0001145549-14-001533.txt : 20140401 0001145549-14-001533.hdr.sgml : 20140401 20140207151205 ACCESSION NUMBER: 0001145549-14-001533 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140131 FILED AS OF DATE: 20140207 DATE AS OF CHANGE: 20140207 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: 14583985 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 2014-01-31 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 55 93 39066746735.39 13730411.08 200760909.52 38879716236.95 0.0023 1.0001 2014-01-31 1.0001 2014-01-31 C000012378 1.00 38879716236.95 1.00 -569706540.60 7488162658.43 8057869199.03 0.0006 1.0001 2014-01-31 1.0001 2014-01-31 3925 Seaport Associates Variable Rate Demand Bonds Series 2013 0.170000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6500000.00 6500000.00 0.0002 N 6500000.00 6500000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.240000% 00279HP26 Certificate of Deposit N First Tier Security N/A N/A 2014-02-20 2014-02-20 N Y Santander UK Plc N/A N/A N 120000000.00 120000000.00 0.0031 N 120007200.00 120007200.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.230000% 00279HR57 Certificate of Deposit N First Tier Security N/A N/A 2014-04-16 2014-04-16 N Y Santander UK Plc N/A N/A N 70000000.00 70000000.00 0.0018 N 70000000.00 70000000.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.080000% 00279HR99 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-02-04 N Y Santander UK Plc N/A N/A N 198000000.00 198000000.00 0.0051 N 197998020.00 197998020.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.306500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-07 N Y Santander UK Plc N/A N/A N 198000000.00 198000000.00 0.0051 N 198010692.00 198010692.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 688000000.00 688000000.00 0.0177 Security is a time deposit. N 688000756.80 688000756.80 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M140204 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 69000000.00 69000000.00 0.0018 Security is a time deposit. N 69000082.80 69000082.80 Bank of America, NA Bank of America, NA 0.260000% 06052W2N2 Other Note N First Tier Security N/A N/A 2014-06-17 2014-06-17 N N N 333000000.00 333000000.00 0.0086 N 333013320.00 333013320.00 Bank of America, NA Bank of America, NA 0.250000% 06052W2S1 Other Note N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 11000000.00 11000000.00 0.0003 N 11000000.00 11000000.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3K7 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 6000000.00 6000000.00 0.0002 N 5999700.00 5999700.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3N1 Other Note N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 159000000.00 159000000.00 0.0041 N 158992050.00 158992050.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3T8 Other Note N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 43000000.00 43000000.00 0.0011 N 42997850.00 42997850.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3W1 Other Note N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 24000000.00 24000000.00 0.0006 N 23998800.00 23998800.00 Bank of America, NA Bank of America, NA 0.260000% 06052W3Z4 Other Note N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 59000000.00 59000000.00 0.0015 N 58997050.00 58997050.00 Bank of America, NA Bank of America, NA 0.250000% 06052WR62 Other Note N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 133000000.00 133000000.00 0.0034 N 133001330.00 133001330.00 Bank of America, NA Bank of America, NA 0.200000% 06052WY72 Other Note N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 179000000.00 179000000.00 0.0046 N 179000000.00 179000000.00 Bank of America, NA Bank of America, NA 0.270000% 06052WY80 Other Note N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 125000000.00 125000000.00 0.0032 N 125008750.00 125008750.00 Bank of Montreal Bank of Montreal 0.060000% 06999G005 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 438000000.00 438000000.00 0.0113 Security is a time deposit. N 437997766.20 437997766.20 Bank of Montreal Bank of Montreal 0.050000% 06999G005_M140204 0000009622 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 527000000.00 527000000.00 0.0136 Security is a time deposit. N 526998735.20 526998735.20 Bank of Nova Scotia Bank of Nova Scotia 0.231500% 06417F3B4 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-09-09 N N N 171000000.00 171000000.00 0.0044 N 171046170.00 171046170.00 Bank of Nova Scotia Bank of Nova Scotia 0.229000% 06417F3U2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-09-16 N N N 347000000.00 347000000.00 0.0089 N 347097160.00 347097160.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% 06417HAX4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-20 2014-05-20 N N N 15000000.00 15000000.00 0.0004 N 15001350.00 15001350.00 Bank of Nova Scotia Bank of Nova Scotia 0.228000% 06417HBH8 Certificate of Deposit N First Tier Security N/A N/A 2014-02-25 2014-11-25 N N N 100000000.00 100000000.00 0.0026 N 100021000.00 100021000.00 Bank of Nova Scotia Bank of Nova Scotia 0.200000% 06417HCR5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 150000000.00 150000000.00 0.0039 N 150018000.00 150018000.00 Bank of Nova Scotia Bank of Nova Scotia 0.180000% 06417HCV6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 145000000.00 145000000.00 0.0037 N 145008700.00 145008700.00 Bank of Nova Scotia Bank of Nova Scotia 0.030000% 924HZZ001_0.0300_M140203_2M49 0001041839 Government Agency Repurchase Agreement Y United States Treasury Department 2016-01-31 0.375000 Treasury Debt 101968100.00 102000016.02 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Bank of the West Bank of the West 0.250000% 06426GDB0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 188000000.00 188000000.00 0.0048 N 188045120.00 188045120.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCE0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 48000000.00 48000000.00 0.0012 N 48013920.00 48013920.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GCN0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-14 2014-05-14 N N N 60000000.00 60000000.00 0.0015 N 60017400.00 60017400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GD82 Certificate of Deposit N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 77000000.00 77000000.00 0.0020 N 77003850.00 77003850.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GDK5 Certificate of Deposit N First Tier Security N/A N/A 2014-05-23 2014-05-23 N N N 5000000.00 5000000.00 0.0001 N 5001550.00 5001550.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEA6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 116000000.00 116000000.00 0.0030 N 116037120.00 116037120.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.320000% 06538GEE8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 152000000.00 152000000.00 0.0039 N 152048640.00 152048640.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.310000% 06538GGE6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-12 2014-06-12 N N N 3000000.00 3000000.00 0.0001 N 3000870.00 3000870.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GPQ9 Certificate of Deposit N First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 157000000.00 157000000.00 0.0040 N 157012560.00 157012560.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GRD6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 2000000.00 2000000.00 0.0001 N 2000180.00 2000180.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GWX6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 14000000.00 14000000.00 0.0004 N 14001120.00 14001120.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538GYN6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 99000000.00 99000000.00 0.0025 N 99003960.00 99003960.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.290000% 06538GZR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-08 2014-10-08 N N N 48000000.00 48000000.00 0.0012 N 48006720.00 48006720.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XTM0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 32000000.00 32000000.00 0.0008 N 32005120.00 32005120.00 Barclays Bank Plc Barclays Bank Plc 0.250000% 06741XTW8 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 143000000.00 143000000.00 0.0037 N 143021450.00 143021450.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVK1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 82000000.00 82000000.00 0.0021 N 82036900.00 82036900.00 Barclays Bank Plc Barclays Bank Plc 0.430000% 06741XVP0 Certificate of Deposit N First Tier Security N/A N/A 2014-10-01 2014-10-01 N N N 85000000.00 85000000.00 0.0022 N 85022950.00 85022950.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XVX3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2014-07-21 N N N 214000000.00 214000000.00 0.0055 N 214051360.00 214051360.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XVY1 Certificate of Deposit N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 99000000.00 99000000.00 0.0025 N 99023760.00 99023760.00 Barclays Bank Plc Barclays Bank Plc 0.300000% 06741XWC8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 11000000.00 11000000.00 0.0003 N 11002640.00 11002640.00 Barclays Capital, Inc Barclays Capital, Inc 0.030000% 00799J004_0.0300_M140203_2M49 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2014-05-31 2.250000 Treasury Debt 16565500.00 16745457.94 United States Treasury Department 2015-01-31 2.250000 Treasury Debt 29066200.00 29674788.10 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 45510038.00 45510038.00 0.0012 N 45510038.00 45510038.00 Bennington Stark Capital Company, LLC Bennington Stark Capital Company, LLC 0.320000% 08224MBE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity SOCIETE GENERALE N/A N/A 50000000.00 49995111.11 0.0013 N 49997500.00 49997500.00 BNP Paribas BNP Paribas 0.350000% 05572NPW0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 76000000.00 76000000.00 0.0020 N 76006840.00 76006840.00 BNP Paribas BNP Paribas 0.340000% 05572NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 187000000.00 187000000.00 0.0048 N 187028050.00 187028050.00 BNP Paribas BNP Paribas 0.300000% 05572NQJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 39000000.00 39000000.00 0.0010 N 39004680.00 39004680.00 BNP Paribas BNP Paribas 0.300000% 05572NQL3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 89000000.00 89000000.00 0.0023 N 89010680.00 89010680.00 BNP Paribas BNP Paribas 0.300000% 05572NQP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 63000000.00 63000000.00 0.0016 N 63007560.00 63007560.00 BNP Paribas BNP Paribas 0.320000% 05572NRB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-06 2014-05-06 N N N 68000000.00 68000000.00 0.0017 N 68012240.00 68012240.00 BNP Paribas BNP Paribas 0.470000% 05572NRH1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 167000000.00 167000000.00 0.0043 N 167123580.00 167123580.00 BNP Paribas BNP Paribas 0.320000% 05572NRV0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 43000000.00 43000000.00 0.0011 N 43007740.00 43007740.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.300000% 923JCS009_0.3000_M140207_2M49 0001197610 Other Repurchase Agreement N ABBVIE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3537258.20 ACTAVIS PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1998329.76 AFLAC INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1536960.80 ALLEGHANY CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1448884.08 ALLISON TRANSMISSION HLDGS ICOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 28.49 ANADARKO PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 66463.20 ASSURED GUARANTY LTD COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3178534.70 BANK OF AMERICA CORPORATION COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3791981.40 BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 6605754.00 BLOCK H & R INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8520978.12 CF INDS HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10395860.84 CHEVRON CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 66492.95 CITIGROUP INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10498971.00 DISCOVER FINL SVCS COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4983062.70 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 9365214.52 EASTMAN CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1046790.63 EOG RES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 11128550.31 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3314146.56 HCA HOLDINGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3244118.99 HEWLETT PACKARD CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 11253089.25 HUNTINGTON INGALLS INDS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 114570.20 INGERSOLL-RAND PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2840818.75 INTL PAPER CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3969205.94 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10849100.50 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10920056.00 LAS VEGAS SANDS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10925397.21 LOEWS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 36453.36 MERCK & CO INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 162991.46 MGM RESORTS INTERNATIONAL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1389772.73 MORGAN STANLEY COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 725635.92 MRC GLOBAL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1524320.97 OCCIDENTAL PETE CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5711597.20 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 273356.60 PFIZER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 9403860.04 PHILIP MORRIS INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10697950.67 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1269277.44 RALPH LAUREN CORP CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1506033.14 RESOLUTE FST PRODS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 142315.25 SIMON PPTY GROUP INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1091910.05 SNAP ON INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 9756405.61 TE CONNECTIVITY LTD REG SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1324326.20 THERMO FISHER SCIENTIFIC INCCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 11503139.64 TJX COS INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5782285.44 TOWERS WATSON & CO CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3939007.05 TRAVELERS COMPANIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4271436.68 UNITED PARCEL SERVICE INC CL B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2549088.92 UNITEDHEALTH GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2826751.20 UNUM GROUP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2775349.17 VISTEON CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5686099.35 WALGREEN CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 10931334.82 WHIRLPOOL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4240559.84 WYNDHAM WORLDWIDE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 6444547.68 Unrated Security N/A N/A 2014-02-07 2014-02-07 Y BNP Paribas Prime Brokerage Inc N/A N/A Y BNP Paribas N/A N/A N 230000000.00 230000000.00 0.0059 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 230000000.00 230000000.00 BNP Paribas Prime Brokerage Inc BNP Paribas Prime Brokerage Inc 0.390000% 923JCS009_0.3900_M140207_2M49 0001197610 Other Repurchase Agreement N 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5163104.05 ABBVIE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1535291.80 ACTAVIS PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5503061.13 ACTAVIS PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401580.16 ADVANCE AUTO PARTS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401574.40 ALCOA INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 168052.85 ALLEGHANY CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2683285.32 ALLEGHANY CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1242650.58 ALLERGAN INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 65842.92 ALLISON TRANSMISSION HLDGS ICOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5421248.14 AUTONATION INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4646205.81 AUTONATION INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 155157.90 AVALONBAY CMNTYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401543.44 BANK OF AMERICA CORPORATION COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1332526.44 BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2368141.00 BERKSHIRE HILLS BANCORP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 503675.00 BOSTON SCIENTIFIC CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3113647.20 BOYD GAMING CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 985597.76 BRE PROPERTIES INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 173953.71 BROADRIDGE FINL SOLUTIONS INCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 500836.86 CBL & ASSOC PPTYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 541881.76 CBS CORP NEW CL B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5137553.59 CHEVRON CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 778817.60 CHEVRON CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 171414.40 CHUBB CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1148442.12 CITIGROUP INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 984015.90 CITIGROUP INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 114084.60 CNO FINL GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 472349.64 COCA COLA CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5261810.84 DELPHI AUTOMOTIVE PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 474790.28 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 746799.42 DTE ENERGY CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 739541.76 EOG RES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 63295.53 FIDELITY NATL INFORMATION SVCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2321659.08 FLOWERS FOODS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 114856.14 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2259072.48 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2298465.60 HOME DEPOT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3318914.06 HOSPIRA INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 461340.90 INTL PAPER CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3245643.45 INTL PAPER CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 33448.10 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5503086.50 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1589560.00 KEMPER CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 405246.25 LAS VEGAS SANDS CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5159356.02 MACYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3108127.14 MANPOWER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 412776.00 MDU RES GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1077936.84 MERCK & CO INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 843692.17 MGM RESORTS INTERNATIONAL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4958751.92 MONSANTO CO NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5502997.50 MUELLER WTR PRODS INC COM SER 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 617286.68 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2788554.75 OCEANEERING INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 235935.84 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 175256.40 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 150123.60 PFIZER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5503095.92 PFIZER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401556.04 PG&E CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401580.60 PHILIP MORRIS INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2310535.26 PINNACLE FOODS INC DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 419590.50 PINNACLE WEST CAP CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 522417.60 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5448468.73 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2377742.84 RALPH LAUREN CORP CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 643204.95 REINSURANCE GROUP AMER INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 384462.24 REPUBLIC SVCS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3244320.04 RESOLUTE FST PRODS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2764954.50 RESOLUTE FST PRODS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 33302.50 SILVER BAY RLTY TR CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 33580.92 SMUCKER J M CO COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 750781.92 SNAP ON INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 783880.86 SOLARWINDS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1557071.25 SPIRIT RLTY CAP INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 234873.57 STATE STR CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2119875.60 SUNSTONE HOTEL INVS INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 500331.51 TEAM HEALTH HOLDINGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 343834.26 TEMPUR PEDIC INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1007903.10 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401509.00 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1691322.60 TOWERS WATSON & CO CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1567526.46 TRAVELERS COMPANIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1546556.08 TRAVELERS COMPANIES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 578743.72 U S G CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 44336.64 UNIVERSAL HLTH SVCS INC CL B 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1355964.90 VULCAN MATLS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3403255.68 WELLS FARGO & CO NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3649969.05 WELLS FARGO & CO NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2369640.90 WHIRLPOOL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2401511.86 WHIRLPOOL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1611232.92 YUME INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1177302.83 YUME INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 27741.12 ZEP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 400588.55 Unrated Security N/A N/A 2014-02-07 2014-02-07 Y BNP Paribas Prime Brokerage Inc N/A N/A Y BNP Paribas N/A N/A N 158000000.00 158000000.00 0.0041 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 158016140.00 158016140.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M140204_2M49 0001197610 Other Repurchase Agreement N AMPHENOL CORP 2014-11-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 66297.00 69073.37 CITIGROUP INC. 2014-09-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11022362.00 11520780.96 FPL GROUP CAPITAL 2015-12-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13769658.00 15645808.33 MEDTRONIC CORP 2015-09-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19099.00 20753.82 NBCUNIVERSAL MEDIA LLC 2020-04-30 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17446602.00 19971440.32 STARBUCKS CORP 2016-12-05 0.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22173.00 22143.31 First Tier Security N/A N/A 2014-02-04 2014-02-04 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 45000000.00 45000000.00 0.0012 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 45000450.00 45000450.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.280000% 921AES008_0.2800_M140207_2M49 0001197610 Other Repurchase Agreement N ALTRIA GROUP INC 2044-01-31 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16250000.00 16877349.31 AMPHENOL CORP 2014-11-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 241569.00 251685.37 ANADARKA PETROLEUM CORPORATION 2036-10-10 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 596867.00 220504.75 DIRECT TV HOLDINGS LLC 2040-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14900583.00 15636175.10 Freddie Mac 2023-11-25 4.408000 Government Agency Debt 6218062.00 6190645.18 MEDTRONIC CORP 2015-09-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90973.00 98855.31 TIME WARNER INC 2041-03-29 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15811354.00 18474785.36 First Tier Security N/A N/A 2014-02-07 2014-02-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 55000000.00 55000000.00 0.0014 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 0.410000% 921AES008_0.4100_M140207_2M49 0001197610 Other Repurchase Agreement N ADJ RATE MTGE TR 2035-11-25 0.494599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33288542.00 3310323.68 BMC SOFTWARE FIN INC 2021-07-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 108774.00 113245.82 COMCAST CORP SPL A 2040-03-01 6.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2626483.00 3199520.31 CWALT 2005-61 2A2 2035-12-25 0.544599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46062000.00 5288072.13 CWALT INC 2035-07-20 0.396799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9682700.00 1535493.43 CWALT INC 2005-13CB 2035-09-25 0.514599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24481757.00 4465274.05 DEXIA CREDIT LOCAL NY 2017-01-11 0.676100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29901.00 29931.76 EVEREST AQUSITION LLC 2020-05-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 431775.00 506660.98 FIRST TENNESSEE BNK NATIONAL ASSOC. 2015-01-15 5.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20038955.00 20852625.64 FIRSTENERGY SOLUTIONS CORP 2021-08-15 6.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 310677.00 352210.55 FOREST LABORATORIES, INC. 2021-02-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650834.00 647579.83 HALCON RES CORP 2020-07-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2095791.67 HCA/-THE HEALTHCARE COMPY 2014-03-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19614759.00 20089872.08 HVMLT 2036-03-19 0.397000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10044899.00 2712493.32 IMSA 2006 2036-11-25 0.364599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45655.00 9818.64 MARIPOSA BORROWER INC MARIPOSA MERGER SUB 2021-10-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2.00 2.14 MPM ESCROW FIN 2020-10-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1758248.00 1927271.80 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33370.00 21858.74 PULTE CORPORATION 2032-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3364039.00 3524041.10 RALI 2005-QO4 2A1 2045-12-25 0.444600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32054000.00 6989092.83 SLM CORP 2017-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 148053.00 159675.16 SUNGARD DATA SYS INC 2018-11-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2437549.00 2618706.29 THE TORONTO DOMINION BANK 2015-07-29 2.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37000.00 38010.59 UNIVISION COMM INC 2019-05-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75775.00 82368.48 WAMU 2006-AR9 1A 2046-08-25 1.139200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16927227.00 5375343.47 First Tier Security N/A N/A 2014-02-07 2014-02-07 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 75000000.00 75000000.00 0.0019 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 75000000.00 75000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.040000% 987WVU007_0.0400_M140203_2M49 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2023-05-01 2.500000 Government Agency Debt 53978140.00 50874576.68 Fannie Mae 2026-02-01 3.500000 Government Agency Debt 95573553.00 44486493.55 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 24943794.00 21832841.68 Fannie Mae 2028-02-01 3.000000 Government Agency Debt 54494421.00 51275960.10 Fannie Mae 2042-05-01 3.500000 Government Agency Debt 54630000.00 50583305.81 Fannie Mae 2042-07-01 3.500000 Government Agency Debt 56221425.00 50873918.11 Fannie Mae 2042-09-01 5.000000 Government Agency Debt 56255241.00 51624704.42 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 50000000.00 51112407.72 Fannie Mae 2043-08-01 4.000000 Government Agency Debt 49663493.00 51207124.13 United States Treasury Department 2020-03-31 1.125000 Treasury Debt 261219200.00 249722815.27 United States Treasury Department 2023-02-15 2.000000 Treasury Debt 3874400.00 3721108.52 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 660000000.00 660000000.00 0.0170 N 660000000.00 660000000.00 BPCE SA BPCE SA 0.235000% 05571CB34 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 30000000.00 30000000.00 0.0008 N 29999700.00 29999700.00 BPCE SA BPCE SA 0.260000% 05571CB34 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 15000000.00 15000000.00 0.0004 N 14999850.00 14999850.00 BPCE SA BPCE SA 0.100000% 05571CB75 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 105000000.00 104998833.35 0.0027 N 104997553.50 104997553.50 CAFCO, LLC CAFCO, LLC 0.420000% 12476FB47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 44000000.00 43999486.67 0.0011 N 43999560.00 43999560.00 CAFCO, LLC CAFCO, LLC 0.410000% 12476FB62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N Y Letter of Credit Citibank NA N/A N/A 50000000.00 49998291.67 0.0013 N 49999000.00 49999000.00 CAFCO, LLC CAFCO, LLC 0.385000% 12476FC53 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 129000000.00 128958612.49 0.0033 N 128980650.00 128980650.00 CAFCO, LLC CAFCO, LLC 0.380000% 12476FCH7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Citibank NA N/A N/A 30000000.00 29986700.00 0.0008 N 29993700.00 29993700.00 CAFCO, LLC CAFCO, LLC 0.350000% 12476FCS3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N Y Letter of Credit Citibank NA N/A N/A 46000000.00 45977191.67 0.0012 N 45988040.00 45988040.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FH41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Letter of Credit Citibank NA N/A N/A 9000000.00 8988625.00 0.0002 N 8988437.43 8988437.43 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.211000% 13606YA22 Other Note N First Tier Security N/A N/A 2014-02-10 2014-10-07 N N N 312000000.00 312000000.00 0.0080 N 312056160.00 312056160.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KB30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 150000000.00 150000000.00 0.0039 N 149998500.00 149998500.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KB48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 100000000.00 99999416.66 0.0026 N 99999000.00 99999000.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.210000% 13738KBM8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 41000000.00 40995695.00 0.0011 N 40996720.00 40996720.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.190000% 13738KEC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 96000000.00 95950346.66 0.0025 N 95944320.00 95944320.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 13738KGX9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-31 2014-07-31 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 4000000.00 3994857.78 0.0001 N 3994560.00 3994560.00 Charta, LLC Charta, LLC 0.420000% 16115XB46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 8000000.00 7999906.67 0.0002 N 7999920.00 7999920.00 Charta, LLC Charta, LLC 0.340000% 16115XEC5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N Y Letter of Credit Citibank NA N/A N/A 100000000.00 99907444.44 0.0026 N 99958000.00 99958000.00 Charta, LLC Charta, LLC 0.250000% 16115XFR1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N Y Letter of Credit Citibank NA N/A N/A 22000000.00 21978305.55 0.0006 N 21985920.00 21985920.00 Charta, LLC Charta, LLC 0.250000% 16115XH40 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13982305.56 0.0004 N 13986905.80 13986905.80 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 0.0051 N 197009850.00 197009850.00 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 53002650.00 53002650.00 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 0.0044 N 171015390.00 171015390.00 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 0.0014 N 55005500.00 55005500.00 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 18001980.00 18001980.00 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 0.0026 N 100013000.00 100013000.00 Chase Bank USA, NA Chase Bank USA, NA 0.380000% 16144RUG6 Certificate of Deposit N First Tier Security N/A N/A 2014-12-05 2014-12-05 N N N 149000000.00 149000000.00 0.0038 N 149037250.00 149037250.00 Chase Bank USA, NA Chase Bank USA, NA 0.350000% 16144RUM3 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 33000000.00 33000000.00 0.0008 N 33000000.00 33000000.00 Ciesco, LLC Ciesco, LLC 0.410000% 17178CB36 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N Y Letter of Credit Citibank NA N/A N/A 48000000.00 48000000.00 0.0012 N 47999520.00 47999520.00 Ciesco, LLC Ciesco, LLC 0.410000% 17178CBJ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N Y Letter of Credit Citibank NA N/A N/A 94000000.00 93983941.66 0.0024 N 93996240.00 93996240.00 Ciesco, LLC Ciesco, LLC 0.420000% 17178CBK8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N Y Letter of Credit Citibank NA N/A N/A 17000000.00 16996826.67 0.0004 N 16999320.00 16999320.00 Ciesco, LLC Ciesco, LLC 0.385000% 17178CC50 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Letter of Credit Citibank NA N/A N/A 144000000.00 143953799.99 0.0037 N 143988480.00 143988480.00 Citibank, NA Citibank, NA 0.400000% 17304UHX1 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 22000000.00 22000000.00 0.0006 N 22002860.00 22002860.00 Citibank, NA Citibank, NA 0.340000% 17304UKK5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-25 2014-03-25 N N N 35000000.00 35000000.00 0.0009 N 35012950.00 35012950.00 Citibank, NA Citibank, NA 0.340000% 17304UKQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 50000000.00 50000000.00 0.0013 N 50019000.00 50019000.00 Citibank, NA Citibank, NA 0.350000% 17304UKZ2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 149000000.00 149000000.00 0.0038 N 149067050.00 149067050.00 Citibank, NA Citibank, NA 0.350000% 17304ULB4 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 15000000.00 15000000.00 0.0004 N 15006750.00 15006750.00 Citibank, NA Citibank, NA 0.350000% 17304ULC2 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 65000000.00 65000000.00 0.0017 N 65029250.00 65029250.00 Citibank, NA Citibank, NA 0.218700% 17304UNS5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-06-17 N N N 196000000.00 196000000.00 0.0050 N 196003920.00 196003920.00 Citibank, NA Citibank, NA 0.260000% 17304UPK0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 325000000.00 325000000.00 0.0084 N 325065000.00 325065000.00 Citibank, NA Citibank, NA 0.260000% 17304UPP9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 2000000.00 2000000.00 0.0001 N 2000400.00 2000400.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 145000000.00 145000000.00 0.0037 Security is a time deposit. N 144998477.50 144998477.50 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GB52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N Y Guaranty JP Morgan Securities LLC N/A N/A 158000000.00 157997191.11 0.0041 N 157998420.00 157998420.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.320000% 19422GBR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N Y Guaranty JP Morgan Securities LLC N/A N/A 50000000.00 49990222.22 0.0013 N 49995500.00 49995500.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GEK6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N Y Guaranty JP Morgan Securities LLC N/A N/A 29000000.00 28974625.00 0.0007 N 28980570.00 28980570.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GEL4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-20 2014-05-20 N N Y Guaranty JP Morgan Securities LLC N/A N/A 61000000.00 60946116.66 0.0016 N 60958520.00 60958520.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GFQ2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N Y Guaranty JP Morgan Securities LLC N/A N/A 51000000.00 50940075.00 0.0013 N 50947980.00 50947980.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GH56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-05 2014-08-05 N N Y Guaranty JP Morgan Securities LLC N/A N/A 81000000.00 80876475.00 0.0021 N 80876880.00 80876880.00 Collateralized Commercial Paper Company, LLC Collateralized Commercial Paper Company, LLC 0.300000% 19422GH80 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N Y Guaranty JP Morgan Securities LLC N/A N/A 61000000.00 60905450.00 0.0016 N 60905450.00 60905450.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.207700% 20272AEP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-03-03 N N N 150000000.00 150000000.00 0.0039 N 150010500.00 150010500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.237700% 20272AFY7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-03 2014-11-26 N N N 47000000.00 47000000.00 0.0012 N 47013160.00 47013160.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.238300% 20272AGB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-12-05 N N N 150000000.00 150001281.51 0.0039 N 150031500.00 150031500.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.230000% 20272AGG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-10 2015-01-09 N N N 100000000.00 100000000.00 0.0026 N 100005000.00 100005000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.210000% 20272EC55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 140000000.00 139975500.00 0.0036 N 139990200.00 139990200.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.200000% 923DBX002 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 62000000.00 62000000.00 0.0016 N 62004340.00 62004340.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.227000% 923NEC003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2015-01-23 N N N 325000000.00 325000000.00 0.0084 N 325000000.00 325000000.00 CRC Funding, LLC CRC Funding, LLC 0.420000% 12622VB45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N Y Letter of Credit Citibank NA N/A N/A 185000000.00 184997841.68 0.0048 N 184998150.00 184998150.00 CRC Funding, LLC CRC Funding, LLC 0.380000% 12622VCH5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Citibank NA N/A N/A 65000000.00 64971183.34 0.0017 N 64986350.00 64986350.00 CRC Funding, LLC CRC Funding, LLC 0.340000% 12622VCU6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N Y Letter of Credit Citibank NA N/A N/A 60000000.00 59969966.66 0.0015 N 59983200.00 59983200.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VFS8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-26 2014-06-26 N N Y Letter of Credit Citibank NA N/A N/A 28000000.00 27972194.44 0.0007 N 27973120.00 27973120.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22532UW91 Certificate of Deposit N First Tier Security N/A N/A 2014-03-04 2014-03-04 N N N 10000000.00 10000000.00 0.0003 N 10000500.00 10000500.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.240000% 22532UZ31 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 36000000.00 36000000.00 0.0009 N 36002160.00 36002160.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.250000% 22532UZ98 Certificate of Deposit N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 25000000.00 25000000.00 0.0006 N 25002000.00 25002000.00 Credit Agricole SA Credit Agricole SA 0.210000% 923FCZ001 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 192000000.00 192000000.00 0.0049 N 192001920.00 192001920.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TEF1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 52000000.00 52000000.00 0.0013 N 52005200.00 52005200.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TEG9 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 130000000.00 130000000.00 0.0033 N 130013000.00 130013000.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TFL7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-18 2014-03-18 N N N 100000000.00 100000000.00 0.0026 N 100011000.00 100011000.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THM3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 126000000.00 126000000.00 0.0032 N 126018900.00 126018900.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549THU5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 23000000.00 23000000.00 0.0006 N 23002300.00 23002300.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TLM8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 146000000.00 146000000.00 0.0038 N 146007300.00 146007300.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNT1 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 3000000.00 3000000.00 0.0001 N 3000180.00 3000180.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TNV6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 96000000.00 96000000.00 0.0025 N 96005760.00 96005760.00 Credit Suisse AG Credit Suisse AG 0.250000% 22549TPW2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 4000000.00 4000000.00 0.0001 N 4000000.00 4000000.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TRE0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 10000000.00 10000000.00 0.0003 N 10000400.00 10000400.00 Credit Suisse AG Credit Suisse AG 0.260000% 22549TRG5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-06-25 N N N 7000000.00 7000000.00 0.0002 N 7000280.00 7000280.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140501_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 831000.00 151442.14 144A BGRS 2004-2A A1LA 2039-04-12 0.691599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13435000.00 1605623.89 144A COMM 2005-FL11 K 2017-11-15 2.109999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 138000.00 8098.11 144A COMM 2012-CR5 F 2045-12-10 4.335099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12340906.00 9945877.18 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5745000.00 1288861.16 144A GSMS 2013-GC16 D 2046-11-10 5.314700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 219000.00 202767.71 144A HILT 2013-HLT DFX 2030-11-05 4.406500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10825000.00 10993882.54 144A MSC 2012-C4 F 2045-03-15 3.069999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2777780.00 2046080.41 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2362683.27 144A SCAS 2007-CB1A A 2035-08-26 0.394600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4600000.00 1135698.77 ABS CONSECO FIN 00-1 2031-05-01 8.060000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14710000.00 6185944.88 AHM 2005-2 1A2 2045-09-25 0.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1774000.00 133538.77 AHMA 2007-1 A1 2047-02-25 0.839099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19653000.00 6430752.02 ARMT 2006-3 4A11 2036-08-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75790000.00 14838924.68 BALTA 2006-5 1A1 2036-08-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2198000.00 247689.56 BANC OF AMERICA COMM MTG 2049-06-10 5.619500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 8988.98 BSCMS 2007-PW17 AJ 2050-06-11 5.887200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4899891.02 CD 2006-CD2 AJ 2046-01-15 5.393399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3724821.00 3333031.36 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8290000.00 6015505.68 CGCMT 2007-C6 AJ 2049-12-10 5.706999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 338871.94 CMLTI 2005-HE4 M2 2035-10-25 0.607999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2465000.00 1882210.95 CNF 00-6 A5 CMO SER 00-6 2032-09-01 7.269999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1213000.00 568788.13 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR 2045-06-25 3.555200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6010000.00 5051583.38 CSFB 2002-HE11 M2 2032-10-25 2.208000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4380000.00 181984.71 CSFB 2004-AR7 CB1 2034-11-25 0.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12545000.00 5234894.48 CSMC 2006-C2 AM 2039-03-15 5.681099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14625000.00 15412178.73 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2435.00 2240.06 CSMC 2007-C3 AJ 2039-06-15 5.678300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3345848.00 2730007.70 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18312000.00 4016568.48 CWHEL 2036-11-15 0.310000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2080000.00 382531.71 CWHEL 2006-H 2A1A 2036-11-15 0.310000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 56228000.00 10864379.44 CWL 2006-S4 A6 2034-07-25 5.833999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2090616.08 DBUBS 2011 LC1 MTG TR 2044-07-10 5.443800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2641000.00 2685425.91 Freddie Mac 2042-07-15 0.660000 Government Agency Debt 315000.00 282641.26 GCCFC 2037-04-10 5.213400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150.00 145.57 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24865000.00 20633238.09 GECMC 2006-C1 AJ 2044-03-10 5.280700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 203529.81 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4212.00 3978.22 GS MTG SECS CORP TR 2013-NYC5 2030-01-10 3.770000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 6953517.38 GSAA 2005-7 M1 2035-05-25 4.859000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1656000.00 341551.92 GT 1999-5 A5 2030-03-01 7.860000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10210000.00 5217977.97 HVMLT 2007-3 2A1B 2047-05-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5300000.00 711175.77 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.837999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 271000.00 29728.67 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.899999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 870000.00 871433.72 JP MORGAN CHASE COMM MTG SEC 200 2043-12-12 5.464000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 136089.84 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.813399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1203392.00 1254418.69 JPMCC 2006-LDP8 C 2045-05-15 5.549000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 645000.00 638386.92 JPMCC 2007-CB20 AJ 2051-02-12 6.071200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 52916.32 MLMT 2006-C2 AJ 2043-08-12 5.801999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22893000.00 22886451.62 MSC 2005-HQ7 D 2042-11-14 5.207200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 390000.00 379508.75 MSM 2036-08-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22905000.00 7849432.34 RALI 2004-QS2 CB 2034-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 169000.00 28480.50 WAMU 2045-01-25 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 168000.00 18146.07 WBCMT 2007-C33 AJ 2051-02-15 5.921500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 551923.43 WMALT 2046-06-25 1.129999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18135000.00 2716215.27 WMALT 2007-OC1 A2 2047-01-25 0.278000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8641000.00 1579316.20 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 171000000.00 171000000.00 0.0044 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 171000000.00 171000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.670000% 988WZK004_0.6700_M140507_2M49 0001230485 Other Repurchase Agreement N 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20716000.00 4647527.90 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4726964.83 BOAA 2005-9 1CB2 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 390000.00 270448.81 CSFB 2003-AR15 CB2 2033-06-25 2.571099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1348484.00 139093.81 CSFB 2003-AR24 CB1 2033-10-25 2.777600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9541500.00 685040.11 CWALT INC. 2005-13CB 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 905202.66 CWALT 2005-28CB 1A6 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 7286117.08 CWALT 2005-J7 1A6 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9253000.00 5758088.67 CWHL 2003-58 B1 2034-02-19 2.567400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 59263.42 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1635000.00 2333047.62 FHAMS 2005-AA8 3A1 2035-10-25 2.240200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15780000.00 3281767.44 GS MTGE 2006 2039-11-10 5.700999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2475936.11 INDA 2007-AR3 1A1 2037-07-25 2.986699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16839750.00 5988084.10 INDX 2035-07-01 2.386499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 103009.27 INDX 2005-AR15 A1 2035-09-25 4.641899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12075000.00 3716983.99 JPMCC 2005-LDP4 C 2042-10-15 5.123599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11424000.00 7012449.42 JPMCC 2007-LDPX BS 2049-01-15 5.437000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6400000.00 1068357.28 MLMI 2006-A1 2A1 2036-03-25 2.912300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3647416.00 712323.38 MSM 2005-7 4A1 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4150000.00 2983387.36 SARM 2005-15 2A1 2035-07-25 2.696200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12820000.00 2508180.99 WFMBS 2007-2 3A6 2037-03-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1070000.00 838901.66 First Tier Security N/A N/A 2014-05-07 2014-05-07 N N N 50000000.00 50000000.00 0.0013 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 50000000.00 50000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140402_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 37000.00 6742.91 144A BAFC 2012-R5 A 2039-10-03 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8652517.00 4480285.45 144A CCMFC 2006-2A A2 2047-04-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9630000.00 1750823.04 144A CCMFC 2006-3A A2 2047-08-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24322500.00 5134726.86 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 127450000.00 7760329.88 144A FMC 2005-1A C 2045-07-27 1.048999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6795000.00 869767.03 144A PALS 1999-1A A1 2029-03-25 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2025000.00 150567.82 144A RAAC 2005-RP3 M2 2039-05-25 1.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1340000.00 1020422.70 144A RAIT 2006-1A A1A 2046-11-20 0.467000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 138207.52 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2085000.00 1970477.84 144A SCAS 2007-CB1A A 2035-08-26 0.394600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3565000.00 880166.55 144A SLFMT 2013-1A B1 2058-06-25 5.580000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2510000.00 2509159.20 144A SMSTR 2005-1A A1 2045-12-06 0.491800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8800000.00 1977948.02 ABS FIRST HORIZON ABS TR 2006- 2034-10-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 930000.00 206138.97 ACE 2036-12-25 0.278000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1240000.00 121632.92 AHM200602 2046-07-25 1.099100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 33013.49 AHMA 2007-1 A1 2047-02-25 0.839099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 819000.00 267988.90 ARMT 2005-5 3A3 2035-09-25 5.120000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 59498.62 ARMT 2006-3 4A11 2036-08-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 102789.75 ARSI 2006-M3 A2D 2036-10-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 121472.67 ARSI 2006-W3 A2D 2036-04-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 8809.38 BALTA 2005-7 (B57L) 2035-09-25 2.679199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 59500000.00 15285696.15 BALTA 2006-5 1A1 2036-08-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16030000.00 1806398.39 BALTA 2006-8 1A1 2046-06-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 20376.49 BCAP 2007-AA1 1A2 2047-02-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 130047.25 BCM 2000-A A2 2030-06-15 7.575000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 44796.40 BOAA 2005-6 5A2 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17265000.00 1170731.91 BSABS 2005-AC8 2035-11-25 0.487999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3345000.00 621240.97 BSABS 2005-CL1 A3 2034-09-25 7.341999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7618000.00 270978.98 CGCMT 2007-C6 AJ 2049-12-10 5.706999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000.00 7530.49 CNFH 01-4 M-1 CMO SE 01-4 2030-08-01 1.920199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10163000.00 9307836.09 CSFB 2002-HE11 M2 2032-10-25 2.208000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5620000.00 233505.49 CSFB 2004-AR7 CB1 2034-11-25 0.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 715000.00 298361.86 CSMC TR 2013-6 2043-08-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 545000.00 520802.08 CWALT 2005-51 3A3A 2035-11-20 0.476999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9500000.00 3165225.95 CWALT 2005-56 1A1 2035-11-25 0.888000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 37961.08 CWALT 2005-79CB A1 2036-01-25 0.707999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 4234389.96 CWALT 2007-OA3 1A1 2047-04-25 0.297999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7225000.00 2788340.82 CWHEL 2004-N 2A 2034-02-15 0.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1240000.00 46230.06 CWHEL 2006-A A 2032-04-15 0.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 240000.00 28120.84 CWHEL 2006-C 2A 2036-05-15 0.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 575000.00 82626.35 CWL 2036-09-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765000.00 609405.74 CWL 2037-05-25 1.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 96795.14 CWL 2046-01-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 319901.50 CWL 2004-5 M5 2034-05-25 2.483000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2030000.00 243998.73 CWL 2004-BC1 M4 2033-08-25 2.633000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7560000.00 440072.59 CWL 2004-ECC1 M3 2034-09-25 2.108000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 274326.33 CWL 2005-1 MF3 2035-07-25 5.526900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 485000.00 133234.81 CWL 2005-12 M2 2036-02-25 0.648000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 620000.00 358081.00 CWL 2005-13 MV2 2036-04-25 0.617999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 665000.00 325569.26 CWL 2005-IM3 A3 2036-03-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4455000.00 1202039.76 CWL 2006-16 2A2 2046-12-25 0.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 228000.00 98303.41 CWL 2006-17 2A3 2047-03-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 575000.00 290201.47 CWL 2006-20 2A4 2047-04-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 129366.35 CWL 2006-25 2A4 2037-06-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1025000.00 513233.38 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 74923.36 CWL 2007-12 2A3 2047-08-25 0.957999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 555000.00 454765.35 CWL 2007-7 2A3 2047-10-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 339755.65 CWMBS INC. 2005-HYB2 2043-07-25 3.509300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1360000.00 1333895.66 CWMBS INC. 2005-HYB2 2043-07-25 3.509300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 342000.00 337648.26 Fannie Mae 2025-04-01 4.000000 Government Agency Debt 45000.00 18291.54 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 520000.00 561425.71 FFML 2004-FF1 M2 2034-11-25 1.868000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000.00 7810.88 FFML 2005-FF10 A5 2035-11-25 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 228583.38 FFML 2006-FF11 2A4 2036-08-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 106444.85 FFML 2006-FF9 2A4 2036-06-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 87083.32 Freddie Mac 2042-07-15 0.660000 Government Agency Debt 125000.00 112159.23 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 385.00 363.63 GSMS 2039-11-10 5.621999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 780000.00 763194.35 GT 97-4 M1 ASSETBK HOME EQUITY 2028-09-15 7.219999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2115000.00 2014821.62 HMBT 2036-12-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 5159355.64 HMBT 2005-1 M1 2035-03-25 0.617999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 889648.05 HVMLT 2037-04-19 0.356999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1070000.00 398968.95 HVMLT 2004-8 2A4A 2034-11-19 0.557000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 525000.00 44190.38 HVMLT 2007-3 2A1B 2047-05-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9390000.00 1259988.77 IMM 2005-3 A2 2035-08-25 0.758000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1156000.00 85908.68 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.837999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1290000.00 141512.86 IMSA 2007-1 A2 2037-03-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3550000.00 1972642.55 INDX 2034-12-25 0.548000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5590000.00 351722.16 INDX 2037-06-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4549000.00 2253053.52 INDX 2005-AR15 A2 2035-09-25 4.641899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000000.00 30782476.07 JPMCC 2006-LDP8 C 2045-05-15 5.549000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 79179.77 JPMCC 2007-CB20 AJ 2051-02-12 6.071200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10583.26 JPMCC 2007-LD12 AJ 2051-02-15 5.994100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 75675.37 LBMLT 2036-08-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 79867.92 LONG BEACH MORTGAGE LOAN TRUS 2031-01-01 0.816999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 37507.20 LUM 2007-2 1A2 2037-05-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 674000.00 426907.08 MARM 2007-2 A4 2047-03-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1686000.00 430958.84 MARM 2007-3 12A1 2047-05-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 87710.44 MSAC 2006-HE6 A2C 2036-09-25 0.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 376300.13 MSAC 2006-HE6 A2D 2036-09-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 680000.00 370590.32 MSAC 2006-HE8 A2FP 2036-10-25 0.228000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2235000.00 138505.98 MSAC 2007-HE3 A2B 2036-12-25 0.268000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 805000.00 377003.80 MSAC 2007-NC3 A2C 2037-05-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 965000.00 577425.68 OOMLT 2037-05-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 226965.69 OOMLT 2007-4 2A2 2037-04-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 322277.97 OOMLT 2007-5 2A2 2037-05-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475000.00 227082.33 OOMLT 2007-5 2A4 2037-05-25 0.458000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1495000.00 822421.46 OPMAC 2036-07-25 0.218000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1525000.00 49885.81 PHHAM 2007-2 1A3 2037-05-25 0.487999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9405000.00 6741907.38 PHHAM 2007-2 1A5 2037-05-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18323000.00 1255862.23 RALI 2006-QA8 A1 2036-09-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8710000.00 1750709.52 RALI 2006-QO2 A2 2046-02-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3750000.00 589152.74 RALI 2007-QH6 A1 2037-07-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15564000.00 7163182.42 RAMC 2005-1 M4 2035-05-25 5.604000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6415000.00 509801.63 REPUBLIC OF SRI LANKA 2015-01-22 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5700000.00 5899499.81 RFMS2 2005-HS1 AII 2035-10-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4675000.00 332756.40 RFMSI 2007-SA2 2A1 2037-04-25 3.123600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8125000.00 2179049.53 SAMI 2004-AR1 M 2034-03-19 0.831999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2726760.00 585022.63 United States Treasury Department 2015-01-15 1.625000 Treasury Debt 235000.00 295674.07 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 1020000.00 1303845.50 WAMU 2046-08-25 0.783000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 218470.75 WAMU 2006-AR11 1A 2046-09-25 1.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1785000.00 612824.57 WAMU 2006-AR19 1A 2047-01-25 0.880000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8645000.00 3185504.16 WAMU 2006-AR9 1A 2046-08-25 1.139999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 355000.00 112072.57 WAMU 2007-OA5 1A 2047-06-25 0.890000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 12766.22 WBCMT 2007-C33 AJ 2051-02-15 5.921500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 20441.61 WMALT 2046-06-25 1.129999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 5991.10 WMALT 2005-3 1CB3 2035-05-25 0.607999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12930000.00 2449411.38 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 347000.00 88867.34 WMALT 2006-AR10 A2A 2036-12-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6254083.00 2947372.10 WMALT 2007-OA5 A1A 2047-05-25 0.979999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4770000.00 2198894.35 WMALT SERIES 2046-07-25 1.129999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11860000.00 2548306.31 First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 150000000.00 150000000.00 0.0039 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 150141000.00 150141000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140404_2M49 0001230485 Other Repurchase Agreement N 144A ARMOR 2005-1A B1 2037-12-10 0.590999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12810000.00 6944868.46 144A ATRM 8A D 2022-10-23 4.736600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1560000.00 1565843.81 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101000.00 18406.33 144A BACM 2007-1 E 2049-01-15 5.631000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 695000.00 75541.29 144A BAFC 2012-R5 A 2039-10-03 0.430200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 829518.00 429525.59 144A BAYRT 2005-E A1 2040-12-28 0.661200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1680000.00 569133.90 144A BSCMS 2006-PW12 E 2038-09-11 5.749299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 1550438.11 144A BSSP 2007-R1 A1 2037-02-27 2.657999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17500000.00 190753.82 144A CCMFC 2006-3A A2 2047-08-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 945000.00 199499.10 144A COMM 2005-FL11 K 2017-11-15 2.109999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 297000.00 17428.53 144A CSMC 2007-C5 C 2040-09-15 6.043499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 1107363.03 144A CWL 2006-SD1 M1 2036-02-25 0.788000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 34058.87 144A DBUBS 2011-LC2A C 2044-07-10 5.443800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000.00 7620.27 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178000.00 10838.28 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4323000.00 385548.33 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9885000.00 2217648.84 144A GSMS 2013-GC16 D 2046-11-10 5.314700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1305000.00 1208273.34 144A JPMCC 2010-C2 G 2043-11-15 3.391999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4850.00 3123.67 144A LSSC 2005-1 A2 2045-09-26 0.548000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 179121.55 144A MARM 2005-5 A2 2045-04-26 0.562699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11900000.00 552908.43 144A MLMS 2005-ACR1 M4 2035-06-28 0.811200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 890000.00 422867.10 144A PALS 1999-1A A1 2029-03-25 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4225000.00 314147.67 144A PALS 1999-1A A2 2029-03-25 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2890000.00 331364.80 144A RAAC 2005-RP3 M2 2039-05-25 1.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 510211.35 144A RAIT 2006-1A A1A 2046-11-20 0.467000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 98200.08 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 132310.26 144A SASIF 2006-AA B4 2037-12-25 0.587999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 796000.00 15246.83 144A SDART 2012-6 E 2019-11-15 3.509999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 473855.65 144A SDART 2012-AA E 2019-12-16 3.399999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 325849.44 144A SMSTR 2005-1A A1 2045-12-06 0.491800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 101145.07 144A SUDSM 2013-1A E 2026-01-17 4.988400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 225598.02 144A TIASF 1A A1 2030-11-25 0.736700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4345000.00 378320.01 ABFC 2004-OPT4 M2 2033-12-25 1.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4010000.00 189423.11 ABN AMRO 2003-8 CK B3 2033-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 709322.00 174883.67 ABN AMRO MTG CORP 2003-6 B4 2033-05-25 5.382699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 698934.00 116070.02 ABS 144A TRITON AVIATN 0.01 2025-06-15 1.018999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1877000.00 356384.65 ABS BOMBARDIER CAP 00A 2030-06-15 7.830000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 820000.00 252508.65 ABS BOMBARDIER CAP99-B 2020-01-15 7.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 11479.82 ACE 2036-08-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 820000.00 305595.99 ACE 2036-12-25 0.278000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 40707.79 ACE 2006-NC3 A2B 2036-12-25 0.268000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2978300.00 1067771.78 AHM 2004-1 1M3 2044-04-25 3.157999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7106500.00 103912.71 AHM 2004-1 3M2 2044-04-25 1.922500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 119795.01 AHM 2005-2 1A2 2045-09-25 0.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60366000.00 4544081.92 AHMA 2007-1 A1 2047-02-25 0.839099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 326000.00 106672.02 ARES VR CLO LTD CL A-2 2018-02-24 0.558400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 5919.31 ARMT 2004-3 CB1 2035-02-25 0.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2380000.00 187282.63 ARMT 2004-4 5M1 2035-03-25 1.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 560000.00 432659.30 ARMT 2005-10 5A2 2036-01-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6712000.00 264668.06 ARMT 2005-5 3A3 2035-09-25 5.120000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1035000.00 879729.54 ARMT 2006-3 4A11 2036-08-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1740000.00 340674.61 ARSI 2006-M3 A2D 2036-10-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1835000.00 655595.16 ARSI 2006-W3 A2D 2036-04-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1220000.00 429897.90 BAFC 2004-D B1 2035-01-25 3.235900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5389000.00 434807.43 BAFC 2005-E 8A1 2035-06-20 2.213000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 50173.18 BALTA 2006-5 1A1 2036-08-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17403000.00 1961119.85 BALTA 2006-8 1A1 2046-06-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12375000.00 2101325.14 BCM 2000-A A2 2030-06-15 7.575000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 390000.00 116470.64 BCM 2000-A A4 2030-06-15 8.289999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1060000.00 344091.78 BNCMT 2006-2 A5 2036-11-25 0.468000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18665000.00 1998573.62 BOAA 2003-9 XB2 2033-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3173000.00 878461.83 BOAMS 2003-B B2 2033-03-25 3.032600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 61384.32 BOAMS 2005-10 1A14 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 425332.33 BOAMS 2005-9 1A8 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2980000.00 579267.41 BSABS 2034-10-25 1.358000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15105000.00 1664535.59 BSABS 2004-FR3 M3 2034-09-25 2.258000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 65748.52 BSABS 2005-AC3 1A1 2035-07-25 0.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520000.00 127923.02 BSABS 2005-AC3 1M1 2035-07-25 0.607999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9002000.00 430687.53 BSABS 2005-CL1 A3 2034-09-25 7.341999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 834000.00 29666.12 BSABS 2006-AQ1 2036-03-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 57311.34 BSABS 2006-HE3 M1 2036-04-25 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 25365.67 BSABS 2006-SD3 23A1 2036-07-25 1.139100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 1063031.70 BSMSI 1997-6 B2 2031-03-25 6.375499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3762467.00 281752.35 BVMBS 2004-1 1B1 2034-11-20 1.806999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3758000.00 479318.42 CD 2005-CD1 E 2044-07-15 5.218499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1855000.00 1839234.09 CD 2006-CD2 AJ 2046-01-15 5.393399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 133679.00 119618.18 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2925000.00 2122479.39 CDCMC 2004-HE3 M2 2034-11-25 1.358000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6800000.00 927632.57 CGCMT 2007-C6 AJ 2049-12-10 5.706999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000.00 16002.29 CHASE 2005-S2 A18 2035-10-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1071984.00 438351.50 CHASE 2007-A1 4A1 2037-02-25 2.710000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 10268.19 CMLTI 2005-11 A2B 2035-12-25 2.509999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4854524.00 692781.96 CMLTI 2005-HE4 M2 2035-10-25 0.607999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 34360.85 CMLTI 2007-AMC2 A3B 2037-01-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 157801.15 CMO CONSECO FIN SEC CORP 2030-06-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9740000.00 9009741.62 CMSI 2007-5 1A11 2037-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 1614538.74 COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 2049-12-10 6.007699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 228913.98 COUNTRYWIDE ALTERNATIVE LOAN 2035-12-20 0.547000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16933000.00 1393546.54 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES COR 2045-06-25 3.555200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 571000.00 479942.45 CSFB 2002-AR31 CB1 2032-11-25 2.451499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6231000.00 207110.14 CSFB 2003-AR26 CB1 2033-11-25 2.513900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5600000.00 496047.82 CSFB 2004-AR7 CB1 2034-11-25 0.808000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 695000.00 290016.08 CSFB 2005-4 2A9 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4312500.00 2349752.47 CSMC 2006-C2 AM 2039-03-15 5.681099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 231841.32 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 78195.16 CSMC 2007-C5 A1AJ 2040-09-15 6.043499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6900000.00 4273641.37 CSMC 2010- RR1 2017-04-18 5.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22671.00 24457.08 CSMC TR 2013-6 2043-08-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9605000.00 9178539.37 CWALT 2003-10CB M 2033-05-25 5.655000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6175000.00 2502966.32 CWALT 2004-5CB M 2034-03-25 5.528800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 1033648.95 CWALT 2005-14 2A2 2035-05-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1444566.14 CWALT 2005-16 A5 2035-06-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1026819.87 CWALT 2005-56 1A1 2035-11-25 0.888000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 144000.00 52060.91 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81000.00 17766.60 CWALT INC 2035-07-25 0.798000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 583000.00 496515.39 CWHEL 2004-K 2A 2034-02-15 0.460000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2054000.00 70404.95 CWHEL 2006-A A 2032-04-15 0.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18260000.00 2139527.58 CWHEL 2006-C 2A 2036-05-15 0.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1285000.00 184651.92 CWHEL 2006-H 2A1A 2036-11-15 0.310000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1225000.00 236694.61 CWHL 2003-42 M 2033-10-25 2.550199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2571000.00 332185.76 CWHL 2003-60 M 2034-02-25 2.754700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5979000.00 2088405.35 CWHL 2004-J4 CB2 2019-05-25 4.673800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295500.00 59793.86 CWHL 2004-J6 B2 2024-08-25 5.116399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 216500.00 76694.66 CWHL 2005-6 2A1 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73000.00 15998.15 CWHL 2005-7 IM1 2035-03-25 0.908000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8413000.00 1633197.42 CWL 2036-09-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 47796.53 CWL 2005-13 MV2 2036-04-25 0.617999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 78332.45 CWL 2006-17 2A3 2047-03-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 22711.42 CWL 2006-25 2A4 2037-06-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8775000.00 4393778.46 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 7024.06 Fannie Mae 2034-07-25 5.500000 Government Agency Debt 70000.00 16708.88 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 290000.00 313102.80 FHASI 2005-3 B1 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3106000.00 1809904.57 Freddie Mac 2035-05-15 5.500000 Government Agency Debt 1405000.00 1571991.27 GCCFC 2007-GG9 AJ 2039-03-10 5.504999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 360967.57 GMACC 2005-C1 C 2043-05-10 4.988000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6984000.00 858729.34 GMACC 2006-C1 AJ 2045-11-10 5.349000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1892.00 1786.99 GRAND AVENUE CDO I LTD 2046-04-05 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 24650.65 GS MTG SECS TR 2013-GC13 2046-07-10 4.072499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 8551.26 GSAMP 2005-HE3 M4 2035-06-25 1.358000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 138986.84 HEMT 2005-5 A2A 2036-04-25 0.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 388457.81 HVMLT 2037-07-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3720000.00 1036312.54 HVMLT 2005-6 B1 2045-07-19 0.706999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4548000.00 1325112.69 HVMLT 2005-9 B5 2035-06-20 1.157000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5956000.00 621303.37 HVMLT 2005-9 B6 2035-06-20 1.306999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4731000.00 346292.50 HVMLT 2007-3 2A1B 2047-05-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6800000.00 912451.93 IMM 2005-3 A2 2035-08-25 0.758000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19057000.00 1416229.84 IMPAC CMB TRUST SERIES 200 2035-06-25 0.803000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 788577.44 IMPERIAL CMB TRUST SER 1998-2 2035-05-25 0.837999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 20842.98 IMSA 2007-1 A2 2037-03-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2035000.00 1130796.50 INDA 2007-AR3 1A1 2037-07-25 2.986699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 99565.82 INDX 2006-AR29 A1 2036-11-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 143000.00 35518.71 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.813399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1135000.00 1183126.71 JPMAC 2005-WMC1 M4 2035-09-25 0.758000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3210000.00 811537.04 JPMCC 2006-LDP8 C 2045-05-15 5.549000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 34641.15 JPMCC 2006-LDP8 D 2045-05-15 5.618000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 944.00 899.64 JPMCC 2007-CB20 AJ 2051-02-12 6.071200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3630000.00 3841724.70 JPMMT 2007-A1 5A3 2035-07-25 2.713800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13724000.00 3043600.77 JPMMT 2007-A1 6A2 2035-07-25 2.696299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 984000.00 159237.53 JPMORGAN ALT TRUST 2006-S 2036-10-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1087733.21 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3158.00 2567.95 LUM 2005-1 A2 2035-11-25 0.498000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 757208.39 MABS 2004-OPT2 M4 2034-09-25 1.157999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 271456.63 MANA 2007-A3 A2C 2037-04-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13333000.00 4324532.32 MARM 2003-2 B1 2033-08-25 2.458100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9150000.00 1004491.01 MARM 2003-5 B1 2033-11-25 2.382299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 138184.12 MARM 2005-1 7A3 2035-02-25 2.582500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 6890.61 MARM 2007-2 A4 2047-03-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19963000.00 5102746.97 MARM 2007-3 12A1 2047-05-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 20240.87 MASTR 2004-9 15B2 2019-09-25 5.269400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 386000.00 72525.14 MASTR 2004-9 15B3 2019-09-25 5.269400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 53468.58 MASTR 2004-9 30B2 2034-09-25 5.624699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 120744.00 MERRILL LYNCH MTG INV 2004 A1 2035-04-25 0.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1585527.24 MLCC 2005-1 2A3 2035-04-25 2.124000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3100000.00 429953.63 MLMI 2006-A3 5A2 2036-05-25 2.830800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1155747.00 224265.95 MSAC 2006-HE6 A2C 2036-09-25 0.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 75260.03 MSAC 2006-HE8 A2FP 2036-10-25 0.228000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1918000.00 118861.06 MSAC 2007-NC3 A2C 2037-05-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13000.00 7778.79 MSC 2005-HQ7 D 2042-11-14 5.207200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2385000.00 2320841.95 MSC 2007-IQ13 AJ 2044-03-15 5.437999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 289985.60 MSHEL 2006-2 M1 2036-02-25 0.498000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1265000.00 609339.34 MSM 2036-08-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5655000.00 1937941.06 MSM 2005-5AR 1M5 2035-09-25 0.857999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4062000.00 2131027.49 MSM 2005-5AR 1M6 2035-09-25 0.908000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4063000.00 1682830.09 MSM 2007-15AR 2A1 2037-11-25 2.528200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11500000.00 5636003.27 OAK 2019-01-15 5.259999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 445000.00 98905.35 OAK 2001-D A4 2031-09-15 6.929999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 47287.99 OOMLT 2007-4 2A2 2037-04-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4920000.00 2366578.53 PHHAM 2007-2 1A5 2037-05-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7390000.00 506512.14 RALI 2046-04-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9258000.00 1777509.39 RALI 2004-QS2 CB 2034-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 79000.00 13313.37 RALI 2005-QO4 2A1 2045-12-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 8721.63 RALI 2005-QS2 A3 2035-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 3894679.61 RALI 2006-QA8 A1 2036-09-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9829195.00 1975667.66 RALI 2006-QO2 A2 2046-02-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18708600.00 2939259.46 RALI 2006-QO2 A3 2046-02-25 0.498000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2360110.00 378837.69 RALI 2006-QO3 A2 2046-04-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4266000.00 930417.45 RALI 2006-QO3 A3 2046-04-25 0.487999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5971000.00 1331186.47 RASC 2006-KS7 A3 2036-09-25 0.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3650000.00 1773055.45 REPUBLIC OF SRI LANKA 2015-01-22 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 569249.98 RESIDENTIAL ASSET MTG 2003-RM2 2033-05-25 5.432699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 499500.00 60489.91 RFMS2 2005-HS1 AII 2035-10-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1545000.00 109969.76 RFMSI 2003-S6 M2 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 41024.52 RFMSI 2005-SA2 3A2 2035-06-25 2.981599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1150000.00 421896.95 SACO 2036-06-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9305000.00 918923.34 SAMI 2005-AR1 A2 2035-04-19 0.610500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3425000.00 194371.29 SAMI 2007-AR1 2A2 2037-01-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16109000.00 1995718.77 SARM 2004-20 1A3 2035-01-25 2.486200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 148000.00 8845.79 SARM 2005-1 5A2 2035-02-25 2.472300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 488410.96 SASC 2001-15A B2 2031-10-25 2.194799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 4597.80 SASC 2003-2A B2II 2033-02-25 2.390499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 226000.00 8931.04 SASC 2003-30 B2 2033-10-25 5.387999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4146000.00 1582670.46 SASC 2003-34A B1I 2033-11-25 1.358000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1263260.00 167531.54 SASC 2003-9A B1I 2033-03-25 1.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1390925.00 77416.01 SASC 2004-3 B1 2034-03-25 5.621699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10008000.00 4287460.41 SEMT 2005-1 B1 2035-02-20 0.576999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245000.00 305974.44 SEMT 9 B3 2032-09-20 1.564000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3424000.00 170069.85 TMST 2002-3 B1 2042-09-25 2.241699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 790000.00 100835.24 TMTS 2037-07-25 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1410000.00 275856.64 United States Treasury Department 2015-01-15 1.625000 Treasury Debt 8210000.00 10329719.64 United States Treasury Department 2017-01-15 2.375000 Treasury Debt 6135000.00 7842247.19 WAMMS 2002-AR1 CB2 2031-02-25 2.495299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3557000.00 110726.59 WAMMS SER 2003-MS2 CL CB4 2033-02-25 5.486200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1499000.00 603354.25 WAMU 2045-01-25 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 207000.00 22358.55 WAMU 2002-S8 1B3 2033-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3074000.00 712661.00 WAMU 2003-AR7 B4 2033-08-25 2.298600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2674000.00 239034.23 WAMU 2004-AR11 B2 2034-10-25 2.433700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 296000.00 64863.11 WAMU 2004-AR6 B2 2044-05-25 1.258000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3996000.00 746128.95 WAMU 2005-AR11 B2 2045-08-25 0.788000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 786328.84 WAMU 2005-AR13 B1 2045-10-25 0.758000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 865881.52 WAMU 2005-AR18 3A1 2036-01-25 4.719800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5310000.00 1550858.32 WAMU 2006-AR1 1A1B 2046-01-25 1.210000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12380050.00 1178080.30 WAMU 2006-AR10 3A2 2046-08-25 5.893699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6642000.00 3154598.41 WAMU 2006-AR11 1A 2046-09-25 1.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1020000.00 350185.47 WAMU 2006-AR9 1A 2046-08-25 1.139999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21000.00 6629.64 WAMU 2007-HY5 3A1 2037-05-25 4.804000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10575000.00 3450651.13 WAMU 2007-OA5 1A 2047-06-25 0.890000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1659000.00 814583.28 WELLS FARGO MTG BACKED SECS 2 2033-02-25 2.510400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 801000.00 23454.60 WMALT 2046-06-25 1.129999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5215000.00 781089.75 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 28171.20 WMALT 2005-4 CB7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15995000.00 11483870.31 WMALT 2006-AR10 A3B 2036-12-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9332000.00 2175401.81 WMALT 2007-OC1 A2 2047-01-25 0.278000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9515000.00 1739057.25 First Tier Security N/A N/A 2014-04-04 2014-04-04 N N N 202000000.00 202000000.00 0.0052 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 202000000.00 202000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.680000% 988WZK004_0.6800_M140411_2M49 0001230485 Other Repurchase Agreement N 144A ACCDO 11A A 2047-03-15 0.542799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000.00 4393.87 144A ACCDO 12A A1 2047-10-08 0.669300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2490000.00 209711.90 144A APID 2007-5A A1 2021-04-15 0.483599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 336109.88 144A CBRE 2006-1A C 2046-03-25 0.857999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 80190.67 144A CBRE 2007-1A A2 2052-04-07 0.580400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 46567.00 144A CCMFC 2006-2A A1 2047-04-25 0.287999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 72890.49 144A CFCAT 2013-1A D 2019-11-15 4.679999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 196380.48 144A CSMC 2013-TH1 B4 2043-02-25 3.698999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 233708.38 144A DMSI 2007-RS4 AX 2047-10-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1053000.00 64116.34 144A EMPOR 2006-2A A1 2018-10-18 0.516599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 710000.00 131469.74 144A FTSHR 2005-1A A1 2041-11-05 0.538200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1182000.00 105417.10 144A GKKRE 2007-1A A1 2056-08-15 0.520599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7766.90 144A GRAND 2005-1A A1B 2046-04-05 0.398500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 20191.04 144A GRAND 2006-2A A1A 2046-11-01 0.370199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 42220000.00 143782.08 144A HICDO 2006-4A C 2018-05-09 1.191300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 780000.00 777481.08 144A KING 2007-4A E 2021-04-16 3.916999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 146346.61 144A LCM 9A E 2022-07-14 4.441600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 452558.76 144A LONGP 1A A1A 2035-01-30 0.670599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5865000.00 409915.99 144A MASD 2005-3 M1 2035-11-25 0.908000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 631000.00 457474.79 144A MONT 2006-1A A1A 2042-09-06 0.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 41553.40 144A MONT 2006-1A A1B 2042-09-06 0.488999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 48099.47 144A NMCRE 2007-2A B 2042-05-21 0.569100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 670000.00 519806.60 144A ORPT 2006-1A A 2051-11-03 0.328699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 16175.66 144A QUEST 2005-X2 A2 2035-12-25 0.443000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 18301.15 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 155937.10 144A SMSTR 2005-1A A1 2045-12-06 0.491800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 32591.19 144A STCF 2006-2WA 2 2016-06-25 0.598099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 292672.52 144A TIASF 1A A1 2030-11-25 0.736700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1940000.00 168916.18 144A WFRBS 2013-C11 E 2045-03-15 4.184899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 705000.00 558765.63 ABFC 2006-OPT1 M1 2036-09-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1280000.00 311301.56 ABS GREENTRE 96-2 2027-04-15 7.549999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8900000.00 699888.83 ACCR 2007-1 M2 2037-02-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5754000.00 159315.48 ACE 2006-ASP3 A2D 2036-06-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1235000.00 633203.37 ACE 2006-ASP6 A2D 2036-12-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 240000.00 104833.15 ARMT 2005-10 5A1 2036-01-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 19271.72 ARMT 2005-5 3A3 2035-09-25 5.120000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 215000.00 182745.75 ARSI 2005-W2 M1 2035-10-25 0.648000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11000.00 8600.60 ARSI 2006-M3 A2D 2036-10-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520000.00 185781.73 ARSI 2006-W2 A2C 2036-03-25 0.448000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3180000.00 1197058.41 BALTA 2006-5 1A1 2036-08-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 73247.60 BALTA 2006-8 1A1 2046-06-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 38205.91 BAYVIEW COMMERICAL ASSET TRU 2003-1 2036-03-25 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2055000.00 586158.88 BCAP 2007-AA1 1A2 2047-02-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 615000.00 371995.61 BCM 2000-A A2 2030-06-15 7.575000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 38823.55 BCM 2000-A A4 2030-06-15 8.289999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 760000.00 246707.31 BCM 2001-A M1 2030-12-15 7.934999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000.00 5915.19 BSABS 2006-HE3 M2 2036-04-25 0.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 918698.91 BSABS 2006-HE9 M1 2036-11-25 0.448000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 4577.90 BSABS 2007-HE1 2M1 2037-01-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7136000.00 2045589.92 BSABS 2007-HE5 M1 2047-06-25 0.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3085000.00 1109475.43 BSABS 2007-HE5 M2 2047-06-25 0.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 71891.25 CBASS 2006-CB4 AV4 2036-05-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2215000.00 1271886.35 CGCMT 2007-C6 AJ 2049-12-10 5.706999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40000.00 37652.44 CMLTI 2037-01-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 117440.01 CMLTI 2005-HE4 M2 2035-10-25 0.607999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 7635.74 CMLTI 2007-AHL3 A3C 2045-07-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 76448.29 CMLTI 2007-AMC2 A3B 2037-01-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 75470.11 CMLTI 2007-OPX1 A2 2037-01-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000.00 8577.34 CMLTI 2007-WFH1 M1 2037-01-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 155322.04 COMM 2006-C8 MTGE TRUST 2046-12-10 5.376999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 675000.00 652877.41 CSFB 2005-10 2A1 2020-11-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 41307.53 CSMC 2006-C4 AJ 2039-09-15 5.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29000.00 26678.35 CSMC 2007-C4 A1AJ 2039-09-15 5.759599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000.00 6770.99 CWALT 2005-56 1A1 2035-11-25 0.888000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68878000.00 24901744.97 CWALT 2005-J8 1A1 2035-07-25 0.857999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 2431926.95 CWALT 2006-J4 2A1 2036-07-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32000.00 7018.91 CWHEL 2004-N 2A 2034-02-15 0.440000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9545000.00 355859.58 CWHEL 2006-A A 2032-04-15 0.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 835000.00 97837.10 CWHEL 2006-C 2A 2036-05-15 0.340000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2070000.00 297454.84 CWHL 2005-6 2A1 2035-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 27394.09 CWL 2033-11-25 5.782000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 97023.51 CWL 2036-04-25 0.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 328982.27 CWL 2036-09-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 23898.26 CWL 2037-03-25 0.458000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 411496.13 CWL 2046-01-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23000.00 15328.61 CWL 2004-15 MF3 2035-02-25 5.310999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 235308.66 CWL 2005-15 M1 2036-04-25 0.607999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2320000.00 1068518.82 CWL 2005-5 M4 2035-10-25 0.957999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 59459.87 CWL 2005-AB1 M1 2035-08-25 0.577999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 765000.00 497130.01 CWL 2005-IM3 A3 2036-03-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1245000.00 335923.57 CWL 2006-20 2A4 2047-04-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1235000.00 550922.23 CWL 2006-22 2A4 2037-05-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1390000.00 715678.31 CWL 2006-6 1A1M 2036-09-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2815000.00 354224.44 CWL 2006-7 2A4 2046-04-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 32016.65 CWL 2006-S6 A3 2034-03-25 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 490000.00 229452.78 CWL 2007-2 2A4 2037-08-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 205000.00 90807.72 CWL 2007-5 2A4 2047-09-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3390000.00 1066146.12 CWL 2007-7 M1 2047-10-25 0.487999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 41841.33 CWL 2007-8 M1 2037-11-25 0.427999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2135000.00 44054.54 EMPOR 2006-2X A3F 2018-10-18 0.694699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 369882.29 FHLT 2006-C 2A2 2036-10-25 0.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 37639.12 Freddie Mac 2037-05-04 0.00 Government Agency Debt 15000.00 4042.20 Freddie Mac 2041-02-01 4.500000 Government Agency Debt 2257100.00 1235691.79 GCB AERCO A-3 2025 F 0.10 2025-07-15 0.698899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210000.00 26558.32 GREYR 2005-1X A2L 2017-11-15 0.660599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 338859.03 GSMS 2039-11-10 5.621999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 385000.00 376704.90 GSR 2004-7 3A1 2034-06-25 2.286900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 511000.00 74222.27 GSR 2005-AR1 B1 2035-01-25 2.888799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2035000.00 960506.06 HEAT 2006-6 2A4 2036-11-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5355000.00 1311382.06 HVMLT 2037-07-19 0.387000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 125360.39 IMM 2005-1 2A2 2035-04-25 0.778000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2952000.00 164996.16 IMM 2005-3 A2 2035-08-25 0.758000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1475000.00 109615.31 IMSA 2007-1 A2 2037-03-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 8335.11 INDX 2006-AR29 A1 2036-11-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26090000.00 6480301.21 INDYMAC INDX MTGE LN TR 2046-04-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 308000.00 74940.75 JPMAC 2006-NC1 M1 2036-04-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 530000.00 249170.26 JPMAC 2007-CH4 M4 2037-05-25 0.528000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1789000.00 13700.76 LBMLT 2036-03-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2410000.00 761361.66 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2756.00 2241.06 LXS 2046-02-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 596366.75 LXS 2006-13 1A3 2036-09-25 0.448000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000.00 10528.83 MABS 2005-WF1 M6 2035-06-25 0.817999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1445000.00 219193.33 MARM 2005-1 7A3 2035-02-25 2.582500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5890000.00 1159591.77 MARM 2007-2 A4 2047-03-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 49843.99 MARM 2007-3 12A1 2047-05-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1158000.00 390648.79 MARS 2007-1 A2 2037-06-27 5.992099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 9174.60 MSAC 2006-HE6 A2C 2036-09-25 0.308000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 635000.00 341357.97 MSAC 2006-HE6 A2D 2036-09-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1955000.00 1065447.18 MSAC 2006-HE8 A2FP 2036-10-25 0.228000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5120000.00 317293.34 MSAC 2007-HE2 A2D 2037-01-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1180000.00 616003.69 MSAC 2007-HE3 A2B 2036-12-25 0.268000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 154548.14 MSAC 2007-NC3 A2A 2037-05-25 0.218000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 171000.00 7371.72 MSAC 2007-NC3 A2C 2037-05-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 14959.21 MSC 2007-IQ14 AM 2049-04-15 5.703599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 31515.34 NCHET 2006-2 A2B 2036-08-25 0.318000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 975000.00 376924.09 NCSLT 2007-1 A4 2033-10-25 0.463000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31000.00 16503.32 NHEL 2006-5 A2C 2036-11-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4275000.00 1630715.30 NHELI 2006-FM2 2A4 2036-07-25 0.407999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3203000.00 1377232.18 NSTR 2007-A M2 2037-03-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 700221.30 OAK 2000-D A4 2030-07-15 7.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 345000.00 208384.80 OOMLT 2037-05-25 0.388000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 770000.00 421117.06 OOMLT 2007-4 2A2 2037-04-25 0.338000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1030000.00 495442.25 OOMLT 2007-5 2A2 2037-05-25 0.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 119517.01 OOMLT 2007-5 2A4 2037-05-25 0.458000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 570000.00 313565.37 PHHAM 2007-2 1A5 2037-05-25 0.477999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 380000.00 26045.28 RALI 2001-QS16 M1 2031-11-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 78865.65 RALI 2004-QS2 CB 2034-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 815000.00 137346.78 RAMC 2006-3 AF4 2036-11-25 5.812000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 256272.63 RAMP 2007-RS2 A3 2037-05-25 0.528000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 515000.00 242964.49 RASC 2006-EMX3 M1 2036-04-25 0.487999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1720000.00 552037.13 RASC 2007-KS2 M1 2037-02-25 0.417999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1995000.00 222923.41 RASC 2007-KS3 M1S 2037-04-25 0.538000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60000.00 9787.18 RFMS2 2005-HS1 AII 2035-10-25 0.367999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 2491.22 SACO 2036-06-25 0.357999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 148133.80 SAMI 2006-AR6 2A1 2046-07-25 0.347999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58972000.00 23674058.56 SAMI 2007-AR4 A3 2047-09-25 0.378000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625000.00 457759.57 SASC 2006-WF2 M2 2036-07-25 0.448000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 128836.02 SAST 2007-1 M1 2047-01-25 0.448000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4820000.00 31392.13 TMST 2038-04-25 6.094400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1635000.00 361464.27 TMTS 2005-14HE AV2 2036-08-25 0.438000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 217000.00 20760.68 UCFCM 1997-1 M 2028-06-15 7.674999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 830000.00 586716.27 United States Treasury Department 2027-01-15 2.375000 Treasury Debt 220000.00 302616.31 WAMU 2045-01-25 0.518000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1752000.00 189237.60 WAMU 2006-AR11 1A 2046-09-25 1.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13330000.00 4576443.45 WAMU 2006-AR9 1A 2046-08-25 1.139999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1630000.00 514586.72 WAMU 2007-OA5 1A 2047-06-25 0.890000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99000.00 48609.85 WMABS 2006-HE1 M1 2036-04-25 0.498000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3855000.00 372862.04 WMALT 2005-4 5A7 2035-06-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 21768.66 WMALT 2007-OC1 A1 2047-01-25 0.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26664144.00 6597431.98 WMALT SERIES 2046-07-25 1.129999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1470000.00 315852.47 First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 100000000.00 100000000.00 0.0026 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 100000000.00 100000000.00 Crown Point Capital Company, LLC Crown Point Capital Company, LLC 0.240000% 2284K1D91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-04-09 2014-04-09 N N Y Credit / Liquidity BANK OF MONTREAL N/A N/A Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A 66000000.00 65971400.00 0.0017 N 65976900.00 65976900.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B5Z4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 77000000.00 77000000.00 0.0020 N 77005390.00 77005390.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155B6D2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 109000000.00 109000000.00 0.0028 N 109007630.00 109007630.00 Deutsche Bank AG Deutsche Bank AG 0.300000% 25155B6X8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 126000000.00 126000000.00 0.0032 N 126020160.00 126020160.00 Deutsche Bank AG Deutsche Bank AG 0.450000% 25155JAM0 Certificate of Deposit N First Tier Security N/A N/A 2014-11-21 2014-11-21 N N N 250000000.00 250000000.00 0.0064 N 250040000.00 250040000.00 Deutsche Bank AG Deutsche Bank AG 0.320000% 25155JCK2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-02-27 N N N 19000000.00 19000000.00 0.0005 N 19002850.00 19002850.00 Deutsche Bank AG Deutsche Bank AG 0.270000% 25155JFG8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-17 2014-07-17 N N N 94000000.00 94000000.00 0.0024 N 93991540.00 93991540.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.030000% 21599B009_0.0300_M140203_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2019-06-25 5.384999 Government Agency Debt 9700000.00 10611979.45 Fannie Mae 2030-10-25 4.000000 Government Agency Debt 10800103.00 10871121.01 Fannie Mae 2033-03-25 0.464600 Government Agency Debt 3893840.00 3650536.43 Fannie Mae 2035-03-25 0.607999 Government Agency Debt 80174977.00 13697787.97 Fannie Mae 2041-02-25 4.500000 Government Agency Debt 10000000.00 10723390.00 Fannie Mae 2042-02-25 0.508000 Government Agency Debt 11623500.00 10710077.51 Fannie Mae 2042-03-25 0.508000 Government Agency Debt 13518625.00 12593533.36 Fannie Mae 2042-03-25 0.514599 Government Agency Debt 12166875.00 11286080.30 Fannie Mae 2042-09-25 0.564599 Government Agency Debt 18312778.00 13293370.27 Fannie Mae 2042-10-25 0.464600 Government Agency Debt 2263961.00 2114911.06 Fannie Mae 2042-12-25 0.514599 Government Agency Debt 15287428.00 15029134.66 Fannie Mae 2042-12-25 0.514599 Government Agency Debt 11637286.00 11286119.98 Fannie Mae 2043-07-25 4.000000 Government Agency Debt 36815644.00 38353530.10 Fannie Mae 2043-08-25 4.000000 Government Agency Debt 10849156.00 10799915.30 Freddie Mac 2026-12-15 2.000000 Government Agency Debt 2241668.00 2186005.48 Freddie Mac 2033-11-15 3.500000 Government Agency Debt 7524751.00 7749785.96 GNMA 2042-10-20 3.000000 Government Agency Debt 71496209.00 65461360.94 GNMA 2042-10-20 3.500000 Government Agency Debt 81181074.00 73368425.73 GNMA 2042-12-20 3.000000 Government Agency Debt 269286122.00 249999999.83 United States Treasury Department 2015-12-31 0.250000 Treasury Debt 47900.00 47842.91 United States Treasury Department 2017-01-15 0.750000 Treasury Debt 102019000.00 102196257.17 United States Treasury Department 2022-05-15 1.750000 Treasury Debt 160959700.00 152755966.48 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 805348184.00 805348184.00 0.0207 N 805348184.00 805348184.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.200000% 988RGN000_0.2000_M140203_2M49 0001074042 Other Repurchase Agreement N 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499920.15 AMERICAN EXPRESS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499939.82 CBRE GROUP INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499976.64 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499976.16 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499979.25 FOREST LABS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499974.10 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499977.76 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499872.16 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499983.04 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499976.43 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499914.00 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499952.00 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499989.10 MARATHON PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499962.50 MEAD JOHNSON NUTRITION CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499996.26 METLIFE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499951.60 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499993.75 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499965.60 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499877.60 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 877.60 XEROX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499996.20 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2499973.04 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 50000000.00 50000000.00 0.0013 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 50000000.00 50000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 988VHX008_0.2500_M140206_2M49 0001074042 Other Repurchase Agreement N 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449980.65 AMERICAN EXPRESS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449960.08 CBRE GROUP INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449983.52 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449977.86 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449957.01 FOREST LABS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449983.90 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449969.13 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449954.32 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449999.20 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449993.31 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449973.00 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2450000.00 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449931.40 MARATHON PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2450000.00 MEAD JOHNSON NUTRITION CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449993.16 METLIFE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449972.48 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449937.25 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449999.20 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449955.20 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 526.56 XEROX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449994.95 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2449980.94 First Tier Security N/A N/A 2014-02-06 2014-02-06 Y Deutsche Bank Securities Inc N/A N/A N N 49000000.00 49000000.00 0.0013 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 49000980.00 49000980.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.250000% 988VHX008_0.2500_M140207_2M49 0001074042 Other Repurchase Agreement N 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199982.45 3M CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249966.55 ABBVIE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 222564.17 AIR PRODS & CHEMS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2436160.00 ALAMO GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 52.38 ALASKA AIR GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199969.72 ALASKA AIR GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249953.20 AMERICAN EXPRESS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199971.84 AMERICAN EXPRESS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249954.50 ARCHER DANIELS MIDLAND CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 599643.27 AXIALL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249970.37 BANKUNITED INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 47160.00 CALIX INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1039618.80 CAMBREX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 195777.12 CARDINAL HEALTH INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749975.84 CBRE GROUP INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999980.00 CF INDS HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1535028.00 CLECO CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2272733.13 COEUR D ALENE MINES CORP IDACOM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2424809.80 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199976.10 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249984.66 DISCOVER FINL SVCS COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 137114.34 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199956.84 DOW CHEM CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249958.67 DTE ENERGY CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1768589.36 EMERSON ELEC CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199964.58 EMERSON ELEC CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249937.94 EMULEX CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1359829.26 EXAR CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 724906.30 FIDELITY NATIONAL FINANCIAL CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999971.32 FIVE STAR QUALITY CARE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 109131.92 FOREST LABS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999948.20 FREEPORT-MCMORAN COPPER & GOCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999987.93 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199913.20 GOLDMAN SACHS GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249951.28 GRAPHIC PACKAGING HLDG CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 306791.76 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199950.88 HALLIBURTON CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4372968.00 HCP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 248545.99 IHS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199907.32 IHS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249929.44 INDEPENDENCE HLDG CO NEW COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 130075.50 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199948.45 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249997.72 ISHARES INC MSCI MEX 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 195641.00 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199950.00 JOHNSON & JOHNSON 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249940.50 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199992.00 JPMORGAN CHASE & CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249968.00 KEYCORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 103513.57 KRATON PERFORMANCE POLYMERS COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1708582.04 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199933.20 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1431333.05 LAUDER ESTEE COS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 30544.85 LAZARD LTD SHS A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 166413.00 LINKEDIN CORP COM CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749922.00 LYON WILLIAM HOMES CL A NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 193430.16 MARATHON PETE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 577500.00 MEAD JOHNSON NUTRITION CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199925.55 MEAD JOHNSON NUTRITION CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249980.76 MENS WEARHOUSE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199986.00 MENS WEARHOUSE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249984.00 METLIFE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749977.18 NEWMONT MINING CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199984.70 NEWMONT MINING CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249976.00 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199987.00 NORTHROP GRUMMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249937.75 OCCIDENTAL PETE CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749924.40 OCEANEERING INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1398446.00 OGE ENERGY CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 235074.84 ORACLE CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749985.80 OWENS ILL INC COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1446400.80 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199948.02 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249984.90 RAYONIER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1649934.55 RED HAT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999999.20 REGIONS FINANCIAL CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199991.23 REGIONS FINANCIAL CORP NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249990.89 RYDER SYS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 882340.38 SERVICE CORP INTL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1518912.00 SHERWIN WILLIAMS CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1145435.16 SPECTRUM BRANDS HLDGS INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2929027.32 STATE STR CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 819357.68 SYMETRA FINL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1733386.23 TE CONNECTIVITY LTD REG SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999995.30 TIME WARNER CABLE INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4456111.00 TOWERS WATSON & CO CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 548361.09 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999950.48 WELLPOINT INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 789.84 WHIRLPOOL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3749891.42 XEROX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199997.40 XEROX CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249989.95 XL GROUP PLC SHS 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1649979.17 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5199975.82 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4999976.75 ZOETIS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2249981.87 First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 249000000.00 249000000.00 0.0064 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 249015600.00 249015600.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.040000% 991JCA005_0.0400_M140207_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2029-01-01 3.000000 Government Agency Debt 58586995.00 61314571.14 United States Treasury Department 2015-12-31 0.250000 Treasury Debt 14341700.00 14324605.96 First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 73000000.00 73000000.00 0.0019 N 73000000.00 73000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140206_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2042-09-01 2.349000 Government Agency Debt 5422384.00 4165013.30 First Tier Security N/A N/A 2014-02-06 2014-02-06 Y Deutsche Bank Securities Inc N/A N/A N N 4000000.00 4000000.00 0.0001 N 4000000.00 4000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.090000% 99ETSZ007_0.0900_M140207_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2025-08-01 4.000000 Government Agency Debt 45355212.00 23054778.15 Fannie Mae 2027-04-01 3.000000 Government Agency Debt 27235010.00 23001099.44 Fannie Mae 2027-05-01 3.000000 Government Agency Debt 25739036.00 23146589.61 Fannie Mae 2028-08-01 3.000000 Government Agency Debt 13462084.00 13522607.17 Fannie Mae 2037-11-01 5.500000 Government Agency Debt 60856768.00 9056038.57 Fannie Mae 2041-05-01 3.206999 Government Agency Debt 40691806.00 16853665.38 Fannie Mae 2042-09-01 2.349000 Government Agency Debt 8133576.00 6247519.96 Fannie Mae 2043-10-01 5.000000 Government Agency Debt 20960117.00 23002151.95 Freddie Mac 2034-01-01 4.000000 Government Agency Debt 21649520.00 23031264.53 GNMA 2044-01-20 3.500000 Government Agency Debt 1240000.00 1331805.47 First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 156000000.00 156000000.00 0.0040 N 156000000.00 156000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140203_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2043-02-01 3.500000 Government Agency Debt 3451770.00 3301032.63 Freddie Mac 2043-03-01 3.000000 Government Agency Debt 26042285.00 24227860.74 GNMA 2037-10-16 2.250000 Government Agency Debt 67120266.00 44100904.22 GNMA 2043-09-20 0.457000 Government Agency Debt 24738474.00 24523323.69 GNMA 2044-05-16 2.899999 Government Agency Debt 8444998.00 7723353.22 United States Treasury Department 2015-12-31 0.250000 Treasury Debt 121300.00 121155.42 First Tier Security N/A N/A 2014-02-03 2014-02-03 Y Deutsche Bank Securities Inc N/A N/A N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.100000% 99ETSZ007_0.1000_M140207_2M49 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2019-02-01 5.000000 Government Agency Debt 1000000.00 93155.12 Fannie Mae 2019-05-01 5.500000 Government Agency Debt 19625000.00 406248.27 Fannie Mae 2021-12-01 6.000000 Government Agency Debt 1528279.00 347085.50 Fannie Mae 2025-07-01 6.000000 Government Agency Debt 1906000.00 347893.55 Fannie Mae 2026-02-01 7.000000 Government Agency Debt 3161745.00 358963.38 Fannie Mae 2026-05-01 7.000000 Government Agency Debt 1367137.00 401906.04 Fannie Mae 2027-03-01 6.500000 Government Agency Debt 1257389.00 392823.04 Fannie Mae 2027-05-01 7.000000 Government Agency Debt 1068992.00 383160.21 Fannie Mae 2027-06-01 7.000000 Government Agency Debt 3045765.00 383452.31 Fannie Mae 2027-09-01 7.000000 Government Agency Debt 2383786.00 428688.47 Fannie Mae 2028-09-01 3.000000 Government Agency Debt 22766651.00 22495170.89 Fannie Mae 2028-09-01 3.000000 Government Agency Debt 17704730.00 17809715.53 Fannie Mae 2029-08-01 5.500000 Government Agency Debt 1212063.00 375368.70 Fannie Mae 2031-02-01 9.000000 Government Agency Debt 2454078.00 359706.81 Fannie Mae 2033-04-01 5.500000 Government Agency Debt 6000000.00 334756.95 Fannie Mae 2033-06-01 5.500000 Government Agency Debt 1549725.00 411051.03 Fannie Mae 2034-01-01 5.500000 Government Agency Debt 5233486.00 367926.90 Fannie Mae 2036-01-01 7.500000 Government Agency Debt 4377674.00 373741.52 Fannie Mae 2036-02-01 7.500000 Government Agency Debt 2500000.00 409761.24 Fannie Mae 2036-07-01 9.000000 Government Agency Debt 474007.00 395369.82 Fannie Mae 2036-09-01 6.500000 Government Agency Debt 3954698.00 375915.94 Fannie Mae 2036-11-01 5.500000 Government Agency Debt 2660189.00 379474.78 Fannie Mae 2036-11-01 7.000000 Government Agency Debt 1754014.00 404611.27 Fannie Mae 2037-05-01 5.500000 Government Agency Debt 795192.00 172321.65 Fannie Mae 2037-07-01 6.500000 Government Agency Debt 2200000.00 330985.82 Fannie Mae 2037-10-01 6.000000 Government Agency Debt 385828.00 153118.83 Fannie Mae 2037-10-01 7.500000 Government Agency Debt 4023947.00 414305.78 Fannie Mae 2037-11-01 7.500000 Government Agency Debt 1904312.00 357381.24 Fannie Mae 2037-12-01 6.500000 Government Agency Debt 3575550.00 398835.69 Fannie Mae 2038-02-01 5.000000 Government Agency Debt 16585034.00 1693513.52 Fannie Mae 2038-03-01 5.500000 Government Agency Debt 1742000.00 361468.30 Fannie Mae 2038-06-01 5.500000 Government Agency Debt 1266717.00 415146.80 Fannie Mae 2038-07-01 5.500000 Government Agency Debt 1300000.00 372383.04 Fannie Mae 2039-07-01 6.000000 Government Agency Debt 1951826.00 369881.13 Fannie Mae 2039-08-01 5.000000 Government Agency Debt 580000.00 341734.56 Fannie Mae 2040-02-25 3.000000 Government Agency Debt 4061975.00 3829932.94 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 31686373.00 23745480.14 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 493000.00 385370.60 Fannie Mae 2041-05-01 5.000000 Government Agency Debt 10155316.00 5342869.28 Fannie Mae 2041-07-25 4.000000 Government Agency Debt 998169.00 1015184.12 Fannie Mae 2041-08-01 5.000000 Government Agency Debt 612783.00 368363.39 Fannie Mae 2042-03-01 4.500000 Government Agency Debt 1412600.00 357346.82 Fannie Mae 2043-01-01 3.000000 Government Agency Debt 407856.00 376277.61 Fannie Mae 2043-03-25 3.500000 Government Agency Debt 10507000.00 9801640.57 Fannie Mae 2043-05-25 4.000000 Government Agency Debt 26855989.00 28057823.36 Fannie Mae 2043-07-01 3.000000 Government Agency Debt 31456243.00 30088342.45 Fannie Mae 2043-07-01 3.000000 Government Agency Debt 1395241.00 1333877.06 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 4943681.00 5309064.45 Fannie Mae 2043-12-01 4.500000 Government Agency Debt 22452355.00 23680940.12 Fannie Mae 2044-01-01 4.000000 Government Agency Debt 22580410.00 23701268.20 Fannie Mae 2048-02-01 5.500000 Government Agency Debt 2900000.00 306508.18 Freddie Mac 2028-06-01 2.500000 Government Agency Debt 56513898.00 54207772.60 Freddie Mac 2039-07-01 6.000000 Government Agency Debt 55000000.00 15989095.60 Freddie Mac 2040-02-01 4.500000 Government Agency Debt 17073290.00 9083807.50 Freddie Mac 2041-03-01 5.000000 Government Agency Debt 13258830.00 10887937.51 Freddie Mac 2042-07-15 3.000000 Government Agency Debt 2565565.00 2405752.19 Freddie Mac 2042-09-01 3.000000 Government Agency Debt 18000000.00 15838878.96 Freddie Mac 2043-09-20 4.000000 Government Agency Debt 9909806.00 10095618.78 Freddie Mac 2043-11-20 4.000000 Government Agency Debt 6685415.00 6967332.00 GNMA 2037-07-16 1.800000 Government Agency Debt 74046564.00 73279631.93 GNMA 2043-02-20 3.500000 Government Agency Debt 209675.00 205516.25 GNMA 2043-07-20 4.000000 Government Agency Debt 9557749.00 10035582.73 GNMA 2052-01-15 3.200000 Government Agency Debt 10000000.00 10061626.69 First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Deutsche Bank Securities Inc N/A N/A N N 414000000.00 414000000.00 0.0106 N 414000000.00 414000000.00 DNB Bank ASA DNB Bank ASA 0.040000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 555000000.00 555000000.00 0.0143 Security is a time deposit. N 555000000.00 555000000.00 DNB Bank ASA DNB Bank ASA 0.050000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 41000000.00 41000000.00 0.0011 Security is a time deposit. N 40999991.80 40999991.80 DNB Bank ASA DNB Bank ASA 0.050000% 939RWC006_M140206 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 107000000.00 107000000.00 0.0028 Security is a time deposit. N 106999828.80 106999828.80 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385SU1 Government Agency Debt N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 82000000.00 81999362.21 0.0021 N 81999918.00 81999918.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385SZ0 Government Agency Debt N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 50000000.00 49999125.00 0.0013 N 49999850.00 49999850.00 Federal Home Loan Bank Federal Home Loan Bank 0.075000% 313385TB2 Government Agency Debt N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 94000000.00 93997845.84 0.0024 N 93999718.00 93999718.00 Federal Home Loan Bank Federal Home Loan Bank 0.070000% 313385TB2 Government Agency Debt N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 6500000.00 6499860.97 0.0002 N 6499980.50 6499980.50 Federal Home Loan Bank Federal Home Loan Bank 0.080000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 45000000.00 44998400.00 0.0012 N 44999820.00 44999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TG1 Government Agency Debt N First Tier Security N/A N/A 2014-02-19 2014-02-19 N N N 15000000.00 14999633.33 0.0004 N 14999940.00 14999940.00 Federal Home Loan Bank Federal Home Loan Bank 0.055000% 313385TH9 Government Agency Debt N First Tier Security N/A N/A 2014-02-20 2014-02-20 N N N 36000000.00 35999065.00 0.0009 N 35999820.00 35999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385TR7 Government Agency Debt N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 15000000.00 14999322.92 0.0004 N 14999895.00 14999895.00 Federal Home Loan Bank Federal Home Loan Bank 0.065000% 313385TW6 Government Agency Debt N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 48000000.00 47997400.00 0.0012 N 47999616.00 47999616.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385TY2 Government Agency Debt N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 30000000.00 29998800.00 0.0008 N 29999730.00 29999730.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385TY2 Government Agency Debt N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 5000000.00 4999777.78 0.0001 N 4999955.00 4999955.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385UD6 Government Agency Debt N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 81900000.00 81896212.13 0.0021 N 81899181.00 81899181.00 Federal Home Loan Bank Federal Home Loan Bank 0.040000% 313385UE4 Government Agency Debt N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 43000000.00 42998184.45 0.0011 N 42999527.00 42999527.00 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385UF1 Government Agency Debt N First Tier Security N/A N/A 2014-03-14 2014-03-14 N N N 5300000.00 5299741.62 0.0001 N 5299941.70 5299941.70 Federal Home Loan Bank Federal Home Loan Bank 0.045000% 313385UN4 Government Agency Debt N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 279075000.00 279058953.19 0.0072 N 279071372.03 279071372.03 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385UT1 Government Agency Debt N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N N 22283000.00 22281421.62 0.0006 N 22282688.04 22282688.04 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313385UV6 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 47000000.00 46995848.33 0.0012 N 46999295.00 46999295.00 Federal Home Loan Bank Federal Home Loan Bank 0.050000% 313385UV6 Government Agency Debt N First Tier Security N/A N/A 2014-03-28 2014-03-28 N N N 21400000.00 21398424.72 0.0006 N 21399679.00 21399679.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.030000% 98599G006_0.0300_M140203_2M49 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2018-05-15 3.875000 Treasury Debt 680495300.00 760001923.32 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 760000000.00 760000000.00 0.0195 N 760000000.00 760000000.00 Freddie Mac Freddie Mac 0.050000% 313397UR0 Government Agency Debt N First Tier Security N/A N/A 2014-03-24 2014-03-24 N N N 16000000.00 15998911.11 0.0004 N 15999776.00 15999776.00 Freddie Mac Freddie Mac 0.240400% 3133F3AA1 Government Agency Debt N First Tier Security N/A N/A 2014-04-10 2015-02-10 N N N 220000000.00 220000000.00 0.0057 N 220153780.00 220153780.00 General Electric Capital Corp General Electric Capital Corp 0.200000% 36959JF40 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 50000000.00 49966388.89 0.0013 N 49977000.00 49977000.00 General Electric Capital Corp General Electric Capital Corp 0.210000% 36959JGF4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 62000000.00 61941410.00 0.0016 N 61951640.00 61951640.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.160000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 4445000.00 4445000.00 0.0001 N 4445000.00 4445000.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 38399H002_0.0400_M140203_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2021-08-01 6.000000 Government Agency Debt 4550329.00 774196.42 Fannie Mae 2025-02-01 4.500000 Government Agency Debt 2500000.00 767665.70 Fannie Mae 2025-04-01 5.000000 Government Agency Debt 1082227.00 768700.69 Fannie Mae 2025-08-01 4.000000 Government Agency Debt 1721000.00 773621.99 Fannie Mae 2031-12-01 4.500000 Government Agency Debt 1122983.00 777186.87 Fannie Mae 2033-10-01 2.500000 Government Agency Debt 595932.00 579614.81 Fannie Mae 2036-07-01 6.000000 Government Agency Debt 5982736.00 779831.35 Fannie Mae 2037-08-01 6.500000 Government Agency Debt 1362890.00 281010.54 Fannie Mae 2038-12-01 5.500000 Government Agency Debt 3100000.00 774778.19 Fannie Mae 2039-05-01 4.000000 Government Agency Debt 1500000.00 782004.46 Fannie Mae 2040-03-01 5.000000 Government Agency Debt 1180000.00 767572.30 Fannie Mae 2040-07-01 4.500000 Government Agency Debt 1630758.00 774894.88 Fannie Mae 2041-08-01 5.000000 Government Agency Debt 1041180.00 776651.95 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1339718.00 770983.37 Fannie Mae 2042-01-01 5.000000 Government Agency Debt 1056102.00 771169.62 Fannie Mae 2042-01-01 5.000000 Government Agency Debt 98066.00 59054.34 Fannie Mae 2042-04-01 4.000000 Government Agency Debt 417111.00 373327.83 Fannie Mae 2043-04-01 3.500000 Government Agency Debt 781041.00 783666.88 Freddie Mac 2022-11-01 4.500000 Government Agency Debt 2730953.00 766815.47 Freddie Mac 2026-03-01 3.500000 Government Agency Debt 1650370.00 782427.37 Freddie Mac 2028-09-01 7.000000 Government Agency Debt 57000000.00 769788.03 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 7746121.00 719933.30 Freddie Mac 2034-03-01 5.500000 Government Agency Debt 11383950.00 769683.52 Freddie Mac 2034-08-01 6.000000 Government Agency Debt 10867662.00 777971.15 Freddie Mac 2036-04-01 5.500000 Government Agency Debt 4354186.00 781701.52 Freddie Mac 2037-12-01 6.500000 Government Agency Debt 6618878.00 776141.05 Freddie Mac 2041-10-20 4.500000 Government Agency Debt 7462950.00 4559885.68 Freddie Mac 2042-02-01 4.000000 Government Agency Debt 1082434.00 776974.85 Freddie Mac 2042-10-01 4.000000 Government Agency Debt 1084090.00 777496.08 Freddie Mac 2043-10-01 3.000000 Government Agency Debt 802430.00 776758.89 Freddie Mac 2043-12-01 4.500000 Government Agency Debt 827338.00 775186.27 GNMA 2038-09-20 6.000000 Government Agency Debt 17937518.00 20006969.45 GNMA 2038-12-15 3.950000 Government Agency Debt 16900906.00 17534701.24 GNMA 2054-01-15 4.250000 Government Agency Debt 8559980.00 8931634.36 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 71000000.00 71000000.00 0.0018 N 71000000.00 71000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 38399J008_0.0400_M140207_2M49 0000769993 Treasury Repurchase Agreement Y United States Treasury Department 2015-05-31 0.250000 Treasury Debt 783100.00 783981.63 United States Treasury Department 2015-07-15 0.250000 Treasury Debt 6558200.00 6562000.46 United States Treasury Department 2017-07-15 2.625000 Treasury Debt 6525800.00 8314189.49 United States Treasury Department 2017-07-31 2.375000 Treasury Debt 11189900.00 11728413.94 United States Treasury Department 2018-11-30 1.375000 Treasury Debt 17737800.00 17696205.44 United States Treasury Department 2022-02-15 2.000000 Treasury Debt 8314800.00 8133909.72 United States Treasury Department 2039-11-15 4.375000 Treasury Debt 2504300.00 2881337.24 First Tier Security N/A N/A 2014-02-07 2014-02-07 Y GOLDMAN SACHS & CO N/A N/A N N 55000000.00 55000000.00 0.0014 N 55000000.00 55000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.560000% 921ABB008_0.5600_M140320_2M49 0000769993 Other Repurchase Agreement N BERKSHIRE HATHAWAY INC DEL CL B NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5194045.00 BRISTOL MYERS SQUIBB CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8198515.71 CHIMERA INVT CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899997.16 CINCINNATI BELL INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 405787.62 COCA COLA CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8514085.69 COCA COLA ENTERPRISES INC NECOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 3514402.10 COMMUNITY HEALTH SYS INC NEWCOM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1249972.79 CONSTELLATION BRANDS INC CL A 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8827181.53 DANAHER CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 838013.70 DELTA AIR LINES INC DEL COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8287485.80 GRACE W R & CO DEL NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8587493.80 HEALTH NET INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899996.82 HUNTSMAN CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8793094.47 LEUCADIA NATL CORP COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8548950.40 MERCK & CO INC NEW COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5398249.33 MGIC INVT CORP WIS COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 5829702.90 NEXTERA ENERGY INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899981.20 OCCIDENTAL PETE CORP DEL COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8639713.50 PEPSICO INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8709856.84 PFIZER INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 4538399.10 PHILIP MORRIS INTL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 1493456.47 PHILLIPS 66 COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 2173771.56 PROCTER & GAMBLE CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8621124.24 PRUDENTIAL FINL INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8472430.30 TENET HEALTHCARE CORP COM NEW 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8808661.59 UNITEDHEALTH GROUP INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8826563.20 WAL MART STORES INC COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8829096.25 WALGREEN CO COM 2014-01-31 N/A Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 0.00 8899979.06 First Tier Security N/A N/A 2014-03-20 2014-03-20 N N N 178000000.00 178000000.00 0.0046 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 178105020.00 178105020.00 Goldman Sachs & Co Goldman Sachs & Co 0.030000% 992JYE002_0.0300_M140204_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2017-12-01 6.000000 Government Agency Debt 11806194.00 1398558.26 Fannie Mae 2020-08-01 3.500000 Government Agency Debt 5150000.00 1328016.35 Fannie Mae 2022-09-01 2.500000 Government Agency Debt 1909099.00 1347448.88 Fannie Mae 2022-10-01 2.500000 Government Agency Debt 1696145.00 1432576.84 Fannie Mae 2023-01-01 2.500000 Government Agency Debt 1499797.00 1348023.30 Fannie Mae 2023-02-01 6.000000 Government Agency Debt 9179319.00 1325691.11 Fannie Mae 2023-06-01 5.000000 Government Agency Debt 11033388.00 1338216.24 Fannie Mae 2023-09-01 3.000000 Government Agency Debt 1420822.00 1423430.48 Fannie Mae 2023-09-01 6.000000 Government Agency Debt 3554672.00 1323912.93 Fannie Mae 2024-09-01 5.000000 Government Agency Debt 4528019.00 1319665.23 Fannie Mae 2026-02-01 5.500000 Government Agency Debt 11000000.00 1332054.42 Fannie Mae 2026-03-01 3.500000 Government Agency Debt 2615000.00 1444273.51 Fannie Mae 2026-03-01 4.500000 Government Agency Debt 2316475.00 1418675.22 Fannie Mae 2026-08-01 4.500000 Government Agency Debt 1633910.00 1402108.79 Fannie Mae 2026-11-01 4.500000 Government Agency Debt 1476103.00 1375054.08 Fannie Mae 2027-01-01 4.500000 Government Agency Debt 2235440.00 1394709.05 Fannie Mae 2027-03-01 4.000000 Government Agency Debt 1600316.00 1335888.38 Fannie Mae 2027-09-01 3.000000 Government Agency Debt 1679000.00 1436040.02 Fannie Mae 2027-09-01 3.500000 Government Agency Debt 1367902.00 1346702.70 Fannie Mae 2027-12-01 2.500000 Government Agency Debt 1518846.00 1393456.08 Fannie Mae 2028-04-01 2.500000 Government Agency Debt 1500000.00 1438206.45 Fannie Mae 2028-04-01 3.500000 Government Agency Debt 1319633.00 1344392.51 Fannie Mae 2028-09-01 3.000000 Government Agency Debt 1347101.00 1354478.81 Fannie Mae 2028-11-01 3.000000 Government Agency Debt 1393722.00 1418037.59 Fannie Mae 2028-11-01 4.000000 Government Agency Debt 1255445.00 1342141.68 Fannie Mae 2028-11-01 4.000000 Government Agency Debt 1247713.00 1331945.54 Fannie Mae 2028-12-01 3.000000 Government Agency Debt 1337321.00 1365838.72 Fannie Mae 2028-12-01 3.000000 Government Agency Debt 1333591.00 1364627.19 Fannie Mae 2028-12-01 6.000000 Government Agency Debt 109950942.00 1404176.39 Fannie Mae 2029-01-01 3.000000 Government Agency Debt 46983.00 48448.51 Fannie Mae 2029-10-01 6.000000 Government Agency Debt 65957854.00 1377384.92 Fannie Mae 2030-08-01 4.500000 Government Agency Debt 2320451.00 1404032.39 Fannie Mae 2031-02-01 5.000000 Government Agency Debt 6321837.00 1399185.65 Fannie Mae 2032-06-01 4.000000 Government Agency Debt 1503570.00 1389361.04 Fannie Mae 2032-07-01 6.500000 Government Agency Debt 66306464.00 1330373.53 Fannie Mae 2032-08-01 4.000000 Government Agency Debt 1368805.00 1380489.36 Fannie Mae 2032-09-01 6.500000 Government Agency Debt 79686306.00 1327200.93 Fannie Mae 2032-10-01 3.500000 Government Agency Debt 1494000.00 1330375.79 Fannie Mae 2032-11-01 6.500000 Government Agency Debt 34176229.00 1386070.11 Fannie Mae 2033-04-01 3.500000 Government Agency Debt 1388304.00 1404033.39 Fannie Mae 2033-04-01 3.500000 Government Agency Debt 1316986.00 1335295.18 Fannie Mae 2033-05-01 6.000000 Government Agency Debt 7920000.00 1395578.65 Fannie Mae 2033-06-01 3.500000 Government Agency Debt 1404935.00 1429504.74 Fannie Mae 2033-06-01 3.500000 Government Agency Debt 1723021.00 1411946.89 Fannie Mae 2033-06-01 3.500000 Government Agency Debt 1360744.00 1380472.19 Fannie Mae 2033-09-01 4.500000 Government Agency Debt 1251428.00 1341248.56 Fannie Mae 2033-10-01 4.500000 Government Agency Debt 1312758.00 1399554.43 Fannie Mae 2033-11-01 3.500000 Government Agency Debt 1361804.00 1405119.87 Fannie Mae 2033-12-01 6.000000 Government Agency Debt 5381636.00 1417990.94 Fannie Mae 2034-01-01 4.500000 Government Agency Debt 1211953.00 1330903.76 Fannie Mae 2034-02-01 5.500000 Government Agency Debt 3136390.00 1434145.06 Fannie Mae 2034-05-01 5.500000 Government Agency Debt 14700000.00 1411281.77 Fannie Mae 2035-06-01 5.500000 Government Agency Debt 5815174.00 1411714.09 Fannie Mae 2035-07-01 5.500000 Government Agency Debt 3914186.00 1391916.06 Fannie Mae 2035-11-01 2.887000 Government Agency Debt 12273623.00 1332406.01 Fannie Mae 2035-11-01 6.000000 Government Agency Debt 10605656.00 1323710.26 Fannie Mae 2035-12-01 2.137000 Government Agency Debt 13128958.00 1399477.93 Fannie Mae 2036-08-01 6.500000 Government Agency Debt 6448067.00 1400152.01 Fannie Mae 2037-08-01 1.564999 Government Agency Debt 7013778.00 1337578.54 Fannie Mae 2037-09-01 2.152000 Government Agency Debt 7846243.00 1364352.71 Fannie Mae 2038-06-01 6.500000 Government Agency Debt 3188823.00 1435998.19 Fannie Mae 2038-09-01 3.500000 Government Agency Debt 1332094.00 1357242.30 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 5002489.00 1397702.06 Fannie Mae 2038-10-01 6.000000 Government Agency Debt 8458249.00 1343212.86 Fannie Mae 2038-11-01 4.000000 Government Agency Debt 1369252.00 1431343.43 Fannie Mae 2039-01-01 4.000000 Government Agency Debt 1348171.00 1411691.63 Fannie Mae 2039-01-01 4.000000 Government Agency Debt 1327989.00 1393686.39 Fannie Mae 2039-02-01 4.000000 Government Agency Debt 2465674.00 1419936.82 Fannie Mae 2039-05-01 4.500000 Government Agency Debt 3700000.00 1385232.19 Fannie Mae 2039-11-01 5.500000 Government Agency Debt 2335750.00 1350922.33 Fannie Mae 2040-02-01 5.500000 Government Agency Debt 2012744.00 1365959.85 Fannie Mae 2040-03-01 5.500000 Government Agency Debt 1891219.00 1429856.91 Fannie Mae 2040-03-01 5.500000 Government Agency Debt 1578543.00 1363675.04 Fannie Mae 2040-03-01 6.500000 Government Agency Debt 1551997.00 1327528.62 Fannie Mae 2040-07-01 4.500000 Government Agency Debt 2235000.00 1334426.95 Fannie Mae 2040-07-01 5.000000 Government Agency Debt 2700000.00 1364094.91 Fannie Mae 2040-07-01 5.500000 Government Agency Debt 1671626.00 1364730.60 Fannie Mae 2040-08-01 5.000000 Government Agency Debt 2000000.00 1396275.55 Fannie Mae 2040-12-01 4.000000 Government Agency Debt 1757016.00 1443821.23 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 2066038.00 1438116.42 Fannie Mae 2041-02-01 3.471000 Government Agency Debt 3000000.00 1422465.35 Fannie Mae 2041-03-01 3.532000 Government Agency Debt 2300000.00 1432711.52 Fannie Mae 2041-03-01 5.500000 Government Agency Debt 1399298.00 1356133.33 Fannie Mae 2041-03-01 5.500000 Government Agency Debt 2157679.00 1323442.61 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 1820618.00 1385342.24 Fannie Mae 2041-05-01 4.500000 Government Agency Debt 107764.00 73960.87 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 1706993.00 1339221.54 Fannie Mae 2041-06-01 5.500000 Government Agency Debt 1644280.00 1392724.67 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 2087252.00 1384489.97 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 2300000.00 1363083.68 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 1803500.00 1341969.53 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 1781931.00 1438522.88 Fannie Mae 2041-08-01 5.500000 Government Agency Debt 1352586.00 1333086.96 Fannie Mae 2041-09-01 4.000000 Government Agency Debt 1850000.00 1380091.47 Fannie Mae 2041-09-01 5.500000 Government Agency Debt 1488067.00 1326235.81 Fannie Mae 2041-11-01 4.500000 Government Agency Debt 1645331.00 1346610.57 Fannie Mae 2041-11-01 5.000000 Government Agency Debt 1427995.00 1407633.44 Fannie Mae 2042-03-01 5.000000 Government Agency Debt 1278021.00 1362395.34 Fannie Mae 2042-04-01 4.500000 Government Agency Debt 1286162.00 1338108.75 Fannie Mae 2042-05-01 5.000000 Government Agency Debt 1398758.00 1390254.40 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1368575.00 1439677.96 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1706399.00 1398396.10 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1403277.00 1356019.20 Fannie Mae 2042-06-01 4.500000 Government Agency Debt 1931847.00 1343264.07 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 1386787.00 1417515.48 Fannie Mae 2042-12-01 4.000000 Government Agency Debt 1319633.00 1354809.68 Fannie Mae 2043-01-01 3.500000 Government Agency Debt 1446020.00 1437005.83 Fannie Mae 2043-01-01 4.000000 Government Agency Debt 1546903.00 1435624.18 Fannie Mae 2043-02-01 4.000000 Government Agency Debt 1697652.00 1409972.19 Fannie Mae 2043-05-01 3.500000 Government Agency Debt 1377763.00 1365982.54 Fannie Mae 2043-06-01 3.000000 Government Agency Debt 1425406.00 1352072.39 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 1406783.00 1413302.28 Fannie Mae 2043-06-01 3.500000 Government Agency Debt 1405027.00 1411359.50 Fannie Mae 2043-08-01 4.000000 Government Agency Debt 1317760.00 1371713.58 Fannie Mae 2043-08-01 4.000000 Government Agency Debt 1283773.00 1339675.58 Fannie Mae 2043-08-01 4.500000 Government Agency Debt 1342054.00 1443483.85 Fannie Mae 2043-08-01 4.500000 Government Agency Debt 1244630.00 1335758.75 Fannie Mae 2043-09-01 3.500000 Government Agency Debt 1341903.00 1334259.30 Fannie Mae 2043-09-01 4.000000 Government Agency Debt 1300000.00 1345519.65 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 1330050.00 1423385.49 Fannie Mae 2043-09-01 4.500000 Government Agency Debt 1270916.00 1359343.69 Fannie Mae 2043-09-01 5.000000 Government Agency Debt 1391496.00 1331239.89 Fannie Mae 2043-10-01 3.000000 Government Agency Debt 1502439.00 1434075.91 Fannie Mae 2043-10-01 4.000000 Government Agency Debt 1376030.00 1429352.67 Fannie Mae 2043-10-01 4.500000 Government Agency Debt 1288085.00 1382748.06 Fannie Mae 2043-10-01 4.500000 Government Agency Debt 1275141.00 1378486.53 Fannie Mae 2043-10-01 4.500000 Government Agency Debt 1281096.00 1376012.01 Fannie Mae 2043-11-01 4.000000 Government Agency Debt 1279423.00 1342078.35 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 1337982.00 1437910.90 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 1306433.00 1408051.35 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 1291220.00 1387142.50 Fannie Mae 2043-11-01 4.500000 Government Agency Debt 1237190.00 1331648.41 Fannie Mae 2043-11-01 5.000000 Government Agency Debt 1248400.00 1380963.39 Fannie Mae 2043-12-01 3.500000 Government Agency Debt 1399908.00 1423365.79 Fannie Mae 2043-12-01 4.500000 Government Agency Debt 1279961.00 1380234.92 Fannie Mae 2043-12-01 4.500000 Government Agency Debt 1234930.00 1338170.46 Fannie Mae 2044-01-01 3.500000 Government Agency Debt 1402298.00 1426889.63 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 1286745.00 1387126.55 Freddie Mac 2019-06-01 4.500000 Government Agency Debt 12965015.00 1356257.58 Freddie Mac 2021-09-01 6.000000 Government Agency Debt 15284250.00 1421890.07 Freddie Mac 2023-05-01 3.000000 Government Agency Debt 1424973.00 1396811.69 Freddie Mac 2024-08-01 4.000000 Government Agency Debt 3338877.00 1395594.19 Freddie Mac 2026-05-01 4.000000 Government Agency Debt 3094962.00 1384952.22 Freddie Mac 2028-04-01 6.500000 Government Agency Debt 4000000.00 1428749.26 Freddie Mac 2028-05-01 2.500000 Government Agency Debt 1480376.00 1424608.98 Freddie Mac 2028-08-01 3.000000 Government Agency Debt 1391535.00 1396887.44 Freddie Mac 2028-10-01 4.000000 Government Agency Debt 1229907.00 1327787.10 Freddie Mac 2028-11-01 2.500000 Government Agency Debt 1433247.00 1417869.57 Freddie Mac 2028-11-01 3.000000 Government Agency Debt 1411898.00 1446214.29 Freddie Mac 2028-11-01 3.000000 Government Agency Debt 1335795.00 1369034.82 Freddie Mac 2028-11-01 3.500000 Government Agency Debt 1302231.00 1353326.56 Freddie Mac 2028-11-01 4.000000 Government Agency Debt 1338071.00 1430674.22 Freddie Mac 2028-12-01 3.000000 Government Agency Debt 1405948.00 1447434.00 Freddie Mac 2028-12-01 3.500000 Government Agency Debt 1270203.00 1338455.04 Freddie Mac 2028-12-01 4.000000 Government Agency Debt 1325112.00 1425082.54 Freddie Mac 2028-12-01 4.000000 Government Agency Debt 1274206.00 1373094.89 Freddie Mac 2029-01-01 3.000000 Government Agency Debt 1408185.00 1449519.06 Freddie Mac 2029-01-01 3.500000 Government Agency Debt 1291188.00 1354125.24 Freddie Mac 2029-01-01 4.000000 Government Agency Debt 1313175.00 1420929.33 Freddie Mac 2031-01-01 6.000000 Government Agency Debt 6740000.00 1333794.19 Freddie Mac 2031-10-01 4.500000 Government Agency Debt 1377516.00 1370585.61 Freddie Mac 2032-04-01 4.000000 Government Agency Debt 1361541.00 1358124.05 Freddie Mac 2032-04-01 7.000000 Government Agency Debt 14915540.00 238297.98 Freddie Mac 2032-06-01 4.000000 Government Agency Debt 1337015.00 1343299.34 Freddie Mac 2032-08-01 4.000000 Government Agency Debt 1395931.00 1398982.59 Freddie Mac 2032-09-01 6.000000 Government Agency Debt 4408853.00 1349442.02 Freddie Mac 2032-11-01 4.000000 Government Agency Debt 1311712.00 1340978.23 Freddie Mac 2032-12-01 3.500000 Government Agency Debt 1463062.00 1449403.89 Freddie Mac 2033-08-01 4.000000 Government Agency Debt 1352470.00 1418380.87 Freddie Mac 2033-10-01 4.000000 Government Agency Debt 1305226.00 1378525.76 Freddie Mac 2033-10-01 4.000000 Government Agency Debt 1298859.00 1367484.09 Freddie Mac 2033-11-01 5.000000 Government Agency Debt 5079000.00 1382760.50 Freddie Mac 2033-12-01 3.500000 Government Agency Debt 1290931.00 1334491.74 Freddie Mac 2034-05-01 5.500000 Government Agency Debt 4103156.00 1420580.01 Freddie Mac 2034-06-01 5.500000 Government Agency Debt 9065000.00 1381902.82 Freddie Mac 2034-09-01 6.000000 Government Agency Debt 7182925.00 1351465.62 Freddie Mac 2037-10-01 6.500000 Government Agency Debt 21011652.00 1386087.56 Freddie Mac 2038-07-01 6.000000 Government Agency Debt 3050000.00 1437618.86 Freddie Mac 2038-12-01 3.500000 Government Agency Debt 1401631.00 1418032.27 Freddie Mac 2039-03-01 4.500000 Government Agency Debt 3533530.00 1448184.81 Freddie Mac 2039-12-01 6.000000 Government Agency Debt 3078718.00 1331178.21 Freddie Mac 2040-07-01 4.500000 Government Agency Debt 4669454.00 1422590.73 Freddie Mac 2040-07-01 5.500000 Government Agency Debt 1487011.00 1398090.32 Freddie Mac 2040-09-01 4.500000 Government Agency Debt 2850847.00 1342714.68 Freddie Mac 2040-09-01 5.000000 Government Agency Debt 1745317.00 1374800.22 Freddie Mac 2040-11-01 5.500000 Government Agency Debt 1515676.00 1366879.40 Freddie Mac 2041-01-01 5.000000 Government Agency Debt 2037254.00 1402086.61 Freddie Mac 2041-06-01 5.500000 Government Agency Debt 1905478.00 1422816.60 Freddie Mac 2041-06-01 5.500000 Government Agency Debt 1639930.00 1395656.14 Freddie Mac 2041-08-01 5.500000 Government Agency Debt 2630031.00 1424606.38 Freddie Mac 2041-08-01 5.500000 Government Agency Debt 1720485.00 1323462.82 Freddie Mac 2041-10-01 5.000000 Government Agency Debt 2113366.00 1397521.15 Freddie Mac 2041-11-01 4.000000 Government Agency Debt 1452768.00 1333107.70 Freddie Mac 2041-11-01 5.000000 Government Agency Debt 1259875.00 1340008.47 Freddie Mac 2041-12-01 3.500000 Government Agency Debt 1799105.00 1411328.19 Freddie Mac 2042-01-01 4.500000 Government Agency Debt 1396780.00 1352580.55 Freddie Mac 2042-04-01 4.000000 Government Agency Debt 1944895.00 1363571.76 Freddie Mac 2042-04-01 4.500000 Government Agency Debt 1534453.00 1367117.38 Freddie Mac 2042-08-01 3.500000 Government Agency Debt 1439946.00 1402505.84 Freddie Mac 2042-08-01 4.500000 Government Agency Debt 1517580.00 1411445.71 Freddie Mac 2042-09-01 3.500000 Government Agency Debt 1523638.00 1410026.86 Freddie Mac 2042-09-01 4.500000 Government Agency Debt 1300008.00 1369238.42 Freddie Mac 2042-10-01 4.000000 Government Agency Debt 1427890.00 1362001.60 Freddie Mac 2042-11-01 4.000000 Government Agency Debt 1392505.00 1431191.52 Freddie Mac 2042-11-01 4.000000 Government Agency Debt 416963.00 428079.07 Freddie Mac 2042-11-01 4.500000 Government Agency Debt 1284428.00 1345459.99 Freddie Mac 2042-12-01 3.500000 Government Agency Debt 1478248.00 1441897.24 Freddie Mac 2042-12-01 4.000000 Government Agency Debt 1415092.00 1352589.38 Freddie Mac 2043-01-01 4.000000 Government Agency Debt 1330830.00 1367755.20 Freddie Mac 2043-02-01 4.000000 Government Agency Debt 1437010.00 1398578.17 Freddie Mac 2043-02-01 4.000000 Government Agency Debt 1330966.00 1371126.87 Freddie Mac 2043-03-01 3.000000 Government Agency Debt 1474083.00 1335653.15 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 1445798.00 1421673.05 Freddie Mac 2043-03-01 3.500000 Government Agency Debt 1509795.00 1420434.50 Freddie Mac 2043-04-01 3.500000 Government Agency Debt 1483332.00 1412598.58 Freddie Mac 2043-05-01 3.500000 Government Agency Debt 1575316.00 1404190.80 Freddie Mac 2043-05-01 4.000000 Government Agency Debt 1344253.00 1386384.48 Freddie Mac 2043-06-01 3.000000 Government Agency Debt 1454507.00 1373514.96 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 1466869.00 1449365.91 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 1420104.00 1407784.40 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 1315615.00 1365271.70 Freddie Mac 2043-06-01 4.000000 Government Agency Debt 1299113.00 1342479.94 Freddie Mac 2043-07-01 3.500000 Government Agency Debt 873910.00 867797.31 Freddie Mac 2043-07-01 4.000000 Government Agency Debt 1339850.00 1390963.38 Freddie Mac 2043-07-01 4.000000 Government Agency Debt 1300611.00 1346030.85 Freddie Mac 2043-08-01 3.500000 Government Agency Debt 1385614.00 1377506.59 Freddie Mac 2043-08-01 4.000000 Government Agency Debt 1361821.00 1417632.60 Freddie Mac 2043-08-01 4.000000 Government Agency Debt 1320516.00 1368129.09 Freddie Mac 2043-08-01 4.000000 Government Agency Debt 1296187.00 1349846.50 Freddie Mac 2043-08-01 4.500000 Government Agency Debt 1246526.00 1328923.96 Freddie Mac 2043-09-01 3.500000 Government Agency Debt 1421875.00 1413837.30 Freddie Mac 2043-09-01 4.500000 Government Agency Debt 1326797.00 1429819.23 Freddie Mac 2043-09-01 4.500000 Government Agency Debt 1284047.00 1369756.51 Freddie Mac 2043-09-01 4.500000 Government Agency Debt 1271334.00 1360646.24 Freddie Mac 2043-09-01 4.500000 Government Agency Debt 1262387.00 1356927.05 Freddie Mac 2043-10-01 4.000000 Government Agency Debt 1278235.00 1333892.06 Freddie Mac 2043-10-01 4.500000 Government Agency Debt 1298663.00 1392117.75 Freddie Mac 2043-10-01 4.500000 Government Agency Debt 1281331.00 1379730.88 Freddie Mac 2043-10-01 4.500000 Government Agency Debt 1266141.00 1360478.92 Freddie Mac 2043-10-01 5.000000 Government Agency Debt 1251957.00 1370001.22 Freddie Mac 2043-11-01 4.000000 Government Agency Debt 1342552.00 1403175.07 Freddie Mac 2043-11-01 4.000000 Government Agency Debt 1311429.00 1363458.01 Freddie Mac 2043-11-01 4.500000 Government Agency Debt 1238074.00 1328538.75 Freddie Mac 2043-12-01 3.500000 Government Agency Debt 1421467.00 1421395.10 Freddie Mac 2043-12-01 3.500000 Government Agency Debt 1409452.00 1416335.73 Freddie Mac 2043-12-01 4.000000 Government Agency Debt 1317627.00 1380102.04 Freddie Mac 2043-12-01 4.000000 Government Agency Debt 1316172.00 1365060.08 Freddie Mac 2043-12-01 4.500000 Government Agency Debt 1313845.00 1407958.39 Freddie Mac 2043-12-01 4.500000 Government Agency Debt 1292612.00 1388498.86 Freddie Mac 2043-12-01 4.500000 Government Agency Debt 1283436.00 1386888.40 Freddie Mac 2043-12-01 4.500000 Government Agency Debt 1275627.00 1377258.82 Freddie Mac 2044-01-01 4.000000 Government Agency Debt 1357218.00 1422569.86 Freddie Mac 2044-01-01 4.000000 Government Agency Debt 1316006.00 1379984.07 Freddie Mac 2044-01-01 4.500000 Government Agency Debt 1307938.00 1417150.82 Freddie Mac 2044-01-01 4.500000 Government Agency Debt 1251169.00 1348662.59 Freddie Mac 2044-01-01 4.500000 Government Agency Debt 1255492.00 1347091.44 GNMA 2041-07-20 4.500000 Government Agency Debt 24276773.00 14485519.64 First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 356000000.00 356000000.00 0.0092 N 356000000.00 356000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 992JYE002_0.0400_M140205_2M49 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2040-08-15 4.500000 Government Agency Debt 56587602.00 41417179.04 GNMA 2039-08-15 4.500000 Government Agency Debt 85574000.00 39465197.22 GNMA 2040-05-15 4.500000 Government Agency Debt 14241184.00 10366262.23 GNMA 2040-10-15 4.000000 Government Agency Debt 50000000.00 39953294.08 GNMA 2042-08-20 3.000000 Government Agency Debt 28692572.00 25878067.80 First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 154000000.00 154000000.00 0.0040 N 154000000.00 154000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.040000% 992JYE002_0.0400_M140207_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-02-20 4.000000 Government Agency Debt 18602000.00 12748644.05 Freddie Mac 2041-12-15 4.000000 Government Agency Debt 12157800.00 9792262.74 GNMA 2026-12-20 3.500000 Government Agency Debt 20000000.00 12104166.48 GNMA 2036-04-15 6.000000 Government Agency Debt 45562799.00 13000549.86 GNMA 2041-03-15 4.500000 Government Agency Debt 22137365.00 12347022.84 GNMA 2041-03-15 4.500000 Government Agency Debt 3521017.00 2707705.30 GNMA 2043-08-15 4.000000 Government Agency Debt 12116847.00 12790499.99 GNMA 2043-09-15 4.000000 Government Agency Debt 11519136.00 12161509.78 GNMA 2043-10-15 4.000000 Government Agency Debt 4915479.00 5241435.23 GNMA 2043-11-15 4.000000 Government Agency Debt 11341110.00 12112034.34 GNMA 2043-11-20 4.000000 Government Agency Debt 11560000.00 12237618.07 GNMA 2044-01-15 4.000000 Government Agency Debt 12001323.00 12853516.94 GNMA 2044-01-15 4.000000 Government Agency Debt 11874511.00 12703035.21 First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 140000000.00 140000000.00 0.0036 N 140000000.00 140000000.00 Govco, LLC Govco, LLC 0.200000% 38362WCK5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N Y Credit / Liquidity Citibank NA N/A N/A 44000000.00 43989244.45 0.0011 N 43990320.00 43990320.00 Govco, LLC Govco, LLC 0.340000% 38362WE56 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-05 2014-05-05 N N Y Credit / Liquidity Citibank NA N/A N/A 21000000.00 20981951.67 0.0005 N 20988870.00 20988870.00 ING (U.S.) Funding LLC ING (U.S.) Funding LLC 0.240000% 4497W1E28 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-02 2014-05-02 N Y ING Bank NV N/A N/A N 7000000.00 6995893.33 0.0002 N 6996430.00 6996430.00 ING Bank NV ING Bank NV 0.380000% 461995003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-13 2014-03-13 N N N 141000000.00 141000000.00 0.0036 N 141033840.00 141033840.00 ING Bank NV ING Bank NV 0.370000% 922QVH007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 28000000.00 28000000.00 0.0007 N 28000840.00 28000840.00 ING Bank NV ING Bank NV 0.390000% 922UST006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 82000000.00 82000000.00 0.0021 N 82024600.00 82024600.00 ING Bank NV ING Bank NV 0.390000% 922USU003 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 36000000.00 36000000.00 0.0009 N 36010800.00 36010800.00 ING Bank NV ING Bank NV 0.320000% 922XTP007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 128000000.00 128000000.00 0.0033 N 128033280.00 128033280.00 ING Bank NV ING Bank NV 0.360000% 923DCC007 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 33000000.00 33000000.00 0.0008 N 33010560.00 33010560.00 ING Bank NV ING Bank NV 0.320000% 923FNN006 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 61000000.00 61000000.00 0.0016 N 61015860.00 61015860.00 ING Bank NV ING Bank NV 0.240000% 923GSH002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 3000000.00 3000000.00 0.0001 N 3000240.00 3000240.00 ING Bank NV ING Bank NV 0.320000% 923LHW000 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 121000000.00 121000000.00 0.0031 N 121029040.00 121029040.00 ING Bank NV ING Bank NV 0.460000% 923NEM001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 209000000.00 209000000.00 0.0054 N 209108680.00 209108680.00 ING Bank NV ING Bank NV 0.320000% 979KER009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2014-06-11 2014-06-11 N N N 90000000.00 90000000.00 0.0023 N 90026100.00 90026100.00 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 26991075.00 0.0007 N 26994060.00 26994060.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.350000% 4662J3EK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-19 2014-05-19 N N N 21000000.00 20978562.50 0.0005 N 20980260.00 20980260.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.300000% 46590EEM6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-05-21 2014-05-21 N N N 34000000.00 33969683.33 0.0009 N 33976540.00 33976540.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.400000% 46590EHS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-26 2014-08-26 N N N 209000000.00 208526266.68 0.0054 N 208594540.00 208594540.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.040000% 46899T004_0.0400_M140203_2M49 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2033-11-01 4.000000 Government Agency Debt 9849032.00 10392664.37 Fannie Mae 2043-07-01 4.000000 Government Agency Debt 4648591.00 4755164.58 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 82366176.00 72402171.17 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 85000000.00 85000000.00 0.0022 N 85000000.00 85000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.650000% 921ACP006_0.6500_M140609_2M49 0001168163 Other Repurchase Agreement N 144A REG 2048-10-15 5.631999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4912104.00 4631539.90 CD 2048-10-15 5.687999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24029432.00 22655308.93 CFI HOLDING MATURITY DATE 11 15 2010 12 12 31 2 2044-11-18 6.117799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1752151.00 1925419.53 CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS 2030-05-15 4.517699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40664.00 41225.00 CITIGROUP COMMERCIAL MORTGAGE TRUST 2008 C7 2049-12-10 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 59274.00 56356.89 COMMERCIAL MORTGAGE LOAN TRUST 2008 LS1 2049-12-10 6.007699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18452844.00 19669504.65 COMMERCIAL MORTGAGE LOAN TRUST 2008-LS1 2049-12-10 6.007699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12773435.00 14265634.10 CSMC 2007-C1 2040-02-17 5.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 46795927.00 46141210.38 CWS TOWN CENTRE 2000 LP 2030-06-10 3.912999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10959583.00 11000922.24 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31771047.00 32881457.03 J P MORGAN CHASE COML MTG SECSTR 2012-FL2 2029-08-15 7.966000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1347570.00 1365004.11 J P MORGAN RESECURITIZATION TRUST SERIES 20 2037-07-27 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000000.00 54799328.10 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.899999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9442431.00 9459015.06 JP MORGAN CHASE COMM 2042-10-15 5.040000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 444208.00 458799.34 JP MORGAN CHASE COMML MTGE SEC 2043-06-17 6.312100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4882648.00 5330691.30 JPMCC 2007 2049-02-12 5.709299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36150402.00 28212614.30 JPMCC 2008-C2 AM 2051-02-12 6.608200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12500000.00 9700808.52 ML CFC COML MTGE TR 2007-8 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3643887.00 3737545.41 WACHOVIA BANK COMM 2047-04-17 5.591000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5906920.00 6478431.58 First Tier Security N/A N/A 2014-05-01 2014-05-01 N N N 237000000.00 237000000.00 0.0061 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 237417120.00 237417120.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.417000% 48125LAA0 Other Note N First Tier Security N/A N/A 2014-02-21 2014-12-22 N N N 250000000.00 250000000.00 0.0064 N 250065500.00 250065500.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.336600% 48125LEB4 Other Note N First Tier Security N/A N/A 2014-04-18 2015-02-18 N N N 110000000.00 110000000.00 0.0028 N 110095920.00 110095920.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.317100% 48125LLP5 Other Note N First Tier Security N/A N/A 2014-04-22 2015-02-20 N N N 95000000.00 95000000.00 0.0024 N 95131955.00 95131955.00 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 0.0019 N 73001460.00 73001460.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC27 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 75000000.00 75000000.00 0.0019 N 75135000.00 75135000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC68 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 31000000.00 31000000.00 0.0008 N 31008060.00 31008060.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PC92 Certificate of Deposit N First Tier Security N/A N/A 2014-04-28 2014-04-28 N N N 95000000.00 95000000.00 0.0024 N 95181450.00 95181450.00 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 35004550.00 35004550.00 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 10001400.00 10001400.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PCY7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 22000000.00 22000000.00 0.0006 N 22039600.00 22039600.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PDA8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-29 2014-04-29 N N N 70000000.00 70000000.00 0.0018 N 70135100.00 70135100.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PE74 Certificate of Deposit N First Tier Security N/A N/A 2014-05-12 2014-05-12 N N N 87000000.00 87000000.00 0.0022 N 87021750.00 87021750.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PF24 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 11000000.00 11000000.00 0.0003 N 11001540.00 11001540.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.320000% 48125PJ20 Certificate of Deposit N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 92000000.00 92015645.09 0.0024 N 92022080.00 92022080.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.370000% 48125PP80 Certificate of Deposit N First Tier Security N/A N/A 2014-07-29 2014-07-29 N N N 194000000.00 194000000.00 0.0050 N 194097000.00 194097000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.370000% 48125PP98 Certificate of Deposit N First Tier Security N/A N/A 2014-07-29 2014-07-29 N N N 8000000.00 8000000.00 0.0002 N 8004000.00 8004000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.370000% 48125PQ22 Certificate of Deposit N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 25900000.00 25902537.06 0.0007 N 25912950.00 25912950.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PQ71 Certificate of Deposit N First Tier Security N/A N/A 2014-08-01 2014-08-01 N N N 131000000.00 131000000.00 0.0034 N 131039300.00 131039300.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.350000% 48125PR62 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 54100000.00 54100000.00 0.0014 N 54116771.00 54116771.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.380000% 48125PU92 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 44000000.00 44000000.00 0.0011 N 44008360.00 44008360.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.380000% 48125PV26 Certificate of Deposit N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 52000000.00 52000000.00 0.0013 N 52009880.00 52009880.00 Lexington Parker Capital Company, LLC Lexington Parker Capital Company, LLC 0.230000% 52952MBD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N Y Credit / Liquidity Barclays Bank Plc N/A N/A Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity Deutsche Bank AG N/A N/A Credit / Liquidity SOCIETE GENERALE N/A N/A 48000000.00 47996933.33 0.0012 N 47997600.00 47997600.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWE7 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 212000000.00 212000000.00 0.0055 N 212061480.00 212061480.00 Lloyds Bank Plc Lloyds Bank Plc 0.280000% 53944LWJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 32000000.00 32000000.00 0.0008 N 32010240.00 32010240.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LWV9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 20000000.00 20000000.00 0.0005 N 20003600.00 20003600.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXF3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 2000000.00 2000000.00 0.0001 N 2000400.00 2000400.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53944LXM8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 120000000.00 120000000.00 0.0031 N 120024000.00 120024000.00 Lloyds Bank Plc Lloyds Bank Plc 0.370000% 53944LYR6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-28 2014-10-28 N N N 287000000.00 287000000.00 0.0074 N 286979910.00 286979910.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.215000% 56274MBD3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-13 2014-02-13 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 7000000.00 6999581.94 0.0002 N 6999650.00 6999650.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.210000% 56274MBE1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 49000000.00 48996855.83 0.0013 N 48997550.00 48997550.00 Manhattan Asset Funding Capital Co, LLC Manhattan Asset Funding Capital Co, LLC 0.190000% 56274MC75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N Y Credit / Liquidity Sumitomo Mitsui Banking Corp N/A N/A 15000000.00 14997466.67 0.0004 N 14997750.00 14997750.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.070000% 06399V008_0.0700_M140203_2M49 0000728612 Government Agency Repurchase Agreement Y Fannie Mae 2029-06-25 3.000000 Government Agency Debt 25000000.00 12527246.39 Fannie Mae 2033-02-25 2.000000 Government Agency Debt 12900000.00 11772843.53 Fannie Mae 2040-05-25 3.000000 Government Agency Debt 15000000.00 12343963.54 Fannie Mae 2041-11-25 3.500000 Government Agency Debt 8080049.00 7740789.29 Fannie Mae 2042-04-25 3.500000 Government Agency Debt 13455482.00 12525838.26 Fannie Mae 2043-02-25 3.000000 Government Agency Debt 12408751.00 11912443.42 Freddie Mac 2025-04-15 3.500000 Government Agency Debt 11370000.00 11758452.26 Freddie Mac 2030-06-15 4.000000 Government Agency Debt 25000000.00 12412973.57 Freddie Mac 2030-06-15 4.000000 Government Agency Debt 25000000.00 12121877.56 Freddie Mac 2036-02-15 5.500000 Government Agency Debt 10605000.00 11634335.44 Freddie Mac 2039-11-15 4.000000 Government Agency Debt 34957067.00 12669156.87 GNMA 2036-09-20 6.000000 Government Agency Debt 10575845.00 11815714.76 GNMA 2038-05-16 4.000000 Government Agency Debt 41500000.00 12254823.71 GNMA 2047-03-16 2.282000 Government Agency Debt 12700000.00 11450654.27 First Tier Security N/A N/A 2014-02-03 2014-02-03 Y Merrill Lynch Pierce Fenner & Smith Inc N/A N/A N N 160000000.00 160000000.00 0.0041 N 160000000.00 160000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.570000% 921ACQ004_0.5700_M140307_2M49 0000728612 Other Repurchase Agreement N ACCO BRANDS CORP 2020-04-30 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 759046.88 ACTIVISION BLIZZARD INC 2021-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2669000.00 2811624.69 ACTIVISION BLIZZARD INC 2021-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 79031.25 ADT CORP 2023-06-15 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1795000.00 1596025.75 AEP INDUSTRIES INC 2019-04-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 591592.50 AINSWORTH LMBR LTD 2017-12-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 351000.00 378933.75 AIRCASTLE LIMITED 2018-12-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 609566.67 AIRCASTLE LTD 2017-04-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 487000.00 555119.12 AJECORP B V 2022-05-14 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 897000.00 880318.29 AJECORP B V 2022-05-14 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 694000.00 671445.00 AK STEEL CORP 2018-12-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8082353.00 9230720.66 ALCOA INC 2020-08-15 6.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2674000.00 2987361.60 ALCOA INC 2022-02-23 5.870000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1350000.00 1448607.75 ALION SCIENCE AND TCHNOLOGY CORP 2015-02-01 10.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 121759.00 85079.10 ALLY FINANCIAL INC 2014-02-11 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 461000.00 470796.25 ALLY FINANCIAL INC 2015-06-26 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 529000.00 550020.62 ALLY FINL INC 2016-07-18 2.916599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1230000.00 1257478.40 ALUMINUM CO AMER. 2028-01-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 189000.00 202734.63 AMERICAN AIRLS INC 2016-03-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1073333.33 AMERICAN GREETINGS CORP 2021-12-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 550000.00 559510.42 AMERIGAS PARTNERS L P 2019-08-20 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 953000.00 1043965.17 AMERISTAR CASINOS INC 2021-04-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 698000.00 772744.17 AMKOR TECHNOLOGY INC 2022-10-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 183093.75 AMSOUTH BANK 2015-04-01 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 391000.00 414703.72 ANDINO INVT HLDG S A A 2020-11-13 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27000.00 27680.90 ANGLOGOLD ASHANTI HOLDING PLC 2022-08-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 193000.00 170898.60 APX GROUP INC 2019-12-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1230000.00 1261518.75 ARCELORMITTAL CLASS A N.Y. REGISTRY NEW< 2015-02-25 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 783000.00 814059.00 ARDAGH PACKAGING FIN PLC 2017-10-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 870372.22 ATLAS PIPELINE PARTNERS LP 2020-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1067083.33 AUDATEX NORTH AMERICA INC 2023-11-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 558000.00 584394.56 AVAYA INC 2019-04-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 830000.00 838991.67 AVIS BUDGET CAR RENTAL LLC FIN 2017-11-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 422116.67 AVIS BUDGET CAR RENTAL LLC FIN 2019-01-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1079916.67 AVIS BUDGET CAR RENTAL LLC FIN 2020-03-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1196.83 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 150000.00 147875.00 AVON PRODUCTS, INC 2020-03-15 4.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 25616.94 AVON PRODUCTS, INC 2023-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3455142.00 3435098.34 BALL CORP 2021-05-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2790000.00 2963367.50 BALL CORP 2022-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 673525.00 681195.70 BANC AMER FDG 2011 R1 TR 2036-08-26 5.921000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2835657.00 2803589.57 BANC O9F AMER 2007 2047-09-20 4.943399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4510000.00 1341954.10 BANCO DE COSTA RICA 2018-08-12 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 366352.50 BANCO DO BRASIL SA 2023-01-19 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 379000.00 361739.71 BANCO DO BRASIL SA 2099-12-29 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 55379.86 BANCO SANTANDER MEXICO S A INSTITUCION DE BANCA 2024-01-30 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 816000.00 BANCOLOMBIA SA ADR 2020-07-26 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 134173.09 BANK OF AMERICA MORTAGE SEC 2032-12-25 2.693499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 1946.48 Barclays Bank Plc 2099-12-29 7.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 720988.67 BAYVIEW CMCL ASSET 2035-04-25 0.464600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8927055.00 1824618.67 BE AEROSPACE INC 2020-10-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1940000.00 2163908.33 BE AEROSPACE INC 2022-04-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3779000.00 3873475.00 BEAR STEARNS ALT A TRUST 2002 1 2035-09-25 2.556700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18139384.00 4053153.29 BERRY PETE CO 2020-11-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2370000.00 2516643.75 BERRY PETE CO 2022-09-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1354058.33 BEST BUY CO INC 2021-03-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 666000.00 669848.00 BFC BRADDOCK FIN CORP TRUST 2002 2032-09-28 6.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16558000.00 16858.03 BFC BRADDOCK FINANCIAL 2032-09-28 6.407499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2804000.00 2921.23 BLDG MATERIALS CORP OF AMERICA 2018-08-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1783464.00 1938092.81 BLDG MATERIALS CORP OF AMERICA 2020-02-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000.00 3291.83 BOA COMMERICAL MORTGAGE TRST 2007-05 2051-02-10 5.979700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4686979.00 4449940.49 BR PROPERTIES S A 2099-12-29 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5030.00 BRIGGS & STRATTON CORP 2020-12-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 555642.36 C & S GROUP ENTERPRISES LLC 2017-05-01 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2981000.00 3192464.69 CALUMET SPECIALTY PRODS PARTNERS LP CALUME 2019-05-01 9.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 424101.56 CALUMET SPECIALTY PROFS PARTNERS LP CALUME 2020-08-01 9.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 333000.00 394781.91 CARDTRONICS INC 2018-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 885000.00 979584.38 CARLSON WAGONLIT BV 2019-06-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10487.85 CARTERS THE WILLIAM CARTER COMPANY 2021-08-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 403000.00 420161.08 CASE NEW HOLLAND INC 2017-12-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 625000.00 740234.37 CB CENTY TEL ENTPSE 2028-01-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 462777.78 CB CSC HOLDINGS INC 2018-02-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 177571.87 CB GEO GROUP INC (THE) 2023-04-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 745000.00 702866.11 CB GEO GROUP INC THE 2021-02-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 663000.00 721376.23 CCO HOLDINGS, LLC 2021-04-30 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 191000.00 202494.49 CEDAR FAIR CNANDA 2018-08-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1997585.00 2248531.62 CEMENTOS PACASMAYO 2023-02-08 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 46081.25 CEMEX. S.A. DE C.V. 2018-10-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990000.00 1032075.00 CENTRE SQUARE CDO LTD 2022-02-09 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000.00 17803.25 CGI HOLDING CORP 2.05 EXP 08 19 2006 WARRANTS 2030-05-15 4.517699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2264152.00 2295387.94 CHESAPEAKE ENERGY 2020-11-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 839000.00 951857.15 CHESAPEAKE ENERGY CORP 2020-08-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 153558.00 176100.10 CHL MTG PASS THRU TRUST 2007 4 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5253958.00 1406754.95 CHOICE HOTELS INTL INC 2020-08-28 5.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 117000.00 125684.32 CHOICE HOTELS INTL INC 2022-07-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 931000.00 972701.04 CIMENTO TUPI SA 2018-05-11 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 293000.00 295319.58 CINEMARK USA INC 2023-06-01 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1850000.00 1763281.25 CITIGROUP INC 2099-12-29 5.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4925000.00 4416712.64 CMO CWMBS INC 2031-06-19 2.081300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19277600.00 107590.05 CNL LIFESTYLE PPTYS INC 2019-04-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 111178.96 COGECO CABLE INC 2020-05-01 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 163917.19 COMMERZBANK AG FR 2023-09-19 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1101011.00 1241160.53 COMPASS BNK 2020-04-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2855000.00 3060569.52 CONSOL ENERGY INC 2017-04-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3554000.00 3822030.84 CONSTELLATION BRANDS 2014-12-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 479003.13 CONSTELLATION BRANDS INC 2021-05-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 793000.00 768714.38 CONSTELLATION BRANDS INC 2022-05-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 142000.00 156555.00 CONSTELLATION BRANDS INC 2023-05-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 402000.00 383658.75 CONTINENTAL AIRLINES INC 2015-09-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1316000.00 1385748.00 COOPER STRANDARD AUTOMOTIVE INC 2018-05-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 269.00 289.18 CORP GROUP BANKING SA 2023-03-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 231000.00 235398.24 CORRECTIONS CORP OF AMERICA 2020-04-01 4.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 49187.50 CORRECTIONS CORP OF AMERICA8 SERACUMPFD 2023-05-01 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 972000.00 924918.75 CREDIT SUISSE FIRST BOSTON MTG SEC 2033-02-25 1.157999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000000.00 2221303.28 CRESTWOOD MIDSTREAM PARTNERS LP 2019-04-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 360000.00 400350.00 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 1212000.00 1146249.00 CSC HOLDINGS,INC 2019-02-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 828000.00 1001690.25 CSFB MORTGAGE BACKED PASS THROUGH CERT 2034-09-25 0.814599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8442307.00 4479334.88 CSMC MTG TRUST 2006-2 2036-03-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.12 CWALT 2005-59 1A1 2035-11-20 0.496800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17026206.00 4950346.30 CWALT INC. 2004-2CB 2035-02-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 26404.64 CWALT, INC. 2004-2CB 2034-10-25 0.924599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 83607722.00 5048236.82 CWMBS,INC ALTERNATIVE LOAN TR 2003-19CB MORTGAGE P 2016-11-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 27828.12 CYRUSONE LP CYRUSONE FIN CORP 2022-11-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3150000.00 3294768.75 D. R. HORTON INC 2015-02-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 143499.38 DANA HOLDING CORP 2021-09-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1507000.00 1555485.63 DAVITA INC 2020-11-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 131000.00 142830.94 DCP MIDSTREAM LLC 2043-05-21 5.849999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3307670.00 3088950.32 DISCOVER FINL SERVICES 2022-11-21 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2716000.00 2638773.56 DISCOVER FINL SVCS 2022-04-27 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 764000.00 821290.66 DISH DBS CORP 2019-09-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1467578.12 DISH DBS CORP 2020-05-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 410000.00 419163.78 DISH DBS CORP 2022-07-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6074000.00 6112637.39 DOLPHIN SUBSIDIARY II INC 2021-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 348000.00 353688.83 DREAWORKS ANIMATION SKG INC 2020-08-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2475000.00 2710039.06 DRESDNER BANK 2015-09-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 127000.00 139685.89 ECHOSTAR DBS CORP 2014-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1298000.00 1368849.17 EDP FINANCE B.V,NL 2019-10-01 4.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3200000.00 3348266.67 EDP FINANCE BV 2018-02-02 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 320000.00 355229.87 EF HUTTON TRUST 3 2017-10-25 0.995800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11300000.00 427.81 ELDARADO RESORTS 2019-06-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2050000.00 2175092.71 ELIZABETH ARDEN INC 2021-03-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 220072.22 EMPRESA DE ENERGIA DE BOGOTA SA ESP 2021-11-10 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 415000.00 435762.97 ENDO PHARMA HLDG INC 2019-07-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2331000.00 2489767.00 ENDO PHARMA HLDG INC 2022-01-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 787000.00 840690.89 EP ENERGY LLC 2022-09-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1137291.67 EQUINIX, INC 2023-04-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 997916.67 ESAL GMBH 2023-02-05 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1300000.00 1230847.22 ESTERLINE TECHNOLOGIES CORP 2020-08-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2690000.00 2999350.00 EXPRO FINANCE LUXEMBOURG S.C.A,LU 2016-12-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105586.11 FELCOR LODGING LIMITED PARTNERSHIP 2014-10-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 866666.67 FERREYCORP S A A 2020-04-26 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 388000.00 363891.46 FERRO CORP 2018-08-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 515266.87 FIFTH THIRD BANCORP 2099-12-29 5.099999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 388000.00 344113.97 FLEXTRONICS INTERNATIONAL LTD 2020-02-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1388000.00 1389792.83 FLEXTRONICS INTERNATIONAL LTD 2023-02-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 679000.00 674190.42 FRESENIUS MED CARE US FIN INC 2017-07-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 153468.75 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 535000.00 583291.18 FRESENIUS US FINANCE II INC 2015-07-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 590000.00 654310.00 FRESENUUS MED CARE US FIN II INC 2018-09-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3713000.00 4268299.78 FRONTIER COMMUNICATIONS CORP 2020-04-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 85877.08 FRONTIER COMMUNICATIONS CORP 2024-04-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3550000.00 3603077.43 FTI CONSULT INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3796000.00 3901022.67 G FORCE 2005 -RR LLC 2039-12-25 0.458000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6590796.00 5242859.07 GANNETT CO INC 2015-09-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 217812.50 GANNETT CO INC 2016-04-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220300.00 264543.58 GANNETT CO INC 2019-10-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 690000.00 725937.50 GANNETT CO INC 2023-10-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 288406.25 GCCFC 2037-04-10 5.213400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4220296.00 4096224.20 GCCFC 2007 2049-12-10 5.867000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2300019.00 2550301.13 GENESIS ENERGY 2018-12-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 817546.87 GENESIS ENERGY LP GENESIS ENERGY FIN CORP 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 208302.78 GENON ESCROW CORP 2020-10-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2692000.00 2891413.64 GMAC 7.30 PUBLICINCOMENOTES PINES 2031-11-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3812000.00 4679230.00 GOLDMAN SACHS CAPITAL III 2043-09-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3707222.22 GOODYEAR TIRE AND RUBBER CO 2020-08-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 3163989.58 GOODYEAR TIRE RUBBER CO 2020-08-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 122284.72 GRAPHIC PACKAGING INTER INC 2018-10-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 110125.00 GRAPHIC PACKAGING INTERNATIONAL INC 2021-04-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2094000.00 2097111.92 GRUPO IDESA S A DE C V 2020-12-18 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 384621.09 HARTFORD FINANCIAL SERV GROUP 2068-06-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 158339.06 HCA INC 2020-02-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 197000.00 223343.28 HERCULES OFFSHORE INC 2021-07-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 547813.00 612941.88 HJ HEINZ FINANCE COMPANY 2039-08-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 680000.00 722925.00 HOLLEY ENERGY PARTNERS 2018-03-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2375000.00 2561833.33 HUNTSMAN INTL LLC 2020-03-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 851312.50 HVMLT 2038-01-19 0.346999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7959697.00 2808232.54 IAI ANTERO RESOURCES FINANCE CORP 2019-08-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 417000.00 463391.25 IAI ANTERO RESOURCES FINANCE CORP 2021-11-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4100000.00 4194257.29 IMP CMB TR 2035-08-25 0.664599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27858200.00 4320459.33 INDYMAC INDB MTGE LOAN TRUST 2006-1 2036-07-25 0.234600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28212781.00 2234829.21 INEOS FINANCE PLC 2020-05-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 444500.00 ING U S INC 2053-05-15 5.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1117000.00 1085643.33 INMET MNG CORP 2020-06-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 658794.00 760632.57 INSTITUTO COSTA DE ELECTRIC DADS 2043-05-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 111000.00 92236.37 INTERNATIONAL LEASE FINANCE CORP. 2018-04-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 798000.00 809219.66 INTL LEASE FIN CORP 2015-09-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10735000.00 12211957.09 INTL LEASE FIN CORP 2017-03-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135000.00 161906.25 INTL LEASE FIN CORP 2017-09-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 382000.00 467227.70 IRON MOUNTAIN INC 2023-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 578000.00 608923.00 IRON MOUNTAIN INC 2024-08-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1498000.00 1440347.81 JABIL CIRCUIT INC 2020-12-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 478000.00 499360.63 JABIL CIRCUIT INC 2022-09-15 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 722000.00 702329.51 JAGUAR LD ROVER PLC 2018-05-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1640791.67 JBS S.A 2016-08-04 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 116912.50 JP Morgan Chase & Co 2099-12-31 7.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1126169.45 JPMORGAN ACCEPTANCE CORP I 2037-08-26 6.405100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7014390.00 4027232.04 KENNEDY WILSON INC 2019-04-01 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 558333.33 KEY ENERGY GROUP INC 2021-03-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 200806.25 KINDER MORGAN INC 2015-03-01 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 148254.17 LAMAR MEDIA CORP 2018-04-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 214000.00 229394.62 LAMAR MEDIA CORP 2022-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 783000.00 833405.62 LAMAR MEDIA CORP 2024-01-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1175000.00 1190434.11 LAND OLAKES CAPITAL TRUST I 2028-03-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 775000.00 759999.45 LAND OLAKES INC 2022-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 787625.00 LAREDO PETE HLDGS INC 2022-05-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1110937.50 LAVENDER TRUST SERIES 2010 RR1 2036-09-26 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3955752.00 2484768.70 LENNAR CORP 2018-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2485000.00 2824409.58 LIBBEY GLASS INC 2020-05-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167000.00 182575.07 LIBERTY MUTUAL GROUP INC 2087-03-07 7.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 686628.00 758357.74 LINN ENERGY LLC LINN ENERGY FIN CO 2021-02-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 91000.00 99351.78 LKQ CORP 2023-05-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 188005.56 LYNX II CORP 2023-04-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1610000.00 1672421.04 M & T BANK CORP 2016-06-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 1339382.78 M/I SCHOTTENST 2018-11-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 544850.62 MANITOWOC INC 2020-11-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 524000.00 602600.00 MARFRIG HLDGS EUROPE B V 2018-05-09 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 472038.19 MARFRIG HOLDINGS EUROPE 2017-07-24 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 65000.00 64149.81 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 1075486.11 MARKWEST ENERGY PARTNERS LP 2021-08-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1951000.00 2155800.80 MARKWEST ENERGY PARTNERS LP 2023-07-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2480000.00 2336160.00 MCE FINANCE LTD 2021-02-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 825000.00 817208.33 MCGRAW HILL GLOBAL ED HLDGS LLC 2021-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 111250.00 MERRILL LYNCH MORTGAGE TRUST 2007-C1 2050-06-12 5.858500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17106412.00 17914347.42 ML CFC COML MTGE TR 2007-8 2049-08-12 5.894300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4415703.00 4529199.31 MORGAN STANLEY MTGE LOAN TRUST 2036-11-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3946980.00 1172789.13 MORGAN STANLEY SERIES 2007 XLF 2020-10-15 0.460000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4500000.00 4281153.50 MORTGAGE CPTL TR SER A 2017-07-01 0.746600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 1643.21 NATIONAL CINEMEDIA LLC 2022-04-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1450000.00 1533616.67 NATIONSTAR MORTGAGE LLC 2018-08-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 449284.31 NAVIOS MARITIME HOLDINGS INC. 2022-01-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 791000.00 812085.09 NCR CORP 2022-07-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 458000.00 446422.78 NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FIN 2020-03-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 178000.00 191127.50 NEWFIELD EXPLORATION CO 2018-05-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 226000.00 237874.42 NIELSEN CO LUXEMBOURG S AR L 2021-10-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99000.00 103380.75 NRG ENERGY INC 2018-01-15 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 913000.00 1032501.56 NRG ENERGY INC 2020-09-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1560000.00 1761825.00 NRG ENERGY INC 2022-07-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3130769.00 3140770.07 OFFICE DEPOT DE MEXICO S A DE C V 2020-09-20 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 20600.00 OIL STATES ONTERNATIONAL 2019-06-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1565000.00 1675854.17 OPER PARTNERSHIP CORP 2021-05-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 123000.00 133109.06 OUTERWALL INC 2019-03-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 628100.00 OWENS BROCKWAY GLASS CONTAINER 2016-05-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 251000.00 289748.12 PACIFIC RUBIALES ENERGY CORP 2019-01-26 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1085000.00 1093947.48 PACIFIC RUBIALES ENERGY CORP 2021-12-12 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 321000.00 341020.15 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 826196.00 541192.81 PIONEER DRILLING COMPANY 2018-03-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2853000.00 3123480.25 POST HLDGS INC 2022-02-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3005000.00 3310028.36 POTLATCH CORP 2019-11-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1067000.00 1247056.25 PPL CAPITAL FUNDING, INC. 2067-03-30 6.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6900000.00 7124384.16 PREFERRED ERM SEC XV L 2034-09-26 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 3907780.00 PREFERRED TERM 2035-03-23 0.822799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9118353.00 5332126.19 PREFERRED TERM SEC 2038-03-22 0.642800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2393903.00 1548751.92 PRESTAGE BRANDS INC 2021-12-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2250000.00 2265117.19 PROVIDENT FDG ASSOCIATES 2021-06-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1165000.00 1157573.13 QANTAS AIRWAYS LTD 2016-04-15 6.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2315120.00 2514576.59 QUEBECOR MEDIA INC 2016-03-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 815000.00 829183.26 QVC NETWORK INC 2022-07-02 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 351160.00 356900.93 R.R. DONNELLEY & SONS COMPANY 2019-03-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95000.00 112923.33 R.R. DONNELLEY & SONS COMPANY 2023-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 230500.00 R.R.DONNELLY & SONS COMPANY 2016-08-15 8.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 291465.61 RANGE RESOURCES CORP 2022-08-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3415000.00 3463853.47 RAST 2006-A12 A1 2036-11-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2344455.00 488589.57 RBSSP RESC TRUST 2035-10-26 5.159500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3373376.00 2486780.59 RBSSP RESECURITIZATION TRUST 2009-5 2036-12-26 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2536533.00 1931305.86 RECKSON OPERATING PARTNERSHIP LP 2016-03-31 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1059000.00 1158606.01 REGIONS FINANCIAL CORP NEW 2014-11-10 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43000.00 46096.32 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 358000.00 373011.14 REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO 2021-02-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2925000.00 3244414.06 RFMSI SERIES 2003-S14 TRUST 2035-06-25 2.801000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14807236.00 2331326.81 RHP HOTEL PPTYS LP & RHP FIN CORP 2021-04-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 860000.00 853191.67 RIVERS PITTSBURGH BORROWER LP DE 2019-06-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 276784.72 ROSETTA RESOURCES INC 2022-06-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 389000.00 389998.16 SABINE PASS LIQUEFACTION LLC 2023-04-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 176000.00 169675.00 SABLE INTERNATIONAL FIN LTD 2017-02-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 161547.92 SALLY HOLDINGS LLC/SALLY CAPITAL INC 2022-06-01 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 858000.00 881237.50 SAPPI PAPIER HLDG GMBH 2017-07-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2385000.00 2643640.00 SAPPI PAPIER HLDING 2019-06-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 223140.28 SASCO 2032-08-25 2.713000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4800000.00 116294.65 SASCO 2001 6 2032-08-25 2.612899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 245144.34 SCIENTIFIC GAMES INTL INC 2019-06-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 128918.33 SEAGATE HDD CAYMAN 2020-05-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1057000.00 1158405.94 SEALED AIR CORP 2019-09-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38000.00 43583.89 SEALED AIR CORP 2033-07-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 108136.11 SEARS MTGE SEC 2014-02-25 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 163000.00 0.74 SENECA GAMING CORP 2018-12-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1825000.00 1986968.75 SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG 2053-05-26 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3352518.00 2484344.35 SENSATA TECHNOLOGIES B V 2023-10-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 67679.79 SENSATA TECHNOLOGIES B.V. 2019-05-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 91918.00 100073.17 SERVICE CORP INTER 2019-05-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3060000.00 3304120.00 SERVICE CORP INTERNATIONAL 2016-04-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 368000.00 409400.00 SERVICE CORP INTERNATIONAL 2022-01-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 144000.00 145964.00 SERVICE CORP INTERNATIONAL,TX 2021-11-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 887000.00 1032812.94 SERVICE CORP INTL 2018-10-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 495000.00 583068.75 SERVICE CORP INTL 2027-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 649500.00 SESI LLC 2021-12-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 686000.00 764275.46 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 310531.00 347794.72 SLM CLORP EDNOTES 2014-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 152741.83 SLM CORP 2014-02-01 3.113999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 108000.00 108280.26 SLM CORP 2014-04-01 2.584000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100235.33 SLM CORP 2014-04-25 2.008000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100041.31 SLM CORP 2016-01-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 16140.63 SLM CORP 2017-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 610000.00 657885.00 SLM CORP 2019-01-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 463475.00 SM ENERGY CO 2024-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1894444.44 SMITHFIELD FOODS 2017-07-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3061974.00 3564010.15 SMURFIT CAPITAL 2025-11-20 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 606000.00 672533.75 SOTHEBYS HLDGS INC 2022-10-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 690000.00 660675.00 SPCM SA 2022-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 610000.00 657376.67 SPIRIT AEROSYSTEMS INC 2020-12-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 461603.13 SPRINT CORP 2023-09-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 540000.00 594573.75 SPRINT NEXTEL 2021-11-15 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 66713.89 SQUARETWO FINANCIAL CORP 2017-04-01 11.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 194943.75 STANDARD PACIFIC CORP 2018-05-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 833126.39 STANDARD PACIFIC CORP 2021-01-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 106000.00 124547.06 STANDARD PACIFIC CORP 2021-12-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1171000.00 1230119.24 STEWART ENTERPRISES 2019-04-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1331000.00 1426351.36 STRUCTURED ASSET SECS 2002-18A 2032-09-25 2.231500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25332000.00 377622.10 SUBURBAN PROPANE PARTNERS 2018-10-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 468700.00 SUMMIT MIDSTREAM HOLDINGS LLC 2021-07-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 294593.75 TARGA RESOURCES PARTNERS LP FINANCE COR 2022-08-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1086875.00 TARGA RESOURCES PARTNERS LP/FINANCE COR 2023-11-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 223000.00 202700.81 TELECOM ITALIA CAPITAL 2014-06-18 6.174999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4070000.00 4176331.58 TELECOM ITALIA CAPITAL 2033-11-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 146000.00 139140.68 TELECOM ITALIA CAPITAL 2034-09-30 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1710000.00 1577760.00 TELECOM ITALIA CAPTIAL 2036-07-18 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 656000.00 656065.60 THE AES CORP 2017-10-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1715000.00 2038372.78 THE AES CORP 2021-07-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 805000.00 896484.90 THE HERTZ CORP 2018-10-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 381791.67 THE LIMITED 2020-05-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 984000.00 1119300.00 THE LIMITED 2021-04-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 543000.00 604540.00 THE LIMITED 2033-03-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000.00 22197.08 THE RYLAND GROUP INC 2020-05-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 48670.31 TOLL BROTHERS FINANCE CORP 2022-02-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 963000.00 1034830.44 TRIUMPH GROUP INC 2018-07-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3525000.00 3785262.50 UNIT CORP INC 2021-05-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1100000.00 1173134.72 UNITED STATES STEEL CORP 2017-06-01 6.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 650000.00 708554.17 UNITED STATES STEEL CORP 2022-03-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 547291.67 UNITY HESSEN GMBH 2019-03-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 52279.00 58726.74 UPCB FIN V LTD 2021-11-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 356786.81 USG CORP 2018-10-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 618000.00 682679.71 VAIL RESORTS INC 2019-05-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 374937.50 VALEANT PHARMACEUTICALS INTERNATIONAL INC NEW 2021-12-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1010000.00 1057343.75 VALEANT PHARMACEUTICALS INTL INC 2020-10-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1694575.00 1865444.65 VIDOTRON LTEE 2015-12-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 189000.00 191106.56 VISKASE COMPANIES INC 2018-01-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13570749.00 14322417.71 VTR FIN B V 2024-01-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 748935.00 WACHOVIA BANK COMM MTG 2020-06-15 0.460000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5234089.00 5014683.55 WELLSFARGO COMMERCIAL MORTGAGE SECURITIES, INC. 2045-12-25 3.164600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1350000.00 1366378.06 WESCO DISTRIBUTION, INC. 2021-12-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1017204.86 WEX INC 2023-02-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1750000.00 1634062.50 WF RBS COML MTG TR 2011-C2 2044-02-18 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1032357.00 925706.49 WHITE MOUNTAIN RE GROUP, LTD. 2017-06-30 7.506000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 685000.00 718485.20 WHITING PETROLEUM CORP 2018-10-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315000.00 340331.25 WIND ACQUISITION FINANCE SA 2020-04-30 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 50000.00 55321.53 WINDSTREAM CORP 2023-04-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 582000.00 598005.00 YOF SOCIEDAD ANONIMA 2018-12-19 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3382651.00 3299282.75 YPF SOCIEDAD ANONIMA 2018-12-19 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8475000.00 8266126.56 ZIONS BANCORPORATION 2023-09-15 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 992000.00 1055686.40 ZIONS BANCORPORATION 2099-12-29 5.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 184482.22 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 416000000.00 416000000.00 0.0107 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 416000000.00 416000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHD1 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 80000000.00 80000000.00 0.0021 N 80005600.00 80005600.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682AHG4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 52000000.00 52000000.00 0.0013 N 52005720.00 52005720.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682AHJ8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 116000000.00 116000000.00 0.0030 N 116012760.00 116012760.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-10 2014-04-10 N N N 98000000.00 98000000.00 0.0025 N 98007840.00 98007840.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AHU3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-16 2014-05-16 N N N 13000000.00 13000000.00 0.0003 N 13000780.00 13000780.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AJB3 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 1000000.00 1000000.00 0.0000 N 1000060.00 1000060.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.220000% 60682AKD7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-13 2014-07-14 N N N 58000000.00 58000000.00 0.0015 N 58001160.00 58001160.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LDU7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 134000000.00 134000000.00 0.0034 N 134008040.00 134008040.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LGZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 34000000.00 34000000.00 0.0009 N 34003060.00 34003060.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LHH2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-24 2014-04-24 N N N 216000000.00 216000000.00 0.0056 N 216019440.00 216019440.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LKT2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 126500000.00 126500000.00 0.0033 N 126505060.00 126505060.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688LKZ8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 5000000.00 5000000.00 0.0001 N 5000200.00 5000200.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.220000% 60688LNB8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 400000000.00 400000000.00 0.0103 N 400000000.00 400000000.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LNC6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 12000000.00 12000000.00 0.0003 N 11999400.00 11999400.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688LNS1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 45000000.00 45000000.00 0.0012 N 44997750.00 44997750.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.050000% 60686N005_0.0500_M140203_2M49 0000812291 Government Agency Repurchase Agreement Y Fannie Mae 2034-01-01 3.500000 Government Agency Debt 1884789.00 1955205.97 Fannie Mae 2040-04-01 3.653999 Government Agency Debt 5917146.00 2685309.34 Fannie Mae 2040-08-01 3.677999 Government Agency Debt 14510354.00 7437452.12 Fannie Mae 2041-01-01 3.214999 Government Agency Debt 57056.00 30661.65 Fannie Mae 2043-04-01 1.792000 Government Agency Debt 19447849.00 17717364.82 Fannie Mae 2043-04-01 2.500000 Government Agency Debt 113713.00 101535.74 Fannie Mae 2043-04-01 3.000000 Government Agency Debt 7217140.00 6784114.33 Freddie Mac 2025-08-01 4.000000 Government Agency Debt 18262723.00 9711999.82 First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 45000000.00 45000000.00 0.0012 N 45000000.00 45000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.050000% 63252Q006 0000833029 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 440000000.00 440000000.00 0.0113 Security is a time deposit. N 440000000.00 440000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.177000% 922JZG001 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-02-18 N N N 272000000.00 272000000.00 0.0070 N 272000000.00 272000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.187700% 922JZQ009 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2014-02-03 2014-03-03 N N N 63000000.00 63000000.00 0.0016 N 63000000.00 63000000.00 Nationwide Building Society Nationwide Building Society 0.205000% 6385E1BA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 132000000.00 131994738.32 0.0034 N 131996040.00 131996040.00 Nationwide Building Society Nationwide Building Society 0.205000% 6385E1BR1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-25 2014-02-25 N N N 75000000.00 74990604.16 0.0019 N 74993250.00 74993250.00 Nationwide Building Society Nationwide Building Society 0.210000% 6385E1CA7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 92000000.00 91981216.67 0.0024 N 91986200.00 91986200.00 Nationwide Building Society Nationwide Building Society 0.225000% 6385E1CH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 46000000.00 45987925.00 0.0012 N 45991260.00 45991260.00 Nationwide Building Society Nationwide Building Society 0.230000% 6385E1D16 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 2000000.00 1999271.67 0.0001 N 1999440.00 1999440.00 Natixis SA Natixis SA 0.250000% 63873EG21 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2014-02-14 N N N 82000000.00 82000000.00 0.0021 N 82004100.00 82004100.00 Natixis SA Natixis SA 0.230000% 63873EN31 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 111000000.00 111000000.00 0.0029 N 111002220.00 111002220.00 Natixis SA Natixis SA 0.120000% 939UPJ002 0001503859 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 85000000.00 85000000.00 0.0022 Security is a time deposit. N 84999974.50 84999974.50 Natixis US Finance Co, LLC Natixis US Finance Co, LLC 0.115000% 6323A1B70 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N Y Natixis SA N/A N/A N 110000000.00 109998594.44 0.0028 N 109997866.00 109997866.00 New York State HFA Housing RB (2180 Broadway) Series 2011B 0.100000% 64986UGU5 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 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 0.200000% 65409SBM9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-21 2014-02-21 N N Y Credit / Liquidity Rabobank Nederland N/A N/A 19000000.00 18998100.00 0.0005 N 18998670.00 18998670.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.050000% 65558EYP7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 313000000.00 313000000.00 0.0081 N 313000000.00 313000000.00 NRW.BANK NRW.BANK 0.070000% 62939MB48 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 251000000.00 250999511.96 0.0065 N 250997490.00 250997490.00 NRW.BANK NRW.BANK 0.070000% 62939MB55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 205000000.00 204999202.75 0.0053 N 204997950.00 204997950.00 Old Line Funding, LLC Old Line Funding, LLC 0.201000% 67984RAC3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-10 2014-03-10 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 110000000.00 110000000.00 0.0028 N 110007700.00 110007700.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.170000% 69033PVA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-27 2014-03-27 N N N 91000000.00 91000000.00 0.0023 N 91001820.00 91001820.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.070000% 69033PVB3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 105000000.00 105000000.00 0.0027 N 104998950.00 104998950.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.070000% 69033PVG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 9000000.00 9000000.00 0.0002 N 8999910.00 8999910.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.080000% 69033PVH0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-06 2014-02-06 N N N 30000000.00 30000000.00 0.0008 N 29999700.00 29999700.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.080000% 69033PVM9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 100000000.00 100000000.00 0.0026 N 100000000.00 100000000.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.240000% 69033RGN0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 50000000.00 49943666.67 0.0013 N 49941500.00 49941500.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 88000000.00 88000000.00 0.0023 N 88008800.00 88008800.00 PNC Bank NA PNC Bank NA 0.250000% 69354BAU6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 71000000.00 71000000.00 0.0018 N 71007100.00 71007100.00 Rabobank Nederland Rabobank Nederland 0.248300% 21684BFY5 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-03-04 N N N 127000000.00 127000000.00 0.0033 N 127007620.00 127007620.00 Rabobank Nederland Rabobank Nederland 0.239000% 21684BNN0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-09-16 N N N 226000000.00 226000000.00 0.0058 N 226020340.00 226020340.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 114000000.00 114000000.00 0.0029 N 113995440.00 113995440.00 Rabobank Nederland Rabobank Nederland 0.250000% 21684BQN7 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 245000000.00 245000000.00 0.0063 N 244990200.00 244990200.00 Rabobank Nederland Rabobank Nederland 0.310000% 21685VAV1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 274000000.00 274000000.00 0.0070 N 274120560.00 274120560.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VBW8 Certificate of Deposit N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 225000000.00 225000000.00 0.0058 N 224991000.00 224991000.00 Ridgefield Funding Company, LLC Ridgefield Funding Company, LLC 0.320000% 76582KC74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-07 2014-03-07 N N Y Guaranty BNP Paribas N/A N/A 39000000.00 38988906.66 0.0010 N 38994150.00 38994150.00 Royal Bank of Canada Royal Bank of Canada 0.289900% 78008FBG8 Other Note N First Tier Security N/A N/A 2014-04-07 2015-02-06 N N N 75000000.00 75000000.00 0.0019 N 75004275.00 75004275.00 Royal Bank of Canada Royal Bank of Canada 0.332900% 78009NJE7 Other Note N First Tier Security N/A N/A 2014-04-04 2015-02-04 N N N 243000000.00 243000000.00 0.0063 N 243121500.00 243121500.00 Royal Bank of Canada Royal Bank of Canada 0.296600% 78009NLP9 Other Note N First Tier Security N/A N/A 2014-04-01 2015-01-30 N N N 125000000.00 125000000.00 0.0032 N 125011250.00 125011250.00 Royal Bank of Canada Royal Bank of Canada 0.278000% 78009NNL6 Certificate of Deposit N First Tier Security N/A N/A 2014-02-24 2014-06-24 N N N 305000000.00 305000000.00 0.0078 N 305143350.00 305143350.00 Royal Bank of Canada Royal Bank of Canada 0.258700% 78009NPR1 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-10-17 N N N 82000000.00 82000000.00 0.0021 N 82020500.00 82020500.00 Royal Bank of Canada Royal Bank of Canada 0.030000% 985YRK002 0000352613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 110000000.00 110000000.00 0.0028 Security is a time deposit. N 110000000.00 110000000.00 San Jose Redevelopment Agency Sub Tax Allocation Taxable RB Series 2003A 0.250000% 79818CAB5 Other Commercial Paper N First Tier Security N/A N/A 2014-05-16 2014-05-16 N Y JPMorgan Chase Bank NA N/A N/A N 7500000.00 7500000.00 0.0002 N 7500825.00 7500825.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.230000% 82124MB74 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N Y Letter of Credit Barclays Bank Plc N/A N/A 122000000.00 121996882.22 0.0031 N 121997560.00 121997560.00 Sheffield Receivables Corp Sheffield Receivables Corp 0.220000% 82124MCH1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N Y Letter of Credit Barclays Bank Plc N/A N/A 37000000.00 36990503.33 0.0010 N 36992970.00 36992970.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UD13 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 50000000.00 49977833.33 0.0013 N 49989000.00 49989000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83050UDF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N N 84000000.00 83953613.33 0.0022 N 83973120.00 83973120.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.285000% 83050UDM7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 37000000.00 36977445.42 0.0010 N 36986680.00 36986680.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.275000% 83050UF29 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 11000000.00 10990000.70 0.0003 N 10992080.00 10992080.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.260000% 83050UGA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-10 2014-07-10 N N N 2000000.00 1997732.22 0.0001 N 1997720.00 1997720.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.270000% 83050UGE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 95000000.00 94885287.50 0.0024 N 94887900.00 94887900.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HPF7 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 10001700.00 10001700.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.280000% 83051HQR0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-02 2014-05-02 N N N 11000000.00 11000000.00 0.0003 N 11001980.00 11001980.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.060000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 228000000.00 228000000.00 0.0059 Security is a time deposit. N 228000091.20 228000091.20 Smithsonian Institution Taxable Bonds Series 2013B 0.080000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Northern Trust Co N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 Societe Generale Societe Generale 0.240000% 83368NSU6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 32000000.00 32000000.00 0.0008 N 32000960.00 32000960.00 Societe Generale Societe Generale 0.250000% 83368NTU5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-17 2014-03-17 N N N 100000000.00 100000000.00 0.0026 N 100005000.00 100005000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562C3V2 Certificate of Deposit N First Tier Security N/A N/A 2014-04-25 2014-04-25 N N N 93000000.00 93000000.00 0.0024 N 93006510.00 93006510.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C4W9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 61000000.00 61000000.00 0.0016 N 61000610.00 61000610.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562C5J7 Certificate of Deposit N First Tier Security N/A N/A 2014-02-11 2014-02-11 N N N 284000000.00 284000000.00 0.0073 N 284002840.00 284002840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562C7C0 Certificate of Deposit N First Tier Security N/A N/A 2014-05-08 2014-05-08 N N N 4000000.00 4000000.00 0.0001 N 4000120.00 4000120.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CF49 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 41000000.00 41000000.00 0.0011 N 41009020.00 41009020.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CG30 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 111000000.00 111000000.00 0.0029 N 111022200.00 111022200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CH88 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 15000000.00 15000000.00 0.0004 N 15003000.00 15003000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CJ60 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 32000000.00 32000000.00 0.0008 N 32006720.00 32006720.00 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 0.0038 N 149007450.00 149007450.00 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 2000100.00 2000100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562CM58 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 88000000.00 88000000.00 0.0023 N 88018480.00 88018480.00 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 0.0012 N 48003360.00 48003360.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UAK8 Certificate of Deposit N First Tier Security N/A N/A 2014-05-13 2014-05-13 N N N 108000000.00 108000000.00 0.0028 N 108003240.00 108003240.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UBM3 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 18000540.00 18000540.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UCZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-03-11 2014-03-11 N N N 40000000.00 40000000.00 0.0010 N 40001200.00 40001200.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.210000% 86562UFW7 Certificate of Deposit N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 2000000.00 2000000.00 0.0001 N 2000060.00 2000060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UGC0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 14000000.00 14000000.00 0.0004 N 14000000.00 14000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UGJ5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-02 2014-04-02 N N N 4000000.00 4000000.00 0.0001 N 3999920.00 3999920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UGS5 Certificate of Deposit N First Tier Security N/A N/A 2014-09-19 2014-09-19 N N N 18000000.00 18000000.00 0.0005 N 18000000.00 18000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.220000% 86562UHE5 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 54000000.00 54000000.00 0.0014 N 53998920.00 53998920.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UHY1 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 65000000.00 65000000.00 0.0017 N 64994800.00 64994800.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562UMH2 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 21000000.00 21000000.00 0.0005 N 20997060.00 20997060.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562UQG0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 15000000.00 15000000.00 0.0004 N 14997690.00 14997690.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.220000% 86563KFU2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-12 2014-02-12 N N N 227000000.00 227000000.00 0.0058 N 227002270.00 227002270.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KGG2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-02-10 N N N 24000000.00 24000000.00 0.0006 N 24000240.00 24000240.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.215000% 86563KGK3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-26 2014-02-26 N N N 35000000.00 35000000.00 0.0009 N 35001050.00 35001050.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.215000% 86563KGP2 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-02-28 N N N 50000000.00 50000000.00 0.0013 N 50001500.00 50001500.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.210000% 86563KHU0 Certificate of Deposit N First Tier Security N/A N/A 2014-04-01 2014-04-01 N N N 22000000.00 22000000.00 0.0006 N 21999340.00 21999340.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.040000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-03 2014-02-03 N N N 775000000.00 775000000.00 0.0199 Security is a time deposit. N 775000000.00 775000000.00 Swedbank AB Swedbank AB 0.055000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 250000000.00 250000000.00 0.0064 Security is a time deposit. N 250000000.00 250000000.00 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 2014-02-07 2014-02-07 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 Veterans Housing Assistance Taxable Refunding Bonds Series 1994A2 0.140000% 8827162D4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Texas N/A N/A N N 32000000.00 32000000.00 0.0008 N 32000000.00 32000000.00 Texas Veterans Land Taxable Refunding Bonds Series 2006A 0.140000% 882721JT1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-02-07 2014-02-07 Y Texas N/A N/A N N 22065000.00 22065000.00 0.0006 N 22065000.00 22065000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.230000% 89112THA5 Certificate of Deposit N First Tier Security N/A N/A 2014-03-06 2014-03-06 N N N 55000000.00 55000000.00 0.0014 N 55005500.00 55005500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.208500% 89112THB3 Certificate of Deposit N First Tier Security N/A N/A 2014-02-28 2014-09-02 N N N 218000000.00 218000000.00 0.0056 N 218071940.00 218071940.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89112TL77 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-02-05 N N N 28000000.00 28000000.00 0.0007 N 27999720.00 27999720.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.210000% 89112TMK7 Certificate of Deposit N First Tier Security N/A N/A 2014-04-08 2014-04-08 N N N 173000000.00 173000000.00 0.0044 N 173029410.00 173029410.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HC51 Other Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N Y Support Agreement Toyota Motor Corp N/A N/A 14000000.00 13997433.33 0.0004 N 13999020.00 13999020.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.210000% 89233HDF8 Other Commercial Paper N First Tier Security N/A N/A 2014-04-15 2014-04-15 N N Y Support Agreement Toyota Motor Corp N/A N/A 46000000.00 45980948.33 0.0012 N 45990340.00 45990340.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.260000% 89233HFL3 Other Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N Y Support Agreement Toyota Motor Corp N/A N/A 50000000.00 49950527.78 0.0013 N 49965000.00 49965000.00 UBS AG UBS AG 0.240000% 90267RTT6 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-03-10 N N N 184000000.00 184000000.00 0.0047 N 184020240.00 184020240.00 Union Bank, NA Union Bank, NA 0.210000% 905269HP4 Certificate of Deposit N First Tier Security N/A N/A 2014-04-11 2014-04-11 N N N 7000000.00 7000000.00 0.0002 N 7001330.00 7001330.00 Union Bank, NA Union Bank, NA 0.210000% 905269HT6 Certificate of Deposit N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 4000000.00 4000000.00 0.0001 N 4000840.00 4000840.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.220000% 9497P62S6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 12000000.00 12000000.00 0.0003 N 12000480.00 12000480.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.231000% 9497P62Z0 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2015-01-09 N N N 75000000.00 75000000.00 0.0019 N 75010500.00 75010500.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.230400% 9497P63A4 Certificate of Deposit N First Tier Security N/A N/A 2014-02-14 2015-01-14 N N N 196000000.00 196000000.00 0.0050 N 196027440.00 196027440.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.207000% 9497P6F45 Certificate of Deposit N First Tier Security N/A N/A 2014-02-21 2014-05-20 N N N 25000000.00 25000000.00 0.0006 N 25005750.00 25005750.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.182500% 9497P6G51 Certificate of Deposit N First Tier Security N/A N/A 2014-02-10 2014-04-07 N N N 282000000.00 282000000.00 0.0073 N 282028200.00 282028200.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.218300% 9497P6J41 Certificate of Deposit N First Tier Security N/A N/A 2014-02-05 2014-08-05 N N N 46000000.00 46000000.00 0.0012 N 46010580.00 46010580.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227000% 9497P6U30 Certificate of Deposit N First Tier Security N/A N/A 2014-02-18 2014-11-18 N N N 267000000.00 267000000.00 0.0069 N 267074760.00 267074760.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.227000% 9497P6U63 Certificate of Deposit N First Tier Security N/A N/A 2014-02-19 2014-11-18 N N N 262000000.00 262000000.00 0.0067 N 262073360.00 262073360.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.292900% 94985H2R4 Other Note N First Tier Security N/A N/A 2014-03-17 2015-02-13 N N N 100000000.00 100000000.00 0.0026 N 100005700.00 100005700.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.345900% 94985HD27 Other Note N First Tier Security N/A N/A 2014-03-24 2015-02-20 N N N 275000000.00 275000000.00 0.0071 N 275042900.00 275042900.00 Westpac Banking Corp Westpac Banking Corp 0.535400% 91621CAT8 Other Note N First Tier Security N/A N/A 2014-04-28 2015-02-27 N N N 100000000.00 100000000.00 0.0026 N 100007800.00 100007800.00 Westpac Banking Corp Westpac Banking Corp 0.270000% 96121TSN9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-03 2014-04-25 N N N 202000000.00 202000000.00 0.0052 N 202084840.00 202084840.00 Westpac Banking Corp Westpac Banking Corp 0.248000% 96121TTR9 Certificate of Deposit N First Tier Security N/A N/A 2014-02-27 2014-08-27 N N N 240000000.00 240000000.00 0.0062 N 240103200.00 240103200.00 Westpac Banking Corp Westpac Banking Corp 0.257000% 9612C4JB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-19 2014-06-19 N N N 130000000.00 130000000.00 0.0033 N 130054600.00 130054600.00 Westpac Banking Corp Westpac Banking Corp 0.227000% 9612C4JZ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-24 2014-09-23 N N N 100000000.00 100000000.00 0.0026 N 100030000.00 100030000.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 182614.91 182614.91 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 148432.53 148432.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 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 570583.91 570583.91 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 1049850.29 1049850.29 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 159799.38 159799.38 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 114156.75 114156.75 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 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 45653.51 45653.51