.00 SANOFI 2018-04-10 1.250000 Other Note 3500000.00 3454540.00 SIEMENS FINANCIERINGSMAT 2026-08-17 6.125000 Other Note 9550000.00 11456220.00 SIMON PROPERTY GROUP LP 2014-08-15 5.625000 Other Note 450000.00 473396.00 SIMON PROPERTY GROUP LP 2022-03-15 3.375000 Other Note 273000.00 271814.00 SOUTH CAROLINA ELEC&GAS 2018-11-01 5.250000 Other Note 223000.00 257642.00 SOUTH CAROLINA ELEC&GAS 2033-05-15 5.299999 Other Note 305000.00 328150.00 SOUTH CAROLINA ELEC&GAS 2041-02-01 5.450000 Other Note 1400000.00 1570869.00 SOUTH CAROLINA ELEC&GAS 2042-02-01 4.349999 Other Note 476000.00 452323.00 SOUTHERN CAL EDISON 2023-10-01 3.500000 Other Note 935000.00 937414.00 SOUTHERN CAL EDISON 2034-01-15 6.000000 Other Note 253000.00 302381.00 SOUTHERN CAL EDISON 2036-01-15 5.549999 Other Note 250000.00 283605.00 SOUTHERN CAL EDISON 2037-01-15 5.549999 Other Note 960000.00 1091806.00 STATOIL ASA 2040-08-17 5.099999 Other Note 450000.00 474205.00 STATOIL ASA 2043-11-08 4.799999 Other Note 2950000.00 2969559.00 SWISS RE SOLUTIONS 2019-03-01 6.450000 Other Note 467000.00 550489.00 TAKEDA PHARMACEUTICAL 2015-03-17 1.030999 Other Note 400000.00 403872.00 TEXAS INSTRUMENTS INC 2019-08-03 1.649999 Other Note 2351000.00 2292105.00 THOMAS & BETTS CORP 2021-11-15 5.625000 Other Note 250000.00 288967.00 TOTAL CAPITAL CANADA LTD 2023-07-15 2.750000 Other Note 900000.00 849045.00 TOYOTA MOTOR CREDIT CORP 2021-01-11 4.250000 Other Note 1000000.00 1091382.00 UNITED PARCEL SERVICE 2019-04-01 5.125000 Other Note 8500000.00 9868559.00 UNITEDHEALTH GROUP INC 2017-06-15 6.000000 Other Note 8500000.00 9980898.00 UNITEDHEALTH GROUP INC 2041-02-15 5.950000 Other Note 1734000.00 2002143.00 US BANK NA 2015-04-15 4.799999 Other Note 350000.00 371573.00 VERIZON COMMUNICATIONS 2023-09-15 5.150000 Other Note 11000000.00 11768427.00 WACHOVIA CORP 2015-10-28 0.575849 Other Note 225000.00 224367.00 WALT DISNEY COMPANY/THE 2015-12-01 0.450000 Other Note 1000000.00 1000798.00 WALT DISNEY COMPANY/THE 2032-03-01 7.000000 Other Note 406000.00 534386.00 WELLS FARGO & COMPANY 2015-07-01 1.500000 Other Note 500000.00 510047.00 WELLS FARGO & COMPANY 2016-07-20 0.772050 Other Note 6000000.00 6029240.00 WELLS FARGO & COMPANY 2022-03-08 3.500000 Other Note 341000.00 346468.00 WELLS FARGO & COMPANY 2043-11-02 5.375000 Other Note 1000000.00 994188.00 WESTAR ENERGY INC 2042-03-01 4.125000 Other Note 220000.00 205919.00 WISC ELEC POWER 2015-12-01 6.250000 Other Note 1850000.00 2111244.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 430000000.00 430000000.00 0.0151 N 430000000.00 430000000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.338101% 48125LJB9 Other Note N First Tier Security N/A N/A 2013-12-09 2014-12-07 N N N 422000000.00 422000000.00 0.0149 N 421990716.00 421990716.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0005 0.139999% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 33000000.00 33000000.00 0.0012 N 33000000.00 33000000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0007 0.139999% 46636YJA9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 29110000.00 29110000.00 0.0010 N 29110000.00 29110000.00 JPMorgan Chase Putters/Drivers Trust JPMorgan Chase Putters/Drivers Trust, Series T0014 0.139999% 46636YLF5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 19375000.00 19375000.00 0.0007 N 19375000.00 19375000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.540000% 669731977791571JP 000782124 Other Repurchase Agreement N BANC OF AMERICA ALTERNATIVE LOAN TRUST 2036-11-25 6.333999 Other Note 93000000.00 7167844.00 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2046-06-25 6.984000 Other Note 14677000.00 1115806.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-05-25 5.184000 Other Note 50000000.00 1767547.00 INDYMAC INDX MORTGAGE LOAN TRUST 2037-07-25 3.198700 Other Note 11037000.00 3509038.00 JP MORGAN RESIDENTIAL MORTGAGE ACCEPTANCE CORP. 2044-09-28 3.735307 Other Note 23425491.00 5685305.00 LEHMAN MORTGAGE TRUST 2036-11-25 0.615999 Other Note 20000000.00 4359919.00 MASTR ALTERNATIVE LOANS TRUST 2035-12-25 6.884000 Other Note 62000000.00 6822567.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2036-07-25 0.365999 Other Note 9222000.00 927612.00 MERRILL LYNCH MORTGAGE TRUST 2050-06-12 0.827500 Other Note 100000000.00 44098976.00 NOMURA ASSET ACCEPTANCE CORPORATION 2037-04-25 0.415999 Other Note 17808000.00 4876419.00 NOMURA ASSET ACCEPTANCE CORPORATION 2037-04-25 0.446000 Other Note 8620000.00 1828023.00 PRIME MORTGAGE TRUST 2035-02-25 1.216000 Other Note 695000.00 46453.00 PRIME MORTGAGE TRUST 2035-02-25 2.065999 Other Note 992000.00 31559.00 RESIDENTIAL ACCREDIT LOANS, INC. 2035-10-25 0.00 Other Note 1496530.00 338484.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-12-25 6.384000 Other Note 225000000.00 15928292.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-12-25 6.384000 Other Note 23433000.00 3549370.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2037-02-25 0.316000 Other Note 13000000.00 2607134.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2037-05-25 0.406000 Other Note 10000000.00 2106840.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2036-08-25 0.466000 Other Note 7535000.00 3077111.00 STRUCTURED ASSET SECURITIES CORPORATION 2037-01-25 0.506000 Other Note 1423471.00 148156.00 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS 2035-12-25 4.984000 Other Note 117923200.00 5009001.00 First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 100000000.00 100000000.00 0.0035 Y 100000000.00 100000000.00 JPMorgan Securities LLC JPMorgan Securities LLC 0.580000% 67863367779157JPM 000782124 Other Repurchase Agreement N AMERICAN HOME MORTGAGE ASSETS 2046-12-25 2.000000 Other Note 100000000.00 2552090.00 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2044-02-25 2.341000 Other Note 13808000.00 106005.00 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-06-25 0.735999 Other Note 109910000.00 3241788.00 BANC OF AMERICA FUNDING CORPORATION 2047-05-20 0.438000 Other Note 24286407.00 928580.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-10-25 0.485999 Other Note 20000000.00 2484126.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-11-25 0.466000 Other Note 83036220.00 10720451.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-12-25 0.466000 Other Note 23916530.00 3048249.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-12-25 0.466000 Other Note 871.00 111.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2037-03-25 0.485999 Other Note 20927726.00 2897124.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2037-03-25 0.485999 Other Note 996430.00 137941.00 CHASE MORTGAGE FINANCE CORPORATION 2037-07-25 0.00 Other Note 2268244.00 320005.00 CHASEFLEX TRUST 2037-02-25 0.00 Other Note 4062775.00 700677.00 COMM MORTGAGE TRUST 2017-04-15 1.867699 Other Note 2202000.00 1174059.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2035-11-20 2.000000 Other Note 282026865.00 5683941.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-07-25 0.506000 Other Note 72000000.00 12413124.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-07-25 0.506000 Other Note 47820000.00 8244383.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-07-25 5.333999 Other Note 80000000.00 3001208.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-10-25 6.000000 Other Note 4060000.00 901568.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-12-25 6.000000 Other Note 15000000.00 3336057.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-02-25 6.000000 Other Note 5225000.00 2280426.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-05-20 6.000000 Other Note 525000000.00 10256236.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-09-20 3.000000 Other Note 466619187.00 10412523.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2047-02-20 3.000000 Other Note 95500000.00 2375710.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2047-03-20 3.000000 Other Note 244375000.00 8100138.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2036-08-25 0.446000 Other Note 30000000.00 13776079.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2037-01-27 0.664000 Other Note 6685000.00 2560917.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2047-02-25 0.425999 Other Note 36000000.00 2234488.00 GREENPOINT MORTGAGE FUNDING TRUST 2037-02-25 0.396000 Other Note 7500000.00 2749805.00 HOMEBANC MORTGAGE TRUST 2047-04-25 0.644000 Other Note 58727000.00 13542.00 INDYMAC INDX MORTGAGE LOAN TRUST 2035-07-25 0.00 Other Note 106882200.00 8843615.00 JP MORGAN MORTGAGE TRUST 2037-06-25 0.00 Other Note 449007.00 30454.00 JP MORGAN RESIDENTIAL MORTGAGE ACCEPTANCE CORP. 2044-09-28 5.071899 Other Note 6734305.00 2406704.00 LEHMAN XS TRUST 2046-04-25 0.496000 Other Note 15000000.00 5074616.00 LUMINENT MORTGAGE TRUST 2036-05-25 1.000000 Other Note 162097000.00 1979245.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-10-25 6.634000 Other Note 35202000.00 6168912.00 PRIME MORTGAGE TRUST 2036-06-25 6.000000 Other Note 1919000.00 1484798.00 RESIDENTIAL ACCREDIT LOANS, INC. 2046-02-25 2.000000 Other Note 163676000.00 24293.00 RESIDENTIAL ACCREDIT LOANS, INC. 2046-09-25 1.270000 Other Note 318048000.00 6514206.00 RESIDENTIAL ACCREDIT LOANS, INC. 2046-09-25 1.500000 Other Note 155087183.00 3643563.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2037-09-25 0.715999 Other Note 40000000.00 11760509.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2037-09-25 6.283999 Other Note 84603000.00 9425154.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-10-25 1.216000 Other Note 3476000.00 18894.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-11-25 0.865999 Other Note 29174000.00 200067.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-01-25 2.116000 Other Note 3799000.00 13763.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-03-25 1.321000 Other Note 3000000.00 232226.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2036-07-25 2.470130 Other Note 23653000.00 9576816.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2036-08-25 0.396000 Other Note 17490000.00 899120.00 TBW MORTGAGE BACKED PASS THROUGH CERTIFICATES 2036-07-25 6.000000 Other Note 108922000.00 30806202.00 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS 2037-04-25 6.493999 Other Note 78110700.00 8862758.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-09-25 2.613081 Other Note 20440000.00 5266347.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2036-03-25 2.710131 Other Note 500000.00 116953.00 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 200000000.00 200000000.00 0.0070 Y 200153560.00 200153560.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300671% 4820P3BE2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 25000000.00 24984375.00 0.0009 N 24991000.00 24991000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300669% 4820P3BL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N N 50000000.00 49966250.00 0.0018 N 49980500.00 49980500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300676% 4820P3BR3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 50000000.00 49964166.67 0.0018 N 49979000.00 49979000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300671% 4820P3C76 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 50000000.00 49960000.00 0.0018 N 49976000.00 49976000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300674% 4820P3CE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 15000000.00 14987125.00 0.0005 N 14992200.00 14992200.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300671% 4820P3D91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N N 50000000.00 49946250.00 0.0018 N 49964000.00 49964000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.240288% 4820P3DF7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 50000000.00 49955000.00 0.0018 N 49962000.00 49962000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300676% 4820P3FD0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 25000000.00 24959583.33 0.0009 N 24964500.00 24964500.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300676% 4820P3FG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 25000000.00 24958958.33 0.0009 N 24963750.00 24963750.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300676% 4820P3FL2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 25000000.00 24958125.00 0.0009 N 24962750.00 24962750.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300671% 4820P3GQ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 50000000.00 49902083.34 0.0018 N 49905000.00 49905000.00 Jupiter Securitization Co. LLC Jupiter Securitization Co. LLC 0.300676% 4820P3HC0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 50000000.00 49894166.67 0.0018 N 49895000.00 49895000.00 Kells Funding, LLC Kells Funding, LLC 0.255367% 48802TNA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 40000000.00 39987533.33 0.0014 N 39992800.00 39992800.00 Kells Funding, LLC Kells Funding, LLC 0.255367% 48802TNB7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 20000000.00 19993766.67 0.0007 N 19996400.00 19996400.00 Kells Funding, LLC Kells Funding, LLC 0.235278% 48802TNT8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 25000000.00 24987107.64 0.0009 N 24990750.00 24990750.00 Kells Funding, LLC Kells Funding, LLC 0.235279% 48802TNU5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 50000000.00 49973888.89 0.0018 N 49981000.00 49981000.00 Kells Funding, LLC Kells Funding, LLC 0.220243% 48802WVN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 30000000.00 29970116.67 0.0011 N 29972400.00 29972400.00 Kells Funding, LLC Kells Funding, LLC 0.198000% 48803ADU6 Other Note N First Tier Security N/A N/A 2013-12-04 2014-03-04 N N N 135000000.00 135000000.00 0.0048 N 135014850.00 135014850.00 Kells Funding, LLC Kells Funding, LLC 0.198000% 48803ADX0 Other Note N First Tier Security N/A N/A 2013-12-03 2014-03-03 N N N 50000000.00 50000000.00 0.0018 N 50005000.00 50005000.00 Landesbank Hessen-Thueringen, NY Landesbank Hessen-Thueringen, NY 0.200085% 51489GZC4 Other Commercial Paper N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 30000000.00 29998166.67 0.0011 N 29998800.00 29998800.00 Landesbank Hessen-Thueringen, NY Landesbank Hessen-Thueringen, NY 0.220113% 51489HB79 Other Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 100000000.00 99958444.45 0.0035 N 99965000.00 99965000.00 Liberty Street Funding LLC Liberty Street Funding LLC 0.150036% 53127UAN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 100000000.00 99978333.33 0.0035 N 99974000.00 99974000.00 LMA Americas LLC LMA Americas LLC 0.180033% 53944RA24 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 150600000.00 150575904.00 0.0053 N 150577410.00 150577410.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.230000% 688287547791572ME 0000728612 Other Repurchase Agreement N ACTAVIS PLC SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 683120.00 AIRGAS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 522209.00 ALON USA PARTNERS LPUT LTDPA 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1036370.00 ALTRIA GROUP INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1596038.00 AMBARELLA INC SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 453409.00 AMERICAN CAP MTG INVT CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 718539.00 AMERIPRISE FINL INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1544925.00 ARCOS DORADOS HOLDINGS INCSHS CLAS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 855176.00 AURICO GOLD INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 646794.00 BALLY TECHNOLOGIES INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1012473.00 BEAM INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 383487.00 BLOCK H & R INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 581736.00 BOSTON SCIENTIFIC CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 565488.00 CAESARSTONE SDOT-YAM LTDORD SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 455885.00 CARDINAL HEALTH INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1283791.00 CARDIOME PHARMA CORPCOM NO P 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 386711.00 CAREFUSION CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 549532.00 CBRE GROUP INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 548849.00 CIT GROUP INC COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 520671.00 COBALT INTL ENERGY INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 633459.00 COLFAX CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1504865.00 COMPUTER PROGRAMS & SYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 486863.00 CVR ENERGY INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 911586.00 CVR PARTNERS LP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1016286.00 CVR REFNG LPCOMUNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 864960.00 D.R. HORTON INC 2014-05-15 2.000000 Other Note 9579000.00 14998585.00 DEAN FOODS CO NEW COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1617533.00 DILLARDS INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 388378.00 EDUCATION RLTY TR INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 581252.00 ENBRIDGE ENERGY MANAGEMENT LSHS UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1336832.00 FIRSTENERGY CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1562990.00 FLUOR CORP NEWCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 681252.00 GRAINGER W W INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 299567.00 HARMAN INTL INDS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1306128.00 HARVEST NATURAL RESOURCES INCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 806820.00 HATTERAS FINL CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 711674.00 HCA HOLDINGS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1624664.00 HIGHER ONE HLDGS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 797857.00 HOLOGIC INC 2043-12-15 2.000000 Other Note 13935958.00 14999999.00 INGREDION INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 602796.00 LENDER PROCESSING SVCS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1539345.00 LIBERTY INTERACTIVE LLC 2043-09-30 1.000000 Other Note 9183576.00 9505001.00 LIHUA INTL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1432682.00 LINKEDIN CORP COM CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1410628.00 LORAL SPACE & COMMUNICATNS ICOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1486633.00 LRR ENERGY LP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 749499.00 LSI CORPORATION COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 412734.00 MACERICH CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 310590.00 MEADWESTVACO CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 552021.00 MEMORIAL PRODTN PARTNERS LP COM U RE 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1583383.00 MFA FINL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1173013.00 MGIC INVESTMENT CORP 2063-04-01 9.000000 Other Note 13034000.00 14998876.00 MIDSTATES PETE CO INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 456143.00 MILLENNIAL MEDIA INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1107465.00 MOLYCORP INC 2013-11-30 0.00 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 23730.00 MONSTER WORLDWIDE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 408941.00 NET 1 UEPS TECHNOLOGIES INC COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1179231.00 NETAPP INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1646837.00 NEVSUN RES LTDCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 836250.00 NEWLINK GENETICS CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1083254.00 NORDIC AMERICAN TANKERS LIMICOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 384454.00 NPS PHARMACEUTICALS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1558933.00 OMNIVISION TECHNOLOGIES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 168395.00 PACIFIC DRILLING SA LUXEMBOUREG SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 578426.00 PARTNERRE LTD COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 800588.00 PENN WEST PETE LTD NEWCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1271516.00 PHOTOMEDEX INCCOM PAR 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 770153.00 POST HLDGS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 628776.00 PROLOGIS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1167132.00 PRUDENTIAL FINL INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1322594.00 PUBLIC STORAGECOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 436049.00 PVR PARTNERS L PCOM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 911150.00 QUICKSILVER RESOURCES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 597499.00 RALPH LAUREN CORP CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1006640.00 RENTECH NITROGEN PARTNERS L COM UNIT 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 487206.00 RYMAN HOSPITALITY PROP 2014-10-01 3.750000 Other Note 7683000.00 14999457.00 SALESFORCE.COM INC 2015-01-15 0.750000 Other Note 5730000.00 14126121.00 SEQUENOM INCCOM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 647452.00 SILVER STD RES INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 837830.00 SILVERCORP METALS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 495075.00 SKULLCANDY INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1601298.00 SLM CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 996808.00 SPECTRUM BRANDS HLDGS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 945864.00 SUNSHINE HEART INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 904367.00 TASER INTL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 532893.00 TE CONNECTIVITY LTD REG SHS 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 501504.00 TELLABS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 494964.00 TEXAS INSTRS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 650854.00 TILE SHOP HLDGS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 23528.00 UNIVERSAL CORP VA COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1303631.00 UNIVERSAL INS HLDGS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 332214.00 WABASH NATL CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 572448.00 WESTERN REFINING INC 2014-06-15 5.750000 Other Note 1470000.00 6073782.00 WESTERN UN CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 723495.00 WESTPORT INNOVATIONS INCCOM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 802639.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 150000000.00 150000000.00 0.0053 N 150000000.00 150000000.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.460000% 68860935779157MER 0000728612 Other Repurchase Agreement N ALLIANCE CA MUNI INCOME 2049-01-01 0.00 Other Note 470.00 11611491.00 ALLIANCE CA MUNI INCOME 2049-01-01 0.098000 Other Note 303.00 7485706.00 ALLIANCE NY MUNI INCOME 2049-01-01 0.00 Other Note 206.00 5089292.00 ALLIANCE NY MUNI INCOME 2049-01-01 0.098000 Other Note 383.00 9462130.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.00 Other Note 509.00 12720847.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.098000 Other Note 400.00 9997892.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.098000 Other Note 369.00 9218631.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.098000 Other Note 270.00 6744173.00 ALLIANZGI CVT & INC FUND 2049-01-01 0.00 Other Note 125.00 3091273.00 AMERICAN MUNI INCOME 2049-01-01 0.228000 Other Note 536.00 13218055.00 BLACKROCK CALI MUNI 2018 2018-12-31 0.00 Other Note 416.00 10390582.00 BLACKROCK MUN 2020 TERM 2049-01-01 0.00 Other Note 263.00 6574534.00 BLACKROCK MUN 2020 TERM 2049-01-01 0.098000 Other Note 100.00 2498311.00 BLACKROCK MUN 2020 TERM 2049-01-01 0.099000 Other Note 116.00 2898969.00 BLACKROCK MUNICIPAL 2018 2049-01-01 0.098000 Other Note 496.00 12394286.00 BLACKROCK MUNICIPAL 2018 2049-01-01 0.098000 Other Note 427.00 10667079.00 BLACKROCK NY MUNI 2018 2049-01-01 0.098000 Other Note 247.00 6105055.00 DREYFUS STRATEGIC MUNI 2049-01-01 0.098000 Other Note 149.00 3722977.00 EATON VANCE MUNI INCOME 2049-01-01 0.098000 Other Note 124.00 3097561.00 EATON VANCE MUNI INCOME 2049-01-01 0.098000 Other Note 31.00 774784.00 EATON VANCE NY MUNI INCO 2049-01-01 0.098000 Other Note 160.00 3997150.00 EATON VANCE PA MUNI INCO 2049-01-01 0.00 Other Note 159.00 3972024.00 EATON VANCE SR FLOATING 2049-01-01 0.00 Other Note 171.00 4101167.00 EATON VANCE SR FLOATING 2049-01-01 0.00 Other Note 137.00 3287871.00 FEDERATED PREMIER INTERM 2049-01-01 0.066000 Other Note 405.00 10117641.00 FEDERATED PREMIER MUNI 2049-01-01 0.055000 Other Note 521.00 13021655.00 GABELLI EQUITY TRUST 2049-01-01 0.105000 Other Note 196.00 4838552.00 MINN MUNI INCOME 2049-01-01 0.00 Other Note 400.00 9609100.00 MINN MUNI INCOME 2049-01-01 0.00 Other Note 351.00 8431985.00 NEUBERGER BERMAN CA MUNI 2049-01-01 0.098000 Other Note 540.00 13325564.00 NEUBERGER BERMAN CA MUNI 2049-01-01 0.098000 Other Note 382.00 9420288.00 NEUBERGER BERMAN INT MUN 2049-01-01 0.098000 Other Note 271.00 6770970.00 NEUBERGER BERMAN NY MUNI 2049-01-01 0.121000 Other Note 301.00 7422792.00 PIMCO CA MUNI INC FD II 2049-01-01 0.00 Other Note 155.00 3826851.00 PIMCO CORP & INC OPPOR 2049-01-01 0.160000 Other Note 106.00 2532249.00 PIMCO CORP INCOME FUND 2049-01-01 0.096000 Other Note 131.00 3235248.00 PIMCO INCOME STRATEGY 2049-01-01 1.377999 Other Note 303.00 7274151.00 PIMCO INCOME STRATEGY 2049-01-01 1.379999 Other Note 221.00 5305569.00 PIMCO INCOME STRATEGY II 2049-01-01 0.00 Other Note 453.00 10857740.00 PIMCO INCOME STRATEGY II 2049-01-01 1.377999 Other Note 457.00 10953614.00 PIMCO INCOME STRATEGY II 2049-01-01 1.379999 Other Note 355.00 8508825.00 PIMCO INCOME STRATEGY II 2049-01-01 1.379999 Other Note 313.00 7502147.00 PIMCO INCOME STRATEGY II 2049-01-01 1.381999 Other Note 312.00 7478178.00 PIMCO MUNI INCOME FD III 2049-01-01 0.00 Other Note 145.00 3578052.00 PIMCO NEW YORK MUNI FUND 2049-01-01 0.098000 Other Note 221.00 5465250.00 PIMCO NY MUNI INC FD II 2049-01-01 0.099000 Other Note 137.00 3382442.00 PIONEER HIGH INC TRUST 2049-01-01 0.089999 Other Note 590.00 14169564.00 PIONEER MUNI HI INC ADV 2049-01-01 0.00 Other Note 410.00 10101797.00 PIONEER MUNI HI INC ADV 2049-01-01 0.113000 Other Note 181.00 4459574.00 WESTERN ASSET MUNI PATNR 2049-01-01 0.00 Other Note 144.00 7081098.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 335000000.00 335000000.00 0.0118 N 335000000.00 335000000.00 Merrill Lynch Government Securities, Inc. Merrill Lynch Government Securities, Inc. 0.100000% 688618037791571ME 0000728612 Government Agency Repurchase Agreement N FANNIE DISCOUNT NOTE 2013-12-16 0.00 Government Agency Debt 1000.00 1000.00 FANNIE DISCOUNT NOTE 2013-12-17 0.00 Government Agency Debt 5000.00 5000.00 FANNIE DISCOUNT NOTE 2013-12-19 0.00 Government Agency Debt 3000.00 3000.00 FANNIE MAE 2014-05-15 2.500000 Government Agency Debt 10000.00 10120.00 FANNIE MAE 2014-06-27 1.125000 Government Agency Debt 6000.00 6064.00 FANNIE MAE 2016-03-10 8.199999 Government Agency Debt 7000.00 8349.00 FANNIE MAE 2017-06-12 5.375000 Government Agency Debt 8976000.00 10589113.00 FED HOME LN DISCOUNT NT 2014-01-29 0.00 Government Agency Debt 9316000.00 9315348.00 FED HOME LN DISCOUNT NT 2014-05-02 0.00 Government Agency Debt 7100000.00 7097231.00 FED HOME LN DISCOUNT NT 2014-09-22 0.00 Government Agency Debt 4559000.00 4554076.00 Federal Farm Credit Bank 2018-09-24 2.080000 Government Agency Debt 3317000.00 3359078.00 Federal Farm Credit Bank 2022-04-29 1.820000 Government Agency Debt 4000.00 3623.00 Federal Home Loan Bank 2014-03-14 3.750000 Government Agency Debt 15000.00 15278.00 Federal Home Loan Bank 2014-06-13 2.500000 Government Agency Debt 15000.00 15364.00 Federal Home Loan Bank 2014-06-25 6.700000 Government Agency Debt 20000.00 21332.00 Federal Home Loan Bank 2014-08-14 0.125000 Government Agency Debt 7800000.00 7801674.00 Federal Home Loan Bank 2019-05-15 5.375000 Government Agency Debt 2645000.00 3137077.00 Federal Home Loan Bank 2019-09-13 2.375000 Government Agency Debt 5680000.00 5839959.00 Federal Home Loan Bank 2020-06-12 1.750000 Government Agency Debt 20000.00 19498.00 Federal Home Loan Bank 2020-12-11 3.125000 Government Agency Debt 10000.00 10519.00 Federal Home Loan Bank 2021-06-11 3.625000 Government Agency Debt 10000.00 10819.00 Federal Home Loan Bank 2021-12-10 5.000000 Government Agency Debt 15000.00 17508.00 Federal Home Loan Bank 2022-02-28 1.950000 Government Agency Debt 1895000.00 1766840.00 Federal Home Loan Bank 2022-08-08 2.350000 Government Agency Debt 18875000.00 17012459.00 FREDDIE MAC 2014-11-13 5.000000 Government Agency Debt 13000.00 13628.00 FREDDIE MAC 2014-12-05 0.349999 Government Agency Debt 6974000.00 6998281.00 FREDDIE MAC 2015-04-17 0.500000 Government Agency Debt 17104000.00 17182051.00 FREDDIE MAC 2016-10-14 0.875000 Government Agency Debt 107000.00 107927.00 FREDDIE MAC 2019-11-29 0.00 Government Agency Debt 5247000.00 4391319.00 FREDDIE MAC 2022-01-13 2.375000 Government Agency Debt 8613000.00 8465392.00 FREDDIE MAC DISCOUNT NT 2014-10-06 0.00 Government Agency Debt 17590000.00 17568716.00 SALLIE MAE 2022-10-03 0.00 Government Agency Debt 1300000.00 958620.00 TENN VAL AUTH CPN STRIP 2014-11-01 0.00 Government Agency Debt 60000.00 59513.00 TENN VAL AUTH CPN STRIP 2015-07-15 0.00 Government Agency Debt 54000.00 53156.00 TENN VAL AUTH CPN STRIP 2018-11-01 0.00 Government Agency Debt 20000.00 18046.00 TENN VALLEY AUTHORITY 2016-12-15 4.875000 Government Agency Debt 136000.00 155486.00 TENN VALLEY AUTHORITY 2017-07-18 5.500000 Government Agency Debt 1016000.00 1195734.00 TENN VALLEY AUTHORITY 2017-12-15 6.250000 Government Agency Debt 775000.00 946974.00 TENN VALLEY AUTHORITY 2018-04-01 4.500000 Government Agency Debt 1300000.00 1478022.00 TENN VALLEY AUTHORITY 2021-02-15 3.875000 Government Agency Debt 8374000.00 9112205.00 TENN VALLEY AUTHORITY 2022-08-15 1.875000 Government Agency Debt 120000.00 109123.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 136700000.00 136700000.00 0.0048 N 136700000.00 136700000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.240000% 60682AGZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 250000000.00 250000000.00 0.0088 N 250010000.00 250010000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.230000% 60682AHX7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 200000000.00 200000000.00 0.0070 N 200000000.00 200000000.00 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 0.230000% 60682AJA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 150000000.00 150000000.00 0.0053 N 150000000.00 150000000.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd. 0.230000% 60688LFM3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 200000000.00 200000000.00 0.0070 N 200000000.00 200000000.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd. 0.240000% 60688LKG0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 250000000.00 250000000.00 0.0088 N 249992500.00 249992500.00 Mizuho Corp. Bank, Ltd. Mizuho Corp. Bank, Ltd. 0.240000% 60688LKK1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-24 2014-03-24 N N N 245000000.00 245000000.00 0.0086 N 244992650.00 244992650.00 National Australia Bank Ltd. National Australia Bank Ltd. 0.217501% NAB011714 Other Note N First Tier Security N/A N/A 2013-12-17 2014-01-17 N N N 250000000.00 250000000.00 0.0088 N 250020000.00 250020000.00 National Bank of Kuwait National Bank of Kuwait 0.270000% 63375PAW9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-10 2013-12-10 N N N 50000000.00 49999937.55 0.0018 N 50001500.00 50001500.00 National Bank of Kuwait National Bank of Kuwait 0.280000% 63375PAY5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-24 2014-01-24 N N N 50000000.00 50000374.73 0.0018 N 50007000.00 50007000.00 National Bank of Kuwait National Bank of Kuwait 0.280000% 63375PBB4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-31 2014-01-31 N N N 100000000.00 100000000.00 0.0035 N 100016000.00 100016000.00 National Bank of Kuwait National Bank of Kuwait 0.280000% 63375PBH1 Certificate of Deposit N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N N 50000000.00 50000000.00 0.0018 N 50006000.00 50006000.00 National Bank of Kuwait National Bank of Kuwait 0.280000% 63375PBK4 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 50000000.00 50000000.00 0.0018 N 49975000.00 49975000.00 National Bank of Kuwait National Bank of Kuwait 0.120000% 68811523 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 300000000.00 300000000.00 0.0106 N 300000000.00 300000000.00 Nationwide Building Society Nationwide Building Society 0.250196% 6385E0Z63 Other Commercial Paper N First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 156400000.00 156394569.44 0.0055 N 156395308.00 156395308.00 Natixis Securities Americas LLC Natixis Securities Americas LLC 0.277498% 63873EZN4 Other Note N First Tier Security N/A N/A 2013-12-16 2014-02-03 Y NATIXIS N/A N/A N N 250000000.00 250000000.00 0.0088 N 249962500.00 249962500.00 Natixis Securities Americas LLC Natixis Securities Americas LLC 0.080000% 68867042 0001274981 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 169300000.00 169300000.00 0.0060 N 169300000.00 169300000.00 Newport Funding Corp. Newport Funding Corp. 0.220121% 65184UAT1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-27 2014-01-27 N N N 50000000.00 49982583.33 0.0018 N 49985500.00 49985500.00 Nieuw Amsterdam Receivables Corp. Nieuw Amsterdam Receivables Corp. 0.230186% 65409SAH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 50000000.00 49984986.11 0.0018 N 49989500.00 49989500.00 Norinchukin Bank Norinchukin Bank 0.230000% 65602N6E9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 720000000.00 720000000.00 0.0253 N 720014400.00 720014400.00 Nuveen, OT Municipal Market Opportunity Fund, Inc. Nuveen, OT Municipal Market Opportunity Fund, Inc., Series 1-PFD 0.190000% 67062W608 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y DEUTSCHE BANK AKTIENGESELLSCHAFT N/A N/A N N 25000000.00 25000000.00 0.0009 N 25000000.00 25000000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.120001% 690353VV6 Government Agency Debt N First Tier Security N/A N/A 2013-12-07 2013-12-07 N Y UNITED STATES OF AMERICA N/A N/A N 86000000.00 86000000.00 0.0030 N 86000000.00 86000000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County, Series A 0.059998% 733908AL1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y FLINT HILLS RESOURCES LLC N/A N/A Y FLINT HILLS RESOURCES LLC N/A N/A N 35000000.00 35000000.00 0.0012 N 35000000.00 35000000.00 Port of Corpus Christi, TX Authority of Nueces County Port of Corpus Christi, TX Authority of Nueces County 0.069999% 733908AQ0 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y FLINT HILLS RESOURCES LLC N/A N/A N N 32000000.00 32000000.00 0.0011 N 32000000.00 32000000.00 Providence Health & Services - Washington Providence Health & Services - Washington 0.140000% 743755AG5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y U.S. BANK NATIONAL ASSOCIATION N/A N/A N N 46600000.00 46600000.00 0.0016 N 46600000.00 46600000.00 RBS Securities, Inc. RBS Securities, Inc. 0.759999% 64969090779157RBS 0000808379 Other Repurchase Agreement N ALTEGRITY INC 2015-11-01 10.500000 Other Note 10685000.00 9436636.00 AMBAC ASSURANCE CORP 2020-06-07 5.099999 Other Note 2455000.00 2246325.00 CAESARS ENTERTAINMENT OP 2018-04-15 12.750000 Other Note 751000.00 426631.00 CENDANT MORTGAGE CORPORATION 2030-12-25 3.245849 Other Note 10262492.00 1079008.00 CENDANT MORTGAGE CORPORATION 2032-01-25 2.553480 Other Note 9216703.00 1181465.00 CENDANT MORTGAGE CORPORATION 2033-11-25 2.579971 Other Note 8810739.00 1281368.00 CONTL AIRLINES 2003-ERJ1 2018-07-02 7.875000 Other Note 100.00 48.00 CORP 000HH7 A 2038-03-05 7.000000 Other Note 1000000.00 1254756.00 CORP 000KA4 A 2038-01-15 6.000000 Other Note 3600000.00 3960000.00 CORP 000KC0 A 2039-02-15 7.000000 Other Note 5216000.00 5898282.00 DAIMLER FINANCE NA LLC 2016-01-11 1.250000 Other Note 45000.00 45407.00 EDISON MISSION ENERGY 2017-05-15 7.000000 Other Note 1331000.00 1044317.00 ENERGY FUTURE HOLDINGS 2017-11-01 11.250000 Other Note 266.00 196.00 FADR LLC 2037-10-28 0.679050 Other Note 6489885.00 37562.00 FANNIE MAE 2018-03-01 5.000000 Government Agency Debt 2500000.00 90389.00 FANNIE MAE 2020-12-01 5.000000 Government Agency Debt 2000000.00 301987.00 FANNIE MAE 2022-09-01 5.500000 Government Agency Debt 2000000.00 66264.00 FANNIE MAE 2023-11-01 2.000000 Government Agency Debt 3169090.00 3162676.00 FANNIE MAE 2024-03-01 5.500000 Government Agency Debt 2425000.00 287659.00 FANNIE MAE 2027-03-01 3.000000 Government Agency Debt 2328020.00 1914470.00 FANNIE MAE 2027-03-01 5.500000 Government Agency Debt 2000000.00 262640.00 FANNIE MAE 2027-05-01 3.500000 Government Agency Debt 2358399.00 1948992.00 FANNIE MAE 2027-06-01 5.500000 Government Agency Debt 2104000.00 254985.00 FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 2478863.00 2264013.00 FANNIE MAE 2027-11-01 5.500000 Government Agency Debt 2462362.00 258182.00 FANNIE MAE 2028-03-01 5.500000 Government Agency Debt 2122000.00 273787.00 FANNIE MAE 2028-08-01 3.500000 Government Agency Debt 2745070.00 2831310.00 FANNIE MAE 2028-09-01 2.500000 Government Agency Debt 2663595.00 2619443.00 FANNIE MAE 2028-09-01 2.500000 Government Agency Debt 2082021.00 2052273.00 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 2621070.00 2672384.00 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 2528152.00 2561979.00 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 2355278.00 2425507.00 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 2172394.00 2237987.00 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 4882748.00 5053894.00 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 4717508.00 4809566.00 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 4292811.00 4445275.00 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 3514965.00 3638159.00 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 3388687.00 3507451.00 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 2370000.00 2429533.00 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 5070827.00 5368577.00 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 3364230.00 3561759.00 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 1915143.00 2029672.00 FANNIE MAE 2028-12-01 3.000000 Government Agency Debt 2529525.00 2593060.00 FANNIE MAE 2028-12-01 3.000000 Government Agency Debt 690000.00 713969.00 FANNIE MAE 2028-12-01 3.500000 Government Agency Debt 3565471.00 3778693.00 FANNIE MAE 2028-12-01 3.500000 Government Agency Debt 3424041.00 3625059.00 FANNIE MAE 2032-09-01 3.500000 Government Agency Debt 2202078.00 2174775.00 FANNIE MAE 2033-01-01 3.000000 Government Agency Debt 2000000.00 1923148.00 FANNIE MAE 2033-04-01 3.000000 Government Agency Debt 2280973.00 2207877.00 FANNIE MAE 2033-07-01 3.000000 Government Agency Debt 2021225.00 1981953.00 FANNIE MAE 2033-08-01 3.000000 Government Agency Debt 1891126.00 1849987.00 FANNIE MAE 2033-09-01 3.000000 Government Agency Debt 2393742.00 2333330.00 FANNIE MAE 2033-09-01 4.000000 Government Agency Debt 2225000.00 2337257.00 FANNIE MAE 2033-09-01 4.000000 Government Agency Debt 1995527.00 2101315.00 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 4885000.00 5023931.00 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 1944901.00 2005151.00 FANNIE MAE 2033-10-01 4.000000 Government Agency Debt 2535210.00 2666907.00 FANNIE MAE 2033-10-01 4.000000 Government Agency Debt 2067759.00 2165527.00 FANNIE MAE 2033-10-01 4.500000 Government Agency Debt 2114292.00 2263637.00 FANNIE MAE 2033-11-01 4.000000 Government Agency Debt 2214672.00 2340050.00 FANNIE MAE 2033-12-01 3.000000 Government Agency Debt 3023400.00 3026471.00 FANNIE MAE 2033-12-01 5.500000 Government Agency Debt 2213886.00 253771.00 FANNIE MAE 2036-04-25 1.785160 Government Agency Debt 101522358.00 527786.00 FANNIE MAE 2038-09-01 4.000000 Government Agency Debt 2178627.00 2269996.00 FANNIE MAE 2040-10-01 5.000000 Government Agency Debt 3635802.00 1762497.00 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 3062463.00 2856055.00 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 3017031.00 2819033.00 FANNIE MAE 2043-03-01 3.500000 Government Agency Debt 2009599.00 2011808.00 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 1945256.00 1851057.00 FANNIE MAE 2043-06-01 3.500000 Government Agency Debt 3020000.00 2992393.00 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 2220000.00 2113585.00 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 2229273.00 2329643.00 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 2668550.00 2798671.00 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 2210209.00 2310702.00 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 1923955.00 2072873.00 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 1933989.00 2072136.00 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 2461850.00 2575392.00 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 1977301.00 2072108.00 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 751752.00 790256.00 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 2495752.00 2689600.00 FANNIE MAE 2043-11-01 3.000000 Government Agency Debt 4565536.00 4411813.00 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 2490000.00 2611208.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 3142427.00 3405132.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2890000.00 3103925.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2317743.00 2487188.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2296470.00 2466468.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 2196770.00 2372289.00 FANNIE MAE 2043-11-01 5.000000 Government Agency Debt 2157825.00 2379190.00 FANNIE MAE 2043-12-01 3.500000 Government Agency Debt 3718750.00 3719493.00 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 4424012.00 4633893.00 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 2537200.00 2639605.00 FANNIE MAE 2043-12-01 4.500000 Government Agency Debt 2160772.00 2320717.00 FIRST DATA CORPORATION 2021-01-15 12.625000 Other Note 323642.00 396495.00 FREDDIEMAC STRIP 2035-09-15 5.000000 Government Agency Debt 15136265.00 424924.00 HEXION US FIN/NOVA SCOTI 2020-11-15 9.000000 Other Note 29000.00 28739.00 INVENTIV HEALTH INC 2018-08-15 11.000000 Other Note 847.00 747.00 K HOVNANIAN ENTERPRISES 2021-11-01 2.000000 Other Note 46613.00 31070.00 KINDER MORGAN INC/DELAWA 2023-11-15 5.625000 Other Note 70000.00 69157.00 KONDAUR MORTGAGE ASSET TRUST 2052-08-25 0.00 Other Note 3412500.00 3020404.00 MOMENTIVE PERFORMANCE 2016-12-01 11.500000 Other Note 2193666.00 1625141.00 MOMENTIVE PERFORMANCE 2021-01-15 9.000000 Other Note 9925000.00 9103706.00 NATIONSTAR HOME EQUITY LOAN TRUST 2039-10-25 7.500000 Other Note 55603000.00 55475725.00 RBSHD 2013-1 TRUST 2047-10-25 0.00 Other Note 7373700.00 3382316.00 RBSHD 2013-1 TRUST 2047-10-25 0.00 Other Note 7373700.00 3226731.00 RBSHD 2013-1 TRUST 2047-10-25 0.00 Other Note 7373700.00 3108015.00 Royal Bank of Canada 2015-04-14 3.125000 Other Note 100000.00 104091.00 Royal Bank of Canada 2017-09-19 1.200000 Other Note 122000.00 122668.00 ROYAL BK OF SCOTLAND PLC 2014-01-16 0.00 Other Note 5000.00 9005.00 ROYAL BK OF SCOTLAND PLC 2014-08-25 4.875000 Other Note 5510000.00 5739211.00 ROYAL BK OF SCOTLAND PLC 2015-09-21 3.950000 Other Note 16000.00 16937.00 ROYAL BK OF SCOTLAND PLC 2016-03-16 4.375000 Other Note 400000.00 432329.00 ROYAL BK OF SCOTLAND PLC 2021-01-11 6.125000 Other Note 1140000.00 1338416.00 ROYAL BK SCOTLND GRP PLC 2022-12-15 6.125000 Other Note 8732000.00 9142791.00 SITEL LLC/SITEL FIN CORP 2018-04-01 11.500000 Other Note 4917036.00 4255900.00 SORENSON COMMUNICATIONS 2015-02-01 10.500000 Other Note 5050000.00 3734686.00 VERSO PAPER HLDGS LLC,IN 2019-02-01 8.750000 Other Note 41000.00 11601.00 WM WRIGLEY JR CO 2016-10-21 1.399999 Other Note 120000.00 120906.00 First Tier Security N/A N/A 2013-12-02 2013-12-12 N N N 295000000.00 295000000.00 0.0104 Y 295000000.00 295000000.00 Regency Markets No. 1 LLC Regency Markets No. 1 LLC 0.140007% 7588R0Z42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 85000000.00 84999008.34 0.0030 N 84998300.00 84998300.00 Royal Bank of Canada-New York NY Royal Bank of Canada-New York NY 0.298350% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-01-02 2014-12-01 N N N 300000000.00 300000000.00 0.0106 N 300054000.00 300054000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.060000% 68867038 0000917311 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 600000000.00 600000000.00 0.0211 N 600000000.00 600000000.00 Societe Generale Societe Generale 0.320000% 688277937791572SO 0000865845 Other Repurchase Agreement N ABBVIE INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9821432.00 ADOBE SYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9342858.00 AMERICAN EXPRESS CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6402132.00 ANALOG DEVICES INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 75140.00 APPLE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1540153.00 ARCHER DANIELS MIDLAND CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1741252.00 AUTOMATIC DATA PROCESSING INCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3793343.00 BANK OF AMERICA CORPORATION COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 14952765.00 BOEING CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 912593.00 BROADCOM CORP CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 66927.00 CISCO SYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3641275.00 CITRIX SYS INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 7857748.00 COCA COLA COCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12177490.00 COMCAST CORP NEWCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4326927.00 EQT CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1424308.00 FACEBOOK INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 169084.00 GOOGLE INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 14696433.00 HOME DEPOT INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3952.00 HUDSON CITY BANCORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12420935.00 JOHNSON & JOHNSON COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6483145.00 LIFE TECHNOLOGIES CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 5615228.00 MASTERCARD INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 418980.00 MERCK & CO INC NEWCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2192719.00 MICROSOFT CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2890989.00 NV ENERGY INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4329118.00 PFIZER INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 11017345.00 PHILIP MORRIS INTL INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3590744.00 SLM CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 8645000.00 SYMANTEC CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1332541.00 TRAVELERS COMPANIES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1306616.00 VIACOM INC NEWCL B 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2674336.00 WALGREEN CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2594582.00 WELLS FARGO & CO NEWCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1128088.00 ZOETIS INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2413846.00 First Tier Security N/A N/A 2013-12-04 2013-12-04 N N N 150000000.00 150000000.00 0.0053 N 150000000.00 150000000.00 Societe Generale Societe Generale 0.210000% 688607737791571SO 0000865845 Other Repurchase Agreement N ABBOTT LABS COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1654888.00 ALLERGAN INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3485087.00 ALTRIA GROUP INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 4912976.00 AMAZON COM INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 3480.00 ANADARKO PETE CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 7458171.00 ANALOG DEVICES INCCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 609274.00 APPLE INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 7372644.00 AUTOMATIC DATA PROCESSING INCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1014648.00 BANK OF AMERICA CORPORATION COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 207911.00 BIOGEN IDEC INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9532727.00 BOEING CO COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 381123.00 BOSTON SCIENTIFIC CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 12272.00 CISCO SYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 8963327.00 E TRADE FINANCIAL CORP COM NEW 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6140403.00 EQT CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9780988.00 FACEBOOK INCCL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 104881.00 GOOGLE INC CL A 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6379.00 HOME DEPOT INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1602392.00 JOHNSON & JOHNSON COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9931964.00 MACYS INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 2039820.00 MICROSOFT CORP COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 6644634.00 PFIZER INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 5194145.00 PHILIP MORRIS INTL INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 1315418.00 STARBUCKS CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9954865.00 TRAVELERS COMPANIES INC COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 21110.00 WELLS FARGO & CO NEW COM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 9638509.00 XEROX CORPCOM 2013-11-30 0.00 Other Instrument COMMON SHARES 0.00 15975.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 100000000.00 100000000.00 0.0035 N 100000000.00 100000000.00 Societe Generale Societe Generale 0.410000% 688608377791573SO 0000865845 Other Repurchase Agreement N ACTIVISION BLIZZARD 2023-09-15 6.125000 Other Note 4440923.00 4704757.00 ALABAMA POWER CO 2035-03-15 5.650000 Other Note 6841000.00 7249571.00 AMERICAN INTL GROUP 2058-05-15 8.175000 Other Note 6233485.00 7499999.00 AMERIGAS FINANCE LLC/COR 2022-05-20 7.000000 Other Note 6718590.00 7284631.00 APACHE CORP 2017-01-15 5.625000 Other Note 26224.00 30234.00 BACARDI LTD 2019-04-01 8.199999 Other Note 1284.00 1614.00 BELO (A.H.) CORP 2027-09-15 7.250000 Other Note 4092182.00 4159135.00 BK NEDERLANDSE GEMEENTEN 2014-11-17 1.000000 Other Note 4687266.00 4721592.00 BNP Paribas Securities Corp. 2056-12-25 7.195000 Other Note 7025229.00 7487339.00 BRIXMOR LLC 2015-01-15 5.299999 Other Note 85781.00 88331.00 BRIXMOR LLC 2015-09-15 5.250000 Other Note 5529919.00 5599043.00 BURLINGTON RESOURCES FIN 2031-12-01 7.400000 Other Note 5441455.00 7383287.00 CAESARS ENTERTAINMENT OP 2018-12-15 10.000000 Other Note 13385199.00 6783693.00 CINCINNATI BELL INC 2020-10-15 8.375000 Other Note 6058750.00 6605468.00 CIT GROUP INC 2018-03-15 5.250000 Other Note 6886657.00 7494691.00 CR BARD INC 2021-01-15 4.400000 Other Note 83098.00 88941.00 CREDIT SUISSE GUERNSEY 2015-03-06 1.625000 Other Note 6868730.00 6993374.00 DIAMOND OFFSHORE DRILL 2043-11-01 4.875000 Other Note 2839108.00 2786726.00 EMBARQ CORP 2036-06-01 7.995000 Other Note 207060.00 218707.00 FAIRFAX FINL HLDGS LTD 2021-05-15 5.799999 Other Note 3263184.00 3345652.00 GLP CAPITAL LP / FIN II 2020-11-01 4.875000 Other Note 7489312.00 7500000.00 HD SUPPLY INC 2020-07-15 11.500000 Other Note 3218246.00 3891038.00 HOMER CITY GENERATION LP 2026-10-01 8.734000 Other Note 467967.00 487421.00 HSBC Bank PLC 2016-05-24 3.100000 Other Note 4284463.00 4511885.00 HUTCHISON WHAM INT 09/16 2015-09-11 4.625000 Other Note 3336198.00 3574038.00 LEVEL 3 COMMUNICATIONS 2019-02-01 11.875000 Other Note 3624708.00 4269478.00 MEDIA GENERAL INC 2017-02-15 11.750000 Other Note 5759398.00 6430048.00 MERCK SHARP & DOHME CORP 2036-11-15 5.750000 Other Note 6298476.00 7200645.00 NEIMAN MARCUS GROUP LTD 2021-10-15 8.000000 Other Note 2571515.00 2664518.00 OPPENHEIMER HOLDINGS INC 2018-04-15 8.750000 Other Note 6601391.00 7150590.00 PATRIOT MERGER CORP 2021-07-15 9.000000 Other Note 61000.00 66200.00 PPG INDUSTRIES INC 2018-03-15 6.650000 Other Note 1306.00 1552.00 PROVINCE OF SASKATCHEWAN 2020-12-15 9.375000 Other Note 1257500.00 1769615.00 PULTE GROUP INC 2033-05-15 6.375000 Other Note 7967245.00 7230109.00 RAYTHEON COMPANY 2020-02-15 4.400000 Other Note 2885975.00 3143580.00 SPRINT CORP 2023-09-15 7.875000 Other Note 1693391.00 1878923.00 THOMPSON CREEK METALS CO 2017-12-01 9.750000 Other Note 5092596.00 5840995.00 TMS INTERNATIONAL CORP 2021-10-15 7.625000 Other Note 2100000.00 2235071.00 WEATHERFORD BERMUDA 2022-04-15 4.500000 Other Note 24594.00 25037.00 WHITING PETROLEUM CORP 2021-03-15 5.750000 Other Note 2000000.00 2087417.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 150000000.00 150000000.00 0.0053 N 150000000.00 150000000.00 Societe Generale Societe Generale 0.410000% 68860885779157SOC 0000865845 Other Repurchase Agreement N AFFYMETRIX INC 2019-07-01 4.000000 Other Note 881000.00 1440606.00 AK STEEL CORP 2019-11-15 5.000000 Other Note 8111187.00 9860725.00 AUXILIUM PHARMACEUTICALS 2018-07-15 1.500000 Other Note 5000000.00 5468567.00 BRISTOW GROUP INC 2038-06-15 3.000000 Other Note 1187000.00 1558586.00 CHESAPEAKE ENERGY CORP 2035-11-15 2.750000 Other Note 6805000.00 7139802.00 CHESAPEAKE ENERGY CORP 2037-05-15 2.500000 Other Note 2800000.00 2828986.00 JETBLUE AIRWAYS CORP 2039-10-15 6.750000 Other Note 2729000.00 5408878.00 JETBLUE AIRWAYS CORP 2039-10-15 6.750000 Other Note 2393000.00 4509608.00 KB HOME 2019-02-01 1.375000 Other Note 1453000.00 1449566.00 L-3 COMMS HLDGS INC 2035-08-01 3.000000 Other Note 8466000.00 9999051.00 LENNAR CORP 2020-12-15 2.750000 Other Note 4933000.00 8488005.00 LEUCADIA NATL CORP 2014-04-15 3.750000 Other Note 2508000.00 3405145.00 LIBERTY INTERACTIVE LLC 2031-01-15 3.500000 Other Note 18713000.00 9999853.00 LIVE NATION ENTERTAINMEN 2027-07-15 2.875000 Other Note 1864000.00 1913082.00 M/I HOMES INC 2017-09-15 3.250000 Other Note 2700000.00 3261412.00 MERITOR INC 2027-02-15 4.000000 Other Note 1000000.00 929686.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 5889000.00 9998406.00 NEWPARK RESOURCES INC 2017-10-01 4.000000 Other Note 3052000.00 4128423.00 NUANCE COMMUNICATIONS 2027-08-15 2.750000 Other Note 1073000.00 1107008.00 RADIAN GROUP INC 2017-11-15 3.000000 Other Note 2000000.00 2866093.00 STARWOOD PROPERTY TRUST 2018-03-01 4.549999 Other Note 2250000.00 2495818.00 STARWOOD PROPERTY TRUST 2019-01-15 4.000000 Other Note 2148000.00 2420300.00 US STEEL CORP 2014-05-15 4.000000 Other Note 1430000.00 1498362.00 VERISIGN INC 2037-08-15 3.250000 Other Note 4521000.00 7824218.00 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 100000000.00 100000000.00 0.0035 N 100000000.00 100000000.00 Standard Chartered Bank Standard Chartered Bank 0.280000% 85325BE75 Certificate of Deposit N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 200000000.00 200000000.00 0.0070 N 200042000.00 200042000.00 Standard Chartered Bank Standard Chartered Bank 0.280000% 85325BF41 Certificate of Deposit N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 400000000.00 400000000.00 0.0141 N 400020000.00 400020000.00 Standard Chartered Bank Standard Chartered Bank 0.120000% 68811331 0000861350 Other Note N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 300000000.00 300000000.00 0.0106 N 300000000.00 300000000.00 State of Texas State of Texas 0.150001% 882720H32 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y Landesbank Hessen-Thueringen Gir N/A N/A N N 25460000.00 25460000.00 0.0009 N 25460000.00 25460000.00 Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 0.240000% 86562C3T7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 275000000.00 275000000.00 0.0097 N 275000000.00 275000000.00 Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 0.220000% 86562C6D9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 425000000.00 424994455.68 0.0150 N 424978750.00 424978750.00 Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 0.230000% 86563KES8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-16 2014-01-16 N N N 75000000.00 75000000.00 0.0026 N 75003750.00 75003750.00 Sumitomo Mitsui Banking Corp/New York Sumitomo Mitsui Banking Corp/New York 0.220000% 86563KGQ0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 550000000.00 550000000.00 0.0194 N 549967000.00 549967000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.374349% 86959JCN6 Other Note N First Tier Security N/A N/A 2014-01-06 2014-12-04 N N N 195000000.00 195000000.00 0.0069 N 194976600.00 194976600.00 U.S. Treasury Bill U.S. Treasury Bill 0.065003% 912796BR9 Treasury Debt N First Tier Security N/A N/A 2013-12-26 2013-12-26 N N N 1000000000.00 999954861.11 0.0352 N 999967000.00 999967000.00 UBS Securities LLC UBS Securities LLC 0.450000% 67242097779157UBS 0000230611 Other Repurchase Agreement N AAR CORP 2014-03-01 1.625000 Other Note 2795000.00 2858509.00 ACCURAY INC 2018-02-01 3.500000 Other Note 1445574.00 2372870.00 AEGEAN MARINE PETROLEUM 2018-11-01 4.000000 Other Note 50000.00 52219.00 ALASKA COMM SYSTEMS GROU 2018-05-01 6.250000 Other Note 150000.00 124761.00 ALERE INC 2016-05-15 3.000000 Other Note 1975000.00 2179742.00 ALLSCRIPTS HEALTHCARE SO 2020-07-01 1.250000 Other Note 2157689.00 2387243.00 AURICO GOLD INC 2016-10-01 3.500000 Other Note 1196000.00 1148924.00 B2GOLD CORP 2018-10-01 3.250000 Other Note 50000.00 43731.00 BIOMED REALTY LP 2030-01-15 3.750000 Other Note 525000.00 609440.00 BRISTOW GROUP INC 2038-06-15 3.000000 Other Note 940000.00 1234264.00 BROADSOFT INC 2018-07-01 1.500000 Other Note 175000.00 177283.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 4563000.00 8218461.00 CBIZ INC 2015-10-01 4.875000 Other Note 4219000.00 5573232.00 CEMEX SAB DE CV 2018-03-15 3.750000 Other Note 4205000.00 5404301.00 CHESAPEAKE ENERGY CORP 2037-05-15 2.500000 Other Note 2000.00 2021.00 CIENA CORP 2018-10-15 3.750000 Other Note 415000.00 570195.00 DFC GLOBAL CORP 2027-06-30 2.875000 Other Note 368000.00 360651.00 DFC GLOBAL CORP 2028-04-01 3.000000 Other Note 7522000.00 7238671.00 ELECTRONIC ARTS INC 2016-07-15 0.750000 Other Note 100000.00 104904.00 EXELIXIS INC 2019-08-15 4.250000 Other Note 11454000.00 13377216.00 FOREST CITY ENTERPRISES 2016-10-15 5.000000 Other Note 2541000.00 3995370.00 FOREST CITY ENTERPRISES 2018-08-15 4.250000 Other Note 2250000.00 2553250.00 GROUP 1 AUTOMOTIVE INC 2036-06-15 2.250000 Other Note 290000.00 360943.00 HEALTH MANAGEMENT ASSOC 2028-05-01 3.750000 Other Note 1436000.00 1738158.00 HEALTHWAYS INC 2018-07-01 1.500000 Other Note 8766.00 8196.00 HEARTWARE INTERNATIONAL 2017-12-15 3.500000 Other Note 929000.00 1122645.00 HOLOGIC INC 2037-12-15 2.000000 Other Note 957000.00 1130208.00 ICONIX BRAND GROUP INC 2018-03-15 1.500000 Other Note 7040449.00 9649522.00 ILLUMINA INC 2016-03-15 0.250000 Other Note 430000.00 551967.00 INTEGRA LIFESCIENCES HLD 2016-12-15 1.625000 Other Note 150000.00 160205.00 INTERMUNE INC 2017-12-15 2.500000 Other Note 99488.00 132208.00 JAMES RIVER COAL COMPANY 2018-06-01 10.000000 Other Note 2334000.00 1124858.00 JAMES RIVER COAL COMPANY 2018-06-01 10.000000 Other Note 35000.00 16868.00 KAMAN CORP 2017-11-15 3.250000 Other Note 50000.00 64720.00 KILROY REALTY LP 2014-11-15 4.250000 Other Note 3721000.00 5320222.00 LENNAR CORP 2020-12-15 2.750000 Other Note 336000.00 578141.00 LIBERTY INTERACTIVE LLC 2030-02-15 3.750000 Other Note 7666000.00 4759308.00 LIFEPOINT HOSPITALS INC 2014-05-15 3.500000 Other Note 150000.00 161549.00 LIONS GATE ENTERTAINMENT 2025-03-15 3.625000 Other Note 135000.00 521347.00 LIVE NATION ENTERTAINMEN 2027-07-15 2.875000 Other Note 1787000.00 1834054.00 MANNKIND CORP 2015-08-15 5.750000 Other Note 180000.00 184903.00 MASTEC INC 2014-12-15 4.250000 Other Note 1119000.00 2347093.00 MGIC INVESTMENT CORP 2017-05-01 5.000000 Other Note 7746000.00 8671793.00 MICRON TECHNOLOGY INC 2033-02-15 1.625000 Other Note 4271098.00 8527565.00 MICRON TECHNOLOGY INC 2033-02-15 2.125000 Other Note 736518.00 1481240.00 MYLAN INC 2015-09-15 3.750000 Other Note 4374000.00 14634697.00 NAVISTAR INTL CORP 2014-10-15 3.000000 Other Note 35000.00 36528.00 NEWPARK RESOURCES INC 2017-10-01 4.000000 Other Note 6000.00 8116.00 NORTHSTAR REALTY FIN 2031-03-15 7.500000 Other Note 192000.00 328281.00 NORTHSTAR REALTY FIN 2033-06-15 5.375000 Other Note 1035239.00 1129825.00 PDC ENERGY INC 2016-05-15 3.250000 Other Note 2146000.00 3259267.00 PDL BIO PHARMA INC 2015-02-15 2.875000 Other Note 4200000.00 7327133.00 PDL BIO PHARMA INC 2015-05-01 3.750000 Other Note 5690000.00 8558708.00 PHH CORP 2014-09-01 4.000000 Other Note 575000.00 623028.00 PORTFOLIO RECOVERY ASSOC 2020-08-01 3.000000 Other Note 6281632.00 7301350.00 RAMBUS INC 2018-08-15 1.125000 Other Note 1648000.00 1645116.00 REGENERON PHARMACEUTICAL 2016-10-01 1.875000 Other Note 1975000.00 6903654.00 ROYAL GOLD INC 2019-06-15 2.875000 Other Note 1739000.00 1673748.00 SANDISK CORP 2017-08-15 1.500000 Other Note 2961000.00 4239659.00 SEACOR HOLDINGS INC 2027-12-15 2.500000 Other Note 1718622.00 2156044.00 SILVER STANDARD RESOURCE 2033-02-01 2.875000 Other Note 4097000.00 3055025.00 STANDARD PACIFIC CORP 2032-08-01 1.250000 Other Note 830000.00 1044536.00 STILLWATER MINING COMPAN 2032-10-15 1.750000 Other Note 2500000.00 2650672.00 TIVO INC 2016-03-15 4.000000 Other Note 453000.00 606500.00 TRICO MARINE SERVICES IN 2027-01-15 3.000000 Other Note 12154000.00 227888.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 3883000.00 4878019.00 VERISIGN INC 2037-08-15 3.250000 Other Note 1075000.00 1860437.00 VOLCANO CORP 2015-09-01 2.875000 Other Note 500000.00 532889.00 WORKDAY INC 2018-07-15 0.750000 Other Note 5772960.00 6784912.00 First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 175000000.00 175000000.00 0.0062 N 175000000.00 175000000.00 UBS Securities LLC UBS Securities LLC 0.450000% 673502547791571UB 0000230611 Other Repurchase Agreement N AAR CORP 2014-03-01 1.625000 Other Note 4424000.00 4524523.00 AAR CORP 2016-03-01 2.250000 Other Note 1000000.00 1103630.00 ACCURAY INC 2016-08-01 3.750000 Other Note 75000.00 82672.00 ACCURAY INC 2018-02-01 3.500000 Other Note 2749697.00 4513551.00 AK STEEL CORP 2019-11-15 5.000000 Other Note 2627441.00 3194165.00 ALLSCRIPTS HEALTHCARE SO 2020-07-01 1.250000 Other Note 1360593.00 1505345.00 ASCENT CAPITAL GROUP INC 2020-07-15 4.000000 Other Note 104957.00 114195.00 BARNES GROUP INC 2027-03-15 3.375000 Other Note 285000.00 371052.00 BPZ RESOURCES INC 2017-10-01 8.500000 Other Note 1448000.00 1371002.00 BRISTOW GROUP INC 2038-06-15 3.000000 Other Note 3265000.00 4287097.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 12724000.00 22917313.00 CBIZ INC 2015-10-01 4.875000 Other Note 3489000.00 4608914.00 CEMEX SAB DE CV 2016-03-15 3.250000 Other Note 462000.00 579722.00 CHART INDUSTRIES INC 2018-08-01 2.000000 Other Note 1315000.00 2065780.00 CHESAPEAKE ENERGY CORP 2037-05-15 2.500000 Other Note 86000.00 86890.00 CIENA CORP 2018-10-15 3.750000 Other Note 1621000.00 2227195.00 COBALT INTL ENERGY INC 2019-12-01 2.625000 Other Note 2917936.00 2977693.00 CORNERSTONE ONDEMAND INC 2018-07-01 1.500000 Other Note 11024751.00 12932547.00 DFC GLOBAL CORP 2027-06-30 2.875000 Other Note 1384000.00 1356361.00 ELECTRONIC ARTS INC 2016-07-15 0.750000 Other Note 6965000.00 7306575.00 ENERGY XXI BERMUDA 2018-12-15 3.000000 Other Note 613169.00 617337.00 EXELIXIS INC 2019-08-15 4.250000 Other Note 5037000.00 5882751.00 FOREST CITY ENTERPRISES 2016-10-15 5.000000 Other Note 851000.00 1338079.00 FXCM INC 2018-06-15 2.250000 Other Note 4450000.00 4907237.00 HEALTHWAYS INC 2018-07-01 1.500000 Other Note 2561172.00 2394696.00 INTERMUNE INC 2017-12-15 2.500000 Other Note 1770062.00 2352216.00 JETBLUE AIRWAYS CORP 2039-10-15 6.750000 Other Note 46000.00 91172.00 KAMAN CORP 2017-11-15 3.250000 Other Note 650000.00 841356.00 KILROY REALTY LP 2014-11-15 4.250000 Other Note 4882000.00 6980200.00 LIBERTY INTERACTIVE LLC 2029-11-15 4.000000 Other Note 10790000.00 6706584.00 LIBERTY MEDIA CORP 2023-10-15 1.375000 Other Note 7000000.00 7269924.00 LIONS GATE ENTERTAINMENT 2025-03-15 3.625000 Other Note 79000.00 305085.00 LIVE NATION ENTERTAINMEN 2027-07-15 2.875000 Other Note 2399000.00 2462169.00 MASTEC INC 2014-12-15 4.250000 Other Note 5174000.00 10852419.00 MERITAGE HOMES CORP 2032-09-15 1.875000 Other Note 895000.00 975088.00 MGIC INVESTMENT CORP 2017-05-01 5.000000 Other Note 11485000.00 12857674.00 MOLINA HEALTHCARE INC 2020-01-15 1.125000 Other Note 4265122.00 4448256.00 MOVE INC 2018-09-01 2.750000 Other Note 5000000.00 5524261.00 NAVISTAR INTL CORP 2014-10-15 3.000000 Other Note 647000.00 675252.00 NEWPARK RESOURCES INC 2017-10-01 4.000000 Other Note 21000.00 28407.00 NORTHSTAR REALTY FIN 2033-06-15 5.375000 Other Note 1179918.00 1287723.00 NUANCE COMMUNICATIONS 2031-11-01 2.750000 Other Note 957520.00 914086.00 OPKO HEALTH INC 2033-02-01 3.000000 Other Note 445000.00 692181.00 PDC ENERGY INC 2016-05-15 3.250000 Other Note 11500000.00 17465785.00 PDL BIO PHARMA INC 2015-05-01 3.750000 Other Note 5311000.00 7988629.00 PORTFOLIO RECOVERY ASSOC 2020-08-01 3.000000 Other Note 7209296.00 8379605.00 PRICELINE.COM INC 2018-03-15 1.000000 Other Note 2281626.00 3197552.00 RAIT FINANCIAL TRUST 2031-04-01 7.000000 Other Note 1301000.00 1757206.00 ROYAL GOLD INC 2019-06-15 2.875000 Other Note 1253000.00 1205984.00 SALESFORCE.COM INC 2018-04-01 0.250000 Other Note 329519.00 350866.00 SANDISK CORP 2017-08-15 1.500000 Other Note 3784000.00 5418057.00 SEACOR HOLDINGS INC 2027-12-15 2.500000 Other Note 5281378.00 6625588.00 SEACOR HOLDINGS INC 2028-11-15 3.000000 Other Note 10217114.00 10222699.00 SERVICENOW INC 2018-11-01 0.00 Other Note 13713691.00 13585194.00 SOLARCITY CORP 2018-11-01 2.750000 Other Note 12568729.00 13931040.00 STANDARD PACIFIC CORP 2032-08-01 1.250000 Other Note 1217000.00 1531567.00 STEWART ENTERPRISES 2014-07-15 3.125000 Other Note 1905000.00 2380797.00 TAKE-TWO INTERACTIVE SOF 2018-07-01 1.000000 Other Note 6916000.00 7221072.00 TESLA MOTORS INC 2018-06-01 1.500000 Other Note 4581000.00 5783131.00 TRICO MARINE SERVICES IN 2027-01-15 3.000000 Other Note 2233000.00 41869.00 VECTOR GROUP LTD 2014-11-15 3.750000 Other Note 3883000.00 4878019.00 WORKDAY INC 2018-07-15 0.750000 Other Note 198040.00 232755.00 WORKDAY INC 2020-07-15 1.500000 Other Note 3296750.00 3966265.00 XILINX INC 2017-06-15 2.625000 Other Note 117000.00 184065.00 XILINX INC 2037-03-15 3.125000 Other Note 79000.00 122167.00 First Tier Security N/A N/A 2013-12-07 2013-12-07 Y UBS SECURITIES LLC N/A N/A N N 250000000.00 250000000.00 0.0088 N 250000000.00 250000000.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.227498% 92513HAF6 Other Note N First Tier Security N/A N/A 2013-12-16 2014-01-04 Y VERSAILLES COMMERCIAL PAPER LLC N/A N/A N N 75000000.00 75000000.00 0.0026 N 75001500.00 75001500.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.226000% 92513HAG4 Other Note N First Tier Security N/A N/A 2013-12-23 2014-01-04 Y VERSAILLES COMMERCIAL PAPER LLC N/A N/A N N 125000000.00 125000000.00 0.0044 N 125003750.00 125003750.00 Victory Receivables Corp. Victory Receivables Corp. 0.180055% 92646LA75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-07 2014-01-07 N N N 100000000.00 99981500.00 0.0035 N 99982000.00 99982000.00 Victory Receivables Corp. Victory Receivables Corp. 0.170052% 92646LAN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-01-22 2014-01-22 N N N 60000000.00 59985266.67 0.0021 N 59984400.00 59984400.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.238500% 9497P6S90 Other Note N First Tier Security N/A N/A 2013-12-13 2014-11-13 N N N 180000000.00 180000000.00 0.0063 N 179966340.00 179966340.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.342450% 94985HL77 Other Note N First Tier Security N/A N/A 2013-12-20 2014-12-19 N N N 150000000.00 150000000.00 0.0053 N 149985000.00 149985000.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% 674913317791571WE 0000740906 Other Repurchase Agreement N AAR CORP 2022-01-15 7.250000 Other Note 45000.00 48914.00 ADJUSTABLE RATE MORTGAGE TRUST 2035-07-25 2.610212 Other Note 2325209.00 658102.00 ADJUSTABLE RATE MORTGAGE TRUST 2036-01-25 2.711320 Other Note 6104556.00 1417400.00 AIRCRAFT LEASE SECURITISATION LIMITED 2038-06-26 2.017700 Other Note 2967736.00 843795.00 ALLIANT TECHSYSTEMS INC 2021-10-01 5.250000 Other Note 1028975.00 1038322.00 ALLY BANK 2015-11-16 1.600000 Certificate of Deposit 10000.00 10146.00 ALLY BANK 2016-09-30 2.000000 Certificate of Deposit 10000.00 10033.00 ALLY FINANCIAL INC 2014-12-01 6.750000 Other Note 127000.00 137747.00 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-06-15 4.940000 Other Note 2253794.00 2211263.00 AMSOUTH BANK NA 2015-04-01 5.200000 Other Note 180000.00 190400.00 BABSON CLO LTD 2019-11-10 1.939400 Other Note 1245147.00 1163649.00 BALTIMORE GAS & ELECTRIC 2022-08-15 2.799999 Other Note 4150273.00 3911300.00 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2034-04-25 6.000000 Other Note 4800000.00 805464.00 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2043-07-10 4.974000 Other Note 5040000.00 1191432.00 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2049-01-15 0.492080 Other Note 7060000.00 45174.00 BANC OF AMERICA FUNDING CORPORATION 2036-05-20 5.371520 Other Note 500000.00 361272.00 BANC OF AMERICA MORTGAGE SECURITIES 2035-10-25 5.085055 Other Note 4590000.00 1226222.00 BANCO BTG PACTUAL/CAYMAN 2020-01-16 4.000000 Other Note 991000.00 899112.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 6.875000 Other Note 467358.00 552748.00 BAYVIEW FINANCIAL ACQUISITION TRUST 2044-06-28 0.814999 Other Note 3000000.00 2007556.00 BAYVIEW OPPORTUNITY MASTER FUND TRUST 2033-03-28 3.228100 Other Note 3640000.00 2688012.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2036-02-25 5.750000 Other Note 10252055.00 3263194.00 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-03-15 0.467700 Other Note 25697.00 25334.00 CABLEVISION SYSTEMS CORP 2022-09-15 5.875000 Other Note 19000.00 18622.00 CARMAX AUTO OWNER TRUST 2017-07-17 0.520000 Other Note 200754.00 200789.00 CARRINGTON MORTGAGE LOAN TRUST 2036-01-25 0.376000 Other Note 4837309.00 2568896.00 CHASE FUNDING MORTGAGE LOAN ASSET-BACKED CTFS 2032-02-25 1.066000 Other Note 5457721.00 1213507.00 CIT GROUP HOME EQUITY LOAN TRUST 2032-10-20 4.669999 Other Note 3885000.00 1105900.00 CITIGROUP INC 2014-11-03 0.00 Other Note 245000.00 347484.00 CITIGROUP INC 2036-08-25 6.125000 Other Note 2433423.00 2601142.00 CITIGROUP MORTGAGE LOAN TRUST INC 2035-08-25 5.263734 Other Note 7500000.00 1624762.00 CONSTELLATION ENERGY GRO 2020-12-01 5.150000 Other Note 474353.00 521676.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2034-08-25 0.585999 Other Note 289768593.00 2789758.00 COUNTRYWIDE HOME EQUITY LOAN TRUST 2029-07-15 0.427700 Other Note 50000000.00 991503.00 COUNTRYWIDE HOME LOAN 2029-07-16 6.200000 Other Note 139000.00 139311.00 COUNTRYWIDE HOME LOANS 2035-02-25 0.556000 Other Note 12444386.00 1133148.00 COUNTRYWIDE HOME LOANS 2035-11-25 5.500000 Other Note 12152104.00 4515855.00 CREDIT SUISSE COMMERCIAL MORTGAGE TRUST 2021-09-15 0.617700 Other Note 2903634.00 2475926.00 CREDIT SUISSE MORTGAGE TRUST 2036-03-25 6.000000 Other Note 8819636.00 5466246.00 CREDIT SUISSE NASSAU 2030-10-28 3.500000 Other Note 15000.00 15005.00 CREDIT-BASED ASSET SERVICING AND SECURITIZATION 2037-12-25 6.019999 Other Note 6680000.00 6975542.00 CRONOS CONTAINERS PROGRAM LTD 2027-09-18 3.810000 Other Note 550000.00 506630.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2034-10-25 2.551599 Other Note 120207.00 21666.00 CS FIRST BOSTON COMMERCIAL MORTGAGE TRUST 2037-04-15 0.417499 Other Note 7589127.00 6893772.00 DCP MIDSTREAM LLC 2019-03-15 9.750000 Other Note 4647707.00 5993970.00 DCP MIDSTREAM LLC 2036-11-03 6.450000 Other Note 6723284.00 6987094.00 DCP MIDSTREAM LLC 2043-05-21 5.849999 Other Note 6178000.00 5745849.00 DE MEER MIDDLE MARKET CLO 2006 1 LTD 2018-10-20 0.00 Other Note 815060.00 541455.00 DELTA AIR LINES 2007-1 B 2022-08-10 8.021000 Other Note 2477882.00 1629536.00 DISCOVER BANK 2016-10-03 1.200000 Certificate of Deposit 5000.00 4982.00 DISCOVER BANK 2017-02-15 1.600000 Certificate of Deposit 20000.00 20092.00 DUANE STREET CLO IV LTD 2021-11-15 0.00 Other Note 2000000.00 1114404.00 EKSPORTFINANS ASA 2014-01-03 0.00 Other Note 32000.00 41661.00 EKSPORTFINANS ASA 2014-06-05 0.00 Other Note 50000.00 77980.00 EKSPORTFINANS ASA 2014-07-03 0.00 Other Note 270500.00 478704.00 EKSPORTFINANS ASA 2014-08-05 0.00 Other Note 63500.00 107512.00 EKSPORTFINANS ASA 2015-01-07 0.00 Other Note 89000.00 92969.00 EKSPORTFINANS ASA 2016-02-05 0.00 Other Note 127500.00 152681.00 EL PASO PIPELINE PART OP 2021-10-01 5.000000 Other Note 129525.00 138219.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2019-06-17 5.059999 Other Note 5360875.00 5413067.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2019-10-15 5.049999 Other Note 9689065.00 9570731.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2020-08-17 6.809999 Other Note 1982958.00 2064867.00 FAIRFIELD STREET SOLAR 2039-11-28 0.587600 Other Note 7759676.00 4830903.00 FDIC STRUCTURED SALE GUARANTEED NOTES 2038-04-25 3.250000 Other Note 8500000.00 4393331.00 FEDERAL REALTY INVS TRST 2020-04-01 5.900000 Other Note 850000.00 978856.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2018-05-25 2.248273 Government Agency Debt 1649914.00 133518.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-08-25 1.661119 Government Agency Debt 76712849.00 5508826.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2022-06-25 1.644940 Government Agency Debt 2390000.00 241117.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2041-05-25 1.649319 Government Agency Debt 4560533.00 512316.00 FICO STRIP CPN-1 2017-05-11 0.00 Government Agency Debt 122000.00 117308.00 FICO STRIP CPN-1 2018-05-11 0.00 Government Agency Debt 85000.00 79224.00 FICO STRIP CPN10 2016-11-30 0.00 Government Agency Debt 93000.00 90644.00 FICO STRIP CPN10 2017-05-30 0.00 Government Agency Debt 111000.00 106559.00 FICO STRIP CPN12 2017-06-06 0.00 Government Agency Debt 167000.00 160228.00 FICO STRIP CPN12 2017-12-06 0.00 Government Agency Debt 166000.00 156623.00 FICO STRIP CPN13 2018-06-27 0.00 Government Agency Debt 148000.00 137428.00 FICO STRIP CPN14 2016-11-02 0.00 Government Agency Debt 81000.00 79058.00 FICO STRIP CPN14 2017-11-02 0.00 Government Agency Debt 144000.00 136293.00 FICO STRIP CPN14 2018-11-02 0.00 Government Agency Debt 106000.00 97311.00 FICO STRIP CPN15 2017-03-07 0.00 Government Agency Debt 107000.00 104347.00 FICO STRIP CPN16 2018-10-05 0.00 Government Agency Debt 241000.00 221833.00 FICO STRIP CPN16 2019-04-05 0.00 Government Agency Debt 402000.00 361708.00 FICO STRIP CPN17 2017-04-05 0.00 Government Agency Debt 20000.00 19292.00 FICO STRIP CPN17 2018-10-05 0.00 Government Agency Debt 18169.00 16724.00 FICO STRIP CPN17 2019-04-05 0.00 Government Agency Debt 480000.00 431890.00 FICO STRIP CPN19 2017-12-06 0.00 Government Agency Debt 189000.00 178323.00 FICO STRIP CPN-5 2014-08-08 0.00 Government Agency Debt 80000.00 79643.00 FICO STRIP CPN-5 2018-02-08 0.00 Government Agency Debt 91000.00 85449.00 FICO STRIP CPN-6 2018-08-03 0.00 Government Agency Debt 87000.00 80545.00 FICO STRIP CPN-8 2017-02-03 0.00 Government Agency Debt 80000.00 77570.00 FICO STRIP CPN-9 2016-10-06 0.00 Government Agency Debt 80000.00 78166.00 FICO STRIP CPN-9 2017-04-06 0.00 Government Agency Debt 121000.00 116707.00 FICO STRIP CPN-9 2017-10-06 0.00 Government Agency Debt 85000.00 80661.00 FICO STRIP PRN19 2019-06-06 0.00 Government Agency Debt 115000.00 103742.00 FICO STRIP PRN-8 2018-08-03 0.00 Government Agency Debt 67000.00 62173.00 FIFTH & PACIFIC CO INC 2019-04-15 10.500000 Other Note 5707689.00 6178573.00 FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2035-03-25 0.945999 Other Note 820934.00 617603.00 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2035-09-25 2.237649 Other Note 15642488.00 4845659.00 FLAGSHIP CREDIT AUTO TRUST 2019-03-15 3.589999 Other Note 875000.00 872797.00 FORD MOTOR COMPANY 2032-01-15 8.900000 Other Note 172124.00 229859.00 FORD MOTOR CREDIT CO LLC 2015-05-15 12.000000 Other Note 92104.00 107019.00 FORD MOTOR CREDIT CO LLC 2021-08-02 5.875000 Other Note 723000.00 833993.00 FREMF MORTGAGE TRUST 2020-05-25 0.100000 Other Note 578883840.00 2647732.00 FREMF MORTGAGE TRUST 2030-10-25 0.100000 Other Note 44506315.00 172519.00 FREMF MORTGAGE TRUST 2043-09-25 5.404754 Government Agency Debt 7830542.00 8384870.00 FREMF MORTGAGE TRUST 2045-08-25 3.684280 Government Agency Debt 2885100.00 2673159.00 FREMF MORTGAGE TRUST 2045-12-25 3.723100 Other Note 502446.00 424209.00 GCCFC COMMERCIAL MORTGAGE TRUST 2037-04-10 0.180504 Other Note 1381683000.00 922020.00 GE BUSINESS LOAN TRUST 2034-11-15 0.917699 Other Note 2230000.00 695152.00 GE CAPITAL BANK 2015-11-16 1.750000 Certificate of Deposit 40000.00 40499.00 GE CAPITAL BANK 2016-12-30 3.450000 Certificate of Deposit 50000.00 55236.00 GE CAPITAL BANK 2017-05-22 2.500000 Certificate of Deposit 50000.00 51678.00 GENERAL ELEC CAP CORP 2014-01-07 2.100000 Other Note 64000.00 64641.00 GMAC MORTGAGE CORPORATION LOAN TRUST 2033-04-25 4.589999 Other Note 1650000.00 144769.00 GMAC MORTGAGE CORPORATION LOAN TRUST 2033-04-25 5.120000 Other Note 2883506.00 867340.00 GOLDENTREE LOAN OPPORTUNITIES IV LTD 2022-08-18 0.958450 Other Note 1966997.00 1848720.00 GOLDMAN SACHS BANK USA 2016-08-22 1.350000 Certificate of Deposit 47000.00 46822.00 GOLDMAN SACHS BANK USA 2017-06-13 1.800000 Certificate of Deposit 38000.00 37954.00 GOLDMAN SACHS BANK USA 2019-01-22 4.000000 Certificate of Deposit 20000.00 20739.00 GOLDMAN SACHS BANK USA 2019-02-25 4.000000 Certificate of Deposit 7399.00 7476.00 GOLDMAN SACHS GROUP INC 2018-04-01 6.150000 Other Note 2521063.00 2941295.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-20 5.000000 Government Agency Debt 30928013.00 2911647.00 GREENPOINT MORTGAGE FUNDING TRUST 2037-06-25 0.386000 Other Note 3000000.00 1361202.00 GS MORTGAGE SECURITIES TRUST 2046-08-10 4.936117 Other Note 3036150.00 2649335.00 GSR MORTGAGE LOAN TRUST 2035-07-25 5.167126 Other Note 9374310.00 1944303.00 GSR MORTGAGE LOAN TRUST 2035-11-25 5.059980 Other Note 2900000.00 928003.00 HAWAIIAN AIRLINES 13-1A 2026-01-15 3.899999 Other Note 1000000.00 942433.00 HAWKER BEECHCRAFT ACQ CO 2015-04-01 8.875000 Other Note 291.00 13.00 HOMEBANC MORTGAGE TRUST 2037-05-25 0.466000 Other Note 220314.00 47931.00 HSBC BANK USA 2016-10-05 0.00 Certificate of Deposit 478000.00 478000.00 HSBC BANK USA 2017-12-06 0.00 Certificate of Deposit 615000.00 615000.00 HUGHES SATELITE SYSTEMS 2019-06-15 6.500000 Other Note 920000.00 989000.00 IAC/INTERACTIVECORP 2022-12-15 4.750000 Other Note 1036526.00 981216.00 IMPAC CMB TRUST 2034-10-25 1.036000 Other Note 24382000.00 1578966.00 IMPAC CMB TRUST 2034-11-25 1.086000 Other Note 20840000.00 1457914.00 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 5.038149 Other Note 3205000.00 1068937.00 ING INVESTMENT MANAGEMENT CLO LTD 2017-12-01 0.989099 Other Note 1291968.00 1251824.00 INGREDION INC 2020-11-01 4.625000 Other Note 840191.00 885282.00 INTEGRYS ENERGY GROUP 2020-11-01 4.169999 Other Note 110000.00 115012.00 JP Morgan Chase Bank NA 2019-01-23 0.00 Certificate of Deposit 130000.00 130000.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST 2043-04-15 5.525000 Other Note 69000.00 75367.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST 2044-12-12 5.629670 Other Note 15000.00 16229.00 JPMORGAN CHASE & CO 2016-01-15 2.600000 Other Note 3967664.00 4141637.00 KINGSLAND LTD 2021-08-24 7.150999 Other Note 1318910.00 1320220.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-15 0.738280 Other Note 134204744.00 1378693.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-02-15 5.455000 Other Note 215000.00 236203.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2040-07-15 6.113999 Other Note 200000.00 221391.00 METROPOLITAN ASSET FUNDING, INC. 2027-10-25 6.537399 Other Note 800000.00 492878.00 MISSISSIPPI ST BUSINESS FIN CORP 2022-10-01 0.220000 Other Municipal Debt 80000.00 80000.00 MMAF EQUIPMENT FINANCE LLC 2032-06-10 1.980000 Other Note 28392.00 28670.00 NATIONAL RURAL UTIL COOP 2023-11-15 3.399999 Other Note 4000000.00 3921840.00 NATIONAL RURAL UTIL COOP 2032-11-01 4.022999 Other Note 7000.00 6629.00 NEW CENTURY ALTERNATIVE MORTGAGE LOAN TRUST 2036-07-25 6.309999 Other Note 4692000.00 2216721.00 NEW CENTURY HOME EQUITY LOAN TRUST 2035-06-25 0.656000 Other Note 6432273.00 4716683.00 NOMURA ASSET SECURITIES CORPORATION 2030-03-15 1.978259 Other Note 180000000.00 225265.00 OCTOGON INVESTMENTSPARTNERS 2020-10-18 0.00 Other Note 1892003.00 829409.00 ONCOR ELECTRIC DELIVERY 2022-09-01 7.000000 Other Note 415074.00 509662.00 OPTION ONE MORTGAGE LOAN TRUST 2037-01-25 0.266000 Other Note 3629591.00 1263578.00 PEACHTREE FRANCHISE LOAN LLC 2021-01-15 7.690000 Other Note 6192000.00 948983.00 PEGASUS AVIATION LEASE SECURITIZATION 2030-03-25 8.419999 Other Note 7000000.00 2043170.00 PLAINS EXPLORATION & PRO 2020-04-01 7.625000 Other Note 1305602.00 1457502.00 POLYONE CORP 2020-09-15 7.375000 Other Note 573892.00 644285.00 POST APARTMENT HOMES LP 2022-12-01 3.375000 Other Note 1724504.00 1610773.00 PRIMUS CLO II LTD 2021-07-21 0.00 Other Note 11625000.00 4048569.00 PRUDENTIAL FINANCIAL INC 2041-11-16 5.799999 Other Note 2855781.00 3150625.00 RAAC SERIES 2046-01-25 0.456000 Other Note 1949569.00 372780.00 REALTY INCOME CORP 2023-08-01 4.650000 Other Note 4200000.00 4294542.00 REGIONS BANK 2018-05-15 7.500000 Other Note 25000.00 29885.00 REGIONS BANK 2037-06-26 6.450000 Other Note 140000.00 150066.00 RESIDENTIAL ACCREDIT LOANS, INC. 2037-01-25 6.250000 Other Note 2378000.00 1193308.00 RESIDENTIAL ACCREDIT LOANS, INC. 2037-04-25 6.250000 Other Note 5213000.00 2465923.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2035-01-25 0.990999 Other Note 3117867.00 1460353.00 RESIDENTIAL FUNDING MORTGAGE SECURITIES II 2026-07-25 7.559999 Other Note 12610000.00 1264316.00 RESIDENTIAL FUNDING MORTGAGE SECURITIES II 2026-10-25 7.240000 Other Note 10000000.00 954729.00 RESIDENTIAL FUNDING MTG SEC I 2035-09-25 2.965625 Other Note 3875000.00 1122957.00 Royal Bank of Canada 2014-06-04 0.00 Other Note 121500.00 152325.00 Royal Bank of Canada 2014-07-03 0.00 Other Note 15000.00 18107.00 Royal Bank of Canada 2014-08-04 0.00 Other Note 60500.00 71287.00 Royal Bank of Canada 2015-07-06 0.00 Other Note 115000.00 159080.00 Royal Bank of Canada 2016-02-02 0.00 Other Note 50000.00 60010.00 Royal Bank of Canada 2016-03-01 0.00 Other Note 87000.00 109298.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 231000.00 342227.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 145000.00 191487.00 Royal Bank of Canada 2017-03-06 0.00 Other Note 6000.00 6706.00 Royal Bank of Canada 2020-02-04 0.00 Other Note 62000.00 64561.00 ROYAL BK CANADA TORONTO 2015-06-02 0.00 Other Note 134500.00 182880.00 ROYAL BK CANADA TORONTO 2015-08-03 0.00 Other Note 115000.00 147614.00 SAFEWAY INC 2014-08-15 5.625000 Other Note 432124.00 450969.00 SANDS POINT FUNDING LTD 2020-07-18 0.00 Other Note 5000000.00 1264735.00 SANDS POINT FUNDING LTD 2020-07-18 1.996050 Other Note 3416504.00 3234006.00 SCANA CORPORATION 2022-02-01 4.125000 Other Note 3748134.00 3694198.00 SECURITY NATIONAL MORTGAGE LOAN TRUST 2036-10-25 6.309999 Other Note 2696157.00 2558163.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.273951 Other Note 1152628.00 1022739.00 SILVER CREEK FUNDING LTD 2016-02-25 6.472000 Other Note 5000000.00 1281316.00 SLM CORP 2013-12-15 4.250000 Other Note 2446.00 2492.00 SLM CORP 2013-12-15 4.299999 Other Note 29000.00 29550.00 SLM CORP 2013-12-15 4.900000 Other Note 4000.00 4087.00 SLM CORP 2013-12-15 5.000000 Other Note 58000.00 59297.00 SLM CORP 2013-12-15 5.200000 Other Note 62500.00 63959.00 SLM CORP 2015-09-15 5.000000 Other Note 78000.00 77310.00 SLM CORP 2015-09-15 5.000000 Other Note 67000.00 66404.00 SLM CORP 2017-01-25 6.000000 Other Note 152868.00 168448.00 SLM CORP 2017-03-15 5.150000 Other Note 86000.00 84330.00 SLM CORP 2017-09-25 4.625000 Other Note 200000.00 208978.00 SLM CORP 2018-06-15 5.000000 Other Note 215000.00 219884.00 SLM CORP 2018-06-15 5.599999 Other Note 10000.00 9619.00 SLM CORP 2019-03-15 5.500000 Other Note 15000.00 14942.00 SLM CORP 2019-06-15 6.000000 Other Note 179000.00 171805.00 SLM CORP 2019-06-15 6.000000 Other Note 160000.00 157642.00 SLM CORP 2019-06-15 6.000000 Other Note 133500.00 127884.00 SLM CORP 2019-09-15 6.000000 Other Note 117500.00 113491.00 SLM CORP 2019-09-15 6.000000 Other Note 92500.00 89344.00 SLM CORP 2019-09-15 6.000000 Other Note 39000.00 37263.00 SLM CORP 2020-12-15 7.000000 Other Note 51000.00 50529.00 SLM CORP 2025-06-15 5.349999 Other Note 43000.00 35331.00 SLM CORP 2025-06-15 5.349999 Other Note 30500.00 25061.00 SLM CORP 2025-06-15 5.549999 Other Note 14000.00 11719.00 SLM CORP 2026-12-15 6.049999 Other Note 2000.00 1729.00 SLM CORP 2029-03-15 5.700000 Other Note 42000.00 33198.00 SLM CORP 2029-03-15 5.700000 Other Note 8000.00 6413.00 SLM CORP 2029-03-15 5.750000 Other Note 26000.00 20670.00 SLM CORP 2029-06-15 5.500000 Other Note 34000.00 26905.00 SLM CORP 2029-06-15 5.750000 Other Note 66000.00 52070.00 SLM CORP 2029-06-15 6.000000 Other Note 87000.00 70680.00 SLM CORP 2029-06-15 6.250000 Other Note 155000.00 129709.00 SLM CORP 2029-06-15 6.250000 Other Note 138000.00 115483.00 SLM CORP 2029-09-15 5.750000 Other Note 15000.00 11915.00 SLM CORP 2029-09-15 5.750000 Other Note 13000.00 10326.00 SLM CORP 2029-09-15 5.849999 Other Note 15000.00 12055.00 SLM CORP 2029-09-15 6.150000 Other Note 25000.00 20522.00 SLM CORP 2029-12-15 5.650000 Other Note 10000.00 7683.00 SLM CORP 2029-12-15 5.750000 Other Note 1000.00 803.00 SLM CORP 2030-03-15 5.500000 Other Note 2000.00 1528.00 SLM CORP 2031-09-15 6.250000 Other Note 10000.00 8161.00 SLM CORP 2031-09-15 6.349999 Other Note 97000.00 80174.00 SLM CORP 2031-09-15 6.349999 Other Note 59000.00 48766.00 SLM CORP 2031-09-15 6.450000 Other Note 200000.00 167424.00 SLM CORP 2031-12-15 6.200000 Other Note 68000.00 55074.00 SLM CORP 2032-03-15 5.799999 Other Note 191000.00 146804.00 SLM CORP 2032-03-15 5.799999 Other Note 30000.00 23058.00 SLM CORP 2032-06-15 5.750000 Other Note 10000.00 7616.00 SLM CORP 2033-08-01 5.625000 Other Note 352000.00 296890.00 SLM STUDENT LOAN TRUST 2032-06-15 0.00 Other Note 250000.00 180378.00 SNAAC AUTO RECEIVABLES TRUST 2020-04-15 4.559999 Other Note 871101.00 870302.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-08-25 0.605999 Other Note 16394898.00 1106666.00 SWEDISH EXPORT CREDIT 2014-02-05 0.00 Other Note 41500.00 57830.00 SWEDISH EXPORT CREDIT 2014-03-07 0.00 Other Note 34500.00 33917.00 SWEDISH EXPORT CREDIT 2014-05-05 0.00 Other Note 163500.00 222491.00 SWEDISH EXPORT CREDIT 2014-05-20 0.00 Other Note 316500.00 409583.00 SWEDISH EXPORT CREDIT 2014-05-30 0.00 Other Note 191500.00 222274.00 SWEDISH EXPORT CREDIT 2014-08-06 0.00 Other Note 1760.00 1874.00 SWEDISH EXPORT CREDIT 2014-09-05 0.00 Other Note 180000.00 149184.00 SWEDISH EXPORT CREDIT 2014-10-01 0.00 Other Note 255000.00 210936.00 SWEDISH EXPORT CREDIT 2014-11-04 0.00 Other Note 286500.00 231492.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 273500.00 383064.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 6000.00 8098.00 T2 INCOME FDG CLO 2019-07-15 0.00 Other Note 2831811.00 2415181.00 TELOS CLO 2006 1 LTD 2021-10-11 0.00 Other Note 3500000.00 1983664.00 TENNECO INC 2020-12-15 6.875000 Other Note 43000.00 48432.00 TEXTAINER MARINE CONTAINERS LIMITED 2026-06-15 4.700000 Other Note 4577898.00 3521366.00 TEXTAINER MARINE CONTAINERS LIMITED 2027-04-15 4.210000 Other Note 300000.00 257977.00 UNION BANK NA 2016-11-02 0.00 Certificate of Deposit 236000.00 236000.00 UNION BANK NA 2016-12-02 0.00 Certificate of Deposit 630000.00 604359.00 UNION BANK NA 2017-01-04 0.00 Certificate of Deposit 276936.00 276936.00 UNION BANK NA 2017-08-02 0.00 Certificate of Deposit 101000.00 101000.00 UNION BANK NA 2017-09-05 0.00 Certificate of Deposit 120000.00 120000.00 UNION BANK NA 2017-10-05 0.00 Certificate of Deposit 90000.00 90000.00 UNION BANK NA 2018-01-05 0.00 Certificate of Deposit 55000.00 55000.00 UNION BANK NA 2018-02-02 0.00 Certificate of Deposit 145000.00 145000.00 UNION BANK NA 2018-03-02 0.00 Certificate of Deposit 133000.00 133000.00 UNITED ARTISTS THEATRE 2015-07-01 9.300000 Other Note 55685.00 9223.00 UNITED AUTO CREDIT SECURITIZATION TRUST 2019-04-15 4.400000 Other Note 1250000.00 1251263.00 US AIRWAYS 2013-1A PTT 2025-11-15 3.950000 Other Note 2500000.00 2416340.00 VFALL 2005-1X 2017-02-17 0.00 Other Note 638257.00 496324.00 WASHINGTON MUTUAL BANK N 2013-01-15 5.500000 Other Note 28000.00 3.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2045-12-15 1.979813 Other Note 2053000.00 223291.00 WPX ENERGY INC 2022-01-15 6.000000 Other Note 1643310.00 1651527.00 First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 250000000.00 250000000.00 0.0088 Y 250000000.00 250000000.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% 676965207791572WE 0000740906 Other Repurchase Agreement N ALBEMARLE CORP 2013-12-17 0.00 Other Commercial Paper 441000.00 440944.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2036-02-25 5.750000 Other Note 330971.00 105347.00 BOE INTERMEDIATE HLDNG C 2017-11-01 9.000000 Other Note 2413233.00 2502523.00 CHASE ISSUANCE TRUST 2019-05-15 0.437699 Other Note 1508890.00 1506228.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-02-25 6.000000 Other Note 3726565.00 2488910.00 DOMINION RESOURCES INC 2017-09-15 1.399999 Other Note 802378.00 799149.00 EQUIFIRST MORTGAGE LOAN TRUST 2034-12-25 0.815999 Other Note 1320000.00 815367.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2020-08-17 6.809999 Other Note 2402412.00 2501647.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-08-25 1.661119 Government Agency Debt 2061533.00 148041.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2022-10-25 2.681999 Government Agency Debt 32979.00 31923.00 FREMF MORTGAGE TRUST 2043-09-25 5.404754 Government Agency Debt 182308.00 195214.00 FREMF MORTGAGE TRUST 2045-11-25 0.149999 Other Note 36760167.00 357825.00 FREMF MORTGAGE TRUST 2046-01-25 4.495219 Other Note 2527078.00 2553036.00 FREMF MORTGAGE TRUST 2048-12-25 4.569890 Other Note 335906.00 339264.00 GE EQUIPMENT SMALL TICKET LLC 2018-08-21 1.659999 Other Note 750666.00 758600.00 GOLDENTREE LOAN OPPORTUNITIES IV LTD 2022-08-18 0.958450 Other Note 2315250.00 2176032.00 GSAMP TRUST 2035-11-25 0.626000 Other Note 3373448.00 2237902.00 HOMEBANC MORTGAGE TRUST 2035-10-25 0.636000 Other Note 3118440.00 1622740.00 INGREDION INC 2020-11-01 4.625000 Other Note 1367021.00 1440385.00 LB-UBS COMMERCIAL MORTGAGE TRUST 2031-02-15 5.155999 Other Note 785000.00 843441.00 LONG BEACH MORTGAGE LOAN TRUST 2034-06-25 1.246000 Other Note 25000.00 3251.00 NCUA GUARANTEED NOTES 2017-11-06 0.538499 Other Note 100000.00 48975.00 NEW CENTURY HOME EQUITY LOAN TRUST 2035-07-25 0.676000 Other Note 3038401.00 2494105.00 ONCOR ELECTRIC DELIVERY 2022-09-01 7.000000 Other Note 2038963.00 2503604.00 PLAINS EXPLORATION & PRO 2020-04-01 7.625000 Other Note 860546.00 960666.00 PRUDENTIAL FINANCIAL INC 2041-11-16 5.799999 Other Note 1527534.00 1685243.00 RAAC SERIES 2046-01-25 0.456000 Other Note 13066718.00 2498509.00 RESIDENTIAL ACCREDIT LOANS, INC. 2046-05-25 0.355999 Other Note 4456332.00 1502317.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2035-09-25 0.666000 Other Note 2390290.00 1991517.00 Royal Bank of Canada 2014-07-03 0.00 Other Note 5000.00 6036.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 20000.00 29630.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 5000.00 6603.00 ROYAL BK CANADA TORONTO 2015-08-03 0.00 Other Note 115000.00 147614.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.273951 Other Note 1768599.00 1647248.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.273951 Other Note 358193.00 317828.00 SIRIUS XM HOLDINGS INC 2020-10-01 5.875000 Other Note 618093.00 636636.00 SLM CORP 2015-09-10 3.875000 Other Note 204000.00 212365.00 SWEDISH EXPORT CREDIT 2014-03-07 0.00 Other Note 34500.00 33917.00 SWEDISH EXPORT CREDIT 2014-05-05 0.00 Other Note 163500.00 222491.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 100000.00 140060.00 TOYS R US PROPERTY CO II 2017-12-01 8.500000 Other Note 113908.00 122397.00 UNION BANK NA 2016-12-02 0.00 Certificate of Deposit 100000.00 95930.00 UNION BANK NA 2017-07-05 0.00 Certificate of Deposit 234000.00 234000.00 UNION BANK NA 2018-01-05 0.00 Certificate of Deposit 30000.00 30000.00 UNION PACIFIC CORP 2043-12-15 4.750000 Other Note 1117504.00 1091889.00 VORNADO REALTY LP 2015-04-01 4.250000 Other Note 40000.00 41654.00 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2044-12-15 5.514124 Other Note 800000.00 854812.00 WACHOVIA BANK NA 2015-08-15 5.000000 Other Note 235000.00 255056.00 WEATHERFORD INTL LTD 2014-01-07 1.000000 Other Commercial Paper 896691.00 896439.00 WELLPOINT INC 2018-01-15 1.875000 Other Note 364000.00 364125.00 WELLS FARGO & COMPANY 2013-12-16 4.750000 Other Note 20000.00 20059.00 WELLS FARGO & COMPANY 2015-04-15 3.625000 Other Note 951403.00 994959.00 WELLS FARGO & COMPANY 2015-07-01 1.500000 Other Note 54000.00 55074.00 WELLS FARGO & COMPANY 2016-12-15 2.625000 Other Note 314000.00 333078.00 WELLS FARGO & COMPANY 2023-08-15 4.125000 Other Note 2478220.00 2476328.00 Wells Fargo Bank NA 2015-07-20 0.750000 Other Note 685000.00 689283.00 WELLS FARGO CAPITAL X 2036-12-15 5.950000 Other Note 391671.00 394454.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2045-10-15 4.938227 Other Note 35048.00 32068.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-05-25 5.239004 Other Note 2951308.00 1727865.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2037-07-25 6.000000 Other Note 7500000.00 1852932.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2048-03-15 0.734999 Other Note 176564.00 159718.00 WPP FINANCE (UK) 2014-09-15 8.000000 Other Note 2000.00 2144.00 First Tier Security N/A N/A 2014-01-14 2014-01-14 N N N 50000000.00 50000000.00 0.0018 Y 50018505.00 50018505.00 Wells Fargo Securities LLC Joint Account III 0.090000% 68366971779157WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2014-01-01 5.500000 Government Agency Debt 2312760.00 135.68 FANNIE MAE 2014-01-01 5.500000 Government Agency Debt 1071108.54 77.48 FANNIE MAE 2014-01-01 6.000000 Government Agency Debt 76745.47 6.94 FANNIE MAE 2014-01-01 6.500000 Government Agency Debt 88271.88 55.12 FANNIE MAE 2014-03-04 0.290999 Government Agency Debt 1927300.00 1929507.14 FANNIE MAE 2014-04-01 5.500000 Government Agency Debt 386410.93 937.44 FANNIE MAE 2014-04-01 6.000000 Government Agency Debt 184106.49 482.60 FANNIE MAE 2014-05-01 5.000000 Government Agency Debt 770920.00 5887.90 FANNIE MAE 2014-05-01 5.500000 Government Agency Debt 386903.93 1756.54 FANNIE MAE 2014-06-01 5.500000 Government Agency Debt 1734825.95 3725.09 FANNIE MAE 2014-06-01 5.500000 Government Agency Debt 481825.00 242.84 FANNIE MAE 2014-06-01 6.500000 Government Agency Debt 11341.78 4.63 FANNIE MAE 2014-07-01 4.500000 Government Agency Debt 141674.67 1627.03 FANNIE MAE 2014-07-01 5.500000 Government Agency Debt 487808.88 7863.38 FANNIE MAE 2014-07-01 6.500000 Government Agency Debt 266226.81 77.86 FANNIE MAE 2014-08-01 6.500000 Government Agency Debt 963650.00 1898.78 FANNIE MAE 2014-11-01 5.000000 Government Agency Debt 223485.47 5221.06 FANNIE MAE 2014-11-01 7.000000 Government Agency Debt 39631.84 41.63 FANNIE MAE 2015-04-01 4.500000 Government Agency Debt 29786.42 880.01 FANNIE MAE 2015-04-01 7.500000 Government Agency Debt 36618.70 122.19 FANNIE MAE 2015-09-01 5.500000 Government Agency Debt 598983.25 1657.86 FANNIE MAE 2015-10-01 4.000000 Government Agency Debt 92981.43 4677.94 FANNIE MAE 2015-11-01 4.500000 Government Agency Debt 99689.21 122.58 FANNIE MAE 2015-12-01 6.000000 Government Agency Debt 1019145.45 1696.02 FANNIE MAE 2016-02-01 5.000000 Government Agency Debt 49091.80 2624.21 FANNIE MAE 2016-03-01 5.500000 Government Agency Debt 1686402.15 3197.01 FANNIE MAE 2016-09-01 6.000000 Government Agency Debt 832188.10 8743.00 FANNIE MAE 2016-10-01 6.000000 Government Agency Debt 26982.20 380.83 FANNIE MAE 2016-11-01 6.000000 Government Agency Debt 685093.48 8373.35 FANNIE MAE 2016-11-15 1.375000 Government Agency Debt 1185289.50 1211798.36 FANNIE MAE 2017-01-01 5.500000 Government Agency Debt 385460.00 9225.21 FANNIE MAE 2017-01-01 6.000000 Government Agency Debt 408033.31 8172.52 FANNIE MAE 2017-02-01 6.000000 Government Agency Debt 159965.90 2837.76 FANNIE MAE 2017-02-01 6.500000 Government Agency Debt 222848.69 4296.72 FANNIE MAE 2017-07-01 5.500000 Government Agency Debt 124948.40 2456.15 FANNIE MAE 2017-07-01 6.500000 Government Agency Debt 244767.10 1516.40 FANNIE MAE 2017-09-01 5.000000 Government Agency Debt 403546.94 6339.28 FANNIE MAE 2017-09-01 5.000000 Government Agency Debt 11615.84 1839.03 FANNIE MAE 2017-10-01 7.500000 Government Agency Debt 21508.67 56.66 FANNIE MAE 2017-12-01 5.500000 Government Agency Debt 73563.50 6565.15 FANNIE MAE 2018-01-01 5.000000 Government Agency Debt 23398.58 987.93 FANNIE MAE 2018-06-01 4.000000 Government Agency Debt 2202.13 226.27 FANNIE MAE 2018-06-01 5.000000 Government Agency Debt 14360.31 1906.87 FANNIE MAE 2018-11-01 4.500000 Government Agency Debt 36000.04 3743.59 FANNIE MAE 2019-01-01 6.000000 Government Agency Debt 963.65 47.03 FANNIE MAE 2019-05-01 4.500000 Government Agency Debt 10431.32 1114.36 FANNIE MAE 2019-05-01 7.000000 Government Agency Debt 883308.96 5154.76 FANNIE MAE 2019-06-01 4.500000 Government Agency Debt 44769.25 3378.56 FANNIE MAE 2019-11-01 4.500000 Government Agency Debt 25228.36 2998.49 FANNIE MAE 2019-12-01 5.500000 Government Agency Debt 103229.27 2854.72 FANNIE MAE 2020-01-01 4.500000 Government Agency Debt 61196.02 3923.98 FANNIE MAE 2020-03-01 4.500000 Government Agency Debt 12547.11 1519.48 FANNIE MAE 2020-04-01 4.500000 Government Agency Debt 38546.00 4274.37 FANNIE MAE 2020-07-01 3.500000 Government Agency Debt 19542.05 7202.32 FANNIE MAE 2020-10-01 4.000000 Government Agency Debt 47008.39 7354.19 FANNIE MAE 2020-12-01 3.500000 Government Agency Debt 10347.29 4770.45 FANNIE MAE 2021-01-01 3.500000 Government Agency Debt 19088.75 8845.92 FANNIE MAE 2021-03-01 5.000000 Government Agency Debt 31924.95 2416.06 FANNIE MAE 2021-06-01 5.000000 Government Agency Debt 88576.78 8218.78 FANNIE MAE 2021-09-01 3.500000 Government Agency Debt 11325.97 6693.51 FANNIE MAE 2022-01-01 3.500000 Government Agency Debt 9782.97 7746.59 FANNIE MAE 2022-02-01 5.000000 Government Agency Debt 9725.16 806.77 FANNIE MAE 2023-01-01 5.000000 Government Agency Debt 13584.00 694.60 FANNIE MAE 2023-04-01 4.500000 Government Agency Debt 36980.26 4943.52 FANNIE MAE 2023-06-01 5.000000 Government Agency Debt 38546.00 7643.29 FANNIE MAE 2025-02-01 5.000000 Government Agency Debt 13475.68 5302.39 FANNIE MAE 2025-05-01 4.000000 Government Agency Debt 14163.73 6178.15 FANNIE MAE 2025-06-01 4.000000 Government Agency Debt 27621.29 8263.49 FANNIE MAE 2025-08-01 4.000000 Government Agency Debt 28579.16 8189.10 FANNIE MAE 2025-10-01 7.500000 Government Agency Debt 48183.66 132.21 FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 11303.23 4839.45 FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 10545.03 4469.79 FANNIE MAE 2026-02-01 7.000000 Government Agency Debt 27854.88 156.11 FANNIE MAE 2026-03-01 4.000000 Government Agency Debt 20719.25 9466.51 FANNIE MAE 2026-05-01 4.000000 Government Agency Debt 9750.60 5221.83 FANNIE MAE 2026-05-01 4.000000 Government Agency Debt 9700.49 4936.20 FANNIE MAE 2026-06-01 6.500000 Government Agency Debt 325713.70 3799.09 FANNIE MAE 2026-09-01 8.000000 Government Agency Debt 19465.73 66.30 FANNIE MAE 2026-11-01 2.500000 Government Agency Debt 10812.54 7437.07 FANNIE MAE 2026-11-01 3.000000 Government Agency Debt 2531214.83 1916056.13 FANNIE MAE 2026-12-01 3.000000 Government Agency Debt 9636.50 7575.45 FANNIE MAE 2027-01-01 7.500000 Government Agency Debt 114847.81 102.53 FANNIE MAE 2027-03-01 2.500000 Government Agency Debt 7709.20 6849.62 FANNIE MAE 2027-07-01 2.500000 Government Agency Debt 11926.90 8677.09 FANNIE MAE 2027-07-01 3.000000 Government Agency Debt 15230377.62 14419515.87 FANNIE MAE 2027-08-01 2.500000 Government Agency Debt 1830.94 1595.03 FANNIE MAE 2027-10-01 6.500000 Government Agency Debt 27373.06 4628.60 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 9636.50 8362.17 FANNIE MAE 2027-11-01 3.000000 Government Agency Debt 34334023.46 30798521.12 FANNIE MAE 2027-12-01 6.500000 Government Agency Debt 212003.00 3081.75 FANNIE MAE 2027-12-01 7.000000 Government Agency Debt 3854.60 31.22 FANNIE MAE 2028-03-01 3.000000 Government Agency Debt 6465610.45 6370810.41 FANNIE MAE 2028-06-01 2.500000 Government Agency Debt 7257992.86 7045921.25 FANNIE MAE 2029-05-01 4.500000 Government Agency Debt 478.74 85.96 FANNIE MAE 2029-06-01 7.000000 Government Agency Debt 385460.00 4756.19 FANNIE MAE 2030-01-01 4.000000 Government Agency Debt 12051.41 6214.77 FANNIE MAE 2030-04-01 7.000000 Government Agency Debt 28909.50 128.36 FANNIE MAE 2030-07-01 4.500000 Government Agency Debt 7709.20 3050.14 FANNIE MAE 2031-05-01 6.500000 Government Agency Debt 143887.59 871.91 FANNIE MAE 2031-05-01 7.000000 Government Agency Debt 163199.14 2671.24 FANNIE MAE 2031-08-01 7.000000 Government Agency Debt 355191.75 6089.11 FANNIE MAE 2031-08-01 7.000000 Government Agency Debt 135859.62 4797.44 FANNIE MAE 2031-09-01 7.000000 Government Agency Debt 351397.29 6053.26 FANNIE MAE 2031-09-01 7.000000 Government Agency Debt 44178.34 705.01 FANNIE MAE 2031-09-01 7.000000 Government Agency Debt 15008.66 69.77 FANNIE MAE 2031-10-01 6.500000 Government Agency Debt 535789.40 5835.09 FANNIE MAE 2032-02-01 7.000000 Government Agency Debt 262702.55 2157.81 FANNIE MAE 2032-03-01 6.000000 Government Agency Debt 387.39 28.14 FANNIE MAE 2032-04-01 7.000000 Government Agency Debt 14843.68 542.34 FANNIE MAE 2032-07-01 7.500000 Government Agency Debt 9627.63 207.38 FANNIE MAE 2033-05-01 6.000000 Government Agency Debt 3915.12 118.72 FANNIE MAE 2033-12-01 6.000000 Government Agency Debt 6477.27 204.29 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 6445.66 725.82 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 6957.17 73.62 FANNIE MAE 2035-05-01 6.500000 Government Agency Debt 1927.30 122.96 FANNIE MAE 2035-06-01 5.500000 Government Agency Debt 7639.82 1991.67 FANNIE MAE 2035-09-01 5.500000 Government Agency Debt 8179.08 2333.96 FANNIE MAE 2035-12-01 6.000000 Government Agency Debt 1156.38 115.64 FANNIE MAE 2036-02-01 6.000000 Government Agency Debt 5479.31 814.09 FANNIE MAE 2036-02-01 6.000000 Government Agency Debt 385.46 48.18 FANNIE MAE 2036-03-01 6.000000 Government Agency Debt 4637.47 343.06 FANNIE MAE 2036-05-01 5.000000 Government Agency Debt 5781.90 1047.68 FANNIE MAE 2036-06-01 6.000000 Government Agency Debt 3295.68 636.01 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 40473.30 5231.08 FANNIE MAE 2036-11-01 5.500000 Government Agency Debt 4240.06 528.08 FANNIE MAE 2036-11-01 6.500000 Government Agency Debt 3708.51 355.39 FANNIE MAE 2037-06-01 6.500000 Government Agency Debt 385.46 58.20 FANNIE MAE 2037-07-01 5.500000 Government Agency Debt 3854.60 426.32 FANNIE MAE 2037-09-01 5.500000 Government Agency Debt 3469.14 440.97 FANNIE MAE 2037-09-01 5.500000 Government Agency Debt 1541.84 202.37 FANNIE MAE 2038-02-01 5.500000 Government Agency Debt 550.82 157.27 FANNIE MAE 2038-04-01 4.500000 Government Agency Debt 7092.08 450.22 FANNIE MAE 2038-05-01 5.500000 Government Agency Debt 608.26 107.93 FANNIE MAE 2038-05-01 6.000000 Government Agency Debt 985.62 105.23 FANNIE MAE 2038-09-01 6.000000 Government Agency Debt 5781.90 628.69 FANNIE MAE 2038-12-01 6.000000 Government Agency Debt 798.29 119.88 FANNIE MAE 2039-01-01 4.500000 Government Agency Debt 7709.20 1426.59 FANNIE MAE 2039-04-01 4.500000 Government Agency Debt 7583.15 3427.51 FANNIE MAE 2039-08-01 6.500000 Government Agency Debt 50109.80 8617.34 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 4584.66 3327.29 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 7709.20 4272.82 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 22484055.64 16385566.94 FANNIE MAE 2040-12-01 3.500000 Government Agency Debt 8956.55 6410.59 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 6915.54 3800.25 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 3854.60 2977.68 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 3469.14 2079.56 FANNIE MAE 2041-03-01 5.500000 Government Agency Debt 7285.19 2816.56 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 6552.82 3830.32 FANNIE MAE 2041-05-01 4.000000 Government Agency Debt 385.46 244.00 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 9107.65 6246.38 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 14134621.62 8312260.65 FANNIE MAE 2041-12-01 3.500000 Government Agency Debt 7458.65 3254.05 FANNIE MAE 2042-06-01 3.500000 Government Agency Debt 2614.58 1850.21 FANNIE MAE 2042-06-01 4.000000 Government Agency Debt 2399867.41 2330028.99 FANNIE MAE 2042-08-01 3.000000 Government Agency Debt 5781.90 4938.51 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 4952.78 4676.40 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 1609.68 1204.95 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 11563.80 10661.44 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 7805.95 7253.20 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 1313.65 1230.77 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 7846.04 7393.89 FANNIE MAE 2043-06-01 3.000000 Government Agency Debt 6765.59 6499.24 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 2341.28 2233.36 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 9440.69 9464.97 FANNIE MAE 2043-11-01 4.000000 Government Agency Debt 5690273.85 5936411.64 FANNIEMAE STRIPS 2036-02-06 0.00 Government Agency Debt 385.46 140.69 Federal Home Loan Bank 2019-10-23 1.500000 Government Agency Debt 2393706.60 2325701.43 FREDDIE MAC 2014-01-01 6.500000 Government Agency Debt 6591366.00 887.71 FREDDIE MAC 2014-10-01 6.500000 Government Agency Debt 578190.00 1648.23 FREDDIE MAC 2015-04-01 7.000000 Government Agency Debt 427283.18 157.27 FREDDIE MAC 2016-10-01 6.500000 Government Agency Debt 52037.10 192.34 FREDDIE MAC 2016-10-01 8.000000 Government Agency Debt 19273.00 65.53 FREDDIE MAC 2017-06-01 6.000000 Government Agency Debt 11563.80 213.54 FREDDIE MAC 2018-05-01 6.500000 Government Agency Debt 639863.60 2823.11 FREDDIE MAC 2018-08-01 6.500000 Government Agency Debt 502185.38 3584.01 FREDDIE MAC 2019-06-01 4.000000 Government Agency Debt 19144.64 1601.20 FREDDIE MAC 2020-03-01 6.500000 Government Agency Debt 367628.62 8485.52 FREDDIE MAC 2020-03-01 6.500000 Government Agency Debt 87049.97 785.18 FREDDIE MAC 2020-10-01 6.500000 Government Agency Debt 385460.00 2502.79 FREDDIE MAC 2021-03-01 6.500000 Government Agency Debt 120235.38 797.52 FREDDIE MAC 2021-09-01 6.500000 Government Agency Debt 319931.80 3752.07 FREDDIE MAC 2022-02-01 6.500000 Government Agency Debt 55405.63 5590.33 FREDDIE MAC 2022-09-01 4.500000 Government Agency Debt 56282.56 7071.65 FREDDIE MAC 2023-03-01 4.000000 Government Agency Debt 4618035.52 4766402.93 FREDDIE MAC 2023-06-01 4.000000 Government Agency Debt 53371.95 8921.09 FREDDIE MAC 2023-11-01 3.000000 Government Agency Debt 7301617.68 7527893.49 FREDDIE MAC 2026-04-01 6.500000 Government Agency Debt 337277.50 3264.08 FREDDIE MAC 2028-01-01 2.500000 Government Agency Debt 7686888.42 7655570.56 FREDDIE MAC 2028-02-01 2.500000 Government Agency Debt 7866658.48 7277500.99 FREDDIE MAC 2028-04-01 2.500000 Government Agency Debt 4039620.80 3821723.35 FREDDIE MAC 2028-09-01 2.500000 Government Agency Debt 18280186.10 18123981.90 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 434052.24 445161.20 FREDDIE MAC 2028-11-01 6.500000 Government Agency Debt 39839.99 8605.78 FREDDIE MAC 2029-07-01 7.500000 Government Agency Debt 11563.80 187.72 FREDDIE MAC 2029-10-01 7.000000 Government Agency Debt 6938.28 23.51 FREDDIE MAC 2030-03-01 8.000000 Government Agency Debt 20043.92 104.85 FREDDIE MAC 2030-06-01 6.500000 Government Agency Debt 42567.12 494.55 FREDDIE MAC 2031-03-01 7.000000 Government Agency Debt 728519.40 1400.76 FREDDIE MAC 2031-04-01 7.000000 Government Agency Debt 262112.80 9494.27 FREDDIE MAC 2031-06-01 7.000000 Government Agency Debt 531934.80 5350.57 FREDDIE MAC 2032-03-01 4.000000 Government Agency Debt 389.70 288.32 FREDDIE MAC 2032-06-01 7.000000 Government Agency Debt 106216.97 6729.36 FREDDIE MAC 2032-06-01 7.000000 Government Agency Debt 53763.96 1838.26 FREDDIE MAC 2032-11-01 5.500000 Government Agency Debt 230540.93 7932.00 FREDDIE MAC 2033-04-01 5.500000 Government Agency Debt 70312.91 5596.11 FREDDIE MAC 2034-08-01 6.000000 Government Agency Debt 61673.60 6986.85 FREDDIE MAC 2035-05-01 6.000000 Government Agency Debt 9636.50 1253.90 FREDDIE MAC 2035-06-01 4.500000 Government Agency Debt 7323.74 993.33 FREDDIE MAC 2035-07-01 5.500000 Government Agency Debt 34691.40 8128.97 FREDDIE MAC 2036-08-01 6.500000 Government Agency Debt 33005.01 2766.45 FREDDIE MAC 2037-05-01 6.500000 Government Agency Debt 28788.47 4036.92 FREDDIE MAC 2037-11-01 6.500000 Government Agency Debt 120841.71 8351.38 FREDDIE MAC 2037-11-01 6.500000 Government Agency Debt 33644.88 2585.67 FREDDIE MAC 2038-12-01 5.500000 Government Agency Debt 5396.44 2404.11 FREDDIE MAC 2039-04-01 6.500000 Government Agency Debt 53659.12 7007.66 FREDDIE MAC 2039-11-01 6.000000 Government Agency Debt 21324.03 6304.58 FREDDIE MAC 2040-01-01 5.500000 Government Agency Debt 5781.90 1462.05 FREDDIE MAC 2040-10-01 4.000000 Government Agency Debt 2312.76 1492.12 FREDDIE MAC 2041-05-01 4.000000 Government Agency Debt 4918.86 3217.05 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt 11460.50 6225.18 FREDDIE MAC 2042-03-01 3.500000 Government Agency Debt 1473.61 1200.71 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt 3041.28 2819.64 FREDDIE MAC 2043-01-01 3.500000 Government Agency Debt 5944.56 5524.41 FREDDIE MAC 2043-03-01 3.000000 Government Agency Debt 3771795.48 3503097.10 FREDDIE MAC 2043-04-01 3.000000 Government Agency Debt 7285.19 6949.84 FREDDIE MAC 2043-06-01 3.000000 Government Agency Debt 5274031.40 5009561.51 FREDDIE MAC 2043-07-01 3.000000 Government Agency Debt 18262996.51 17420293.06 FREDDIE MAC 2043-08-01 3.000000 Government Agency Debt 18145661.71 17327752.98 FREDDIE MAC 2043-08-01 4.000000 Government Agency Debt 4060895.49 4223512.20 FREDDIE MAC 2043-09-01 3.000000 Government Agency Debt 4981601.40 4777868.05 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-01-15 6.000000 Government Agency Debt 115638.00 156.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-02-15 6.500000 Government Agency Debt 23127.60 1.54 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-04-15 6.000000 Government Agency Debt 192730.00 316.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-04-15 6.500000 Government Agency Debt 38546.00 33.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-06-20 6.500000 Government Agency Debt 38546.00 58.98 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-07-15 6.000000 Government Agency Debt 116887.66 503.41 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-07-15 6.000000 Government Agency Debt 198659.92 293.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-07-15 7.000000 Government Agency Debt 19273.00 100.99 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-08-20 11.000000 Government Agency Debt 9636.50 0.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-09-20 11.000000 Government Agency Debt 109856.10 21.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-10-20 11.000000 Government Agency Debt 34691.40 4.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-05-15 9.500000 Government Agency Debt 11563.80 60.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-06-15 8.500000 Government Agency Debt 11563.80 18.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-10-15 9.000000 Government Agency Debt 19270.30 17.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-11-20 8.500000 Government Agency Debt 77092.00 266.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-01-15 9.000000 Government Agency Debt 9636.50 126.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-01-15 9.500000 Government Agency Debt 9636.50 52.81 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-03-15 7.500000 Government Agency Debt 28909.50 110.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-06-15 9.000000 Government Agency Debt 19273.00 198.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-08-15 8.000000 Government Agency Debt 123347.20 730.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-08-15 9.500000 Government Agency Debt 19273.00 70.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-07-15 9.500000 Government Agency Debt 9636.50 69.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-07-15 5.000000 Government Agency Debt 770920.00 116237.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-07-15 5.000000 Government Agency Debt 66299.12 11168.70 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-08-20 9.500000 Government Agency Debt 9636.50 12.33 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-10-15 5.000000 Government Agency Debt 9636.50 1324.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-03-20 9.000000 Government Agency Debt 15418.40 17.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-06-15 4.500000 Government Agency Debt 424006.00 66420.93 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-09-15 9.500000 Government Agency Debt 3278337.30 3711.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-10-15 9.500000 Government Agency Debt 462552.00 464.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-02-15 8.000000 Government Agency Debt 77092.00 116.02 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-08-15 5.000000 Government Agency Debt 1927300.00 413035.81 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-12-15 6.500000 Government Agency Debt 1047285.57 24688.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-02-15 6.000000 Government Agency Debt 69382.80 3918.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-03-20 7.000000 Government Agency Debt 9636.50 82.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-03-20 7.500000 Government Agency Debt 9636.50 106.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-04-15 7.000000 Government Agency Debt 12334.72 328.80 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-04-20 7.000000 Government Agency Debt 11563.80 125.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-05-20 7.500000 Government Agency Debt 9636.50 77.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-06-15 4.500000 Government Agency Debt 212003.00 67302.47 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-06-15 8.000000 Government Agency Debt 15537.51 484.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-07-15 8.000000 Government Agency Debt 9728.62 92.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-02-20 8.500000 Government Agency Debt 9636.50 38.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-08-15 3.500000 Government Agency Debt 610744.02 334378.84 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-08-15 3.500000 Government Agency Debt 531747.47 141741.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-10-20 7.000000 Government Agency Debt 9636.50 137.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-11-15 3.500000 Government Agency Debt 161893.20 124421.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-12-15 3.500000 Government Agency Debt 578190.00 296327.39 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-12-15 3.500000 Government Agency Debt 57819.00 41033.37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-02-15 3.500000 Government Agency Debt 192730.00 99708.48 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-03-15 3.500000 Government Agency Debt 424006.00 251454.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-03-15 3.500000 Government Agency Debt 192730.00 116963.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-03-20 7.000000 Government Agency Debt 9636.50 111.40 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-04-15 4.000000 Government Agency Debt 385460.00 281803.64 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-06-20 7.500000 Government Agency Debt 9636.50 91.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-08-20 7.500000 Government Agency Debt 77092.00 531.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-12-15 3.500000 Government Agency Debt 57819.00 34833.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-03-15 3.500000 Government Agency Debt 27753.12 22949.13 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-07-20 7.500000 Government Agency Debt 155699.63 1263.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-10-20 6.500000 Government Agency Debt 13491.10 243.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-10-20 7.000000 Government Agency Debt 38546.00 508.04 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-11-20 6.500000 Government Agency Debt 9636.50 156.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-05-15 6.500000 Government Agency Debt 1157603.06 81479.69 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-06-20 7.000000 Government Agency Debt 17406.60 200.05 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-07-15 7.000000 Government Agency Debt 21200.30 197.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-07-15 7.500000 Government Agency Debt 396392.42 11513.30 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-07-20 3.500000 Government Agency Debt 19311.55 19804.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-11-15 3.500000 Government Agency Debt 955722.24 1014047.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-11-15 7.000000 Government Agency Debt 192730.00 4908.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-11-20 3.500000 Government Agency Debt 405384.43 427945.02 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-12-20 6.000000 Government Agency Debt 135121.46 3756.69 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-01-20 6.500000 Government Agency Debt 26982.20 557.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-03-15 6.000000 Government Agency Debt 1094065.38 42200.93 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-06-15 6.000000 Government Agency Debt 247255.63 18011.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-06-15 6.750000 Government Agency Debt 9636.50 527.69 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-08-20 6.000000 Government Agency Debt 88655.80 2513.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-10-15 8.500000 Government Agency Debt 323679.63 2035.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-11-15 8.500000 Government Agency Debt 367718.05 1712.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-02-20 6.500000 Government Agency Debt 19273.00 851.48 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-04-15 8.500000 Government Agency Debt 253340.50 5271.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-04-20 8.500000 Government Agency Debt 479086.69 1344.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-07-20 8.500000 Government Agency Debt 302216.83 674.56 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-10-15 7.500000 Government Agency Debt 81540.21 279.84 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-12-15 6.500000 Government Agency Debt 775331.59 21731.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-01-20 8.500000 Government Agency Debt 789623.68 3215.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-09-20 5.500000 Government Agency Debt 884937.53 29050.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-09-20 6.000000 Government Agency Debt 9636.50 269.82 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-12-15 5.500000 Government Agency Debt 428631.52 33967.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-01-15 5.500000 Government Agency Debt 18348.67 622.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-03-15 6.500000 Government Agency Debt 90583.10 2365.95 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-04-20 7.000000 Government Agency Debt 161893.20 3038.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-05-15 7.000000 Government Agency Debt 1608903.10 10779.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-05-20 6.500000 Government Agency Debt 9636.50 208.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-05-20 7.000000 Government Agency Debt 163820.50 2580.27 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-06-15 6.500000 Government Agency Debt 16189.32 553.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-06-20 5.500000 Government Agency Debt 167648.50 15682.44 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-06-20 6.000000 Government Agency Debt 46255.20 1861.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-06-20 6.500000 Government Agency Debt 21200.30 516.13 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-07-15 5.500000 Government Agency Debt 385460.00 17643.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-09-15 6.500000 Government Agency Debt 23127.60 540.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-09-20 6.000000 Government Agency Debt 179238.90 7792.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-11-15 5.500000 Government Agency Debt 49476.87 8533.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-11-15 5.500000 Government Agency Debt 48182.50 5169.02 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-12-15 5.500000 Government Agency Debt 38546.00 4606.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-01-15 6.000000 Government Agency Debt 169602.40 8586.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-02-15 5.000000 Government Agency Debt 192730.00 31447.37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-03-15 5.500000 Government Agency Debt 115638.00 31184.48 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-04-15 3.500000 Government Agency Debt 391038.76 393592.05 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-04-15 5.500000 Government Agency Debt 2191038.67 183549.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-04-15 5.500000 Government Agency Debt 51266.18 14218.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-04-15 5.500000 Government Agency Debt 30606.68 2369.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-04-20 6.000000 Government Agency Debt 144547.50 9975.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-15 5.000000 Government Agency Debt 1353054.80 65646.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-15 5.500000 Government Agency Debt 530515.15 66197.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-20 5.500000 Government Agency Debt 15418.40 1445.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-20 7.500000 Government Agency Debt 38546.00 529.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-06-15 5.000000 Government Agency Debt 4260352.16 653745.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-06-15 5.000000 Government Agency Debt 470260.81 70637.09 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-06-15 5.500000 Government Agency Debt 77092.00 8394.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-06-20 5.500000 Government Agency Debt 190529.79 18617.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-07-15 5.000000 Government Agency Debt 1927492.73 281808.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-07-20 5.500000 Government Agency Debt 115638.00 14170.28 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-08-15 4.500000 Government Agency Debt 1176591.21 238626.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-08-15 5.500000 Government Agency Debt 378136.26 58521.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-09-15 5.500000 Government Agency Debt 38546.00 7051.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-09-15 5.500000 Government Agency Debt 25601.48 2133.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-09-20 5.500000 Government Agency Debt 1156380.00 166026.10 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-10-15 4.500000 Government Agency Debt 411309.33 82111.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-12-15 5.000000 Government Agency Debt 113710.70 77410.78 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-01-20 5.500000 Government Agency Debt 1509461.36 219652.84 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-02-15 5.500000 Government Agency Debt 53964.40 8252.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-02-20 5.500000 Government Agency Debt 1734570.00 269658.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-03-15 5.500000 Government Agency Debt 107928.80 5870.56 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-04-15 5.500000 Government Agency Debt 75954.51 9298.45 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-04-20 5.500000 Government Agency Debt 2312760.00 366957.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-05-15 5.500000 Government Agency Debt 136838.30 31453.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-06-15 4.500000 Government Agency Debt 405959.53 257230.56 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-06-15 5.500000 Government Agency Debt 231276.00 32498.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-07-20 6.500000 Government Agency Debt 670700.40 70677.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-08-15 5.500000 Government Agency Debt 287805.64 42841.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-08-20 5.500000 Government Agency Debt 1397292.50 191103.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-09-15 5.500000 Government Agency Debt 250549.00 60841.78 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-09-15 5.500000 Government Agency Debt 455316.92 54447.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-11-15 5.500000 Government Agency Debt 139819.83 46117.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-11-20 6.000000 Government Agency Debt 38546.00 5879.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-12-15 5.500000 Government Agency Debt 327693.04 42653.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-12-15 5.500000 Government Agency Debt 154184.00 24255.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-12-20 5.500000 Government Agency Debt 963650.00 170949.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-01-15 5.500000 Government Agency Debt 607099.50 96911.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-01-15 5.500000 Government Agency Debt 122101.01 31317.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-01-15 5.500000 Government Agency Debt 19273.00 3639.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-01-20 5.500000 Government Agency Debt 154184.00 28810.44 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-03-15 5.500000 Government Agency Debt 147064.17 35579.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-03-20 5.500000 Government Agency Debt 1541840.00 291384.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-04-15 4.500000 Government Agency Debt 385460.00 40674.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-05-20 5.500000 Government Agency Debt 372739.82 67355.67 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-06-15 6.000000 Government Agency Debt 80946.60 11061.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-06-20 5.500000 Government Agency Debt 906987.38 166334.47 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-08-15 4.500000 Government Agency Debt 246221.83 82846.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-08-15 6.000000 Government Agency Debt 38546.00 9533.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-09-15 4.500000 Government Agency Debt 844498.15 187601.45 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-09-20 5.500000 Government Agency Debt 239756.12 50662.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-10-20 5.500000 Government Agency Debt 1191882.02 241856.49 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-11-15 5.500000 Government Agency Debt 144547.50 36856.14 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-11-20 5.500000 Government Agency Debt 759654.93 147808.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-12-15 4.500000 Government Agency Debt 780556.50 218358.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-12-15 5.500000 Government Agency Debt 682951.09 79215.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-12-15 5.500000 Government Agency Debt 200003.24 34656.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-12-15 5.500000 Government Agency Debt 52037.10 7060.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-01-15 5.500000 Government Agency Debt 302770.35 71301.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-01-15 5.500000 Government Agency Debt 9918.27 3011.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-01-20 5.500000 Government Agency Debt 185020.80 30886.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-02-15 4.500000 Government Agency Debt 758715.95 270267.98 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-02-15 5.500000 Government Agency Debt 153801.62 35115.41 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-02-15 5.500000 Government Agency Debt 130157.51 23321.49 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-03-15 5.500000 Government Agency Debt 385460.00 33854.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-05-15 5.500000 Government Agency Debt 341648.23 38199.09 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-06-15 5.500000 Government Agency Debt 76070.15 8158.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-07-20 6.000000 Government Agency Debt 50109.80 6280.69 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-08-15 6.500000 Government Agency Debt 50401.98 5432.29 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-12-20 6.000000 Government Agency Debt 2549610.52 364279.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-01-20 6.000000 Government Agency Debt 818930.20 116152.20 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-03-15 5.500000 Government Agency Debt 183864.42 21039.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-04-15 5.500000 Government Agency Debt 816835.61 158065.20 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-04-15 6.000000 Government Agency Debt 9636.50 1366.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-04-20 5.500000 Government Agency Debt 269822.00 45474.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-05-15 5.500000 Government Agency Debt 330112.95 81026.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-07-20 6.500000 Government Agency Debt 865357.70 124053.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-08-15 6.500000 Government Agency Debt 154872.82 9793.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-10-15 5.500000 Government Agency Debt 106456.34 27555.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-10-15 6.000000 Government Agency Debt 119838.74 7815.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-10-20 6.500000 Government Agency Debt 925104.00 109356.54 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-11-15 6.500000 Government Agency Debt 60052.74 6057.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-11-20 6.000000 Government Agency Debt 212003.00 28103.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-12-15 4.500000 Government Agency Debt 88207.90 64271.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-12-15 5.500000 Government Agency Debt 132744.33 35156.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-12-15 6.000000 Government Agency Debt 26099.50 2360.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-01-15 6.500000 Government Agency Debt 136810.55 24241.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-01-15 6.500000 Government Agency Debt 83320.65 3378.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-02-15 5.500000 Government Agency Debt 68353.62 7290.20 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-02-15 5.500000 Government Agency Debt 29206.30 3441.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-02-15 6.000000 Government Agency Debt 19703.94 2565.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-02-15 6.000000 Government Agency Debt 19273.00 2247.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-02-15 6.500000 Government Agency Debt 209300.54 37290.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-03-15 5.500000 Government Agency Debt 881835.34 72069.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-03-15 5.500000 Government Agency Debt 75999.61 15313.94 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-03-15 6.000000 Government Agency Debt 229200.68 28989.29 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-03-15 6.500000 Government Agency Debt 18805.82 3143.81 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 5.500000 Government Agency Debt 202068.54 36912.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 5.500000 Government Agency Debt 36450.25 3514.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 5.500000 Government Agency Debt 16004.68 2126.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 5.500000 Government Agency Debt 11563.80 1145.59 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 5.500000 Government Agency Debt 5781.90 645.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 6.000000 Government Agency Debt 25054.90 5308.94 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-04-15 6.000000 Government Agency Debt 23127.60 3982.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-05-15 5.500000 Government Agency Debt 117666.29 38458.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-05-15 5.500000 Government Agency Debt 73328.37 27996.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-05-15 5.500000 Government Agency Debt 79023.15 14715.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-05-15 6.500000 Government Agency Debt 196383.39 10990.24 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-05-20 6.000000 Government Agency Debt 963937.55 159582.75 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-06-15 5.500000 Government Agency Debt 572924.62 59524.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-06-15 5.500000 Government Agency Debt 347815.98 33294.88 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-06-15 5.500000 Government Agency Debt 44952.73 4756.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-06-15 6.000000 Government Agency Debt 12141.99 2771.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-06-15 6.500000 Government Agency Debt 193076.14 21882.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 5.500000 Government Agency Debt 1215725.42 115200.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 5.500000 Government Agency Debt 464845.49 53800.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 5.500000 Government Agency Debt 76688.42 41587.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 5.500000 Government Agency Debt 88655.80 14438.56 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 6.000000 Government Agency Debt 23127.60 2788.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 6.000000 Government Agency Debt 8970.43 1433.53 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 6.500000 Government Agency Debt 759695.79 217337.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-15 6.500000 Government Agency Debt 33701.54 6045.94 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 5.500000 Government Agency Debt 770920.00 124029.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 5.500000 Government Agency Debt 168252.90 39558.99 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 5.500000 Government Agency Debt 88177.83 14775.84 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 5.500000 Government Agency Debt 174855.45 13139.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 6.000000 Government Agency Debt 289021.76 36159.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 6.500000 Government Agency Debt 4002117.47 272800.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-15 6.500000 Government Agency Debt 131576.77 7275.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-20 5.500000 Government Agency Debt 10566.23 1938.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-08-20 6.000000 Government Agency Debt 2426889.31 354864.88 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-15 5.500000 Government Agency Debt 853019.51 367054.67 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-15 5.500000 Government Agency Debt 392523.17 49030.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-15 6.000000 Government Agency Debt 103531.09 11092.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-15 6.000000 Government Agency Debt 9636.50 3259.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-09-15 6.500000 Government Agency Debt 28975.41 4755.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 5.000000 Government Agency Debt 54821.28 21041.88 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 5.500000 Government Agency Debt 2032602.28 259378.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 5.500000 Government Agency Debt 1155606.77 137317.81 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 5.500000 Government Agency Debt 132983.70 12184.78 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 5.500000 Government Agency Debt 93268.21 11288.20 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-15 6.500000 Government Agency Debt 49738.60 5808.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-10-20 5.500000 Government Agency Debt 2482641.09 421843.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 5.500000 Government Agency Debt 717886.49 82556.67 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 5.500000 Government Agency Debt 46252.50 8992.01 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 5.500000 Government Agency Debt 9755.61 2081.10 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 5.500000 Government Agency Debt 20397.00 1066.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.000000 Government Agency Debt 86411.27 23948.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.000000 Government Agency Debt 14788.94 757.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.500000 Government Agency Debt 52302.30 9427.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.500000 Government Agency Debt 16109.53 5702.88 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-15 6.500000 Government Agency Debt 44327.90 4905.75 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-11-20 5.500000 Government Agency Debt 1976652.37 356397.47 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 5.500000 Government Agency Debt 1479407.43 284198.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 5.500000 Government Agency Debt 487017.92 60361.49 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 5.500000 Government Agency Debt 36604.82 9852.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 6.000000 Government Agency Debt 54095.84 11192.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 6.500000 Government Agency Debt 2060738.54 347551.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 6.500000 Government Agency Debt 206246.93 25844.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 6.500000 Government Agency Debt 33883.09 3317.27 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-20 6.000000 Government Agency Debt 196869.45 33736.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-15 5.500000 Government Agency Debt 1708187.96 220805.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-15 5.500000 Government Agency Debt 147852.82 39006.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-15 6.000000 Government Agency Debt 41460.85 5858.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-15 6.000000 Government Agency Debt 19457.64 5321.28 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-15 6.500000 Government Agency Debt 28909.50 2832.36 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-01-20 5.500000 Government Agency Debt 148970.27 26987.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-15 5.500000 Government Agency Debt 134363.65 68070.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-15 5.500000 Government Agency Debt 212003.00 56898.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-20 5.500000 Government Agency Debt 94680.15 17972.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-02-20 5.500000 Government Agency Debt 9636.50 2015.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-03-15 5.000000 Government Agency Debt 329208.28 84041.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-03-15 5.000000 Government Agency Debt 5463.90 880.01 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-15 5.000000 Government Agency Debt 948740.79 315153.64 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-15 5.500000 Government Agency Debt 654037.35 136455.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-15 5.500000 Government Agency Debt 84248.06 30246.28 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-15 6.000000 Government Agency Debt 27209.24 14893.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-20 5.500000 Government Agency Debt 809466.00 235625.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-05-15 4.500000 Government Agency Debt 194145.79 116384.64 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-05-15 4.500000 Government Agency Debt 42400.60 23933.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-05-15 5.500000 Government Agency Debt 77092.00 37514.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-05-15 5.500000 Government Agency Debt 10192.33 3492.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 4.500000 Government Agency Debt 409598.66 306833.10 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 4.500000 Government Agency Debt 372497.75 252240.78 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 4.500000 Government Agency Debt 265501.38 153494.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 4.500000 Government Agency Debt 208148.40 117018.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 4.500000 Government Agency Debt 182244.72 98382.88 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 5.000000 Government Agency Debt 595535.70 268810.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 5.500000 Government Agency Debt 18448.89 3683.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 5.500000 Government Agency Debt 7501.05 2621.13 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 4.500000 Government Agency Debt 385460.00 385633.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 4.500000 Government Agency Debt 437695.61 292341.34 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 4.500000 Government Agency Debt 358197.19 243080.33 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 4.500000 Government Agency Debt 9560.56 4065.45 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-15 5.500000 Government Agency Debt 861243.69 337649.08 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-15 5.500000 Government Agency Debt 74305.51 18851.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 4.500000 Government Agency Debt 385460.00 266567.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 4.500000 Government Agency Debt 115866.58 20477.95 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 5.500000 Government Agency Debt 220235.27 77253.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-09-15 5.500000 Government Agency Debt 115638.00 74888.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 4.500000 Government Agency Debt 375823.50 266232.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 4.500000 Government Agency Debt 64494.40 26555.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 5.500000 Government Agency Debt 247506.18 55717.47 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 5.500000 Government Agency Debt 115638.00 25611.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 5.500000 Government Agency Debt 2082.25 371.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 6.000000 Government Agency Debt 56794.06 23269.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 6.000000 Government Agency Debt 14395.00 3170.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-20 5.000000 Government Agency Debt 20043.92 8955.78 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-11-15 4.000000 Government Agency Debt 389252.54 335933.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-11-15 4.500000 Government Agency Debt 368879.05 77805.10 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-11-15 5.000000 Government Agency Debt 46640.66 24904.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-12-15 5.500000 Government Agency Debt 10594.75 2810.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-01-20 6.000000 Government Agency Debt 96365.00 38576.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-02-15 4.000000 Government Agency Debt 270296.50 240911.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-02-15 4.500000 Government Agency Debt 34691.40 22398.70 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-02-15 5.500000 Government Agency Debt 242755.38 91982.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-15 5.500000 Government Agency Debt 1505635.67 399400.93 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-15 5.500000 Government Agency Debt 356255.62 96329.15 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-04-15 4.500000 Government Agency Debt 61673.60 35826.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-04-15 5.500000 Government Agency Debt 496696.43 141107.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 4.500000 Government Agency Debt 578190.00 415993.44 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-06-15 4.500000 Government Agency Debt 1191.46 629.46 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-07-15 4.500000 Government Agency Debt 69382.80 52434.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-07-20 5.500000 Government Agency Debt 100739.97 35623.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 4.500000 Government Agency Debt 3854.60 3980.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-09-15 4.500000 Government Agency Debt 4268288.39 3474034.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.000000 Government Agency Debt 2034230.07 1251325.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.000000 Government Agency Debt 191329.24 122237.08 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.500000 Government Agency Debt 104941.87 61074.98 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.500000 Government Agency Debt 83714.97 57244.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.500000 Government Agency Debt 84979.67 50165.31 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-15 4.500000 Government Agency Debt 40415.48 24941.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-15 3.500000 Government Agency Debt 3324.59 2736.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-11-15 4.500000 Government Agency Debt 2706.31 1672.51 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-12-15 5.500000 Government Agency Debt 46193.91 7060.86 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-01-15 4.000000 Government Agency Debt 187466.16 139272.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-01-15 4.500000 Government Agency Debt 30254.76 28037.97 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-01-15 4.500000 Government Agency Debt 19273.00 19885.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-01-20 5.000000 Government Agency Debt 17568.88 9270.70 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-01-20 6.000000 Government Agency Debt 44685.99 21415.39 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-02-15 4.500000 Government Agency Debt 96365.00 47385.37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-03-15 4.500000 Government Agency Debt 37813.63 24312.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-04-20 5.500000 Government Agency Debt 38542.15 18624.66 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-20 5.000000 Government Agency Debt 29680.42 14890.71 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-20 6.000000 Government Agency Debt 56478.37 27581.98 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-15 5.500000 Government Agency Debt 629012.90 173875.61 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-15 6.000000 Government Agency Debt 15849.73 12560.60 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-20 5.000000 Government Agency Debt 192730.00 100241.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-20 6.000000 Government Agency Debt 117565.30 32491.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 5.000000 Government Agency Debt 409125.70 394756.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 5.500000 Government Agency Debt 53858.40 27400.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-15 4.000000 Government Agency Debt 165818.72 131823.85 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-15 5.000000 Government Agency Debt 385560.61 194918.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-15 5.500000 Government Agency Debt 920295.77 60048.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-20 6.000000 Government Agency Debt 53164.19 30886.91 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-20 5.000000 Government Agency Debt 123347.20 68901.75 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-20 5.500000 Government Agency Debt 698728.35 402482.68 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-20 6.000000 Government Agency Debt 18374.88 10094.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-15 5.000000 Government Agency Debt 385460.00 308513.70 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-20 5.000000 Government Agency Debt 147631.18 84819.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-12-15 4.000000 Government Agency Debt 327304.11 235657.14 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-01-20 6.000000 Government Agency Debt 15300.83 9428.74 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-15 3.500000 Government Agency Debt 605963.55 552072.39 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-15 3.500000 Government Agency Debt 392451.47 372103.04 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-15 3.500000 Government Agency Debt 280629.91 254678.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-15 3.500000 Government Agency Debt 141795.70 128629.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-15 4.000000 Government Agency Debt 250549.00 213250.35 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-02-15 4.000000 Government Agency Debt 2581.43 1949.27 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-03-20 6.000000 Government Agency Debt 248184.59 156183.38 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-04-15 3.500000 Government Agency Debt 222084.32 219635.49 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-04-20 5.000000 Government Agency Debt 850620.79 462791.37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-06-20 4.000000 Government Agency Debt 96365.00 90760.80 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-07-15 4.000000 Government Agency Debt 663519.67 597578.64 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-08-15 4.000000 Government Agency Debt 933932.19 681546.09 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-08-15 4.000000 Government Agency Debt 505598.25 426793.65 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-20 3.500000 Government Agency Debt 503826.67 484261.49 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-01-20 3.000000 Government Agency Debt 146078.93 136946.61 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-02-20 3.000000 Government Agency Debt 4733048.69 4465031.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-02-20 3.000000 Government Agency Debt 154184.00 146646.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-02-20 3.500000 Government Agency Debt 452915.50 436072.44 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-03-20 5.000000 Government Agency Debt 7755888.46 7034084.16 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-04-20 4.000000 Government Agency Debt 4910279.35 4979006.48 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 3.000000 Government Agency Debt 1902587.39 1822056.70 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 4.000000 Government Agency Debt 6043771.12 6258952.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 4.000000 Government Agency Debt 2705615.82 2831357.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 4.000000 Government Agency Debt 400045.04 421601.50 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-05-20 5.000000 Government Agency Debt 373463.71 366382.43 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-06-20 4.000000 Government Agency Debt 6552820.00 6891491.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-07-15 3.500000 Government Agency Debt 13876.56 14125.57 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-07-20 2.500000 Government Agency Debt 195282.52 179936.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-07-20 4.500000 Government Agency Debt 9636.50 9988.42 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-15 4.000000 Government Agency Debt 404380.30 427875.25 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-15 4.500000 Government Agency Debt 392466.51 426585.11 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-20 5.000000 Government Agency Debt 174709.74 189548.03 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-10-15 3.500000 Government Agency Debt 771041.03 790018.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-10-15 4.000000 Government Agency Debt 96364.61 101731.37 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-15 3.000000 Government Agency Debt 869068.91 852669.90 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-15 4.000000 Government Agency Debt 115638.00 122255.96 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-15 4.000000 Government Agency Debt 110549.54 116876.48 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-15 4.500000 Government Agency Debt 510093.48 554244.07 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-20 4.500000 Government Agency Debt 562636.69 620932.12 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-11-20 5.500000 Government Agency Debt 208497.63 230616.09 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 269822000.00 269822000.00 0.0095 N 269822000.00 269822000.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.450000% 68512199779157Wel 0000740906 Other Repurchase Agreement N ADJUSTABLE RATE MORTGAGE TRUST 2035-07-25 2.610212 Other Note 2265613.00 641235.00 ALTERRA FINANCE LLC 2020-09-30 6.250000 Other Note 44353.00 50422.00 AMAZON.COM INC 2015-11-27 0.650000 Other Note 3575943.00 3577324.00 AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020-06-15 4.940000 Other Note 717170.00 703636.00 ANTERO RESOURCES FINANCE 2020-12-01 6.000000 Other Note 591640.00 637295.00 ARES CLO LTD 2017-09-18 2.251850 Other Note 3000000.00 2540316.00 BABSON CLO LTD 2019-11-10 1.939400 Other Note 1629507.00 1522852.00 BALTIMORE GAS & ELECTRIC 2022-08-15 2.799999 Other Note 524727.00 494513.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 6.875000 Other Note 450113.00 308674.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 7.375000 Other Note 443761.00 330202.00 BANK OF AMERICA-FIRST UNION NB COMMERCIAL MTG 2037-04-11 7.501400 Other Note 455569.00 343774.00 BAYVIEW FINANCIAL ACQUISITION TRUST 2036-12-28 0.445000 Other Note 11263000.00 2160625.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-12-25 0.595999 Other Note 3500000.00 2849639.00 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-03-15 0.417700 Other Note 97000.00 96365.00 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST 2022-03-15 0.717700 Other Note 97000.00 87797.00 BERKS CNTY PA INDL DEV AUTH 2021-11-01 0.220000 Other Municipal Debt 90000.00 90016.00 BUSINESS LOAN EXPRESS 2038-09-25 0.715999 Other Note 1000000.00 129298.00 CAMPUS RESEARCH CORP 2023-06-01 0.00 Other Note 100.00 100.00 CANADIAN IMPERIAL BANK 2014-08-04 0.00 Other Note 20000.00 21826.00 CARBON CAPITAL II REAL ESTATE CDO 2038-09-21 2.300199 Other Note 2000000.00 3845.00 CARMAX AUTO OWNER TRUST 2017-07-17 0.520000 Other Note 2307983.00 2308383.00 CBRE REALTY FINANCE CDO LTD 2052-04-07 1.142849 Other Note 2000000.00 1504.00 CIT GROUP HOME EQUITY LOAN TRUST 2032-10-20 4.669999 Other Note 250000.00 71165.00 CITIGROUP INC 2014-11-03 0.00 Other Note 245000.00 347484.00 CITIGROUP INC 2036-08-25 6.125000 Other Note 1524577.00 1629656.00 CITIGROUP MORTGAGE LOAN TRUST INC 2035-08-25 5.263734 Other Note 3700000.00 801549.00 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2050-04-26 2.138100 Other Note 2000000.00 4315.00 CONTL AIRLINES 2007-1 2022-04-19 6.902999 Other Note 2239000.00 2187093.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-07-25 5.750000 Other Note 8788156.00 3346802.00 COUNTRYWIDE HOME LOANS 2035-02-25 0.556000 Other Note 319762.00 29117.00 COUNTRYWIDE HOME LOANS 2035-11-25 5.500000 Other Note 423815.00 157494.00 COUNTRYWIDE HOME LOANS 2037-10-25 6.500000 Other Note 1462087.00 455412.00 CREDIT SUISSE MORTGAGE TRUST 2039-12-15 5.373000 Other Note 468011.00 413977.00 DE MEER MIDDLE MARKET CLO 2006 1 LTD 2018-10-20 0.00 Other Note 415354.00 275925.00 DIAMOND OFFSHORE DRILL 2043-11-01 4.875000 Other Note 163973.00 160948.00 DRYROCK ISSUANCE TRUST 2017-08-15 0.317699 Other Note 4460262.00 4457300.00 DUKE FDG HIGH GRADE V.LTD;KY 2050-07-03 0.00 Other Note 2000000.00 40.00 DUKE FUNDING LTD 2045-03-09 2.989399 Other Note 1000000.00 1874.00 EASTON-BELL SPORTS INC 2016-12-01 9.750000 Other Note 858172.00 938247.00 EKSPORTFINANS ASA 2014-06-05 0.00 Other Note 50000.00 77980.00 EKSPORTFINANS ASA 2014-07-03 0.00 Other Note 270500.00 478704.00 EKSPORTFINANS ASA 2014-08-05 0.00 Other Note 63500.00 107512.00 EKSPORTFINANS ASA 2015-01-07 0.00 Other Note 89000.00 92969.00 EKSPORTFINANS ASA 2016-02-05 0.00 Other Note 127500.00 152681.00 ENTERPRISE PRODUCTS OPER 2043-02-15 4.450000 Other Note 2748000.00 2461948.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2018-11-15 6.790000 Other Note 4809947.00 5007557.00 FDIC TRUST 2031-04-25 1.840000 Other Note 485000.00 106381.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2018-05-25 2.248273 Government Agency Debt 2338600.00 189249.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-08-25 1.661119 Government Agency Debt 18970209.00 1362270.00 FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2035-03-25 0.945999 Other Note 66055.00 49694.00 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES 2037-01-25 2.204419 Other Note 3247826.00 655636.00 FIRST INVESTORS AUTO OWNER TRUST 2020-01-15 2.529999 Other Note 3000000.00 2937129.00 FLAGSHIP CREDIT AUTO TRUST 2019-07-15 7.099999 Other Note 600000.00 627754.00 FLAGSHIP CREDIT AUTO TRUST 2020-07-15 5.379999 Other Note 96831.00 96281.00 FM LEVERAGED CAPITAL FUND I 2017-08-15 6.000000 Other Note 2500000.00 2103966.00 FMC TECH INC 2013-12-31 0.00 Other Commercial Paper 2583689.00 2583096.00 FREMF MORTGAGE TRUST 2044-08-25 0.100000 Other Note 500910798.00 2925894.00 FREMF MORTGAGE TRUST 2048-07-25 4.435520 Other Note 956270.00 1003779.00 GALAXY X CLO LTD 2020-01-14 0.00 Other Note 500000.00 319125.00 GMAC COMMERCIAL MORTGAGE SECURITIES INC. TRUST 2034-04-15 8.340180 Other Note 3710000.00 631134.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-03-20 5.000000 Government Agency Debt 349264.00 32881.00 GSC 2007-8X 2021-04-17 0.00 Other Note 1810000.00 108289.00 GYMBOREE CORP 2018-12-01 9.125000 Other Note 1220924.00 1214964.00 HALCYON LOAN ADVISORS FUNDING LTD 2023-08-15 3.240600 Other Note 672591.00 671812.00 HAWAIIAN AIRLINES 13-1A 2026-01-15 3.899999 Other Note 2250000.00 2120475.00 HAWAIIAN AIRLINES 13-1B 2022-01-15 4.950000 Other Note 1000000.00 935300.00 HEARST-ARGYLE TELEVISION 2018-01-15 7.000000 Other Note 58158.00 57347.00 HOMEBANC MORTGAGE TRUST 2035-10-25 0.636000 Other Note 6881560.00 3580950.00 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 5.038149 Other Note 250000.00 83380.00 IOWA STUDENT LOAN LIQUIDITY CORPORATION 2042-06-25 1.500599 Other Municipal Debt 1708177.00 1515729.00 KINGSLAND LTD 2021-08-24 7.150999 Other Note 2112388.00 2114486.00 LCM LTD PARTNERSHIP 2019-03-21 0.630199 Other Note 1078922.00 1019700.00 LONG BEACH MORTGAGE LOAN TRUST 2035-02-25 1.036000 Other Note 3567267.00 2962825.00 MASTR ASSET BACKED SECURITIES TRUST 2033-08-25 3.165999 Other Note 5000000.00 619332.00 MISSISSIPPI ST BUSINESS FIN CORP 2022-10-01 0.220000 Other Municipal Debt 155000.00 155000.00 MMCAPS FUNDING XIX LTD 2038-01-12 0.00 Other Note 1000000.00 71030.00 MORGAN STANLEY CAPITAL I TRUST 2043-05-24 0.817774 Other Note 1000000.00 1582.00 NEW CENTURY HOME EQUITY LOAN TRUST 2035-07-25 0.676000 Other Note 1119104.00 918629.00 OPTION ONE MORTGAGE LOAN TRUST 2037-01-25 0.266000 Other Note 4605189.00 1603215.00 OVERSEAS PRIVATE INV COR 2015-06-10 0.00 Other Note 65000.00 94879.00 POTOMAC SYNTHETIC CDO 2017-10-31 1.752450 Other Note 14000000.00 1396161.00 PPM GRAYHAWK CLO LTD 2021-04-18 0.00 Other Note 5000000.00 3091335.00 PRUDENTIAL FINANCIAL INC 2020-06-21 5.375000 Other Note 111000.00 128867.00 REG S TRIMARAN CLO 2018-03-15 0.00 Other Note 3000000.00 2090676.00 ROSETTA RESOURCES INC 2022-06-01 5.875000 Other Note 1396614.00 1403296.00 Royal Bank of Canada 2014-02-03 0.00 Other Note 61500.00 78142.00 Royal Bank of Canada 2014-07-03 0.00 Other Note 57000.00 68805.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 231000.00 342227.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 145000.00 191487.00 SAIL NET INTEREST MARGIN NOTES 2033-07-27 7.000000 Other Note 5000000.00 28.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.273951 Other Note 924851.00 820630.00 SHERWOOD FUNDING CDO LTD 2039-11-06 3.368500 Other Note 2000000.00 8.00 STONE TOWER CDO LTD 2040-11-17 3.088449 Other Note 986149.00 915.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2035-11-25 4.585218 Other Note 7000000.00 1921656.00 SUNGARD DATA SYSTEMS INC 2018-11-15 7.375000 Other Note 3754892.00 3990955.00 SWEDISH EXPORT CREDIT 2014-02-05 0.00 Other Note 41500.00 57830.00 SWEDISH EXPORT CREDIT 2014-03-07 0.00 Other Note 34500.00 33917.00 SWEDISH EXPORT CREDIT 2014-05-05 0.00 Other Note 163500.00 222491.00 SWEDISH EXPORT CREDIT 2014-08-06 0.00 Other Note 12240.00 13033.00 SWEDISH EXPORT CREDIT 2014-10-01 0.00 Other Note 255000.00 210936.00 SWEDISH EXPORT CREDIT 2014-11-04 0.00 Other Note 168500.00 136148.00 SWEDISH EXPORT CREDIT 2015-04-10 0.00 Other Note 31000.00 39339.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 200500.00 280820.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 39500.00 53313.00 SYMPHONY CLO LTD 2020-10-25 0.567599 Other Note 1239411.00 1176570.00 TEXTAINER MARINE CONTAINERS LIMITED 2027-04-15 4.210000 Other Note 1132119.00 973536.00 US CAPITAL FUNDING V LTD 2040-10-10 0.00 Other Note 2000000.00 86281.00 VENTURE VII CDO LTD 2022-01-20 0.00 Other Note 2250000.00 357408.00 VERICREST OPPORTUNITY LOAN TRANSFEREE 2060-11-25 2.734399 Other Note 2174613.00 1333565.00 VERIZON COMMUNICATIONS 2017-11-01 1.100000 Other Note 5099652.00 4978535.00 WAL-MART STORES INC 2027-04-05 5.875000 Other Note 1519000.00 1844556.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-08-25 5.904499 Other Note 3993000.00 2110247.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2046-06-15 4.135794 Other Note 283218.00 235017.00 First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 100000000.00 100000000.00 0.0035 Y 100057300.00 100057300.00 Wells Fargo Stage Trust Wells Fargo Stage Trust, Series 34C 0.110000% 94985NCZ2 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-07 2013-12-07 Y Wells Fargo Bank, N.A. N/A N/A N N 20065000.00 20065000.00 0.0007 N 20065000.00 20065000.00 Westpac Banking Corp. Westpac Banking Corp. 0.399499% 91621CCH2 Other Note N First Tier Security N/A N/A 2013-12-02 2014-12-01 N N N 246000000.00 246000000.00 0.0087 N 245988192.00 245988192.00 Westpac Banking Corp. Westpac Banking Corp. 0.276051% 96121TTN8 Other Note N First Tier Security N/A N/A 2014-01-21 2014-07-18 N N N 75000000.00 75000000.00 0.0026 N 75025500.00 75025500.00