0001145549-13-006001.txt : 20130829 0001145549-13-006001.hdr.sgml : 20130829 20130708133041 ACCESSION NUMBER: 0001145549-13-006001 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130708 DATE AS OF CHANGE: 20130708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 13957000 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2013-06-30 0000857156 S000004504 1 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 56 87 37317887616.54 16170062.15 181930471.62 37152127207.07 0.0026 1.0001 2013-06-30 1.0001 2013-06-30 C000012378 1.00 37152127207.07 1.00 738257681.60 7376370376.61 6638112695.01 0.0006 1.0001 2013-06-30 1.0001 2013-06-30 Abbey National North America, LLC Abbey National North America, LLC 0.340000% 0027A0UX7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-31 2013-07-31 N Y Santander UK Plc N/A N/A N 18000000.00 17994900.00 0.0005 N 17996580.00 17996580.00 Abbey National North America, LLC Abbey National North America, LLC 0.340000% 0027A0V16 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N Y Santander UK Plc N/A N/A N 17000000.00 16995022.78 0.0005 N 16996770.00 16996770.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.320000% 00279HG91 Certificate of Deposit N First Tier Security N/A N/A 2013-08-12 2013-08-12 N Y Santander UK Plc N/A N/A N 140000000.00 140000000.00 0.0038 N 140015400.00 140015400.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.300000% 00279HH58 Certificate of Deposit N First Tier Security N/A N/A 2013-08-28 2013-08-28 N Y Santander UK Plc N/A N/A N 133000000.00 133000000.00 0.0036 N 133015960.00 133015960.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.200000% 00279HJ49 Certificate of Deposit N First Tier Security N/A N/A 2013-07-25 2013-07-25 N Y Santander UK Plc N/A N/A N 10000000.00 10000000.00 0.0003 N 10000000.00 10000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.200000% 00279HJ56 Certificate of Deposit N First Tier Security N/A N/A 2013-07-25 2013-07-25 N Y Santander UK Plc N/A N/A N 52000000.00 52000000.00 0.0014 N 52000000.00 52000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.120000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 255000000.00 255000000.00 0.0069 Security is a time deposit. N 255000000.00 255000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.080000% 052992005_M130701 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 285000000.00 285000000.00 0.0077 Security is a time deposit. N 285000000.00 285000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.110000% 052992005_M130703 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 115000000.00 115000000.00 0.0031 Security is a time deposit. N 115000000.00 115000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M130705 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 207000000.00 207000000.00 0.0056 Security is a time deposit. N 207000000.00 207000000.00 Bank of America, NA Bank of America, NA 0.290000% 06052WXZ1 Other Note N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 303000000.00 303000000.00 0.0082 N 303018180.00 303018180.00 Bank of America, NA Bank of America, NA 0.290000% 06052WYL1 Other Note N First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 40000000.00 40000000.00 0.0011 N 40003200.00 40003200.00 Bank of Montreal Bank of Montreal 0.120000% 06366AGM8 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 111000000.00 111000000.00 0.0030 N 110998890.00 110998890.00 Bank of Montreal Bank of Montreal 0.120000% 06366AGW6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 19000000.00 19000000.00 0.0005 N 18999810.00 18999810.00 Bank of Montreal Bank of Montreal 0.090000% 06366AHA3 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 306000000.00 306000000.00 0.0082 N 305996940.00 305996940.00 Bank of Montreal Bank of Montreal 0.070000% 06366AHE5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 160000000.00 160000000.00 0.0043 N 159996800.00 159996800.00 Bank of Montreal Bank of Montreal 0.080000% 06366AHH8 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 329000000.00 329000000.00 0.0089 N 328993420.00 328993420.00 Bank of Nova Scotia Bank of Nova Scotia 0.380000% 06417E6K4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-24 N N N 338000000.00 338000000.00 0.0091 N 338074360.00 338074360.00 Bank of Nova Scotia Bank of Nova Scotia 0.240000% 06417FST8 Certificate of Deposit N First Tier Security N/A N/A 2013-10-21 2013-10-21 N N N 87000000.00 87000000.00 0.0023 N 87011310.00 87011310.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417FSZ4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 169000000.00 169000000.00 0.0045 N 169011830.00 169011830.00 Bank of Nova Scotia Bank of Nova Scotia 0.010000% 049999006 0001041839 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 520000000.00 520000000.00 0.0140 Security is a time deposit. N 520000000.00 520000000.00 Bank of the West Bank of the West 0.280000% 06426GBJ5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 38000000.00 38000000.00 0.0010 N 38009880.00 38009880.00 Bank of the West Bank of the West 0.280000% 06426GBK2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-30 2013-08-30 N N N 69000000.00 69000000.00 0.0019 N 69019320.00 69019320.00 Bank of the West Bank of the West 0.280000% 06426GBL0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-12 2013-09-12 N N N 79000000.00 79000000.00 0.0021 N 79021330.00 79021330.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FHS6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 192000000.00 192000000.00 0.0052 N 192009600.00 192009600.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FJK1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 71000000.00 71000000.00 0.0019 N 71004970.00 71004970.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 172000000.00 172000000.00 0.0046 N 172082560.00 172082560.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLL6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 7000000.00 7000000.00 0.0002 N 7003430.00 7003430.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLN2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-17 2013-10-17 N N N 125000000.00 125000000.00 0.0034 N 125061250.00 125061250.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.400000% 06538FLW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 68000000.00 68000000.00 0.0018 N 68034000.00 68034000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FWT7 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 209000000.00 209000000.00 0.0056 N 209054340.00 209054340.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FXB5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-02 2014-01-02 N N N 4000000.00 4000000.00 0.0001 N 4001040.00 4001040.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYF5 Certificate of Deposit N First Tier Security N/A N/A 2014-01-09 2014-01-09 N N N 17000000.00 17000000.00 0.0005 N 17004590.00 17004590.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.330000% 06538FYH1 Certificate of Deposit N First Tier Security N/A N/A 2014-01-15 2014-01-15 N N N 117000000.00 117000000.00 0.0031 N 117032760.00 117032760.00 Barclays Bank Plc Barclays Bank Plc 0.420000% 06741XLH9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 30000000.00 30000000.00 0.0008 N 30003900.00 30003900.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNB0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 14000000.00 14000000.00 0.0004 N 14005880.00 14005880.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XNC8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 17000000.00 17000000.00 0.0005 N 17007310.00 17007310.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XNX2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 77000000.00 77000000.00 0.0021 N 77033110.00 77033110.00 Barclays Bank Plc Barclays Bank Plc 0.380000% 06741XPB8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 82000000.00 82000000.00 0.0022 N 82036080.00 82036080.00 Barclays Bank Plc Barclays Bank Plc 0.320000% 06741XQL5 Certificate of Deposit N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 167000000.00 167000000.00 0.0045 N 167051770.00 167051770.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XQR2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 21000000.00 21000000.00 0.0006 N 21005880.00 21005880.00 Barclays Bank Plc Barclays Bank Plc 0.310000% 06741XRV2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-23 2013-12-23 N N N 168000000.00 168000000.00 0.0045 N 168016800.00 168016800.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M130701_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2013-07-15 1.000000 Treasury Debt 100000000.00 100496038.67 United States Treasury Department 2014-01-15 1.000000 Treasury Debt 96392300.00 97280881.50 United States Treasury Department 2014-03-15 1.250000 Treasury Debt 30833100.00 31182641.78 United States Treasury Department 2022-02-15 2.000000 Treasury Debt 78179400.00 77044083.94 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 300000000.00 300000000.00 0.0081 N 300000000.00 300000000.00 Barclays Capital, Inc Barclays Capital, Inc 0.100000% 00799J004_0.1000_M130701_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-03-15 1.250000 Treasury Debt 51494900.00 52078675.85 United States Treasury Department 2014-11-15 0.375000 Treasury Debt 77729800.00 77922520.90 United States Treasury Department 2016-03-31 2.375000 Treasury Debt 63015700.00 66461478.71 United States Treasury Department 2018-03-31 2.875000 Treasury Debt 75000000.00 80961834.02 United States Treasury Department 2019-05-15 3.125000 Treasury Debt 75000000.00 81678705.98 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 352005637.00 352005637.00 0.0095 N 352005637.00 352005637.00 Barclays US Funding Corp Barclays US Funding Corp 0.210000% 06737HWQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N Y Barclays Bank Plc N/A N/A N 54000000.00 53973225.00 0.0015 N 53967600.00 53967600.00 Barclays US Funding Corp Barclays US Funding Corp 0.360000% 06737HXM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-21 2013-10-21 N Y Barclays Bank Plc N/A N/A N 19000000.00 18978720.00 0.0005 N 18983280.00 18983280.00 Barclays US Funding Corp Barclays US Funding Corp 0.320000% 06737HYE3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-14 2013-11-14 N Y Barclays Bank Plc N/A N/A N 71000000.00 70914168.88 0.0019 N 70916220.00 70916220.00 Barclays US Funding Corp Barclays US Funding Corp 0.310000% 06737HYT0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-27 2013-11-27 N Y Barclays Bank Plc N/A N/A N 14000000.00 13982037.22 0.0004 N 13980960.00 13980960.00 BNP Paribas BNP Paribas 0.400000% 05567VD28 Certificate of Deposit N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 27000000.00 27006425.29 0.0007 N 27009450.00 27009450.00 BNP Paribas BNP Paribas 0.440000% 05572NLU8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 43000000.00 43000000.00 0.0012 N 43010750.00 43010750.00 BNP Paribas BNP Paribas 0.430000% 05572NLZ7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 200000000.00 200000000.00 0.0054 N 200064000.00 200064000.00 BNP Paribas BNP Paribas 0.440000% 05572NMB9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 14000000.00 14000000.00 0.0004 N 14004760.00 14004760.00 BNP Paribas BNP Paribas 0.400000% 05572NMF0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 83000000.00 83000000.00 0.0022 N 83025730.00 83025730.00 BNP Paribas BNP Paribas 0.410000% 05572NMU7 Certificate of Deposit N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N N 19000000.00 19000000.00 0.0005 N 19006840.00 19006840.00 BNP Paribas BNP Paribas 0.400000% 05572NNC6 Certificate of Deposit N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N N 75000000.00 75000000.00 0.0020 N 75013500.00 75013500.00 BNP Paribas BNP Paribas 0.400000% 05572NNT9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-05 2013-12-05 N N N 52000000.00 52000000.00 0.0014 N 52006760.00 52006760.00 BNP Paribas BNP Paribas 0.390000% 05572NNV4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-10 2013-12-10 N N N 69000000.00 69000000.00 0.0019 N 69006210.00 69006210.00 BNP Paribas BNP Paribas 0.390000% 05572NNX0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 151000000.00 151000000.00 0.0041 N 151013590.00 151013590.00 BNP Paribas BNP Paribas 0.390000% 05572NPA8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 37000000.00 37000000.00 0.0010 N 37003700.00 37003700.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130701_2M49 0001197610 Other Repurchase Agreement N Abbott Laboratories 2040-05-27 5.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75644.00 85165.60 AMGEN INC 2018-06-01 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 746079.00 882105.99 AT & T INC 2037-09-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 57348.50 BANCO DE CREDITO DEL PERU 2016-03-16 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 462157.00 484552.36 BANK OF NOVA SCOTIA CB 2015-03-20 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180133.00 181782.72 BB & T CORP 2014-03-28 2.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1521114.00 1540883.41 CAISSE CENTRALE DESJARDINS 2017-03-06 1.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8209396.00 8316756.66 CENTREPOINT ENERGY INC 2018-05-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2122780.00 2532501.31 CITIGROUP INC 2017-11-21 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1694470.00 1936567.64 CNOOC FIN 2012 LTD 2022-05-02 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 128323.00 124193.57 COMCAST CORP SPL A 2018-05-15 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1142880.00 1339910.61 Danaher Corp 2019-03-01 5.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6335000.00 7463643.59 DISNEY (WALT) CO, THE 2041-08-16 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1345340.00 1329522.17 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4971051.00 6073549.33 FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC 2020-12-25 1.891000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1797471.00 1659440.31 FRANCE TELECOM 2015-09-16 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38794.00 39599.01 GCB REGS KOREA HIGHWAY 2014-04-07 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3141276.00 3216226.85 HANA BANK 2017-06-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 449103.00 466974.06 KFW KREDITANSTALT FUR 2013-10-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1836445.00 1870806.93 LOWE'S CO INC 2036-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2699258.00 3043362.41 MORGAN STANLEY DEAN WITTER 2017-12-28 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 212062.00 235482.13 NEW ENGLAND T&T CO 2029-11-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 396785.00 495610.75 NORTHERN NATURAL GAS COPANY 2042-09-15 4.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215016.00 195335.70 NORTHROP GRUMMAN CORP 2023-08-01 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 99628.05 PETROBRAS ENERGIA S.A. 2017-05-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6391942.00 6628554.82 PPL CAPITAL FDG 2043-06-01 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2102219.00 1884217.72 SPAREBANK 1 BOLIGKREDI 2017-06-30 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34064.00 35084.97 TEVA PHARMACEUTICAL FIN IV LLC 2020-03-18 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4860269.00 4661484.00 TIME WARNER CABLE INC 2042-09-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 181685.25 UNITED TECHNOLOGIES 2035-05-01 5.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 746090.00 832323.08 First Tier Security N/A N/A 2013-07-01 2013-07-01 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 55000000.00 55000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 55000000.00 55000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.270000% 921AES008_0.2700_M130705_2M49 0001197610 Other Repurchase Agreement N BB & T CORP 2014-03-28 2.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1382169.00 1400132.59 ELI LILLY AND COMPANY 2017-03-15 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1063050.00 1204752.20 FEDERAL HOME LOAN MORTGAGE CORP FREDDIE MAC 2020-12-25 1.891000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 113169.00 104478.57 FRANCE TELECOM 2015-09-16 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2689179.00 2744981.71 IBM CORP 2020-05-15 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 296332.00 278035.64 JOHNSON AND JOHNSON 2040-09-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2771430.00 2861598.47 MORGAN STANLEY NOTES 2021-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18461531.00 20437422.55 SPAREBANK 1 BOLIGKREDI 2017-06-30 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3125745.00 3219430.52 SPAREBANK 1 BOLIGKREDIT 2013-10-25 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29895112.00 30038234.85 TOTAL CAPITAL 2021-12-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 888707.00 952013.80 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 60000000.00 60000000.00 0.0016 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 60001200.00 60001200.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.400000% 921AES008_0.4000_M130705_2M49 0001197610 Other Repurchase Agreement N ADJ RATE MORT TRUST 2004-1 2035-04-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1059549.00 185694.64 BARMINCO FIN PTY LTD 2018-06-01 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 862848.00 759306.24 CRICKET COMMUNICATIONS INC 2020-10-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3612257.00 3515503.70 FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13317.00 13933.74 FIRST DATA CORP 2019-06-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3106716.00 3208191.27 FIRST DATA CORP 2020-08-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3368364.58 FORD MOTOR 2016-12-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3019471.00 3636748.17 HARRAHS OPERATING CO INC 2017-06-01 11.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2443883.00 2562258.58 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 15000000.00 15000000.00 0.0004 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 15000000.00 15000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.100000% 987WVU007_0.1000_M130701_2M49 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2014-07-31 2.625000 Treasury Debt 4594900.00 4764828.79 United States Treasury Department 2015-05-15 4.125000 Treasury Debt 104614600.00 112535187.42 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 115000000.00 115000000.00 0.0031 N 115000000.00 115000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.120000% 987WVU007_0.1200_M130701_2M49 0001197610 Government Agency Repurchase Agreement Y 4.125 FHLB 19 VB 2019-12-13 4.125000 Government Agency Debt 9360000.00 10408121.10 Fannie Mae 2013-07-17 4.375000 Government Agency Debt 859000.00 877731.33 Fannie Mae 2013-10-22 1.050000 Government Agency Debt 10260000.00 10308683.70 Fannie Mae 2015-03-25 0.400000 Government Agency Debt 10000000.00 9998333.33 Fannie Mae 2016-02-22 0.520000 Government Agency Debt 9750000.00 9700372.50 Fannie Mae 2016-10-03 0.650000 Government Agency Debt 10000000.00 9932147.22 Fannie Mae 2017-05-26 1.000000 Government Agency Debt 9715000.00 9599132.43 Fannie Mae 2019-02-21 1.750000 Government Agency Debt 10000000.00 9913736.11 Farm Federal Credit Bank 2014-05-13 0.200000 Government Agency Debt 10000000.00 10006000.00 Farm Federal Credit Bank 2015-11-16 1.500000 Government Agency Debt 7631000.00 7811778.39 Farm Federal Credit Bank 2018-10-02 1.250000 Government Agency Debt 10000000.00 9718361.11 Farm Federal Credit Bank 2020-03-26 1.750000 Government Agency Debt 10722000.00 10279526.89 Federal Home Loan Bank 2013-08-19 0.00 Government Agency Debt 10000000.00 9999400.00 Federal Home Loan Bank 2016-05-18 5.375000 Government Agency Debt 8685000.00 9874065.28 FHDN 12/04/13 2013-12-04 0.00 Government Agency Debt 9650000.00 9645754.00 FHDN 12/26/13 2013-12-26 0.00 Government Agency Debt 10095000.00 10089952.50 Freddie Mac 2013-12-09 0.00 Government Agency Debt 9928000.00 9923433.12 Freddie Mac 2016-01-28 0.500000 Government Agency Debt 10500000.00 10456355.00 Freddie Mac 2016-08-25 2.000000 Government Agency Debt 9262000.00 9648348.89 Freddie Mac 2017-03-28 1.250000 Government Agency Debt 10000000.00 9966750.00 Freddie Mac 2017-06-26 1.125000 Government Agency Debt 9000000.00 8943322.50 Freddie Mac 2017-06-29 1.000000 Government Agency Debt 9273000.00 9231941.22 Freddie Mac 2019-05-21 1.700000 Government Agency Debt 10000000.00 9850972.22 Freddie Mac 2020-03-13 2.250000 Government Agency Debt 10000000.00 10044225.00 Freddie Mac 2021-07-19 2.000000 Government Agency Debt 9825000.00 9384971.00 Freddie Mac 2032-10-04 3.400000 Government Agency Debt 11845000.00 9187409.73 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 240000000.00 240000000.00 0.0065 N 240000000.00 240000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.150000% 987WVU007_0.1500_M130701_2M49 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2017-01-30 1.250000 Government Agency Debt 217232000.00 219821164.07 Fannie Mae 2017-02-13 5.000000 Government Agency Debt 82847000.00 95914457.31 Fannie Mae 2017-04-27 1.125000 Government Agency Debt 66825000.00 66765275.16 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 375000000.00 375000000.00 0.0101 N 375000000.00 375000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.070000% 987YEA006_0.0700_M130705_2M49 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2040-09-25 4.000000 Government Agency Debt 17264804.00 18217631.27 Freddie Mac 2030-10-15 3.500000 Government Agency Debt 46923287.00 27856194.21 Freddie Mac 2038-12-15 4.000000 Government Agency Debt 22500000.00 23894145.00 GNMA 2028-05-20 2.000000 Government Agency Debt 23072308.00 22488788.72 GNMA 2038-01-20 0.691600 Government Agency Debt 150000000.00 22126642.40 GNMA 2038-03-20 0.728200 Government Agency Debt 200000000.00 28576824.46 GNMA 2039-08-20 3.750000 Government Agency Debt 94997000.00 27989774.28 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 163000000.00 163000000.00 0.0044 N 162995110.00 162995110.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.190000% 10513DTU4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 56000000.00 56000000.00 0.0015 N 56000000.00 56000000.00 Branch Banking & Trust Co Branch Banking & Trust Co 0.190000% 10513DUD0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N N 221000000.00 221000000.00 0.0059 N 221000000.00 221000000.00 CAFCO, LLC CAFCO, LLC 0.350000% 12476EUW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-30 2013-07-30 N N Y Letter of Credit Citibank NA N/A N/A 49450000.00 49436057.85 0.0013 N 49441099.00 49441099.00 CAFCO, LLC CAFCO, LLC 0.460000% 12476EW47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 90000000.00 89925250.00 0.0024 N 89962200.00 89962200.00 CAFCO, LLC CAFCO, LLC 0.400000% 12476EYR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-25 2013-11-25 N N Y Letter of Credit Citibank NA N/A N/A 40000000.00 39934666.67 0.0011 N 39941600.00 39941600.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.242900% 13606YA22 Other Note N First Tier Security N/A N/A 2013-07-10 2014-03-10 N N N 312000000.00 312000000.00 0.0084 N 312246480.00 312246480.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.010000% 136999000 0000800030 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 275000000.00 275000000.00 0.0074 Security is a time deposit. N 275000000.00 275000000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JU81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 50000000.00 49997666.67 0.0013 N 49997500.00 49997500.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.240000% 13738JUB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 68000000.00 67995466.67 0.0018 N 67995920.00 67995920.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JUV0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 44000000.00 43992471.11 0.0012 N 43993400.00 43993400.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.220000% 13738JVC1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-12 2013-08-12 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 25000000.00 24993583.33 0.0007 N 24994000.00 24994000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JVW7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-30 2013-08-30 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 25000000.00 24991250.00 0.0007 N 24990750.00 24990750.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JW48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 64000000.00 63975733.34 0.0017 N 63973760.00 63973760.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JWP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 32000000.00 31984320.00 0.0009 N 31982400.00 31982400.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JWQ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 33000000.00 32983637.50 0.0009 N 32981520.00 32981520.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JX13 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 97000000.00 96947943.34 0.0026 N 96939860.00 96939860.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JX70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-07 2013-10-07 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 1000000.00 999428.33 0.0000 N 999320.00 999320.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738JXA3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-10 2013-10-10 N N Y Credit / Liquidity Lloyds TSB Bank Plc N/A N/A 39000000.00 38977022.50 0.0010 N 38972700.00 38972700.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TU80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 15000000.00 14999125.00 0.0004 N 14999700.00 14999700.00 Chariot Funding, LLC Chariot Funding, LLC 0.300000% 15963TUB3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 11000000.00 10999083.33 0.0003 N 10999670.00 10999670.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TVU0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-28 2013-08-28 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49978250.00 0.0013 N 49994000.00 49994000.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TWH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 11000000.00 10993565.00 0.0003 N 10997250.00 10997250.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TWK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 100000000.00 99940000.00 0.0027 N 99973000.00 99973000.00 Chariot Funding, LLC Chariot Funding, LLC 0.270000% 15963TX38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-03 2013-10-03 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 47000000.00 46966865.00 0.0013 N 46982610.00 46982610.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TXB0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19985266.67 0.0005 N 19991600.00 19991600.00 Chariot Funding, LLC Chariot Funding, LLC 0.260000% 15963TXF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-15 2013-10-15 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 25000000.00 24980861.11 0.0007 N 24988750.00 24988750.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TXQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-10-24 2013-10-24 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 50000000.00 49960069.45 0.0013 N 49974000.00 49974000.00 Chariot Funding, LLC Chariot Funding, LLC 0.250000% 15963TY45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-04 2013-11-04 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 46000000.00 45959750.00 0.0012 N 45971480.00 45971480.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTS2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 197000000.00 197000000.00 0.0053 N 197025610.00 197025610.00 Chase Bank USA, NA Chase Bank USA, NA 0.330000% 16144RTT0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 53000000.00 53000000.00 0.0014 N 53006890.00 53006890.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTV5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-02-24 N N N 171000000.00 171000000.00 0.0046 N 171011970.00 171011970.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTX1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 55000000.00 55000000.00 0.0015 N 54996150.00 54996150.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RTY9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 18000000.00 18000000.00 0.0005 N 17998740.00 17998740.00 Chase Bank USA, NA Chase Bank USA, NA 0.320000% 16144RUA9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 100000000.00 100000000.00 0.0027 N 99993000.00 99993000.00 Chase Bank USA, NA Chase Bank USA, NA 0.010000% 16199Y003 0001325347 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 145000000.00 145000000.00 0.0039 Security is a time deposit. N 145000000.00 145000000.00 Ciesco, LLC Ciesco, LLC 0.500000% 17178BV51 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 65000000.00 64968402.77 0.0017 N 64985700.00 64985700.00 Ciesco, LLC Ciesco, LLC 0.460000% 17178BW43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N Y Letter of Credit Citibank NA N/A N/A 177000000.00 176852991.66 0.0048 N 176925660.00 176925660.00 Citibank, NA Citibank, NA 0.280000% 17304UDF4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 54000000.00 54000000.00 0.0015 N 54003240.00 54003240.00 Citibank, NA Citibank, NA 0.400000% 17304UEK2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 16000000.00 16000000.00 0.0004 N 16009760.00 16009760.00 Citibank, NA Citibank, NA 0.400000% 17304UFJ4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-05 2013-12-05 N N N 15000000.00 15000000.00 0.0004 N 15007950.00 15007950.00 Citibank, NA Citibank, NA 0.400000% 17304UFQ8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 224000000.00 224000000.00 0.0060 N 224127680.00 224127680.00 Citibank, NA Citibank, NA 0.400000% 17304UFT2 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 198000000.00 198000000.00 0.0053 N 198112860.00 198112860.00 Citibank, NA Citibank, NA 0.400000% 17304UFW5 Certificate of Deposit N First Tier Security N/A N/A 2013-12-18 2013-12-18 N N N 38000000.00 38000000.00 0.0010 N 38022040.00 38022040.00 Citibank, NA Citibank, NA 0.400000% 17304UFZ8 Certificate of Deposit N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N N 225000000.00 225000000.00 0.0061 N 225130500.00 225130500.00 Citibank, NA Citibank, NA 0.090000% 17304UGP9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 152000000.00 152000000.00 0.0041 N 152000000.00 152000000.00 Citibank, NA Citibank, NA 0.130000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 100000000.00 100000000.00 0.0027 Security is a time deposit. N 99999000.00 99999000.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422FZ90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-09 2013-12-09 N N Y Guaranty JP Morgan Securities LLC N/A N/A 237000000.00 236660826.69 0.0064 N 236630280.00 236630280.00 Collateralized Commercial Paper II Co., LLC Collateralized Commercial Paper II Co., LLC 0.320000% 19422CZ30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 20000000.00 19972444.44 0.0005 N 19970800.00 19970800.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.233800% 20272AEP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-03 2014-03-03 N N N 150000000.00 150000000.00 0.0040 N 150004500.00 150004500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.170000% 20272DWG1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 100000000.00 99963638.90 0.0027 N 99968000.00 99968000.00 CRC Funding, LLC CRC Funding, LLC 0.500000% 12622UV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N Y Letter of Credit Citibank NA N/A N/A 114000000.00 113944583.32 0.0031 N 113970360.00 113970360.00 CRC Funding, LLC CRC Funding, LLC 0.460000% 12622UWG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N Y Letter of Credit Citibank NA N/A N/A 44000000.00 43956708.90 0.0012 N 43971400.00 43971400.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.300000% 22532UTK0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 43000000.00 43000000.00 0.0012 N 43004300.00 43004300.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.270000% 22532UVM3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 109000000.00 109000000.00 0.0029 N 109000000.00 109000000.00 Credit Agricole SA Credit Agricole SA 0.310000% 922EHT004 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2013-08-20 2013-08-20 N N N 237000000.00 237000000.00 0.0064 N 237035550.00 237035550.00 Credit Agricole SA Credit Agricole SA 0.280000% 922JUS000 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 59000000.00 59000000.00 0.0016 N 59001180.00 59001180.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D3Y3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 101000000.00 101000000.00 0.0027 N 101018180.00 101018180.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D5B1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-16 2013-10-16 N N N 140000000.00 140000000.00 0.0038 N 140029400.00 140029400.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D6D6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-23 2013-10-23 N N N 54000000.00 54000000.00 0.0015 N 54012420.00 54012420.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D6G9 Certificate of Deposit N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 115000000.00 115000000.00 0.0031 N 115027600.00 115027600.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550D6U8 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 10000000.00 10000000.00 0.0003 N 10001100.00 10001100.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DS83 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 71000000.00 71000000.00 0.0019 N 71007100.00 71007100.00 Credit Suisse AG Credit Suisse AG 0.290000% 22550DV71 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 220000000.00 220000000.00 0.0059 N 220022000.00 220022000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.120000% 22799D001_0.1200_M130701_2M49 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2047-12-15 2.150000 Government Agency Debt 129730000.00 123765991.93 Freddie Mac 2048-06-15 2.630000 Government Agency Debt 2480000.00 2550663.05 Freddie Mac 2052-06-15 4.680000 Government Agency Debt 561722.00 568029.73 Freddie Mac 2053-05-15 3.120000 Government Agency Debt 788353.00 773710.98 GNMA 2039-11-20 2.500000 Government Agency Debt 105802234.00 52335769.41 United States Treasury Department 2014-06-26 0.00 Treasury Debt 4738000.00 4730845.51 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 181102751.00 181102751.00 0.0049 N 181102751.00 181102751.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130821_2M49 0001230485 Other Repurchase Agreement N 144A ARMOR 2005-1A B5 2037-12-10 0.852800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3558000.00 6487.13 144A BACM 2006-2 K 2045-05-10 5.483000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2152250.00 9522.09 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 770000.00 149803.31 144A BCRR 2009-1 1A1 2045-08-17 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2220000.00 2487212.47 144A CCAO 3A C 2028-11-15 7.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3110000.00 3193681.04 144A CCMFC 2005-2A B1 2036-05-25 0.563000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 19610.77 144A CCMFC 2006-1A B1 2046-12-25 0.533000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2014000.00 14416.85 144A CMLT 2008-LS1 J 2049-12-10 6.208400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14300000.00 99618.76 144A COMM 2005-C6 2044-06-10 5.484300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 12098.25 144A CSFB 2003-C4 G 2036-08-15 5.727100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 104614.68 144A CSMC 2007-C2 H 2049-01-15 5.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 97241.67 144A CSMC 2007-C2 J 2049-01-15 5.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15300000.00 140186.24 144A CSMC 2007-C5 D 2040-09-15 6.211800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 255737.56 144A CWHL 2003-R4 B2 2034-01-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1109500.00 196681.04 144A FREMF 2010-K7 B 2020-04-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 239000.00 255458.01 144A FREMF 2011-K702 B 2044-04-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 167647.99 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 427350.38 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 150590.13 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 81400.07 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 73260.07 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 69190.06 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 61050.05 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 61050.05 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 61050.05 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 56980.05 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 48840.04 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 40700.04 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 36630.03 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11105000.00 2424741.10 144A GMSL 2004-A B6 2032-11-25 6.475300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11615000.00 178169.42 144A JPMCC 2007-CB19 G 2049-02-12 5.900900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 165593.18 144A JPMCC 2007-CB19 H 2049-02-12 5.900900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2688000.00 10845.22 144A LBCMT 2007-C3 J 2044-07-15 6.080700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 8958.82 144A LBUBS 2006-C4 J 2038-06-15 6.081300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 158615.20 144A MLMI 2003-A4 B2 2033-07-25 2.666900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1311000.00 10476.16 144A MLMT 2007-C1 E 2050-06-12 6.038200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 101392.17 144A MSC 2007-HQ11 K 2044-02-12 5.884200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 130206.47 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32285000.00 7878640.81 144A RESIF 2005-C B5 2037-09-10 1.242800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5718000.00 3044.17 144A RFMSI 2006-S12 1B1 2021-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112300.00 7323.40 144A SASC 2002-4H B4 2032-02-25 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 579000.00 7748.18 144A WBCMT 2005-C18 N 2042-04-15 4.702000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 459325.00 1510.58 144A WBCMT 2006-C29 K 2048-11-15 5.069000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2024000.00 8099.54 144A WBCMT 2006-C29 L 2048-11-15 5.069000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1350000.00 5402.36 144A WBCMT 2007-C31 K 2047-04-15 5.954100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 36263.18 144A WBCMT 2007-C32 K 2049-06-15 5.936900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 163358.16 ABS BANKAMERICA MANUFACT 2025-12-10 7.930000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2330000.00 3535987.03 ABS BANKAMERICA MANUFACT 2025-12-10 7.930000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2110000.00 3202117.01 AHM 2045-11-25 0.633000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20415765.00 3257.18 AHM 2004-4 1A2 2045-02-25 0.593000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 995111.24 AHM 2007-2 2A 2047-03-25 0.593000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27460000.00 2886926.73 AHMA 2006-6 A1B 2046-12-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 136670000.00 2590353.25 AIRPT 2001-1A A9 2019-03-15 0.742500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 6570.81 AMSI 2006-R2 M3 2036-04-25 0.573000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8500000.00 587806.93 ARMT 2005-5 3A3 2035-09-25 5.138900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1085000.00 894225.02 ARMT 2006-2 6A1 2036-05-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58460000.00 7501405.63 BACM 2006-1 AM 2045-09-10 5.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 495411.02 BACM 2007-1 AJ 2049-01-15 5.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 197156.76 BACM 2007-5 A4 2051-02-10 5.492000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1470000.00 1641323.72 BAFC 2005-F 1A3 2035-09-20 0.591600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14764000.00 15218.98 BAFC 2005-H 3A1 2035-11-20 3.074900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10285000.00 3401695.28 BAFC 2007-B A1 2047-04-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 440000.00 130542.48 BCM 2000-A A4 2030-06-15 8.290000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55356000.00 19294899.21 BOAMS 2005-6 1A15 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1385000.00 576295.56 BSABS 2005-4 M3 2036-01-25 1.093000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4485000.00 1476285.83 BSABS 2006-HE3 M1 2036-04-25 0.553000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 3854512.45 BSMF 2006-AR1 2A2 2036-08-25 0.453000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68678000.00 1668849.28 BSMF 2006-AR5 2A2 2037-01-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39003491.00 1165125.22 BSMF 2006-SL5 1A 2036-12-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7445000.00 377108.86 BSMF 2007-AR3 1A2 2037-03-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 740605.97 BSMF 2007-AR3 21A2 2037-04-25 0.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13955000.00 433658.26 BSSLT 2007-1 2A 2037-08-25 0.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1415000.00 193868.13 CARR 2035-05-25 0.893000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1887732.15 CARR 2036-10-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 3724520.53 CARR 2006-NC5 M1 2037-01-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23957000.00 94822.24 CFLX 2007-2 A1 2037-05-25 0.473000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 127612.24 CMO GE CAPITAL MTGE SVCE 2029-04-25 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4415000.00 426192.54 CMSI 2003-11 B5 2033-12-25 5.443100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 971000.00 43830.37 CMSI 2005-8 B1 2035-11-25 5.389900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4920000.00 1067968.04 CRMSI 2007-2 M1 2037-06-25 5.990800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6714000.00 3329278.54 CSFB 2005-4 2A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3057500.00 1783079.26 CSFB 2005-9 2A1 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 81243.44 CSFB 2005-C1 AJ 2038-02-15 5.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1808000.00 1868784.31 CSMC 2008-3R 2037-07-26 5.631300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 628135.00 13112.85 CSMC 2009- 9R 2037-01-26 5.209500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 420758.74 CSMC TR 2013-IVR1 2043-03-25 3.488400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 147865.33 CSMC TR 2013-IVR1 2043-03-25 3.488400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 132300.56 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625000.00 615075.19 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 153452.69 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 88570.83 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 31593.20 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 24603.01 CWALT 05-27 2035-08-25 0.983000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22664000.00 403646.69 CWALT 2005-17 1A3 2035-06-25 0.533000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3460000.00 25274.06 CWALT 2005-17 2A3 2035-07-25 0.533000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5303520.00 4644.60 CWALT 2005-21CB A6 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5220000.00 941693.36 CWALT 2005-24 3A2 2035-07-20 0.591600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20300000.00 12922.85 CWALT 2005-24 4A3 2035-07-20 0.561600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4712960.00 13169.36 CWALT 2005-81 A2 2037-02-25 0.543000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68241800.00 1916921.83 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4670000.00 1064662.09 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2090000.00 476476.18 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1490000.00 339688.76 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1265000.00 288393.48 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 797000.00 181699.29 CWALT 2006-OA10 2A2 2046-08-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22090000.00 497832.55 CWALT 2006-OA11 A1B 2046-09-25 0.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8625000.00 2943485.36 CWALT 2007-OA8 2A2 2047-06-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16450000.00 882460.13 CWALT 2007-OH1 A2C 2047-04-25 0.503000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4949000.00 9877.80 CWHEL 2037-06-15 0.342500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20425000.00 3824847.32 CWHEL 2004-I A 2034-02-15 0.482500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73470000.00 3876867.11 CWHEL 2004-K 2A 2034-02-15 0.492500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149133939.00 5662053.28 CWHEL 2004-S 1A 2030-02-15 0.432500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53615000.00 3733171.54 CWHEL 2006-E 2A 2036-07-15 0.332500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18925000.00 2260410.12 CWHEL 2006-H 2A1A 2036-11-15 0.342500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 91870000.00 13191520.51 CWHL 2004-3 B2 2034-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1050000.00 2811.02 CWHL 2004-5 B2 2034-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2625000.00 56649.50 CWHL 2005-28 A10 2035-12-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2165000.00 191361.12 CWL 2033-11-25 5.831700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8992500.00 2033972.71 CWL 2037-05-25 1.543000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2052292.97 CWL 2004-ECC1 M3 2034-09-25 1.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 106206.18 CWL 2005-12 M2 2036-02-25 0.683000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 2219771.62 CWL 2005-15 M1 2036-04-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6100000.00 2610132.65 CWL 2005-16 2AF3 2036-05-25 5.147500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 114857100.00 90279907.09 CWL 2005-17 1AF3 2036-05-25 5.279200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25235000.00 20042422.23 CWL 2005-BC4 M7 2035-08-25 1.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3916000.00 1089215.88 CWL 2006-11 1AF4 2046-09-25 5.318900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8040000.00 5777790.12 CWL 2006-22 2A4 2037-05-25 0.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1394617.11 CWL 2006-23 2A4 2037-11-25 0.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1601452.08 CWL 2006-BC5 2A4 2037-03-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6109000.00 2319098.68 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7590000.00 3762525.88 CWL 2007-10 2A3 2047-06-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 5524400.47 CWL 2007-3 2A2 2047-05-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11695000.00 10181295.28 CWL 2007-5 2A4 2047-09-25 0.513000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 2336428.02 CWMBS INC 2005-7 2035-03-25 0.553000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4275000.00 95961.62 Fannie Mae 2043-06-01 3.000000 Government Agency Debt 1550000.00 1517953.84 FFMER 2007-1 A2D 2037-04-25 0.533000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6439000.00 3076215.96 FFMER 2007-2 A2C 2037-05-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6245430.00 3737556.77 FFML 2035-07-25 0.793000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8092000.00 4992343.77 FFML 2004-FF1 B1 2034-11-25 2.593000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8250000.00 400676.22 FHAMS 2005-FA10 1A7 2036-01-25 0.993000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1640000.00 427545.29 FHASI 2005-6 B1 2035-11-25 5.435500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4202000.00 12204.22 FHASI 2005-AR2 B1 2035-06-25 3.540900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3223000.00 506808.54 FHASI 2006-4 B1 2037-02-25 5.770000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1.60 FHMS K020 X1 2040-05-25 1.611500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6430000.00 645870.37 FTST 2006-4TS A 2028-12-13 5.401000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2395000.00 2673103.64 GCCFC 2049-12-10 6.252200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 182408.43 GMACM 2005-HE1 A2 2035-08-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2475000.00 768584.49 GPMF 2006-AR3 4A1 2035-09-25 0.403000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12655000.00 3751506.73 GPMF 2006-OH1 A1 2037-01-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18715000.00 5907159.70 GPMF 2006-OH1 A1 2037-01-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1635000.00 516067.65 GREENPOINT MTGE FUNDING T 2036-02-25 0.483000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1290000.00 268277.91 GSAA 2005-7 M1 2035-05-25 4.859000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 890000.00 116784.23 GSAMP 2007-FM1 A2C 2036-12-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8040000.00 3940906.91 GSR 2007-2F 3A3 2037-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7060000.00 1679319.96 GT 2029-05-15 6.970000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2160000.00 438024.07 GT 2029-05-15 6.970000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 665000.00 134854.63 GT 1999-5 A5 2030-03-01 7.860000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5405000.00 2905936.98 HEAT 2004-5 M5 2034-11-25 1.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 392206.19 HVMLT 2005-15 3A12 2045-10-20 0.461600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 23860.78 IMSA 2005-2 A2C 2036-03-25 0.473000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3975000.00 1535354.49 IMSA 2007-1 A2 2037-03-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1565000.00 874664.32 IMSA 2007-1 A2 2037-03-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 231939.74 INDA 2007-AR4 1A2 2037-08-25 3.258700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11465767.00 8677.06 INDX 2006-AR27 1A3 2036-10-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4400000.00 2075394.69 JPMAC 2005-OPT1 M4 2035-06-25 0.813000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2361007.33 JPMAC 2007-CH5 A3 2037-05-25 0.303000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15810000.00 13772026.11 JPMCC 2008-C2 A4 2051-02-12 6.068000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1235000.00 1359593.02 LMT 2007-8 3A1 2037-09-25 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 982700.00 280135.54 LXS 2006-4N A1D1 2046-04-25 0.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10994400.00 3312685.67 LXS 2007-12N 1A3A 2047-07-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1360000.00 620975.53 MABS 2036-11-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9300000.00 3462278.29 MLCFC 2007 8 J 2049-08-14 6.093300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4410000.00 39270.45 MLCFC 2007-7 B 2050-06-12 5.927600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30395000.00 1915058.50 MLMI 2006-FF1 B1 2036-08-25 0.943000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3700000.00 295217.78 MSAC 2004-HE9 M3 2034-11-25 1.213000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 3214273.45 MSAC 2005-HE4 M4 2035-07-25 0.783000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4750000.00 755398.40 MSC 2007-IQ14 AJFX 2049-04-15 5.912800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 900030.88 OOMLT 2005-4 M3 2035-11-25 0.683000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3607600.00 1140113.47 OOMLT 2007-4 2A2 2037-04-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1660000.00 849749.76 RALI 2003-QS1 M3 2033-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2467005.00 238221.40 RALI 2005-QS16 A9 2035-11-25 0.893000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2835000.00 683281.29 RALI 2006-QO3 A2 2046-04-25 0.453000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7426000.00 1543724.44 RALI 2006-QO3 A3 2046-04-25 0.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6340000.00 1336812.62 RALI 2006-QS2 1A10 2036-02-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4460000.00 1388066.15 RALI 2006-QS2 1A10 2036-02-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2490000.00 774951.73 RAMC 2006-3 AF4 2036-11-25 5.812000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3711110.00 2211174.39 RASC 2006-EMX2 M1 2036-02-25 0.593000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9085000.00 6432211.45 RAST 2005-A10 A4 2035-09-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4260000.00 3620283.30 RAST 2007-A1 A1 2037-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5930800.00 3237564.96 RFMS2 2006-HSA2 AII 2036-02-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40888500.00 2304128.67 SACO 2006-10 A 2036-10-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33303000.00 1339747.88 SACO 2006-8 A 2036-06-25 0.333000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33570000.00 4289859.91 SACO 2006-9 A1 2036-08-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 56913200.00 6198458.69 SAMI 2006-AR3 3A1 2036-02-25 0.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4535000.00 468931.26 SARM 2037-05-25 0.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5670000.00 1802327.75 SARM 2005-18 3A2 2035-09-25 2.861100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17050000.00 465562.75 SARM 2006-2 5-A1 2036-03-25 5.189200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1801800.00 462112.25 SARM 2008-1 A32 2037-10-25 2.521600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 493000.00 27525.43 SASC 2003-26A B3 2033-09-25 2.640300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7529000.00 17068.00 SBM7 1997-LB6 B2 2027-12-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7544000.00 1161877.17 SEMT 2012-3 A2 2042-07-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 200496.30 TBW 2006-6 A2A 2037-01-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9220000.00 3042051.39 THORNBURG MORTGAGE SECURI 2035-10-25 4.441700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 860000.00 48571.01 TMST 2008-1 1A2 2038-03-25 2.501300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8921000.00 17835.40 WAMU 2005-AR16 1A5 2035-12-25 2.486100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 595000.00 24773.13 WAMU 2005-AR4 B1 2035-04-25 2.459200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 30832.41 WAMU 2007-HY6 2A1 2037-04-30 4.637700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2290700.00 814143.31 WFMBS 2006-AR8 3A3 2036-04-25 2.707300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 49456.27 WMALT 2005-3 1CB3 2035-05-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6025000.00 1225848.70 WMALT 2005-3 1CB3 2035-05-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 10173.02 WMALT 2005-4 CB3 2035-06-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2230000.00 483170.19 First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 360000000.00 360000000.00 0.0097 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 360000000.00 360000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZL002_0.6800_M130826_2M49 0001230485 Other Repurchase Agreement N 144A ARMOR 2005-1A B2 2037-12-10 0.642800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5693000.00 677034.54 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1405000.00 273342.40 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1350000.00 262642.17 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 54473.93 144A BAYV 2005-A A1 2040-02-28 1.193200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4220000.00 1841713.88 144A CBAC 2006-2A A 2039-01-25 5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 785000.00 259548.23 144A CCMFC 2005-1A B1 2036-01-25 0.563000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7780000.00 317170.35 144A COMM 2006-FL12 B 2020-12-15 0.362500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 975000.00 620646.49 144A COMM 2010-C1 A3 2046-07-10 4.205000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2370000.00 2501619.83 144A CSFB 2003-C4 G 2036-08-15 5.727100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 538018.37 144A DBUBS 2011-LC1A A1 2046-11-10 3.742000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2855000.00 2867448.37 144A DBUBS 2011-LC1A A2 2046-11-10 4.528000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 509950.18 144A FREMF 2010-K7 B 2020-04-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 534430.98 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 272690.24 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315000.00 256410.23 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 231990.21 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 134310.12 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 109890.10 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 40700.04 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 40700.04 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 32560.03 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1410000.00 307868.97 144A GCCFC 2007-GG9 G 2039-03-10 5.662000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1239000.00 65457.61 144A GSMS 2009-RR1 JPB 2045-05-17 5.373900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 198326.59 144A GSMS 2010-C2 D 2043-12-10 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 94658.90 144A MONT 2006-1A A1B 2042-09-06 0.513100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140380000.00 31826665.67 144A MSBAM 2012-C5 E 2045-08-15 4.862000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 121701.93 AHM 2006-3 11A2 2046-12-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 671051.00 AHM 2006-3 12A2 2046-12-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 384661.93 AHM 2007-2 11A2 2047-03-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36975000.00 676836.95 AHMA 2006-6 A1B 2046-12-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 89680000.00 1699735.71 AHMA 2007-3 12A1 2037-06-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11560000.00 1353920.87 BACM 2004-3 A5 2039-06-10 5.743000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 366185.30 BACM 2004-6 A3 2042-12-10 4.512000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000.00 1016.52 BAFC 2005-H 3A1 2035-11-20 3.074900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1005000.00 332397.06 BAFC 2007-B A1 2047-04-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 66754.68 BALTA 2006-1 11A2 2036-02-25 0.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7876000.00 100590.44 BALTA 2006-8 1A1 2046-06-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2620000.00 328106.39 BSARM 2006-4 2A1 2036-08-31 2.756000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16053348.00 4978440.14 BSARM 2007-1 3A1 2047-02-25 5.016800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7560000.00 2647263.92 BSARM 2007-3 1A1 2047-05-25 2.878400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8387535.00 3163124.35 BSARM 2007-5 3A1 2047-08-25 5.189600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14603462.00 5374082.30 BSCMS 2005-PW10 AAB 2040-12-11 5.382000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 113171.79 BSCMS 2005-PWR7 A2 2041-02-11 4.945000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 63000.00 3719.67 BSCMS 2006-PW13 A4 2041-09-11 5.540000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 243951.41 BSMF 2036-11-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44518000.00 376623.49 BSMF 2006-AR1 2A2 2036-08-25 0.453000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5185000.00 125993.53 BSMF 2006-AR3 1A2A 2036-10-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 261811.04 CFLX 2007-M1 1A1 2037-08-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1888087.00 258024.58 CHASE 2007-A1 1M 2037-02-25 2.884800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6605000.00 637349.74 CHEVY 2005-C 2046-09-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10993000.00 539060.49 CMALT 2006-A1 1A4 2036-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7079.18 CMLTI 2006-NCB1 2A3 2036-05-15 0.382500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17038000.00 8823760.67 CSMC 2007-C2 2017-04-15 5.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11477000.00 51694.32 CSMC TR 2013-IVR1 2043-03-25 3.488400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405000.00 315186.63 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 127935.64 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 90266.29 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 67699.72 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58000.00 57078.98 CWALT 2037-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17100000.00 6736263.95 CWALT 2046-12-20 0.441600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7852000.00 316969.32 CWALT 2005-59 1A2A 2035-09-30 0.571600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2775000.00 106650.85 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1790000.00 408082.47 CWALT 2005-J10 2A3 2035-10-25 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13625000.00 3270133.93 CWALT 2007-7T2 A8 2037-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 4147393.85 CWALT 2007-OA8 2A2 2047-06-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3650000.00 195804.22 CWHL 2038-02-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3525000.00 1281947.12 CWHL 2003-42 B1 2033-10-25 3.016300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2700000.00 63045.88 CWHL 2004-11 3A1 2034-07-25 4.797100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4680000.00 996580.02 CWHL 2005-1 1A2 2035-03-25 0.543000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13500000.00 161292.28 CWHL 2005-7 IB1 2035-03-25 1.043000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2281000.00 120332.78 CWHL 2005-9 2A2 2035-05-25 0.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13479000.00 44828.55 CWHL 2005-HYB8 3A2 2035-12-20 2.610900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2162000.00 213115.19 CWHL 2006-3 1A3 2036-03-25 0.583000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12022500.00 14226.60 CWHL 2006-OA5 1A2 2046-04-25 0.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 536300.00 16346.20 CWL 2037-09-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 595000.00 417999.90 CWL 2046-01-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5535000.00 4117492.77 CWL 2006-20 2A4 2047-04-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15339000.00 5664389.74 CWL 2006-S1 A3 2021-08-25 5.597000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4825000.00 3042687.45 DBALT 2007-AR3 2A4 2037-06-25 0.543000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 56856.85 DSLA 2036-09-19 0.501600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8373000.00 1040924.75 DSLA 2045-01-19 0.791600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 5933.02 DSLA 2005-AR3 2A1C 2045-07-19 0.511600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36957000.00 876035.88 Fannie Mae 2043-06-01 3.000000 Government Agency Debt 40000.00 39173.00 FHAMS 2004-AA4 B1 2034-10-25 2.353200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9545000.00 893946.41 FHAMS 2005-FA10 1A7 2036-01-25 0.993000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 57353.64 FHAMS 2006-AA3 A1 2036-06-25 2.319300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90500.00 21501.43 FHASI 2005-AR1 B1 2035-04-25 3.659800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5821000.00 1211835.44 GCCFC 2049-12-10 6.252200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 182408.43 GMACM 2004-AR1 2M2 2034-06-25 3.822900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 977400.00 35132.31 GMACM 2006-HE1 A 2036-11-25 0.403000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 141842.54 GPMF 2006-AR2 3A2 2036-03-25 0.513000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1353448.00 22581.70 GRANM 2006-3 A4 2054-12-20 0.171600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1275000.00 368792.71 GSAA 2036-11-25 0.253000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15290000.00 1336236.47 GSR 2005-AR7 5A1 2035-11-25 5.099300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3135000.00 1106330.00 GSR 2007-2F 3A3 2037-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7450000.00 1772086.93 GSR 2007-2F 3A3 2037-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4335000.00 1031140.52 HEAT 2006-6 2A4 2036-11-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6725000.00 1633328.23 HEAT 2007-3 2A2 2037-08-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 133610.01 JPMCC 2005-CB13 A2FL 2043-01-12 0.317500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3129000.00 135456.10 JPMCC 2006-LDP9 A2SF 2047-05-15 0.312500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 835000.00 559299.01 JPMMT 2005-A3 2BA1 2035-06-25 2.697100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8750000.00 33728.20 JPMMT 2007-A2 4A1 2037-04-25 5.461700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7360000.00 662144.76 LBMLT 2036-08-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11485000.00 5130813.37 LXS 2007-7N 2A1B 2047-06-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 6924.33 MLMI 2006-A3 6A2 2036-05-25 5.342100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2166850.00 257423.96 MSC 2007-IQ14 AJFX 2049-04-15 5.912800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 560000.00 372913.01 MSC 2007-IQ14 AJFX 2049-04-15 5.912800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355000.00 236400.21 MSM 2007-14AR 3A2 2037-10-25 4.858700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4927000.00 4687.19 NAA 2004-AR1 CB1 2034-08-25 0.967200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 308959.87 NHEL 2006-6 A2C 2037-01-25 0.363000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17683100.00 6018197.01 RAAC 2005-SP1 M3 2034-09-25 5.528600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 323000.00 7932.54 RALI 2002-QS12 M3 2032-09-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2786600.00 439168.37 RALI 2003-QS19 M2 2033-10-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 190601.23 RALI 2005-QS16 A9 2035-11-25 0.893000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 10845.73 RALI 2005-QS4 A6 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1102211.06 RAST 2006-A12 A3 2036-11-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 4567478.48 RFMSI 2003-S11 M3 2018-06-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 711200.00 47882.69 RFMSI 2003-S6 M3 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 53679.49 RFMSI 2007-S5 A9 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 635000.00 7932.61 SARM 2005-18 3A2 2035-09-25 2.861100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1937000.00 52891.21 SARM 2006-2 5-A1 2036-03-25 5.189200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10055400.00 2578934.16 SARM 2007-3 3A1 2047-04-25 5.163400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8360000.00 2618613.08 SASC 2003-9A B2II 2033-03-25 2.503100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 162127.77 SASC 2005-NC2 M5 2035-05-25 0.813000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 190434.34 SAST 2005-4 M1 2035-12-21 0.633000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16997900.00 14107232.42 SEMT 2007-4 4A2 2047-07-20 4.942400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2788000.00 331284.82 STARM 2007-1 1A1 2037-02-25 2.959300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16898671.00 6154110.64 WAMU 2005-AR16 1A5 2035-12-25 2.486100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 6661.68 WAMU 2007-HY3 1A1 2037-03-25 2.290600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14070000.00 4193913.86 WAMU 2007-HY6 2A1 2037-04-30 4.637700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16254300.00 5776980.64 WFMBS 2006-AR11 A7 2036-08-25 4.154600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10296500.00 79121.06 WFMBS06-AR2 IIA6 2036-03-25 2.640500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6608000.00 44026.11 WMALT 2005-3 1CB3 2035-05-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7360000.00 1497468.29 WMALT 2005-3 1CB3 2035-05-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 35605.56 WMALT 2007-HY2 1A1 2037-04-25 2.988000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000000.00 3312577.34 WMALT 2007-OA3 4AB 2047-04-25 0.944100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1360000.00 135042.75 WMLT 2005-A 3A2 2035-08-20 2.951600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2785000.00 28804.58 First Tier Security N/A N/A 2013-08-26 2013-08-26 N N N 160000000.00 160000000.00 0.0043 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 160000000.00 160000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.710000% 988WZL002_0.7100_M130703_2M49 0001230485 Other Repurchase Agreement N 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2240000.00 435791.45 144A BLACK 2012-1A D 2023-02-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4867003.00 3858292.26 144A BSCMS 2006-PW13 K 2041-09-11 5.255000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 865000.00 36690.48 144A CCAO 3A C 2028-11-15 7.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 138632.46 144A CMSI 2004-5 B4 2034-08-25 5.323900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 10935.44 144A FREMF 2013-K25 C 2045-11-25 3.616900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155000.00 126170.11 144A MASD 2006-1 M2 2036-01-25 1.793000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1972000.00 58243.73 144A ORPT 2006-1A A 2051-11-03 0.328700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44790000.00 10930287.19 144A SASC 2006-ARS1 A1 2036-02-25 0.303200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25446700.00 862853.87 ABS BANKAMERICA MANUFACT 2025-12-10 7.930000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7580000.00 11503339.78 ABS BOMBARDIER CAP 00A 2030-06-15 7.830000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32410000.00 10730415.47 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 39185000.00 17174362.12 ARMT 2005-5 3A3 2035-09-25 5.138900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 61812.79 ARSI 2005-W2 M1 2035-10-25 0.683000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8785000.00 6580034.76 BAFC 2007-B A1 2047-04-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 80105.61 BASIC 2006-1 M1 2036-04-25 0.573000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6196000.00 170045.97 BCM 2000-A A2 2030-06-15 7.575000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34835000.00 11211822.34 BSABS 2005-HE8 M3 2035-08-25 1.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 779897.96 BSMF 2006-AR1 2A2 2036-08-25 0.453000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 720000.00 17495.73 BSMF 2007-AR3 21A2 2037-04-25 0.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16045000.00 498606.01 CD 2048-10-15 5.688000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2982500.00 2618521.47 CMLTI 2005-5 1A1 2035-08-25 0.571700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 9266.25 CSFB 2005-4 2A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 64150.03 CSFB 2005-9 2A1 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 464248.25 CSFB 2005-C1 AJ 2038-02-15 5.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 51680.98 CSMC 2040-09-15 5.869000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 53936.65 CSMC TR 2013-IVR2 2043-04-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 28223.33 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 492060.15 CSMC TR 2013-IVR2 2043-04-25 3.458500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 418251.13 CWALT 2046-05-20 0.401600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 33779.27 CWALT 2005-21CB A6 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 14432.08 CWALT 2005-9CB 1A1 2035-05-25 0.693000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 980000.00 223419.45 CWALT 2006-6CB 2A1 2036-05-25 0.893000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 54900000.00 12318237.93 CWALT 2006-OA10 4A2 2046-08-25 0.423000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33133400.00 537902.16 CWALT 2006-OA17 1A2A 2046-12-20 0.441600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 640946.98 CWALT 2006-OA18 A2 2046-12-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 56925000.00 5073207.78 CWALT 2006-OA19 A2 2047-02-20 0.441600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19490000.00 469722.03 CWL 2006-11 1AF3 2046-09-25 5.318900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 6014975.55 CWL 2006-11 1AF5 2046-09-25 5.318900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000000.00 19929322.60 CWL 2006-16 2A2 2046-12-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17435000.00 8742251.83 CWL 2006-17 M2 2047-03-25 0.503000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 2960.05 CWL 2006-20 M2 2047-04-25 0.483000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6500000.00 4197.49 CWL 2007-2 M2 2037-08-25 0.453000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 13757.58 CWL 2007-7 M2 2047-10-25 0.553000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 16872.20 CWL 2007-8 M2 2037-11-25 0.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 9662.99 CWL 2007-S1 A3 2036-11-25 5.810000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48400000.00 22693814.97 CWL 2007-S2 A2 2037-05-25 5.649000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23050000.00 7137963.60 CWMBS INC 2005-7 2035-03-25 0.553000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32755000.00 735256.83 DBALT 2006-AF1 A4 2036-04-25 0.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3875000.00 1747517.04 DSLA 2005-AR1 2A1B 2045-03-19 0.511600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18900000.00 853566.30 FFML 2004-FFH3 M4 2034-10-25 1.798000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 75172.31 GABS OAKWOOD MTGE INVESTORS 2029-11-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 211080.67 GPMF 2006-OH1 A1 2037-01-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 605000.00 190960.81 GSAMP 2006-S3 A2 2036-05-25 5.769000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11800000.00 877197.06 GSR 2007-2F 3A3 2037-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2190000.00 520922.20 GT 2029-05-15 6.970000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2465000.00 499874.69 HEMT 2036-07-25 5.867200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14354000.00 622289.91 HEMT 2006-5 A2 2037-01-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10819877.00 102712.18 HVMLT 2036-02-19 0.431600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1450000.00 382517.51 HVMLT 2005-15 3A12 2045-10-20 0.461600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 11930.39 IMSA 2007-1 A2 2037-03-25 0.353000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3420000.00 1911407.01 LABS 01-B M2 2028-03-15 7.170000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 54089802.00 17518062.74 LBMLT 2005-WL1 3M3 2045-06-25 0.843000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6109000.00 64425.79 LBMLT 2006-A A1 2036-05-25 0.283000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 57531700.00 5121396.00 LXS 2006-16N A4B 2046-11-25 0.433000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 12756.36 LXS 2007-12N 1A3A 2047-07-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 36527.97 LXS 2007-6 3A7 2037-05-25 5.473500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19084000.00 2508026.42 LXS 2007-7N 2A1B 2047-06-25 0.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6435000.00 2227901.83 MABS 2004-WMC3 M6 2034-10-25 1.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4285000.00 22634.60 MARM 2006-2 5A1 2036-05-25 2.820700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17570000.00 4708933.96 MLMBS 2007-3 3A2 2037-06-25 5.632900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9919000.00 118501.56 MLMI 2007-SL1 A1 2037-02-25 0.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20986300.00 972868.83 MORGAN STANLEY CAPITAL I INC. 2033-03-25 2.173000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4073000.00 242737.41 MSAC 2034-12-25 0.963000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6295000.00 718456.36 MSAC 2005-WMC3 B1 2035-03-25 1.393000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3872075.00 77412.44 MSAC 2006-HE6 A2C 2036-09-25 0.343000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4230015.00 1933910.25 MSAC 2007-HE7 A2B 2037-07-25 1.193000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2430000.00 1142356.15 MSAC 2007-NC2 A2D 2037-02-25 0.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 78300.00 42872.51 MSC 2007-IQ14 AJFX 2049-04-15 5.912800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 915000.00 609313.22 MSDWC 2002-NC3 M2 2032-08-25 1.493000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17283000.00 1071931.39 NEW CENTURY HOME EQUITY L 2035-12-25 0.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1345627.00 540836.00 OAK 2000-D A4 2030-07-15 7.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1045000.00 657208.40 OAKWOOD MORTGAGE INVESTORS IN 2026-10-15 8.392000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12500000.00 7396730.04 RALI 2046-04-25 0.403000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26793000.00 4896600.45 RALI 2006-QO3 A2 2046-04-25 0.453000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1840000.00 382501.07 RAMP 2036-08-25 0.573000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6300000.00 78299.70 RFMS2 2005-HSA1 AI5 2035-12-25 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2298142.61 SABR 2006-WM1 M1 2035-12-25 0.593000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 211141.82 SAMI 2006-AR3 3A1 2036-02-25 0.383000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6780000.00 701070.33 TBW 2006-6 A2A 2037-01-25 0.373000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18775000.00 6194632.85 WMALT 2005-4 CB3 2035-06-25 0.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 8666.73 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 204000000.00 204000000.00 0.0055 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 204006120.00 204006120.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.050000% 992JYD004_0.0500_M130703_2M49 0001230485 Government Agency Repurchase Agreement Y Fannie Mae 2033-03-01 3.000000 Government Agency Debt 12650000.00 12656897.58 Fannie Mae 2039-12-01 4.500000 Government Agency Debt 17429017.00 11827157.68 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 24000000.00 24000000.00 0.0006 N 24000000.00 24000000.00 Deutsche Bank AG Deutsche Bank AG 0.360000% 25155BB53 Certificate of Deposit N First Tier Security N/A N/A 2013-12-19 2013-12-19 N N N 71000000.00 71000000.00 0.0019 N 71000000.00 71000000.00 Deutsche Bank AG Deutsche Bank AG 0.460000% 25155BHS7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 418000000.00 418000000.00 0.0113 N 418041800.00 418041800.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKL8 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 294000000.00 294000000.00 0.0079 N 294543900.00 294543900.00 Deutsche Bank AG Deutsche Bank AG 0.730000% 25155BKN4 Certificate of Deposit N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 19000000.00 19000000.00 0.0005 N 19035150.00 19035150.00 Deutsche Bank AG Deutsche Bank AG 0.440000% 25155BNS0 Certificate of Deposit N First Tier Security N/A N/A 2013-08-29 2013-08-29 N N N 70000000.00 70000000.00 0.0019 N 70031500.00 70031500.00 Deutsche Bank AG Deutsche Bank AG 0.410000% 25155BRW7 Certificate of Deposit N First Tier Security N/A N/A 2013-09-20 2013-09-20 N N N 9000000.00 9000000.00 0.0002 N 9003600.00 9003600.00 Deutsche Bank AG Deutsche Bank AG 0.380000% 25155BUZ6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 87000000.00 87000000.00 0.0023 N 87026970.00 87026970.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BYV1 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 4000000.00 4000000.00 0.0001 N 4000840.00 4000840.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BYX7 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 89000000.00 89000000.00 0.0024 N 89018690.00 89018690.00 Deutsche Bank AG Deutsche Bank AG 0.370000% 25155BZL2 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 6000000.00 6000000.00 0.0002 N 6001260.00 6001260.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 21599B009_0.2500_M130701_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2028-04-01 2.500000 Government Agency Debt 71889268.00 71500777.94 GNMA 2042-10-20 2.000000 Government Agency Debt 42085838.00 39625719.95 GNMA 2043-05-20 3.500000 Government Agency Debt 93540230.00 95942026.80 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 200000000.00 200000000.00 0.0054 N 200000000.00 200000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.230000% 988WSY002_0.2300_M130701_2M49 0001074042 Other Repurchase Agreement N ABBOTT LABS COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499971.20 ALLSTATE CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1384229.70 AMERICAN GREETINGS CORP CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499984.64 ARBITRON INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 33655.44 BALL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499973.30 BERRY PLASTICS GROUP INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 14333.76 BLOCK H & R INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499992.38 BOSTON SCIENTIFIC CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499992.58 BROWN FORMAN CORP CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499985.60 CENTERPOINT ENERGY INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499977.44 GENWORTH FINL INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499994.66 HARSCO CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 467461.44 HERSHEY CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499920.80 INGERSOLL-RAND PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499950.19 ISHARES INC MSCI MEX 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499992.64 LOEWS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499987.00 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499983.03 SPRINT NEXTEL CORP COM SER 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499995.02 TARGA RES CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 536955.01 TIME WARNER INC COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499966.44 TOTAL SYS SVCS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 563907.84 TRAVELERS COMPANIES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499947.80 VULCAN MATLS CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499962.50 WHIRLPOOL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499897.42 WYNDHAM WORLDWIDE CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1499982.66 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 30000000.00 30000000.00 0.0008 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 30000000.00 30000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M130705_2M49 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2042-06-15 6.500000 Government Agency Debt 34883101.00 33280000.74 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 32000000.00 32000000.00 0.0009 N 32000000.00 32000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.110000% 99ETSZ007_0.1100_M130705_2M49 0001074042 Government Agency Repurchase Agreement Y Freddie Mac 2041-05-15 0.749000 Government Agency Debt 75234755.00 32323542.89 Freddie Mac 2042-06-15 6.500000 Government Agency Debt 18531647.00 17680000.01 GNMA 2024-12-16 4.000000 Government Agency Debt 30000000.00 15489356.91 GNMA 2032-05-20 6.000000 Government Agency Debt 10709000.00 4239243.17 GNMA 2033-07-16 5.000000 Government Agency Debt 5000000.00 5660200.00 GNMA 2033-08-20 5.000000 Government Agency Debt 16021.00 18012.23 GNMA 2033-11-16 5.500000 Government Agency Debt 15481102.00 17528524.18 GNMA 2036-07-20 6.000000 Government Agency Debt 5000000.00 5676415.00 GNMA 2036-10-16 2.500000 Government Agency Debt 21371427.00 15539200.04 GNMA 2037-06-16 5.784000 Government Agency Debt 1000000.00 1108583.00 GNMA 2037-09-20 3.000000 Government Agency Debt 13947576.00 14009940.39 GNMA 2037-09-20 6.500000 Government Agency Debt 546818.00 614672.46 GNMA 2038-12-20 4.000000 Government Agency Debt 8672500.00 5464345.13 GNMA 2039-01-16 1.350000 Government Agency Debt 15000000.00 14887729.77 GNMA 2040-04-16 2.500000 Government Agency Debt 30000000.00 12887739.95 GNMA 2040-07-20 4.500000 Government Agency Debt 5400000.00 1794362.28 GNMA 2040-12-20 6.500000 Government Agency Debt 25771942.00 28961496.78 GNMA 2040-12-20 6.500000 Government Agency Debt 3214286.00 3615392.35 GNMA 2041-08-20 3.000000 Government Agency Debt 646527.00 609953.61 GNMA 2041-08-20 3.000000 Government Agency Debt 602562.00 572078.32 GNMA 2041-10-20 6.500000 Government Agency Debt 5129598.00 5542261.76 GNMA 2041-11-20 3.000000 Government Agency Debt 1013141.00 969681.30 GNMA 2041-11-20 6.500000 Government Agency Debt 17522127.00 19835171.26 GNMA 2042-01-20 2.000000 Government Agency Debt 9660000.00 9251493.43 GNMA 2042-01-20 3.000000 Government Agency Debt 923000.00 858037.41 GNMA 2042-02-20 1.500000 Government Agency Debt 8368334.00 7505528.86 GNMA 2042-02-20 2.000000 Government Agency Debt 8368332.00 7687628.63 GNMA 2042-02-20 2.000000 Government Agency Debt 1486883.00 1470083.92 GNMA 2042-02-20 3.000000 Government Agency Debt 10979840.00 10387422.73 GNMA 2042-02-20 3.000000 Government Agency Debt 1000.00 978.25 GNMA 2042-02-20 3.500000 Government Agency Debt 1000.00 1012.35 GNMA 2042-03-20 7.000000 Government Agency Debt 1372791.00 1394183.63 GNMA 2042-05-16 1.750000 Government Agency Debt 1500000.00 1263106.78 GNMA 2042-07-20 0.541600 Government Agency Debt 1100000.00 842744.74 GNMA 2042-07-20 1.000000 Government Agency Debt 23949649.00 21565764.17 GNMA 2042-07-20 2.000000 Government Agency Debt 3000000.00 2948849.31 GNMA 2042-07-20 2.000000 Government Agency Debt 2338281.00 1954236.06 GNMA 2042-07-20 3.000000 Government Agency Debt 17806069.00 16965551.32 GNMA 2042-07-20 3.000000 Government Agency Debt 8807931.00 8708515.08 GNMA 2042-07-20 3.000000 Government Agency Debt 9505000.00 8358392.84 GNMA 2042-07-20 3.000000 Government Agency Debt 8489381.00 8068384.11 GNMA 2042-07-20 3.000000 Government Agency Debt 1000.00 999.92 GNMA 2042-08-16 6.500000 Government Agency Debt 111111.00 125910.08 GNMA 2042-08-20 2.500000 Government Agency Debt 6079885.00 5567240.70 GNMA 2042-08-20 2.500000 Government Agency Debt 5634422.00 4854927.89 GNMA 2042-08-20 3.000000 Government Agency Debt 9653000.00 8764113.15 GNMA 2042-08-20 3.000000 Government Agency Debt 4402000.00 4056227.30 GNMA 2042-08-20 6.500000 Government Agency Debt 21739375.00 25155408.97 GNMA 2042-10-16 2.000000 Government Agency Debt 29082000.00 27111541.30 GNMA 2042-10-20 2.000000 Government Agency Debt 9187855.00 8650781.03 GNMA 2042-10-20 2.000000 Government Agency Debt 3998000.00 3115173.63 GNMA 2043-01-20 3.000000 Government Agency Debt 23284624.00 23322874.05 GNMA 2043-01-20 6.500000 Government Agency Debt 8781243.00 9946623.81 GNMA 2043-01-20 6.500000 Government Agency Debt 1228572.00 1412308.54 GNMA 2043-01-20 6.500000 Government Agency Debt 785714.00 896488.10 GNMA 2043-04-16 2.700000 Government Agency Debt 4000000.00 3358191.00 GNMA 2043-05-20 3.000000 Government Agency Debt 7737000.00 6895322.72 GNMA 2044-02-16 2.150000 Government Agency Debt 14000000.00 13195259.00 GNMA 2045-03-16 1.800000 Government Agency Debt 10000000.00 9878700.15 GNMA 2047-04-16 2.211000 Government Agency Debt 50000.00 48996.97 GNMA 2050-12-16 3.074100 Government Agency Debt 4100000.00 3250014.62 GNMA 2051-12-16 2.650000 Government Agency Debt 4500000.00 3814076.25 GNMA 2052-10-16 2.650000 Government Agency Debt 5000000.00 4259792.50 GNMA 2052-10-16 2.700000 Government Agency Debt 32800000.00 28906246.40 GNMA 2052-11-16 1.826000 Government Agency Debt 8189822.00 7922781.82 GNMA 2053-06-16 2.450000 Government Agency Debt 16000000.00 14510184.00 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 532000000.00 532000000.00 0.0143 N 532000000.00 532000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.120000% 99ETSZ007_0.1200_M130705_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2026-07-01 3.500000 Government Agency Debt 30000000.00 21625846.60 Fannie Mae 2039-01-01 5.500000 Government Agency Debt 104027721.00 21880701.59 Fannie Mae 2040-01-01 5.000000 Government Agency Debt 37011498.00 18703059.80 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 35720948.00 21932305.22 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 30051046.00 18670278.14 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 36835613.00 18720888.36 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 8490827.00 8321779.49 Fannie Mae 2042-05-01 4.000000 Government Agency Debt 19966961.00 18684324.25 Fannie Mae 2042-10-01 3.000000 Government Agency Debt 19834090.00 18696403.54 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 18625372.00 18946783.78 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 12318984.00 12956195.77 GNMA 2026-12-20 3.000000 Government Agency Debt 23707590.00 18993505.94 GNMA 2037-11-16 2.750000 Government Agency Debt 53435444.00 40329437.83 GNMA 2041-07-15 5.000000 Government Agency Debt 1183590.00 638750.03 GNMA 2042-02-20 2.000000 Government Agency Debt 36037320.00 35630163.73 GNMA 2042-05-20 3.000000 Government Agency Debt 46298000.00 44544370.65 GNMA 2042-07-20 1.000000 Government Agency Debt 26870408.00 24195798.53 GNMA 2042-07-20 2.000000 Government Agency Debt 56335842.00 52735636.42 GNMA 2042-08-20 2.500000 Government Agency Debt 31491348.00 30466677.87 GNMA 2042-11-20 2.000000 Government Agency Debt 24477856.00 23777915.60 GNMA 2043-05-20 3.500000 Government Agency Debt 18487631.00 19013972.10 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Deutsche Bank Securities Inc N/A N/A N N 471000000.00 471000000.00 0.0127 N 470992100.00 470992100.00 DNB Bank ASA DNB Bank ASA 0.225000% 23330LWD4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 141000000.00 141000000.00 0.0038 N 141011280.00 141011280.00 DNB Bank ASA DNB Bank ASA 0.224400% 23330LXX9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-11-27 N N N 74000000.00 74000000.00 0.0020 N 74010360.00 74010360.00 DNB Bank ASA DNB Bank ASA 0.070000% 23330LZK5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 204000000.00 204000000.00 0.0055 N 203997960.00 203997960.00 DNB Bank ASA DNB Bank ASA 0.060000% 23330LZM1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 90000000.00 90000000.00 0.0024 N 90000000.00 90000000.00 DNB Bank ASA DNB Bank ASA 0.245000% 921UCP002 0001498632 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 48000000.00 48000000.00 0.0013 N 48000480.00 48000480.00 Fannie Mae Fannie Mae 0.030000% 313589HP1 Government Agency Debt N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 50000000.00 50000000.00 0.0013 N 50000000.00 50000000.00 Fannie Mae Fannie Mae 0.070000% 313589KC6 Government Agency Debt N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 6100000.00 6099561.14 0.0002 N 6099871.90 6099871.90 Federal Home Loan Bank Federal Home Loan Bank 0.035000% 313385HQ2 Government Agency Debt N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 45000000.00 44999956.25 0.0012 N 45000000.00 45000000.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 217000000.00 216999397.22 0.0058 N 216999783.00 216999783.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 126000000.00 125999475.01 0.0034 N 125999874.00 125999874.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 33000000.00 32999890.00 0.0009 N 32999967.00 32999967.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385HR0 Government Agency Debt N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 30000000.00 29999925.00 0.0008 N 29999970.00 29999970.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385HT6 Government Agency Debt N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 81000000.00 80999550.00 0.0022 N 80999919.00 80999919.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385HT6 Government Agency Debt N First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 45000000.00 44999700.00 0.0012 N 44999955.00 44999955.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385HY5 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 31950000.00 31949560.69 0.0009 N 31949904.15 31949904.15 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385JA5 Government Agency Debt N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N N 11000000.00 10999798.33 0.0003 N 10999967.00 10999967.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385JF4 Government Agency Debt N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 5500000.00 5499853.33 0.0001 N 5499978.00 5499978.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385JL1 Government Agency Debt N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 8000000.00 7999743.33 0.0002 N 7999952.00 7999952.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385JQ0 Government Agency Debt N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 7700000.00 7699652.43 0.0002 N 7699946.10 7699946.10 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385KC9 Government Agency Debt N First Tier Security N/A N/A 2013-08-07 2013-08-07 N N N 50000000.00 49996402.78 0.0013 N 49998950.00 49998950.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385KE5 Government Agency Debt N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 100000000.00 99992416.67 0.0027 N 99997800.00 99997800.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385KM7 Government Agency Debt N First Tier Security N/A N/A 2013-08-16 2013-08-16 N N N 7000000.00 6999373.89 0.0002 N 6999818.00 6999818.00 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385KS4 Government Agency Debt N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 13000000.00 12998526.67 0.0003 N 12999636.00 12999636.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385KS4 Government Agency Debt N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N N 7000000.00 6999107.50 0.0002 N 6999804.00 6999804.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313385KU9 Government Agency Debt N First Tier Security N/A N/A 2013-08-23 2013-08-23 N N N 9000000.00 8998807.50 0.0002 N 8999739.00 8999739.00 Freddie Mac Freddie Mac 0.060000% 313397HW4 Government Agency Debt N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 4000000.00 3999953.33 0.0001 N 3999992.00 3999992.00 Freddie Mac Freddie Mac 0.060000% 313397JM4 Government Agency Debt N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 4000000.00 3999853.33 0.0001 N 3999976.00 3999976.00 Freddie Mac Freddie Mac 0.229400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2013-07-10 2014-05-09 N N N 220000000.00 220000000.00 0.0059 N 220095700.00 220095700.00 General Electric Capital Corp General Electric Capital Corp 0.180000% 36959HUQ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-24 2013-07-24 N N N 90000000.00 89989650.00 0.0024 N 89995500.00 89995500.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HVT1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N N N 4000000.00 3998480.00 0.0001 N 3999520.00 3999520.00 General Electric Capital Corp General Electric Capital Corp 0.240000% 36959HW37 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 89000000.00 88962026.67 0.0024 N 88985760.00 88985760.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HX44 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 95000000.00 94942340.27 0.0026 N 94963900.00 94963900.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HX77 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-07 2013-10-07 N N N 27000000.00 26983095.00 0.0007 N 26989200.00 26989200.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HY50 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N N 286000000.00 285767942.80 0.0077 N 285822680.00 285822680.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYC5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-12 2013-11-12 N N N 133000000.00 132886137.21 0.0036 N 132906900.00 132906900.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYK7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-19 2013-11-19 N N N 184000000.00 183834246.66 0.0049 N 183858320.00 183858320.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HYL5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-20 2013-11-20 N N N 252000000.00 251771380.01 0.0068 N 251803440.00 251803440.00 General Electric Capital Corp General Electric Capital Corp 0.230000% 36959HZA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-10 2013-12-10 N N N 107000000.00 106889255.00 0.0029 N 106891930.00 106891930.00 GFRE Holdings LLC Taxable Notes Series 2009A 0.200000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 4640000.00 4640000.00 0.0001 N 4640000.00 4640000.00 Goldman Sachs & Co Goldman Sachs & Co 0.140000% 38399H002_0.1400_M130701_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2039-11-01 5.500000 Government Agency Debt 1362170.00 547048.60 Fannie Mae 2042-04-01 2.566000 Government Agency Debt 15648355.00 13223466.94 Fannie Mae 2042-06-01 2.369000 Government Agency Debt 50196381.00 42329484.79 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 55000000.00 55000000.00 0.0015 N 55000000.00 55000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921AAP008_0.5600_M131011_2M49 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799947.63 BOEING CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799942.85 CAPITAL ONE FINL CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799954.35 CBS CORP NEW CL B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799958.40 CHEVRON CORP NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799907.10 COCA COLA CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799980.36 DELPHI AUTOMOTIVE PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799959.00 DUKE ENERGY CORP NEW COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799958.08 EOG RES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799945.05 MASTERCARD INC CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799587.44 MCDONALDS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799953.45 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799941.60 METLIFE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799976.90 REALOGY HLDGS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799972.09 RENAISSANCERE HOLDINGS LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799954.60 SCHLUMBERGER LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1366.67 TEMPUR PEDIC INTL INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799964.70 TIME WARNER CABLE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799928.86 VALSPAR CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799956.12 VERIZON COMMUNICATIONS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799959.00 VISA INC COM CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799993.98 VISTEON CORP COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3799951.75 First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 76000000.00 76000000.00 0.0020 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 76000000.00 76000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.600000% 921AAP008_0.6000_M130808_2M49 0000769993 Other Repurchase Agreement N AETNA INC NEW COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099981.59 AMERICAN SAFETY INS HLDGS LTORD 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2110776.92 ARMOUR RESIDENTIAL REIT INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 854521.27 BANK OF AMERICA CORPORATION COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099998.06 CALLON PETE CO DEL COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 17069.28 CENVEO INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1039506.30 CITIZENS INC CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 468209.30 COMMONWEALTH REIT COM SH B 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099983.56 COOPER TIRE & RUBR CO COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099997.42 DELPHI AUTOMOTIVE PLC SHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 899997.00 DUKE ENERGY CORP NEW COM NEW 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3557291.20 EOG RES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099957.28 EXACTTARGET INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099994.90 FORD MTR CO DEL COM PAR 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099990.70 GENCO SHIPPING & TRADING LTDSHS 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 250500.00 GLOBUS MED INC CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099990.72 GRAFTECH INTL LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099997.86 GREAT PLAINS ENERGY INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099983.68 GREEN DOT CORP CL A 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3326499.34 HARVEST NATURAL RESOURCES INCOM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 726203.50 HEARTLAND PMT SYS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099992.56 MCDONALDS CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099987.35 MCKESSON CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099988.53 QUICKSILVER RESOURCES INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 174621.15 RENAISSANCERE HOLDINGS LTD COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099936.80 ROSETTA STONE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1276413.49 RUCKUS WIRELESS INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099996.16 SPRINT NEXTEL CORP COM SER 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099999.82 STATE STR CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099986.65 STONERIDGE INC COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 859878.46 WYNDHAM WORLDWIDE CORP COM 2013-06-28 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5099986.98 First Tier Security N/A N/A 2013-08-08 2013-08-08 N N N 102000000.00 102000000.00 0.0027 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 102051000.00 102051000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M130705_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-01-01 3.500000 Government Agency Debt 6731812.00 4477893.44 Fannie Mae 2026-02-01 4.500000 Government Agency Debt 5510237.00 4455669.04 Fannie Mae 2027-11-01 3.500000 Government Agency Debt 4453162.00 4450143.29 Fannie Mae 2027-12-01 3.000000 Government Agency Debt 4485920.00 4476413.46 Fannie Mae 2030-04-01 5.000000 Government Agency Debt 5504198.00 4405931.18 Fannie Mae 2032-03-01 3.500000 Government Agency Debt 4831096.00 4440648.52 Fannie Mae 2032-06-01 6.500000 Government Agency Debt 201394297.00 4519611.51 Fannie Mae 2032-11-01 3.000000 Government Agency Debt 4495154.00 4437710.99 Fannie Mae 2032-11-01 3.500000 Government Agency Debt 4384598.00 4414898.29 Fannie Mae 2033-01-01 3.000000 Government Agency Debt 4530000.00 4459023.43 Fannie Mae 2034-02-01 5.500000 Government Agency Debt 20944117.00 4443182.15 Fannie Mae 2035-09-01 2.752000 Government Agency Debt 20070155.00 4461742.01 Fannie Mae 2036-01-01 6.000000 Government Agency Debt 20070000.00 4498442.90 Fannie Mae 2036-10-01 4.000000 Government Agency Debt 4917391.00 4456577.53 Fannie Mae 2037-09-01 6.136000 Government Agency Debt 25031310.00 4495093.76 Fannie Mae 2039-01-01 5.000000 Government Agency Debt 15364139.00 4399185.32 Fannie Mae 2040-10-01 3.057000 Government Agency Debt 27847984.00 4459270.81 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 10616975.00 4456525.89 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 5559329.00 4521285.02 Fannie Mae 2041-02-01 3.092000 Government Agency Debt 16634568.00 4415288.99 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 6510000.00 4404706.46 Fannie Mae 2041-12-01 5.000000 Government Agency Debt 6191262.00 4477633.78 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 4572778.00 4403164.95 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 4469982.00 4475536.91 Fannie Mae 2042-08-01 2.189000 Government Agency Debt 5450000.00 4404083.31 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 4756423.00 4443839.43 Fannie Mae 2042-11-01 4.000000 Government Agency Debt 2808287.00 2848986.91 Fannie Mae 2043-01-01 3.500000 Government Agency Debt 4475657.00 4518902.38 Fannie Mae 2043-02-01 4.000000 Government Agency Debt 4306759.00 4506190.71 Fannie Mae 2043-03-01 3.500000 Government Agency Debt 4400287.00 4462613.68 Fannie Mae 2043-04-01 4.000000 Government Agency Debt 4240671.00 4455937.07 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 4385396.00 4467788.82 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 4204276.00 4423676.14 Freddie Mac 2021-04-01 4.000000 Government Agency Debt 8038683.00 4509809.04 Freddie Mac 2024-05-01 5.500000 Government Agency Debt 13613667.00 4461474.79 Freddie Mac 2027-04-01 3.500000 Government Agency Debt 4559540.00 4457547.98 Freddie Mac 2031-08-01 5.000000 Government Agency Debt 5554642.00 4430376.17 Freddie Mac 2032-01-01 4.500000 Government Agency Debt 4919045.00 4511834.62 Freddie Mac 2036-04-01 6.000000 Government Agency Debt 34639942.00 4425112.27 Freddie Mac 2037-02-01 7.000000 Government Agency Debt 33225000.00 4447371.33 Freddie Mac 2037-08-01 6.000000 Government Agency Debt 20478784.00 4504792.34 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 5380000.00 4418254.33 Freddie Mac 2041-01-01 5.000000 Government Agency Debt 5419227.00 4510956.20 Freddie Mac 2041-03-01 4.500000 Government Agency Debt 7472000.00 4428005.21 Freddie Mac 2042-03-01 4.500000 Government Agency Debt 3127168.00 3354315.61 Freddie Mac 2042-04-01 4.000000 Government Agency Debt 7587493.00 4432833.03 Freddie Mac 2042-05-01 4.000000 Government Agency Debt 4316617.00 4432855.70 Freddie Mac 2042-09-01 4.000000 Government Agency Debt 4862992.00 4450186.23 Freddie Mac 2042-10-01 4.000000 Government Agency Debt 4287168.00 4463428.88 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 4378481.00 4428025.79 Freddie Mac 2043-04-01 3.500000 Government Agency Debt 4410704.00 4431293.12 Freddie Mac 2043-04-01 4.000000 Government Agency Debt 4220245.00 4441158.39 Freddie Mac 2043-05-01 3.500000 Government Agency Debt 4415354.00 4481318.36 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 4415331.00 4486223.55 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 4187071.00 4413733.90 Freddie Mac 2043-07-01 4.000000 Government Agency Debt 4254974.00 4481496.05 First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 242000000.00 242000000.00 0.0065 N 241997580.00 241997580.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M130701_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2023-04-01 3.000000 Government Agency Debt 6151646.00 6165249.37 Fannie Mae 2023-04-01 5.500000 Government Agency Debt 77000000.00 6001119.58 Fannie Mae 2028-04-01 2.500000 Government Agency Debt 6230201.00 6170771.16 Fannie Mae 2028-06-01 3.500000 Government Agency Debt 5857724.00 6141501.58 Fannie Mae 2032-05-01 4.000000 Government Agency Debt 6052524.00 6017828.34 Fannie Mae 2032-12-01 3.500000 Government Agency Debt 6133505.00 6049696.09 Fannie Mae 2033-04-01 3.500000 Government Agency Debt 5867091.00 5995341.69 Fannie Mae 2033-05-01 3.500000 Government Agency Debt 6033031.00 6201957.92 Fannie Mae 2033-06-01 3.000000 Government Agency Debt 6458200.00 6199849.25 Fannie Mae 2033-06-01 3.500000 Government Agency Debt 5996025.00 6180144.62 Fannie Mae 2034-06-01 5.500000 Government Agency Debt 42950066.00 6134335.59 Fannie Mae 2036-09-01 4.000000 Government Agency Debt 6566307.00 6101448.38 Fannie Mae 2038-07-01 5.284000 Government Agency Debt 18006023.00 6140865.35 Fannie Mae 2039-04-01 4.500000 Government Agency Debt 11642652.00 6001807.14 Fannie Mae 2039-11-01 3.463000 Government Agency Debt 25001115.00 5998382.48 Fannie Mae 2039-11-01 5.500000 Government Agency Debt 7675479.00 6007656.09 Fannie Mae 2040-02-01 5.500000 Government Agency Debt 10463832.00 6001268.13 Fannie Mae 2040-10-01 4.000000 Government Agency Debt 11736881.00 6066336.37 Fannie Mae 2040-11-01 4.500000 Government Agency Debt 8047032.00 6190217.51 Fannie Mae 2041-03-01 4.500000 Government Agency Debt 8973877.00 6168786.25 Fannie Mae 2041-07-01 3.930000 Government Agency Debt 10075890.00 6026179.06 Fannie Mae 2042-02-01 4.500000 Government Agency Debt 7250841.00 6141693.73 Fannie Mae 2042-02-01 5.000000 Government Agency Debt 8270477.00 6132304.49 Fannie Mae 2042-02-01 5.000000 Government Agency Debt 5894762.00 6033727.27 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 6000880.00 6005744.53 Fannie Mae 2042-06-01 2.556000 Government Agency Debt 6850000.00 6144290.55 Fannie Mae 2042-07-01 4.000000 Government Agency Debt 5973171.00 6174077.37 Fannie Mae 2042-09-01 4.000000 Government Agency Debt 6202268.00 6122883.55 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 6105286.00 6147699.40 Fannie Mae 2042-12-01 3.000000 Government Agency Debt 6365121.00 6148450.91 Fannie Mae 2043-01-01 4.000000 Government Agency Debt 4598573.00 4800705.96 Fannie Mae 2043-03-01 4.000000 Government Agency Debt 5903152.00 6154829.58 Fannie Mae 2043-03-01 4.000000 Government Agency Debt 4830775.00 5061262.75 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 6026047.00 6143012.57 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 6014103.00 6128960.34 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 5940000.00 6043979.70 Fannie Mae 2043-07-01 3.500000 Government Agency Debt 6063810.00 6173971.24 Fannie Mae 2043-07-01 3.500000 Government Agency Debt 6034721.00 6149127.24 Freddie Mac 2022-07-01 5.500000 Government Agency Debt 15937065.00 6067606.64 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 7328587.00 6097241.99 Freddie Mac 2027-07-01 3.000000 Government Agency Debt 6197363.00 6075338.46 Freddie Mac 2028-05-01 3.000000 Government Agency Debt 5849347.00 6031079.65 Freddie Mac 2031-05-01 6.000000 Government Agency Debt 489296408.00 6072400.54 Freddie Mac 2031-06-01 5.000000 Government Agency Debt 7222568.00 6143739.33 Freddie Mac 2032-10-01 4.000000 Government Agency Debt 5773369.00 6062132.03 Freddie Mac 2033-04-01 3.000000 Government Agency Debt 6160314.00 6193932.87 Freddie Mac 2035-06-01 5.500000 Government Agency Debt 51124168.00 6054677.08 Freddie Mac 2039-09-01 5.000000 Government Agency Debt 10000000.00 6097224.69 Freddie Mac 2041-06-01 5.000000 Government Agency Debt 7237830.00 6181989.06 Freddie Mac 2042-07-01 4.000000 Government Agency Debt 6083770.00 6181850.49 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 6083057.00 6045325.91 Freddie Mac 2043-04-01 3.500000 Government Agency Debt 6610446.00 6145290.02 Freddie Mac 2043-04-01 4.000000 Government Agency Debt 5845957.00 6147797.55 Freddie Mac 2043-05-01 3.500000 Government Agency Debt 6105746.00 6198691.66 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 6076700.00 6175014.34 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 6015799.00 6112388.67 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 6004016.00 6029412.99 Freddie Mac 2043-07-01 3.500000 Government Agency Debt 6021097.00 6119403.45 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 345000000.00 345000000.00 0.0093 N 345000000.00 345000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 992JYE002_0.0700_M130705_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2020-09-01 5.000000 Government Agency Debt 6674708.00 1804156.98 Fannie Mae 2023-04-01 6.750000 Government Agency Debt 105144159.00 1804311.25 Fannie Mae 2024-09-01 5.000000 Government Agency Debt 4528019.00 1800744.54 Fannie Mae 2025-11-01 4.000000 Government Agency Debt 1926574.00 1783428.17 Fannie Mae 2026-06-01 5.000000 Government Agency Debt 1735930.00 1793715.63 Fannie Mae 2026-12-01 4.000000 Government Agency Debt 2106698.00 1818047.91 Fannie Mae 2027-06-01 4.000000 Government Agency Debt 1835442.00 1815771.33 Fannie Mae 2027-10-01 3.500000 Government Agency Debt 1899245.00 1796193.90 Fannie Mae 2032-11-01 6.000000 Government Agency Debt 9574272.00 1802514.93 Fannie Mae 2033-03-01 3.000000 Government Agency Debt 1800096.00 1798798.86 Fannie Mae 2033-04-01 3.500000 Government Agency Debt 1757952.00 1806158.30 Fannie Mae 2033-06-01 3.500000 Government Agency Debt 1743524.00 1800242.86 Fannie Mae 2036-12-01 4.000000 Government Agency Debt 1898100.00 1814188.68 Fannie Mae 2037-10-01 3.000000 Government Agency Debt 2217700.00 1817420.13 Fannie Mae 2037-10-01 6.500000 Government Agency Debt 4513109.00 1818414.36 Fannie Mae 2039-06-01 5.000000 Government Agency Debt 3330000.00 1792034.00 Fannie Mae 2039-09-01 5.000000 Government Agency Debt 5418490.00 1796436.03 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 2621000.00 1791618.95 Fannie Mae 2041-01-01 4.000000 Government Agency Debt 1617296.00 1125226.10 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 2765000.00 1793240.68 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 1853023.00 1809764.02 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 1988742.00 1800158.87 Fannie Mae 2041-09-01 5.000000 Government Agency Debt 1894484.00 1820533.80 Fannie Mae 2041-11-01 4.000000 Government Agency Debt 2161442.00 1794241.52 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 1805144.00 1803351.84 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 1865297.00 1806846.05 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 1906825.00 1812749.47 Fannie Mae 2042-10-01 3.500000 Government Agency Debt 1777963.00 1801752.60 Fannie Mae 2042-11-01 3.000000 Government Agency Debt 1865624.00 1800869.39 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 1767935.00 1789808.23 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 1759655.00 1780376.02 Fannie Mae 2043-03-01 4.000000 Government Agency Debt 1717143.00 1797893.27 Fannie Mae 2043-04-01 3.500000 Government Agency Debt 1819266.00 1819099.59 Fannie Mae 2043-04-01 3.500000 Government Agency Debt 1754737.00 1781199.66 Freddie Mac 2026-07-01 4.500000 Government Agency Debt 2396646.00 1788577.58 Freddie Mac 2026-08-01 4.000000 Government Agency Debt 2147806.00 1818901.45 Freddie Mac 2027-03-01 3.500000 Government Agency Debt 1815443.00 1788142.96 Freddie Mac 2027-06-01 3.000000 Government Agency Debt 1898228.00 1815216.04 Freddie Mac 2027-09-01 3.500000 Government Agency Debt 1777039.00 1804774.47 Freddie Mac 2027-11-01 3.000000 Government Agency Debt 1793449.00 1791851.20 Freddie Mac 2027-12-01 3.000000 Government Agency Debt 1784641.00 1798383.29 Freddie Mac 2028-05-01 3.000000 Government Agency Debt 1738167.00 1791093.04 Freddie Mac 2032-09-01 6.000000 Government Agency Debt 4408853.00 1787509.82 Freddie Mac 2033-04-01 3.000000 Government Agency Debt 1824252.00 1795385.54 Freddie Mac 2035-07-01 5.000000 Government Agency Debt 11000000.00 1801949.38 Freddie Mac 2038-07-01 6.000000 Government Agency Debt 3050000.00 1789479.96 Freddie Mac 2039-07-01 4.500000 Government Agency Debt 2367823.00 1794333.72 Freddie Mac 2041-07-01 4.500000 Government Agency Debt 2040000.00 1817959.80 Freddie Mac 2042-01-01 4.500000 Government Agency Debt 1854476.00 1780225.09 Freddie Mac 2042-04-01 4.000000 Government Agency Debt 1944895.00 1817038.34 Freddie Mac 2042-07-01 4.000000 Government Agency Debt 1745800.00 1810831.48 Freddie Mac 2042-08-01 4.000000 Government Agency Debt 969864.00 1009189.47 Freddie Mac 2042-10-01 4.000000 Government Agency Debt 1767465.00 1784238.85 Freddie Mac 2043-02-01 3.500000 Government Agency Debt 1780391.00 1800166.80 Freddie Mac 2043-02-01 4.000000 Government Agency Debt 1733094.00 1817386.26 Freddie Mac 2043-04-01 4.000000 Government Agency Debt 1734486.00 1820647.33 Freddie Mac 2043-05-01 3.500000 Government Agency Debt 1787450.00 1814630.30 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 1698820.00 1790780.52 First Tier Security N/A N/A 2013-07-05 2013-07-05 N N N 101000000.00 101000000.00 0.0027 N 101000000.00 101000000.00 Govco, LLC Govco, LLC 0.290000% 38362VV91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N Y Credit / Liquidity Citibank NA N/A N/A 15000000.00 14995287.50 0.0004 N 14995500.00 14995500.00 Govco, LLC Govco, LLC 0.420000% 38362VY56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-11-05 2013-11-05 N N Y Credit / Liquidity Citibank NA N/A N/A 24000000.00 23964440.00 0.0006 N 23970480.00 23970480.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.260000% 4497W0VT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-27 2013-08-27 N Y ING Bank NV N/A N/A N 45000000.00 44981475.00 0.0012 N 44983350.00 44983350.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.240000% 4497W0WC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-12 2013-09-12 N Y ING Bank NV N/A N/A N 40000000.00 39980533.33 0.0011 N 39980000.00 39980000.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.275000% 4497W0XU7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-28 2013-10-28 N Y ING Bank NV N/A N/A N 10000000.00 9990909.73 0.0003 N 9991400.00 9991400.00 ING Bank NV ING Bank NV 0.465000% 921LCZ000 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 409000000.00 409000000.00 0.0110 N 409061350.00 409061350.00 ING Bank NV ING Bank NV 0.400000% 921MTJ006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 25000000.00 25000000.00 0.0007 N 25004750.00 25004750.00 ING Bank NV ING Bank NV 0.400000% 921MTX005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 2000000.00 2000000.00 0.0001 N 2000420.00 2000420.00 ING Bank NV ING Bank NV 0.400000% 922BLX006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-10-18 2013-10-18 N N N 29000000.00 29000000.00 0.0008 N 29013630.00 29013630.00 ING Bank NV ING Bank NV 0.280000% 922GHP007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-09-06 2013-09-06 N N N 149000000.00 149000000.00 0.0040 N 149005960.00 149005960.00 ING Bank NV ING Bank NV 0.280000% 922JAD005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 4000000.00 4000000.00 0.0001 N 4000480.00 4000480.00 ING Bank NV ING Bank NV 0.310000% 922LNB000 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-11-14 2013-11-14 N N N 310000000.00 310000000.00 0.0083 N 310046500.00 310046500.00 ING Bank NV ING Bank NV 0.465000% 986RXM005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2013-07-17 2013-07-17 N N N 20000000.00 20000000.00 0.0005 N 20003000.00 20003000.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.200000% 4662J0V17 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 3000000.00 2999483.33 0.0001 N 2999760.00 2999760.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J0V58 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-05 2013-08-05 N N N 47000000.00 46986291.67 0.0013 N 46995300.00 46995300.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.250000% 4662J0YD8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-11-13 2013-11-13 N N N 4000000.00 3996250.00 0.0001 N 3996800.00 3996800.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.240000% 4662J0Z39 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-03 2013-12-03 N N N 17000000.00 16982433.33 0.0005 N 16982830.00 16982830.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.310000% 4662J2WP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 99000000.00 98928390.00 0.0027 N 98957430.00 98957430.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.310000% 4662J2X11 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 201000000.00 200840763.34 0.0054 N 200903520.00 200903520.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.300000% 4662J2XX1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-31 2013-10-31 N N N 42000000.00 41957300.00 0.0011 N 41971440.00 41971440.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.340000% 4662J3CA2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 27000000.00 26935740.00 0.0007 N 26936820.00 26936820.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.356100% 46636WAC8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-22 2014-01-22 N N N 116000000.00 116000000.00 0.0031 N 116069600.00 116069600.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.150000% 46899T004_0.1500_M130701_2M49 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2039-01-25 2.000000 Government Agency Debt 74558854.00 24918612.59 Freddie Mac 2042-01-01 4.000000 Government Agency Debt 50000000.00 48192043.02 Freddie Mac 2042-06-01 3.500000 Government Agency Debt 83556672.00 78552075.35 GNMA 2038-01-16 2.750000 Government Agency Debt 68204769.00 54337269.38 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 200000000.00 200000000.00 0.0054 N 200000000.00 200000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ABC006_0.6500_M130801_2M49 0001168163 Other Repurchase Agreement N 144A REG 2048-10-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9667000.00 8221812.50 BANC OF AMERICA 2047-09-10 5.448000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1770623.00 1863086.70 CD 2048-10-15 5.688000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18088637.00 15881135.92 CD 2007 CD4 COMML MTGE TR 2049-12-11 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000000.00 13040092.00 COMM 2006-C8 MTGE TRUST 2046-12-10 5.377000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2314722.00 2021265.02 CSMC 2007-C1 2017-01-15 5.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12347261.00 12022093.14 DBUBS 2011 LC3 MTG TR 2044-08-10 5.571200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2528456.00 2363096.49 EXPORKLORE SA 2031-12-05 4.036200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16770247.00 16746092.53 Goldman Sachs Group Inc. 2015-01-15 5.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 163387.00 181111.81 GS MTG SECS CORP TR 2012 TMSQ 2030-12-10 3.007000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13634000.00 12442429.30 J P MORGAN CHASE COML MTG SECS TR 2012 LC9 2047-12-15 2.840000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16667550.00 15465828.90 J P MORGAN CHASE COML MTG SECSTR 2012-LC9 2047-12-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 97013.00 91304.66 J P MORGAN CHASE COML MTG SECSTR 3012 C6 2045-05-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6318142.00 5623159.02 JP MORGAN CHASE CMBS 2013-C10 2047-12-17 3.142500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62744.00 59501.48 JP MORGAN CHASE CO 2015-03-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4987487.00 5341993.42 JP MORGAN CHASE CO 2015-03-20 1.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4947664.00 4995479.05 JP MORGAN CHASE COML MTG SECSTR 2011 C3 2021-02-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2416214.00 2510013.84 JP MORGAN CHASE COML MTG SECSTR 2011 FL1 2016-11-15 6.702000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 5010395.83 JP MORGAN CHASE COML MTG SECSTR 2012 CIBX 2017-06-17 4.270700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 15147872.96 JP MORGAN CHASE COML MTG SECSTR 2013-C10 2047-12-17 3.371500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 7539947.89 JP MORGAN CHASE COMM MTG SEC 2041-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9242877.00 5183204.82 JP MORGAN CHASE COMM MTGE SEC 2044-12-12 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14929689.00 16161209.19 JP MORGAN CHASE COMMERCIAL MORTAGE 2043-06-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13367290.00 14673407.91 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2045-07-15 6.002400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2839686.00 2849345.30 JP MORGAN TAX EXEMPT PASS THRU TR SER 201 2038-07-27 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16535316.00 13476211.49 JP MORGAN TAX EXEMPT PASS THRU TR SER 2011 1 2041-06-16 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20532551.00 17116921.51 JPMORGAN CHASE COMML MTGE SEC 2019-07-15 0.653200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33731306.00 32889941.91 LB-UBS COMMERCIAL MORTGAGE TRUST 2031-01-17 4.568000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3027922.00 2656655.60 SEQUOIA MTG TR 2013-4 2043-04-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13443560.00 12230052.10 UBS AG STAMFORD BRANCH, 2017-12-20 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 891000.00 1026071.64 UBS COMMERCIAL MORTGAGE TRUST 2007 FL1 2024-07-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3353878.00 3146075.07 WACHOVIA BANK COML MTGE TR 2005 2021-09-15 0.413200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4902901.06 First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 237000000.00 237000000.00 0.0064 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 237109020.00 237109020.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.391600% 48125LAA0 Other Note N First Tier Security N/A N/A 2013-07-22 2014-07-21 N N N 250000000.00 250000000.00 0.0067 N 250098250.00 250098250.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.377100% 48125LEB4 Other Note N First Tier Security N/A N/A 2013-07-18 2014-07-18 N N N 110000000.00 110000000.00 0.0030 N 110103730.00 110103730.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.355600% 48125LLP5 Other Note N First Tier Security N/A N/A 2013-07-22 2014-06-20 N N N 95000000.00 95000000.00 0.0026 N 95136800.00 95136800.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.190000% 48125PA37 Certificate of Deposit N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N N 50000000.00 50000000.00 0.0013 N 50001500.00 50001500.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PA45 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 85000000.00 85000000.00 0.0023 N 85003400.00 85003400.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PA52 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 65000000.00 65000000.00 0.0017 N 65002600.00 65002600.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PBA0 Certificate of Deposit N First Tier Security N/A N/A 2013-07-29 2013-07-29 N N N 100000000.00 100000000.00 0.0027 N 100005000.00 100005000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.300000% 48125PBH5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 73000000.00 73000000.00 0.0020 N 72991240.00 72991240.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.250000% 48125PBT9 Certificate of Deposit N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 121000000.00 121000000.00 0.0033 N 121020570.00 121020570.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.250000% 48125PBW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-29 2013-10-29 N N N 21000000.00 21000000.00 0.0006 N 21003570.00 21003570.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCC5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 35000000.00 35000000.00 0.0009 N 34990200.00 34990200.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCG6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 10000000.00 10000000.00 0.0003 N 9997100.00 9997100.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.200000% 48125PCN1 Certificate of Deposit N First Tier Security N/A N/A 2013-10-25 2013-10-25 N N N 180000000.00 180000000.00 0.0048 N 180000000.00 180000000.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.300000% 4820P2U86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 20000000.00 19998833.33 0.0005 N 19999400.00 19999400.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.270000% 4820P2WH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 11000000.00 10993565.00 0.0003 N 10995600.00 10995600.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.495000% 53944LGK1 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 32000000.00 32012819.24 0.0009 N 32014400.00 32014400.00 Lloyds TSB Bank Plc Lloyds TSB Bank Plc 0.210000% 53944LQM6 Certificate of Deposit N First Tier Security N/A N/A 2013-10-11 2013-10-11 N N N 180000000.00 180000000.00 0.0048 N 180000000.00 180000000.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LU28 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 25000000.00 24999847.22 0.0007 N 24999500.00 24999500.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.205000% 56274LUA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 48000000.00 47997540.00 0.0013 N 47997120.00 47997120.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.195000% 56274LUN2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 21790000.00 21787521.39 0.0006 N 21787603.10 21787603.10 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LUW2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-30 2013-07-30 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 53000000.00 52990607.22 0.0014 N 52992050.00 52992050.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.220000% 56274LVD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-13 2013-08-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 1000000.00 999737.22 0.0000 N 999760.00 999760.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UA0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Credit / Liquidity PNC Bank NA N/A N/A 25000000.00 24998812.50 0.0007 N 24999250.00 24999250.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UC6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N Y Credit / Liquidity PNC Bank NA N/A N/A 28038000.00 28036372.24 0.0008 N 28036878.48 28036878.48 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-15 2013-07-15 N N Y Credit / Liquidity PNC Bank NA N/A N/A 15000000.00 14998891.67 0.0004 N 14999250.00 14999250.00 Market Street Funding Corp Market Street Funding Corp 0.190000% 5705X4UJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N Y Credit / Liquidity PNC Bank NA N/A N/A 19000000.00 18998295.28 0.0005 N 18998860.00 18998860.00 Market Street Funding Corp Market Street Funding Corp 0.185000% 5705X4VM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-21 2013-08-21 N N Y Credit / Liquidity PNC Bank NA N/A N/A 64000000.00 63983226.66 0.0017 N 63987840.00 63987840.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.150000% 06399U000_0.1500_M130701_2M49 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2021-06-25 2.896000 Government Agency Debt 13586606.00 13278205.41 Fannie Mae 2021-10-25 1.811000 Government Agency Debt 15000000.00 13624923.96 Fannie Mae 2029-06-25 3.000000 Government Agency Debt 23906286.00 14036931.89 Fannie Mae 2033-02-25 2.000000 Government Agency Debt 12900000.00 12583403.88 Fannie Mae 2039-02-25 3.500000 Government Agency Debt 25000000.00 13554724.39 Fannie Mae 2039-08-25 2.000000 Government Agency Debt 15000000.00 13911811.41 Fannie Mae 2040-03-25 2.500000 Government Agency Debt 2905017.00 2468991.07 Fannie Mae 2040-05-25 4.500000 Government Agency Debt 54400000.00 13761007.37 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 20000000.00 13135311.41 Fannie Mae 2042-04-25 3.500000 Government Agency Debt 13455482.00 12702311.40 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 15000000.00 13514722.26 Freddie Mac 2033-09-15 5.500000 Government Agency Debt 11000000.00 12049114.00 Freddie Mac 2036-02-15 5.500000 Government Agency Debt 10605000.00 11904133.71 Freddie Mac 2038-11-15 2.500000 Government Agency Debt 17950000.00 11484344.47 Freddie Mac 2040-08-15 2.000000 Government Agency Debt 15000000.00 13959776.65 GNMA 2036-09-20 6.000000 Government Agency Debt 10575845.00 11883453.05 GNMA 2040-04-20 3.000000 Government Agency Debt 15000000.00 11770331.42 GNMA 2047-03-16 2.282000 Government Agency Debt 12700000.00 11826502.81 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 215000000.00 215000000.00 0.0058 N 215000000.00 215000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.140000% 06399V008_0.1400_M130705_2M49 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2032-12-25 2.000000 Government Agency Debt 18000000.00 16667215.79 Fannie Mae 2039-06-25 4.000000 Government Agency Debt 14098124.00 4557110.86 Fannie Mae 2042-10-25 3.000000 Government Agency Debt 22551380.00 21160239.21 Fannie Mae 2043-07-25 0.00 Government Agency Debt 19779202.00 19108390.36 Freddie Mac 2026-06-15 3.500000 Government Agency Debt 15472000.00 16456220.34 Freddie Mac 2028-07-15 3.500000 Government Agency Debt 35000000.00 16285680.46 Freddie Mac 2028-11-15 4.000000 Government Agency Debt 31448717.00 16402839.86 Freddie Mac 2029-08-15 3.000000 Government Agency Debt 25000000.00 16042999.11 Freddie Mac 2032-07-15 4.500000 Government Agency Debt 113109193.00 20300712.73 Freddie Mac 2039-03-15 3.350000 Government Agency Debt 49084720.00 21436240.04 Freddie Mac 2039-11-15 4.000000 Government Agency Debt 35000000.00 20083038.33 Freddie Mac 2041-09-15 2.500000 Government Agency Debt 21744000.00 21309189.07 GNMA 2033-11-20 5.500000 Government Agency Debt 17869033.00 19985941.60 GNMA 2033-11-20 5.500000 Government Agency Debt 974300.00 1089723.37 GNMA 2050-05-16 1.667300 Government Agency Debt 16834783.00 16314459.95 First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 240000000.00 240000000.00 0.0065 N 240004800.00 240004800.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.680000% 921AMD002_0.6800_M130820_2M49 0000728612 Other Repurchase Agreement N 144A OHIO SVGS CAP 2027-06-03 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2825000.00 2076688.58 ADR BRASIL TELECOM S A 2022-02-10 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 930000.00 878850.00 AFFINION GROUP INC 2018-12-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1510687.50 AINSWORTH LMBR LTD 2017-12-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 143296.88 AIRCASTLE LTD 2018-08-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 113981.25 ALERIS INTL INC 2014-12-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 285000.00 2.85 ALGECO SCOTSMAN GLOBAL FIN PLC 2019-10-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 536156.00 515674.10 ALLBRITTON COMM CO 2018-05-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 477374.00 510578.01 ALLIANCE DATA SYSTEMS CORP 2017-12-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 414216.67 ALLY FINANCIAL INC 2017-12-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1530651.00 1641282.63 ALPHA NATURAL RESOURCES, INC. 2018-04-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 240921.77 AMBAC ASURANCE CORP 2020-06-07 5.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1790950.00 AMERICAN AIRLINES 2014-03-04 10.680000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 196000.00 226380.00 AMERICAN INTERNATIONAL GROUP INC 2068-05-15 8.175000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 965000.00 1184310.32 AMERICAN TOWER REIT 2023-01-31 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 343000.00 313989.06 AMR 10.200 03/15/20 2020-03-15 10.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 694000.00 801570.00 AMR CORP 2021-08-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 503000.00 580965.00 AMR CORP 9% DEB 2016-09-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 336000.00 389760.00 AMR CORPORATION 9.88% 2020-06-15 9.880000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 389000.00 449295.00 AMR CORPRATION 2020-05-15 10.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 117810.00 ANADARKA PETROLEUM CORP 2019-03-15 8.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1592000.00 2089072.81 APACHE CORP 2021-02-01 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1985000.00 2066508.23 ARAMAR CORP 2020-03-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1124000.00 1158336.64 ARCELORITTAL CLASS A NY REGISTRY NEW 2019-06-01 10.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1132000.00 1341717.15 ARCELORMITTAL CLASS A N Y REGISTRY NEW 2016-03-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 777000.00 787732.31 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW 2015-08-05 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4324000.00 4424022.53 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW< 2017-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 333666.67 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW< 2022-02-25 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1098000.00 1150155.00 ARCELORMITTAL CLASS A NY REGISTRY 2039-10-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1643043.00 1577663.58 ARDAGH PACKAGING FIN PLC / ARDAGH MP HLDGS USA 2020-10-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 636000.00 675750.00 ARLO VII LIMITED SERIES 2006 14 2047-09-25 1.060600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 316336.93 ASG CONSOLIDATED AND ASG FINANCE 2017-05-15 15.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1817787.00 1954878.44 ATHE AES CORP 2023-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 701250.00 ATP OIL & GAS CORP 2015-05-01 11.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2550000.00 31875.00 AVAYA 2019-04-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 385105.00 AVIS BUDGET CAR RENTAL, LLC/FIN 2023-04-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 1955.97 AVNET INC 2022-12-01 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2551000.00 2550867.13 AVON PRODUCTS, INC 2023-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 337834.84 AVON PRODUCTS, INC 2043-03-15 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9366625.00 9596612.07 B G FOODS INC 2021-06-01 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4250000.00 4079844.17 BALL CORP 2021-05-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2497000.00 2638999.53 BALL CORPORATION 2023-11-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 934666.67 BALTIMORE GAS AND ELECTRIC COMPANY 2013-07-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1498000.00 1543111.65 BANCO DO BRASIL S A 2099-12-31 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 218000.00 BANCO DO BRASIL SA 2023-01-19 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1454000.00 1448108.27 BARRICK PD AUSTRALIA FINANCE PTY LTD 2020-01-15 4.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 103483.01 BEAM INC 2018-06-15 1.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 980155.00 BEAZER HOMES USA INC 2018-04-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 26835.85 BEST BUY CO INC 2013-07-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 206815.28 BILL BARRETT CORP B 2016-07-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2193423.61 BNP Paribas 2056-12-25 7.195000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 1181219.50 BOISE PAPER HOLDINGS LLC 2020-04-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1626500.00 CALPINE CORP 2021-02-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3473000.00 3794976.04 CANADIAN NATURAL RESO 2016-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 925477.33 CAPITAL ONE FINCIAL CORP 2023-06-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36870000.00 34718594.53 CARDINAL HEALTH INC 2016-10-15 5.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38000.00 43575.40 CARLSON WAGONLIT BV 2019-06-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 457000.00 460427.50 CB GEO GRPU INC THE 2023-04-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 925000.00 894362.59 CB LEHMAN BROS INC 2026-08-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5151000.00 1023761.25 CBRE SERVICES INC 2023-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 142500.00 CCO HOLDINGS LLC 2019-01-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6820601.00 7446012.20 CCO HOLDINGS LLC 2022-01-31 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3686538.00 3961377.08 CCO HOLDINGS, LLC 2022-09-30 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 389350.00 CCO HOLDINGSLLC 2023-09-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1040000.00 1029007.78 CDW LLC 2017-10-12 12.535000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1077918.19 CDW LLC 2019-04-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1083041.67 CEMEX A AB DE CV 2019-03-25 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1422000.00 1397366.81 CEMEX FINANCE LLC 2022-10-12 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 554895.83 CENTURYTEL INC 2015-02-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 265868.06 CENTURYTEL, INC 2020-04-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1099000.00 1123899.22 CENTURYTEL, INC 2042-03-15 7.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 658000.00 643211.45 CHC HELICOPTER S A 2020-10-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 136000.00 139060.00 CHESTER DOWNS & MARINA LLC CHESTER DOWNS FIN CO 2020-02-01 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 96000.00 CHRYSLER GROUP LLC 2021-06-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2514000.00 2772889.63 CHRYSLER GROUP LLC CG CO ISSUER INC 2019-06-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 952000.00 1039240.22 CITGROUP INC 2015-12-15 4.587000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 427750.57 CITIGROUP INC 2099-12-31 5.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1078000.00 1022771.96 CITIGROUP INC 2099-12-31 5.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3636000.00 3698852.30 CITIZENS COMM CO CLASS 2019-03-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 532692.71 CITIZENS COMMUNICATIONS CO CLASS 2031-08-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1313975.00 CLEAR CHANNEL COM INC 2016-08-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 353820.00 327254.02 CLEAR CHANNEL WORLDWIDE HLDGS INC 2020-03-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 186000.00 191115.00 CLEAR CHANNEL WORLDWIDE HOLDINGS INC 2022-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2835000.00 2913710.62 CLEARWIRE COMMUNICIATIONS INC LLC 2016-12-01 14.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1120000.00 1531600.00 CLIFFS NATURAL RESOURCES INC 2020-03-15 5.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2350000.00 2297596.31 CNA FINL CORP 2023-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1360000.00 1633808.42 COGENT COM GRP PFDA 2018-02-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3100000.00 3474917.01 COLONIAL BANK NAT ASSOC 2015-12-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33885000.00 3388.50 COMCAST CORP SPL A,PA 2039-07-01 6.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1383000.00 1699615.95 COMISION FEDERAL DE ELECTRICIDAD 2042-02-14 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 313718.00 CONSOL ENERGY INC 2017-04-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 534666.67 CONSTELLATION BRANDS 2014-12-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 310000.00 334575.03 CONSTELLATION BRANDS INC 2016-09-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 523000.00 603966.94 CONSTELLATION BRANDS INC 2017-05-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1275000.00 1461353.65 CONSTELLATION BRANDS INC 2021-05-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3625000.00 3415429.69 CONSTELLATION BRANDS INC 2023-05-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 601000.00 567945.00 CONTINENTAL RESOURCES INC 2021-04-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 920000.00 1030141.25 CONTINENTAL TRUST 2040-10-07 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 256696.08 COOPER STRANDARD AUTOMOTIVE INC 2018-05-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 376000.00 403620.33 CORNPRODUCTS INTL INC 2037-04-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 910000.00 1036630.16 CORPORACION LINDLEY SA 2021-11-23 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 214000.00 234129.37 CORRECTIONS CORP OF AMERICA 2020-04-01 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2757000.00 2681182.50 CREDIT AGRICOLE 2059-10-13 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1150000.00 1236190.10 Credit Suisse 2099-12-01 5.860000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 490559.73 CROSSTEX ENERGY LP 2018-02-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2368000.00 2587722.45 CROWN AMERS LLC CROWN AMERS CAP CORP IV 2023-01-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000.00 12528.75 CROWN CASTLE INTL CORP 2023-01-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1634000.00 1564555.00 CSN ISLANDS XI CORP,KY 2019-09-21 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 102352.43 CYRUSONE LP/CYRUSONE FIN CORP 2022-11-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1663000.00 1724080.60 DAVITA INC 2020-11-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 182000.00 194287.53 DEANS FOODS CO 2018-12-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2196000.00 2478231.75 DELPHI CORP 2019-05-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 244375.00 DELPHI FIN GROUP 2020-01-31 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 740000.00 891652.83 DIGITALGLOBE 8.50 2009 2021-02-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 338646.25 DIRECTV HLDGS LLC 2022-03-15 3.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1266000.00 1215815.76 DIRECTVUY HLDGS INC 2017-02-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 99439.33 DISH DBS CORP 2019-09-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8225000.00 9391664.83 DOLE FOOD COMPANY INC 2013-07-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1041618.06 DOLPHIN SUBSIDIARY II INC 2016-10-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 264545.14 DOLPHIN SUBSIDIARY II INC 2021-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 419880.56 DOMINION RESOURCES INC 2066-06-30 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 885000.00 993043.75 DRESSER INDS INC 2046-08-15 7.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1415805.44 EASTMAN CHEM CO 2017-06-01 2.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 1103567.67 EASTMAN CHEMICAL CO 2018-11-15 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2146000.00 2503491.41 EASTMAN KODAK CO 2013-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1314000.00 190530.00 EASTMAN KODAK COMPANY 2019-03-15 10.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 93293.75 ECHOSTAR DBS 2016-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2986000.00 3319218.94 EMERALD PLANTATION HLDGS LTD 2020-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2504977.00 1608195.23 EMGESA SA ESP BOGATA 2021-01-25 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 2039262.43 EMPRESAS PUBLICAS DE MEDELLIN ESP 2021-02-01 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40033770.00 1391050.02 ENBRIDGE ENERGY PARTNERS LP 2020-03-15 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2200000.00 2422657.11 ENCANA CORP 2019-05-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 945000.00 1120527.97 ENTERPRISE PRODUCTS OPERATIONG LP 2068-01-15 7.034000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1765000.00 2037424.91 EQUINIX INC 2021-07-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 610000.00 674575.28 EQUINIX, INC 2020-04-01 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 847000.00 843020.86 ERAC USA FIN LLC 2022-10-15 3.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2015000.00 1912214.85 ERICSSON TELEFONAKTIEBOLAGET LM ERICSSON PUBL 2022-05-15 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 830212.00 818760.96 ESTERLINE TECHNOLOGIES CORP 2020-08-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 291787.08 EXPRESS SCRIPTS HLDG CORP 2016-11-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 705000.00 751248.39 FIDELITY NATIONAL INFO SERV 2022-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1297000.00 1322039.31 FIFTH THIRD BANCORP 2038-03-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1900000.00 2446330.75 FIN CORP 2017-12-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4419000.00 4715211.09 FINANCIAL SEC ASSURANCE 2066-12-15 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1118000.00 952883.82 FISERV INC 2022-10-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 840000.00 797059.20 FLEXTRONICS INTERNATIONAL LTD 2023-02-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 580500.00 FLORIDA GAS TRANSMISSION COMPANY 2020-07-15 5.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 780000.00 884571.78 FMG RESOURCES PTY LTD 2017-04-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3179000.00 3091577.50 FMG RESOURCES PTY LTD AUGUST 2006 2015-11-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6850000.00 6977295.84 FORD MOTOR COMPANY 2043-01-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4996.00 4330.33 FORD MOTOR CRDT CO 2014-10-01 8.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3354000.00 3721950.57 FORD MOTOR CREDIT CO 2016-05-09 1.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2250000.00 2212965.00 FORD MOTOR CREDIT COMPANY 2015-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 98252.44 FORD MOTOR CREDIT COMPANY 2021-08-02 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 233948.31 FORD MTR CR CO LLC 2018-01-16 2.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11488837.00 11231065.79 FPL GROUP CAPITAL INC 2067-09-01 7.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 861000.00 971832.22 FREEPORT MCMORAN COOPER 2017-03-01 2.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1769000.00 1743751.95 FREESCALE SEMICONDUCTOR INC 2018-03-15 10.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 204000.00 226739.63 FRESENIUS MED CARE US FIN INC 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2667145.00 2830489.11 FRONTIER COMM CORP 2017-04-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9336000.00 10659183.50 GANNETT CO INC 2014-11-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 109045.14 GCB 144A HSBC AMERICANS 2026-12-15 7.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3910000.00 3984561.96 GCB ING CAP FDG 2049-12-29 4.060600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71000.00 68864.74 GCB LUCENT TECHNOLOGY 2029-03-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1391542.00 1072293.27 GCB144A CHUKCHANSI ECO 2020-11-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3625000.00 1812500.00 GENL MTRS FINL CO INC 2017-08-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6535000.00 6665700.00 GENON ESCROW CORP 2020-10-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 891000.00 997941.66 GENWORTH FINANCIAL 2020-06-15 7.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1274000.00 1464380.90 GMAC 7.30 PUBLICINCOMENOTES PINES 2031-11-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 129755.33 GOODMAN FDG 2021-04-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2200000.00 2491867.58 GOODMAN FDG PTY LTD 2022-03-22 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 950000.00 1045931.00 GOVTREGS COSTA RICA RE 2023-01-26 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 932944.44 GREIF INC 2019-08-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2275000.00 2676869.26 GRUPO CEMENTOS DE CHIHUAAA 2020-02-08 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 318479.17 GRUPO KUO SAB 2022-12-04 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 549000.00 565012.50 HARVEST OPERATIONS CORP 2017-10-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 237639.06 HAWKER BEECHCRAFT ACQ CO 2017-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 10.00 HAWKER BEECHCRAFT ACQUISITION COMPANY L 2015-04-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 287500.00 HBOS CAPITAL FDG # 2 LP 2049-12-31 6.071000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 254480.14 HCA THE HEALTHCARE CO 2020-02-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2208187.50 HCP, INC. 2020-02-01 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2742702.00 2567645.62 HEALTH CARE REIT 2023-03-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 811791.79 HEALTH MANAGEMENT ASSOC INC 2020-01-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 885000.00 1003052.24 HEWLETT PACKARD CO 2020-12-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1386000.00 1340930.75 HIGHMARK INC. 2041-05-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2250000.00 1988701.25 HIGHWOODS PROPERTIES 2017-03-15 5.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 790000.00 881132.43 HOST HOTELS RESORTS LP 2019-06-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4655000.00 5030619.06 HSBC AMERICAS CAPITAL TRUST II 2027-05-15 8.380000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 1129259.39 HUNTSMAN INTL LLC 2020-03-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1215000.00 1345220.16 ICAHN ENTERPRISES LP 2018-01-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1357777.78 INDUSTRIAL SR TR 2022-11-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 380483.33 ING U S INC 2053-05-15 5.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3270000.00 3095867.96 INGLES MKTS INC 2023-06-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1473833.33 INTERCORP RETAIL TRUSTEE 2018-11-14 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 452000.00 488542.94 INTERNATIONAL LEASE FINANCE CORP. 2018-04-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2270000.00 2191156.91 INTL LEASE FIN CORP 2015-09-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 506000.00 564026.60 INTL LEASE FIN CORP 2016-05-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1125000.00 1161976.56 INTL LEASE FIN CORP 2017-03-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3782000.00 4302156.33 INTL LEASE FIN CORP 2020-12-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 553000.00 626692.32 IRON MOUNTAIN INC 2019-10-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 371000.00 406701.02 IRON MOUNTAIN INCORPORATED 2020-06-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2824000.00 2946530.22 ISLE OF CAPRI CASINOS INC 2021-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000844.00 5813421.81 ISTAR FINL INC 2018-02-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1045037.00 1111734.31 J2 GLOBAL INC 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1077.67 JAGUAR LD ROVER PLC 2018-05-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1930000.00 2095430.48 JAGUAR LD ROVER PLC 2021-05-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 9842.19 JARDEN CORP 2017-05-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 843000.00 933095.62 JBS S.A. 2016-08-04 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 186000.00 208692.00 JBS USA LLC JBS USA FINANCE INC 2021-06-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1940000.00 1950548.75 K. HOVNANIAN ENTERPRISES, IN 2021-11-01 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 438000.00 299227.00 KIMCO REALTY CORP 2018-02-01 4.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8420000.00 9252555.58 KIMCO REALTY CORP 2023-06-01 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1974649.00 1824980.48 KINDER MORGAN 2019-02-01 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 955000.00 1255137.40 KINDER MORGAN 2041-03-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2050000.00 2306329.43 KINDER NMORGAN 2037-02-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 815000.00 924390.66 KOHLS 2037-12-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1845000.00 2040718.11 KRAFT FOODS INC 2040-02-09 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 377556.00 452061.85 LAND OLAKES INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2395000.00 2466850.00 LENDER PROCESSING SERVICES 2023-04-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 790000.00 848586.18 LENNAR CORP 2018-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1362765.63 LENNAR CORPORATION 2018-12-01 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 111147.50 LEVI STRAUSS & CO 2020-05-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 548000.00 608019.32 LIBBEY GLASS INC 2020-05-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 328000.00 345453.47 LIBERTY MUTUAL GROUP INC 2037-03-15 7.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2885000.00 3484551.09 LIBERTY MUTUAL GROUP INC 2088-06-15 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1524000.00 2330016.08 LKQ CORP 2023-05-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2539799.00 2442263.66 LLOYDS BANKING GROUP 2099-10-01 5.920000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5787000.00 4365172.68 LLOYDS BANKING GROUP PLC 2099-10-01 6.657000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 414279.00 361185.80 LLOYDS BANKING GRP PLC 2099-12-29 6.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 433979.00 382117.68 LONGVIEW FIBRE PAPER & PACKAGING INC 2016-06-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5081637.00 5328096.39 LORILLARD TOBACCO COMPANY 2023-05-20 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2320000.00 2129736.80 LUMBERENS MUT 2026-07-01 9.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 366000.00 183.00 LYNX I CORP 2021-04-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3717000.00 3735585.00 M.D.C. HOLDINGS INC 2020-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 108641.88 MARATHON OIL CORP 2015-11-01 0.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 177517.00 176534.44 MARATHON OIL CORP 2022-11-01 2.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 490517.00 455199.23 MARFRIG HLDGS EUROPE B V 2018-05-09 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 266000.00 253072.22 MARKWEST ENERGY PARTNERS L P 2022-06-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1022256.94 MASHANTUCKET 2015-11-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25016500.00 2420446.44 MASHANTUCKET 2021-09-01 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8043000.00 781892.20 MCCLATCHY NEWSPAPERS INC 2022-12-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1188000.00 1241460.00 MEDIACOM LLC MEDIACOM CAPITAL CORP 2019-08-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245000.00 1374121.20 METLIFE CAPITAL TRUST I 2069-08-01 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 705000.00 1102546.56 METROPCS WIRELESS INC 2020-11-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2514000.00 2628168.77 MEXICHEM S.A.B DE C V 2022-09-19 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 804000.00 808748.63 MGM GRAND INC 2017-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1601877.00 1789335.55 MOHAWK INDUSTRIES INC 2023-02-01 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1270000.00 1228737.70 MOOG 2018-06-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 252000.00 261479.75 MORGAN STANLEY 2016-10-18 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1018699.00 1131092.63 MURPHY OIL CORPORATION 2042-12-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2115000.00 1843975.68 NATIONAL CINEMEDIA LLC 2022-04-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 119417.92 NATIONWIDE MUTUAL INSURANCE COMPANY 2039-08-15 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1544905.00 2133973.41 NAVIOS MARITIME HOLDINGS INC 2017-11-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1363767.71 NBCUNIVERSAL MEDIA LLC 2021-04-01 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1274000.00 1387466.15 NBCUNIVERSAL MEDIA LLC 2040-04-30 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 778759.22 NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FIN 2022-03-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1268750.00 NEWPAGE CORP 2014-12-31 11.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3325000.00 1197000.00 NISKA GAS STORAGE US LLC 2018-03-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1060392.36 NISOURCE FINANCE CORP 2043-02-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1307550.00 1279013.81 NORANDA INC 2015-10-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 918524.00 1013661.65 NORTHERN TELECOM CAP 2026-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2051000.00 2276610.00 NRG ENERGY INC 2018-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 930000.00 1022557.61 NRG ENERGY INC 2019-06-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3635000.00 3900607.43 NRG ENERGY INC 2021-05-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2072656.00 2197015.36 NXP BV NXP FDG LLC 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 146450.00 O 8.707 07/02/21 2021-07-02 8.707000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178132.00 62558.31 ODYSSEY RE HOLDINGS CORP 2013-11-01 7.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2236782.00 2310646.13 OGX PETROLEO E GAS PARTICIPACOES S A 2018-06-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5812908.00 1836313.78 OIL STATES INTL INC 2023-01-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 31200.00 OLIN CORP,VA 2019-08-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2802000.00 3125037.52 ONEOK PARTNERS LIMITED PARTNERSHIP 2041-02-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 374000.00 398052.10 OWENS BROCKWAY GLASS CONTAINER 2016-05-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5700.57 PACICIC LIFE INS CO 2039-06-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 732000.00 969739.16 PACIFIC GAS AND ELECTRIC CO 2013-12-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1267000.00 1302206.76 PACIFIC RUBIALES ENERGY CORPAL SUPPLY CO INCROMIS 2021-12-12 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2400000.00 2551733.33 PETROBRAS INTERNATIONAL FINANCE COMPANY 2016-01-27 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 226000.00 236053.26 PETROLEOS DE VENEZUELA S A 2017-11-02 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1362200.00 1261018.81 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 458369.00 374076.85 PETROLEOS DE VENEZUELA SA 2013-11-17 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 111150.00 112162.70 PETROLEOS MEXICANOS GUARANTEED NOTES 2020-03-05 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 718348.00 798324.08 PETROPLUS FINANCE LTD 2014-05-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53000.00 13117.50 PFD KB HOME INCOME PRIDES 2018-06-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 882000.00 943844.13 PFD KB HOME INCOME PRIDES 2020-03-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 418125.00 PHIBRO ANIMAL HEALTH CORP 2018-07-01 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 1232527.08 PLAINS EXPOLORATION PRODUCTION COMPANY 2023-02-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 696828.00 763109.79 PPL WEM HLDGS PLC 2021-05-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 705000.00 778982.99 PREFERRED TERM SECS XXIII LTD 2036-12-22 0.618000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3598000.00 2447010.59 PREFERRED TERM SECS XXV LTD 2037-06-22 0.598000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4600000.00 2978819.97 PROCIDENT FIN TR I 2038-03-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1885000.00 2256592.67 PROLOGIS L P 2019-10-30 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 789972.26 PSEG POWER LLC 2021-09-15 4.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 910000.00 947048.38 QUEBECOR MEDIA 2016-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2946000.00 3002117.21 QUEBECOR MEDIA INC 2016-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2155030.00 2194688.54 QUEBECOR MEDIA INC 2023-01-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 297000.00 QUEST DIAGNOSTICS 2014-03-24 1.134100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2675000.00 2685635.83 QVC NETWORK INC 2043-03-15 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8984000.00 8179917.03 QWEST COMM INTL INC 2018-04-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 228000.00 240475.87 R.R.DONNELLY & SONS COMPANY 2016-08-15 8.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1074000.00 1258483.37 RADIOSHACK CORPORATION COM 2019-05-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2356000.00 1702946.25 REALOGY CORP 2020-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 253000.00 274505.00 REARDEN G HOLDINGS EINS GMBH 2020-03-30 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 182324.00 189252.31 RENAT-A-CENTER INC 2021-05-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 51700.00 RESIDENTIAL CAPITAL 2015-06-30 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1673500.00 RESIDENTIAL CAPITAL,LLC 2015-05-15 9.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 334951.00 375982.50 RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED 2046-06-05 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5250000.00 18926.25 REVLON CONSUMER PRODUCTS CORP 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1389000.00 1385334.58 REXEL 2020-06-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3340000.00 3373539.17 REYNOLDS GROUP ISSUER LLC REYNOLDS GRO 2019-08-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3527000.00 3947043.66 REYNOLDS GROUP ISSUER LLC REYNOLDS GRO 2020-10-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1849000.00 1893594.28 REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO 2019-04-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4389000.00 4652340.00 RR DONNELLEY SONS CO 2015-05-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1220617.00 1283563.54 RRI ENERGY INC 2017-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 799000.00 845217.16 SABINE PASS LIQUEFACTION LLC 2021-02-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 97796.88 SABLE INTL FIN LTD 2020-02-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 226145.83 SANMINA CORPORATION 2019-05-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 123000.00 126608.00 SAPPI PAPIER HLDING 2019-06-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475000.00 502561.55 SBA TELECOMMUNICATIONS 2020-07-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1381000.00 1420847.61 SEALED AIR CORP 2019-09-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4340000.00 4939989.93 SEALED AIR CORP 2021-09-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1512000.00 1744790.25 SEARS HLDGS CORP 2018-10-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1595000.00 1483178.32 SEMINOLE HARD ROCK ENTERTAINMENT INC 2021-05-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 95951.74 SEMPRA ENERGY,CA 2039-10-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1544000.00 1744236.21 SENECA GAMING CORP 2018-12-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4900000.00 5199818.75 SENSATA TECHNOLOGIES B V 2023-10-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 251485.00 SERV CORP JAVER 2021-04-06 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1018000.00 954367.93 SERVICE CORP INTER 2019-05-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1587541.67 SERVICE CORP INTERNATL 2015-04-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 708000.00 754949.25 SERVICEMASTER CO 2020-02-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1591875.00 1621678.44 SITEL LLC AND SITEL FIN CORP 2017-08-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 492325.00 SM ENERGY CO 2024-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 94000.00 SM ENERGY COMPANY 2023-01-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2307000.00 2523153.08 SMITHFIELD FOODS,INC 2022-08-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1099552.08 SOCIEDAD QUIMICA Y MINERA DE CHILE SA 2020-04-21 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 838000.00 897100.88 Societe Generale 2059-07-05 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3273890.00 SONIC AUTOMOTIVE INC 2022-07-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 761000.00 848472.72 SOUTHERN CALIFORNIA EDISON 2099-12-31 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 810000.00 875531.25 SPECTRUM BRANDS ESCROW CORP 2020-05-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 136839.90 SPEEDWAY MOTORSPORTS INC 2019-02-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 536281.25 SQUARETWO FINANCIAL CORP 2017-04-01 11.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 910000.00 956040.31 STARWOOD HOTELS RESORTS WORLWIDE 2023-02-15 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 823000.00 775760.71 STARZ LLC STARZ FIN CORP 2019-09-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 222000.00 220890.00 STEEL DYNAMICS INC 2019-08-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 568379.95 STEEL DYNAMICS INC 2022-08-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2162104.16 SUNCOR ENERGY 2038-06-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 1822747.56 SUNOCO LOGISTICS PARTNERS OPERATIONS L 2022-02-15 4.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 788000.00 821111.10 TALISMAN ENERGY INC 2021-02-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801000.00 803172.05 TAYLOR MORRISON CMNTYS INC MONARCH CMNTYS INC 2020-04-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 498000.00 536595.00 TELECOM ITALIA CAPTIAL 2036-07-18 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 980000.00 985968.20 TELEFONICA EMISIONES S.A.U. 2020-04-27 5.134000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1936447.00 1998140.80 TEMPUR PEDIC INTERNATIONAL 2020-12-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1029000.00 1080432.14 TENET HEALTHCARE CORPORATION 2021-04-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4060000.00 3817922.50 THE AES CORP 2017-10-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 445000.00 507843.89 THE INTERPUBLIC GROUP OF CO 2023-02-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4035000.00 3761063.85 THE LIMITED 2022-02-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 98517.97 THE RYLAND GROUP INC 2022-10-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 195896.53 THE TORONTO DOMINION BANK 2017-03-13 1.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1600000.00 1608480.00 THE TRAVELERS CO INC. 2037-03-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2270000.00 2503542.01 TIMBERLAKE FIN LLC 2036-06-28 0.493700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 3420182.67 TIME WARNER 2033-07-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1045000.00 1341048.65 TIME WARNER INC 2021-01-15 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112000.00 122683.80 TOLL ROAD INVESTORS PARTNERSHIP II L P 2055-02-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83900000.00 6682551.10 TRANSOCEAN SEDCO FOREX 2020-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 998000.00 1152560.82 TRAVELPORT LLC SENIOR DOLLAR FLOATING RATE NOTES D 2016-03-01 13.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1556629.00 1632157.94 TRIUMPH GROUP INC 2017-11-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2475000.00 2628587.50 UNITED ARTISTS THEATRE 2015-07-01 9.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6081523.00 1491654.03 UNITED STATES STEEL CORP+ 2020-04-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 551552.60 UNITED STATES STEEL CORP+ 2021-04-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1235000.00 1219648.26 UNIVISION COMM INC 2019-05-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 15835.68 UNIVISION COMM INC 2022-09-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1199000.00 1276110.69 UPCB FIN V LTD 2021-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 213231.94 USG CORP 2020-03-30 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 200493.75 VALE OVERSEAS LTD 2019-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 850000.00 923715.19 VALEANT PHARMACEUTICALS INTL INC 2020-10-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1984000.00 2062202.67 VIACOM INC CLASS B 2023-03-15 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5209972.00 4955409.87 VIACOM INC CLASS B COMMON 2043-03-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1541000.00 1316533.87 VIEDEOTRON LTEE 2022-07-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 453375.00 VIRGIN MEDIA SECURED FIN PLC 2018-01-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 725000.00 744826.74 VULCAN MATERIALS CO 2016-12-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 575000.00 623803.13 WELLPOINT INC COM < 2018-01-15 1.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1191000.00 1172783.66 WEST CORP 2018-10-01 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 538924.00 597694.79 WILLIAMS CO INC 2032-03-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 715000.00 920344.23 WILLIAMS PARTNERS LP 2040-04-15 6.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 1164245.50 WIND ACQ FIN S A 2020-04-30 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 396000.00 WIND ACQUISITION FINANCE S A 2018-02-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3810000.00 3833468.54 WINDSTREAM CORP 2017-11-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 549000.00 609372.84 WINDSTREAM CORP 2018-09-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 760484.38 WTS SIRIUS SATELLITE RADIO INC 2015-04-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1681718.75 WTS SIRIUS SATELLITE RADIO INC 2020-05-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178000.00 167320.00 XM SATELLITE RADIO INC 2018-11-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1833000.00 2020099.66 First Tier Security N/A N/A 2013-08-20 2013-08-20 N N N 539000000.00 539000000.00 0.0145 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 539415030.00 539415030.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.170000% 59157TWP4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 3000000.00 2998810.00 0.0001 N 2998560.00 2998560.00 MetLife Short Term Funding LLC MetLife Short Term Funding LLC 0.180000% 59157TWT6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-27 2013-09-27 N N Y Funding Agreement MetLife Insurance Company of Connecticut N/A N/A Funding Agreement Metropolitan Life Insurance Co N/A N/A 56000000.00 55975360.00 0.0015 N 55971440.00 55971440.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682ACR5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 11000000.00 11000000.00 0.0003 N 11000110.00 11000110.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.330000% 60682ACT1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 23000000.00 23000000.00 0.0006 N 23000920.00 23000920.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.320000% 60682ACV6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 82000000.00 82000000.00 0.0022 N 82004920.00 82004920.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ADA1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 48000000.00 48000000.00 0.0013 N 48001440.00 48001440.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260400% 60682AFQ4 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2014-01-02 N N N 100000000.00 100000000.00 0.0027 N 100000000.00 100000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.240000% 60688RDK6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 26000000.00 26000000.00 0.0007 N 26000260.00 26000260.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.240000% 60688RDM2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 31000000.00 31000000.00 0.0008 N 31000620.00 31000620.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.240000% 60688RDN0 Certificate of Deposit N First Tier Security N/A N/A 2013-07-09 2013-07-09 N N N 61000000.00 61000000.00 0.0016 N 61001220.00 61001220.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.240000% 60688RDU4 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 105000000.00 105000000.00 0.0028 N 105003150.00 105003150.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.240000% 60688REC3 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2013-07-22 N N N 147000000.00 147000000.00 0.0040 N 147005880.00 147005880.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.240000% 60688RGJ6 Certificate of Deposit N First Tier Security N/A N/A 2013-08-20 2013-08-20 N N N 4000000.00 4000000.00 0.0001 N 4000280.00 4000280.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.230000% 60688RJJ3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 17000000.00 17000000.00 0.0005 N 16999660.00 16999660.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.230000% 60688RJS3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 21000000.00 21000000.00 0.0006 N 20999580.00 20999580.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688RKJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 85000000.00 85000000.00 0.0023 N 84996600.00 84996600.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688RKT9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-16 2013-09-16 N N N 16000000.00 16000000.00 0.0004 N 15999360.00 15999360.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.170000% 60686N005_0.1700_M130701_2M49 0000812291 Government Agency Repurchase Agreement Y GNMA 2041-12-20 4.000000 Government Agency Debt 71283607.00 51500000.19 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 50000000.00 50000000.00 0.0013 N 50000000.00 50000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.150000% 55799C003_0.1500_M130701_2M49 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2020-07-01 4.500000 Government Agency Debt 44922743.00 7128865.09 Fannie Mae 2024-06-01 4.000000 Government Agency Debt 163142.00 57998.10 Fannie Mae 2024-07-01 4.000000 Government Agency Debt 609565.00 158797.15 Fannie Mae 2027-02-01 3.000000 Government Agency Debt 8323899.00 7731318.48 Fannie Mae 2027-05-01 3.000000 Government Agency Debt 694711.00 613694.08 Fannie Mae 2027-07-01 3.000000 Government Agency Debt 6574405.00 6224737.43 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 8135134.00 7719998.18 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 141231.00 132070.68 Fannie Mae 2027-12-01 2.500000 Government Agency Debt 6691968.00 6381348.99 Fannie Mae 2028-03-01 2.500000 Government Agency Debt 6371178.00 6321366.94 Fannie Mae 2028-05-01 2.500000 Government Agency Debt 7653174.00 7672239.24 Fannie Mae 2028-05-01 2.500000 Government Agency Debt 6145426.00 6166194.17 Fannie Mae 2028-06-01 2.500000 Government Agency Debt 6260377.00 6280410.84 Fannie Mae 2028-06-01 2.500000 Government Agency Debt 151952.00 153070.97 Fannie Mae 2035-04-01 5.500000 Government Agency Debt 535953.00 82005.13 Fannie Mae 2036-02-01 6.000000 Government Agency Debt 34287907.00 6628020.39 Fannie Mae 2037-07-01 3.500000 Government Agency Debt 7764819.00 7720473.32 Fannie Mae 2037-07-01 3.500000 Government Agency Debt 6812888.00 6229031.77 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 16600000.00 6303248.68 Fannie Mae 2041-07-01 5.000000 Government Agency Debt 1094551.00 1078487.95 Fannie Mae 2041-08-01 4.500000 Government Agency Debt 8435633.00 7765719.75 Fannie Mae 2041-09-01 4.500000 Government Agency Debt 3526968.00 2997310.09 Freddie Mac 2043-01-01 3.000000 Government Agency Debt 474463.00 453598.89 First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 100000000.00 100000000.00 0.0027 N 100000000.00 100000000.00 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 0.050000% 992JYJ001_0.0500_M130703_2M49 0000068136 Government Agency Repurchase Agreement Y Fannie Mae 2042-08-01 4.000000 Government Agency Debt 3610564.00 3614582.82 Fannie Mae 2042-11-01 3.500000 Government Agency Debt 12618131.00 12635199.58 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 25683886.00 25570218.26 First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 41000000.00 41000000.00 0.0011 N 41000000.00 41000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.199000% 922JZG001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-18 2014-02-18 N N N 272000000.00 272000000.00 0.0073 N 272000000.00 272000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.213800% 922JZQ009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-03 2014-03-03 N N N 63000000.00 63000000.00 0.0017 N 63000000.00 63000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.360000% 988KLW009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 161000000.00 161000000.00 0.0043 N 161014490.00 161014490.00 National Australia Bank Ltd National Australia Bank Ltd 0.340000% 988NJU000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 123000000.00 123000000.00 0.0033 N 123018450.00 123018450.00 National Australia Bank Ltd National Australia Bank Ltd 0.350000% 988QKC001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 69000000.00 69000000.00 0.0019 N 69013110.00 69013110.00 National Australia Funding (Delaware) Inc National Australia Funding (Delaware) Inc 0.180000% 63253JWB2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-11 2013-09-11 N Y National Australia Bank Ltd N/A N/A N 48000000.00 47982720.00 0.0013 N 47985120.00 47985120.00 Nationwide Building Society Nationwide Building Society 0.220000% 6385E0WR0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-25 2013-09-25 N N N 3000000.00 2998423.33 0.0001 N 2997930.00 2997930.00 Nationwide Building Society Nationwide Building Society 0.250000% 6385E0WS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-26 2013-09-26 N N N 12000000.00 11992750.00 0.0003 N 11991600.00 11991600.00 Nationwide Building Society Nationwide Building Society 0.260000% 6385E0X40 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-04 2013-10-04 N N N 169000000.00 168884047.21 0.0045 N 168871560.00 168871560.00 Natixis SA Natixis SA 0.300000% 63873ETD3 Certificate of Deposit N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 109000000.00 109000000.00 0.0029 N 109011990.00 109011990.00 New York State HFA Housing RB (2180 Broadway) Series 2011B 0.130000% 64986UGU5 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 5450000.00 5450000.00 0.0001 N 5450000.00 5450000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.050000% 65409RU16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 50000000.00 50000000.00 0.0013 N 49999375.00 49999375.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.170000% 65409RUR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 100000000.00 99988666.68 0.0027 N 99989000.00 99989000.00 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.170000% 65409RUS7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 73367000.00 73358338.62 0.0020 N 73358195.96 73358195.96 Nieuw Amsterdam Receivables Corp Nieuw Amsterdam Receivables Corp 0.200000% 65409RVC1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-12 2013-08-12 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 100000000.00 99976666.66 0.0027 N 99979000.00 99979000.00 NRW.BANK NRW.BANK 0.105000% 62939LU31 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 416000000.00 415997573.31 0.0112 N 415991680.00 415991680.00 NRW.BANK NRW.BANK 0.100000% 62939LU31 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-03 2013-07-03 N N N 140000000.00 139999222.22 0.0038 N 139997200.00 139997200.00 Old Line Funding, LLC Old Line Funding, LLC 0.232500% 67984RAC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-10 2014-03-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 110000000.00 110000000.00 0.0030 N 110003300.00 110003300.00 Rabobank Nederland Rabobank Nederland 0.273300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-05 2014-03-04 N N N 127000000.00 127000000.00 0.0034 N 127003810.00 127003810.00 RBS Holdings USA Inc RBS Holdings USA Inc 0.300000% 74927JV75 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-07 2013-08-07 N Y Royal Bank of Scotland Plc N/A N/A N 123000000.00 122962074.99 0.0033 N 122975400.00 122975400.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0UB0 Other Commercial Paper N First Tier Security N/A N/A 2013-07-11 2013-07-11 N Y Reckitt Benckiser Group Plc N/A N/A N 10250000.00 10248519.44 0.0003 N 10249385.00 10249385.00 Reckitt Benckiser Treasury Services PLC Reckitt Benckiser Treasury Services PLC 0.520000% 7562E0UK0 Other Commercial Paper N First Tier Security N/A N/A 2013-07-19 2013-07-19 N Y Reckitt Benckiser Group Plc N/A N/A N 8000000.00 7997920.00 0.0002 N 7999200.00 7999200.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.350000% 76582JV68 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N Y Guaranty BNP Paribas N/A N/A 29000000.00 28989850.00 0.0008 N 28995360.00 28995360.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.360000% 76582JWD2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N Y Guaranty BNP Paribas N/A N/A 66000000.00 65951160.00 0.0018 N 65972940.00 65972940.00 Royal Bank of Canada Royal Bank of Canada 0.332100% 78009NJE7 Other Note N First Tier Security N/A N/A 2013-07-05 2014-07-03 N N N 243000000.00 243000000.00 0.0065 N 243148230.00 243148230.00 Royal Bank of Canada Royal Bank of Canada 0.374500% 78009NLP9 Other Note N First Tier Security N/A N/A 2013-07-01 2014-07-01 N N N 125000000.00 125000000.00 0.0034 N 125055000.00 125055000.00 Royal Bank of Canada Royal Bank of Canada 0.313000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-24 2014-06-24 N N N 305000000.00 305000000.00 0.0082 N 305045750.00 305045750.00 San Jose Redevelopment Agency Sub Tax Allocation Taxable RB (Merged Area Redevelopment)Series 2003A 0.300000% 79818CAA7 Other Commercial Paper N First Tier Security N/A N/A 2013-12-10 2013-12-10 N Y JPMorgan Chase Bank NA N/A N/A N 9000000.00 9000000.00 0.0002 N 9000360.00 9000360.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.210000% 82124LUJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-18 2013-07-18 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999900.83 0.0000 N 999920.00 999920.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124LW99 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N Y Letter of Credit Barclays Bank Plc N/A N/A 1000000.00 999611.11 0.0000 N 999600.00 999600.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.200000% 82124LWA6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 20000000.00 19992111.11 0.0005 N 19991800.00 19991800.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.230000% 83050TWJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-18 2013-09-18 N N N 10000000.00 9994952.78 0.0003 N 9995600.00 9995600.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.300000% 83050TWK3 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-19 2013-09-19 N N N 99000000.00 98934000.00 0.0027 N 98955450.00 98955450.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.210000% 83050TX14 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 53000000.00 52971556.67 0.0014 N 52969790.00 52969790.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.340000% 83051HFB7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 2000000.00 2000000.00 0.0001 N 2000160.00 2000160.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HJG2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 29000000.00 29000000.00 0.0008 N 29003190.00 29003190.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKS4 Certificate of Deposit N First Tier Security N/A N/A 2013-11-26 2013-11-26 N N N 41000000.00 41000000.00 0.0011 N 41005330.00 41005330.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.290000% 83051HKY1 Certificate of Deposit N First Tier Security N/A N/A 2013-12-13 2013-12-13 N N N 9000000.00 9000000.00 0.0002 N 8999550.00 8999550.00 Societe Generale Societe Generale 0.330000% 83368NDU2 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 79000000.00 79000000.00 0.0021 N 79007900.00 79007900.00 Societe Generale Societe Generale 0.300000% 83368NJW2 Certificate of Deposit N First Tier Security N/A N/A 2013-10-08 2013-10-08 N N N 189000000.00 189000000.00 0.0051 N 189005670.00 189005670.00 Societe Generale Societe Generale 0.680000% 83369TJZ1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 181000000.00 181000000.00 0.0049 N 181007240.00 181007240.00 Societe Generale North America, Inc Societe Generale North America, Inc 0.290000% 83365RWH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-09-17 2013-09-17 N Y Societe Generale N/A N/A N 37000000.00 36976751.67 0.0010 N 36977800.00 36977800.00 State Street Corp State Street Corp 0.170000% 85747JX10 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-10-01 2013-10-01 N N N 63000000.00 62972630.00 0.0017 N 62973540.00 62973540.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CCT7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 181000000.00 181000000.00 0.0049 N 181001810.00 181001810.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFB3 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 4000000.00 4000000.00 0.0001 N 4000360.00 4000360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562CFF4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-16 2013-12-16 N N N 6000000.00 6000000.00 0.0002 N 6000540.00 6000540.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CHE5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-01 2013-08-01 N N N 8000000.00 8000000.00 0.0002 N 8000160.00 8000160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CJH6 Certificate of Deposit N First Tier Security N/A N/A 2013-08-06 2013-08-06 N N N 127000000.00 127000000.00 0.0034 N 127002540.00 127002540.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CKU5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N N 149000000.00 149000000.00 0.0040 N 149019370.00 149019370.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562CLM2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 2000000.00 2000000.00 0.0001 N 2000260.00 2000260.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CME9 Certificate of Deposit N First Tier Security N/A N/A 2013-08-15 2013-08-15 N N N 45000000.00 45000000.00 0.0012 N 45001350.00 45001350.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CMJ8 Certificate of Deposit N First Tier Security N/A N/A 2013-08-19 2013-08-19 N N N 11000000.00 11000000.00 0.0003 N 11000330.00 11000330.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CMU3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 48000000.00 48000000.00 0.0013 N 48002880.00 48002880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CNF5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-22 2013-08-22 N N N 119000000.00 119000000.00 0.0032 N 119003570.00 119003570.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPD8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 7000000.00 7000000.00 0.0002 N 6999720.00 6999720.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPV8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-05 2013-09-05 N N N 9000000.00 9000000.00 0.0002 N 8999640.00 8999640.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CPZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-04 2013-09-04 N N N 15000000.00 15000000.00 0.0004 N 14999400.00 14999400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQG0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 96000000.00 96000000.00 0.0026 N 95996160.00 95996160.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQQ8 Certificate of Deposit N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 3000000.00 3000000.00 0.0001 N 2999880.00 2999880.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.230000% 86562CQS4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-10 2013-09-10 N N N 8000000.00 8000000.00 0.0002 N 7999680.00 7999680.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.360000% 86562D2U3 Certificate of Deposit N First Tier Security N/A N/A 2013-10-22 2013-10-22 N N N 283000000.00 283000000.00 0.0076 N 283090560.00 283090560.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.320000% 86562DV64 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 25000000.00 25000000.00 0.0007 N 25001000.00 25001000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562DW55 Certificate of Deposit N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N N 7000000.00 7000000.00 0.0002 N 7000210.00 7000210.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W4W5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-07-01 N N N 5000000.00 5000000.00 0.0001 N 5000000.00 5000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86562W5F1 Certificate of Deposit N First Tier Security N/A N/A 2013-07-02 2013-07-02 N N N 91000000.00 91000000.00 0.0024 N 91000000.00 91000000.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.240000% 86562W5Q7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-23 2013-07-23 N N N 193000000.00 193000000.00 0.0052 N 193005790.00 193005790.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.230000% 86563KAE3 Certificate of Deposit N First Tier Security N/A N/A 2013-09-11 2013-09-11 N N N 112000000.00 112000000.00 0.0030 N 111995520.00 111995520.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KBJ1 Certificate of Deposit N First Tier Security N/A N/A 2013-09-23 2013-09-23 N N N 210000000.00 210000000.00 0.0057 N 209985300.00 209985300.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.180000% 86958CYR9 Certificate of Deposit N First Tier Security N/A N/A 2013-09-03 2013-09-03 N N N 266000000.00 266000000.00 0.0072 N 265989360.00 265989360.00 Swedbank AB Swedbank AB 0.271600% 87019QT81 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2013-12-20 N N N 119000000.00 119000000.00 0.0032 N 118996430.00 118996430.00 Swedbank AB Swedbank AB 0.330000% 87019QUZ9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N N 29000000.00 29000000.00 0.0008 N 29001740.00 29001740.00 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 Texas TRAN Series 2012 0.070000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-01 2013-07-01 Y JPMorgan Chase Bank NA N/A N/A N N 100000000.00 100000000.00 0.0027 N 100000000.00 100000000.00 Texas TRAN Series 2012 0.070000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-01 2013-07-01 Y JPMorgan Chase Bank NA N/A N/A N N 86995000.00 86995000.00 0.0023 N 86995000.00 86995000.00 Texas Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.190000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Texas N/A N/A N N 32000000.00 32000000.00 0.0009 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.190000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2013-07-05 2013-07-05 Y Texas N/A N/A N N 22530000.00 22530000.00 0.0006 N 22530000.00 22530000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.240000% 88602TZL0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-12-20 2013-12-20 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 100000000.00 99885333.34 0.0027 N 99904000.00 99904000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.220000% 89112W2F3 Certificate of Deposit N First Tier Security N/A N/A 2013-11-22 2013-11-22 N N N 372000000.00 372000000.00 0.0100 N 372014880.00 372014880.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112W4B0 Certificate of Deposit N First Tier Security N/A N/A 2013-09-09 2013-09-09 N N N 209000000.00 209000000.00 0.0056 N 209016720.00 209016720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.170000% 89112W4E4 Certificate of Deposit N First Tier Security N/A N/A 2013-09-17 2013-09-17 N N N 388000000.00 388000000.00 0.0104 N 388034920.00 388034920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.130000% 89112W5D5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-12 2013-07-12 N N N 56000000.00 56000000.00 0.0015 N 56000000.00 56000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.140000% 89112W5H6 Certificate of Deposit N First Tier Security N/A N/A 2013-07-16 2013-07-16 N N N 376000000.00 376000000.00 0.0101 N 376003760.00 376003760.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU54 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 192000000.00 192000000.00 0.0052 N 192013440.00 192013440.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112WU70 Certificate of Deposit N First Tier Security N/A N/A 2013-11-06 2013-11-06 N N N 40000000.00 40000000.00 0.0011 N 40002800.00 40002800.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.190000% 89233GUA2 Other Commercial Paper N First Tier Security N/A N/A 2013-07-10 2013-07-10 N N Y Support Agreement Toyota Motor Corp N/A N/A 99000000.00 98995297.50 0.0027 N 98998020.00 98998020.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.180000% 89233GWQ5 Other Commercial Paper N First Tier Security N/A N/A 2013-09-24 2013-09-24 N N Y Support Agreement Toyota Motor Corp N/A N/A 129000000.00 128945175.00 0.0035 N 128953560.00 128953560.00 UBS AG UBS AG 0.800000% 90267RLP2 Certificate of Deposit N First Tier Security N/A N/A 2013-09-13 2013-09-13 N N N 80000000.00 80096757.74 0.0022 N 80102400.00 80102400.00 UBS AG UBS AG 0.250000% 90267RQN2 Certificate of Deposit N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 10000000.00 10000000.00 0.0003 N 10001200.00 10001200.00 UBS AG UBS AG 0.250000% 90267RQQ5 Certificate of Deposit N First Tier Security N/A N/A 2013-08-02 2013-08-02 N N N 2000000.00 2000000.00 0.0001 N 2000160.00 2000160.00 Victory Receivables Corp Victory Receivables Corp 0.180000% 92646KU83 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-07-08 2013-07-08 N N Y Credit / Liquidity Bank of Tokyo Mitsubishi UFJ Ltd N/A N/A 39000000.00 38998635.00 0.0010 N 38998050.00 38998050.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B64 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2014-01-02 N N N 181000000.00 181000000.00 0.0049 N 181045250.00 181045250.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.180000% 9497P6B98 Certificate of Deposit N First Tier Security N/A N/A 2013-08-14 2013-08-14 N N N 246000000.00 246000000.00 0.0066 N 246019680.00 246019680.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.241600% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2013-07-22 2014-05-20 N N N 25000000.00 25000000.00 0.0007 N 24996750.00 24996750.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.130000% 9497P6ZC5 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2013-09-06 N N N 342000000.00 342000000.00 0.0092 N 342030780.00 342030780.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.323300% 94985H2R4 Other Note N First Tier Security N/A N/A 2013-09-13 2014-07-14 N N N 100000000.00 100000000.00 0.0027 N 100000200.00 100000200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.372600% 94985HD27 Other Note N First Tier Security N/A N/A 2013-09-23 2014-07-22 N N N 275000000.00 275000000.00 0.0074 N 275072600.00 275072600.00 Westpac Banking Corp Westpac Banking Corp 0.495600% 91621CAT8 Other Note N First Tier Security N/A N/A 2013-07-29 2014-07-28 N N N 100000000.00 100000000.00 0.0027 N 100021200.00 100021200.00 Westpac Banking Corp Westpac Banking Corp 0.442400% 96121TPP7 Certificate of Deposit N First Tier Security N/A N/A 2013-07-11 2013-07-11 N N N 360000000.00 360000000.00 0.0097 N 360028800.00 360028800.00 Westpac Banking Corp Westpac Banking Corp 0.413000% 96121TQA9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-23 2013-08-23 N N N 83000000.00 83000000.00 0.0022 N 83033200.00 83033200.00 Westpac Banking Corp Westpac Banking Corp 0.290000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2013-07-01 2014-04-25 N N N 202000000.00 202000000.00 0.0054 N 202147460.00 202147460.00 Westpac Banking Corp Westpac Banking Corp 0.310000% 9612C4GK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-01 2014-01-17 N N N 237000000.00 237000000.00 0.0064 N 237191970.00 237191970.00 Westpac Banking Corp Westpac Banking Corp 0.295400% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-07-19 2014-06-19 N N N 130000000.00 130000000.00 0.0035 N 130006500.00 130006500.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 196804.51 196804.51 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 176356.52 176356.52 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 159966.09 159966.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 143345.62 143345.62 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 614919.62 614919.62 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 551029.47 551029.47 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1131426.11 1131426.11 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1013870.94 1013870.94 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 172216.17 172216.17 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 154322.91 154322.91 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123027.00 123027.00 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 110244.50 110244.50 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 49200.89 49200.89 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 44088.91 44088.91