0000278001-14-000043.txt : 20140829 0000278001-14-000043.hdr.sgml : 20140829 20140708103951 ACCESSION NUMBER: 0000278001-14-000043 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140708 DATE AS OF CHANGE: 20140708 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIDELITY PHILLIPS STREET TRUST CENTRAL INDEX KEY: 0000278001 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1130 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02890 FILM NUMBER: 14964427 BUSINESS ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 BUSINESS PHONE: 617-563-7000 MAIL ADDRESS: STREET 1: 245 SUMMER STREET CITY: BOSTON STATE: MA ZIP: 02210 FORMER COMPANY: FORMER CONFORMED NAME: FIDELITY CASH RESERVES DATE OF NAME CHANGE: 19930122 0000278001 S000007149 Fidelity Cash Reserves C000019553 Fidelity Cash Reserves FDRXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2014-06-30 0000278001 S000007149 1 N N 002-63350 FIDELITY MANAGEMENT & RESEARCH COMPANY (FMR) 801-07884 FIDELITY INVESTMENTS MONEY MANAGEMENT, INC. 801-34590 FIDELITY MANAGEMENT & RESEARCH (U.K.), INC. 801-28773 FIDELITY MANAGEMENT & RESEARCH (HONG KONG) LIMITED 801-69507 FIDELITY MANAGEMENT & RESEARCH (JAPAN) INC. 801-69571 PRICEWATERHOUSECOOPERS LLP BOSTON MA None FIDELITY INVESTMENTS INSTIT. OPERATIONS CO. 0000862124 084-01839 N N N Prime 48 87 113696839185.51 1600737785.08 1095526170.35 114202050800.24 0.0025 1.0004 2014-06-30 1.0004 2014-06-30 C000019553 2500.00 114202050800.24 1.00 -1400625353.10 21401372946.97 22801998300.07 0.0001 1.0004 2014-06-30 1.0004 2014-06-30 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.18% 06366BVH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 145000000.00 145000000.00 0.0013 N 145006394.50 145006394.50 Bank of Montreal Chicago CD Program Bank of Montreal Chicago CD Program, 0.24% 06366LDW5 Certificate of Deposit First Tier Security 2014-07-17 2015-03-13 N N N 912000000.00 912000000.00 0.0080 N 912034656.00 912034656.00 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HGC4 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 579000000.00 579000000.00 0.0051 N 579016906.80 579016906.80 Bank of Nova Scotia Bank of Nova Scotia, 0.20% 06417HGN0 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 212000000.00 212000000.00 0.0019 N 212012359.60 212012359.60 Bank of Nova Scotia Bank of Nova Scotia, 0.21% 06417HJJ6 Certificate of Deposit First Tier Security 2014-07-10 2015-02-05 N N N 433000000.00 433000000.00 0.0038 N 432963195.00 432963195.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HEN2 Certificate of Deposit First Tier Security 2014-07-03 2015-02-27 N N N 433000000.00 433000000.00 0.0038 N 433222995.00 433222995.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HLC8 Certificate of Deposit First Tier Security 2014-07-15 2015-05-15 N N N 760000000.00 760000000.00 0.0067 N 759868520.00 759868520.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HDY9 Certificate of Deposit First Tier Security 2014-07-23 2015-03-20 N N N 869000000.00 869000000.00 0.0076 N 869688248.00 869688248.00 Bank of Nova Scotia Bank of Nova Scotia, 0.22% 06417HHT6 Certificate of Deposit First Tier Security 2014-07-31 2015-03-31 N N N 445000000.00 445000000.00 0.0039 N 444933695.00 444933695.00 Bank of Nova Scotia Bank of Nova Scotia, 0.27% 06417HCY0 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 600000000.00 600000000.00 0.0053 N 600142080.00 600142080.00 Bank of Nova Scotia Bank of Nova Scotia, 0.29% 06417E5W9 Certificate of Deposit First Tier Security 2014-07-11 2014-12-08 N N N 406000000.00 406000000.00 0.0036 N 406013398.00 406013398.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538G7G1 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 503000000.00 503000000.00 0.0044 N 503026759.60 503026759.60 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HBP4 Certificate of Deposit First Tier Security 2014-08-19 2014-08-19 N N N 241000000.00 241000000.00 0.0021 N 241020051.20 241020051.20 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HFP0 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 451000000.00 451000000.00 0.0039 N 451035989.80 451035989.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGC8 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 1000000000.00 1000000000.00 0.0088 N 1000086500.00 1000086500.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGD6 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 288000000.00 288000000.00 0.0025 N 288025228.80 288025228.80 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.24% 06538HGP9 Certificate of Deposit First Tier Security 2014-09-19 2014-09-19 N N N 420000000.00 420000000.00 0.0037 N 420037716.00 420037716.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HHV5 Certificate of Deposit First Tier Security 2014-11-20 2014-11-20 N N N 995000000.00 995000000.00 0.0087 N 995118206.00 995118206.00 Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 0.25% 06538HKQ2 Certificate of Deposit First Tier Security 2014-12-02 2014-12-02 N N N 1250000000.00 1250000000.00 0.0109 N 1250107250.00 1250107250.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.13% 05574RGT6 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 223000000.00 223000000.00 0.0020 N 223000066.90 223000066.90 BNP Paribas New York Branch BNP Paribas New York Branch, 0.13% 05574RGV1 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 455000000.00 455000000.00 0.0040 N 455000273.00 455000273.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.13% 05574RGX7 Certificate of Deposit First Tier Security 2014-07-03 2014-07-03 N N N 215000000.00 215000000.00 0.0019 N 215000172.00 215000172.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.26% 05574RFA8 Certificate of Deposit First Tier Security 2014-09-15 2014-09-15 N N N 860000000.00 860000000.00 0.0075 N 860054954.00 860054954.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RCQ6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 600000000.00 600000000.00 0.0053 N 600052380.00 600052380.00 BNP Paribas New York Branch BNP Paribas New York Branch, 0.27% 05574RCS2 Certificate of Deposit First Tier Security 2014-08-06 2014-08-06 N N N 575000000.00 575000000.00 0.0050 N 575053072.50 575053072.50 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.24% 13606YZK5 Certificate of Deposit First Tier Security 2014-07-16 2015-03-13 N N N 1249000000.00 1249000000.00 0.0109 N 1249064948.00 1249064948.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YPQ3 Certificate of Deposit First Tier Security 2014-07-03 2014-11-28 N N N 405000000.00 405000000.00 0.0035 N 404919000.00 404919000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.29% 13606YRX6 Certificate of Deposit First Tier Security 2014-07-07 2014-12-02 N N N 403000000.00 403000000.00 0.0035 N 403002015.00 403002015.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MHG9 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 1000000000.00 1000000000.00 0.0088 N 999982100.00 999982100.00 Credit Agricole CIB Credit Agricole CIB, 0.24% 22533MKY6 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 500000000.00 500000000.00 0.0044 N 499990950.00 499990950.00 Credit Agricole CIB Credit Agricole CIB, 0.25% 22533MDK4 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 926000000.00 926000000.00 0.0081 N 926028798.60 926028798.60 Credit Agricole CIB Credit Agricole CIB, 0.26% 22533MCR0 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 1279000000.00 1279000000.00 0.0112 N 1279012022.60 1279012022.60 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM54 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 652000000.00 652000000.00 0.0057 N 652012648.80 652012648.80 Credit Suisse AG Credit Suisse AG, 0.25% 22549TM62 Certificate of Deposit First Tier Security 2014-09-10 2014-09-10 N N N 652000000.00 652000000.00 0.0057 N 652012974.80 652012974.80 Credit Suisse AG Credit Suisse AG, 0.30% 22549TXS2 Certificate of Deposit First Tier Security 2014-07-03 2014-11-03 N N N 779000000.00 779000000.00 0.0068 N 778947807.00 778947807.00 Credit Suisse AG Credit Suisse AG, 0.31% 22549TUP1 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 233000000.00 233000000.00 0.0020 N 233031571.50 233031571.50 Deutsche Bank Deutsche Bank, 0.24% 25152XUB4 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 1000000000.00 1000000000.00 0.0088 N 1000016100.00 1000016100.00 HSBC Bank U.S.A., NA HSBC Bank U.S.A., NA, 0.21% 40428AXN2 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 196000000.00 196000000.00 0.0017 N 196018247.60 196018247.60 Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.28% 60682AMK9 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 217000000.00 217000000.00 0.0019 N 217024477.60 217024477.60 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.10% 60688LZA7 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 435000000.00 435000000.00 0.0038 N 435000000.00 435000000.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQL3 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 434000000.00 434000000.00 0.0038 N 434009244.20 434009244.20 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQM1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 434000000.00 434000000.00 0.0038 N 434011804.80 434011804.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LQR0 Certificate of Deposit First Tier Security 2014-07-15 2014-07-15 N N N 434000000.00 434000000.00 0.0038 N 434012629.40 434012629.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LSH0 Certificate of Deposit First Tier Security 2014-08-22 2014-08-22 N N N 441000000.00 441000000.00 0.0039 N 441032369.40 441032369.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LTV8 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 218000000.00 218000000.00 0.0019 N 218016197.40 218016197.40 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LWX0 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 437000000.00 437000000.00 0.0038 N 437024690.50 437024690.50 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXA9 Certificate of Deposit First Tier Security 2014-10-14 2014-10-14 N N N 436000000.00 436000000.00 0.0038 N 436025636.80 436025636.80 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 60688LXP6 Certificate of Deposit First Tier Security 2014-10-21 2014-10-21 N N N 436000000.00 436000000.00 0.0038 N 436027337.20 436027337.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.13% 63873E6B2 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 1000000000.00 1000000000.00 0.0088 N 1000000300.00 1000000300.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E2M2 Certificate of Deposit First Tier Security 2014-07-01 2014-07-01 N N N 1162000000.00 1162000000.00 0.0102 N 1162003602.20 1162003602.20 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E2U4 Certificate of Deposit First Tier Security 2014-07-02 2014-07-02 N N N 400000000.00 400000000.00 0.0035 N 400002440.00 400002440.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E3U3 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 785000000.00 785000000.00 0.0069 N 785020881.00 785020881.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.23% 63873E4A6 Certificate of Deposit First Tier Security 2014-08-04 2014-08-04 N N N 628000000.00 628000000.00 0.0055 N 628018274.80 628018274.80 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873E6L0 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 1130000000.00 1130000000.00 0.0099 N 1130000000.00 1130000000.00 Natexis Banques Populaires New York Branch Natexis Banques Populaires New York Branch, 0.24% 63873E5Z0 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 600000000.00 600000000.00 0.0053 N 600000000.00 600000000.00 National Bank of Canada National Bank of Canada, 0.31% 63307UEA5 Certificate of Deposit First Tier Security 2014-07-10 2014-09-08 N N N 201000000.00 201000000.00 0.0018 N 201004221.00 201004221.00 National Bank of Canada National Bank of Canada, 0.31% 63307UDX6 Certificate of Deposit First Tier Security 2014-07-22 2014-09-19 N N N 1610000000.00 1610000000.00 0.0141 N 1610120750.00 1610120750.00 National Bank of Canada National Bank of Canada, 0.34% 63307UBK6 Certificate of Deposit First Tier Security 2014-07-21 2014-12-17 N N N 1201000000.00 1200850311.01 0.0105 N 1201097281.00 1201097281.00 Nordea Bank Finland PLC Nordea Bank Finland PLC, 0.20% 65558EQ84 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 813000000.00 813000000.00 0.0071 N 813123169.50 813123169.50 Royal Bank of Canada Royal Bank of Canada, 0.22% 78009NRN8 Certificate of Deposit First Tier Security 2014-07-28 2015-06-26 N N N 530000000.00 530000000.00 0.0046 N 529947530.00 529947530.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRB4 Certificate of Deposit First Tier Security 2014-07-09 2015-04-09 N N N 435000000.00 435000000.00 0.0038 N 434966505.00 434966505.00 Royal Bank of Canada Royal Bank of Canada, 0.23% 78009NRC2 Certificate of Deposit First Tier Security 2014-07-15 2015-04-15 N N N 65000000.00 65000000.00 0.0006 N 64994865.00 64994865.00 Skandinaviska Enskilda Banken Skandinaviska Enskilda Banken, 0.24% 83051HXG6 Certificate of Deposit First Tier Security 2014-08-01 2014-08-01 N N N 909000000.00 909000000.00 0.0080 N 909084718.80 909084718.80 Societe Generale Societe Generale, 0.25% 83368NWJ6 Certificate of Deposit First Tier Security 2014-07-31 2014-07-31 Y SOCIETE GENERALE NY N/A N/A N N 1500000000.00 1500000000.00 0.0131 N 1499955000.00 1499955000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.22% 86562JAE7 Certificate of Deposit First Tier Security 2014-07-21 2014-09-19 N N N 206000000.00 206000000.00 0.0018 N 206004532.00 206004532.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UWZ1 Certificate of Deposit First Tier Security 2014-07-07 2014-07-07 N N N 18000000.00 18000000.00 0.0002 N 18000208.80 18000208.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UXF4 Certificate of Deposit First Tier Security 2014-07-10 2014-07-10 N N N 390000000.00 390000000.00 0.0034 N 390006474.00 390006474.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UXU1 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 446000000.00 446000000.00 0.0039 N 446010391.80 446010391.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UZX3 Certificate of Deposit First Tier Security 2014-07-22 2014-07-22 N N N 404000000.00 404000000.00 0.0035 N 404014786.40 404014786.40 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UA77 Certificate of Deposit First Tier Security 2014-07-25 2014-07-25 N N N 427000000.00 427000000.00 0.0037 N 427017763.20 427017763.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562US78 Certificate of Deposit First Tier Security 2014-08-26 2014-08-26 N N N 200000000.00 200000000.00 0.0018 N 200015800.00 200015800.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UU83 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 484000000.00 484000000.00 0.0042 N 484040268.80 484040268.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW65 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 213000000.00 213000000.00 0.0019 N 213003748.80 213003748.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UW81 Certificate of Deposit First Tier Security 2014-09-03 2014-09-03 N N N 412000000.00 412000000.00 0.0036 N 412007374.80 412007374.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562UX56 Certificate of Deposit First Tier Security 2014-09-05 2014-09-05 N N N 475000000.00 475000000.00 0.0042 N 475008740.00 475008740.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U2Z4 Certificate of Deposit First Tier Security 2014-09-16 2014-09-16 N N N 424000000.00 424000000.00 0.0037 N 424009116.00 424009116.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562U5Y4 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 288000000.00 288000000.00 0.0025 N 288007228.80 288007228.80 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.24% 86562YAS3 Certificate of Deposit First Tier Security 2014-10-10 2014-10-10 N N N 448000000.00 448000000.00 0.0039 N 447999955.20 447999955.20 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.31% 86562JAD9 Certificate of Deposit First Tier Security 2014-07-15 2014-12-15 N N N 890000000.00 890000000.00 0.0078 N 890050730.00 890050730.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.24% 86563KPE7 Certificate of Deposit First Tier Security 2014-10-24 2014-10-24 N N N 434000000.00 434000000.00 0.0038 N 434000000.00 434000000.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.25% 86563KMF7 Certificate of Deposit First Tier Security 2014-09-17 2014-09-17 N N N 760000000.00 760000000.00 0.0067 N 760033212.00 760033212.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKF9 Certificate of Deposit First Tier Security 2014-07-11 2014-07-11 N N N 436000000.00 436000000.00 0.0038 N 436010638.40 436010638.40 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKG7 Certificate of Deposit First Tier Security 2014-07-14 2014-07-14 N N N 436000000.00 436000000.00 0.0038 N 436013516.00 436013516.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KKQ5 Certificate of Deposit First Tier Security 2014-07-23 2014-07-23 N N N 648000000.00 648000000.00 0.0057 N 648033048.00 648033048.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLS0 Certificate of Deposit First Tier Security 2014-08-27 2014-08-27 N N N 490000000.00 490000000.00 0.0043 N 490051205.00 490051205.00 Sumitomo Mitsui Trust Banking Ltd. Sumitomo Mitsui Trust Banking Ltd., 0.26% 86563KLV3 Certificate of Deposit First Tier Security 2014-09-08 2014-09-08 N N N 801000000.00 801000000.00 0.0070 N 801038768.40 801038768.40 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958C6C3 Certificate of Deposit First Tier Security 2014-09-22 2014-09-22 N N N 498000000.00 498005735.37 0.0044 N 498063744.00 498063744.00 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958C6M1 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 965000000.00 965011514.38 0.0085 N 965127959.00 965127959.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.21% 89112UDF5 Certificate of Deposit First Tier Security 2014-07-16 2015-05-18 N N N 393000000.00 393000000.00 0.0034 N 392931225.00 392931225.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.22% 89112UGM7 Certificate of Deposit First Tier Security 2014-07-07 2015-06-08 N N N 391000000.00 391000000.00 0.0034 N 390927274.00 390927274.00 Toronto-Dominion Bank Toronto-Dominion Bank, 0.24% 89112UCG4 Certificate of Deposit First Tier Security 2015-02-10 2015-02-10 N N N 257000000.00 257000000.00 0.0023 N 257064070.10 257064070.10 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TUX0 Certificate of Deposit First Tier Security 2014-09-11 2014-09-11 N N N 431000000.00 431000000.00 0.0038 N 431091587.50 431091587.50 Toronto-Dominion Bank Toronto-Dominion Bank, 0.25% 89112TYZ1 Certificate of Deposit First Tier Security 2014-10-09 2014-10-09 N N N 685000000.00 685000000.00 0.0060 N 685172483.00 685172483.00 UBS AG UBS AG, 0.25% 90267RWK1 Certificate of Deposit First Tier Security 2014-07-07 2014-10-03 N N N 1193000000.00 1193000000.00 0.0104 N 1192940350.00 1192940350.00 UBS AG UBS AG, 0.26% 90267RYB9 Certificate of Deposit First Tier Security 2014-07-23 2014-12-23 N N N 702000000.00 702000000.00 0.0061 N 701934012.00 701934012.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA59 Certificate of Deposit First Tier Security 2014-08-28 2014-08-28 N N N 299000000.00 299000000.00 0.0026 N 299048976.20 299048976.20 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DA67 Certificate of Deposit First Tier Security 2014-08-29 2014-08-29 N N N 360000000.00 360000000.00 0.0032 N 360059976.00 360059976.00 Branch Banking & Trust Co. Branch Banking & Trust Co., 0.22% 10513DC81 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 305000000.00 305000000.00 0.0027 N 305058926.00 305058926.00 Citibank NA Citibank NA, 0.21% 17304URS1 Certificate of Deposit First Tier Security 2014-08-05 2014-08-05 N N N 277000000.00 277000000.00 0.0024 N 277033212.30 277033212.30 Citibank NA Citibank NA, 0.21% 17304URU6 Certificate of Deposit First Tier Security 2014-08-07 2014-08-07 N N N 276000000.00 276000000.00 0.0024 N 276034941.60 276034941.60 Citibank NA Citibank NA, 0.21% 17304URZ5 Certificate of Deposit First Tier Security 2014-08-11 2014-08-11 N N N 551000000.00 551000000.00 0.0048 N 551077084.90 551077084.90 Citibank NA Citibank NA, 0.21% 17304USG6 Certificate of Deposit First Tier Security 2014-08-12 2014-08-12 N N N 1164000000.00 1164000000.00 0.0102 N 1164166801.20 1164166801.20 Citibank NA Citibank NA, 0.21% 17304UUZ1 Certificate of Deposit First Tier Security 2014-09-23 2014-09-23 N N N 422000000.00 422000000.00 0.0037 N 422079673.60 422079673.60 Citibank NA Citibank NA, 0.21% 17304UTU4 Certificate of Deposit First Tier Security 2014-09-25 2014-09-25 N N N 231000000.00 231000000.00 0.0020 N 231044629.20 231044629.20 Citibank NA Citibank NA, 0.21% 17304UTX8 Certificate of Deposit First Tier Security 2014-09-29 2014-09-29 N N N 218000000.00 218000000.00 0.0019 N 218044057.80 218044057.80 Citibank NA Citibank NA, 0.21% 17304UUP3 Certificate of Deposit First Tier Security 2014-10-03 2014-10-03 N N N 714000000.00 714000000.00 0.0063 N 714094105.20 714094105.20 Citibank NA Citibank NA, 0.21% 17304UWG1 Certificate of Deposit First Tier Security 2014-10-28 2014-10-28 N N N 835000000.00 835000000.00 0.0073 N 835137942.00 835137942.00 Citibank NA Citibank NA, 0.21% 17304UWK2 Certificate of Deposit First Tier Security 2014-10-30 2014-10-30 N N N 554000000.00 554000000.00 0.0049 N 554093792.20 554093792.20 RBS Citizens NA RBS Citizens NA, 0.30% 17411TAF0 Certificate of Deposit Second Tier Security 2014-07-28 2014-07-28 N N N 576000000.00 576000000.00 0.0050 N 576107539.20 576107539.20 State Street Bank & Trust Co., Boston State Street Bank & Trust Co., Boston, 0.22% 8574P1DC7 Certificate of Deposit First Tier Security 2014-11-24 2014-11-24 N N N 300000000.00 300000000.00 0.0026 N 300024480.00 300024480.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3S5 Certificate of Deposit First Tier Security 2014-07-03 2015-03-09 N N N 288000000.00 288000000.00 0.0025 N 287960544.00 287960544.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3Z9 Certificate of Deposit First Tier Security 2014-07-07 2015-03-16 N N N 308000000.00 308000000.00 0.0027 N 307956572.00 307956572.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2Q0 Certificate of Deposit First Tier Security 2014-07-09 2015-02-09 N N N 500000000.00 500000000.00 0.0044 N 499936000.00 499936000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2P2 Certificate of Deposit First Tier Security 2014-07-09 2015-02-06 N N N 54000000.00 54000000.00 0.0005 N 53993628.00 53993628.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2R8 Certificate of Deposit First Tier Security 2014-07-14 2015-02-10 N N N 54000000.00 54000000.00 0.0005 N 54009720.00 54009720.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E2S6 Certificate of Deposit First Tier Security 2014-07-14 2015-02-12 N N N 500000000.00 500000000.00 0.0044 N 500091000.00 500091000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 9497P66D5 Certificate of Deposit First Tier Security 2014-07-17 2014-12-12 N N N 250000000.00 250000000.00 0.0022 N 249978750.00 249978750.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3B2 Certificate of Deposit First Tier Security 2014-07-21 2015-02-20 N N N 278000000.00 278000000.00 0.0024 N 277964972.00 277964972.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3P1 Certificate of Deposit First Tier Security 2014-07-28 2015-03-04 N N N 320000000.00 320000000.00 0.0028 N 319957120.00 319957120.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.20% 94988E3J5 Certificate of Deposit First Tier Security 2014-07-28 2015-03-02 N N N 813000000.00 813000000.00 0.0071 N 812891871.00 812891871.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P65W4 Certificate of Deposit First Tier Security 2014-09-11 2014-09-11 N N N 500000000.00 500000000.00 0.0044 N 500081000.00 500081000.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 9497P65X2 Certificate of Deposit First Tier Security 2014-09-12 2014-09-12 N N N 500000000.00 500000000.00 0.0044 N 500082100.00 500082100.00 Wells Fargo Bank NA Wells Fargo Bank NA, 0.21% 94988E2J6 Certificate of Deposit First Tier Security 2014-11-04 2014-11-04 N N N 255000000.00 255000000.00 0.0022 N 255008925.00 255008925.00 Credit Agricole SA Credit Agricole SA, 0.25% 22999KQB1 0001191672 Certificate of Deposit First Tier Security 2014-09-02 2014-09-02 N N N 500000000.00 500000000.00 0.0044 N 499999950.00 499999950.00 Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.25% 01L99G7X3 Certificate of Deposit First Tier Security 2014-07-29 2014-07-29 N N N 499000000.00 498903032.78 0.0044 N 498927645.00 498927645.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.20% XS1062134454 0000833029 Certificate of Deposit First Tier Security 2014-07-24 2014-10-24 N N N 1970000000.00 1970000000.00 0.0173 N 1969877860.00 1969877860.00 National Australia Bank Ltd. National Australia Bank Ltd., 0.21% XS1075907730 0000833029 Certificate of Deposit First Tier Security 2014-07-07 2015-01-05 N N N 1000000000.00 1000000000.00 0.0088 N 999899000.00 999899000.00 Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 0.25% 06741GYR0 Financial Company Commercial Paper First Tier Security 2014-09-26 2014-09-26 N N N 70000000.00 69957708.32 0.0006 N 69976102.00 69976102.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NG26 Financial Company Commercial Paper Second Tier Security 2014-07-02 2014-07-02 N N N 50000000.00 49999625.00 0.0004 N 49999445.00 49999445.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NGE0 Financial Company Commercial Paper Second Tier Security 2014-07-14 2014-07-14 N N N 50000000.00 49995125.00 0.0004 N 49995935.00 49995935.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NGE0 Financial Company Commercial Paper Second Tier Security 2014-07-14 2014-07-14 N N N 32000000.00 31996880.00 0.0003 N 31997398.40 31997398.40 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NGR1 Financial Company Commercial Paper Second Tier Security 2014-07-25 2014-07-25 N N N 30000000.00 29994600.00 0.0003 N 29995332.00 29995332.00 BAT International Finance PLC BAT International Finance PLC, 0.27% 05531NH82 Financial Company Commercial Paper Second Tier Security 2014-08-08 2014-08-08 N N N 36500000.00 36489597.50 0.0003 N 36490429.70 36490429.70 BNP Paribas Finance, Inc. BNP Paribas Finance, Inc., 0.13% 0556N1G72 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N N 840000000.00 839981800.06 0.0074 N 839983704.00 839983704.00 Commonwealth Bank of Australia Commonwealth Bank of Australia, 0.22% 20272AJC1 Financial Company Commercial Paper First Tier Security 2014-07-23 2015-02-23 N N N 150000000.00 150000000.00 0.0013 N 149994750.00 149994750.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.22% 46640CAM4 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-11-07 N N N 950000000.00 950000000.00 0.0083 N 949934450.00 949934450.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.23% 46590ELR7 Financial Company Commercial Paper First Tier Security 2014-11-25 2014-11-25 N N N 500000000.00 499530416.60 0.0044 N 499590250.00 499590250.00 JPMorgan Securities LLC JPMorgan Securities LLC, 0.27% 46640QJ36 Financial Company Commercial Paper First Tier Security 2014-09-03 2014-09-03 N N N 462000000.00 461778240.00 0.0040 N 461850127.20 461850127.20 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1G31 Financial Company Commercial Paper First Tier Security 2014-07-03 2014-07-03 N N N 797000000.00 796993358.28 0.0070 N 796990037.50 796990037.50 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.15% 5148X1G72 Financial Company Commercial Paper First Tier Security 2014-07-07 2014-07-07 N N N 807000000.00 806979824.84 0.0071 N 806979825.00 806979825.00 Landesbank Baden-Wurttemberg Landesbank Baden-Wurttemberg, 0.20% 5148X1GJ6 Financial Company Commercial Paper First Tier Security 2014-07-18 2014-07-18 N N N 810000000.00 809923499.87 0.0071 N 809933175.00 809933175.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHB7 Financial Company Commercial Paper First Tier Security 2014-08-11 2014-08-11 N N N 100000000.00 99973236.12 0.0009 N 99987870.00 99987870.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHC5 Financial Company Commercial Paper First Tier Security 2014-08-12 2014-08-12 N N N 425000000.00 424883479.20 0.0037 N 424946365.00 424946365.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHE1 Financial Company Commercial Paper First Tier Security 2014-08-14 2014-08-14 N N N 212000000.00 211939108.89 0.0019 N 211970850.00 211970850.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHF8 Financial Company Commercial Paper First Tier Security 2014-08-15 2014-08-15 N N N 212000000.00 211937725.00 0.0019 N 211969938.40 211969938.40 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHJ0 Financial Company Commercial Paper First Tier Security 2014-08-18 2014-08-18 N N N 271000000.00 270915086.65 0.0024 N 270957588.50 270957588.50 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB, 0.24% 83050UHK7 Financial Company Commercial Paper First Tier Security 2014-08-19 2014-08-19 N N N 135000000.00 134956818.74 0.0012 N 134978062.50 134978062.50 Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.22% 86958GJN6 Financial Company Commercial Paper First Tier Security 2014-09-22 2014-09-22 N N N 151000000.00 150923409.42 0.0013 N 150941517.70 150941517.70 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACD9 Financial Company Commercial Paper First Tier Security 2014-07-17 2014-09-15 N N N 300000000.00 300000000.00 0.0026 N 300000900.00 300000900.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.20% 89233ACE7 Financial Company Commercial Paper First Tier Security 2014-07-17 2014-09-16 N N N 245000000.00 245000000.00 0.0021 N 245000735.00 245000735.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1GA4 Other Commercial Paper Second Tier Security 2014-07-10 2014-07-10 N N N 48000000.00 47997000.01 0.0004 N 47997278.40 47997278.40 Dominion Resources, Inc. Dominion Resources, Inc., 0.25% 2574P1GV8 Other Commercial Paper Second Tier Security 2014-07-29 2014-07-29 N N N 34000000.00 33993388.89 0.0003 N 33993727.00 33993727.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.26% 42823KG22 Other Commercial Paper Second Tier Security 2014-07-02 2014-07-02 N N N 20000000.00 19999855.56 0.0002 N 19999900.00 19999900.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.27% 42823KG22 Other Commercial Paper Second Tier Security 2014-07-02 2014-07-02 N N N 10000000.00 9999925.00 0.0001 N 9999950.00 9999950.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.27% 42823KG30 Other Commercial Paper Second Tier Security 2014-07-03 2014-07-03 N N N 2000000.00 1999970.00 0.0000 N 1999985.00 1999985.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.28% 42823KGU0 Other Commercial Paper Second Tier Security 2014-07-28 2014-07-28 N N N 60000000.00 59987400.00 0.0005 N 59995800.00 59995800.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.28% 42823KGU0 Other Commercial Paper Second Tier Security 2014-07-28 2014-07-28 N N N 40000000.00 39991600.00 0.0004 N 39997200.00 39997200.00 Hewlett-Packard Co. Hewlett-Packard Co., 0.28% 42823KGU0 Other Commercial Paper Second Tier Security 2014-07-28 2014-07-28 N N N 80000000.00 79983200.00 0.0007 N 79994400.00 79994400.00 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.24% 63946EGB4 Other Commercial Paper Second Tier Security 2014-07-11 2014-07-11 N N N 58000000.00 57996133.32 0.0005 N 57996369.20 57996369.20 NBCUniversal Enterprise, Inc. NBCUniversal Enterprise, Inc., 0.25% 63946EGR9 Other Commercial Paper Second Tier Security 2014-07-25 2014-07-25 N N N 83000000.00 82986166.70 0.0007 N 82987085.20 82987085.20 Northeast Utilities Northeast Utilities, 0.23% 66439UG17 Other Commercial Paper Second Tier Security 2014-07-01 2014-07-01 N N N 30000000.00 30000000.00 0.0003 N 29999832.00 29999832.00 Northeast Utilities Northeast Utilities, 0.23% 66439UG33 Other Commercial Paper Second Tier Security 2014-07-03 2014-07-03 N N N 60000000.00 59999233.33 0.0005 N 59998998.00 59998998.00 Northeast Utilities Northeast Utilities, 0.23% 66439UGB5 Other Commercial Paper Second Tier Security 2014-07-11 2014-07-11 N N N 100000000.00 99993611.14 0.0009 N 99993740.00 99993740.00 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.23% 88159CG27 Other Commercial Paper Second Tier Security 2014-07-02 2014-07-02 N N N 39600000.00 39599747.00 0.0003 N 39599560.44 39599560.44 Tesco Treasury Services PLC Tesco Treasury Services PLC, 0.29% 88159CGV3 Other Commercial Paper Second Tier Security 2014-07-29 2014-07-29 N N N 40000000.00 39990977.77 0.0004 N 39992620.00 39992620.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BLH0 Other Commercial Paper First Tier Security 2014-11-17 2014-11-17 N N N 28000000.00 27978377.78 0.0002 N 27983992.40 27983992.40 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BLJ6 Other Commercial Paper First Tier Security 2014-11-18 2014-11-18 N N N 30000000.00 29976666.66 0.0003 N 29982729.00 29982729.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BM97 Other Commercial Paper First Tier Security 2014-12-09 2014-12-09 N N N 25000000.00 24977638.88 0.0002 N 24982675.00 24982675.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BM97 Other Commercial Paper First Tier Security 2014-12-09 2014-12-09 N N N 15000000.00 14986583.33 0.0001 N 14989605.00 14989605.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BM97 Other Commercial Paper First Tier Security 2014-12-09 2014-12-09 N N N 65000000.00 64941861.12 0.0006 N 64954955.00 64954955.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BM97 Other Commercial Paper First Tier Security 2014-12-09 2014-12-09 N N N 74000000.00 73933811.09 0.0006 N 73948718.00 73948718.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BMH9 Other Commercial Paper First Tier Security 2014-12-17 2014-12-17 N N N 125000000.00 124882638.93 0.0011 N 124907325.00 124907325.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNU9 Other Commercial Paper First Tier Security 2015-01-28 2015-01-28 N N N 50000000.00 49941388.87 0.0004 N 49946705.00 49946705.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNU9 Other Commercial Paper First Tier Security 2015-01-28 2015-01-28 N N N 40000000.00 39953111.12 0.0003 N 39957364.00 39957364.00 The Coca-Cola Co. The Coca-Cola Co., 0.20% 19121BNW5 Other Commercial Paper First Tier Security 2015-01-30 2015-01-30 N N N 50000000.00 49940833.34 0.0004 N 49946205.00 49946205.00 Verizon Communications, Inc. Verizon Communications, Inc., 0.35% 92344PUX2 Other Commercial Paper Second Tier Security 2014-07-30 2014-07-30 Y VERIZON COMMUNICATIONS INC N/A N/A N N 577500000.00 577500000.00 0.0051 N 577433587.50 577433587.50 Virginia Electric & Power Co. Virginia Electric & Power Co., 0.25% 92780KGX0 Other Commercial Paper Second Tier Security 2014-07-31 2014-07-31 N N N 27300000.00 27294312.49 0.0002 N 27295274.37 27295274.37 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796DQ9 Treasury Debt First Tier Security 2014-08-14 2014-08-14 N N N 2475000000.00 2474667250.11 0.0217 N 2474933175.00 2474933175.00 U.S. Treasury Bills U.S. Treasury Bills, 0.11% 912796EJ4 Treasury Debt First Tier Security 2015-06-25 2015-06-25 N N N 1000000000.00 998903056.54 0.0087 N 998953000.00 998953000.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% to 0.17% 912828DC1 Treasury Debt First Tier Security 2014-11-15 2014-11-15 N N N 1043000000.00 1059099637.44 0.0093 N 1059134167.00 1059134167.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828LZ1 Treasury Debt First Tier Security 2014-11-30 2014-11-30 N N N 830000000.00 837057588.28 0.0073 N 837035910.00 837035910.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.16% 912828LK4 Treasury Debt First Tier Security 2014-08-31 2014-08-31 N N N 362000000.00 363338943.55 0.0032 N 363371618.00 363371618.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% to 0.17% 912828RG7 Treasury Debt First Tier Security 2014-09-15 2014-09-15 N N N 631000000.00 631119694.68 0.0055 N 631222112.00 631222112.00 U.S. Treasury Notes U.S. Treasury Notes, 0.14% 912828LQ1 Treasury Debt First Tier Security 2014-09-30 2014-09-30 N N N 439000000.00 441435574.43 0.0039 N 441503617.00 441503617.00 U.S. Treasury Notes U.S. Treasury Notes, 0.15% 912828NL0 Treasury Debt First Tier Security 2015-06-30 2015-06-30 N N N 400000000.00 406865901.76 0.0036 N 406859200.00 406859200.00 U.S. Treasury Notes U.S. Treasury Notes, 0.16% 912828LS7 Treasury Debt First Tier Security 2014-10-31 2014-10-31 N N N 950000000.00 957010160.75 0.0084 N 957199100.00 957199100.00 U.S. Treasury Notes U.S. Treasury Notes, 0.08% 912828CP3 Treasury Debt First Tier Security 2014-07-15 2014-07-15 N N N 368465080.00 369358343.25 0.0032 N 369328761.96 369328761.96 Federal Home Loan Bank Federal Home Loan Bank, 0.08% 313385B96 Government Agency Debt First Tier Security 2014-08-15 2014-08-15 N N N 949330000.00 949241000.31 0.0083 N 949293925.46 949293925.46 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A1LD8 Government Agency Debt First Tier Security 2014-07-07 2015-10-07 N N N 250000000.00 249951287.85 0.0022 N 249967000.00 249967000.00 Federal Home Loan Bank Federal Home Loan Bank, 0.13% 3130A2CJ3 Government Agency Debt First Tier Security 2014-09-09 2016-06-09 N N N 250000000.00 249937278.70 0.0022 N 249915750.00 249915750.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A0FL9 Government Agency Debt First Tier Security 2015-01-09 2015-01-09 N N N 250000000.00 250000000.00 0.0022 N 250064500.00 250064500.00 Federal Home Loan Bank Federal Home Loan Bank, 0.20% 3130A2G75 Government Agency Debt First Tier Security 2015-07-17 2015-07-17 N N N 250000000.00 250000000.00 0.0022 N 249902000.00 249902000.00 Dominion Resources, Inc. Dominion Resources, Inc., 0.35% 25746UBV0 Other Note Second Tier Security 2014-07-21 2014-08-13 Y DOMINION RESOURCE INC VA NEW N/A N/A N N 327000000.00 327000000.00 0.0029 N 326947680.00 326947680.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JDE5 Other Note First Tier Security 2014-07-15 2014-12-15 N N N 208000000.00 208000000.00 0.0018 N 208002080.00 208002080.00 Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.28% 86959JCX4 Other Note First Tier Security 2014-07-28 2014-12-26 N N N 816000000.00 816000000.00 0.0071 N 815975520.00 815975520.00 LP Pinewood SPV LLC Taxable LP Pinewood SPV LLC Taxable, 0.15% LOC Wells Fargo Bank NA VRDN 50212RAA7 Variable Rate Demand Note First Tier Security 2014-07-07 2014-07-07 Y WELLS FARGO BK NATL ASSN N/A N/A Y WELLS FARGO BK NATL ASSN N/A N/A N 181000000.00 181000000.00 0.0016 N 181000000.00 181000000.00 Port Arthur Navigation District Envir. Facilities Rev. Port Arthur Navigation District Envir. Facilities Rev., 0.19% (Motiva Enterprises LLC Proj.) Series 2010 B VRDN 735220AU9 Variable Rate Demand Note Second Tier Security 2014-07-01 2014-07-01 Y MOTIVA ENTERPRISES LLC N/A N/A N N 28400000.00 28400000.00 0.0002 N 28400000.00 28400000.00 Texas Gen. Oblig. Texas Gen. Oblig., 2.00% TRAN Series 2013 882723CX5 Other Municipal Debt First Tier Security 2014-08-28 2014-08-28 N N N 46100000.00 46231902.50 0.0004 N 46240144.00 46240144.00 Credit Agricole CIB Credit Agricole CIB, 0.09% 44T99HQT1 Other Instrument Time Deposits First Tier Security 2014-07-01 2014-07-01 N N N 608652000.00 608652000.00 0.0053 N 608652000.00 608652000.00 ING Bank NV ING Bank NV, 0.11% 48X99QCU9 0001017255 Other Instrument Time Deposits First Tier Security 2014-07-01 2014-07-01 N N N 508000000.00 508000000.00 0.0044 N 508000000.00 508000000.00 Bank of America NA In a joint trading account with Bank of America NA at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_04197 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-11-25 2038-12-15 2.51 - 5.5 Government Agency Debt 337049384.00 270370278.91 FEDERAL NATIONAL MORTGAGE ASSOC 2038-11-25 2041-07-25 5 - 6 Government Agency Debt 318276811.10 91425642.79 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-01-16 2040-04-16 0.342 - 5.25 Government Agency Debt 345976761.00 150352272.02 Unrated Security 2014-07-01 2014-07-01 N N N 497229599.00 497229598.59 0.0044 N 497229598.59 497229598.59 BNP Paribas Securities Corp. In a joint trading account with BNP Paribas Securities Corp. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_07629 Government Agency Repurchase Agreement Y US TREASURY 2016-07-15 2022-02-15 0 - 2.125 Treasury Debt 48589341.38 48587651.17 FEDERAL HOME LOAN BANK 2014-12-19 2015-05-08 0 - 0.125 Government Agency Debt 24994819.76 24985867.93 FEDERAL HOME LOAN MORTGAGE CORP 2018-12-25 2044-06-01 1 - 7.302 Government Agency Debt 31400767.57 31830597.66 FEDERAL NATIONAL MORTGAGE ASSOC 2016-03-15 2044-05-01 0 - 5.5 Government Agency Debt 44395718.31 34591399.31 GOVERNMENT NATIONAL MORTAGE ASSOC 2017-09-20 2044-06-20 0.875 - 6 Government Agency Debt 1159080779.55 172353827.60 TENNESEE VALLEY AUTHORITY 2042-12-15 2042-12-15 3.5 - 3.5 Government Agency Debt 2184.70 2005.70 GINNIE MAE 2041-04-20 2041-04-20 3 - 3 Government Agency Debt 82269.89 80227.73 Unrated Security 2014-07-01 2014-07-01 N N N 305857936.00 305857935.93 0.0027 N 305857935.93 305857935.93 BNY Mellon Capital Markets LLC In a joint trading account with BNY Mellon Capital Markets LLC at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08066 Government Agency Repurchase Agreement Y US TREASURY 2014-07-15 2042-02-15 0 - 4.125 Treasury Debt 223613.02 211889.71 FEDERAL FARM CREDIT 2014-08-28 2027-12-06 0.166 - 6.125 Government Agency Debt 1676325.97 1730762.22 FEDERAL HOME LOAN BANK 2014-07-02 2020-05-06 0 - 5.625 Government Agency Debt 63124588.32 63459427.13 FEDERAL HOME LOAN MORTGAGE CORP 2014-07-15 2044-07-01 0 - 7 Government Agency Debt 75263901.51 70334720.52 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-14 2044-07-01 0.162 - 7.5 Government Agency Debt 108946316.73 74901585.65 GOVERNMENT NATIONAL MORTAGE ASSOC 2015-11-20 2044-06-20 2.5 - 10 Government Agency Debt 74330033.89 61130076.94 TENNESEE VALLEY AUTHORITY 2033-07-15 2033-07-15 4.7 - 4.7 Government Agency Debt 331112.26 376697.04 Unrated Security 2014-07-01 2014-07-01 N N N 266573430.00 266573430.39 0.0023 N 266573430.39 266573430.39 Credit Agricole CIB New York Branch In a joint trading account with Credit Agricole CIB New York Branch at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_04361 Government Agency Repurchase Agreement Y US TREASURY 2021-06-30 2021-06-30 2.125 - 2.125 Treasury Debt 713514.05 713179.41 FEDERAL HOME LOAN MORTGAGE CORP 2029-07-01 2044-07-01 2.54 - 4.5 Government Agency Debt 2749730.76 2771893.28 FEDERAL NATIONAL MORTGAGE ASSOC 2019-09-01 2044-07-01 2.157 - 5 Government Agency Debt 14412655.25 11682512.14 GOVERNMENT NATIONAL MORTAGE ASSOC 2062-10-20 2062-10-20 4.472 - 4.472 Government Agency Debt 266587.96 288100.90 Unrated Security 2014-07-01 2014-07-01 N N N 15152595.00 15152594.99 0.0001 N 15152594.99 15152594.99 Deutsche Bank Securities, Inc. In a joint trading account with Deutsche Bank Securities, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_06399 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2028-06-15 2044-03-15 2 - 7 Government Agency Debt 37832861.07 31792530.44 Unrated Security 2014-07-01 2014-07-01 N N N 30866397.00 30866397.20 0.0003 N 30866397.20 30866397.20 HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_39304 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2028-01-01 2048-08-01 2.5 - 5.5 Government Agency Debt 77449649.55 49459685.82 Unrated Security 2014-07-01 2014-07-01 N N N 48489707.00 48489706.99 0.0004 N 48489706.99 48489706.99 J.P. Morgan Securities, Inc. In a joint trading account with J.P. Morgan Securities, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_55502 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2016-12-01 2048-01-01 1.324 - 5.71 Government Agency Debt 204911271.60 73557535.32 Unrated Security 2014-07-01 2014-07-01 N N N 72115128.00 72115128.01 0.0006 N 72115128.01 72115128.01 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R7J3 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2026-03-01 2044-04-01 2.198 - 5.191 Government Agency Debt 225345808.00 58919343.12 FEDERAL NATIONAL MORTGAGE ASSOC 2025-12-01 2044-04-01 1.324 - 5.4 Government Agency Debt 892378762.00 234866769.09 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 288000000.00 288000000.00 0.0025 N 288000000.00 288000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R6Y1 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2034-11-01 2043-06-01 1.993 - 5.543 Government Agency Debt 373212987.00 124598838.50 FEDERAL NATIONAL MORTGAGE ASSOC 2020-03-01 2044-02-01 1.324 - 5.922 Government Agency Debt 759365163.00 217134382.47 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 335000000.00 335000000.00 0.0029 N 335000000.00 335000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.10% 45G99R6Q8 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2022-12-01 2044-04-01 2.054 - 5.919 Government Agency Debt 660447613.00 122543806.43 FEDERAL NATIONAL MORTGAGE ASSOC 2016-06-01 2044-04-01 1.324 - 6.014 Government Agency Debt 1361592097.00 195210465.18 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2044-06-20 3.5 - 4 Government Agency Debt 63645910.00 66837000.62 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) INC (GOV REPO) N/A N/A N N 377000000.00 377000000.00 0.0033 N 377000000.00 377000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.15% 48Q99A7N4 0000812291 Government Agency Repurchase Agreement Y US TREASURY 2014-07-17 2018-07-31 0 - 3.25 Treasury Debt 106356300.00 112274711.23 FEDERAL AGRICULTURE MORTGAGE CORP 2015-01-06 2024-06-12 0 - 3.35 Government Agency Debt 40978000.00 40974252.10 FEDERAL FARM CREDIT 2014-09-22 2014-10-20 3 - 5.5 Government Agency Debt 780000.00 792454.35 FEDERAL HOME LOAN BANK 2014-09-12 2014-10-17 0 - 5.25 Government Agency Debt 10650000.00 10649805.20 FEDERAL HOME LOAN MORTGAGE CORP 2014-09-12 2042-09-01 0 - 6 Government Agency Debt 106284549.00 67044577.98 FINANCE CORPORATION 2014-10-06 2015-05-30 N/A Government Agency Debt 176000.00 175505.96 FEDERAL NATIONAL MORTGAGE ASSOC 2014-10-01 2028-08-01 0 - 9.5 Government Agency Debt 133757814.00 111104472.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-04-16 2043-03-20 3.5 - 4 Government Agency Debt 27101471.00 20217996.15 RESOLUTION FUNDING CORP 2016-07-15 2016-07-15 N/A Government Agency Debt 80000.00 78932.80 First Tier Security 2014-07-07 2014-07-07 Y MIZUHO SECS USA INC (GOV REPO) N/A N/A N N 356000000.00 356000000.00 0.0031 N 356000000.00 356000000.00 Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08126 Government Agency Repurchase Agreement Y US TREASURY 2014-07-24 2043-11-15 0 - 7.875 Treasury Debt 152308895.72 152394710.33 FEDERAL NATIONAL MORTGAGE ASSOC 2044-06-01 2044-06-01 4 - 4 Government Agency Debt 130590.68 138856.19 GOVERNMENT NATIONAL MORTAGE ASSOC 2037-11-20 2060-12-20 1.75 - 6.797 Government Agency Debt 158323170.00 133737033.12 Unrated Security 2014-07-01 2014-07-01 N N N 280603611.00 280603610.94 0.0025 N 280603610.94 280603610.94 Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 0.08% 48J99DXX5 0000068136 Government Agency Repurchase Agreement Y FEDERAL NATIONAL MORTGAGE ASSOC 2024-06-01 2044-06-01 2.5 - 6 Government Agency Debt 1175446068.00 748681664.27 First Tier Security 2014-07-07 2014-07-07 N N N 734000000.00 734000000.00 0.0064 N 734000000.00 734000000.00 Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.11%, dated 6/30/2014 due 07/01/2014 48X99JYG2_08395 Government Agency Repurchase Agreement Y FEDERAL HOME LOAN MORTGAGE CORP 2023-09-15 2044-06-01 2.5 - 5.5 Government Agency Debt 38569735.46 37901663.48 FINANCE CORPORATION 2014-10-05 2019-04-05 0 - 0 Government Agency Debt 476184.33 456708.87 FEDERAL NATIONAL MORTGAGE ASSOC 2014-07-05 2044-07-01 0 - 4.5 Government Agency Debt 388217138.53 378355295.28 GOVERNMENT NATIONAL MORTAGE ASSOC 2040-07-15 2044-03-20 2 - 5 Government Agency Debt 29635771.63 26952400.99 Unrated Security 2014-07-01 2014-07-01 N N N 434935597.00 434935596.96 0.0038 N 434935596.96 434935596.96 Federal Reserve Bank of New York Federal Reserve Bank of New York, 0.05% 48X99KDE7 0001457970 Treasury Repurchase Agreement Y US TREASURY 2040-11-15 2040-11-15 4.25 - 4.25 Treasury Debt 3799372000.00 4488006275.31 First Tier Security 2014-07-01 2014-07-01 N N N 4488000000.00 4488000000.00 0.0393 N 4488000000.00 4488000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.25% 48S991HK7 0001197610 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2018-02-25 2022-09-25 0.901 - 1.75 Government Agency Debt 859261097.00 54738543.98 ALEXANDRIA REAL ESTATE EQUITIES INC 2022-04-01 2022-04-01 4.6 - 4.6 Other Instrument CORPORATE 12000000.00 12811826.66 AMERICAN EXPRESS CR CORP MEDIUM TERM NTS BOOK EN 2017-03-24 2017-03-24 2.375 - 2.375 Other Instrument CORPORATE 513243.00 533676.91 ANADARKO PETE CO FORMERLY ANADARKO PRODTN CO TO 2040-03-15 2040-03-15 6.2 - 6.2 Other Instrument CORPORATE 120000.00 152948.80 AXIS BK LTD DUBAI BRH MEDIUM TERM BK NTS BOOK EN 2017-09-05 2017-09-05 5.125 - 5.125 Other Instrument CORPORATE 10000000.00 10839715.28 BPCE MEDIUM TERM SUB NTS BOOK ENTRY 144A 2024-07-21 2024-07-21 N/A Other Instrument CORPORATE 200000.00 216255.17 BANK AMER CORP 2016-08-01 2023-01-11 3.3 - 6.5 Other Instrument CORPORATE 301820.00 342054.26 BOSTON PPTYS LTD PARTNERSHIP 2024-02-01 2024-02-01 3.8 - 3.8 Other Instrument CORPORATE 12465000.00 12795918.04 CITIGROUP INC 2043-09-13 2043-09-13 6.675 - 6.675 Other Instrument CORPORATE 5961.00 7528.56 DAIMLER FIN NORTH AMER LLC 2021-09-15 2021-09-15 3.88 - 3.88 Other Instrument CORPORATE 12000000.00 12913224.99 DIRECTV HLDGS LLC / DIRECTV FING INC 2040-08-15 2040-08-15 6 - 6 Other Instrument CORPORATE 110476.00 129237.03 EXPRESS SCRIPTS HLDG CO 2016-11-15 2016-11-15 3.5 - 3.5 Other Instrument CORPORATE 341479.00 362249.46 FIDELITY NATL INFORMATION SVCS INC 2024-06-05 2024-06-05 3.875 - 3.875 Other Instrument CORPORATE 12865000.00 12936352.51 FREEPORT-MCMORAN COPPER & GOLD INC FORMERLY FREE 2022-03-01 2022-03-01 3.55 - 3.55 Other Instrument CORPORATE 110644.00 110750.74 JEFFERIES GROUP INC NEW 2043-01-20 2043-01-20 6.5 - 6.5 Other Instrument CORPORATE 24399.00 27527.41 KIMBERLY CLARK CORP 2019-05-22 2019-05-22 1.9 - 1.9 Other Instrument CORPORATE 3143801.00 3145799.06 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2017-08-28 2017-08-28 6.4 - 6.4 Other Instrument CORPORATE 25000.00 29091.22 NORTH AMERN DEV BK 2018-10-10 2018-10-10 2.3 - 2.3 Other Instrument OTHER NOTE 3500000.00 3568218.89 PETROBAS INTL FIN CO 2018-03-01 2018-03-01 5.875 - 5.875 Other Instrument CORPORATE 6293.00 7010.97 PETROBRAS GLOBAL FIN B V 2016-05-20 2023-05-20 1.848 - 4.375 Other Instrument CORPORATE 107000.00 107121.25 PETROLEOS MEXICANOS 2041-06-02 2041-06-02 6.5 - 6.5 Other Instrument CORPORATE 61821.00 72179.45 PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2037-12-01 2037-12-01 6.625 - 6.625 Other Instrument CORPORATE 10000000.00 12878168.06 SOCIETE GENERALE MEDIUM TERM NTS BOOK ENTRY 144A 2018-10-01 2018-10-01 2.625 - 2.625 Other Instrument CORPORATE 5025000.00 5153939.41 THERMO FISHER SCIENTIFIC INC FORMERLY THERMO EL 2016-03-01 2016-08-15 2.25 - 3.2 Other Instrument CORPORATE 116689.00 122123.19 U S WEST COMMUNICATIONS INC 2026-11-10 2026-11-10 7.2 - 7.2 Other Instrument CORPORATE 474757.00 484252.14 WAL MART STORES INC 2044-04-22 2044-04-22 4.3 - 4.3 Other Instrument CORPORATE 956701.00 963658.34 WEATHERFORD INTL LTD BERMUDA 2040-09-15 2040-09-15 6.75 - 6.75 Other Instrument CORPORATE 37027.00 46007.07 ZIONS BANCORPORATION 2017-03-27 2017-03-27 4.5 - 4.5 Other Instrument CORPORATE 125000.00 134816.87 ZOETIS INC 2023-02-01 2043-02-01 0 - 3.25 Other Instrument CORPORATE 8000.00 8186.76 SOCIETE GENERALE A 2016-04-20 2016-04-20 5.75 - 5.75 Other Instrument CORPORATE 25000.00 27109.76 COMISION FEDERAL DE ELECTRIC 2021-05-26 2021-05-26 4.875 - 4.875 Other Instrument CORPORATE 174208.00 186072.29 First Tier Security 2014-07-07 2014-07-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 140000000.00 140000000.00 0.0012 N 140000000.00 140000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp., 0.44% 48S991FR4 0001197610 Other Repurchase Agreement N ADT CORP 2023-06-15 2023-06-15 4.125 - 4.125 Other Instrument CORPORATE 3000000.00 2791406.25 ADVANCED MICRO DEVICES INC 2024-07-01 2024-07-01 N/A Other Instrument CORPORATE 296600.00 303339.41 BPCE S A MEDIUM TERM NTS BOOK ENTRY 3/A2 2017-02-10 2017-02-10 1.625 - 1.625 Other Instrument CORPORATE 250000.00 253434.79 CREDIT AGRICOLE S A MEDIUM TERM SR BK NTS BOOK E 2019-04-15 2019-04-15 2.5 - 2.5 Other Instrument CORPORATE 400000.00 406055.33 EDP FIN B V AMSTERDAM 2018-02-02 2018-02-02 6 - 6 Other Instrument CORPORATE 2400000.00 2700400.00 EMBARQ CORP 2036-06-01 2036-06-01 7.995 - 7.995 Other Instrument CORPORATE 11112605.00 12295435.30 FRONTIER COMMUNICATIONS CORP 2024-04-15 2024-04-15 7.625 - 7.625 Other Instrument CORPORATE 544989.00 594520.55 GENERAL MTRS CO 2043-10-02 2043-10-02 6.25 - 6.25 Other Instrument CORPORATE 902040.00 1037596.57 JAGUAR LD ROVER AUTOMOTIVE PLC 2018-12-15 2018-12-15 4.125 - 4.125 Other Instrument CORPORATE 1277093.00 1318904.49 MIDSTATES PETE CO INC & MIDSTATES PETE CO LLC 2021-06-01 2021-06-01 9.25 - 9.25 Other Instrument CORPORATE 25048.00 27676.82 SANDRIDGE ENERGY INC 2022-10-15 2022-10-15 8.125 - 8.125 Other Instrument CORPORATE 1087275.00 1214406.89 SCHAEFFLER FIN B V 2021-05-15 2021-05-15 N/A Other Instrument CORPORATE 2868000.00 2887159.83 SOPHIA L P / SOPHIA FIN INC 2019-01-15 2019-01-15 9.75 - 9.75 Other Instrument CORPORATE 500000.00 573593.75 SUNGARD DATA SYS INC MERGED INTO SOLAR CAP CORP 2018-11-15 2018-11-15 7.375 - 7.375 Other Instrument CORPORATE 526306.00 560104.71 TELEMOVIL FIN CO LTD 2017-10-01 2017-10-01 8 - 8 Other Instrument CORPORATE 1501291.00 1606047.75 THOMPSON CREEK METALS CO INC 2019-05-01 2019-05-01 12.5 - 12.5 Other Instrument CORPORATE 590000.00 675836.81 VTR FIN B V 2024-01-15 2024-01-15 6.875 - 6.875 Other Instrument CORPORATE 900000.00 993718.50 First Tier Security 2014-07-07 2014-07-07 Y BNP PARIBAS SEC (NON GOV REPO) N/A N/A N N 28000000.00 28000000.00 0.0002 N 28000000.00 28000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.18% 48R99G8G4 0000315030 Other Repurchase Agreement N AMERICAN EXPRESS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 46502.00 4414434.86 GOODYEAR T & RUBBER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 191196.00 5305689.00 First Tier Security 2014-07-01 2014-07-01 N N N 9000000.00 9000000.00 0.0001 N 9000000.00 9000000.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.81% 48R99G3G9 0000315030 Other Repurchase Agreement N APOLLO INVT CORP 2016-01-15 2016-01-15 5.75 - 5.75 Other Instrument EQUITY 7000.00 7586.98 ARES CAP CORP 2016-02-01 2018-01-15 0 - 5.75 Other Instrument EQUITY 3608300.00 3884145.75 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2018-03-15 3.25 - 3.75 Other Instrument EQUITY 42421000.00 62742628.53 CLEARWIRE COMMUNICATIONS LLC / CLEARWIRE FIN INC 2040-12-01 2040-12-01 8.25 - 8.25 Other Instrument EQUITY 2382000.00 2790860.37 COMPUCREDIT CORP 2025-05-30 2025-05-30 3.625 - 3.625 Other Instrument EQUITY 145000.00 73379.11 GSV CAP CORP 2018-09-15 2018-09-15 N/A Other Instrument EQUITY 2835900.00 2852752.34 GEVO INC 2022-07-01 2022-07-01 7.5 - 7.5 Other Instrument EQUITY 3150000.00 2168906.24 HUTCHINSON TECHNOLOGY INC 2026-01-15 2026-01-15 8.5 - 8.5 Other Instrument EQUITY 250000.00 249739.58 ISTAR FINL INC 2016-11-15 2016-11-15 1.5 - 1.5 Other Instrument EQUITY 1950000.00 2096259.75 JAMES RIV COAL CO 2018-03-15 2018-03-15 3.125 - 3.125 Other Instrument EQUITY 3410000.00 136400.00 JINKOSOLAR HLDG CO LTD 2016-05-15 2016-05-15 4 - 4 Other Instrument EQUITY 999000.00 1098280.62 LEVEL 3 COMMUNICATIONS INC 2015-03-15 2015-03-15 7 - 7 Other Instrument EQUITY 290000.00 488953.53 LIBERTY MEDIA CORP ACQUIRED BY TELE COMMUNICATIO 2029-11-15 2030-02-15 3.75 - 4 Other Instrument EQUITY 71463000.00 46696336.49 PALO ALTO NETWORKS INC 2019-07-01 2019-07-01 N/A Other Instrument EQUITY 464500.00 472921.39 PENNYMAC CORP 2020-05-01 2020-05-01 N/A Other Instrument EQUITY 48278800.00 48281649.77 POWERWAVE TECHNOLOGIES INC 2027-10-01 2041-07-15 2.75 - 3.875 Other Instrument EQUITY 5467000.00 54752.88 PROSPECT CAP CORP FORMERLY PROSPECT ENERGY CORP 2017-10-15 2017-10-15 5.375 - 5.375 Other Instrument EQUITY 36000.00 37978.13 PROTALIX BIOTHERAPEUTICS INC 2018-09-15 2018-09-15 4.5 - 4.5 Other Instrument EQUITY 2697400.00 2606376.24 RAYONIER TRS HLDGS INC 2015-08-15 2015-08-15 4.5 - 4.5 Other Instrument EQUITY 350000.00 536376.75 TOWER GROUP INC 2014-09-15 2014-09-15 5 - 5 Other Instrument EQUITY 97000.00 93564.58 VIRGIN MEDIA INC 2016-11-15 2016-11-15 6.5 - 6.5 Other Instrument EQUITY 1801000.00 5334787.12 First Tier Security 2014-07-15 2014-07-15 N N N 169000000.00 169000000.00 0.0015 Y 169006760.00 169006760.00 Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.98% 48R99G6S0 0000315030 Other Repurchase Agreement N 101-500 2017-01-25 2052-10-18 0 - 7.02 Other Instrument MORTGAGE 6402760156.00 301664509.27 First Tier Security 2014-10-03 2014-10-03 Y CITIGROUP GLB MKT INC(NON GOV) N/A N/A N N 279000000.00 279000000.00 0.0024 Y 279108810.00 279108810.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.15% 48X99FLY5 0000318336 Other Repurchase Agreement N 51-100 2014-06-30 2014-06-30 N/A Other Instrument EQUITY 19834942.00 293769449.75 First Tier Security 2014-07-01 2014-07-01 N N N 272000000.00 272000000.00 0.0024 N 272000000.00 272000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.20% 48X99FKJ9 0000318336 Other Repurchase Agreement N FEDERAL NATIONAL MORTGAGE ASSOC 2022-04-25 2022-04-25 0.789 - 0.789 Government Agency Debt 349690764.00 13944491.35 GOVERNMENT NATIONAL MORTAGE ASSOC 2035-01-20 2060-05-20 0 - 5 Government Agency Debt 477714521.00 64338930.69 First Tier Security 2014-07-01 2014-07-01 N N N 76000000.00 76000000.00 0.0007 N 76000000.00 76000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.36% 48X99FMD0 0000318336 Other Repurchase Agreement N 101-500 2026-05-15 2051-02-10 0 - 36.288 Other Instrument MORTGAGE 5100756968.33 643681174.01 First Tier Security 2014-07-01 2014-07-01 N N N 596000000.00 596000000.00 0.0052 N 596000000.00 596000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.44% 48X99FKK6 0000318336 Other Repurchase Agreement N AMERIQUEST MORTGAGE SECURITIES 2035-03-25 2035-03-25 0.682 - 0.682 Other Instrument ASSET BACKED 4000000.00 3440835.00 BNC MORTGAGE LOAN TRUST 2007-1 2037-03-25 2037-03-25 0.252 - 0.252 Other Instrument ASSET BACKED 11000000.00 10110847.95 CDC MORTGAGE CAPITAL TRUST 200 2033-11-25 2033-11-25 1.202 - 1.202 Other Instrument ASSET BACKED 1322000.00 493091.18 CWABS INC. 2033-05-25 2033-05-25 1.012 - 1.012 Other Instrument ASSET BACKED 137017000.00 1268913.92 COUNTRYWIDE HOME LOAN TRUST 2035-04-25 2035-07-25 0.612 - 1.002 Other Instrument ASSET BACKED 12640000.00 10196013.80 CARRINGTON MORTGAGE LOAN TRUST 2034-05-25 2034-05-25 1.052 - 1.052 Other Instrument ASSET BACKED 3166973.00 1849248.88 COBALT CMBS COMMERCIAL MORTGAG 2048-08-15 2048-08-15 5.254 - 5.254 Other Instrument ASSET BACKED 15616000.00 16165826.54 CWHEQ REVOLVING HOME EQUITY LO 2034-02-15 2034-02-15 0.432 - 0.432 Other Instrument ASSET BACKED 35212098.00 4326081.48 DRYDEN 31 SR LN FD / DRYDEN 31 2026-04-18 2026-04-18 3.77 - 3.77 Other Instrument ASSET BACKED 3000000.00 2885058.22 EQUIFIRST MORTGAGE LOAN TRUST 2034-10-25 2034-10-25 2.027 - 2.027 Other Instrument ASSET BACKED 2000000.00 337639.03 EQUITY ONE ABS, INC. 2033-07-25 2033-07-25 4.86 - 4.86 Other Instrument ASSET BACKED 8000000.00 2116395.24 FINANCE AMERICA MORTGAGE LOAN 2034-08-25 2034-08-25 1.252 - 1.252 Other Instrument ASSET BACKED 3581000.00 365238.97 LEHMAN ABS MANUFACTURED HOUSIN 2028-03-15 2028-03-15 6.63 - 6.63 Other Instrument ASSET BACKED 32554000.00 34014485.16 ML-CFC COMMERCIAL MORTGAGE TRU 2051-03-12 2051-03-12 5.526 - 5.526 Other Instrument ASSET BACKED 9167000.00 9722583.97 RENAISSANCE HOME EQUITY LOAN T 2033-08-25 2033-08-25 0.977 - 0.977 Other Instrument ASSET BACKED 5000000.00 1296332.63 SASCO MORTGAGE TRUST SERIES 20 2034-08-25 2034-08-25 1.202 - 1.202 Other Instrument ASSET BACKED 8534000.00 3645988.71 SOUND PT CLO III LTD / SOUND 2025-07-15 2025-07-15 N/A Other Instrument ASSET BACKED 3250000.00 3158168.00 STRUCTURED ASSET INVESTMENT LO 2034-09-25 2034-09-25 1.392 - 1.392 Other Instrument ASSET BACKED 7000000.00 3002195.72 SUDBURY ML CLO LTD / SUDBURY 2026-01-17 2026-01-17 N/A Other Instrument ASSET BACKED 3000000.00 2848025.86 TUOLUMNE GROVE CLO LTD / 2026-04-25 2026-04-25 3.877 - 3.877 Other Instrument ASSET BACKED 5000000.00 5031576.16 VENTURE XVII CLO LTD / VENTURE 2026-07-15 2026-07-15 N/A Other Instrument ASSET BACKED 1075000.00 1027778.46 First Tier Security 2014-07-01 2014-07-01 N N N 109000000.00 109000000.00 0.0010 N 109000000.00 109000000.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48R9927L5 0000318336 Other Repurchase Agreement N ACE SECURITIES CORP. 2033-12-25 2033-12-25 2.402 - 2.402 Other Instrument ASSET BACKED 29570000.00 3472181.31 AMERIQUEST MORTGAGE SECURITIES 2036-03-25 2036-03-25 0.562 - 0.562 Other Instrument ASSET BACKED 33905000.00 22469245.57 BNC MORTGAGE LOAN TRUST, 2006- 2036-11-25 2036-11-25 0.462 - 0.462 Other Instrument ASSET BACKED 26500000.00 2709311.13 BNC MORTGAGE LOAN TRUST 2007-2 2037-05-25 2037-05-25 0.442 - 0.442 Other Instrument ASSET BACKED 30764000.00 2380359.53 CWABS ASSET-BACKED CERTIFICATE 2037-01-25 2037-01-25 0.402 - 0.402 Other Instrument ASSET BACKED 29596000.00 20454353.08 FIELDSTONE MORTGAGE INVESTMENT 2047-04-25 2047-04-25 0.262 - 0.262 Other Instrument ASSET BACKED 26250000.00 983100.17 FIRST FRANKLIN MORTGAGE LOAN T 2032-08-25 2032-08-25 1.652 - 1.652 Other Instrument ASSET BACKED 32307000.00 2591622.98 FIRST FRANKLIN MORTGAGE LOAN T 2036-08-25 2036-08-25 0.392 - 0.392 Other Instrument ASSET BACKED 26331000.00 18074874.26 HOME EQUITY MTG LOAN ASSET-BAC 2037-07-25 2037-07-25 0.312 - 0.312 Other Instrument ASSET BACKED 27525000.00 9112966.05 IXIS REAL ESTATE CAPITAL TRUST 2036-08-25 2036-08-25 0.412 - 0.412 Other Instrument ASSET BACKED 5185000.00 2382039.52 JPMORGAN MORTGAGE ACQUISITION 2036-07-25 2036-07-25 0.422 - 0.422 Other Instrument ASSET BACKED 28000000.00 19968971.73 MERRILL LYNCH MORTGAGE INVESTO 2037-01-25 2037-01-25 0.452 - 0.452 Other Instrument ASSET BACKED 30050000.00 18569962.37 MORGAN STANLEY ABS CAPITAL I I 2037-03-25 2037-03-25 0.492 - 0.492 Other Instrument ASSET BACKED 30000000.00 15599954.72 MORGAN STANLEY ABS CAPITAL I I 2037-07-25 2037-07-25 1.152 - 1.152 Other Instrument ASSET BACKED 31865250.00 21400095.51 NOVASTAR MORTGAGE FUNDING TRUS 2036-11-25 2036-11-25 0.322 - 0.322 Other Instrument ASSET BACKED 30050000.00 11478113.07 OPTION ONE MORTGAGE LOAN TRUST 2037-04-25 2037-04-25 0.332 - 0.332 Other Instrument ASSET BACKED 28800000.00 13208363.63 OPTION ONE MORTGAGE LOAN TRUST 2037-05-25 2037-05-25 0.322 - 0.322 Other Instrument ASSET BACKED 30000000.00 14838903.84 SOUNDVIEW HOME LOAN TRUST 2003 2035-11-25 2035-11-25 0.702 - 0.702 Other Instrument ASSET BACKED 25500000.00 15631054.04 STRUCTURED ASSET INVESTMENT LO 2035-11-25 2035-11-25 0.572 - 0.572 Other Instrument ASSET BACKED 7750000.00 5223635.08 First Tier Security 2014-08-05 2014-08-05 N N N 204000000.00 204000000.00 0.0018 Y 204016320.00 204016320.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48X99FGP0 0000318336 Other Repurchase Agreement N ARD FINANCE S A 2018-06-01 2018-06-01 11.125 - 11.125 Other Instrument CORPORATE 608.00 643.25 ACCESS GROUP, INC. 2035-12-26 2035-12-26 1.666 - 1.666 Other Instrument ASSET BACKED 17050000.00 14859479.73 AFFINION GROUP HOLDINGS, INC. 2018-09-15 2018-09-15 13.75 - 13.75 Other Instrument CORPORATE 1000000.00 986875.00 ALGOMA ACQUISITION CORP. 2015-06-15 2015-06-15 9.875 - 9.875 Other Instrument CORPORATE 275000.00 176754.34 ARDAGH PACKAGING FIN PLC / 2020-11-15 2020-11-15 7 - 7 Other Instrument CORPORATE 3895000.00 732259.97 BANC OF AMERICA COMMERCIAL MOR 2045-07-10 2045-07-10 4.933 - 5.369 Other Instrument ASSET BACKED 550000.00 563699.03 BEAR STEARNS COMMERCIAL MORTGA 2038-12-11 2038-12-11 5.171 - 5.171 Other Instrument ASSET BACKED 40000.00 17665.32 CLEAR CHANNEL COMMUNICATIONS, 2021-02-01 2021-02-01 14 - 14 Other Instrument CORPORATE 5033083.00 5500879.80 CSFB MORTGAGE-BACKED PASS-THRO 2033-12-25 2033-12-25 0.852 - 0.852 Other Instrument ASSET BACKED 925000.00 9919.29 CSCM MORTGAGE TRUST SERIES, SE 2040-02-15 2040-02-15 5.336 - 5.336 Other Instrument ASSET BACKED 200000.00 72618.53 GS MORTGAGE SECURITIES CORPORA 2038-04-10 2039-07-10 4.751 - 5.71 Other Instrument ASSET BACKED 250488.00 251317.67 JPMORGAN CHASE COMMERCIAL MORT 2042-07-15 2042-07-15 4.678 - 4.678 Other Instrument ASSET BACKED 40000.00 10126.72 KVK CLO 2014-2 LTD / KVK CLO 2026-04-15 2026-04-15 1.777 - 1.777 Other Instrument ASSET BACKED 1090000.00 1088275.07 LBI MEDIA, INC. 2019-04-15 2019-04-15 9.25 - 9.25 Other Instrument CORPORATE 5500000.00 6015396.18 LB-UBS COMMERCIAL MORTGAGE TRU 2039-09-15 2039-09-15 5.341 - 5.341 Other Instrument ASSET BACKED 64000.00 22517.03 LB-UBS COMMERCIAL MORTGAGE TRU 2030-02-15 2030-02-15 4.742 - 4.742 Other Instrument ASSET BACKED 70000.00 56583.68 LB-UBS COMMERCIAL MORTGAGE TRU 2031-02-15 2031-02-15 5.139 - 5.139 Other Instrument ASSET BACKED 145000.00 17372.81 ML-CFC COMMERCIAL MORTGAGE TRU 2049-12-12 2049-12-12 5.172 - 5.172 Other Instrument ASSET BACKED 545000.00 587983.60 MAGNUM HUNTER RESOURCES CORPOR 2020-05-15 2020-05-15 9.75 - 9.75 Other Instrument CORPORATE 1452000.00 1625302.20 MERRIL LYNCH MORTGAGE TRUST 2044-01-12 2044-01-12 5.291 - 5.291 Other Instrument ASSET BACKED 105000.00 101051.13 MOHEGAN TRIBAL GAMING AUTHORIT 2018-09-15 2018-09-15 11 - 11 Other Instrument CORPORATE 3689000.00 3835945.07 MORGAN STANLEY CAPITAL I INC. 2040-04-14 2040-04-14 4.97 - 4.97 Other Instrument ASSET BACKED 92000.00 19904.96 MORGAN STANLEY CAPITAL I TRUST 2044-07-12 2044-07-12 5.731 - 5.731 Other Instrument ASSET BACKED 235000.00 217853.08 NAVIENT STUDENT LN TR 2014-1 2039-02-25 2039-02-25 0.938 - 0.938 Other Instrument ASSET BACKED 5000000.00 5007531.64 NELNET STUDENT LOAN TRUST 2007 2026-03-25 2026-03-25 0.583 - 0.583 Other Instrument ASSET BACKED 40000000.00 39641237.26 PERSTORP HLDG AB PUBL 2017-08-15 2017-08-15 11 - 11 Other Instrument CORPORATE 4500000.00 4899375.02 POLYMER GROUP, INC. 2019-06-01 2019-06-01 6.875 - 6.875 Other Instrument CORPORATE 2175000.00 2218235.75 REYNOLDS GROUP ISSUER LLC, REY 2018-05-15 2018-05-15 8.75 - 8.75 Other Instrument CORPORATE 50000.00 52993.06 RYERSON INC / JOSEPH T RYERSON 2018-10-15 2018-10-15 11.25 - 11.25 Other Instrument CORPORATE 94000.00 108305.62 SLM STUDENT LOAN TRUST 2025-10-25 2025-10-25 0.329 - 0.329 Other Instrument ASSET BACKED 2756000.00 2742913.23 SLM STUDENT LN TR 2013-2 2026-09-25 2026-09-25 0.602 - 0.602 Other Instrument ASSET BACKED 300000.00 266730.15 SLM STUDENT LN TR 2012-2 2029-01-25 2029-01-25 0.852 - 0.852 Other Instrument ASSET BACKED 200000.00 149221.73 SLM STUDENT LOAN TRUST 2006-5 2027-01-25 2027-01-25 0.339 - 0.339 Other Instrument ASSET BACKED 3500000.00 3463598.97 TRAVELPORT LLC SENIOR DOLLAR F 2016-03-01 2016-03-01 13.875 - 13.875 Other Instrument CORPORATE 2195000.00 2335274.09 WFRBS COML MTG TR 2012-C7 2045-06-15 2045-06-15 1.738 - 1.738 Other Instrument ASSET BACKED 70000.00 6366.38 WESTERN EXPRESS INC 2015-04-15 2015-04-15 12.5 - 12.5 Other Instrument CORPORATE 1000000.00 835694.43 First Tier Security 2014-09-10 2014-09-10 N N N 93000000.00 93000000.00 0.0008 Y 93015810.00 93015810.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48X99FGL9 0000318336 Other Repurchase Agreement N ATLAS SR LN FD IV LTD / ATLAS 2026-02-17 2026-02-17 1.742 - 1.742 Other Instrument ASSET BACKED 24000000.00 24130960.46 BEAR STEARNS COMMERCIAL MORTGA 2041-09-11 2041-09-11 5.582 - 5.582 Other Instrument ASSET BACKED 175000.00 190609.15 CHASE FUNDING 2034-09-25 2034-11-25 0.732 - 0.752 Other Instrument ASSET BACKED 20560000.00 648020.64 CITIGROUP COMMERCIAL MORTGAGE 2049-10-15 2049-10-15 5.462 - 5.462 Other Instrument ASSET BACKED 70000.00 76363.41 COLLEGIATE FUNDING SERVICES ED 2026-09-28 2026-09-28 0.443 - 0.443 Other Instrument ASSET BACKED 2070000.00 1355404.29 COMMERCIAL MORTGAGE TRUST 2007 2049-12-10 2049-12-10 0.146 - 5.736 Other Instrument ASSET BACKED 438908495.00 7608349.48 FORD CR AUTO OWNER TR 2025-11-15 2025-11-15 2.26 - 2.26 Other Instrument ASSET BACKED 6000000.00 6054904.46 GS MORTGAGE SECURITIES CORPORA 2039-07-10 2039-07-10 0.879 - 0.879 Other Instrument ASSET BACKED 70333000.00 206122.31 GS MORTGAGE SECURITIES TRUST 2 2043-08-10 2043-08-10 3.679 - 3.679 Other Instrument ASSET BACKED 100000.00 64514.94 KVK CLO 2014-2 LTD / KVK CLO 2026-04-15 2026-04-15 1.777 - 1.777 Other Instrument ASSET BACKED 23910000.00 23872162.35 LB-UBS COMMERCIAL MORTGAGE TRU 2031-02-15 2031-02-15 5.217 - 5.217 Other Instrument ASSET BACKED 160000.00 170066.20 LB-UBS COMMERCIAL MORTGAGE TRU 2045-09-15 2045-09-15 6.37 - 6.37 Other Instrument ASSET BACKED 70000.00 79904.32 MADISON PK FDG XI LTD / 2025-10-23 2025-10-23 1.6 - 1.6 Other Instrument ASSET BACKED 5000000.00 4979924.86 MERRILL LYNCH MORTGAGE TRUST 2 2039-05-12 2039-05-12 5.862 - 5.862 Other Instrument ASSET BACKED 295000.00 317755.48 THE MISSOURI HIGHER EDUCATION 2026-01-26 2026-01-26 0.984 - 0.984 Other Instrument ASSET BACKED 4670000.00 2945329.99 MORGAN STANLEY CAP I TR 2044-06-15 2044-06-15 4.661 - 4.661 Other Instrument ASSET BACKED 390000.00 434419.35 MORGAN STANLEY CAPITAL I TRUST 2041-08-12 2041-08-12 5.984 - 5.984 Other Instrument ASSET BACKED 925000.00 1014841.67 NEW RESIDENTIAL ADVANCE 2047-03-15 2047-03-15 2.377 - 2.377 Other Instrument ASSET BACKED 1850000.00 1855902.46 NORTHWOODS CAP XI LTD / 2025-04-15 2025-04-15 1.834 - 1.834 Other Instrument ASSET BACKED 19200000.00 19311087.80 PARAGON MORTGAGE (NO.12) PLC 2038-11-15 2038-11-15 0.444 - 0.444 Other Instrument ASSET BACKED 4500000.00 2373334.68 First Tier Security 2014-09-12 2014-09-12 N N N 93000000.00 93000000.00 0.0008 Y 93016740.00 93016740.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48X99FLL3 0000318336 Other Repurchase Agreement N ARGENT SECURITIES, INC. SERIES 2035-10-25 2035-10-25 0.642 - 0.642 Other Instrument ASSET BACKED 29430326.00 23247754.92 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 28080000.00 29590194.83 FIRST HORIZON ALTERNATIVE MORT 2034-10-25 2034-10-25 0.312 - 0.312 Other Instrument ASSET BACKED 27222048.00 5595382.04 J.P. MORGAN MORTGAGE ACQUISITI 2035-07-25 2035-07-25 0.832 - 0.832 Other Instrument ASSET BACKED 4002230.00 3081634.96 MSCC HELOC TRUST 2007-1 2031-12-25 2031-12-25 0.252 - 0.252 Other Instrument ASSET BACKED 54962114.00 19354582.11 THE NATIONAL COLLEGIATE STUDEN 2033-01-25 2033-01-25 0.442 - 0.442 Other Instrument ASSET BACKED 42319576.00 27988110.10 NATIONSTAR HOME EQUITY LOAN TR 2037-03-25 2037-03-25 0.382 - 0.382 Other Instrument ASSET BACKED 82278383.00 65229263.12 NEW CENTURY HOME EQUITY LOAN T 2035-07-25 2035-07-25 0.792 - 0.792 Other Instrument ASSET BACKED 4409034.00 3357320.66 STRUCTURED ASSET INVESTMENT LO 2034-11-25 2035-06-25 0.602 - 0.872 Other Instrument ASSET BACKED 42417566.00 16541537.66 STRUCTURED ASSET SECURITIES CO 2036-07-25 2036-07-25 0.422 - 0.422 Other Instrument ASSET BACKED 9110277.00 6909312.48 First Tier Security 2014-09-17 2014-09-17 N N N 186000000.00 186000000.00 0.0016 Y 186035340.00 186035340.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.63% 48X99FLM1 0000318336 Other Repurchase Agreement N MORGAN STANLEY MORTGAGE LOAN T 2046-10-25 2046-10-25 0.272 - 0.272 Other Instrument ASSET BACKED 119365000.00 1793670.24 MORGAN STANLEY MORTGAGE LOAN T 2036-12-25 2036-12-25 0.242 - 0.242 Other Instrument ASSET BACKED 75190000.00 8395838.36 NEW CENTURY HOME EQUITY LOAN T 2036-05-25 2036-05-25 0.332 - 0.332 Other Instrument ASSET BACKED 179653000.00 48157033.38 RESIDENTIAL ASSET SECURITIES C 2033-07-25 2033-07-25 0.732 - 0.732 Other Instrument ASSET BACKED 132596000.00 1762602.82 SASCO MORTGAGE LOAN TRUST 2006 2036-09-25 2036-09-25 0.402 - 0.402 Other Instrument ASSET BACKED 14313000.00 10410014.50 CWABS ASSET-BACKED CERTIFICATE 2046-01-25 2046-01-25 0.312 - 0.312 Other Instrument ASSET BACKED 93150000.00 63373214.98 AVIATION CAPITAL GROUP TRUST 2025-11-15 2025-11-15 0.632 - 0.632 Other Instrument ASSET BACKED 8700000.00 1950628.76 BAYVIEW 2004-D 2049-04-08 2049-04-08 2.899 - 2.899 Other Instrument ASSET BACKED 1182269.00 538510.61 BEAR STEARNS ASSET BACKED SECU 2034-01-25 2034-01-25 2.552 - 2.552 Other Instrument ASSET BACKED 2958485.00 1731132.12 CWABS ASSET-BACKED CERTIFICATE 2036-04-25 2036-04-25 0.522 - 0.522 Other Instrument ASSET BACKED 2780398.00 2205121.06 CWABS INC. 2032-08-25 2032-08-25 0.712 - 0.712 Other Instrument ASSET BACKED 166530000.00 2617449.68 CARRINGTON MORTGAGE LOAN TRUST 2036-08-25 2036-08-25 0.252 - 0.252 Other Instrument ASSET BACKED 170700000.00 52422590.30 CD 2006-CD3 MORTGAGE TRUST 2048-10-15 2048-10-15 5.748 - 5.748 Other Instrument ASSET BACKED 3994619.00 2452276.63 GREENPOINT HOME EQUITY LOAN TR 2030-01-15 2030-01-15 0.512 - 0.512 Other Instrument ASSET BACKED 120000000.00 1354168.32 J.P. MORGAN MORTGAGE ACQUISITI 2035-07-25 2035-07-25 0.832 - 0.832 Other Instrument ASSET BACKED 1210000.00 931675.17 JPMORGAN CHASE COMMERCIAL MORT 2051-02-15 2051-02-15 6.218 - 6.218 Other Instrument ASSET BACKED 2171247.00 2264310.60 LB-UBS COMMERCIAL MORTGAGE TRU 2040-02-15 2040-02-15 5.484 - 5.484 Other Instrument ASSET BACKED 2427315.00 2536796.68 LONG BEACH MORTGAGE LOAN TRUST 2035-05-25 2035-05-25 1.127 - 1.127 Other Instrument ASSET BACKED 2166470.00 1394358.66 First Tier Security 2014-09-24 2014-09-24 N N N 191000000.00 191000000.00 0.0017 Y 191040110.00 191040110.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48R9928Y6 0000318336 Other Repurchase Agreement N CITIGROUP MORTGAGE LOAN TRUST 2037-01-25 2037-01-25 0.332 - 0.332 Other Instrument ASSET BACKED 17121000.00 9159409.91 CWABS ASSET-BACKED CERTIFICATE 2037-02-25 2037-02-25 0.452 - 0.452 Other Instrument ASSET BACKED 23456771.00 9274450.44 CWABS ASSET-BACKED CERTIFICATE 2037-02-25 2037-02-25 0.392 - 0.392 Other Instrument ASSET BACKED 25000000.00 16298335.79 CWABS ASSET-BACKED CERTIFICATE 2037-07-25 2037-07-25 0.382 - 0.382 Other Instrument ASSET BACKED 25000000.00 11668451.13 GS MORTGAGE SECURITIES CORP. 2034-05-25 2034-05-25 1.862 - 1.862 Other Instrument ASSET BACKED 21000000.00 1708665.87 HOME EQUITY ASSET TRUST 2006-6 2036-11-25 2036-11-25 0.392 - 0.392 Other Instrument ASSET BACKED 17500000.00 7156178.06 HOME EQUITY MORTGAGE LOAN ASSE 2036-08-25 2036-08-25 0.392 - 0.392 Other Instrument ASSET BACKED 17115000.00 10102758.43 IXIS REAL ESTATE CAPITAL TRUST 2036-08-25 2036-08-25 0.412 - 0.412 Other Instrument ASSET BACKED 19815000.00 9103204.07 JPMORGAN MORTGAGE ACQUISITION 2036-05-25 2036-05-25 0.442 - 0.442 Other Instrument ASSET BACKED 17500000.00 9592403.92 MORGAN STANLEY IXIS REAL ESTAT 2036-11-25 2036-11-25 0.372 - 0.372 Other Instrument ASSET BACKED 24000000.00 10834305.52 NATIONSTAR HOME EQUITY LOAN TR 2037-04-25 2037-04-25 0.562 - 0.562 Other Instrument ASSET BACKED 17399000.00 3803721.20 OPTION ONE MORTGAGE LOAN TRUST 2037-07-25 2037-07-25 0.282 - 0.282 Other Instrument ASSET BACKED 21260000.00 11148458.79 SACO I TRUST 2000-2 2035-09-25 2035-09-25 0.852 - 0.852 Other Instrument ASSET BACKED 23700000.00 3478194.38 SECURITIZED ASSET BACKED RECEI 2035-01-25 2035-01-25 1.172 - 1.172 Other Instrument ASSET BACKED 18000000.00 2804403.48 SOUNDVIEW HOME LOAN TRUST 2007 2037-01-25 2037-01-25 0.352 - 0.352 Other Instrument ASSET BACKED 23000000.00 18232354.82 SOUNDVIEW HOME LOAN TRUST 2007 2037-06-25 2037-06-25 0.232 - 0.232 Other Instrument ASSET BACKED 17400000.00 901087.64 SOUNDVIEW HOME LOAN TRUST 2007 2037-10-25 2037-10-25 1.102 - 1.102 Other Instrument ASSET BACKED 21963980.00 13071279.99 STRUCTURED ASSET INVESTMENT LO 2035-08-25 2036-01-25 0.452 - 0.662 Other Instrument ASSET BACKED 45563000.00 23340058.81 STRUCTURED ASSET SECURITIES CO 2046-08-25 2046-08-25 0.462 - 0.462 Other Instrument ASSET BACKED 19372000.00 10818355.43 C-BASS (CREDIT-BASED ASSET SER 2036-05-25 2036-05-25 0.392 - 0.392 Other Instrument ASSET BACKED 19479000.00 12659006.56 CWABS ASSET-BACKED CERTIFICATE 2036-02-25 2036-04-25 0.612 - 0.662 Other Instrument ASSET BACKED 36275000.00 14083007.20 CWABS ASSET-BACKED CERTIFICATE 2037-06-25 2037-06-25 0.372 - 0.372 Other Instrument ASSET BACKED 25000000.00 13870391.25 CWABS ASSET-BACKED CERTIFICATE 2037-11-25 2037-11-25 0.422 - 0.422 Other Instrument ASSET BACKED 19000000.00 345013.61 CITIGROUP HELOC TRUST 2006-NCB 2036-05-15 2036-05-15 0.342 - 0.342 Other Instrument ASSET BACKED 3163000.00 2477208.89 First Tier Security 2014-08-07 2014-08-07 N N N 209000000.00 209000000.00 0.0018 Y 209107363.30 209107363.30 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.64% 48X99FDW8 0000318336 Other Repurchase Agreement N ACE SECURITIES CORP.HOME EQUIT 2036-06-25 2036-06-25 0.302 - 0.302 Other Instrument ASSET BACKED 13274000.00 7567840.62 AMERIQUEST MORTGAGE SECURITIES 2036-04-25 2036-04-25 0.522 - 0.522 Other Instrument ASSET BACKED 11000000.00 4845054.72 AMRESCO RESIDENTIAL SECURITIES 2029-11-25 2029-11-25 0.902 - 0.902 Other Instrument ASSET BACKED 10690000.00 2596958.13 BEAR STERNS ASSET BACKED SECUR 2047-06-25 2047-06-25 0.502 - 0.502 Other Instrument ASSET BACKED 12500000.00 6243209.91 CDC MORTGAGE CAPITAL TRUST 200 2034-11-25 2034-11-25 1.352 - 1.352 Other Instrument ASSET BACKED 15000000.00 2061406.60 CWABS ASSET-BACKED CERTIFICATE 2036-09-25 2036-09-25 0.432 - 0.432 Other Instrument ASSET BACKED 13037000.00 10869168.38 CWABS INC. 2033-08-25 2033-08-25 2.627 - 2.627 Other Instrument ASSET BACKED 10100000.00 582542.00 COUNTRYWIDE HOME LOAN TRUST 2034-08-25 2034-08-25 1.422 - 1.422 Other Instrument ASSET BACKED 16157000.00 2649233.81 CWABS 2007-2 2037-08-25 2037-08-25 0.372 - 0.372 Other Instrument ASSET BACKED 15000000.00 6753144.71 CITIGROUP HELOC TRUST 2006-NCB 2036-05-15 2036-05-15 0.342 - 0.342 Other Instrument ASSET BACKED 13875000.00 10866668.79 FIRST FRANKLIN MORTGAGE LOAN T 2036-06-25 2036-06-25 0.402 - 0.402 Other Instrument ASSET BACKED 5830000.00 3084923.01 FIRST FRANKLIN MORTGAGE LOAN T 2034-03-25 2036-02-25 0.452 - 1.652 Other Instrument ASSET BACKED 49332000.00 17429928.09 GSAA HOME EQUITY TRUST 2007-4 2037-03-25 2037-03-25 0.452 - 0.502 Other Instrument ASSET BACKED 27881000.00 7184454.84 GSR MORTGAGE LOAN TRUST 2006-1 2036-03-25 2036-03-25 0.512 - 0.512 Other Instrument ASSET BACKED 12000000.00 3257941.25 GSAA HOME EQUITY TRUST 2006-14 2036-09-25 2036-09-25 0.432 - 0.432 Other Instrument ASSET BACKED 10000000.00 517040.01 IMPERIAL CMB TRUST SERIES 1998 2035-03-25 2035-03-25 0.522 - 0.522 Other Instrument ASSET BACKED 12000000.00 616654.11 INDYMAC, INC. 2035-08-25 2035-08-25 0.812 - 0.812 Other Instrument ASSET BACKED 11900000.00 9164651.72 J.P. MORGAN MORTGAGE ACQUISITI 2035-07-25 2035-07-25 0.792 - 0.792 Other Instrument ASSET BACKED 16917000.00 3149663.96 LONG BEACH MORTGAGE LOAN TRUST 2036-12-25 2036-12-25 0.252 - 0.252 Other Instrument ASSET BACKED 10500000.00 4481734.96 LONG BEACH MORTGAGE LOAN TRUST 2034-10-25 2046-03-25 0.442 - 2.177 Other Instrument ASSET BACKED 27000000.00 8082444.63 LONG BEACH MORTGAGE LOAN TRUST 2036-09-25 2036-09-25 0.392 - 0.392 Other Instrument ASSET BACKED 13000000.00 4622450.92 MERRILL LYNCH MORTGAGE INVESTO 2037-03-25 2037-03-25 0.412 - 0.412 Other Instrument ASSET BACKED 16323000.00 7497172.09 MERRILL LYNCH MORTGAGE INVESTO 2037-03-25 2037-03-25 0.472 - 0.472 Other Instrument ASSET BACKED 10000000.00 5373245.48 MERRILL LYNCH FIRST FRANKLIN M 2037-07-25 2037-07-25 0.312 - 0.312 Other Instrument ASSET BACKED 13995000.00 7919616.57 MORGAN STANLEY ABS CAPITAL I, 2034-12-25 2035-08-25 0.742 - 0.922 Other Instrument ASSET BACKED 23180000.00 6770153.81 MORGAN STANLEY IXIS REAL ESTAT 2036-11-25 2036-11-25 0.262 - 0.302 Other Instrument ASSET BACKED 30065000.00 13413665.52 MORGAN STANLEY ABS CAPITAL INC 2036-09-25 2036-09-25 0.252 - 0.252 Other Instrument ASSET BACKED 12123000.00 1378075.86 NATIONSTAR HOME EQUITY LOAN TR 2037-06-25 2037-06-25 0.402 - 0.402 Other Instrument ASSET BACKED 10000000.00 2881953.42 NATIONSTAR HOME EQUITY LOAN TR 2037-04-25 2037-04-25 0.472 - 0.472 Other Instrument ASSET BACKED 11731000.00 7009302.17 NEW CENTURY HOME EQUITY LOAN T 2035-03-25 2035-03-25 0.952 - 0.952 Other Instrument ASSET BACKED 10000000.00 400468.56 NOMURA HOME EQUITY LOAN,INC 2035-05-25 2035-05-25 0.662 - 0.662 Other Instrument ASSET BACKED 11000000.00 7023257.14 RASC SERIES 2007-KS3 TRUST 2037-04-25 2037-04-25 0.492 - 0.492 Other Instrument ASSET BACKED 12110092.00 8213451.37 RESIDENTIAL ASSET SECURITIES C 2034-12-25 2034-12-25 1.302 - 1.302 Other Instrument ASSET BACKED 10000000.00 1089118.94 RAMP SERIES 2004-RS8 TRUST 2034-08-25 2034-08-25 1.877 - 1.877 Other Instrument ASSET BACKED 11500000.00 1341689.72 SACO I TRUST 2000-2 2036-01-25 2036-01-25 0.672 - 0.672 Other Instrument ASSET BACKED 15000000.00 1447157.60 SAXON ASSET SECURITIES TRUST 2 2036-03-25 2036-03-25 0.482 - 0.482 Other Instrument ASSET BACKED 10499000.00 4507848.47 SAXON ASSET SECURITIES TRUST 2 2036-09-25 2036-09-25 0.452 - 0.452 Other Instrument ASSET BACKED 11000000.00 4334075.00 SAXON ASSET SECURITIES TRUST 2 2037-05-25 2037-05-25 0.452 - 0.452 Other Instrument ASSET BACKED 15000000.00 9757563.47 SECURITIZED ASSET BACKED RECEI 2035-10-25 2035-10-25 0.632 - 0.632 Other Instrument ASSET BACKED 13000000.00 6673941.43 SOUNDVIEW HOME LOAN TRUST 2003 2035-08-25 2035-08-25 0.712 - 0.712 Other Instrument ASSET BACKED 10000000.00 6831939.22 SOUNDVIEW HOME LOAN TRUST 2006 2037-01-25 2037-01-25 0.262 - 0.262 Other Instrument ASSET BACKED 10000000.00 2180529.24 STRUCTURED ASSET INVESTMENT LO 2034-12-25 2034-12-25 0.752 - 0.752 Other Instrument ASSET BACKED 10032000.00 7061638.21 WAMU ASSET-BACKED CERTIFICATES 2037-04-25 2037-04-25 0.512 - 0.512 Other Instrument ASSET BACKED 15000000.00 6899838.75 First Tier Security 2014-09-02 2014-09-02 N N N 219000000.00 219000000.00 0.0019 Y 219037230.00 219037230.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924E4 0000318336 Other Repurchase Agreement N AFC MORTGAGE LOAN ASSET BACKED 2030-06-25 2030-06-25 0.942 - 0.942 Other Instrument ASSET BACKED 13240000.00 523814.22 AMERIQUEST MORTGAGE SECURITIES 2034-07-25 2034-07-25 1.022 - 1.022 Other Instrument ASSET BACKED 12500000.00 6271729.62 BEAR STEARNS COMMERCIAL MORTGA 2038-12-11 2038-12-11 5.333 - 5.333 Other Instrument ASSET BACKED 6100000.00 5875963.05 BOMBARDIER CAPITAL MORTGAGE SE 2030-12-15 2030-12-15 7.935 - 7.935 Other Instrument ASSET BACKED 20000000.00 19741721.15 C-BASS TRUST 1999-CB1 2033-02-25 2033-02-25 2.102 - 2.102 Other Instrument ASSET BACKED 7000000.00 673177.64 COUNTRYWIDE HOME LOAN TRUST 2035-05-25 2035-05-25 0.792 - 0.792 Other Instrument ASSET BACKED 2500000.00 1932657.36 CWHEQ REVOLVING HOME EQUITY LO 2036-02-15 2036-02-15 0.482 - 0.482 Other Instrument ASSET BACKED 34679000.00 17629580.72 CWHEQ HOME EQUITY LOAN TRUST, 2036-04-25 2036-04-25 5.555 - 5.555 Other Instrument ASSET BACKED 22375000.00 9577304.93 CWHEQ HOME EQUITY LOAN TRUST, 2036-10-25 2036-10-25 0.472 - 0.472 Other Instrument ASSET BACKED 17247706.00 7954349.00 CWHEQ HOME EQUITY LOAN TRUST, 2036-11-25 2036-11-25 5.693 - 5.693 Other Instrument ASSET BACKED 2250000.00 659322.65 CWHEQ HOME EQUITY LOAN TRUST S 2037-05-25 2037-05-25 0.532 - 5.649 Other Instrument ASSET BACKED 37638165.00 5642024.97 CWHEQ HOME EQUITY LOAN TRUST, 2037-05-25 2037-05-25 0.532 - 0.532 Other Instrument ASSET BACKED 24865000.00 9351204.16 CENTEX HOME EQUITY LOAN TRUST 2033-06-25 2033-06-25 0.852 - 0.852 Other Instrument ASSET BACKED 10000000.00 1542615.59 CHASE FUNDING TRUST, SERIES 19 2031-09-25 2031-09-25 5.599 - 5.599 Other Instrument ASSET BACKED 235000.00 34917.66 CONTIMORTGAGE HOME EQUITY LOAN 2028-01-15 2028-01-15 6.88 - 6.88 Other Instrument ASSET BACKED 32500000.00 409406.20 CREDIT SUISSE COMMERCIAL MORTG 2040-09-15 2040-09-15 5.869 - 5.869 Other Instrument ASSET BACKED 12542967.00 13217551.18 EQUIFIRST MORTGAGE LOAN TRUST 2035-04-25 2035-04-25 0.772 - 0.772 Other Instrument ASSET BACKED 701000.00 166336.32 GMACM HOME EQUITY LN TR 2007 2037-09-25 2037-09-25 7 - 7 Other Instrument ASSET BACKED 3500000.00 833314.61 GMACM HOME EQUITY LOAN TRUST 2 2036-12-25 2036-12-25 0.332 - 0.332 Other Instrument ASSET BACKED 2400000.00 693509.67 HOME EQUITY MORTGAGE LOAN ASSE 2037-04-25 2037-04-25 0.362 - 0.362 Other Instrument ASSET BACKED 7339450.00 447025.27 IRWIN HOME EQUITY LOAN TRUST 1 2035-06-25 2035-06-25 1.752 - 1.752 Other Instrument ASSET BACKED 2500000.00 456839.69 MASTR SPECIALIZED LOAN TRUST 2 2035-07-25 2035-07-25 1.352 - 1.352 Other Instrument ASSET BACKED 579056.00 243313.46 MORGAN STANLEY ABS CAPITAL I, 2035-07-25 2035-07-25 1.127 - 1.127 Other Instrument ASSET BACKED 3636905.00 3130796.63 NEW CENTURY HOME EQUITY LOAN T 2034-05-25 2034-05-25 2.177 - 2.177 Other Instrument ASSET BACKED 5317000.00 557673.01 NOVASTAR HOME EQUITY LOAN 2034-09-25 2034-09-25 1.952 - 1.952 Other Instrument ASSET BACKED 5000000.00 4398080.71 RASC SERIES 2006-KS7 2036-09-25 2036-09-25 0.302 - 0.302 Other Instrument ASSET BACKED 25000000.00 9914594.89 RESIDENTIAL ASSET SECURITIES C 2035-08-25 2035-10-25 0.572 - 0.742 Other Instrument ASSET BACKED 13375000.00 11158833.04 RAMP SERIES 2004-RS8 TRUST 2035-09-25 2035-09-25 0.702 - 0.702 Other Instrument ASSET BACKED 7350000.00 5748089.50 SAXON ASSET SECURITIES TRUST 1 2035-11-25 2035-11-25 0.652 - 0.652 Other Instrument ASSET BACKED 12700000.00 7227387.09 First Tier Security 2014-10-14 2014-10-14 N N N 135000000.00 135000000.00 0.0012 Y 135062100.00 135062100.00 Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 0.70% 48R9924R5 0000318336 Other Repurchase Agreement N J. C. PENNEY COMPANY, INC. 2016-08-15 2016-08-15 7.65 - 7.65 Other Instrument CORPORATE 780000.00 814076.22 PRODUCTION RESOURCE GROUP INC 2019-05-01 2019-05-01 8.875 - 8.875 Other Instrument CORPORATE 35000.00 29522.14 QUICKSILVER RESOURCES 2016-04-01 2016-04-01 7.125 - 7.125 Other Instrument CORPORATE 55000.00 50331.30 RUE21, INC. 2021-10-15 2021-10-15 9 - 9 Other Instrument CORPORATE 35641000.00 27176262.08 TRAVELPORT LLC SENIOR DOLLAR F 2016-03-01 2016-03-01 6.539 - 13.875 Other Instrument CORPORATE 15484107.00 16035395.94 WINDSOR PETROLEUM TRANSPORT CO 2021-07-15 2021-07-15 7.84 - 7.84 Other Instrument CORPORATE 20000000.00 13502337.93 CENVEO CORPORATION 2022-09-15 2022-09-15 8.5 - 8.5 Other Instrument CORPORATE 20000000.00 19868888.85 CLEAR CHANNEL COMMUNICATIONS, 2021-03-01 2021-03-01 11.25 - 11.25 Other Instrument CORPORATE 1500000.00 1755941.21 DEX ONE CORPORATION 2017-01-29 2017-01-29 14 - 14 Other Instrument CORPORATE 740.00 529.10 K. HOVNANIAN ENTERPRISES, INC. 2021-11-01 2021-11-01 5 - 5 Other Instrument CORPORATE 160000.00 146888.90 PARIS LAS VEGAS HLDG LLC / 2021-10-01 2021-10-01 11 - 11 Other Instrument CORPORATE 17000000.00 18600360.63 J.C. PENNY 2020-06-01 2020-06-01 5.65 - 5.65 Other Instrument CORPORATE 500000.00 435000.00 First Tier Security 2014-10-20 2014-10-20 N N N 91000000.00 91000000.00 0.0008 Y 91043680.00 91043680.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.62% 45A99N9Q0 Other Repurchase Agreement N AMAG PHARMACEUTICALS INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 4308000.00 4612248.19 APOLLO COMMERCIAL REAL ESTATE 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 4878000.00 5262820.54 COLONY FINANCIAL, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 12562000.00 13189748.26 EMERALD OIL, INC + 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 8414000.00 9285429.57 NRG YIELD INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 59410000.00 70024250.01 PDL BIOPHARMA INC C + 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 6100000.00 7043511.40 SUNEDISON INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 38534000.00 67677649.54 TESLA MOTORS, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 66276000.00 64233657.03 First Tier Security 2014-11-24 2014-11-24 N N N 222000000.00 222000000.00 0.0019 Y 222219780.00 222219780.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.63% 45A99N9P2 Other Repurchase Agreement N AMERICAN RLTY CAP PPTYS INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 3365000.00 3517828.21 GT ADVANCED TECHNOLOGIES, INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 16450000.00 28438480.35 PROOFPOINT INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 7303000.00 8629998.92 RAIT INVESTMENT TRUST @ 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 2502000.00 2459390.94 SUNEDISON INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 64723000.00 111658947.23 WEBMD HEALTH CORP. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 671000.00 762826.35 First Tier Security 2014-09-29 2014-09-29 Y JP MORGAN CLRING(NON GOV REPO) N/A N/A N N 143000000.00 143000000.00 0.0013 Y 143080080.00 143080080.00 J.P. Morgan Clearing Corp. J.P. Morgan Clearing Corp., 0.64% 45A99N9J6 Other Repurchase Agreement N AFFYMETRIX, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 2086000.00 3636106.60 ANNALY MORTGAGE MANAGEMENT 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 25645000.00 26434583.91 AVIS BUDGET GROUP INC COM < 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 11636000.00 41613245.00 BIOMED REALTY, L.P. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 3730000.00 4878437.16 BROOKDALE SENIOR LIVING INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 4114000.00 5646349.81 CSG SYSTEMS INTERNATIONAL, INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 3200000.00 4005216.00 CONCUR TECHNOLOGIES, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 6000000.00 10929708.00 CUBIST PHARMACEUTICALS,INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 276000.00 692888.89 DENDREON CORPORATION 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 8558000.00 6104053.41 DEVELOPERS DIVERSIFIED REALTH 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 4013000.00 4832197.77 EXELIXIS, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 26374000.00 23848847.74 HORSEHEAD HOLDING CORP. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 8368000.00 11752353.92 IXIA 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 27519000.00 27612647.16 INTERMUNE INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 5342000.00 7992315.78 PDL BIOPHARMA INC C + 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 4500000.00 7189110.00 ROYAL GOLD INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 7354000.00 7860161.11 SL GREEN OPERATING PARTNERSHIP 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 28868000.00 40436360.24 SALIX PHARMACEUTICALS LTD DEL 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 518000.00 1377110.25 WALTER INVESTMENT MANAGEMENT C 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 10285000.00 9545405.65 WEBMD HEALTH CORP. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 6752000.00 7252775.58 First Tier Security 2014-10-06 2014-10-06 N N N 233000000.00 233000000.00 0.0020 Y 233153780.00 233153780.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.21% 48W99WGN9 0001287279 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2032-03-15 2044-04-15 0 - 13.277 Government Agency Debt 306670279.00 114587570.57 FEDERAL NATIONAL MORTGAGE ASSOC 2042-08-01 2042-08-01 5.85 - 5.85 Government Agency Debt 8971937.00 1767427.71 GOVERNMENT NATIONAL MORTAGE ASSOC 2034-07-20 2044-05-20 1.625 - 7.29 Government Agency Debt 204248592.00 107161928.51 First Tier Security 2014-07-02 2014-07-02 N N N 217000000.00 217000000.00 0.0019 N 217000368.90 217000368.90 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.59% 48W99WEB7 0001287279 Other Repurchase Agreement N ST OF CA DEPT WTR RES 2014-08-06 2014-08-06 0.05 - 0.05 Other Commercial Paper 1000.00 1000.02 CALIFORNIA STATE UNIV 2014-09-03 2014-09-03 0.12 - 0.12 Other Commercial Paper 1735000.00 1735034.75 CITY OF DALS TX WTR&SW 2014-08-01 2014-08-01 0.09 - 0.09 Other Commercial Paper 1500000.00 1500015.02 EMORY UNIVERSITY 2014-09-22 2014-09-22 0.12 - 0.12 Other Commercial Paper 2100000.00 2100000.00 MASS HLTH & ED UNV RV 2014-07-02 2014-08-07 0.05 - 0.06 Other Commercial Paper 21355000.00 21355000.00 PRIVATE COL UNSTY AUT 2014-09-04 2014-09-04 0.1 - 0.1 Other Commercial Paper 1417000.00 1417028.38 PUBLIC UTIL COMM (WTR) 2014-09-09 2014-09-09 0.17 - 0.17 Other Commercial Paper 10000000.00 10000000.00 REDEVELOPMENT AGENCY 2014-10-10 2014-10-10 0.25 - 0.25 Other Commercial Paper 9385494.00 9386056.78 SANTA CLARA VALLEY WTR 2014-08-29 2014-08-29 0.12 - 0.12 Other Commercial Paper 18660000.00 18655336.45 BRD OF REGENT TX A&M 2014-07-02 2014-07-02 0.08 - 0.08 Other Commercial Paper 1893000.00 1893018.96 TX PUBLIC FINANCE AUTO 2014-07-10 2014-07-10 0.07 - 0.07 Other Commercial Paper 1000000.00 1000010.01 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 67000000.00 67000000.00 0.0006 Y 67022780.00 67022780.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9964N0 0001287279 Other Repurchase Agreement N BEAR STEARNS MORTGAGE FUNDING 2036-10-25 2036-11-25 0.332 - 0.352 Other Instrument GOVERNMENT AGENCY 240563000.00 78207302.98 BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.382 - 0.382 Other Instrument GOVERNMENT AGENCY 11079000.00 2978033.11 RALI SERIES 2005-QS9 TRUST 2045-12-25 2045-12-25 0.432 - 0.432 Other Instrument GOVERNMENT AGENCY 127753725.00 27016446.74 First Tier Security 2014-07-10 2014-07-10 N N N 100000000.00 100000000.00 0.0009 Y 100005000.00 100005000.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48M9963W1 0001287279 Other Repurchase Agreement N BCAP LLC TRUST 2007-AA3 2047-05-25 2047-05-25 0.302 - 0.302 Other Instrument GOVERNMENT AGENCY 87006000.00 27472336.63 BEAR STEARNS MORTGAGE FUNDING 2046-09-25 2046-09-25 0.382 - 0.382 Other Instrument GOVERNMENT AGENCY 107690000.00 28947051.71 CWALT, INC., 2005-43 2035-11-20 2035-11-20 1.414 - 1.414 Other Instrument GOVERNMENT AGENCY 17415000.00 6057627.05 IMPAC SECURED ASSETS CORP. 2036-05-25 2036-05-25 0.352 - 0.352 Other Instrument GOVERNMENT AGENCY 68624000.00 21842573.96 INDYMAC INDX MORTGAGE LOAN TRU 2046-04-25 2046-04-25 0.362 - 0.362 Other Instrument GOVERNMENT AGENCY 65400000.00 16271578.12 WAMU MORTGAGE PASS-THROUGH CER 2046-06-25 2046-06-25 1.114 - 1.114 Other Instrument GOVERNMENT AGENCY 70365000.00 20609543.34 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 112000000.00 112000000.00 0.0010 Y 112049280.00 112049280.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WFK6 0001287279 Other Repurchase Agreement N AMKOR TECHNOLOGY, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 6510000.00 6858558.42 FREESCALE SEMICONDUCTOR, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 19794000.00 23550742.85 HCA INC 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 6200000.00 7154527.20 SANMINA CORPORATION 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 2498000.00 2663977.11 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 37000000.00 37000000.00 0.0003 Y 37016650.00 37016650.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WEA9 0001287279 Other Repurchase Agreement N 51-100 2029-04-25 2051-02-10 0 - 7 Other Instrument MORTGAGE 1803700733.00 450559556.02 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 417000000.00 417000000.00 0.0037 Y 417158460.00 417158460.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WFW0 0001287279 Other Repurchase Agreement N DEVRY INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 26412.00 1122245.88 DISH NETWORK CORPORATION CL A 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 304241.00 19970379.24 FULTON FINL CORP PA 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 170156.00 2106531.28 GALLAGHER ARTHUR J & CO 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 107629.00 4993985.60 GARTNER GROUP, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 39325.00 2760615.00 GENTEX CORP 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 99751.00 2913726.71 ADR GOLD FIELDS LIMITED 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 537585.00 1935306.00 GREIF, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 4560.00 248611.20 HCC INSURANCE HOLDINGS, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 33157.00 1607782.93 HARSCO CORPORATION 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 51198.00 1381322.04 INFORMATICA CORPORATION 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 42524.00 1517256.32 DST SYSTEMS, INC. 2014-06-30 2014-06-30 N/A Other Instrument OTHER NOTE 43882.00 4016519.46 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 41000000.00 41000000.00 0.0004 Y 41021320.00 41021320.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.61% 48W99WBW4 0001287279 Other Repurchase Agreement N MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2036-05-25 2.715 - 2.715 Other Instrument GOVERNMENT AGENCY 52470000.00 15421405.93 RALI SERIES 2005-QS9 TRUST 2036-02-25 2036-02-25 5.5 - 5.5 Other Instrument GOVERNMENT AGENCY 30840000.00 5314179.02 STRUCTURED ADJUSTABLE RATE MOR 2035-11-25 2035-11-25 5.037 - 5.037 Other Instrument GOVERNMENT AGENCY 87577000.00 23071520.91 ALTERNATIVE LOAN TRUST 2007-16 2037-08-25 2037-08-25 6 - 6 Other Instrument GOVERNMENT AGENCY 34022000.00 11665043.95 CITIGROUP MORTGAGE LOAN TRUST 2037-07-25 2037-07-25 2.747 - 2.747 Other Instrument GOVERNMENT AGENCY 28243000.00 7689750.06 FIRST HORIZON ALTERNATIVE MORT 2036-08-25 2036-08-25 6.25 - 6.25 Other Instrument GOVERNMENT AGENCY 5705000.00 3228998.63 GS MORTGAGE SECURITIES TRUST 2 2045-08-10 2045-08-10 5.997 - 5.997 Other Instrument GOVERNMENT AGENCY 114461586.00 81411336.01 INDYMAC INDX MORTGAGE LOAN TRU 2035-08-25 2036-02-25 4.584 - 5.5 Other Instrument GOVERNMENT AGENCY 122037000.00 33613332.11 INDYMAC INDX MORTGAGE MORTGAGE 2036-09-25 2036-09-25 2.706 - 2.706 Other Instrument GOVERNMENT AGENCY 43160000.00 9517784.25 JPMORGAN MORTGAGE TRUST 2006-A 2037-01-25 2037-01-25 2.626 - 2.626 Other Instrument GOVERNMENT AGENCY 45000000.00 10686055.50 MERRILL LYNCH MORTGAGE INVESTO 2036-03-25 2036-03-25 2.676 - 2.676 Other Instrument GOVERNMENT AGENCY 105495000.00 27524068.97 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 212000000.00 212000000.00 0.0019 Y 212055120.00 212055120.00 J.P. Morgan Securities, Inc. J.P. Morgan Securities, Inc., 0.63% 48W99WFR1 0001287279 Other Repurchase Agreement N 101-500 2021-11-05 2051-02-15 0 - 12.367 Other Instrument MORTGAGE 2943500039.00 600606209.34 First Tier Security 2014-09-29 2014-09-29 Y JPMORGAN SECS (NON GOV REPO) N/A N/A N N 556000000.00 556000000.00 0.0049 Y 556305800.00 556305800.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.24% 48W994NC7 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-05-15 2043-10-15 0 - 6.899 Government Agency Debt 2349783389.00 133939802.29 FEDERAL NATIONAL MORTGAGE ASSOC 2022-05-25 2043-11-25 3 - 7.05 Government Agency Debt 3029334830.00 147642060.27 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-07-16 2064-06-20 0 - 7.547 Government Agency Debt 7519905663.00 292147261.04 First Tier Security 2014-07-03 2014-07-03 N N N 557000000.00 557000000.00 0.0049 N 557002785.00 557002785.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.33% 48W994NR4 0000728612 Other Repurchase Agreement N ATLANTA GA DEV AUTH REV 2035-01-01 2035-01-01 5 - 5 Other Municipal Debt 5000.00 5244.81 BAY AREA TOLL AUTH CALIF TOLL BRDG REV 2049-04-01 2049-04-01 6.263 - 6.263 Other Municipal Debt 4600000.00 6247460.23 CALIFORNIA EDL FACS AUTH REV 2045-05-01 2045-05-01 5 - 5 Other Municipal Debt 1736724.00 2233041.13 CALIFORNIA ST 2015-04-01 2019-10-01 5.45 - 6.2 Other Municipal Debt 255000.00 290879.41 CALIFORNIA ST FOR PREVIOUS ISSUES SEE 13063A FOR ADDL ISSUES 13063C 2022-03-01 2036-03-01 6.65 - 7.95 Other Municipal Debt 510000.00 634266.88 CHICAGO ILL 2040-01-01 2042-01-01 5.432 - 6.257 Other Municipal Debt 155000.00 158581.90 CHICAGO ILL TRAN AUTH SALES & TRANSFER TAX RCPTS REV 2040-12-01 2040-12-01 6.899 - 6.899 Other Municipal Debt 30000.00 37516.43 CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV 2040-12-01 2040-12-01 6.2 - 6.2 Other Municipal Debt 790000.00 909119.71 CLARK CNTY NEV SCH DIST 2024-06-15 2024-06-15 5.51 - 5.51 Other Municipal Debt 15000.00 16918.59 CONNECTICUT ST FOR ISSUES DATED PRIOR TO 10/19/10 SEE 20772G ETC 2029-10-01 2029-10-01 5.295 - 5.295 Other Municipal Debt 55000.00 63787.37 COTTONWOOD HEIGHTS PKS & REC SVC AREA UTAH 2016-12-15 2016-12-15 2.65 - 2.65 Other Municipal Debt 750000.00 783175.63 DALLAS PA SCH DIST 2034-09-01 2034-09-01 6.54 - 6.54 Other Municipal Debt 10000.00 11116.78 DALLAS TEX AREA RAPID TRAN SALES TAX REV 2048-12-01 2048-12-01 5.022 - 5.022 Other Municipal Debt 3120000.00 3579655.56 DANE CNTY WIS 2015-06-01 2015-06-01 1.65 - 1.65 Other Municipal Debt 750000.00 757334.38 DETROIT MICH CITY SCH DIST 2039-05-01 2039-05-01 7.747 - 7.747 Other Municipal Debt 20000.00 24605.73 HEALTH CARE AUTH FOR BAPTIST HEALTH ALA 2043-11-15 2043-11-15 5.5 - 5.5 Other Municipal Debt 2162000.00 2086513.77 ILLINOIS ST FOR ISSUES DTD PRIOR TO 07/01/2002 SEE 452150 FOR FUTURE ISUES SEE 452152 2018-06-01 2033-06-01 4.35 - 5.1 Other Municipal Debt 4766155.00 4804947.97 ILLINOIS ST FOR ISSUES DTD PRIOR TO 01/16/2010 SEE 452151 2019-03-01 2038-12-01 4.5 - 7.35 Other Municipal Debt 10102197.00 11180784.09 LA PAZ CNTY ARIZ INDL DEV AUTH INDL DEV REV 2034-03-01 2034-03-01 7 - 7 Other Municipal Debt 5000.00 5073.41 LAS VEGAS NEV CTFS PARTN 2039-09-01 2039-09-01 7.8 - 7.8 Other Municipal Debt 1125000.00 1359678.75 MASSACHUSETTS ST 2031-08-01 2031-08-01 4.5 - 4.5 Other Municipal Debt 40000.00 44267.80 METROPOLITAN TRANSN AUTH N Y REV FOR ISSUES DTD PRIOR TO 10/17/08 SEE 59259R 2019-11-15 2019-11-15 5.119 - 5.119 Other Municipal Debt 20000.00 22619.58 METROPOLITAN WASH D C ARPTS AUTH DULLES TOLL RD REV 2047-10-01 2047-10-01 8 - 8 Other Municipal Debt 5000000.00 6694788.88 MUNICIPAL ELEC AUTH GA 2057-04-01 2057-04-01 6.655 - 7.055 Other Municipal Debt 215000.00 248315.75 NEW JERSEY ECONOMIC DEV AUTH REV 2017-06-15 2018-03-01 1.648 - 1.802 Other Municipal Debt 7870000.00 7883923.99 NEW JERSEY ST TRANSN TR FD AUTH 2028-12-15 2039-12-15 5.754 - 6.875 Other Municipal Debt 905012.00 1033340.98 NEW YORK N Y FOR PRIOR ISSUES SEE 64966G ETC FOR FUTURE ISSUES SEE 64966 2031-03-01 2031-10-01 5.817 - 6.268 Other Municipal Debt 20000.00 22792.60 NEW YORK N Y FOR PRIOR ISSUES SEE 64966H ETC FOR ADDL ISSUES SEE 64966K 2016-12-01 2016-12-01 3.73 - 3.73 Other Municipal Debt 5000.00 5345.17 NEW YORK N Y CITY TRANSITIONAL FIN AUTH REV FOR ISSUES DATED PRIOR TO 11/14/2013 SEE 64971Q ETC 2025-02-01 2025-02-01 3.6 - 3.6 Other Municipal Debt 5790053.00 5972729.17 NEW YORK N Y CITY MUN WTR FIN AUTH WTR & SWR SYS REV FOR ISSUES DATED PRIOR TO 06/29/2012 SEE 64972F 2047-06-15 2047-06-15 5 - 5 Other Municipal Debt 3000000.00 3310060.00 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV 2023-03-15 2023-03-15 4.9 - 4.9 Other Municipal Debt 781500.00 889739.05 NEW YORK ST URBAN DEV CORP REV 2016-03-15 2039-03-15 1.33 - 5.77 Other Municipal Debt 1720000.00 1867983.37 NORTH TEX TWY AUTH REV 2030-02-01 2030-02-01 8.91 - 8.91 Other Municipal Debt 25480000.00 31444294.74 PHILADELPHIA PA AUTH FOR INDL DEV PENSION FDG 2016-04-15 2022-04-15 N/A Other Municipal Debt 1212000.00 857757.84 PORT AUTH N Y & N J 2024-12-01 2062-10-01 4.458 - 5.859 Other Municipal Debt 715000.00 785250.86 PUERTO RICO COMWLTH 2021-07-01 2021-07-01 5.5 - 5.5 Other Municipal Debt 2815000.00 2358173.98 PUERTO RICO COMWLTH GOVT DEV BK 2017-02-01 2020-08-01 3.875 - 5.5 Other Municipal Debt 6280540.00 4685084.93 PUERTO RICO SALES TAX FING CORP SALES TAX REV 2024-08-01 2057-07-01 0 - 6.35 Other Municipal Debt 17759362.00 14742604.42 SAN JOSE CALIF ARPT REV 2041-03-01 2041-03-01 6.6 - 6.6 Other Municipal Debt 75000.00 83311.25 VEGA TEX INDPT SCH DIST 2027-02-15 2027-02-15 6.5 - 6.5 Other Municipal Debt 20000.00 21396.50 WASHINGTON ST FOR ISSUES DTD PRIOR TO 07/23/08 SEE 93974B ETC FOR FUTURE SSUES SEE 93974D 2018-08-01 2018-08-01 3.919 - 3.919 Other Municipal Debt 5000.00 5557.55 WAYNE CNTY MICH 2025-12-01 2025-12-01 9.25 - 9.25 Other Municipal Debt 5000.00 5142.51 WILLIAMSON JACKSON ETC CNTYS ILL CMNTY UNIT SCH DIST NO 004 2030-12-01 2030-12-01 6.25 - 6.25 Other Municipal Debt 100000.00 112650.47 First Tier Security 2014-07-01 2014-07-01 N N N 111000000.00 111000000.00 0.0010 N 111000000.00 111000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.50% 48W994NW3 0000728612 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2024-02-25 2024-02-25 1.15 - 1.15 Government Agency Debt 8750000.00 8534391.74 ACCESS GROUP PRIVATE STUDENT LOAN 2022-07-25 2037-08-25 0.419 - 0.459 Other Instrument ASSET BACKED 30730499.00 27626470.02 AGATE BAY MTG TR 2013-1 2043-07-25 2043-07-25 N/A Other Instrument MORTGAGE 400742991.00 2011271.84 ALLY MASTER OWNER TRUST SERIES 2017-04-15 2017-04-15 4.25 - 4.25 Other Instrument ASSET BACKED 1000000.00 1025138.83 AVENUE CLO FUND 2018-11-07 2018-11-07 0.473 - 0.473 Other Instrument ASSET BACKED 2024818.00 1199669.69 BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.356 - 5.356 Other Instrument MORTGAGE 250000.00 267235.64 BANC OF AMERICA LARGE LOAN COMMERCIAL PTC 2042-01-25 2042-01-25 5.204 - 5.204 Other Instrument MORTGAGE 10407726.00 10321500.57 BANC OF AMERICA FUNDING CORP 2035-07-26 2035-07-26 2.608 - 2.608 Other Instrument MORTGAGE 3944000.00 3177723.00 BLACK DIAMOND CLO 2017-06-20 2017-06-20 1.001 - 1.001 Other Instrument ASSET BACKED 1000000.00 974778.06 COMM 2014-CCRE16 MTG TR 2047-04-10 2047-04-10 N/A Other Instrument MORTGAGE 700000.00 742721.39 CIT EDUCATION LOAN TRUST 2042-03-25 2042-03-25 0.324 - 0.324 Other Instrument ASSET BACKED 7318952.00 3768240.27 COLLEGE LOAN CORPORATION TRUST I STUDENT LOANS 2024-01-25 2024-01-25 0.479 - 0.479 Other Instrument ASSET BACKED 296413.00 289179.34 COMM 2046-12-10 2046-12-10 5.347 - 5.347 Other Instrument MORTGAGE 5347800.00 5829014.06 EXTENDED STAY AMERICA TRUST 2031-12-05 2031-12-05 N/A Other Instrument MORTGAGE 9168108.00 314979.52 FORTRESS CR OPPORTUNITIES I LP / FORTRESS CR OPP 2019-07-15 2019-07-15 N/A Other Instrument ASSET BACKED 2402672.00 2245743.88 GS MORTGAGE SECURITIES CORP II 2034-11-07 2034-11-07 3.255 - 3.255 Other Instrument MORTGAGE 235000.00 233222.79 GSAA HOME EQUITY TRUST 2034-05-25 2034-05-25 1.252 - 1.252 Other Instrument MORTGAGE 13000000.00 2387039.27 GRAYSON CLO 2021-11-01 2021-11-01 0.47 - 0.47 Other Instrument ASSET BACKED 2385000.00 1959296.84 HILTON USA TR 2013-HLT 2030-11-07 2030-11-07 N/A Other Instrument MORTGAGE 214263893.00 434098.65 INTERSTAR MILLENNIUM 2003-3G TRUST 2035-09-27 2035-09-27 1.734 - 1.734 Other Instrument ASSET BACKED 20999998.00 1470776.23 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2051-02-15 2051-02-15 0.46 - 0.46 Other Instrument MORTGAGE 43403000.00 42012.01 JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES CORP 2045-06-16 2045-06-16 1.987 - 1.987 Other Instrument MORTGAGE 141605246.00 12956004.63 KINGSLAND 2019-06-13 2019-06-13 2.03 - 2.03 Other Instrument ASSET BACKED 3419509.00 3402132.82 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2046-02-16 2046-02-16 3.769 - 3.769 Other Instrument MORTGAGE 750000.00 753924.31 MORGAN STANLEY CAPITAL I 2049-07-16 2049-07-16 5.183 - 5.183 Other Instrument MORTGAGE 10304412.00 11362017.69 MORGAN STANLEY CAPITAL I 2045-03-17 2045-03-17 5.525 - 5.525 Other Instrument MORTGAGE 15600000.00 17367341.68 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2046-08-17 2046-08-17 4.418 - 4.418 Other Instrument MORTGAGE 5000000.00 5097263.83 MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2046-11-19 2046-11-19 4.744 - 4.744 Other Instrument MORTGAGE 170000.00 184469.16 NORTHSTAR EDUCATION FINANCE 2026-10-28 2026-10-28 0.328 - 0.328 Other Instrument ASSET BACKED 1200000.00 213673.05 SLC STUDENT LOAN TRUST 2039-12-15 2039-12-15 0.381 - 0.381 Other Instrument ASSET BACKED 23000000.00 20375608.26 SLM PRIVATE CREDIT STUDENT LOAN TRUST 2038-12-15 2038-12-15 0.541 - 0.541 Other Instrument ASSET BACKED 5041448.00 4546302.30 SLM STUDENT LOAN TRUST 2024-10-25 2024-10-25 0.609 - 0.609 Other Instrument ASSET BACKED 5028990.00 4976083.35 SLM STUDENT LOAN TRUST 2016-07-25 2016-07-25 1.279 - 1.279 Other Instrument ASSET BACKED 4200000.00 1245448.77 SEQUOIA MTG TR 2014-1 2044-04-25 2044-04-25 N/A Other Instrument MORTGAGE 3758792.00 3705200.14 SHASTA CLO 2021-04-20 2021-04-20 0.478 - 0.478 Other Instrument ASSET BACKED 11300000.00 8558412.05 SLM STUDENT LOAN TRUST 2027-01-25 2027-01-25 0.339 - 0.339 Other Instrument ASSET BACKED 1017508.00 1006877.75 SPAREBANK 1 BOLIGKREDITT AS GLOBAL MEDIUM TERM C 2018-06-30 2018-06-30 2.3 - 2.3 Other Instrument CORPORATE 150000.00 154474.50 TRICADIA CDO 2040-12-11 2040-12-11 1.031 - 1.031 Other Instrument ASSET BACKED 4356407.00 2211733.01 UBS COMMERCIAL MORTGAGE TRUST 2045-05-12 2045-05-12 2.296 - 2.296 Other Instrument MORTGAGE 68631702.00 8447115.99 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2046-05-17 2046-05-17 5.608 - 5.608 Other Instrument MORTGAGE 74616.00 68219.68 First Tier Security 2014-07-01 2014-07-01 N N N 173000000.00 173000000.00 0.0015 N 173000000.00 173000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.53% 48W994NY9 0000728612 Other Repurchase Agreement N 51-100 2017-01-30 2047-06-25 0 - 10.5 Other Instrument MORTGAGE 3553133957.00 270003975.27 First Tier Security 2014-07-01 2014-07-01 N N N 250000000.00 250000000.00 0.0022 N 250000000.00 250000000.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48Q99V9Y2 0000728612 Other Repurchase Agreement N INFUSYS HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2126968.00 5955510.40 ISHS MSCI JAP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 871958.00 14744386.84 ISH CR US AGG BOND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 89609.00 9802328.51 ISHARES SILVER ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 355301.00 7166421.17 ISHBD MAR 18 CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33968.00 3377777.92 MANDALAY DIGITAL GR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2219620.00 9144834.40 MKET VECT GLD MIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 263752.00 6852276.96 OXYGEN BTHRPTCS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 803016.00 3324486.24 PS INDIA ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 208269.00 4471535.43 PWRSHS DB AGRICLTR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 164932.00 4591706.88 PRSHS SR LOAN PORT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 123099.00 3056548.17 PRSH SHT VIX STF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45855.00 4007268.45 PRSH SHORT 20+ YR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 175000.00 5055750.00 SPDR NVN SP HGYD MB 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10692.00 601425.00 SPDR MFS SYS COREQ 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 269995.00 14447330.50 SEL SCT UTILITIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 246557.00 10826317.87 CHIMERA INVT REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3359919.00 10617344.04 SID NACIONAL SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2300727.00 9847111.56 DXN ALCAP IN SENT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 97654.00 6316260.72 EX VS EQL RISK ETF 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 100000.00 5684000.00 GLOBALSTAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 639733.00 2686878.60 GOLD FIELDS SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2447019.00 8809268.40 First Tier Security 2014-08-04 2014-08-04 N N N 140000000.00 140000000.00 0.0012 Y 140018200.00 140018200.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994BA4 0000728612 Other Repurchase Agreement N BERKSHIRE HATH-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 184.00 35062856.00 CDN NATURAL RES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 306211.00 13999966.92 CBS OTDR AMER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 209700.00 7014465.00 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 291200.00 15753920.00 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 271900.00 23000021.00 EXTERRAN HOLDINGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 592583.00 26849935.73 GLOBALSTAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2221300.00 9329460.00 PACCAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 505710.00 31809159.00 SOUTHWEST AIRLINES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1382722.00 37527075.08 WESTERN DIGITAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4463.00 414612.70 WEYERHAEUSER REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1875000.00 61087500.00 THERAVANCE BIOPH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 281410.00 9548241.30 First Tier Security 2014-08-06 2014-08-06 N N N 251000000.00 251000000.00 0.0022 Y 251032630.00 251032630.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.78% 48W994CY1 0000728612 Other Repurchase Agreement N 101-500 2014-07-15 2049-01-01 0 - 12 Other Instrument CORPORATE 36009899.00 440984418.75 First Tier Security 2014-08-14 2014-08-14 N N N 408000000.00 408000000.00 0.0036 Y 408069360.00 408069360.00 Merrill Lynch, Pierce, Fenner & Smith Merrill Lynch, Pierce, Fenner & Smith, 0.85% 48W994JH1 0000728612 Other Repurchase Agreement N 101-500 2014-07-07 2099-12-29 0 - 13 Other Instrument MORTGAGE 2449572832.00 391215465.05 First Tier Security 2014-08-06 2014-08-06 N N N 363000000.00 363000000.00 0.0032 Y 363072600.00 363072600.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.21% 45G99SGU6 Other Repurchase Agreement N NEWS AMER INC 2021-02-15 2021-02-15 4.5 - 4.5 Other Instrument CORPORATE 49433.00 55007.31 OGLETHORPE PWR CORP 2031-01-01 2031-01-01 6.191 - 6.191 Other Instrument CORPORATE 11921841.00 13935356.80 ONEOK PARTNERS L P 2022-10-01 2022-10-01 3.375 - 3.375 Other Instrument CORPORATE 75000.00 74944.78 ORACLE CORP FORMERLY ORACLE SYS CORP TO 06/01/19 2040-07-15 2040-07-15 5.375 - 5.375 Other Instrument CORPORATE 223717.00 263034.24 PEPSICO INC 2020-11-01 2020-11-01 3.125 - 3.125 Other Instrument CORPORATE 351000.00 366409.44 PETROBAS INTL FIN CO 2019-03-15 2019-03-15 7.875 - 7.875 Other Instrument CORPORATE 103000.00 122412.28 PETROBRAS GLOBAL FIN B V 2020-03-17 2020-03-17 4.875 - 4.875 Other Instrument CORPORATE 150000.00 156064.19 PLAINS EXPL & PRODTN CO 2019-10-15 2019-10-15 8.625 - 8.625 Other Instrument CORPORATE 225000.00 244792.97 PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2024-05-15 2024-05-15 3.5 - 3.5 Other Instrument CORPORATE 1650000.00 1650057.75 RIO TINTO FIN USA LTD 2040-11-02 2040-11-02 5.2 - 5.2 Other Instrument CORPORATE 620000.00 686158.82 SEMPRA ENERGY 2024-06-15 2024-06-15 3.55 - 3.55 Other Instrument CORPORATE 700000.00 705128.47 SHELL INTL FIN B V 2038-12-15 2038-12-15 6.375 - 6.375 Other Instrument CORPORATE 4024000.00 5294120.27 SHINHAN BK GLOBAL MEDIUM TERM SR BK NTS BOOK ENT 2015-09-15 2015-09-15 4.375 - 4.375 Other Instrument CORPORATE 528905.00 557386.75 SKYWAY CONCESSION COMPANY 2026-06-30 2026-06-30 N/A Other Instrument CORPORATE 42675022.00 33499892.27 STATOIL ASA FORMERLY STATOIL ASA 01/01/2007 & FO 2040-08-17 2040-08-17 5.1 - 5.1 Other Instrument CORPORATE 325000.00 374735.29 TIME WARNER INC NEW 2019-06-01 2019-06-01 2.1 - 2.1 Other Instrument CORPORATE 546626.00 544618.06 UNION BK CALIF N A SAN FRANCISCO 2018-09-26 2018-09-26 2.625 - 2.625 Other Instrument CORPORATE 4567201.00 4724605.77 VERIZON GLOBAL FDG CORP 2035-09-15 2035-09-15 5.85 - 5.85 Other Instrument CORPORATE 500000.00 590711.25 XEROX CORP MEDIUM TERM NTS BOOK ENTRY 2016-04-01 2016-04-01 7.2 - 7.2 Other Instrument CORPORATE 125000.00 140081.25 BANCO DEL ESTADO DE CHILE. 2020-10-07 2020-10-07 4.125 - 4.125 Other Instrument CORPORATE 35000.00 37022.31 SR NT REG S 2023-01-20 2023-01-20 4.875 - 4.875 Other Instrument CORPORATE 900000.00 926538.00 COMOANHIA BRASILEIRA DE ALUMINIO 2024-06-17 2024-06-17 N/A Other Instrument CORPORATE 323375.00 317159.09 5.625% NT REDEEM 18 2043-10-18 2043-10-18 5.625 - 5.625 Other Instrument CORPORATE 314000.00 348819.46 CONTINENTAL RES INC 2024-06-01 2024-06-01 N/A Other Instrument CORPORATE 490000.00 496150.04 SHINHAN BANK 2016-10-04 2016-10-04 4.125 - 4.125 Other Instrument CORPORATE 1638964.00 1755779.79 AT&T INC 2041-08-15 2041-08-15 5.55 - 5.55 Other Instrument CORPORATE 194467.00 221615.08 ABBVIE INC 2017-11-06 2017-11-06 1.75 - 1.75 Other Instrument CORPORATE 31496.00 31726.71 AETNA INC MERGED INTO ING GROEP NV 12/31/2000 2021-06-01 2021-06-01 4.125 - 4.125 Other Instrument CORPORATE 12.00 13.04 AIR LEASE CORP 2016-01-15 2016-01-15 4.5 - 4.5 Other Instrument CORPORATE 102691.00 109623.16 AMERICA MOVIL S A B DE C V FORMERLY AMERICA MOVI 2019-10-16 2019-10-16 5 - 5 Other Instrument CORPORATE 4172.00 4730.96 APACHE CORP 2040-09-01 2040-09-01 5.1 - 5.1 Other Instrument CORPORATE 484273.00 539212.96 AVISTA CORP 2037-07-01 2037-07-01 5.7 - 5.7 Other Instrument CORPORATE 24697.00 29209.43 BHP BILLITON FIN USA LTD 2019-04-01 2019-04-01 6.5 - 6.5 Other Instrument CORPORATE 100000.00 122140.94 BARRICK NORTH AMER FIN LLC 2043-05-01 2043-05-01 5.75 - 5.75 Other Instrument CORPORATE 157000.00 164462.78 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2031-05-01 2031-05-01 7.3 - 7.3 Other Instrument CORPORATE 620051.00 842788.13 CENTERPOINT ENERGY HOUSTON ELEC LLC 2044-04-01 2044-04-01 4.5 - 4.5 Other Instrument CORPORATE 188166.00 200168.17 COMCAST CORP 2033-01-15 2033-01-15 4.25 - 4.25 Other Instrument CORPORATE 383148.00 399787.80 DTE ELEC CO 2043-04-01 2043-04-01 4 - 4 Other Instrument CORPORATE 1000000.00 976678.89 EOG RES INC 2021-02-01 2021-02-01 4.1 - 4.1 Other Instrument CORPORATE 1000000.00 1105109.44 ENABLE MIDSTREAM 2024-05-15 2024-05-15 3.9 - 3.9 Other Instrument CORPORATE 434030.00 434088.59 ENBRIDGE INC 2044-06-10 2044-06-10 4.5 - 4.5 Other Instrument CORPORATE 200000.00 196938.00 HSBC USA INC 2017-06-23 2017-06-23 0.529 - 0.529 Other Instrument CORPORATE 1061541.00 1059750.16 HANA BK SR MEDIUM TERM NT PROGRAM REG S 2017-10-25 2017-10-25 3.5 - 3.5 Other Instrument CORPORATE 1563699.00 1657613.89 ITAU UNIBANCO HLDG SA MEDIUM TERM NTS BOOK ENTRY 2022-08-06 2022-08-06 5.5 - 5.5 Other Instrument CORPORATE 1077000.00 1124603.40 KELLOGG CO 2015-05-15 2023-03-01 1.125 - 2.75 Other Instrument CORPORATE 196976.00 194557.51 KIMCO RLTY CORP MEDIUM TERM NTS BOOK ENTRY 2016-03-15 2016-03-15 5.783 - 5.783 Other Instrument CORPORATE 100000.00 109572.69 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2019-02-01 2019-02-01 5 - 5 Other Instrument CORPORATE 5000.00 5775.72 NATIONAL AGRIC COOP 2016-01-28 2016-01-28 4.25 - 4.25 Other Instrument CORPORATE 4379199.00 4662465.05 NEW YORK LIFE INS CO 2039-11-15 2039-11-15 6.75 - 6.75 Other Instrument CORPORATE 3008947.00 4043896.89 Unrated Security 2014-07-01 2014-07-01 N N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGM4 Other Repurchase Agreement N A10 NETWORKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 72597.00 902380.71 AMERICAN STS WATER 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9.00 296.73 APOLLO GLBL MNGMT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30930.00 857379.60 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2937.00 270145.26 ATLAS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33088.00 1477710.08 BERKSHIRE HATHAWY-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 89051.00 11337973.32 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 138364.00 4629659.44 CAPITAL DEP-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 11357.00 280858.61 CENTURY ALUMINUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6359.00 99963.48 CHENIERE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4200.00 293790.00 CORELOGIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 59400.00 1771902.00 DIRECTV 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 121.00 10235.39 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13537.00 915101.20 6.375 ING GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 283.00 7202.35 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 86843.00 4597468.42 LOGMEIN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 105.00 4854.15 MASCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 636.00 14125.56 ML CP 6.45%TRUPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5000.00 126600.00 NEW RES INV REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 555.00 3485.40 PMC-SIERRA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 818.00 6167.72 PINNACLE FOODS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 73750.00 2427850.00 PLAINS ALL-AMERN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7034.00 418663.68 PROCTER&GAMBLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1.00 79.02 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 35643.00 1791773.61 SOHU.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21495.00 1216617.00 TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14781.00 2185223.04 Unrated Security 2014-07-03 2014-07-03 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 33000000.00 33000000.00 0.0003 N 33000000.00 33000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGT9 Other Repurchase Agreement N A10 NETWORKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 7.00 87.01 AMERIC RCP REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1169551.00 14619387.50 APOLLO GLBL MNGMT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 234135.00 6490222.20 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44381.00 4082164.38 ATLAS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8127.00 362951.82 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 350480.00 11727060.80 CAPITAL DEP-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 210210.00 5198493.30 DISH NETWORK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 350000.00 22974000.00 ENERGY TRANSFER EQ 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 41100.00 2400651.00 HCA HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 49300.00 2732699.00 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 35651.00 902081.99 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1996.00 105668.24 LIFEPOINT HOSP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1869.00 116924.64 MARKWEST ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 205216.00 14633952.96 ML CP 6.45%TRUPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 76638.00 1940474.16 ML CP 6.45%TRUPS 62 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26017.00 659270.78 PLAINS ALL-AMERN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43637.00 2597274.24 REGIONS FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 186249.00 4790324.28 SOHU.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20832.00 1179091.20 TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 21043.00 3110997.12 VODAFONE GRP SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 79900.00 2671057.00 LAZARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30590.00 1543265.50 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37286.00 5331525.14 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 102000000.00 102000000.00 0.0009 N 102000000.00 102000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGP7 Other Repurchase Agreement N A10 NETWORKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8236.00 102373.48 ACCESS MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26974.00 1699631.74 ATLAS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 70339.00 3141339.74 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 279809.00 9362409.14 CAPITAL DEP-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12881.00 318547.13 CHENIERE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 43.00 3007.85 DCP MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 31768.00 1812682.08 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 42876.00 2898417.60 GLDM SACHS DEP-K 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17000.00 447100.00 ICICI BANK SP.ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 36135.00 1762665.30 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 114815.00 2914439.30 ISH CR US AGG BOND 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1535.00 167913.65 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 237435.00 12569808.90 LIFEPOINT HOSP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 29700.00 1858032.00 MAGELLAN MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5245.00 440370.20 MARKWEST ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 149955.00 10693291.05 ML CP 6.45%TRUPS 62 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 314.00 7956.76 PLAINS ALL-AMERN LP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 27181.00 1617813.12 SPDR BRC CONV SCRTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5639.00 283472.53 SOHU.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 83305.00 4715063.00 TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25738.00 3805105.92 VANGRD FTSE PACIFIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1500.00 93300.00 WA PRIME GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22600.00 418552.00 LAZARD-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 194410.00 9807984.50 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 55340.00 7913066.60 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 73000000.00 73000000.00 0.0006 N 73000000.00 73000000.00 Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.26% 45G99SGR3 Other Repurchase Agreement N A10 NETWORKS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33093.00 411345.99 ACCESS MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 35994.00 2267981.94 AMERIC RCP REIT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1609.00 20112.50 APOLLO GLBL MNGMT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 39400.00 1092168.00 BJ'S RESTAURANTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1736.00 61176.64 BLACKSTONE GRP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 17592.00 588628.32 CIGNA CORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10200.00 937584.00 DCP MIDSTREAM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 76532.00 4366915.92 EMERSON ELECTRIC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14700.00 983724.00 FURIEX PHARMA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2874.00 301482.60 8.125 GEN FIN 21SRN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4410.00 111573.00 GRIFOLS SP ADR-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 68710.00 3017056.10 HILLSHIRE BRANDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1000.00 62000.00 ICICI BANK SP.ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 77835.00 3796791.30 6.125 ING PDS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 92346.00 2336983.50 LAMAR ADVERTISING-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37493.00 1984879.42 LEVEL 3 COMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 30300.00 1332897.00 MARKWEST ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 91871.00 6551321.01 MASCO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 165.00 3664.65 ML CP 6.45%TRUPS 66 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 2366.00 59907.12 ML CP 6.45%TRUPS 62 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 8259.00 209283.06 REGIONS FINL DEP-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 5989.00 154037.08 RUTH'S HOSPITALITY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 45.00 562.05 SOHU.COM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 37968.00 2148988.80 SUNTRUST BANKS INC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 26100.00 1049742.00 TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 491.00 72589.44 VANGRD FTSE EM MKTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14441.00 623851.20 VIMPELCOM SP ADR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1528.00 13003.28 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 32.00 4575.68 Unrated Security 2014-07-07 2014-07-07 Y MUFJ SECS (USA) (NON GOV REPO) N/A N/A N N 32000000.00 32000000.00 0.0003 N 32000000.00 32000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.16% 48S99LUV4 Other Repurchase Agreement N US TREASURY 2024-11-15 2024-11-15 7.5 - 7.5 Treasury Debt 45000.00 66044.52 FEDERAL HOME LOAN MORTGAGE CORP 2021-10-15 2043-05-25 0.52 - 10.998 Government Agency Debt 3337080788.00 147116710.57 FEDERAL NATIONAL MORTGAGE ASSOC 2023-08-25 2046-02-25 0 - 7.13 Government Agency Debt 11326204053.00 295691779.22 GOVERNMENT NATIONAL MORTAGE ASSOC 2026-10-16 2060-08-20 3 - 7.451 Government Agency Debt 3540394371.00 165646775.20 ACTAVIS FDG SCS 2044-06-15 2044-06-15 4.85 - 4.85 Other Instrument CORPORATE 2000000.00 2013983.89 BANCO DO BRASIL S A MEDIUM TERM NTS BOOK ENTRY R 2015-01-22 2015-01-22 4.5 - 4.5 Other Instrument CORPORATE 100000.00 103675.00 BANK AMER CORP 2015-08-01 2017-09-01 4.75 - 6 Other Instrument CORPORATE 7523566.00 8309920.96 EATON CORP OHIO 2042-11-02 2042-11-02 N/A Other Instrument CORPORATE 1298663.00 1264243.38 GOLDCORP INC NEW 2044-06-09 2044-06-09 3.625 - 3.625 Other Instrument CORPORATE 4884023.00 4964436.40 GOLDMAN SACHS GROUP INC 2018-01-22 2018-01-22 2.375 - 2.375 Other Instrument CORPORATE 81000.00 83246.42 HSBC BK BRASIL S A BANCO MULTIPLO GLOBAL MEDIUM 2016-05-11 2016-05-11 4 - 4 Other Instrument CORPORATE 400000.00 418029.78 HESS CORP 2024-07-15 2024-07-15 3.5 - 3.5 Other Instrument CORPORATE 200000.00 200242.67 KERR MCGEE CORP 2024-07-01 2024-07-01 6.95 - 6.95 Other Instrument CORPORATE 4970000.00 6547512.49 MACQUARIE GROUP LTD SR MEDIUM TERM NTS BOOK ENTR 2020-01-14 2020-01-14 6 - 6 Other Instrument CORPORATE 50000.00 57999.33 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2018-04-25 2018-04-25 6.875 - 6.875 Other Instrument CORPORATE 8600000.00 10235317.47 MICROSOFT CORP 2018-12-06 2018-12-06 1.625 - 1.625 Other Instrument CORPORATE 6914000.00 6936355.27 NABORS INDS INC REORGANIZED AS NABORS INDUSTRIES 2021-09-15 2021-09-15 4.625 - 4.625 Other Instrument CORPORATE 9653582.00 10576750.02 PETROBAS INTL FIN CO 2019-03-15 2019-03-15 7.875 - 7.875 Other Instrument CORPORATE 512000.00 608496.00 PETROBRAS GLOBAL FIN B V 2043-05-20 2044-03-17 5.625 - 7.25 Other Instrument CORPORATE 589000.00 609322.52 STRYKER CORP 2020-01-15 2020-01-15 4.375 - 4.375 Other Instrument CORPORATE 1500000.00 1686933.13 VALE OVERSEAS LTD 2034-01-17 2036-11-21 6.875 - 8.25 Other Instrument CORPORATE 1471000.00 1720082.62 WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENT 2017-05-08 2017-05-08 2.1 - 2.1 Other Instrument CORPORATE 500000.00 514296.67 8.50% NT REDEEM 20/ 2016-03-20 2022-01-26 5.875 - 8.5 Other Instrument CORPORATE 474000.00 498321.77 BRASKEM FINANCE LTD 2099-12-29 2099-12-29 7.375 - 7.375 Other Instrument CORPORATE 100000.00 103823.26 GTD NT REG S 2025-04-25 2099-12-29 0 - 7.5 Other Instrument CORPORATE 2215650.00 2320223.26 ODEBRECHT OIL GAS FIN LT 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 120000.00 123903.33 ALFA S A DE C V 2044-03-25 2044-03-25 N/A Other Instrument CORPORATE 381000.00 422202.24 BANCO SAFRA S.A. 2021-01-27 2021-01-27 6.75 - 6.75 Other Instrument CORPORATE 306000.00 343083.38 VOTORANTIM CIMENTOS 2041-04-05 2041-04-05 7.25 - 7.25 Other Instrument CORPORATE 1400000.00 1502715.28 First Tier Security 2014-07-01 2014-07-01 N N N 650000000.00 650000000.00 0.0057 N 650000000.00 650000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48S99LUF9 Other Repurchase Agreement N 101-500 2014-07-15 2049-01-01 0 - 1.25 Other Instrument CORPORATE 2873999.00 88554991.61 First Tier Security 2014-07-01 2014-07-01 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 82000000.00 82000000.00 0.0007 N 82000000.00 82000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.30% 48S99LUQ5 Other Repurchase Agreement N 51-100 2016-05-01 2049-01-01 0 - 2.75 Other Instrument CORPORATE 3744131.00 132773983.25 First Tier Security 2014-07-07 2014-07-07 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 123000000.00 123000000.00 0.0011 N 123000000.00 123000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.52% 48S99LTS3 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2037-05-15 2041-08-15 0 - 5 Government Agency Debt 3393030.00 521662.61 FEDERAL NATIONAL MORTGAGE ASSOC 2027-11-01 2041-10-25 2.5 - 6.35 Government Agency Debt 249543119.00 24642838.13 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-08-16 2043-03-20 3.5 - 6.498 Government Agency Debt 86753967.00 11031539.95 CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2017-12-15 2017-12-15 4.9 - 4.9 Other Instrument ASSET BACKED 6035740.00 6204642.14 First Tier Security 2014-07-02 2014-07-02 Y MIZUHO SECS USA (NON GOV REPO) N/A N/A N N 41000000.00 41000000.00 0.0004 N 41000000.00 41000000.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LMG6 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2027-06-15 2027-06-15 10.998 - 10.998 Government Agency Debt 24884951.00 13266411.05 GOVERNMENT NATIONAL MORTAGE ASSOC 2041-12-15 2043-03-20 3.5 - 4 Government Agency Debt 12380495.00 8229634.00 AIR CDA 2013-1 PASS THRU TRS 2026-11-15 2026-11-15 4.125 - 4.125 Other Instrument MORTGAGE 1132000.00 1124515.25 ASSET BACKED SECURITIES CORPORATION HOME EQUITY LOAN TRUST 2036-01-25 2036-01-25 0.552 - 0.552 Other Instrument MORTGAGE 29947640.00 21726844.78 BANC OF AMERICA COMMERCIAL MORTGAGE 2043-07-10 2043-07-10 5.344 - 5.344 Other Instrument MORTGAGE 5000000.00 5081293.06 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2035-05-25 2035-05-25 5.5 - 5.5 Other Instrument MORTGAGE 9000000.00 7458134.82 BANK AMER CORP 2019-01-15 2019-01-15 2.6 - 2.6 Other Instrument CORPORATE 438582.00 451988.48 COMM 2047-04-10 2047-04-10 4.278 - 4.278 Other Instrument MORTGAGE 10000000.00 10561796.67 COMM 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument MORTGAGE 2000000.00 2026480.44 JP MORGAN MORTGAGE TRUST 2035-08-25 2035-08-25 2.561 - 2.561 Other Instrument MORTGAGE 970000.00 874064.92 MORGAN STANLEY CAPITAL I 2049-04-15 2049-04-15 5.685 - 5.685 Other Instrument MORTGAGE 3562227.00 3799729.10 WF-RBS COMMERCIAL MORTGAGE TRUST 2044-11-18 2044-11-18 5.635 - 5.635 Other Instrument MORTGAGE 3000000.00 3210807.00 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.618 - 2.618 Other Instrument MORTGAGE 15189658.00 10422537.22 First Tier Security 2014-07-21 2014-07-21 N N N 83000000.00 83000000.00 0.0007 Y 83011620.00 83011620.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LMP6 Other Repurchase Agreement N 51-100 2015-01-15 2099-12-31 0 - 12.375 Other Instrument MORTGAGE 110917079.00 87287184.59 First Tier Security 2014-07-23 2014-07-23 N N N 82000000.00 82000000.00 0.0007 Y 82013120.00 82013120.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LQH0 Other Repurchase Agreement N US TREASURY 2019-02-15 2019-02-15 8.875 - 8.875 Treasury Debt 2540500.00 3469300.13 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2028-03-01 2.5 - 2.5 Government Agency Debt 991452.00 889860.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2043-03-20 3.5 - 3.5 Government Agency Debt 344963.00 335426.63 CWALT ALTERNATIVE LOAN TRUST 2046-07-20 2046-07-20 0.353 - 0.353 Other Instrument MORTGAGE 74758111.00 16618273.55 CWALT ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 6.25 - 6.25 Other Instrument MORTGAGE 20000000.00 11884510.00 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-02-25 2045-02-25 0.702 - 0.702 Other Instrument MORTGAGE 15000000.00 4438322.36 BANC OF AMERICA MORTGAGE SECURITIES 2035-10-25 2035-10-25 2.758 - 2.758 Other Instrument MORTGAGE 4650000.00 3060179.25 BEAR STEARNS ALT-A TRUST 2034-01-25 2034-01-25 2.57 - 2.57 Other Instrument MORTGAGE 6192200.00 1559738.20 BOMBARDIER INC 2022-03-15 2022-03-15 5.75 - 5.75 Other Instrument CORPORATE 100000.00 104177.08 BOXER PARENT CO INC 2019-10-15 2019-10-15 N/A Other Instrument CORPORATE 250000.00 248437.50 CIMAREX ENERGY CO 2024-06-01 2024-06-01 4.375 - 4.375 Other Instrument CORPORATE 1300000.00 1319500.00 CMALT (CITIMORTGAGE ALTERNATIVE LOAN TRUST) 2037-10-25 2037-10-25 6 - 6 Other Instrument MORTGAGE 51500000.00 19147523.42 COMM 2046-12-10 2046-12-10 5.377 - 5.377 Other Instrument MORTGAGE 2550000.00 2583762.57 CWALT ALTERNATIVE LOAN TRUST 2046-10-25 2046-10-25 0.402 - 0.402 Other Instrument MORTGAGE 15000000.00 3772117.63 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2037-03-25 2037-03-25 0.302 - 0.302 Other Instrument MORTGAGE 12562456.00 3643289.76 GSAA HOME EQUITY TRUST 2035-03-25 2035-03-25 0.852 - 0.852 Other Instrument MORTGAGE 9305000.00 6351707.76 HMAN FIN SUB CORP 2022-07-15 2022-07-15 N/A Other Instrument CORPORATE 479000.00 479000.00 HEINZ H J CO 2020-10-15 2020-10-15 4.25 - 4.25 Other Instrument CORPORATE 35000.00 35322.05 INDYMAC INDX MORTGAGE LOAN TRUST 2035-12-25 2036-04-25 2.48 - 2.565 Other Instrument MORTGAGE 29630000.00 9614748.49 MASISA S A NEW 2019-05-05 2019-05-05 N/A Other Instrument CORPORATE 300000.00 329104.17 MERRILL LYNCH MORTGAGE TRUST 2041-10-12 2041-10-12 5.376 - 5.376 Other Instrument MORTGAGE 1533000.00 854023.95 NUMERICABLE GROUP S A 2022-05-15 2022-05-15 6 - 6 Other Instrument CORPORATE 2000000.00 2094833.33 RBSSP RESECURITIZATION TRUST 2036-01-26 2036-01-26 2.356 - 2.356 Other Instrument MORTGAGE 48140398.00 25435684.31 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-07-25 2035-07-25 0.902 - 0.902 Other Instrument MORTGAGE 10459000.00 3146153.78 STRUCTURED ASSET SECURITIES CORPORATION 2035-01-25 2035-01-25 0.702 - 0.702 Other Instrument MORTGAGE 4000000.00 2673716.83 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2047-01-25 2047-01-25 0.826 - 0.826 Other Instrument MORTGAGE 10074000.00 2925174.41 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-06-25 2035-06-25 2.618 - 2.618 Other Instrument MORTGAGE 3398342.00 2331806.68 BBVA BANCOMER S A 2022-05-17 2022-05-17 2.035 - 2.035 Other Instrument CORPORATE 250000.00 263356.56 MINERVA LUXEMBOURG 8.75 29DEC49 FRN 2099-12-31 2099-12-31 N/A Other Instrument CORPORATE 200000.00 214229.17 7.50% BD REDEEM 30/ 2022-07-30 2022-07-30 7.5 - 7.5 Other Instrument CORPORATE 41000.00 45356.25 BBVA BANCOMER S A 2020-04-22 2020-04-22 7.25 - 7.25 Other Instrument CORPORATE 569000.00 657021.14 EMPRESAS ICA 2024-05-29 2024-05-29 8.875 - 8.875 Other Instrument CORPORATE 150000.00 154275.00 GRUPO PAPELERO SCRIBE SA DE CV 2020-04-07 2020-04-07 8.875 - 8.875 Other Instrument CORPORATE 190000.00 190372.74 9.50% NT REDEEM 05/ 2019-05-05 2019-05-05 9.5 - 9.5 Other Instrument CORPORATE 640000.00 702088.89 6% NT REDEEM 15/11/ 2026-11-15 2026-11-15 6 - 6 Other Instrument CORPORATE 1000000.00 665000.00 6% NT REDEEM 01/04/ 2024-04-01 2024-04-01 6 - 6 Other Instrument CORPORATE 500000.00 528041.67 First Tier Security 2014-08-04 2014-08-04 N N N 123000000.00 123000000.00 0.0011 Y 123030750.00 123030750.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LRS5 Other Repurchase Agreement N US TREASURY 2019-02-28 2019-08-15 0 - 1.5 Treasury Debt 163181.00 159153.42 FEDERAL NATIONAL MORTGAGE ASSOC 2028-03-01 2042-09-25 2.5 - 4 Government Agency Debt 856615.00 604888.41 AMERIQUEST MORTGAGE SECURITIES ASSET-BACKED PTC 2034-12-25 2034-12-25 1.217 - 1.217 Other Instrument ASSET BACKED 8500000.00 1968198.81 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2035-09-25 2035-09-25 0.662 - 0.662 Other Instrument ASSET BACKED 7500000.00 1583197.93 CIT MORTGAGE LOAN TRUST 2037-10-25 2037-10-25 1.902 - 1.902 Other Instrument ASSET BACKED 43792985.00 8953183.83 COUNTRYWIDE HOME EQUITY LOAN TRUST 2036-02-25 2036-02-25 0.642 - 0.642 Other Instrument ASSET BACKED 19000000.00 4040190.20 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-02-25 2035-02-25 5.541 - 5.541 Other Instrument ASSET BACKED 6400000.00 1696169.94 COUNTRYWIDE HOME EQUITY LOAN TRUST 2035-09-25 2035-09-25 0.412 - 0.412 Other Instrument ASSET BACKED 25000000.00 8099305.56 CARRINGTON HOME EQUITY LOAN TRUST 2035-10-25 2035-10-25 0.672 - 0.672 Other Instrument ASSET BACKED 8418000.00 1776975.26 FIRST FRANKLIN MORTGAGE LOAN TRUST ABS CERTIFICATES 2035-10-25 2035-10-25 0.692 - 0.692 Other Instrument ASSET BACKED 18602000.00 5827265.05 HOME EQUITY ASSET TRUST 2037-03-25 2037-03-25 0.372 - 0.372 Other Instrument ASSET BACKED 15560000.00 3889450.21 RAST (RESIDENTIAL ASSET SECURITIZATION TRUST) 2035-04-25 2035-04-25 5.5 - 5.5 Other Instrument ASSET BACKED 2500000.00 653087.55 MASTR ASSET BACKED SECURITIES TRUST 2036-08-25 2036-08-25 0.262 - 0.262 Other Instrument ASSET BACKED 17423276.00 5994868.88 RAMP 2033-02-25 2033-02-25 5.35 - 5.35 Other Instrument ASSET BACKED 5695000.00 1200902.50 SECURITIZED ASSET BACKED RECEIVABLES TRUST 2036-12-25 2036-12-25 0.262 - 0.372 Other Instrument ASSET BACKED 97967000.00 30199764.26 SASCO MORTGAGE LOAN TRUST 2037-06-25 2037-06-25 0.352 - 0.352 Other Instrument ASSET BACKED 42936000.00 11988026.98 First Tier Security 2014-08-07 2014-08-07 N N N 82000000.00 82000000.00 0.0007 Y 82022140.00 82022140.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.91% 48S99LTK0 Other Repurchase Agreement N US TREASURY 2019-02-15 2019-08-15 0 - 8.875 Treasury Debt 7114019.00 9314276.67 GOVERNMENT NATIONAL MORTAGE ASSOC 2043-03-20 2043-03-20 3.5 - 3.5 Government Agency Debt 527997.00 513400.72 ADJUSTABLE RATE MORTGAGE TRUST 2035-08-25 2036-01-25 1.152 - 3.716 Other Instrument MORTGAGE 10417623.00 404463.40 CWALT ALTERNATIVE LOAN TRUST 2046-07-20 2046-07-20 0.353 - 0.353 Other Instrument MORTGAGE 24453721.00 5435913.50 CWALT ALTERNATIVE LOAN TRUST 2037-01-25 2037-01-25 0.602 - 0.602 Other Instrument MORTGAGE 53035714.00 7281628.79 CWALT ALTERNATIVE LOAN TRUST 2047-04-25 2047-04-25 0.332 - 0.332 Other Instrument MORTGAGE 53288547.00 4292742.31 CWALT ALTERNATIVE LOAN TRUST 2047-09-25 2047-09-25 0.5 - 0.5 Other Instrument MORTGAGE 12500000.00 1939567.23 AMERICAN HOME MORTGAGE ASSETS TRUST 2046-10-25 2046-10-25 0.412 - 1.293 Other Instrument MORTGAGE 65000000.00 1058371.69 BANC OF AMERICA FUNDING CORP 2036-07-25 2036-07-25 6 - 6 Other Instrument MORTGAGE 3133000.00 223255.67 BANK AMER CORP 2019-01-15 2019-01-15 2.6 - 2.6 Other Instrument CORPORATE 4778768.00 4924844.32 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2035-02-25 2035-02-25 0.902 - 0.902 Other Instrument MORTGAGE 11100000.00 870658.92 BEAR STEARNS ARM TRUST 2035-12-25 2035-12-25 N/A Other Instrument MORTGAGE 3514000.00 445282.42 BEAR STEARNS ASSET BACKED SECURITIES I TRUST 2036-03-25 2036-03-25 0.502 - 0.502 Other Instrument MORTGAGE 43569467.00 3807583.93 CWALT ALTERNATIVE LOAN TRUST 2036-01-25 2036-01-25 0.512 - 0.512 Other Instrument MORTGAGE 59000000.00 7685843.98 COUNTRYWIDE HOME LOANS 2036-03-25 2036-03-25 0.482 - 0.482 Other Instrument MORTGAGE 73949950.00 5677922.93 COUNTRYWIDE HOME LOANS 2035-02-25 2035-05-25 0.632 - 5.411 Other Instrument MORTGAGE 65055000.00 2553444.05 CSMC MTG BACKED TR 2007-5 2019-12-25 2019-12-25 N/A Other Instrument MORTGAGE 10880000.00 1780990.66 DSLA MORTGAGE LOAN TRUST 2045-03-19 2045-03-19 0.485 - 0.485 Other Instrument MORTGAGE 45216000.00 243735.29 GMACM MORTGAGE LOAN TRUST 2035-06-19 2035-06-19 2.802 - 2.802 Other Instrument MORTGAGE 25000000.00 5063822.80 GSAA HOME EQUITY TRUST 2036-01-25 2036-01-25 0.242 - 0.242 Other Instrument MORTGAGE 125421000.00 4079807.62 GSR MORTGAGE LOAN TRUST 2046-08-25 2046-08-25 0.442 - 0.442 Other Instrument MORTGAGE 20000000.00 2664007.28 GREENPOINT MORTGAGE-BACKED PASS-THROUGH CERTIFICATES 2036-04-25 2036-04-25 0.382 - 0.382 Other Instrument MORTGAGE 13090000.00 1475765.67 HARBORVIEW MORTGAGE LOAN TRUST 2047-11-25 2047-11-25 1.152 - 1.152 Other Instrument MORTGAGE 34961333.00 142498.64 IMPAC SECURED ASSETS CORP 2034-11-25 2034-11-25 1.127 - 1.127 Other Instrument MORTGAGE 5000000.00 1015648.55 INDYMAC INDX MORTGAGE LOAN TRUST 2035-03-25 2036-03-25 2.438 - 2.644 Other Instrument MORTGAGE 96350000.00 18040458.77 LEHMAN XS TRUST 2035-12-25 2035-12-25 0.452 - 0.452 Other Instrument MORTGAGE 66940000.00 6986561.29 LUMINENT MORTGAGE TRUST 2046-02-25 2046-02-25 0.432 - 0.432 Other Instrument MORTGAGE 26400000.00 224205.32 MASTR ALTERNATIVE LOAN TRUST 2035-06-25 2035-06-25 6.198 - 6.198 Other Instrument MORTGAGE 10799000.00 670665.83 MORGAN STANLEY MORTGAGE LOAN TRUST 2036-06-25 2036-06-25 2.148 - 2.148 Other Instrument MORTGAGE 8508000.00 1492494.80 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2036-10-25 2036-10-25 0.552 - 0.552 Other Instrument MORTGAGE 30000000.00 2584632.18 RALI 2037-02-25 2037-02-25 0.28 - 0.28 Other Instrument MORTGAGE 37320000.00 7065975.05 RALI 2035-12-25 2035-12-25 0.356 - 0.356 Other Instrument MORTGAGE 540112378.00 2092215.76 STRUCTURED ASSET SECURITIES CORPORATION 2035-01-25 2035-01-25 1.102 - 1.102 Other Instrument MORTGAGE 6000000.00 413113.44 STRUCTURED ASSET MORTGAGE INVESTMENTS 2036-07-25 2036-07-25 0.382 - 0.382 Other Instrument MORTGAGE 42610000.00 4496453.96 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-02-25 2036-02-25 0.472 - 0.472 Other Instrument MORTGAGE 40000000.00 163111.66 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2046-06-25 2046-06-25 1.113 - 1.113 Other Instrument MORTGAGE 13020000.00 2787425.49 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2036-12-25 2036-12-25 0.252 - 0.252 Other Instrument MORTGAGE 75000000.00 9329446.99 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2033-11-25 2033-11-25 2.49 - 2.49 Other Instrument MORTGAGE 2200000.00 1407857.25 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 2.623 - 2.623 Other Instrument MORTGAGE 13050000.00 977611.64 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2035-04-25 2035-04-25 0.752 - 0.752 Other Instrument MORTGAGE 1500000.00 129933.79 CSN ISLANDS XII COR 2099-12-31 2099-12-31 7 - 7 Other Instrument CORPORATE 450000.00 425862.50 GTD NT REG S 2025-04-25 2025-04-25 4.375 - 4.375 Other Instrument CORPORATE 5779.00 5706.18 First Tier Security 2014-09-02 2014-09-02 N N N 123000000.00 123000000.00 0.0011 Y 123055350.00 123055350.00 Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.03% 48S99LRT3 Other Repurchase Agreement N 51-100 2015-09-15 2045-08-19 0 - 11.5 Other Instrument MORTGAGE 808856888.00 88546597.34 First Tier Security 2014-09-05 2014-09-05 N N N 82000000.00 82000000.00 0.0007 Y 82056580.00 82056580.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.25% 42T99Q3M5 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2023-02-15 2044-05-01 2.339 - 8.297 Government Agency Debt 267996004.00 29792964.41 FEDERAL NATIONAL MORTGAGE ASSOC 2021-05-25 2044-06-01 0 - 9.696 Government Agency Debt 591335397.00 90755122.98 GOVERNMENT NATIONAL MORTAGE ASSOC 2029-05-16 2043-12-20 1.799 - 6.547 Government Agency Debt 115291441.00 14278815.54 First Tier Security 2014-07-07 2014-07-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 131000000.00 131000000.00 0.0011 N 131000000.00 131000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.29% 42T99Q3K9 0000050916 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2020-04-15 2044-05-01 0 - 1181.25 Government Agency Debt 807668587.00 34887376.91 FEDERAL NATIONAL MORTGAGE ASSOC 2017-02-25 2043-12-25 0 - 1009.25 Government Agency Debt 1313695554.00 94061385.09 GOVERNMENT NATIONAL MORTAGE ASSOC 2028-04-16 2043-12-20 0 - 1181.17948 Government Agency Debt 308279736.00 27463014.28 First Tier Security 2014-07-07 2014-07-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 152000000.00 152000000.00 0.0013 N 152000000.00 152000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q3H6 0000050916 Other Repurchase Agreement N 51-100 2015-02-12 2043-01-15 0 - 14.75 Other Instrument CORPORATE 117998758.00 117737397.20 First Tier Security 2014-07-01 2014-07-01 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 109000000.00 109000000.00 0.0010 N 109000000.00 109000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.38% 42T99Q3J2 0000050916 Other Repurchase Agreement N 51-100 2015-12-01 2044-06-24 0 - 14.75 Other Instrument CORPORATE 154088662.00 141496427.95 First Tier Security 2014-07-07 2014-07-07 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 131000000.00 131000000.00 0.0011 N 131000000.00 131000000.00 RBC Capital Markets Co. RBC Capital Markets Co., 0.40% 42T99Q3G8 0000050916 Other Repurchase Agreement N A10 TERM ASSET FING 2014-1 LLC 2033-04-15 2033-04-15 N/A Other Instrument MORTGAGE 3481158.00 3466130.61 CWALT ALTERNATIVE LOAN TRUST 2036-08-25 2036-08-25 6 - 6 Other Instrument MORTGAGE 5750755.00 3073115.76 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 4.998 - 4.998 Other Instrument MORTGAGE 27500000.00 806781.21 CWALT ALTERNATIVE LOAN TRUST 2037-04-25 2037-04-25 6 - 6 Other Instrument MORTGAGE 11190750.00 6103481.36 CWALT ALTERNATIVE LOAN TRUST 2047-06-25 2047-06-25 5.348 - 5.348 Other Instrument MORTGAGE 47623756.00 4174543.66 CWALT ALTERNATIVE LOAN TRUST 2037-08-25 2037-08-25 6.25 - 6.25 Other Instrument MORTGAGE 4168147.00 811926.59 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-09-25 2045-09-25 0.452 - 0.452 Other Instrument MORTGAGE 522000.00 82535.68 BANC OF AMERICA ALTERNATIVE LOAN TRUST 2034-10-25 2034-10-25 5.75 - 5.75 Other Instrument MORTGAGE 100002.00 32658.27 BANC OF AMERICA MORTGAGE SECURITIES 2034-08-25 2034-08-25 5.75 - 5.75 Other Instrument MORTGAGE 40000.00 4370.70 BANC OF AMERICA COMMERCIAL MORTGAGE 2045-10-10 2045-10-10 5.39 - 5.39 Other Instrument MORTGAGE 851834.00 922981.26 BANC OF AMERICA COMMERCIAL MORTGAGE 2049-04-10 2049-04-10 5.622 - 5.622 Other Instrument MORTGAGE 3476.00 3499.29 BANC OF AMERICA FUNDING CORP 2047-04-20 2047-04-20 0.378 - 0.378 Other Instrument MORTGAGE 12178959.00 3288140.26 BEAR STEARNS ALT-A TRUST 2046-06-25 2046-06-25 0.312 - 0.312 Other Instrument MORTGAGE 477820.00 78742.45 COMM 2013-CCRE8 MTG TR 2046-06-12 2046-06-12 N/A Other Instrument MORTGAGE 84331.00 76515.89 COMM 2014-CCRE17 MTG TR 2024-05-10 2024-05-10 N/A Other Instrument MORTGAGE 2553703.00 2640212.82 CWALT ALTERNATIVE LOAN TRUST 2034-05-25 2035-01-25 5.75 - 6 Other Instrument MORTGAGE 335481.00 247778.83 CWALT ALTERNATIVE LOAN TRUST 2035-10-25 2035-10-25 5.5 - 5.5 Other Instrument MORTGAGE 119500.00 17062.75 CWALT ALTERNATIVE LOAN TRUST 2035-12-25 2035-12-25 5.5 - 5.5 Other Instrument MORTGAGE 1244000.00 260092.40 CWALT ALTERNATIVE LOAN TRUST 2036-09-25 2036-09-25 0.752 - 0.752 Other Instrument MORTGAGE 1100755.00 140198.09 COUNTRYWIDE HOME LOANS 2035-03-25 2035-04-25 5.15 - 5.4 Other Instrument MORTGAGE 15000.00 13678.46 CITIGROUP MORTGAGE LOAN TRUST 2036-03-25 2036-03-25 6.082 - 6.082 Other Instrument MORTGAGE 15000.00 9149.08 COBALT CMBS COMMERCIAL MORTGAGE TRUST 2046-05-17 2046-05-17 5.776 - 5.776 Other Instrument MORTGAGE 10766.00 7748.09 COMMERCIAL MORTGAGE LOAN TRUST 2049-12-10 2049-12-10 6.213 - 6.213 Other Instrument MORTGAGE 2403757.00 2546609.45 CSMC MORTGAGE-BACKED TRUST 2036-04-25 2036-04-25 5.896 - 5.896 Other Instrument MORTGAGE 70000.00 41642.81 DEUTSCHE ALT-A SECURITIES ALTERNATIVE LOAN TRUST 2035-08-25 2035-08-25 0.462 - 0.462 Other Instrument MORTGAGE 11999282.00 970353.63 GSAA HOME EQUITY TRUST 2036-10-25 2036-10-25 0.322 - 0.322 Other Instrument MORTGAGE 2639746.00 999401.41 GREENPOINT MTA TRUST 2045-06-25 2045-06-25 0.712 - 0.712 Other Instrument MORTGAGE 12000000.00 835907.35 HARBORVIEW MORTGAGE LOAN TRUST 2035-06-19 2035-06-19 1.053 - 1.053 Other Instrument MORTGAGE 2132134.00 1160616.70 INDYMAC INDA MORTGAGE LOAN TRUST 2036-08-25 2036-08-25 5.072 - 5.072 Other Instrument MORTGAGE 16511.00 3791.28 MASTR ASSET SECURITIZATION TRUST 2033-10-25 2033-10-25 5.5 - 5.5 Other Instrument MORTGAGE 2000.00 216.98 ML TRUST 2020-08-20 2020-08-20 9 - 9 Other Instrument MORTGAGE 5000.00 57.12 MASTR ALTERNATIVE LOAN TRUST 2034-11-25 2034-11-25 6.5 - 6.5 Other Instrument MORTGAGE 32000.00 7855.72 MASTR ASSET SECURITIZATION TRUST 2034-12-25 2034-12-25 5.75 - 5.75 Other Instrument MORTGAGE 5000.00 2690.81 MERRILL LYNCH ALTERNATIVE NOTE ASSET TRUST 2037-03-25 2037-03-25 6 - 6 Other Instrument MORTGAGE 15000.00 5798.23 MORGAN STANLEY CAPITAL I 2049-12-12 2049-12-12 6.09 - 6.09 Other Instrument MORTGAGE 47207.00 53348.23 NOMURA ASSET ACCEPTANCE CORP ALTERNATIVE LOAN TRUST 2035-02-25 2035-02-25 4.855 - 4.855 Other Instrument MORTGAGE 12000.00 3737.69 RAMP 2032-07-25 2032-07-25 7 - 7 Other Instrument MORTGAGE 100000.00 13192.74 RYLAND ACCEPTANCE CORP FOUR 2021-01-20 2021-01-20 N/A Other Instrument MORTGAGE 2000.00 28.77 SCG TR 2013-SRP1 2026-11-15 2026-11-15 N/A Other Instrument MORTGAGE 6824315.00 6849858.41 UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2046-03-12 2046-03-12 N/A Other Instrument MORTGAGE 415168.00 332169.46 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2034-07-25 2034-07-25 5.45 - 5.45 Other Instrument MORTGAGE 6000.00 4070.55 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2047-07-25 2047-07-25 1.932 - 1.932 Other Instrument MORTGAGE 3966714.00 1523226.49 WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICATES, WMALT 2035-07-25 2035-07-25 5.5 - 5.5 Other Instrument MORTGAGE 2486535.00 2792503.45 WELLS FARGO MORTGAGE BACKED SECURITIES TRUST 2034-12-25 2034-12-25 2.593 - 2.593 Other Instrument MORTGAGE 6155643.00 2748377.80 First Tier Security 2014-07-01 2014-07-01 Y RBC CAP MARKETS LLC(NON-GV RP) N/A N/A N N 44000000.00 44000000.00 0.0004 N 44000000.00 44000000.00 RBS Securities, Inc. RBS Securities, Inc., 0.60% 48X99EAH7 0000808379 Other Repurchase Agreement N FEDERAL HOME LOAN MORTGAGE CORP 2036-03-15 2043-11-01 4 - 6.548 Government Agency Debt 110980725.00 57505686.00 FEDERAL NATIONAL MORTGAGE ASSOC 2028-04-18 2036-03-25 1.781 - 8.446 Government Agency Debt 685687358.00 2237426.93 GOVERNMENT NATIONAL MORTAGE ASSOC 2031-05-16 2063-07-20 0.552 - 7.348 Government Agency Debt 186026886.00 17698571.81 ALTERNATIVE LOAN TRUST 2007-OA 2047-03-25 2047-03-25 1.327 - 1.327 Other Instrument GOVERNMENT AGENCY 199302318.00 2742984.68 BEAR STEARNS ASSET BACKED SECU 2034-10-25 2034-10-25 6.948 - 6.948 Other Instrument GOVERNMENT AGENCY 31481090.00 1109267.02 COMM 2013-CCRE12 MTG TR 2046-10-10 2046-10-10 3.765 - 3.765 Other Instrument GOVERNMENT AGENCY 855000.00 891654.70 COMM 2005-C6 2044-06-10 2044-06-10 5.167 - 5.167 Other Instrument GOVERNMENT AGENCY 1000000.00 1046919.35 CSMC SERIES 2009-9R 2036-10-26 2036-10-26 2.385 - 2.385 Other Instrument GOVERNMENT AGENCY 17000000.00 8358620.23 CSMC SERIES 2010-RR4 2040-02-15 2040-02-15 5.383 - 5.383 Other Instrument GOVERNMENT AGENCY 500000.00 413494.20 DEUTSCHE MTG SECURITIES INC. R 2047-06-28 2047-06-28 3.991 - 3.991 Other Instrument GOVERNMENT AGENCY 17145000.00 17401105.82 GS MTG SECS CORP TR 2012-SHOP 2031-06-05 2031-06-05 2.933 - 2.933 Other Instrument GOVERNMENT AGENCY 390000.00 404078.08 GS MTG SECS TR 2014-GC20 2047-04-10 2047-04-10 4.866 - 4.866 Other Instrument GOVERNMENT AGENCY 5350000.00 5062666.57 J P MORGAN CHASE COML MTG SECS 2028-12-15 2028-12-15 2.752 - 2.752 Other Instrument GOVERNMENT AGENCY 10350000.00 10388269.28 MORGAN STANLEY ACES SPC 2047-04-15 2047-04-15 3.654 - 3.654 Other Instrument GOVERNMENT AGENCY 1250000.00 1312566.85 WFRBS COML MTG TR 2013-C15 2046-08-15 2046-08-15 3.881 - 3.881 Other Instrument GOVERNMENT AGENCY 125000.00 131937.30 WFRBS COML MTG TR 2013-C17 2046-12-15 2046-12-15 4.023 - 4.023 Other Instrument GOVERNMENT AGENCY 200000.00 212421.13 WFRBS COML MTG TR 2014-C19 2047-03-15 2047-03-15 3.829 - 3.829 Other Instrument GOVERNMENT AGENCY 270000.00 279201.99 First Tier Security 2014-07-01 2014-07-01 N N N 123000000.00 123000000.00 0.0011 N 123000000.00 123000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99B2N0 Other Repurchase Agreement N AMC ENTERT HLDGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40813.00 1004407.93 ANADARKO PETROLEUM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 172918.00 18934521.00 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 74933.00 1148722.89 BANKUNITED 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20667.00 692344.50 BIOGEN IDEC 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 10644.00 3386175.72 CINCINNATI FINANCL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 85840.00 4110019.20 DISH NETWORK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 171554.00 11260804.56 FACEBOOK-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 71359.00 4823868.40 GOOGLE-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 76336.00 44052224.82 HUMANA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 40006.00 5097164.46 INTERCON EXCHANGE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13086.00 2459251.98 LEAR 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 3208.00 283298.48 THE MSG-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4337.00 268330.19 MCDONALD'S 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 300000.00 30438000.00 MERCK 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 192835.00 11093797.55 MICROSOFT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1618108.00 68365063.00 MYLAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20742.00 1068420.42 NORTHST RL FIN REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 953657.00 16822509.48 PMC-SIERRA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1325494.00 9994224.76 PHILIP MRRS INT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 87730.00 7443890.50 POTLATCH CORP REIT 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 25000.00 1042500.00 PRECISION CASTPARTS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 15343.00 3902645.48 STARWD REIT-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14812.00 389851.84 TIME WARNER CBL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 6038.00 892657.92 TWENTY-FIRST CENT-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 1005.00 34511.70 UNS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 504.00 30441.60 UTD TECHNOLOGIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 120677.00 14068524.66 VERIZON COMM 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 604035.00 29791006.20 WESTERN DIGITAL 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 62.00 5759.80 VALIDUS HLDGS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22734.00 857526.48 CORE LABORATORIES 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 33814.00 5613124.00 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 13709.00 1960249.91 First Tier Security 2014-07-01 2014-07-01 N N N 279000000.00 279000000.00 0.0024 N 279000000.00 279000000.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99B2P5 Other Repurchase Agreement N CREDIT SUISSE MEDIUM TERM SUB NTS BOOK ENTRY 2020-08-05 2020-08-05 4.375 - 4.375 Other Instrument CORPORATE 307621.00 341450.55 DEUTSCHE BK AG GLOBAL MEDIUM TERM NTS BOOK ENTRY 2017-05-30 2017-05-30 N/A Other Instrument CORPORATE 12537000.00 12542202.86 ENTERGY TEX INC 2019-02-01 2019-02-01 7.125 - 7.125 Other Instrument CORPORATE 871494.00 1079022.50 FIRST UN CAP II 2029-11-15 2029-11-15 7.95 - 7.95 Other Instrument CORPORATE 35577.00 45722.76 GENERAL MLS INC 2016-01-29 2016-01-29 0.875 - 0.875 Other Instrument CORPORATE 3015635.00 3039670.03 GOLDCORP INC NEW 2044-06-09 2044-06-09 3.625 - 3.625 Other Instrument CORPORATE 2194.00 2230.12 GOLDMAN SACHS GROUP INC 2022-01-24 2022-01-24 5.75 - 5.75 Other Instrument CORPORATE 1030407.00 1219122.61 HSBC FIN CAP TR IX 2035-11-30 2035-11-30 5.911 - 5.911 Other Instrument CORPORATE 628205.00 657998.15 HOME DEPOT INC 2044-02-15 2044-02-15 4.875 - 4.875 Other Instrument CORPORATE 8500000.00 9373470.62 HOSPITALITY PPTYS TR 2017-03-15 2017-03-15 5.625 - 5.625 Other Instrument CORPORATE 20716.00 22989.92 JPMORGAN CHASE CAP XXIII 2077-05-15 2077-05-15 1.223 - 1.223 Other Instrument CORPORATE 6000000.00 4868567.30 MACQUARIE GROUP LTD SR MEDIUM TERM NTS BOOK ENTR 2018-12-03 2018-12-03 N/A Other Instrument CORPORATE 5355258.00 5502045.62 MANITOBA PROV CDA 2020-04-01 2020-04-01 9.25 - 9.25 Other Instrument CORPORATE 454823.00 613960.13 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2021-05-20 2021-05-20 3.625 - 3.625 Other Instrument CORPORATE 1886700.00 2017821.46 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2014-07-15 2014-07-15 5.45 - 5.45 Other Instrument CORPORATE 8072333.00 8291409.39 MONSANTO CO NEW 2042-07-15 2042-07-15 3.6 - 3.6 Other Instrument CORPORATE 259127.00 231719.14 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2016-10-18 2016-10-18 0.677 - 0.677 Other Instrument CORPORATE 233645.00 233673.70 MUTUAL OMAHA INS CO 2040-10-15 2040-10-15 6.95 - 6.95 Other Instrument CORPORATE 9199984.00 11773855.85 NEWFOUNDLAND PROV CDA 2019-06-01 2019-06-01 9 - 9 Other Instrument CORPORATE 541618.00 686202.93 ONTARIO PROV CDA 2024-05-16 2024-05-16 3.2 - 3.2 Other Instrument CORPORATE 6868268.00 6945749.70 ROPER INDS INC NEW 2018-10-01 2018-10-01 2.05 - 2.05 Other Instrument CORPORATE 80862.00 81371.27 SASKATCHEWAN PROV CDA 2022-07-15 2022-07-15 8.5 - 8.5 Other Instrument CORPORATE 6729793.00 9597615.77 STANCORP FINL GROUP INC 2022-08-15 2022-08-15 5 - 5 Other Instrument CORPORATE 489828.00 531189.08 SUNCORP METWAY LTD MEDIUM TERM NTS BOOK ENTRY 14 2017-03-28 2017-03-28 1.7 - 1.7 Other Instrument CORPORATE 446105.00 450581.42 TORONTO DOMINION BK ONT FOR FUTURE DEBT SEE 8911 2015-07-29 2017-03-13 1.5 - 2.2 Other Instrument CORPORATE 6309720.00 6456163.93 TOTAL CAP INTL 2017-01-10 2017-01-10 1 - 1 Other Instrument CORPORATE 682621.00 687531.32 WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENT 2026-06-03 2026-06-03 4.1 - 4.1 Other Instrument CORPORATE 6511.00 6615.40 ZFS FIN USA TR V 2067-05-09 2067-05-09 6.5 - 6.5 Other Instrument CORPORATE 6102060.00 6585394.00 ENEL FINANCE INTERNATIONAL 2019-10-07 2019-10-07 5.125 - 5.125 Other Instrument CORPORATE 4695257.00 5339333.45 ACE CAP TR II 2030-04-01 2030-04-01 9.7 - 9.7 Other Instrument CORPORATE 4392108.00 6605645.03 APPALACHIAN PWR CO 2044-05-15 2044-05-15 4.4 - 4.4 Other Instrument CORPORATE 1186137.00 1194781.30 ARCHER DANIELS MIDLAND CO 2042-03-26 2042-03-26 4.535 - 4.535 Other Instrument CORPORATE 10343950.00 11030802.65 ARROW ELECTRS INC 2018-06-01 2018-06-01 6.875 - 6.875 Other Instrument CORPORATE 5484.00 6377.00 BANK AMER CORP 2021-01-05 2021-01-05 5.875 - 5.875 Other Instrument CORPORATE 4023706.00 4822568.68 CVS CAREMARK CORP FORMERLY CVS CORP TO 03/22/200 2041-05-15 2041-05-15 5.75 - 5.75 Other Instrument CORPORATE 2506227.00 3012002.41 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2044-05-15 2044-05-15 4.3 - 4.3 Other Instrument CORPORATE 344709.00 347418.80 CHEVRON CORP NEW FORMERLY CHEVRONTEXACO CORP TO 2018-06-24 2018-06-24 1.718 - 1.718 Other Instrument CORPORATE 5000000.00 5038881.67 CITIGROUP INC 2014-11-05 2019-05-22 0.502 - 8.5 Other Instrument CORPORATE 13737795.00 15723456.66 First Tier Security 2014-07-02 2014-07-02 N N N 140000000.00 140000000.00 0.0012 N 140000462.00 140000462.00 SG Americas Securities, LLC SG Americas Securities, LLC, 0.27% 60S99B2R1 Other Repurchase Agreement N ALLERGAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 449.00 78103.55 APPLE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 409065.00 37625798.70 BANK OF AMERICA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 68998.00 1057739.34 BANKUNITED 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 14333.00 480155.50 BAXTER INTERNATIONA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 325000.00 23669750.00 CBS-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 500000.00 30615000.00 CHESAPEAKE ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 119766.00 3640886.40 CITIGROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 609902.00 28750780.28 COACH 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 38387.00 1323199.89 COCA-COLA CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 175063.00 7385907.97 COMCAST-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 22963.00 1242298.30 DU PONT NEMOURS&CO 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 289837.00 18966933.28 GAP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 405.00 16698.15 GENERAL MOTORS 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 505879.00 18525288.98 GOOGLE-C 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 20.00 11532.00 HANOVER INSURANCE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9600.00 609600.00 HEWLETT-PACKARD 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 488730.00 16572834.30 INTERCON EXCHANGE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 9586.00 1801496.98 KEYCORP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 163945.00 2360808.00 MCCLATCHY-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 687996.00 3914697.24 MONDELEZ INT-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 193482.00 7214943.78 MYLAN 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 80219.00 4132080.69 PMC-SIERRA 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 60400.00 455416.00 ROCK TENN-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 16479.00 1714475.16 SAFEWAY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 447982.00 15361302.78 STARWD REIT-SBI 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 44569.00 1173056.08 TWENTY-FIRST CENT-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 251.00 8619.34 UNS ENERGY 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 4741.00 286356.40 UNITED PARCEL SVC-B 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 98093.00 10075132.03 DELPHI AUTOMOTIVE 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 274.00 18769.00 XL GROUP 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 273.00 8888.88 COPA HOLDINGS-A 2049-01-01 2049-01-01 N/A Other Instrument EQUITY 12242.00 1750483.58 First Tier Security 2014-07-03 2014-07-03 N N N 223000000.00 223000000.00 0.0020 N 223001494.10 223001494.10 SG Americas Securities, LLC SG Americas Securities, LLC, 0.36% 60S99B2Q3 Other Repurchase Agreement N 51-100 2014-07-15 2099-12-29 0 - 14.75 Other Instrument CORPORATE 221123382.00 239355597.28 First Tier Security 2014-07-02 2014-07-02 N N N 223000000.00 223000000.00 0.0020 N 223001293.40 223001293.40 UBS Securities LLC UBS Securities LLC, 0.43% 23M99SVW5 0000230611 Other Repurchase Agreement N 51-100 2015-01-08 2067-02-12 0 - 11 Other Instrument CORPORATE 214644073.00 237844101.56 First Tier Security 2014-07-07 2014-07-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 222000000.00 222000000.00 0.0019 N 222000000.00 222000000.00 UBS Securities LLC UBS Securities LLC, 0.43% 23M99SVY1 0000230611 Other Repurchase Agreement N ACCURAY INC NOTE 3. 2016-08-01 2018-02-01 0 - 3.5 Other Instrument EQUITY 862000.00 1408368.24 AMERICAN RESIDENTIAL PPTYS OP L P 2018-11-15 2018-11-15 3.25 - 3.25 Other Instrument EQUITY 139718.00 154170.78 ARVINMERITOR INC 2026-03-01 2027-02-15 4 - 4.625 Other Instrument EQUITY 2359000.00 2549700.26 ASCENT CAP GROUP INC FORMERLY ASCENT MEDIA CORP 2020-07-15 2020-07-15 4 - 4 Other Instrument EQUITY 250000.00 234270.83 BRISTOW GROUP INC 2038-06-15 2038-06-15 3 - 3 Other Instrument EQUITY 1560000.00 1962682.80 CAMPUS CREST CMNTYS OPER PARTNERSHIP LP 2018-10-15 2018-10-15 4.75 - 4.75 Other Instrument EQUITY 1983617.00 1954905.80 CEMEX S A B DE C V FORMERLY CEMEX S A 07/03/2006 2016-03-15 2018-03-15 3.25 - 3.75 Other Instrument EQUITY 9144000.00 13583456.44 COMMONWEALTH BK AUSTRALIA NY BRH MEDIUM TERM SR 2015-03-16 2015-03-16 1.95 - 1.95 Other Instrument CORPORATE 16024000.00 16295980.70 DEVON ENERGY CORP NEW 2016-07-15 2016-07-15 2.4 - 2.4 Other Instrument CORPORATE 7557173.00 7877068.13 ENERGY TRANSFER EQUITY L P 2020-10-15 2020-10-15 7.5 - 7.5 Other Instrument CORPORATE 875000.00 1023203.13 EXELIXIS INC 2019-08-15 2019-08-15 4.25 - 4.25 Other Instrument EQUITY 12035000.00 10406514.06 FOREST CITY ENTERPRISES INC 2020-08-15 2020-08-15 3.625 - 3.625 Other Instrument EQUITY 1771114.00 1904786.62 GSV CAP CORP 2018-09-15 2018-09-15 N/A Other Instrument EQUITY 100889.00 101488.53 GT ADVANCED TECHNOLOGIES INC 2017-10-01 2017-10-01 3 - 3 Other Instrument EQUITY 1485000.00 3642774.30 HARLAND CLARKE HLDGS CORP 2018-08-01 2018-08-01 9.75 - 9.75 Other Instrument CORPORATE 2272135.00 2593878.78 HERBALIFE LTD 2019-08-15 2019-08-15 2 - 2 Other Instrument EQUITY 12931194.00 12179633.00 ICONIX BRAND GROUP INC 2016-06-01 2016-06-01 2.5 - 2.5 Other Instrument EQUITY 2804633.00 4044319.74 JETBLUE AWYS CORP 2039-10-15 2039-10-15 6.75 - 6.75 Other Instrument EQUITY 45000.00 105229.91 J2 GLOBAL INC 2029-06-15 2029-06-15 N/A Other Instrument EQUITY 205985.00 209096.23 LENNAR CORP 2021-11-15 2021-11-15 3.25 - 3.25 Other Instrument EQUITY 5021000.00 9202551.56 LINN ENERGY LLC / LINN ENERGY FIN CORP 2019-05-15 2019-05-15 6.5 - 6.5 Other Instrument CORPORATE 1143285.00 1214025.76 LIONS GATE ENTMT INC 2025-03-15 2025-03-15 3.625 - 3.625 Other Instrument EQUITY 99000.00 341297.84 MGIC INVT CORP WIS 2017-05-01 2017-05-01 5 - 5 Other Instrument EQUITY 673000.00 787036.11 MERRIMACK PHARMACEUTICALS INC 2020-07-15 2020-07-15 4.5 - 4.5 Other Instrument EQUITY 1026811.00 1379135.53 MICRON TECHNOLOGY INC 2043-11-15 2043-11-15 3 - 3 Other Instrument EQUITY 1662308.00 2084118.65 MOLINA HEALTHCARE INC 2020-01-15 2020-01-15 1.125 - 1.125 Other Instrument EQUITY 6000000.00 7515937.50 NARA CABLE FDG LTD 2018-12-01 2018-12-01 8.875 - 8.875 Other Instrument CORPORATE 2953322.00 3173785.44 NEWPARK RESOURCES INC NEWPARK RES INC 2017-10-01 2017-10-01 4 - 4 Other Instrument EQUITY 3144000.00 4222451.38 NVIDIA CORP 2018-12-01 2018-12-01 1 - 1 Other Instrument EQUITY 321123.00 354097.69 OPKO HEALTH INC 2033-02-01 2033-02-01 3 - 3 Other Instrument EQUITY 727548.00 1014868.83 PDL BIOPHARMA INC 2015-05-01 2015-05-01 3.75 - 3.75 Other Instrument EQUITY 1148000.00 1835968.66 PETROLEUM DEV CORP 2016-05-15 2016-05-15 3.25 - 3.25 Other Instrument EQUITY 2333000.00 3720417.60 PORTFOLIO RECOVERY ASSOCS INC 2020-08-01 2020-08-01 3 - 3 Other Instrument EQUITY 1207000.00 1455094.83 QIHOO 360 TECHNOLOGY CO LTD 2018-09-15 2018-09-15 N/A Other Instrument EQUITY 2850000.00 3282264.25 SEACOR HLDGS INC 2028-11-15 2028-11-15 3 - 3 Other Instrument EQUITY 3416952.00 3363579.21 SOLAZYME INC 2019-10-01 2019-10-01 N/A Other Instrument EQUITY 3950000.00 4512326.39 SPIRIT RLTY CAP INC NEW 2021-05-15 2021-05-15 N/A Other Instrument EQUITY 5341219.00 5389650.50 STANDARD PAC CORP NEW 2032-08-01 2032-08-01 1.25 - 1.25 Other Instrument EQUITY 2778000.00 3483399.79 TESLA MTRS INC 2019-03-01 2019-03-01 0.25 - 0.25 Other Instrument EQUITY 166110.00 161783.90 VECTOR GROUP LTD 2019-01-15 2019-01-15 2.5 - 2.5 Other Instrument EQUITY 1000000.00 1352180.00 VENOCO INC 2019-02-15 2019-02-15 8.875 - 8.875 Other Instrument CORPORATE 316251.00 319660.58 VOLCANO CORP 2017-12-01 2017-12-01 1.75 - 1.75 Other Instrument EQUITY 31088.00 30121.47 YY INC NOTE 2. 2019-04-01 2019-04-01 N/A Other Instrument EQUITY 9500000.00 9303468.75 First Tier Security 2014-07-07 2014-07-07 Y UBS SECS LLC (NON GOV REPO) N/A N/A N N 141000000.00 141000000.00 0.0012 N 141000000.00 141000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.40% 45C994VP7 0000276523 Other Repurchase Agreement N 101-500 2014-07-08 2047-05-01 0 - 11.875 Other Instrument CORPORATE 349959279.00 147167413.48 First Tier Security 2014-07-02 2014-07-02 N N N 140000000.00 140000000.00 0.0012 N 140000966.00 140000966.00