N-MFP LIVE N 2011-08-31 0001046292 S000009354 1 N N N N 333-35883 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N Y Prime 24 70 152114305.32 120788.32 1126836.11 151108257.53 0.0029 1.0000 2011-08-31 1.0000 2011-08-31 C000025638 1.00 151108257.53 1.00 -843929.32 4848955.82 5692885.14 0.0001 1.0000 2011-08-31 1.0000 2011-08-31 ABN Amro Funding USA LLC ABN Amro Funding USA LLC 0.270071% 00084CWG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 2000000.00 1999775.00 0.0132 N 1999840.00 1999840.00 Atlantic Asset Securitization LLC Atlantic Asset Securitization LLC 0.420047% 04821UW65 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 1999883.33 0.0132 N 1999960.00 1999960.00 Atlantis One Funding Corp. Atlantis One Funding Corp. 0.200031% 04915UWG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-16 2011-09-16 N N N 1000000.00 999916.67 0.0066 N 999970.00 999970.00 Bank of Nova Scotia (The) Bank of Nova Scotia (The) 0.318391% 06417D2A2 Other Note N First Tier Security N/A N/A 2011-11-14 2012-09-11 N N N 1000000.00 1000000.00 0.0066 N 999868.00 999868.00 Barclays Bank PLC Barclays Bank PLC 0.200044% 06741GCS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Barclays Bank PLC Barclays Bank PLC 0.350210% 06741GDP7 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-11-01 2011-11-01 N N N 1000000.00 999406.94 0.0066 N 999406.94 999406.94 Barclays Capital, Inc. Barclays Capital, Inc. 0.900000% 50929393779162BAR 0001484219 Other Repurchase Agreement N AMERIGROUP CORP 2012-05-15 2.000000 Other Note 3000.00 3666.00 AMYLIN PHARMACEUTICALS 2014-06-15 3.000000 Other Note 94000.00 85783.00 AMYLIN PHARMACEUTICALS 2014-06-15 3.000000 Other Note 3000.00 2738.00 AVIS BUDGET GROUP INC 2014-10-01 3.500000 Other Note 3000.00 3333.00 BIOMED REALTY LP 2030-01-15 3.750000 Other Note 64000.00 73587.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 43917.00 60235.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 16543.00 22690.00 CHESAPEAKE ENERGY CORP 2011-08-31 5.750000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 110393.00 CIENA CORP 2018-10-15 3.750000 Other Note 31000.00 29192.00 CNO FINANCIAL GROUP INC 2016-12-30 7.000000 Other Note 57307.00 79084.00 COMTECH TELECOMMUNICATIO 2029-05-01 3.000000 Other Note 17000.00 17659.00 CONCUR TECHNOLOGIES INC 2015-04-15 2.500000 Other Note 31000.00 32262.00 DIGITAL REALTY TRUST INC 2011-08-31 5.500000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 2400.00 DORAL FINANCIAL CORP 2011-08-31 4.750000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 31172.00 GILEAD SCIENCES INC 2014-05-01 1.000000 Other Note 3805.00 4203.00 HERTZ GLOBAL HOLDINGS IN 2014-06-01 5.250000 Other Note 2000.00 3036.00 HOST HOTELS & RESORTS LP 2029-10-15 2.500000 Other Note 72000.00 77720.00 KINETIC CONCEPTS INC 2015-04-15 3.250000 Other Note 49000.00 70794.00 MACERICH COMPANY 2012-03-15 3.250000 Other Note 99000.00 99246.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 8000.00 9776.00 NAVISTAR INTL CORP 2014-10-15 3.000000 Other Note 74000.00 82979.00 PRICELINE.COM INC 2015-03-15 1.250000 Other Note 13000.00 23865.00 RTI INTERNATIONAL METALS 2015-12-01 3.000000 Other Note 85000.00 89569.00 US STEEL CORP 2014-05-15 4.000000 Other Note 13000.00 15769.00 VERISIGN INC 2037-08-15 3.250000 Other Note 26000.00 28020.00 VIRGIN MEDIA INC 2016-11-15 6.500000 Other Note 54000.00 84801.00 First Tier Security N/A N/A 2011-12-04 2011-12-04 Y BARCLAYS CAPITAL INC N/A N/A N N 1000000.00 1000000.00 0.0066 Y 998940.00 998940.00 Barclays Capital, Inc. Joint Account III 0.080000% 53387270779162BAR 0001484219 Government Agency Repurchase Agreement N FED HOME LN DISCOUNT NT 2011-11-30 0.000000 Government Agency Debt 1220921.43 1220860.38 Federal Farm Credit Bank 2013-01-28 0.105000 Government Agency Debt 971685.61 969518.76 Federal Home Loan Bank 2012-07-16 0.250000 Government Agency Debt 1061200.00 1061700.83 FREDDIE MAC DISCOUNT NT 2011-12-28 0.000000 Government Agency Debt 1166063.89 1165982.26 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 4331428.57 4331428.57 0.0287 N 4331428.57 4331428.57 Barton Capital LLC Barton Capital LLC 0.320008% 06945MW10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Barton Capital LLC Barton Capital LLC 0.350030% 06945MW85 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-08 2011-09-08 N N N 1000000.00 999931.94 0.0066 N 999980.00 999980.00 BlackRock MuniEnhanced Fund Inc., OT BlackRock MuniEnhanced Fund Inc., OT 0.380001% 09253Y605 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Citibank, N.A. N/A N/A Y Citibank, N.A. N/A N/A N 300000.00 300000.00 0.0020 N 300000.00 300000.00 BlackRock MuniHoldings Investment Quality Fund, OT BlackRock MuniHoldings Investment Quality Fund, OT Series W7-2746 0.359999% 09254P702 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Bank of America, National Associ N/A N/A Y BANK OF AMERICA, NATIONAL ASSOCI N/A N/A N 300000.00 300000.00 0.0020 N 300000.00 300000.00 BlackRock MuniYield Fund, Inc., OT BlackRock MuniYield Fund, Inc., OT Series W7-2514 0.359999% 09253W880 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Bank of America, National Associ N/A N/A N N 300000.00 300000.00 0.0020 N 300000.00 300000.00 BlackRock MuniYield Investment Fund, OT BlackRock MuniYield Investment Fund, OT 0.380001% 09254R500 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Citibank, N.A. N/A N/A Y Citibank, N.A. N/A N/A N 300000.00 300000.00 0.0020 N 300000.00 300000.00 BlackRock MuniYield Quality Fund III Inc., OT BlackRock MuniYield Quality Fund III Inc., OT 0.380001% 09254E863 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Citibank, N.A. N/A N/A Y Citibank, N.A. N/A N/A N 300000.00 300000.00 0.0020 N 300000.00 300000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.457999% 0556M53Y9 Other Note N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 1000000.00 1000000.00 0.0066 N 1000020.00 1000020.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.130000% 510064807791621BN 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2014-08-01 1.723000 Government Agency Debt 2028383.00 26982.00 FANNIE MAE 2016-12-01 2.000000 Government Agency Debt 4857657.00 31016.00 FANNIE MAE 2018-05-01 2.625000 Government Agency Debt 5298860.00 29117.00 FANNIE MAE 2018-05-01 4.563000 Government Agency Debt 1120373.00 24522.00 FANNIE MAE 2018-07-01 2.445000 Government Agency Debt 179198.00 1359.00 FANNIE MAE 2018-09-01 2.331000 Government Agency Debt 2000000.00 22435.00 FANNIE MAE 2018-11-01 2.625000 Government Agency Debt 17138889.00 32011.00 FANNIE MAE 2018-12-01 7.097000 Government Agency Debt 330283.00 1173.00 FANNIE MAE 2020-01-01 2.294000 Government Agency Debt 5500000.00 14496.00 FANNIE MAE 2022-05-01 5.750000 Government Agency Debt 2000000.00 3053.00 FANNIE MAE 2022-10-01 1.825000 Government Agency Debt 1000000.00 15123.00 FANNIE MAE 2024-06-01 2.450000 Government Agency Debt 15437983.00 22833.00 FANNIE MAE 2024-09-01 6.725000 Government Agency Debt 4249894.00 22131.00 FANNIE MAE 2025-05-01 2.300000 Government Agency Debt 803962.00 25852.00 FANNIE MAE 2026-09-01 2.375000 Government Agency Debt 8971561.00 22150.00 FANNIE MAE 2026-09-01 2.500000 Government Agency Debt 4311322.00 32692.00 FANNIE MAE 2027-01-01 2.415000 Government Agency Debt 1747783.00 1614.00 FANNIE MAE 2027-07-01 2.495000 Government Agency Debt 472398.00 17893.00 FANNIE MAE 2027-11-01 4.716000 Government Agency Debt 1087941.00 35189.00 FANNIE MAE 2029-02-01 2.599000 Government Agency Debt 7875000.00 30723.00 FANNIE MAE 2029-08-01 2.865000 Government Agency Debt 3218738.00 28843.00 FANNIE MAE 2029-08-01 3.484000 Government Agency Debt 643602.00 33420.00 FANNIE MAE 2029-11-01 2.535000 Government Agency Debt 1749580.00 13121.00 FANNIE MAE 2030-03-01 2.380000 Government Agency Debt 1000000.00 13291.00 FANNIE MAE 2030-05-01 4.508000 Government Agency Debt 8269283.00 33830.00 FANNIE MAE 2030-10-01 2.496000 Government Agency Debt 170000.00 10572.00 FANNIE MAE 2031-05-01 2.605000 Government Agency Debt 2212385.00 4662.00 FANNIE MAE 2031-09-01 2.467000 Government Agency Debt 1581000.00 28501.00 FANNIE MAE 2031-12-01 5.960000 Government Agency Debt 2765597.00 32985.00 FANNIE MAE 2032-03-01 1.463000 Government Agency Debt 7463937.00 27592.00 FANNIE MAE 2032-03-01 2.502000 Government Agency Debt 1000120.00 15261.00 FANNIE MAE 2032-04-01 4.320000 Government Agency Debt 5000000.00 26055.00 FANNIE MAE 2033-02-01 2.952000 Government Agency Debt 1541000.00 10205.00 FANNIE MAE 2033-08-01 2.525000 Government Agency Debt 2332876.00 34462.00 FANNIE MAE 2034-01-01 2.625000 Government Agency Debt 500000.00 16136.00 FANNIE MAE 2034-10-01 2.405000 Government Agency Debt 3254462.00 30237.00 FANNIE MAE 2035-03-01 2.815000 Government Agency Debt 696308.00 13656.00 FANNIE MAE 2035-11-01 4.426000 Government Agency Debt 152629.00 4109.00 FANNIE MAE 2035-12-01 2.283000 Government Agency Debt 850000.00 11938.00 FANNIE MAE 2041-02-01 1.463000 Government Agency Debt 2467738.00 20567.00 FANNIE MAE 2042-05-01 1.463000 Government Agency Debt 1317159.00 19381.00 FREDDIE MAC 2015-05-01 3.540000 Government Agency Debt 678514.00 22730.00 FREDDIE MAC 2016-04-01 2.680000 Government Agency Debt 500237.00 9022.00 FREDDIE MAC 2017-11-01 3.017000 Government Agency Debt 500000.00 2090.00 FREDDIE MAC 2018-04-01 2.610000 Government Agency Debt 300000.00 5267.00 FREDDIE MAC 2018-06-01 2.500000 Government Agency Debt 3000000.00 20638.00 FREDDIE MAC 2023-05-01 1.863000 Government Agency Debt 605000.00 5811.00 FREDDIE MAC 2023-09-01 2.250000 Government Agency Debt 25939629.00 33409.00 FREDDIE MAC 2025-12-01 2.525000 Government Agency Debt 839274.00 7350.00 FREDDIE MAC 2027-07-01 2.444000 Government Agency Debt 6724747.00 13209.00 FREDDIE MAC 2027-08-01 2.536000 Government Agency Debt 2670000.00 24295.00 FREDDIE MAC 2027-10-01 2.539000 Government Agency Debt 21216471.00 5994.00 FREDDIE MAC 2030-04-01 2.695000 Government Agency Debt 14140445.00 6849.00 FREDDIE MAC 2030-09-01 2.444000 Government Agency Debt 2177271.00 10665.00 FREDDIE MAC 2030-09-01 2.485000 Government Agency Debt 1403865.00 35745.00 FREDDIE MAC 2030-11-01 5.545000 Government Agency Debt 1500000.00 15773.00 FREDDIE MAC 2031-05-01 2.700000 Government Agency Debt 10000000.00 19710.00 FREDDIE MAC 2031-06-01 3.297000 Government Agency Debt 225000.00 16848.00 FREDDIE MAC 2031-11-01 2.656000 Government Agency Debt 1800000.00 32512.00 FREDDIE MAC 2033-12-01 3.130000 Government Agency Debt 525526.00 29719.00 FREDDIE MAC 2037-04-01 6.935000 Government Agency Debt 917945.00 10222.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-09-20 2.625000 Government Agency Debt 3000000.00 27797.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-06-20 2.375000 Government Agency Debt 1616774.00 15579.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-08-20 4.000000 Government Agency Debt 1650000.00 25355.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-03-20 3.500000 Government Agency Debt 2506308.00 35056.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-05-20 2.375000 Government Agency Debt 100000.00 1862.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-03-20 2.375000 Government Agency Debt 1198832.00 24952.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-08-20 2.625000 Government Agency Debt 2000000.00 30534.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-06-20 2.375000 Government Agency Debt 2395000.00 22272.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-01-20 2.375000 Government Agency Debt 3717602.00 32471.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-02-20 2.375000 Government Agency Debt 1027443.00 9056.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-03-20 2.375000 Government Agency Debt 1000000.00 7138.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-05-20 2.375000 Government Agency Debt 3469944.00 27578.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-06-20 2.375000 Government Agency Debt 1585756.00 17839.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-01-20 2.375000 Government Agency Debt 1000000.00 10152.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-01-20 2.375000 Government Agency Debt 200000.00 2950.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-03-20 2.375000 Government Agency Debt 505000.00 6796.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-05-20 2.375000 Government Agency Debt 1983895.00 17848.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-08-20 2.625000 Government Agency Debt 500605.00 17571.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-09-20 2.625000 Government Agency Debt 500000.00 28344.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-10-20 1.875000 Government Agency Debt 597570.00 33926.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-12-20 2.000000 Government Agency Debt 500000.00 17732.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-12-20 2.125000 Government Agency Debt 4999500.00 23867.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-02-20 2.250000 Government Agency Debt 1000709.00 20505.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-07-20 2.625000 Government Agency Debt 1625000.00 29778.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-10-20 2.125000 Government Agency Debt 500000.00 10518.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-11-20 2.000000 Government Agency Debt 540000.00 11119.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-12-20 1.875000 Government Agency Debt 515000.00 16330.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-03-20 1.750000 Government Agency Debt 1000000.00 4129.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-04-20 2.375000 Government Agency Debt 1100000.00 20157.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-08-20 2.625000 Government Agency Debt 1000100.00 30461.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-05-20 2.375000 Government Agency Debt 1002290.00 31065.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-05-20 2.375000 Government Agency Debt 855000.00 29300.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-08-20 2.625000 Government Agency Debt 1000000.00 23417.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-09-20 2.625000 Government Agency Debt 1000000.00 33883.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-10-20 2.125000 Government Agency Debt 301211.00 11570.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-02-20 2.500000 Government Agency Debt 682731.00 11452.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-08-20 3.125000 Government Agency Debt 328677.00 15582.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-03-20 2.500000 Government Agency Debt 503424.00 15124.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-03-20 3.000000 Government Agency Debt 704292.00 21698.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-04-20 2.500000 Government Agency Debt 734033.00 21972.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-09-20 3.125000 Government Agency Debt 825834.00 29063.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-11-20 4.500000 Government Agency Debt 583778.00 30252.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2036-02-20 1.750000 Government Agency Debt 273358.00 16908.00 First Tier Security N/A N/A 2011-09-01 2011-09-01 Y BNP Paribas Securities Corp. N/A N/A N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.745250% 51656145779162BNP 0001197610 Other Repurchase Agreement N ANADARKO PETROLEUM CORP 2016-09-15 5.950000 Other Note 1813.00 2072.00 BEAZER HOMES USA 2018-06-15 9.125000 Other Note 6195.00 4378.00 D.R. HORTON INC 2016-04-15 6.500000 Other Note 5242.00 5384.00 FLAGSTAR HOME EQUITY LOAN TRUST 2035-01-25 5.997000 Other Note 303.00 153.00 FORD MOTOR CREDIT CO LLC 2013-10-01 7.000000 Other Note 15793.00 17314.00 HCA INC 2012-10-01 6.300000 Other Note 1706.00 1768.00 KEY ENERGY SERVICES INC 2021-03-01 6.750000 Other Note 39571.00 40115.00 LIBERTY MUTUAL GROUP 2037-03-15 7.800000 Other Note 5009.00 4758.00 LIMITED BRANDS INC 2037-07-15 7.600000 Other Note 336.00 326.00 MDC HOLDINGS INC 2020-02-01 5.625000 Other Note 32063.00 31371.00 PACTIV CORP 2012-07-15 5.875000 Other Note 4586.00 4666.00 RESIDENTIAL CAPITAL LLC 2015-05-15 9.625000 Other Note 1085575.00 988785.00 First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.239999% 533854337791622BN 0001197610 Other Repurchase Agreement N ALCOA INC 2021-04-15 5.400000 Other Note 22000.00 22310.00 AMER EXPRESS CREDIT CO 2013-05-02 5.875000 Other Note 10551.00 11457.00 AMER EXPRESS CREDIT CO 2013-08-20 7.300000 Other Note 90630.00 99999.00 AMER EXPRESS CREDIT CO 2015-09-15 2.750000 Other Note 1000.00 1032.00 AMERICAN EXPRESS BK FSB 2012-06-12 0.357110 Other Note 100222.00 99999.00 AMERICAN INTL GROUP 2017-05-18 5.450000 Other Note 98055.00 100000.00 ARCELORMITTAL 2021-03-01 5.500000 Other Note 101431.00 100000.00 CBS CORP 2014-06-14 8.875000 Other Note 84585.00 100000.00 CLIFFS NATURAL RESOURCES 2040-10-01 6.250000 Other Note 100285.00 99999.00 CNA FINANCIAL CORP 2019-11-15 7.350000 Other Note 86079.00 100000.00 CSX CORP 2040-04-30 6.220000 Other Note 5000.00 5829.00 ENN ENERGY HOLDINGS LTD 2021-05-13 6.000000 Other Note 96128.00 99999.00 ENTERPRISE PRODUCTS OPER 2020-09-01 5.200000 Other Note 89970.00 99999.00 ENTERPRISE PRODUCTS OPER 2040-09-01 6.450000 Other Note 89300.00 99999.00 FREEPORT-MCMORAN C & G 2017-04-01 8.375000 Other Note 89000.00 99114.00 INTL PAPER CO 2019-05-15 9.375000 Other Note 76566.00 99999.00 KRAFT FOODS INC 2017-08-11 6.500000 Other Note 82587.00 100000.00 KRAFT FOODS INC 2018-02-01 6.125000 Other Note 44000.00 52286.00 Lloyds TSB Bank PLC 2020-09-14 6.500000 Other Note 41000.00 39513.00 LORILLARD TOBACCO CO 2020-05-01 6.875000 Other Note 90002.00 99999.00 PETROBRAS INTL FIN CO 2016-10-06 6.125000 Other Note 88695.00 99999.00 PETROBRAS INTL FIN CO 2018-03-01 5.875000 Other Note 25000.00 27831.00 PETROBRAS INTL FIN CO 2040-01-20 6.875000 Other Note 88108.00 99999.00 PLAINS ALL AMER PIPELINE 2021-02-01 5.000000 Other Note 10000.00 10717.00 QWEST CORP 2013-06-15 3.497000 Other Note 30000.00 29921.00 WASTE MANAGEMENT INC 2020-06-30 4.750000 Other Note 91425.00 100000.00 WELLS FARGO & COMPANY 2011-08-31 7.980000 Other Note 94180.00 100000.00 WELLS FARGO CAPITAL XV 2011-08-31 9.750000 Other Note 93285.00 100000.00 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 BNP Paribas Securities Corp. Joint Account III 0.080000% 53387270779162BNP 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2023-03-01 6.500000 Government Agency Debt 250984.41 123313.43 FANNIE MAE 2023-06-01 5.000000 Government Agency Debt 222416.17 141935.11 FANNIE MAE 2023-06-01 5.000000 Government Agency Debt 234817.57 125178.79 FANNIE MAE 2023-12-01 6.500000 Government Agency Debt 193122.10 204489.50 FANNIE MAE 2024-03-01 4.500000 Government Agency Debt 270714.29 133324.73 FANNIE MAE 2024-11-01 4.500000 Government Agency Debt 332784.18 235360.41 FANNIE MAE 2025-03-01 4.500000 Government Agency Debt 136610.65 128580.40 FANNIE MAE 2025-03-01 4.500000 Government Agency Debt 135989.21 125259.75 FANNIE MAE 2025-04-01 4.500000 Government Agency Debt 163275.76 138084.57 FANNIE MAE 2025-12-01 3.500000 Government Agency Debt 186930.37 186527.45 FANNIE MAE 2025-12-01 4.000000 Government Agency Debt 135922.35 135711.02 FANNIE MAE 2026-02-01 3.500000 Government Agency Debt 197621.43 199735.05 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 205334.73 202645.10 FANNIE MAE 2026-04-01 4.000000 Government Agency Debt 162517.87 166480.44 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 196014.54 207267.41 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 166703.79 174793.58 FANNIE MAE 2026-06-01 4.000000 Government Agency Debt 154927.20 161512.93 FANNIE MAE 2026-09-01 4.000000 Government Agency Debt 116482.00 123396.64 FANNIE MAE 2029-03-01 6.000000 Government Agency Debt 209118.17 200422.49 FANNIE MAE 2029-04-01 5.000000 Government Agency Debt 520831.13 169496.17 FANNIE MAE 2030-06-01 4.500000 Government Agency Debt 224151.43 223031.02 FANNIE MAE 2030-09-01 4.000000 Government Agency Debt 136599.21 133502.22 FANNIE MAE 2031-07-01 4.500000 Government Agency Debt 236082.54 251502.93 FANNIE MAE 2033-11-01 4.500000 Government Agency Debt 325292.77 263031.06 FANNIE MAE 2034-11-01 6.000000 Government Agency Debt 1179361.52 224913.60 FANNIE MAE 2035-04-01 6.000000 Government Agency Debt 966450.00 259865.36 FANNIE MAE 2035-10-01 4.500000 Government Agency Debt 270714.29 191516.37 FANNIE MAE 2036-03-01 6.000000 Government Agency Debt 321361.23 211336.01 FANNIE MAE 2036-05-01 6.000000 Government Agency Debt 491664.46 173095.09 FANNIE MAE 2036-07-01 5.500000 Government Agency Debt 389893.54 218938.20 FANNIE MAE 2036-08-01 6.500000 Government Agency Debt 831600.47 157068.59 FANNIE MAE 2036-09-01 6.500000 Government Agency Debt 350701.76 146452.26 FANNIE MAE 2036-11-01 6.000000 Government Agency Debt 550084.86 170477.94 FANNIE MAE 2037-02-01 6.500000 Government Agency Debt 372022.65 145224.73 FANNIE MAE 2037-05-01 5.500000 Government Agency Debt 460214.29 179949.62 FANNIE MAE 2037-08-01 5.500000 Government Agency Debt 236106.88 131745.00 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 314425.51 123906.00 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 1014149.26 266230.20 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 655969.67 167895.66 FANNIE MAE 2038-02-01 6.000000 Government Agency Debt 512970.00 259491.40 FANNIE MAE 2038-04-01 5.500000 Government Agency Debt 418079.00 228743.97 FANNIE MAE 2038-06-01 5.500000 Government Agency Debt 460214.29 195826.04 FANNIE MAE 2038-10-01 6.500000 Government Agency Debt 385930.43 149656.39 FANNIE MAE 2038-11-01 5.500000 Government Agency Debt 306843.68 176854.02 FANNIE MAE 2038-11-01 6.500000 Government Agency Debt 392916.37 217301.31 FANNIE MAE 2039-03-01 4.500000 Government Agency Debt 315818.64 241001.23 FANNIE MAE 2039-08-01 4.500000 Government Agency Debt 143938.79 136042.40 FANNIE MAE 2039-09-01 5.000000 Government Agency Debt 193885.57 166980.36 FANNIE MAE 2039-10-01 4.500000 Government Agency Debt 189931.39 182926.69 FANNIE MAE 2039-10-01 5.000000 Government Agency Debt 381707.14 196744.21 FANNIE MAE 2040-01-01 5.000000 Government Agency Debt 270714.29 135303.84 FANNIE MAE 2040-02-01 5.000000 Government Agency Debt 270714.29 258226.15 FANNIE MAE 2040-04-01 5.000000 Government Agency Debt 270714.29 248872.10 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 243642.86 244604.69 FANNIE MAE 2040-06-01 5.500000 Government Agency Debt 173530.71 170283.75 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 119474.12 124243.08 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 190381.19 200159.02 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 167842.86 172038.83 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 128860.00 132579.66 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 125048.83 128970.95 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 183879.01 189807.73 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 254702.26 265935.63 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 159559.00 166099.53 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 119734.31 126722.42 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 260968.57 266226.87 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 179462.99 188375.34 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 234454.01 248473.48 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 185923.01 197071.20 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 141861.36 150398.58 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 126190.52 133735.51 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 234399.24 248384.95 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 197636.00 207555.91 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 184018.47 194549.95 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 178528.68 189556.79 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 151919.57 161164.53 FANNIE MAE 2041-07-01 5.000000 Government Agency Debt 154488.13 167236.42 FANNIE MAE 2041-08-01 4.000000 Government Agency Debt 238503.61 248741.82 FANNIE MAE 2041-08-01 4.000000 Government Agency Debt 154536.10 161627.67 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 217780.82 231189.65 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 161952.07 172011.98 FANNIE MAE 2048-01-01 6.000000 Government Agency Debt 281670.33 134586.83 FREDDIE MAC 2018-05-01 5.000000 Government Agency Debt 990368.70 167775.12 FREDDIE MAC 2021-08-01 6.500000 Government Agency Debt 359278.69 183700.04 FREDDIE MAC 2025-03-01 4.000000 Government Agency Debt 134278.71 123214.20 FREDDIE MAC 2025-06-01 4.000000 Government Agency Debt 139569.91 136175.48 FREDDIE MAC 2025-06-01 4.000000 Government Agency Debt 126211.40 123092.63 FREDDIE MAC 2026-01-01 3.500000 Government Agency Debt 199946.19 199755.16 FREDDIE MAC 2031-05-01 4.500000 Government Agency Debt 223165.51 235209.40 FREDDIE MAC 2033-12-01 6.000000 Government Agency Debt 220490.48 177882.74 FREDDIE MAC 2035-10-01 5.500000 Government Agency Debt 541428.57 229596.80 FREDDIE MAC 2037-05-01 4.500000 Government Agency Debt 222121.07 135149.92 FREDDIE MAC 2038-01-01 6.000000 Government Agency Debt 395842.99 153153.61 FREDDIE MAC 2039-01-01 5.500000 Government Agency Debt 231704.36 135070.89 FREDDIE MAC 2039-09-01 4.500000 Government Agency Debt 152818.21 127832.73 FREDDIE MAC 2039-12-01 5.000000 Government Agency Debt 201952.86 192732.54 FREDDIE MAC 2040-05-01 4.500000 Government Agency Debt 259885.71 255912.17 FREDDIE MAC 2040-05-01 5.000000 Government Agency Debt 266924.29 265641.46 FREDDIE MAC 2040-05-01 5.500000 Government Agency Debt 184092.42 170399.55 FREDDIE MAC 2040-09-01 4.000000 Government Agency Debt 155176.03 157762.83 FREDDIE MAC 2040-09-01 4.000000 Government Agency Debt 142847.35 138823.82 FREDDIE MAC 2040-12-01 4.500000 Government Agency Debt 167197.21 171318.75 FREDDIE MAC 2041-02-01 4.500000 Government Agency Debt 136470.38 142798.99 FREDDIE MAC 2041-02-01 4.500000 Government Agency Debt 136474.69 139104.61 FREDDIE MAC 2041-02-01 5.000000 Government Agency Debt 198561.82 205543.85 FREDDIE MAC 2041-03-01 5.000000 Government Agency Debt 187048.99 201101.22 FREDDIE MAC 2041-04-01 5.000000 Government Agency Debt 148758.06 159931.05 FREDDIE MAC 2041-04-01 5.000000 Government Agency Debt 139038.60 149513.09 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 240061.21 254376.84 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 164886.15 176488.48 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt 241222.94 251898.67 FREDDIE MAC 2041-06-01 5.000000 Government Agency Debt 130147.46 137143.78 FREDDIE MAC 2041-06-01 5.000000 Government Agency Debt 115396.63 123046.29 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-08-15 5.000000 Government Agency Debt 541428.57 110899.69 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-01-15 5.000000 Government Agency Debt 541428.57 147220.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-11-15 6.000000 Government Agency Debt 2165714.29 153764.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 5.000000 Government Agency Debt 218796.60 141610.92 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-04-20 5.000000 Government Agency Debt 179304.79 137613.18 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 5.000000 Government Agency Debt 234785.09 167055.09 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-20 5.000000 Government Agency Debt 270714.29 222222.80 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 4.000000 Government Agency Debt 128740.36 122121.83 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-15 4.500000 Government Agency Debt 200333.99 171561.55 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-08-15 4.500000 Government Agency Debt 140316.63 132337.17 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-05-15 6.000000 Government Agency Debt 290245.14 268452.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-07-15 4.500000 Government Agency Debt 129597.35 120809.89 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 5.500000 Government Agency Debt 250129.04 203302.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-04-20 4.500000 Government Agency Debt 47338.85 50898.53 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-04-20 5.000000 Government Agency Debt 123516.00 134015.77 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-15 4.500000 Government Agency Debt 190496.40 206830.72 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 4.500000 Government Agency Debt 198670.08 216071.21 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-20 4.000000 Government Agency Debt 119605.68 127364.68 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 22740000.00 22740000.00 0.1505 N 22740000.00 22740000.00 BPCE SA BPCE SA 0.310298% 05571CW15 Financial Company Commercial Paper N First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 3000000.00 3000000.00 0.0199 N 3000000.00 3000000.00 California Statewide Communities Development Authority California Statewide Communities Development Authority Series XX 0.209999% 13077V4J8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 700000.00 700000.00 0.0046 N 700000.00 700000.00 Citibank, N.A. Joint Account III 0.089999% 53387270779162CIT 0000840464 Government Agency Repurchase Agreement N FANNIE MAE 2019-02-01 5.000000 Government Agency Debt 160699.26 38425.92 FANNIE MAE 2020-04-01 4.500000 Government Agency Debt 62971.01 39494.33 FANNIE MAE 2021-02-01 3.500000 Government Agency Debt 39965.01 38803.64 FANNIE MAE 2024-12-01 4.000000 Government Agency Debt 54142.86 39275.19 FANNIE MAE 2025-12-01 4.000000 Government Agency Debt 37447.68 37978.17 FANNIE MAE 2026-02-01 3.000000 Government Agency Debt 37900.00 37897.85 FANNIE MAE 2034-11-01 5.000000 Government Agency Debt 109077.33 38553.35 FANNIE MAE 2035-04-01 5.500000 Government Agency Debt 94531.23 38286.14 FANNIE MAE 2036-07-01 6.500000 Government Agency Debt 86084.78 38515.82 FANNIE MAE 2038-02-01 5.000000 Government Agency Debt 70385.71 38127.32 FANNIE MAE 2038-02-01 5.500000 Government Agency Debt 104693.22 39550.27 FANNIE MAE 2038-02-01 5.500000 Government Agency Debt 81214.29 38879.77 FANNIE MAE 2038-03-01 5.500000 Government Agency Debt 81214.29 39512.95 FANNIE MAE 2039-03-01 5.000000 Government Agency Debt 79395.73 38963.18 FANNIE MAE 2040-06-01 5.000000 Government Agency Debt 39166.40 38847.37 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 39474.34 39329.51 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 37676.94 39197.98 FANNIE MAE 2041-01-01 3.500000 Government Agency Debt 39422.35 39117.06 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 36250.26 37974.58 FANNIE MAE 2041-06-01 4.500000 Government Agency Debt 35669.31 37953.53 FANNIE MAE 2041-06-01 5.000000 Government Agency Debt 35589.20 38583.47 FANNIE MAE 2041-06-01 5.500000 Government Agency Debt 34704.66 38111.30 FANNIE MAE 2041-07-01 4.000000 Government Agency Debt 24986.57 26055.76 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 36060.70 37910.62 FREDDIE MAC 2019-12-01 4.000000 Government Agency Debt 54142.86 38902.17 FREDDIE MAC 2023-04-01 4.500000 Government Agency Debt 124528.57 38968.51 FREDDIE MAC 2024-09-01 4.500000 Government Agency Debt 54142.86 37984.89 FREDDIE MAC 2026-07-01 4.500000 Government Agency Debt 35890.79 38265.47 FREDDIE MAC 2028-09-01 5.500000 Government Agency Debt 122444.28 39320.53 FREDDIE MAC 2033-10-01 5.500000 Government Agency Debt 162428.57 38620.24 FREDDIE MAC 2034-11-01 5.000000 Government Agency Debt 108285.71 39571.58 FREDDIE MAC 2034-12-01 5.000000 Government Agency Debt 86736.68 37980.00 FREDDIE MAC 2036-12-01 6.000000 Government Agency Debt 120302.08 24095.22 FREDDIE MAC 2038-06-01 4.500000 Government Agency Debt 64673.64 38149.92 FREDDIE MAC 2041-02-01 4.000000 Government Agency Debt 37900.00 38700.75 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 15050.73 15948.26 FREDDIE MAC 2041-05-01 5.000000 Government Agency Debt 35999.07 38790.24 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 1353571.43 1353571.43 0.0090 N 1353571.43 1353571.43 Citigroup Global Markets, Inc. Joint Account III 0.089999% 533872707791621CI 0000091154 Government Agency Repurchase Agreement N FANNIE MAE 2019-01-01 4.500000 Government Agency Debt 309697.14 91544.97 FANNIE MAE 2019-10-01 4.500000 Government Agency Debt 224931.09 75737.13 FANNIE MAE 2021-01-01 4.050000 Government Agency Debt 75800.00 81158.15 FANNIE MAE 2023-06-01 4.500000 Government Agency Debt 179754.29 77991.70 FANNIE MAE 2023-07-01 4.500000 Government Agency Debt 168925.71 76016.54 FANNIE MAE 2023-08-01 4.500000 Government Agency Debt 303443.64 89211.68 FANNIE MAE 2023-10-01 5.000000 Government Agency Debt 311567.63 82272.92 FANNIE MAE 2024-04-01 4.500000 Government Agency Debt 116925.92 84118.26 FANNIE MAE 2024-05-01 4.000000 Government Agency Debt 116902.80 88291.83 FANNIE MAE 2024-10-01 4.500000 Government Agency Debt 104624.87 82914.33 FANNIE MAE 2025-04-01 4.500000 Government Agency Debt 108098.76 89945.82 FANNIE MAE 2026-04-01 3.500000 Government Agency Debt 81214.29 83289.76 FANNIE MAE 2026-05-01 4.000000 Government Agency Debt 88831.92 91848.61 FANNIE MAE 2026-07-01 4.000000 Government Agency Debt 78750.90 82413.96 FANNIE MAE 2026-08-01 4.000000 Government Agency Debt 84383.42 90103.30 FANNIE MAE 2026-08-01 4.000000 Government Agency Debt 81905.09 87166.35 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 83837.54 87914.78 FANNIE MAE 2029-01-01 5.000000 Government Agency Debt 142258.71 88024.85 FANNIE MAE 2030-12-01 4.000000 Government Agency Debt 81214.29 82381.01 FANNIE MAE 2033-06-01 5.500000 Government Agency Debt 288947.74 80453.87 FANNIE MAE 2033-07-01 4.500000 Government Agency Debt 216571.43 79368.38 FANNIE MAE 2033-10-01 5.000000 Government Agency Debt 243261.53 81139.77 FANNIE MAE 2034-03-01 5.000000 Government Agency Debt 266030.93 85321.10 FANNIE MAE 2034-09-01 5.500000 Government Agency Debt 326150.50 91114.51 FANNIE MAE 2035-09-01 5.000000 Government Agency Debt 215247.78 85098.16 FANNIE MAE 2035-11-01 5.000000 Government Agency Debt 182191.84 83595.11 FANNIE MAE 2036-03-01 5.000000 Government Agency Debt 182101.63 79242.31 FANNIE MAE 2036-12-01 5.500000 Government Agency Debt 224805.02 89911.96 FANNIE MAE 2037-03-01 6.000000 Government Agency Debt 283004.91 87328.51 FANNIE MAE 2037-05-01 5.500000 Government Agency Debt 119113.18 78740.82 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 205742.86 81795.51 FANNIE MAE 2038-01-01 5.000000 Government Agency Debt 135508.69 77181.30 FANNIE MAE 2038-01-01 6.000000 Government Agency Debt 243642.86 87339.19 FANNIE MAE 2038-03-01 5.500000 Government Agency Debt 167364.59 88802.77 FANNIE MAE 2039-01-01 6.000000 Government Agency Debt 152415.36 85806.48 FANNIE MAE 2039-03-01 5.500000 Government Agency Debt 123960.07 79779.00 FANNIE MAE 2039-04-01 5.000000 Government Agency Debt 115007.01 83283.70 FANNIE MAE 2039-10-01 5.500000 Government Agency Debt 207391.01 90130.62 FANNIE MAE 2040-06-01 5.500000 Government Agency Debt 89938.05 90848.86 FANNIE MAE 2040-07-01 4.500000 Government Agency Debt 81214.29 82320.68 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 96593.19 85391.65 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 86628.57 83505.45 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 81755.71 79400.71 FANNIE MAE 2040-09-01 4.000000 Government Agency Debt 83107.18 77725.80 FANNIE MAE 2040-09-01 5.000000 Government Agency Debt 80442.23 82803.94 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 83703.34 85985.52 FANNIE MAE 2040-10-01 4.500000 Government Agency Debt 75739.98 78488.25 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 87195.46 91589.13 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 84410.09 88150.43 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 85424.42 87758.36 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 85545.71 87665.66 FANNIE MAE 2041-01-01 4.000000 Government Agency Debt 83054.87 85655.13 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 76948.60 78995.71 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 87170.00 91087.83 FANNIE MAE 2041-03-01 4.000000 Government Agency Debt 87358.93 89773.16 FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 81883.70 83504.60 FANNIE MAE 2041-03-01 5.000000 Government Agency Debt 76026.89 79638.02 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 81734.83 86509.08 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 75135.83 79546.39 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 69854.18 75399.96 FANNIE MAE 2041-06-01 5.000000 Government Agency Debt 77717.84 84869.01 FANNIE MAE 2041-06-01 5.000000 Government Agency Debt 75096.14 80383.49 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 76751.70 81497.32 FANNIE MAE 2047-08-01 6.000000 Government Agency Debt 20448.80 8772.24 FREDDIE MAC 2018-09-01 4.500000 Government Agency Debt 394809.71 87678.87 FREDDIE MAC 2023-04-01 4.500000 Government Agency Debt 192818.69 84461.16 FREDDIE MAC 2023-07-01 4.500000 Government Agency Debt 309994.39 88252.57 FREDDIE MAC 2024-01-01 6.000000 Government Agency Debt 217112.86 91681.92 FREDDIE MAC 2024-08-01 4.500000 Government Agency Debt 108679.71 78030.25 FREDDIE MAC 2024-09-01 4.500000 Government Agency Debt 108285.71 78274.06 FREDDIE MAC 2025-02-01 4.000000 Government Agency Debt 96915.71 78079.54 FREDDIE MAC 2025-06-01 5.000000 Government Agency Debt 127368.36 86318.28 FREDDIE MAC 2025-10-01 4.000000 Government Agency Debt 81214.29 77765.56 FREDDIE MAC 2030-08-01 4.500000 Government Agency Debt 94408.42 90269.75 FREDDIE MAC 2033-04-01 5.000000 Government Agency Debt 337661.93 86665.76 FREDDIE MAC 2038-08-01 5.000000 Government Agency Debt 380982.48 83190.47 FREDDIE MAC 2038-08-01 5.000000 Government Agency Debt 264157.63 81232.93 FREDDIE MAC 2040-08-01 4.500000 Government Agency Debt 79532.45 80465.05 FREDDIE MAC 2040-10-01 4.000000 Government Agency Debt 86628.57 86373.61 FREDDIE MAC 2041-01-01 5.000000 Government Agency Debt 84241.37 90279.94 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 83276.77 87570.46 FREDDIE MAC 2041-07-01 4.500000 Government Agency Debt 71267.71 75534.31 FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt 71161.15 76044.37 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 6767857.14 6767857.14 0.0448 N 6767857.14 6767857.14 Colorado Educational & Cultural Facilities Authority Colorado Educational & Cultural Facilities Authority Series A 0.380001% 19645RFK2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Bank of America, National Associ N/A N/A N N 900000.00 900000.00 0.0060 N 900000.00 900000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.272880% 20272ABC9 Other Note N First Tier Security N/A N/A 2011-09-06 2012-05-25 N N N 2000000.00 1999847.86 0.0132 N 1999266.00 1999266.00 Connecticut Housing Finance Authority Connecticut Housing Finance Authority 0.300000% 20774WSX0 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Bank of America, National Associ N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Credit Agricole SA Credit Agricole SA 0.299999% CRAG 0001335241 Certificate of Deposit N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.289999% 22536GFS5 Certificate of Deposit N First Tier Security N/A N/A 2011-09-02 2011-09-02 N N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Credit Suisse Credit Suisse 0.299999% 22550CW98 Certificate of Deposit N First Tier Security N/A N/A 2011-11-17 2011-11-17 N N N 3000000.00 3000000.00 0.0199 N 3000000.00 3000000.00 DeKalb County Development Authority DeKalb County Development Authority Series B 0.179999% 240463FD6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Bank of America, National Associ N/A N/A N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 Deutsche Bank Securities, Inc. Deutsche Bank Securities, Inc. 0.469999% 53385426779162DEU 0001074042 Other Repurchase Agreement N ALEXANDRIA REAL ESTATE EQ INPFD CONV 2011-08-31 0.000000 Other Instrument COMMON EQUITY 0.00 299976.00 CADENCE DESIGN SYS INC 2015-06-01 2.625000 Other Note 100000.00 137156.00 CHESAPEAKE ENERGY CORP 2011-08-31 5.750000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 298868.00 CROWN CASTLE INTL CORP 2011-08-31 6.250000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299993.00 DIGITAL REALTY TRUST INC 2011-08-31 5.500000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 300000.00 DORAL FINANCIAL CORP 2011-08-31 4.750000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299999.00 FUELCELL ENERGY INC 2011-08-31 5.000000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 22000.00 HEALTHSOUTH CORP 2011-08-31 6.500000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299119.00 INTERPUBLIC GROUP OF COS 2011-08-31 5.250000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299200.00 NEWELL FINANCIAL TRUST I 2011-08-31 5.250000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299996.00 SANDRIDGE ENERGY INC 2011-08-31 7.000000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299918.00 SKYWORKS SOLUTIONS INC 2012-03-01 1.500000 Other Note 65032.00 144046.00 UNIVERSAL CORP 2011-08-31 6.750000 Other Instrument CONVERTIBLE PREFERRED SHARES 0.00 299730.00 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 3000000.00 3000000.00 0.0199 N 3000000.00 3000000.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.310000% 23328ABT0 Certificate of Deposit N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 3000000.00 3000014.99 0.0199 N 3000150.00 3000150.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.182829% 31331JWU3 Government Agency Debt N First Tier Security N/A N/A 2011-09-27 2012-01-27 N N N 1000000.00 999845.77 0.0066 N 1000052.00 1000052.00 Federal Farm Credit Bank Federal Farm Credit Bank 0.310500% 31331JY49 Government Agency Debt N First Tier Security N/A N/A 2011-11-01 2012-11-01 N N N 200000.00 200000.00 0.0013 N 200089.00 200089.00 Federal Home Loan Bank Federal Home Loan Bank 0.183999% 313370FU7 Government Agency Debt N First Tier Security N/A N/A 2011-09-26 2012-01-26 N N N 1000000.00 999877.31 0.0066 N 1000057.00 1000057.00 Federal Home Loan Bank Federal Home Loan Bank 0.127220% 313370FV5 Government Agency Debt N First Tier Security N/A N/A 2011-11-03 2012-02-03 N N N 1000000.00 999867.30 0.0066 N 999815.00 999815.00 Federal Home Loan Bank Federal Home Loan Bank 0.123951% 313370FX1 Government Agency Debt N First Tier Security N/A N/A 2011-10-30 2012-01-30 N N N 1000000.00 999850.62 0.0066 N 999820.00 999820.00 Federal Home Loan Bank Federal Home Loan Bank 0.310000% 313371A22 Government Agency Debt N First Tier Security N/A N/A 2011-10-05 2011-10-05 N N N 1000000.00 999996.29 0.0066 N 1000141.00 1000141.00 Federal Home Loan Bank Federal Home Loan Bank 0.145000% 313374PX2 Government Agency Debt N First Tier Security N/A N/A 2011-09-08 2013-07-08 N N N 1000000.00 999061.92 0.0066 N 998397.00 998397.00 Federal Home Loan Bank Federal Home Loan Bank 0.147218% 313374T26 Government Agency Debt N First Tier Security N/A N/A 2011-09-15 2013-07-15 N N N 1000000.00 999052.24 0.0066 N 998368.00 998368.00 Federal Home Loan Bank Federal Home Loan Bank 0.400000% 313374XS4 Government Agency Debt N First Tier Security N/A N/A 2012-08-17 2012-08-17 N N N 1000000.00 1000000.00 0.0066 N 1000876.00 1000876.00 Federal Home Loan Bank Federal Home Loan Bank 0.400000% 313374XV7 Government Agency Debt N First Tier Security N/A N/A 2012-08-16 2012-08-16 N N N 2000000.00 2000000.00 0.0132 N 2001740.00 2001740.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.128001% 3128X9UH1 Government Agency Debt N First Tier Security N/A N/A 2011-09-11 2012-01-11 N N N 1400000.00 1399747.36 0.0093 N 1399784.40 1399784.40 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.290831% 313396LR2 Government Agency Debt N First Tier Security N/A N/A 2011-09-13 2011-09-13 N N N 4000000.00 3999613.33 0.0265 N 3999972.00 3999972.00 Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. 0.142059% 3134G2GJ5 Government Agency Debt N First Tier Security N/A N/A 2011-09-06 2013-05-03 N N N 1000000.00 999323.74 0.0066 N 998782.00 998782.00 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.201719% 3135G0CL5 Government Agency Debt N First Tier Security N/A N/A 2011-11-17 2013-05-17 N N N 1500000.00 1499209.01 0.0099 N 1498438.50 1498438.50 Federal National Mortgage Assoc. Federal National Mortgage Assoc. 0.250830% 31398A7K2 Government Agency Debt N First Tier Security N/A N/A 2011-09-28 2012-12-28 N N N 1000000.00 999736.99 0.0066 N 1000292.00 1000292.00 Gemini Securitization Corp LLC Gemini Securitization Corp LLC 0.300082% 3686M1WS1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 2032000.00 2031576.66 0.0134 N 2031674.88 2031674.88 Grampian Funding LLC Grampian Funding LLC 0.280094% 38501CX77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 1000000.00 999720.00 0.0066 N 999880.00 999880.00 Hannover Funding Co., LLC Hannover Funding Co., LLC 0.470934% 41068LWL6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-20 2011-09-20 N N N 1000000.00 999751.95 0.0066 N 999880.00 999880.00 Indiana Finance Authority Indiana Finance Authority 0.160001% 45471AEF5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-01 2011-09-01 Y JPMorgan Chase Bank, N.A. N/A N/A N N 960000.00 960000.00 0.0064 N 960000.00 960000.00 JP Morgan Chase Bank NA JP Morgan Chase Bank NA 0.253000% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-09-21 2012-09-20 N N N 3000000.00 3000000.00 0.0199 N 2999685.00 2999685.00 JP Morgan Chase Bank NA JP Morgan Chase Bank NA 0.279748% 48125LEB4 Other Note N First Tier Security N/A N/A 2011-10-18 2012-09-17 N N N 1000000.00 1000000.00 0.0066 N 1000145.00 1000145.00 Lloyds TSB Bank PLC Lloyds TSB Bank PLC 0.568281% 53943NG51 Other Note N First Tier Security N/A N/A 2011-11-07 2011-11-07 Y Lloyds TSB Bank PLC N/A N/A N N 2000000.00 2000000.00 0.0132 N 1999712.00 1999712.00 LMA Americas LLC LMA Americas LLC 0.570087% 50202UW75 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 1000000.00 999905.00 0.0066 N 999970.00 999970.00 Massachusetts Health & Educational Facilities Authority Massachusetts Health & Educational Facilities Authority Series P1 0.150000% 57586EHT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y JPMorgan Chase Bank, N.A. N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 Massachusetts Water Resources Authority Massachusetts Water Resources Authority Series A-3 0.139999% 576051BY1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Wells Fargo Bank, N.A. N/A N/A N N 1300000.00 1300000.00 0.0086 N 1300000.00 1300000.00 Matchpoint Master Trust Matchpoint Master Trust 0.320008% 5766P1W64 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 1000000.00 999955.56 0.0066 N 999980.00 999980.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority Series A 0.200001% 60635R3F2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y Bank of America, National Associ N/A N/A Y BANK OF AMERICA, NATIONAL ASSOCI N/A N/A N 1100000.00 1100000.00 0.0073 N 1100000.00 1100000.00 Mitsubishi UFJ Trust and Banking Corp. Mitsubishi UFJ Trust and Banking Corp. 0.280000% 60681PN67 Certificate of Deposit N First Tier Security N/A N/A 2011-09-26 2011-09-26 N N N 2000000.00 2000000.00 0.0132 N 2000100.00 2000100.00 Morgan Stanley Morgan Stanley 1.257220% 51049236779162MOR 0001359291 Other Repurchase Agreement N AAMES MORTGAGE INVESTMENT TRUST 2035-10-25 2.018390 Other Note 5000000.00 9242.00 ACCREDITED MORTGAGE LOAN TRUST 2035-09-25 0.698390 Other Note 75000.00 10248.00 ACCREDITED MORTGAGE LOAN TRUST 2037-02-25 0.568390 Other Note 1255000.00 21210.00 AEGIS ASSET BACKED SECURITIES TRUST 2035-03-25 3.068390 Other Note 1000000.00 611.00 AMERIQUEST MORTGAGE SECURITIES INC. 2034-07-25 3.893390 Other Note 2500000.00 58911.00 ASSET BACKED FUNDING CERTIFICATES 2035-06-25 5.360170 Other Note 993500.00 38561.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 0.868390 Other Note 55000.00 6118.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 0.968390 Other Note 50000.00 4776.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 1.218390 Other Note 60000.00 4587.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2037-04-25 0.668390 Other Note 200000.00 14636.00 BLACKROCK CAPITAL FINANCE L.P. 2035-12-25 1.240609 Other Note 3582226.00 65287.00 CARRINGTON MORTGAGE LOAN TRUST 2035-10-25 1.468390 Other Note 1950000.00 3268.00 CITIGROUP MORTGAGE LOAN TRUST INC 2036-12-25 0.488390 Other Note 5700000.00 55717.00 CITIGROUP MORTGAGE LOAN TRUST INC 2037-05-25 0.898390 Other Note 490000.00 5387.00 CITIMORTGAGE ALTERNATIVE LOAN TRUST 2036-10-25 0.668390 Other Note 148326.00 43521.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-10-25 0.558390 Other Note 200000.00 6176.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-12-25 0.378390 Other Note 68570.00 30743.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-02-25 5.545900 Other Note 2750000.00 31471.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-11-25 0.618390 Other Note 3000000.00 40929.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2037-11-25 0.678390 Other Note 2000000.00 61228.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2037-11-25 0.818390 Other Note 2000000.00 34099.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2047-06-25 2.568390 Other Note 1500000.00 22023.00 CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2040-02-15 5.546000 Other Note 523029.00 33403.00 EQUITY ONE ABS INC 2034-10-25 2.968390 Other Note 1000000.00 56374.00 FBR SECURITIZATION TRUST 2035-10-25 0.938390 Other Note 1000000.00 14535.00 FBR SECURITIZATION TRUST 2035-11-25 2.218390 Other Note 1500000.00 4289.00 FIELDSTONE MORTGAGE INVESTMENT CORP. 2036-02-25 1.418390 Other Note 3000000.00 1009.00 FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2034-03-25 2.693390 Other Note 1000000.00 17535.00 FREMONT HOME LOAN TRUST 2035-01-25 0.898390 Other Note 100000.00 25936.00 G-FORCE LLC 2036-08-22 5.910285 Other Note 3000000.00 26115.00 GREENPOINT MORTGAGE FUNDING TRUST 2030-07-25 0.708390 Other Note 7750000.00 61768.00 GS MORTGAGE SECURITIES CORPORATION II 2046-03-21 5.464640 Other Note 133625.00 63974.00 GSAA HOME EQUITY TRUST 2035-10-25 0.718390 Other Note 4365000.00 24942.00 INDYMAC RESIDENTIAL ASSET BACKED TRUST 2037-07-25 0.528390 Other Note 445000.00 2548.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2043-01-12 5.525453 Other Note 1313076.00 37138.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2049-01-15 5.922870 Other Note 2930000.00 29447.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2049-02-12 5.931421 Other Note 2422000.00 72740.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2051-02-12 6.784947 Other Note 532000.00 672.00 JP MORGAN MORTGAGE ACQUISITION CORP 2036-07-25 0.518390 Other Note 285000.00 22791.00 JP MORGAN MORTGAGE ACQUISITION CORP 2036-11-25 5.890000 Other Note 310000.00 49791.00 JP MORGAN MORTGAGE ACQUISITION CORP 2047-03-25 0.508390 Other Note 1802000.00 13468.00 LONG BEACH MORTGAGE LOAN TRUST 2035-02-25 1.268390 Other Note 1500000.00 33588.00 MACH ONE TRUST, COMMERCIAL MORTGAGE-BACKED SECS 2040-05-28 5.450000 Other Note 350000.00 54798.00 MERRILL LYNCH FIRST FRANKLIN MORTGAGE LOAN TRUST 2037-06-25 0.468390 Other Note 6871550.00 61570.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2034-12-25 5.093390 Other Note 1500000.00 15079.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2036-08-25 2.218390 Other Note 2000000.00 33748.00 MERRILL LYNCH MORTGAGE TRUST 2043-06-12 5.615826 Other Note 177431.00 31191.00 MORGAN STANLEY CAPITAL I 2046-12-20 0.663000 Other Note 21400000.00 60776.00 MORGAN STANLEY CAPITAL I 2046-12-20 0.763000 Other Note 12600000.00 33768.00 MORGAN STANLEY CAPITAL I 2046-12-20 0.813000 Other Note 8600000.00 22188.00 MORGAN STANLEY CAPITAL I 2046-12-20 0.913000 Other Note 4860000.00 12004.00 MORGAN STANLEY CAPITAL I 2046-12-20 1.213000 Other Note 5600000.00 12432.00 MORGAN STANLEY CAPITAL I 2046-12-20 1.513000 Other Note 5100000.00 9945.00 MORGAN STANLEY CAPITAL I 2046-12-20 1.813000 Other Note 6080000.00 10154.00 MORGAN STANLEY CAPITAL I 2046-12-20 2.213000 Other Note 6240000.00 7114.00 MORGAN STANLEY CAPITAL I 2046-12-20 2.713000 Other Note 2970000.00 475.00 MORGAN STANLEY CAPITAL I 2046-12-20 3.213000 Other Note 5040000.00 50.00 MORGAN STANLEY CAPITAL I 2046-12-20 3.963000 Other Note 2160000.00 22.00 MORGAN STANLEY CAPITAL I 2049-12-20 0.513000 Other Note 2000000.00 9080.00 MORGAN STANLEY CAPITAL I 2049-12-20 0.613000 Other Note 10055000.00 41628.00 MORGAN STANLEY CAPITAL I 2049-12-20 0.813000 Other Note 5000000.00 11850.00 MORGAN STANLEY CAPITAL I 2049-12-20 0.863000 Other Note 10541250.00 24139.00 MORGAN STANLEY CAPITAL I 2049-12-20 1.213000 Other Note 3500000.00 7000.00 MORGAN STANLEY CAPITAL I 2049-12-20 1.463000 Other Note 10541250.00 18131.00 MORGAN STANLEY CAPITAL I 2049-12-20 1.783000 Other Note 3541250.00 5276.00 MORGAN STANLEY CAPITAL INC 2032-11-25 3.368390 Other Note 35000.00 1161.00 MORGAN STANLEY CAPITAL INC 2034-03-25 5.843390 Other Note 6735000.00 20225.00 MORGAN STANLEY CAPITAL INC 2035-01-25 1.313390 Other Note 700000.00 30704.00 MORGAN STANLEY CAPITAL INC 2035-02-25 2.168390 Other Note 1768000.00 12748.00 MORGAN STANLEY CAPITAL INC 2035-06-25 1.418390 Other Note 500000.00 46800.00 MORGAN STANLEY CAPITAL INC 2035-12-25 0.618390 Other Note 1624000.00 35925.00 MORGAN STANLEY CAPITAL INC 2036-01-25 0.608390 Other Note 2150000.00 63855.00 MORGAN STANLEY CAPITAL INC 2036-08-25 0.548390 Other Note 900000.00 6568.00 MORGAN STANLEY CAPITAL INC 2036-11-25 0.478390 Other Note 95000.00 516.00 MORGAN STANLEY CAPITAL INC 2037-01-25 0.468390 Other Note 552000.00 1655.00 MORGAN STANLEY HOME EQUITY LOAN TRUST 2036-12-25 0.478390 Other Note 110000.00 789.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2022-08-25 0.000000 Other Note 211406.00 42304.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2034-07-25 1.868390 Other Note 680000.00 61033.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2034-07-25 2.468390 Other Note 844000.00 72045.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-10-25 0.000000 Other Note 109009.00 43223.00 MORGAN STANLEY MORTGAGE LOAN TRUST 2037-10-25 5.500000 Other Note 771000.00 49971.00 NEW CENTURY HOME EQUITY LOAN TRUST 2035-10-25 0.728390 Other Note 7000000.00 67914.00 NEW CENTURY HOME EQUITY LOAN TRUST 2036-05-25 0.558390 Other Note 235000.00 5996.00 NEW CENTURY HOME EQUITY LOAN TRUST 2036-05-25 0.578390 Other Note 1263000.00 6749.00 NEXTSTUDENT MSTR TRST I 2042-09-01 0.000000 Other Note 100000.00 1427.00 NOVASTAR HOME EQUITY LOAN 2035-10-25 1.338390 Other Note 2000000.00 6886.00 OPTION ONE MORTGAGE LOAN TRUST 2033-06-25 5.093390 Other Note 1000000.00 1273.00 OPTION ONE MORTGAGE LOAN TRUST 2037-03-25 0.578390 Other Note 650000.00 4135.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2035-11-25 0.668390 Other Note 250000.00 31333.00 RESIDENTIAL ASSET SECURITIES CORPORATION 2035-04-25 1.418390 Other Note 1500000.00 15226.00 RESIDENTIAL ASSET SECURITIES CORPORATION 2035-09-25 1.368390 Other Note 3000000.00 60210.00 RESIDENTIAL ASSET SECURITIES CORPORATION 2036-01-25 0.678390 Other Note 74677.00 16676.00 SAXON ASSET SECURITIES TRUST 2047-05-25 0.578390 Other Note 1151000.00 19438.00 SPGS SPC OF MSC 2006-SRR1-C 2046-08-25 0.000000 Other Note 10000000.00 23300.00 WACHOVIA CRE CDO 2006-1 2026-09-25 0.000000 Other Note 480000.00 55162.00 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CTFS 2036-12-25 0.428390 Other Note 859036.00 55827.00 First Tier Security N/A N/A 2011-11-03 2011-12-04 Y MORGAN STANLEY & CO. LLC N/A N/A N N 2000000.00 2000000.00 0.0132 Y 1999388.00 1999388.00 Municipal Electricity Authority, GA Municipal Electricity Authority, GA 0.500000% 62621ANF9 Other Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N Y Wells Fargo Bank, N.A. N/A N/A N 750000.00 750000.00 0.0050 N 749595.00 749595.00 Municipal Electricity Authority, GA Municipal Electricity Authority, GA 0.500000% 62621LY48 Other Commercial Paper N First Tier Security N/A N/A 2011-12-20 2011-12-20 N Y Wells Fargo Bank, N.A. N/A N/A N 400000.00 400000.00 0.0026 N 400324.00 400324.00 Nationwide Building Society Nationwide Building Society 0.240144% 63859MW64 Other Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 1999933.33 0.0132 N 1999940.00 1999940.00 New York City, NY Municipal Water Finance Authority New York City, NY Municipal Water Finance Authority 0.299999% 64971TWB9 Other Municipal Debt N First Tier Security N/A N/A 2011-09-15 2011-09-15 N N N 1000000.00 1000000.00 0.0066 N 999920.00 999920.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series A-1 0.270001% 649716HA8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y WestLB AG N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 New York City, NY Transitional Finance Authority New York City, NY Transitional Finance Authority Series 2F 0.190000% 64971KFG6 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-01 2011-09-01 Y Bayerische Landesbank N/A N/A N N 1085000.00 1085000.00 0.0072 N 1085000.00 1085000.00 Newport Funding Corp Newport Funding Corp 0.270061% 65184UW91 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 3000000.00 2999820.00 0.0199 N 2999880.00 2999880.00 Norinchukin Bank Norinchukin Bank 0.299999% 65602QJU2 Certificate of Deposit N First Tier Security N/A N/A 2011-10-31 2011-10-31 N N N 2000000.00 2000000.00 0.0132 N 2000101.62 2000101.62 Rabobank Nederland NV Rabobank Nederland NV 0.430059% 74977RBR4 Other Note N First Tier Security N/A N/A 2011-11-16 2012-09-14 N N N 1000000.00 1000000.00 0.0066 N 1000205.00 1000205.00 RBS Securities, Inc. RBS Securities, Inc. 0.520000% 53385430779162RBS 0000808379 Other Repurchase Agreement N ASSET BACKED SECURITIES CORP HOME EQUITY LN TRST 2033-09-15 1.332220 Other Note 6705000.00 3602616.00 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 3000000.00 3000000.00 0.0199 N 3000000.00 3000000.00 Societe Generale Societe Generale 0.485499% 49863841 0000865845 Other Note N First Tier Security N/A N/A 2011-09-09 2011-09-09 N N N 2000000.00 2000000.00 0.0132 N 2000100.00 2000100.00 Southeast Alabama Gas District Southeast Alabama Gas District Series A 1.749999% 841316AB8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-01 2011-09-01 Y Societe Generale N/A N/A N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 Tasman Funding, Inc. Tasman Funding, Inc. 0.300072% 87651CWK4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-19 2011-09-19 N N N 2000000.00 1999700.00 0.0132 N 1999780.00 1999780.00 U.S. Treasury Note U.S. Treasury Note 0.750000% 912828MM9 Treasury Debt N First Tier Security N/A N/A 2011-11-30 2011-11-30 N N N 100000.00 100109.21 0.0007 N 100175.80 100175.80 UBS AG UBS AG 0.305751% 90267AL53 Other Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 N N N 2000000.00 2000000.00 0.0132 N 1999816.00 1999816.00 UBS Securities LLC UBS Securities LLC 0.299999% 52122843779162UBS 0000865845 Other Repurchase Agreement N CFLD-I INC 2037-07-01 0.000000 Other Note 127978.00 50000.00 CIE FINANCEMENT FONCIER 2014-03-07 2.250000 Other Note 49073.00 49999.00 COMMONWEALTH BANK AUST 2015-03-19 3.500000 Other Note 47391.00 50000.00 DEVELOPERS DIVERSIFIED R 2017-04-01 7.500000 Other Note 43672.00 50000.00 EASTMAN KODAK CO 2019-03-15 10.625000 Other Note 55005.00 49999.00 FAIRPOINT COMMUNICATIONS 2018-04-02 13.125000 Other Note 804020.00 50000.00 HCA INC 2019-04-15 8.500000 Other Note 45316.00 50000.00 INMARSAT FINANCE PLC 2017-12-01 7.375000 Other Note 47804.00 50000.00 KINROSS GOLD CORP 2041-09-01 6.875000 Other Note 2777.00 2861.00 LANDRY'S RESTAURANTS INC 2014-12-15 7.500000 Other Note 2500.00 2537.00 LEHMAN BROTHERS HOLDINGS 2023-03-06 6.500000 Other Note 25000.00 6477.00 LEHMAN BROTHERS HOLDINGS 2027-06-18 6.600000 Other Note 207569.00 50000.00 MACQUARIE GROUP LTD 2014-08-01 7.300000 Other Note 44882.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2037-08-25 0.000000 Other Note 217207.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2038-03-25 6.500000 Other Note 340694.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2039-06-01 3.686000 Other Note 218621.00 50000.00 NATIONAL MENTOR HOLDINGS 2018-02-15 12.500000 Other Note 53160.00 50000.00 NEBRASKA BOOK CO 2011-12-01 10.000000 Other Note 51843.00 50000.00 NEXTEL COMMUNICATIONS 2014-03-15 5.950000 Other Note 50128.00 49999.00 RYERSON HOLDING CORP 2015-02-01 0.000000 Other Note 100000.00 50000.00 SPRINGLEAF FINANCE CORP 2011-12-15 0.497000 Other Note 51192.00 50000.00 UBS AG STAMFORD CT 2013-08-12 2.250000 Other Note 49533.00 49999.00 UBS AG STAMFORD CT 2020-08-04 4.875000 Other Note 49647.00 49999.00 UBS FINANCE (DELW 2011-12-22 0.000000 Other Commercial Paper 50052.00 49999.00 WASHINGTON MUTUAL BK NV 2013-05-20 5.950000 Other Note 1154998.00 22168.00 First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 1000000.00 1000000.00 0.0066 N 1000167.90 1000167.90 UBS Securities LLC UBS Securities LLC 0.380000% 521230587791621UB 0000865845 Other Repurchase Agreement N AGFC CAPITAL TRUST I 2067-01-15 6.000000 Other Note 85082.00 50000.00 ALLIANCE ONE INTL INC 2016-07-15 10.000000 Other Note 55231.00 49999.00 ANADARKO PETROLEUM CORP 2016-09-15 5.950000 Other Note 43743.00 49999.00 ATP OIL & GAS CORPORATIO 2015-05-01 11.875000 Other Note 54970.00 50000.00 BRUNSWICK CORP 2013-08-15 11.750000 Other Note 42275.00 50000.00 D.R. HORTON INC 2015-02-15 5.250000 Other Note 50513.00 49999.00 DRUMMOND CO INC 2014-10-15 9.000000 Other Note 47326.00 50000.00 FAIRPOINT COMMUNICATIONS 2018-04-02 13.125000 Other Note 804020.00 50000.00 LEHMAN BROTHERS HOLDINGS 2027-06-18 6.600000 Other Note 207569.00 50000.00 LEVEL 3 FINANCING INC 2015-02-15 4.201830 Other Note 58694.00 50000.00 MGIC INVESTMENT CORP 2015-11-01 5.375000 Other Note 71641.00 49999.00 MIRANT AMERICAS GENR LLC 2031-05-01 9.125000 Other Note 52608.00 50000.00 NATIONAL COLLEGIATE MASTER STUDENT LOAN TRUST 2042-11-01 0.000000 Other Note 121993.00 50000.00 NATIONAL COLLEGIATE MASTER STUDENT LOAN TRUST 2042-11-01 0.000000 Other Note 116974.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2025-12-26 0.000000 Other Note 150522.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2025-12-26 6.500000 Other Note 125306.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2038-03-25 6.500000 Other Note 218859.00 50000.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2038-03-25 6.500000 Other Note 218859.00 50000.00 NORTEK INC 2018-12-01 10.000000 Other Note 52356.00 50000.00 NORTEL NETWORKS LIMITED 2016-07-15 10.750000 Other Note 44494.00 50000.00 RADIO ONE INC 2016-05-24 15.000000 Other Note 8.00 8.00 REGIONS FINANCIAL CORP 2015-06-15 5.750000 Other Note 52239.00 50000.00 SYNOVUS FINANCIAL CORP 2017-06-15 5.125000 Other Note 58766.00 49999.00 First Tier Security N/A N/A 2011-09-07 2011-09-07 N N N 1000000.00 1000000.00 0.0066 N 1000247.90 1000247.90 University of Alabama University of Alabama Series B 0.330000% 914029X24 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y University of Alabama System N/A N/A N N 2000000.00 2000000.00 0.0132 N 2000000.00 2000000.00 University of California University of California Series Z1 0.139999% 91412GEX9 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y REGENTS OF THE UNIVERSITY OF CAL N/A N/A N N 1000000.00 1000000.00 0.0066 N 1000000.00 1000000.00 University of California University of California 0.267249% 91412GFA8 Other Note N First Tier Security N/A N/A 2011-09-28 2012-07-01 N N N 200000.00 200000.00 0.0013 N 199990.00 199990.00 University of California University of California 0.479999% 91412GFB6 Other Note N First Tier Security N/A N/A 2012-07-01 2012-07-01 N N N 300000.00 300000.00 0.0020 N 299976.00 299976.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.450039% 92512MW62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-09-06 2011-09-06 N N N 2000000.00 1999875.00 0.0132 N 1999940.00 1999940.00 Washington State Housing Finance Commission Washington State Housing Finance Commission Series A 0.279998% 93978PFK8 Variable Rate Demand Note N First Tier Security N/A N/A 2011-09-07 2011-09-07 Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 795000.00 795000.00 0.0053 N 795000.00 795000.00 Wells Fargo Securities LLC Joint Account III 0.070000% 53387270779162WEL 0000072971 Government Agency Repurchase Agreement N FANNIE MAE 2026-03-01 3.500000 Government Agency Debt 182952.40 189353.51 FANNIE MAE 2026-08-01 3.500000 Government Agency Debt 172587.81 180108.29 FANNIE MAE 2039-02-01 4.500000 Government Agency Debt 251031.67 179730.20 FANNIE MAE 2039-05-01 5.000000 Government Agency Debt 198753.87 207958.86 FANNIE MAE 2041-04-01 4.000000 Government Agency Debt 175238.15 178932.22 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 207074.92 217792.08 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 186597.55 196235.82 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 97296.23 102287.72 FREDDIE MAC 2021-06-01 4.000000 Government Agency Debt 193419.74 201475.40 FREDDIE MAC 2039-11-01 4.000000 Government Agency Debt 212919.25 194197.92 FREDDIE MAC 2039-11-01 4.000000 Government Agency Debt 195924.72 179201.87 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt 153026.40 160357.99 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-05-15 4.000000 Government Agency Debt 185488.01 195943.67 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-06-15 3.500000 Government Agency Debt 204389.29 214975.22 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-08-15 4.000000 Government Agency Debt 177998.27 189806.38 First Tier Security N/A N/A 2011-09-01 2011-09-01 N N N 2707142.86 2707142.86 0.0179 N 2707142.86 2707142.86 Westpac Banking Corp. Westpac Banking Corp. 0.285748% 91621CBS9 Other Note N First Tier Security N/A N/A 2011-10-07 2012-09-06 N N N 1000000.00 1000000.00 0.0066 N 999779.00 999779.00 Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.344440% 96122JAU3 Other Note N First Tier Security N/A N/A 2011-11-04 2011-11-04 N N N 1000000.00 1000000.00 0.0066 N 999720.00 999720.00 Westpac Securities NZ Ltd. Westpac Securities NZ Ltd. 0.320220% 96122JAX7 Other Note N First Tier Security N/A N/A 2011-09-19 2011-10-18 N N N 1000000.00 1000000.00 0.0066 N 999840.00 999840.00