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Joint Account III 0.070000% 54032042779162DEU 0001074042 Government Agency Repurchase Agreement N FANNIE MAE 2035-05-01 6.500000 Government Agency Debt 1325441.55 835991.94 FANNIE MAE 2038-04-01 5.000000 Government Agency Debt 1548768.73 772624.67 First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 1577075.10 1577075.10 0.0104 N 1577075.10 1577075.10 Federal Farm Credit Bank Federal Farm Credit Bank 0.197780% 31331JWU3 Government Agency Debt N First Tier Security N/A N/A 2011-10-27 2012-01-27 N N N 1000000.00 999877.03 0.0066 N 1000116.00 1000116.00 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 200084.40 200084.40 Federal Home Loan Bank Federal Home Loan Bank 0.200001% 313370FU7 Government Agency Debt N First Tier Security N/A N/A 2011-10-26 2012-01-26 N N N 1000000.00 999902.35 0.0066 N 1000119.00 1000119.00 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 999892.99 0.0066 N 999942.00 999942.00 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 999880.30 0.0066 N 999949.00 999949.00 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 999999.56 0.0066 N 1000011.00 1000011.00 Federal Home Loan Bank Federal Home Loan Bank 0.165999% 313374PX2 Government Agency Debt N First Tier Security N/A N/A 2011-10-08 2013-07-08 N N N 1000000.00 999103.55 0.0066 N 998577.00 998577.00 Federal Home Loan Bank Federal Home Loan Bank 0.168998% 313374T26 Government Agency Debt N First Tier Security N/A N/A 2011-10-15 2013-07-15 N N N 1000000.00 999093.87 0.0066 N 998539.00 998539.00 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 1000626.00 1000626.00 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 0.0133 N 2001244.00 2001244.00 Federal Home Loan Bank Federal Home Loan Bank 0.239999% 313375RM1 Government Agency Debt N First Tier Security N/A N/A 2012-09-28 2012-09-28 N N N 1000000.00 999961.77 0.0066 N 999512.00 999512.00 Federal Home Loan Mortgage Corp. 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LLC 0.004500% 41068LX43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-04 2011-10-04 N N N 2000000.00 1999925.00 0.0132 N 1999960.00 1999960.00 Indiana Finance Authority Indiana Finance Authority Series K 0.169998% 45471AEF5 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-01 2011-10-01 Y JPMorgan Chase Bank, N.A. N/A N/A Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N 960000.00 960000.00 0.0064 N 960000.00 960000.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.270720% 48125LAA0 Other Note N First Tier Security N/A N/A 2011-10-21 2012-10-19 N N N 3000000.00 3000000.00 0.0199 N 2999616.00 2999616.00 JPMorgan Chase Bank NA JPMorgan Chase Bank NA 0.279748% 48125LEB4 Other Note N First Tier Security N/A N/A 2011-10-18 2012-10-17 N N N 1000000.00 1000000.00 0.0066 N 999833.00 999833.00 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 0.0133 N 1999774.00 1999774.00 LMA Americas LLC LMA Americas LLC 0.007000% 50202UX33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 2000000.00 1999922.22 0.0132 N 1999960.00 1999960.00 Massachusetts Health & Educational Facilities Authority Massachusetts Health & Educational Facilities Authority Series P1 0.120001% 57586EHT1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 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 0.129998% 576051BY1 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 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 0.007001% 5766P1X30 Asset Backed Commercial Paper N First Tier Security N/A N/A 2011-10-03 2011-10-03 N N N 1000000.00 999961.11 0.0066 N 999990.00 999990.00 Missouri State Health & Educational Facilities Authority Missouri State Health & Educational Facilities Authority Series A 0.190000% 60635R3F2 Variable Rate Demand Note N First Tier Security N/A N/A 2011-10-07 2011-10-07 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 Morgan Stanley & Co. LLC Morgan Stanley & Co. LLC 1.257220% 51049236779162MOR 0001359291 Other Repurchase Agreement N AAMES MORTGAGE INVESTMENT TRUST 2035-10-25 2.034559 Other Note 5000000.00 3030.00 ACCREDITED MORTGAGE LOAN TRUST 2035-09-25 0.714559 Other Note 75000.00 9702.00 ACCREDITED MORTGAGE LOAN TRUST 2037-02-25 0.584559 Other Note 1255000.00 6212.00 AEGIS ASSET BACKED SECURITIES TRUST 2035-03-25 3.084560 Other Note 1000000.00 100.00 AMERIQUEST MORTGAGE SECURITIES INC. 2034-07-25 3.909559 Other Note 2500000.00 46037.00 ASSET BACKED FUNDING CERTIFICATES 2035-06-25 5.358340 Other Note 993500.00 34718.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 0.884560 Other Note 55000.00 5880.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 0.984559 Other Note 50000.00 4521.00 BAYVIEW COMMERCIAL ASSET TRUST 2037-07-25 1.234560 Other Note 60000.00 4241.00 B-CORP MERGER SUB INC 2019-06-01 8.250000 Other Note 2814.00 2623.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2037-04-25 0.684559 Other Note 200000.00 13200.00 BLACKROCK CAPITAL FINANCE L.P. 2035-12-25 1.237576 Other Note 3582226.00 65287.00 CARRINGTON MORTGAGE LOAN TRUST 2035-09-25 1.634560 Other Note 3714000.00 70362.00 CENGAGE LEARNING HOLDCO 2015-07-15 13.750000 Other Note 76678.00 45903.00 CITIGROUP MORTGAGE LOAN TRUST INC 2036-12-25 0.504560 Other Note 5700000.00 49094.00 CITIGROUP MORTGAGE LOAN TRUST INC 2037-05-25 0.914560 Other Note 490000.00 4793.00 CITIGROUP MORTGAGE LOAN TRUST INC 2037-07-25 2.734560 Other Note 2062303.00 71719.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-10-25 0.574559 Other Note 200000.00 6277.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-02-25 5.540160 Other Note 2750000.00 24877.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-11-25 0.634560 Other Note 3000000.00 34305.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2037-11-25 0.694559 Other Note 2000000.00 56825.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2037-11-25 0.834559 Other Note 2000000.00 31480.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2047-06-25 2.584560 Other Note 1500000.00 18270.00 EQUITY ONE ABS INC 2034-10-25 2.984560 Other Note 1000000.00 55192.00 FBR SECURITIZATION TRUST 2035-10-25 0.954559 Other Note 1000000.00 13108.00 FBR SECURITIZATION TRUST 2035-11-25 2.234560 Other Note 1500000.00 3377.00 FIELDSTONE MORTGAGE INVESTMENT CORP. 2036-02-25 1.434560 Other Note 3000000.00 300.00 FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2034-03-25 2.709560 Other Note 1000000.00 16250.00 FREMONT HOME LOAN TRUST 2035-01-25 0.914560 Other Note 100000.00 24277.00 FREMONT HOME LOAN TRUST 2035-03-25 1.959560 Other Note 3600000.00 57906.00 G-FORCE LLC 2036-08-22 5.911493 Other Note 3000000.00 29889.00 GREENPOINT MORTGAGE FUNDING TRUST 2030-07-25 0.724559 Other Note 7750000.00 56265.00 GSAA HOME EQUITY TRUST 2035-10-25 0.704559 Other Note 6548000.00 71576.00 GSAA HOME EQUITY TRUST 2035-10-25 0.734559 Other Note 4365000.00 23676.00 INDYMAC RESIDENTIAL ASSET BACKED TRUST 2037-07-25 0.544560 Other Note 445000.00 2158.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP 2043-01-12 5.525165 Other 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