N-MFP LIVE N 2012-10-31 0000763852 s000003905 11 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY JPMorgan Funds Management, Inc. Boston Financial Data Services, Inc. 0000275143 084-00896 N N N Prime 52 68 11037303712.84 5892637.46 4415217.25 11038781133.05 0.0032 1.0001 2012-10-31 1.0001 2012-10-31 c000010925 10000000.00 187898259.01 1.00 7037538.28 3475222452.51 3468184914.23 0.0001 0.9996 2012-10-31 0.9996 2012-10-31 c000010920 1000.00 4207956.91 1.00 -96520.52 21868.36 118388.88 0.0001 0.9999 2012-10-31 0.9999 2012-10-31 c000010927 1000000.00 476907368.23 1.00 26694588.61 553476183.03 526781594.42 0.0001 1.0001 2012-10-31 1.0001 2012-10-31 c000010921 1000.00 319360446.67 1.00 -10955956.79 5007405.57 15963362.36 0.0001 1.0002 2012-10-31 1.0002 2012-10-31 c000010922 50000000.00 2937481403.21 1.00 -63659369.14 2114246026.29 2177905395.43 0.0014 1.0001 2012-10-31 1.0001 2012-10-31 c000010923 1000.00 2484891309.30 1.00 -46327431.26 604400258.22 650727689.48 0.0001 1.0001 2012-10-31 1.0001 2012-10-31 c000010924 1000000.00 153958938.88 1.00 733910.70 58411967.71 57678057.01 0.0001 1.0002 2012-10-31 1.0002 2012-10-31 c000010918 10000000.00 3618772332.72 1.00 207380332.04 2685040241.72 2477659909.68 0.0011 1.0001 2012-10-31 1.0001 2012-10-31 c000010926 5000000.00 117631731.10 1.00 -8422808.46 120394576.44 128817384.90 0.0006 1.0001 2012-10-31 1.0001 2012-10-31 c000010919 10000000.00 137002014.64 1.00 11810179.53 2234262735.70 2222452556.17 0.0001 1.0001 2012-10-31 1.0001 2012-10-31 c000070649 1.00 600669372.38 1.00 71595763.36 109908579.96 38312816.60 0.0005 1.0001 2012-10-31 1.0001 2012-10-31 ABN-AMRO BANK N.V. (AMSTERDAM) ABN-AMRO BANK N.V. (AMSTERDAM) 0.26 33176BN 0000897878 Certificate of Deposit First Tier Security 2012-11-13 2012-11-13 N N N 57000000.00 57000000.00 0.0052 N 57001254.00 57001254.00 ABN-AMRO BANK N.V. (AMSTERDAM) ABN-AMRO BANK N.V. (AMSTERDAM) 0.262 24818UN 0000897878 Certificate of Deposit First Tier Security 2012-12-20 2012-12-20 N N N 52000000.00 52000176.77 0.0047 N 52000176.28 52000176.28 ALPINE SECURITIZATION ALPINE SECURITIZATION 0.230 02086LNA0 Asset Backed Commercial Paper First Tier Security 2013-01-10 2013-01-10 N Y CREDIT SUISSE AG N/A N/A N 15000000.00 14993291.67 0.0014 N 14992650.00 14992650.00 ALPINE SECURITIZATION ALPINE SECURITIZATION 0.220 02086LMA1 Asset Backed Commercial Paper First Tier Security 2012-12-10 2012-12-10 N Y CREDIT SUISSE AG N/A N/A N 25000000.00 24994041.67 0.0023 N 24993000.00 24993000.00 ANTALIS US FUNDING CORP ANTALIS US FUNDING CORP 0.400 03663TL14 Asset Backed Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N Y Liquidity/Partial C/E SOCIETE GENERALE SA N/A N/A 5000000.00 5000000.00 0.0005 N 4999950.00 4999950.00 ANZ NATIONAL (INTERNATIONAL) LTD ANZ NATIONAL (INTERNATIONAL) LTD 0.240 0018A2L79 Financial Company Commercial Paper First Tier Security 2012-11-07 2012-11-07 N N N 25000000.00 24999000.00 0.0023 N 24999500.00 24999500.00 ATLANTIS ONE FUNDING CORPORATION ATLANTIS ONE FUNDING CORPORATION 0.411 04915TR38 Asset Backed Commercial Paper First Tier Security 2013-04-03 2013-04-03 N N Y Liquidity RABOBANK NEDERLAND N/A N/A 34000000.00 33940755.00 0.0031 N 33956140.00 33956140.00 ATLANTIS ONE FUNDING CORPORATION ATLANTIS ONE FUNDING CORPORATION 0.391 04915TR95 Asset Backed Commercial Paper First Tier Security 2013-04-09 2013-04-09 N N Y Liquidity RABOBANK NEDERLAND N/A N/A 16000000.00 15972440.00 0.0014 N 15978400.00 15978400.00 ATLANTIS ONE FUNDING CORPORATION ATLANTIS ONE FUNDING CORPORATION 0.401 04915TR46 Asset Backed Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N Y Liquidity RABOBANK NEDERLAND N/A N/A 18000000.00 17969200.00 0.0016 N 17976600.00 17976600.00 ATLANTIS ONE FUNDING CORPORATION ATLANTIS ONE FUNDING CORPORATION 0.613 04915TN40 Asset Backed Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N Y Liquidity RABOBANK NEDERLAND N/A N/A 37000000.00 36959875.56 0.0033 N 36987050.00 36987050.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.250 05253AM72 Financial Company Commercial Paper First Tier Security 2012-12-07 2012-12-07 N N N 25000000.00 24993750.00 0.0023 N 24997250.00 24997250.00 AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.374 05252TAV2 Other Note First Tier Security 2012-11-15 2012-12-15 N N N 35000000.00 35000000.00 0.0032 N 35003500.00 35003500.00 BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 0.38 05962PRM3 Certificate of Deposit First Tier Security 2012-12-05 2012-12-05 N N N 27200000.00 27200000.00 0.0025 N 27204352.00 27204352.00 BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 0.35 05962PSE0 Certificate of Deposit First Tier Security 2013-01-02 2013-01-02 N N N 10000000.00 10000000.00 0.0009 N 10001200.00 10001200.00 BANK OF MONTREAL BANK OF MONTREAL 0.2 06366VV94 Certificate of Deposit First Tier Security 2012-12-06 2012-12-06 N N N 28000000.00 28000000.00 0.0025 N 28003920.00 28003920.00 BANK OF MONTREAL BANK OF MONTREAL 0.2 06366V2Q8 Certificate of Deposit First Tier Security 2012-12-12 2012-12-12 N N N 29000000.00 29000000.00 0.0026 N 29004640.00 29004640.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.262 06417FEG1 Certificate of Deposit First Tier Security 2012-11-19 2013-04-19 N N N 50000000.00 50000000.00 0.0045 N 49970500.00 49970500.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.314 06417EL68 Certificate of Deposit First Tier Security 2012-11-02 2013-03-28 N N N 53000000.00 53000000.00 0.0048 N 52961840.00 52961840.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.301 06417ER70 Certificate of Deposit First Tier Security 2012-11-26 2013-01-25 N N N 78700000.00 78700000.00 0.0071 N 78722036.00 78722036.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.295 06417E5W9 Certificate of Deposit First Tier Security 2012-11-19 2013-03-11 N N N 55000000.00 55000000.00 0.0050 N 55011550.00 55011550.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.42 06538E5W3 Certificate of Deposit First Tier Security 2013-03-20 2013-03-20 N N N 27000000.00 27000000.00 0.0024 N 27011610.00 27011610.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.47 06538E3Z8 Certificate of Deposit First Tier Security 2013-03-08 2013-03-08 N N N 8000000.00 8000000.00 0.0007 N 8004560.00 8004560.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.41 06538E5Y9 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 35000000.00 35000000.00 0.0032 N 35013650.00 35013650.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.5 06538EY68 Certificate of Deposit First Tier Security 2013-02-22 2013-02-22 N N N 13000000.00 13000000.00 0.0012 N 13009490.00 13009490.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.41 06538E6X0 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 11000000.00 11000000.00 0.0010 N 11004510.00 11004510.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.52 06538ER58 Certificate of Deposit First Tier Security 2013-01-28 2013-01-28 N N N 22000000.00 22000000.00 0.0020 N 22015180.00 22015180.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.51 06538EUS4 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 9000000.00 9000000.00 0.0008 N 9000090.00 9000090.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.53 06538EP92 Certificate of Deposit First Tier Security 2013-01-28 2013-01-28 N N N 67000000.00 67000000.00 0.0061 N 67048240.00 67048240.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.48 06538E3B1 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 11000000.00 11000000.00 0.0010 N 11007700.00 11007700.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.52 06538EN78 Certificate of Deposit First Tier Security 2013-01-23 2013-01-23 N N N 15000000.00 15000000.00 0.0014 N 15009750.00 15009750.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD (NY BRANCH) 0.49 06538E3Q8 Certificate of Deposit First Tier Security 2013-03-04 2013-03-04 N N N 35000000.00 35000000.00 0.0032 N 35021700.00 35021700.00 BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.527 29025BN 0001475365 Certificate of Deposit First Tier Security 2013-02-05 2013-02-05 N N N 25000000.00 24965427.23 0.0023 N 24981825.00 24981825.00 BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH BANK OF TOKYO-MITSUBISHI UFJ LTD LONDON BRANCH 0.520 21040UN 0001475365 Certificate of Deposit First Tier Security 2013-02-04 2013-02-04 N N N 31000000.00 30957575.06 0.0028 N 30977680.00 30977680.00 BARCLAYS BANK PLC (COLLATERALIZED CP) BARCLAYS BANK PLC (COLLATERALIZED CP) 0.380 06741GNC5 Asset Backed Commercial Paper First Tier Security 2012-12-11 2012-12-11 N Y BARCLAYS BANK PLC N/A N/A N 11500000.00 11495144.44 0.0010 N 11497700.00 11497700.00 BARCLAYS BANK PLC (COLLATERALIZED CP) BARCLAYS BANK PLC (COLLATERALIZED CP) 0.400 06741GLK9 Asset Backed Commercial Paper First Tier Security 2012-11-20 2012-11-20 N Y BARCLAYS BANK PLC N/A N/A N 25000000.00 24994722.22 0.0023 N 24997750.00 24997750.00 BARCLAYS BANK PLC-NEW YORK BARCLAYS BANK PLC-NEW YORK 0.37 06741XEU8 Certificate of Deposit First Tier Security 2012-11-21 2012-11-21 N N N 73000000.00 73000000.00 0.0066 N 73009490.00 73009490.00 BARCLAYS BANK PLC-NEW YORK BARCLAYS BANK PLC-NEW YORK 0.37 06741XEJ3 Certificate of Deposit First Tier Security 2012-11-15 2012-11-15 N N N 42100000.00 42100000.00 0.0038 N 42103789.00 42103789.00 BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) 0.67 0BAR06AI3 0001197490 Other Repurchase Agreement N PTT PUBLIC COMPANY LIMITED 2042-10-25 0.000000 Other Instrument CORPORATE BOND 6000.00 5946.00 PTT PCL 3.375 25OCT22 2022-10-25 0.000000 Other Instrument CORPORATE BOND 250000.00 247195.00 BALLARPUR INTERNATIONAL GRAPHIC PAPER HOLDINGS B 2099-12-31 9.750000 Other Instrument CORPORATE BOND 50000.00 40362.50 SINO-FOREST CORP 2017-10-21 6.250000 Other Instrument CORPORATE BOND 642000.00 97414.58 WASHINGTON MUT BK FA CHATSWORTH CALIF GLOBAL MED 2013-01-15 5.500000 Other Note MEDIUM TERM NOTE 1500000.00 147.00 WMG ACQUISITION COR 2016-06-15 0.000000 Other Instrument CORPORATE BOND 60000.00 67403.33 STATION CASINOS INC 2016-03-01 6.875000 Other Instrument CORPORATE BOND 900000.00 9.00 STATION CASINOS INC 2014-02-01 6.500000 Other Instrument CORPORATE BOND 970256.00 5.15 SINO FST CORP 2017-10-21 6.250000 Other Instrument CORPORATE BOND 350000.00 52500.00 Santander Drive Auto Receivables Trust 2015-08-17 0.790000 Other Instrument ASSET BACKED SECURITY 3444276.00 3453755.03 Paragon Mortgages 2041-10-15 0.000000 Other Instrument ASSET BACKED SECURITY 69660166.00 28865053.37 NEWPAGE HLDG CORP 2013-11-01 0.798000 Other Instrument CORPORATE BOND 20360266.00 61080.80 NEWPAGE CORP 2013-05-01 12.000000 Other Instrument CORPORATE BOND 16485000.00 41212.50 MU FIN PLC 2017-02-01 8.375000 Other Instrument CORPORATE BOND 10000.00 11009.38 MF GLOBAL HLDGS LTD 2016-08-08 6.250000 Other Instrument CORPORATE BOND 40000.00 23976.00 LOCAL INSIGHT REGATTA HLDGS INC 2017-12-01 11.000000 Other Instrument CORPORATE BOND 42232000.00 2111.60 INVICTA CAP LLC 2036-12-15 0.000000 Other Instrument CORPORATE BOND 300000.00 277877.00 INN OF THE MTN 2020-11-30 1.250000 Other Instrument CORPORATE BOND 191387.00 156684.82 INN OF THE MTN 2020-11-30 8.750000 Other Instrument CORPORATE BOND 52000.00 51079.17 HAWKER BEECHCRAFT ACQUISITION CO LLC / HAWKER BE 2017-04-01 9.750000 Other Instrument CORPORATE BOND 7575000.00 2348.25 COLONIAL BK NATL ASSN 2015-12-01 6.375000 Other Instrument CORPORATE BOND 25000000.00 2500.00 BLOCKBUSTER INC 2014-10-01 11.750000 Other Instrument CORPORATE BOND 1000.00 10.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-10-09 0.000000 Other Note MEDIUM TERM NOTE 98000.00 96569.20 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2017-10-31 0.000000 Other Note MEDIUM TERM NOTE 70000.00 70000.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-10-07 0.000000 Other Note MEDIUM TERM NOTE 286000.00 286319.18 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-10-07 0.000000 Other Note MEDIUM TERM NOTE 291000.00 293014.30 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2016-09-27 0.000000 Other Note MEDIUM TERM NOTE 100000.00 94550.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2017-10-05 0.000000 Other Note MEDIUM TERM NOTE 200000.00 200854.80 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-03-17 0.000000 Other Note MEDIUM TERM NOTE 50000.00 47985.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2016-09-28 0.000000 Other Note MEDIUM TERM NOTE 261000.00 259747.20 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2018-09-06 0.000000 Other Note MEDIUM TERM NOTE 143000.00 142494.92 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-08-12 0.000000 Other Note MEDIUM TERM NOTE 20000.00 19822.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2016-08-31 0.000000 Other Note MEDIUM TERM NOTE 264000.00 255076.80 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-07-31 0.000000 Other Note MEDIUM TERM NOTE 179000.00 180628.90 BARCLAYS BANK PLC 2013-07-03 0.000000 Other Note MEDIUM TERM NOTE 20000.00 21084.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-06-30 0.000000 Other Note MEDIUM TERM NOTE 159000.00 160446.90 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-06-19 0.000000 Other Note MEDIUM TERM NOTE 105000.00 110649.00 BARCLAYS BANK PLC 2013-06-12 0.000000 Other Note MEDIUM TERM NOTE 95000.00 102809.00 BARCLAYS BK PLC 2016-01-29 0.000000 Other Instrument CORPORATE BOND 400000.00 363270.00 BARCLAYS BANK PLC 2015-12-24 0.000000 Other Instrument CORPORATE BOND 200000.00 206302.22 BARCLAYS BANK PLC 2012-12-24 0.000000 Other Instrument CORPORATE BOND 260000.00 319228.00 BARCLAYS BANK PLC 2013-09-30 0.000000 Other Instrument CORPORATE BOND 25000.00 24492.50 BARCLAYS BANK PLC 2012-11-08 0.000000 Other Instrument CORPORATE BOND 120000.00 149460.00 BARCLAYS BANK PLC 2013-11-29 0.000000 Other Instrument CORPORATE BOND 154000.00 79417.80 BARCLAYS BK PLC 2015-12-20 0.000000 Other Instrument CORPORATE BOND 250000.00 235400.25 BARCLAYS BANK PLC 2012-11-15 0.000000 Other Instrument CORPORATE BOND 30000.00 29709.00 BARCLAYS BANK PLC 2013-05-09 0.000000 Other Instrument CORPORATE BOND 31000.00 34137.20 BARCLAYS BANK PLC 2013-04-10 0.000000 Other Instrument CORPORATE BOND 3000.00 3179.10 BARCLAYS BANK PLC CAT 2012-12-28 0.000000 Other Instrument CORPORATE BOND 330000.00 326832.00 BARCLAYS BANK PLC 2013-12-12 0.000000 Other Note MEDIUM TERM NOTE 61000.00 66843.80 BARCLAYS BANK PLC 2012-12-05 0.000000 Other Note MEDIUM TERM NOTE 25000.00 26022.50 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-11-21 0.000000 Other Note MEDIUM TERM NOTE 303000.00 299697.30 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-03-27 0.000000 Other Note MEDIUM TERM NOTE 27000.00 27499.50 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2012-11-08 0.000000 Other Note MEDIUM TERM NOTE 10000.00 10342.00 BARCLAYS BANK PLC 2017-03-20 0.000000 Other Note MEDIUM TERM NOTE 202000.00 124418.87 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-03-20 0.000000 Other Note MEDIUM TERM NOTE 57000.00 51684.75 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-09-26 0.000000 Other Note MEDIUM TERM NOTE 273000.00 270078.90 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-10-02 0.000000 Other Note MEDIUM TERM NOTE 337000.00 322100.22 BARCLAYS BANK PLC 2017-03-06 0.000000 Other Note MEDIUM TERM NOTE 140000.00 133825.86 BARCLAYS BANK PLC 2014-02-27 0.000000 Other Note MEDIUM TERM NOTE 330000.00 328515.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-02-27 0.000000 Other Note MEDIUM TERM NOTE 12000.00 12216.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-02-19 0.000000 Other Note MEDIUM TERM NOTE 10000.00 9507.00 BARCLAYS BANK PLC 2013-08-22 0.000000 Other Note MEDIUM TERM NOTE 189000.00 193630.50 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-08-01 0.000000 Other Note MEDIUM TERM NOTE 400000.00 372480.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2017-02-28 0.000000 Other Note MEDIUM TERM NOTE 90000.00 84483.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-02-22 0.000000 Other Note MEDIUM TERM NOTE 25000.00 25670.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-01-22 0.000000 Other Note MEDIUM TERM NOTE 240000.00 228144.00 BARCLAYS BANK PLC 2014-02-13 0.000000 Other Note MEDIUM TERM NOTE 54000.00 49762.67 BARCLAYS BANK PLC 2014-02-13 0.000000 Other Note MEDIUM TERM NOTE 12000.00 12418.80 BARCLAYS BANK PLC 2014-02-27 0.000000 Other Note MEDIUM TERM NOTE 94000.00 89014.52 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-07-31 0.000000 Other Note MEDIUM TERM NOTE 108000.00 93052.80 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2016-07-15 0.000000 Other Note MEDIUM TERM NOTE 200000.00 177500.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-06-30 0.000000 Other Note MEDIUM TERM NOTE 50000.00 47810.00 BARCLAYS BANK PLC 2015-06-19 0.000000 Other Note MEDIUM TERM NOTE 200000.00 197780.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-06-10 0.000000 Other Note MEDIUM TERM NOTE 155800.00 156631.97 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-06-05 0.000000 Other Note MEDIUM TERM NOTE 199600.00 158183.00 BARCLAYS BANK PLC 2012-11-16 0.000000 Other Note MEDIUM TERM NOTE 106000.00 104399.40 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-01-24 0.000000 Other Note MEDIUM TERM NOTE 115000.00 125488.00 BARCLAYS BANK PLC 2015-06-29 0.000000 Other Note MEDIUM TERM NOTE 120000.00 114564.00 BARCLAYS BANK PLC 2014-05-09 0.000000 Other Note MEDIUM TERM NOTE 200000.00 198892.20 BARCLAYS BANK PLC 2012-11-09 0.000000 Other Note MEDIUM TERM NOTE 275000.00 270737.50 BARCLAYS BANK PLC 2014-05-01 0.000000 Other Note MEDIUM TERM NOTE 100000.00 95217.90 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-01-16 0.000000 Other Note MEDIUM TERM NOTE 258287.00 286905.20 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-04-30 0.000000 Other Note MEDIUM TERM NOTE 9000.00 4417.20 BARCLAYS BANK PLC 2014-04-03 0.000000 Other Note MEDIUM TERM NOTE 200000.00 195760.00 BARCLAYS BANK PLC 2014-01-23 0.000000 Other Note MEDIUM TERM NOTE 271000.00 252509.67 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-03-31 0.000000 Other Note MEDIUM TERM NOTE 14000.00 6364.40 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2015-02-17 0.000000 Other Note MEDIUM TERM NOTE 181000.00 170176.20 BARCLAYS BANK PLC 2015-12-28 0.000000 Other Note MEDIUM TERM NOTE 255000.00 247885.50 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-02-27 0.000000 Other Note MEDIUM TERM NOTE 28000.00 13113.41 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-06-12 0.000000 Other Note MEDIUM TERM NOTE 60000.00 60186.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2016-06-29 0.000000 Other Note MEDIUM TERM NOTE 217000.00 214417.70 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-05-30 0.000000 Other Note MEDIUM TERM NOTE 74000.00 74170.20 BARCLAYS BANK PLC 2012-11-08 0.000000 Other Note MEDIUM TERM NOTE 31000.00 32807.30 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2016-05-27 0.000000 Other Note MEDIUM TERM NOTE 275000.00 270710.00 BARCLAYS BANK PLC 2013-10-21 0.000000 Other Note MEDIUM TERM NOTE 211000.00 195808.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2013-04-17 0.000000 Other Note MEDIUM TERM NOTE 10000.00 10311.00 BARCLAYS BK PLC MEDIUM TERM NTS BOOK ENTRY 2014-04-04 0.000000 Other Note MEDIUM TERM NOTE 74000.00 71217.60 BARCLAYS FINL LLC 2014-04-30 0.000000 Other Instrument CORPORATE BOND 300000.00 284790.00 BARCLAYS FINL LLC 2014-01-31 0.000000 Other Instrument CORPORATE BOND 150000.00 144000.00 BARCLAYS FINL LLC 2013-09-30 0.000000 Other Instrument CORPORATE BOND 300000.00 286200.00 BARCLAYS FINANCIAL LLC 2013-07-01 0.000000 Other Instrument CORPORATE BOND 100000.00 96400.00 BARCLAYS FINL LLC 2013-05-01 0.000000 Other Instrument CORPORATE BOND 300000.00 284550.00 BARCLAYS FINANCIAL LLC 2013-02-28 0.000000 Other Instrument CORPORATE BOND 100000.00 97830.00 Avis Budget Rental Car Funding (AESOP) 2015-04-20 2.090000 Other Instrument ASSET BACKED SECURITY 3227350.00 3284211.42 Avis Budget Rental Car Funding (AESOP) 2014-02-20 5.680000 Other Instrument ASSET BACKED SECURITY 14528120.00 12243071.37 ANGIOTECH PHARMACEUTICALS INC 2013-12-01 4.170000 Other Instrument CORPORATE BOND 36000.00 36234.66 AMBAC FINL GROUP INC FORMERLY AMBAC INC TO 07/11 2021-02-15 9.500000 Other Instrument CORPORATE BOND 500.00 188.75 AMBAC FINL GROUP INC FORMERLY AMBAC INC TO 07/11 2037-02-07 6.150000 Other Instrument CORPORATE BOND 2000000.00 70000.00 AMBAC ASSURN CORP 5.1 07JUN20 144A 2020-06-07 5.100000 Other Instrument CORPORATE BOND 940.00 578.48 Ally Master Owner Trust Series 2016-05-15 1.810000 Other Instrument ASSET BACKED SECURITY 6736828.00 6861597.05 ALLIANCE DATA SRA CUM 2020-04-01 6.375000 Other Instrument CORPORATE BOND 44000.00 46640.00 ATP OIL & GAS CORP 2015-05-01 11.875000 Other Instrument CORPORATE BOND 2407981.00 355177.20 First Tier Security 2012-11-01 2012-12-03 Y BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) N/A N/A N N 65000000.00 65000000.00 0.0059 Y 65000000.00 65000000.00 BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) 0.67 0BAR06AH5 0001197490 Other Repurchase Agreement N Washington Mutual Mortgage Pass-Through Certificates, WMALT 2047-05-25 0.993000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 13449708.00 5704176.50 Summit RMBS CDO 2038-03-05 0.579000 Other Instrument ASSET BACKED SECURITY 90060.00 12188.95 Structured Asset Investment Loan Trust 2034-04-25 1.011000 Other Instrument ASSET BACKED SECURITY 2178971.00 1704635.41 SAECURE 11 B V 2092-07-30 0.000000 Other Instrument ASSET BACKED SECURITY 18613591.00 18332608.51 RASC 2035-06-25 0.361000 Other Instrument ASSET BACKED SECURITY 945677.00 687081.77 Paragon Mortgages 2041-10-15 0.000000 Other Instrument ASSET BACKED SECURITY 33188106.00 13752141.37 Morgan Stanley ABS 2034-06-25 0.671000 Other Instrument ASSET BACKED SECURITY 1658537.00 137370.51 Ford Credit Auto Lease Trust 2015-01-15 0.850000 Other Instrument ASSET BACKED SECURITY 2546051.00 2563605.46 First Franklin Mortgage Loan Trust ABS Certificates 2035-10-25 0.571000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 5733629.00 4403530.95 CarMax Auto Owner Trust 2017-06-15 1.250000 Other Instrument ASSET BACKED SECURITY 2449962.00 2492154.16 CarMax Auto Owner Trust 2014-12-15 2.820000 Other Instrument ASSET BACKED SECURITY 3000000.00 3073891.00 Brunel Residential Mortgage Securitisation 2039-01-13 0.540300 Other Instrument ASSET BACKED SECURITY 546.00 288.66 Banc of America Commercial Mortgage 2049-06-10 5.802000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 5750000.00 4886327.00 First Tier Security 2012-11-01 2012-12-03 Y BARCLAYS CAPITAL INC (NON-TRADITIONAL REPO) N/A N/A N N 55000000.00 55000000.00 0.0050 Y 55000000.00 55000000.00 BNZ INTERNATIONAL FUNDING LTD BNZ INTERNATIONAL FUNDING LTD 0.225 0556X0MC5 Financial Company Commercial Paper First Tier Security 2012-12-12 2012-12-12 N N N 10000000.00 9997437.50 0.0009 N 9997800.00 9997800.00 CANCARA ASSET SECURITIZATION LLC CANCARA ASSET SECURITIZATION LLC 0.210 13738JLT5 Asset Backed Commercial Paper First Tier Security 2012-11-27 2012-11-27 N Y BANK OF SCOTLAND PLC N/A N/A LLOYDS TSB BANK PLC N/A N/A N 25000000.00 24996208.33 0.0023 N 24995000.00 24995000.00 CANCARA ASSET SECURITIZATION LLC CANCARA ASSET SECURITIZATION LLC 0.210 13738JLS7 Asset Backed Commercial Paper First Tier Security 2012-11-26 2012-11-26 N Y BANK OF SCOTLAND PLC N/A N/A LLOYDS TSB BANK PLC N/A N/A N 60000000.00 59991250.00 0.0054 N 59988600.00 59988600.00 CITIBANK NA-PUERTO RICO CITIBANK NA-PUERTO RICO 0.23 0CPR01BT1 928158 Other Instrument Time Deposit First Tier Security 2012-11-07 2012-11-07 N N N 200000000.00 200000000.00 0.0181 N 200000000.00 200000000.00 COMMERZBANK AG COMMERZBANK AG 0.25 0BU001BX7 0000839463 Other Instrument Time Deposit First Tier Security 2012-11-07 2012-11-07 N N N 210000000.00 210000000.00 0.0190 N 210000000.00 210000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.3 20271EJG5 Certificate of Deposit First Tier Security 2013-02-28 2013-02-28 N N N 25000000.00 25002473.30 0.0023 N 25005000.00 25005000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.230 20272DNP1 Other Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 5000000.00 4997348.61 0.0005 N 4997350.00 4997350.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.264 20272ACF1 Financial Company Commercial Paper First Tier Security 2012-11-14 2012-11-14 N N N 24000000.00 24000000.00 0.0022 N 24000240.00 24000240.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.249 20272ACE4 Financial Company Commercial Paper First Tier Security 2012-11-09 2012-11-09 N N N 20000000.00 19999908.08 0.0018 N 20000000.00 20000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.263 20272ACC8 Financial Company Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 15000000.00 15000000.00 0.0014 N 15000000.00 15000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.298 20272ADB9 Financial Company Commercial Paper First Tier Security 2012-11-13 2013-02-11 N N N 15600000.00 15599784.97 0.0014 N 15600468.00 15600468.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.266 20272ADD5 Financial Company Commercial Paper First Tier Security 2012-11-13 2013-03-11 N N N 20100000.00 20100000.00 0.0018 N 20098593.00 20098593.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.23 B840BK8 0000008565 Certificate of Deposit First Tier Security 2012-11-07 2012-11-07 N N N 38000000.00 38000000.00 0.0034 N 38000114.00 38000114.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.268 20272ADC7 Financial Company Commercial Paper First Tier Security 2012-11-09 2013-03-07 N N N 21800000.00 21800000.00 0.0020 N 21798474.00 21798474.00 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 0.23 0BC001AL4 0001330437 Other Instrument Time Deposit First Tier Security 2012-11-01 2012-11-01 N N N 300000000.00 300000000.00 0.0272 N 300000000.00 300000000.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.24 22550DWX3 Certificate of Deposit First Tier Security 2012-11-26 2012-11-26 N N N 20000000.00 20000000.00 0.0018 N 20000800.00 20000800.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.240 2254EALS0 Financial Company Commercial Paper First Tier Security 2012-11-26 2012-11-26 N N N 29200000.00 29195133.33 0.0026 N 29196204.00 29196204.00 CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.270 22550DC23 Certificate of Deposit First Tier Security 2012-11-26 2013-01-29 Y CREDIT SUISSE AG - NEW YORK BRANCH N/A N/A N N 85000000.00 85000000.00 0.0077 N 85000000.00 85000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.85 0CSN01AO9 0001166296 Other Repurchase Agreement N WELLS FARGO MORTGAGE BACKED SE 2036-08-25 5.079990 Other Instrument CMO 19394000.00 389455.33 WASHINGTON MUTUAL MSC MORTGAGE 2035-06-25 5.500000 Other Instrument CMO 15727500.00 12787007.20 WAMU MORTGAGE PASS-THROUGH CER 2036-10-25 5.794030 Other Instrument CMO 10000000.00 2385.16 WAMU MORTGAGE PASS-THROUGH CER 2036-11-25 4.683270 Other Instrument CMO 7221000.00 6565.05 WAMU MORTGAGE PASS-THROUGH CE 2037-04-30 4.917330 Other Instrument CMO 18545000.00 7348459.74 WAMU MORTGAGE PASS-THROUGH CE 2037-06-25 2.468310 Other Instrument CMO 9967000.00 3431156.02 WAMU MORTGAGE PASS THROUGH CER 2036-12-25 2.661940 Other Instrument CMO 18000000.00 6944144.19 WAMU MORTGAGE PASS-THROUGH CER 2037-02-25 5.091910 Other Instrument CMO 10519000.00 6654.09 WAMU MORTGAGE PASS-THROUGH TRU 2034-10-25 2.450780 Other Instrument CMO 296000.00 63345.16 WAMU MORTGAGE PASS-THROUGH TRU 2033-09-25 2.543940 Other Instrument CMO 772063.79 6651.32 WASHINGTON MUTUAL MORTGAGE SEC 2033-08-25 2.317070 Other Instrument CMO 1487000.00 15256.29 STRUCTURED ASSET SECURITIES CO 2037-11-25 0.000000 Other Instrument CMO 24240000.00 1135865.14 STRUCTURED ADJUSTABLE RATE MOR 2047-04-25 5.177920 Other Instrument CMO 8360000.00 2858482.99 STRUCTURED ADJUSTABLE RATE MOR 2037-02-25 5.155860 Other Instrument CMO 17200000.00 10100246.76 STRUCTURED ADJUSTABLE RATE MOR 2036-08-25 4.866100 Other Instrument CMO 20000000.00 5066502.09 (SASCO) STRUCTURED ASSET SECUR 2033-02-25 2.811740 Other Instrument CMO 226000.00 17927.18 STRUCTURED ADJUSTABLE RATE MOR 2036-02-25 2.637610 Other Instrument CMO 13150000.00 2813429.09 SEMT 9 B5 2032-09-20 1.786263 Other Instrument CMO 856000.00 8585.08 SEMT 9 B6 2032-09-20 1.786290 Other Instrument CMO 1996957.00 2396.74 SECURITIZED ASSET SALES INC 2023-12-25 6.250000 Other Instrument CMO 876046.39 2597.58 SASI FINANCE LIMITED PARTNERSH 2037-12-25 0.640700 Other Instrument CMO 796000.00 21804.21 SASI FINANCE LIMITED PARTNERSH 2037-12-25 0.590700 Other Instrument CMO 15271000.00 738552.23 RESIDENTIAL ASSET SECURITIZATI 2037-04-25 6.000000 Other Instrument CMO 8220000.00 4633918.43 RESIDENTIAL FDG MTG SECS I IN 2019-03-25 4.750000 Other Instrument CMO 228316.90 14853.00 RALI SER TR 2016-12-25 6.000000 Other Instrument CMO 413754.00 610.97 RESIDENTIAL ASSET MORTGAGE PRO 2032-11-25 6.000000 Other Instrument CMO 0.03 0.01 RFSC SERIES TRUST 01-RM2 B-II- 2031-05-25 2.697540 Other Instrument CMO 401496.00 25606.69 RBSSP RESECURITIZATION TRUST 2 2035-12-27 4.000000 Other Instrument CMO 50000000.00 35586088.90 MORGAN STANLEY RE-REMIC TRUST 2035-07-26 3.014280 Other Instrument CMO 26634111.00 16143678.24 MERRILL LYNCH MORTGAGE BACKED 2037-06-25 5.634500 Other Instrument CMO 9919000.00 264837.57 MERRILL LYNCH MORTGAGE BACKED 2037-06-25 3.395900 Other Instrument CMO 13182000.00 12995.85 MERRILL LYNCH MORTGAGE 2033-05-25 2.551930 Other Instrument CMO 708154.96 599.52 J.P. MORGAN ALTERNATIVE LOAN T 2037-03-25 5.667250 Other Instrument CMO 11000000.00 3643491.48 INDY MAC BANK 2033-07-25 5.500000 Other Instrument CMO 2750639.00 4818.49 FIRST HORIZON ALTERNATIVE MORT 2037-03-25 53.910830 Other Instrument CMO 18643500.00 14740679.04 CSFB 2003-8 CB6 2033-04-25 5.569540 Other Instrument CMO 961217.00 13668.24 CENTURY COMM 2032-12-19 2.580180 Other Instrument CMO 385242.72 10331.39 CREDIT SUISSE FIRST BOSTON MOR 2032-06-25 2.765890 Other Instrument CMO 1459000.00 1295.00 ASSOCIATES MANUFACTURED HOUSIN 2031-06-25 6.836210 Other Instrument CMO 1111321.15 6224.71 CHASE MORTGAGE FINANCE TRUST 2032-03-25 6.250000 Other Instrument CMO 0.05 0.01 CWMBS INC. 2003-58 2034-04-27 5.451785 Other Instrument CMO 16295062.94 246892.64 144A CWHL 2003-3 B5 2018-04-25 5.000000 Other Instrument CMO 500028.76 1297.63 CSMC SER 2011-14R 2037-04-27 6.621600 Other Instrument CMO 2932887.00 1319133.69 144A CSMC 2011-7R A4 2047-08-27 4.939570 Other Instrument CMO 33945000.00 22049315.36 CSMC SER 2011-5R 2041-02-28 2.880220 Other Instrument CMO 13310000.00 10282485.62 CSMC SER 2011-5R 2041-02-28 4.736260 Other Instrument CMO 9225000.00 6327037.40 144A CSMC 2011-1R A4 2047-02-25 4.539310 Other Instrument CMO 1625000.00 1008735.33 CWALT INC ALTERNATIVE LOAN TR 2057-07-25 6.250000 Other Instrument CMO 4726900.00 2088312.29 CSMC TRUST 2010-16 2050-06-25 0.000000 Other Instrument CMO 445000.00 104963.28 CSMC SERIES 2010-9R TRUST 2037-08-27 4.000000 Other Instrument CMO 10000000.00 6552342.77 BANK OF AMERICA MORTGAGE SECUR 2032-09-25 3.782550 Other Instrument CMO 858000.00 11850.77 BANK OF AMERICA MORTGAGE SECUR 2032-06-20 3.626470 Other Instrument CMO 808000.00 5016.88 BANC OF AMERICA FUNDING 2009-R 2036-10-26 6.000000 Other Instrument CMO 2940000.00 1674967.95 BANC OF AMERICA FUNDING 2007-E 2047-07-20 3.072810 Other Instrument CMO 9375000.00 2906388.32 BANC OF AMERICA FUNDING 2006-J 2047-01-20 5.668740 Other Instrument CMO 20600000.00 6559762.50 BANC OF AMERICA FUNDING FUNDIN 2036-05-20 5.592880 Other Instrument CMO 16303000.00 170229.99 ARMOR MCP 2005-1 LP/ARMOR MCP 2037-12-10 0.667500 Other Instrument CMO 5693000.00 648833.44 AMERICAN HOME MORTGAGE INVESTM 2044-04-25 2.210700 Other Instrument CMO 7106500.00 75873.65 ADJUSTABLE RATE MORTGAGE TRUST 2035-02-25 0.860700 Other Instrument CMO 2380000.00 285464.45 CITICORP MORTGAGE SECURITIES 2034-09-25 5.438900 Other Instrument CMO 699359.75 26527.71 CONSECO FIN VEH 2028-10-01 0.000000 Other Instrument PTA 640000.00 729599.99 First Tier Security 2012-11-09 2012-11-09 N N N 175000000.00 175000000.00 0.0159 Y 175000000.00 175000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.83 0CSN01AR2 0001166296 Other Repurchase Agreement N CWMBS INC MORTGAGE PASS-THRU 2037-06-26 1.000000 Other Instrument CMO 174430000.00 1436548.03 CSMC TRUST 2010-16 2050-06-25 0.000000 Other Instrument CMO 830000.00 195774.21 CSMC 2011-1R A4 2047-02-25 4.539310 Other Instrument CMO 40810000.00 25333223.86 CSMC SER 2011-5R 2041-02-28 5.453740 Other Instrument CMO 1080000.00 731714.94 CSMC SER 2012-4R 2036-01-28 5.464580 Other Instrument CMO 15000.00 12025.88 CSMC 2009-3R 2037-05-27 5.750000 Other Instrument CMO 135000.00 100173.54 RESIDENTIAL ASSET SECURITIZATI 2037-06-25 6.500000 Other Instrument CMO 11900000.00 3483244.82 VOYAGER BRSTN 07401UAB9 DEL TR 2036-12-26 0.536500 Other Instrument CMO 28500000.00 21210409.82 First Tier Security 2012-12-11 2012-12-11 N N N 50000000.00 50000000.00 0.0045 Y 50000000.00 50000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.85 0CSN01AP6 0001166296 Other Repurchase Agreement N CSMC 2011-7R A4 2047-08-27 4.939570 Other Instrument CMO 5000.00 3247.80 CSMC SER 2011-5R 2041-02-28 5.453740 Other Instrument CMO 38721000.00 26234013.31 CSMC SERIES 2010-RR4 2040-02-15 5.383000 Other Instrument CMO 20000.00 21558.90 First Tier Security 2012-11-13 2012-11-13 N N N 25000000.00 25000000.00 0.0023 Y 25000000.00 25000000.00 CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) CREDIT SUISSE SECURITIES (USA) LLC (NON-TRADITIONAL REPO) 0.85 0CSN01AQ4 0001166296 Other Repurchase Agreement N RAST 2007-A7 2037-07-25 6.000000 Other Instrument CMO 42506900.00 222117.67 RFMSI SERIES 2007-SA4 TRUST 2037-10-25 4.033500 Other Instrument CMO 35000000.00 11667818.58 RALI SERIES 2007-QS11 TRUST 2037-10-25 7.000000 Other Instrument CMO 48823800.00 18336907.31 JP MORGAN MORTGAGE ACQUISITION 2037-05-25 0.320700 Other Instrument ABS 10000000.00 8926275.37 CITIGROUP MORTGAGE LOAN TRUST 2037-03-25 6.000000 Other Instrument CMO 14319668.00 8042115.45 CSMC SER 2012-4R 2036-01-28 5.464580 Other Instrument CMO 2770000.00 2220779.49 CSMC 2011-7R A4 2047-08-27 4.939570 Other Instrument CMO 1005000.00 652807.83 CSMC SER 2011-5R 2041-02-28 5.134610 Other Instrument CMO 39589000.00 26495320.97 CSMC SERIES 2010-RR4 2040-02-15 5.383000 Other Instrument CMO 90000.00 97015.06 CSMC TRUST 2007-5R 2036-07-26 6.500000 Other Instrument CMO 30377523.00 10381854.24 First Tier Security 2012-11-20 2012-11-20 N N N 80000000.00 80000000.00 0.0072 Y 80000000.00 80000000.00 DEUTSCHE BANK AG DEUTSCHE BANK AG 0.19 0DEU04LN0 800178 Other Instrument Time Deposit First Tier Security 2012-11-01 2012-11-01 N N N 248468000.00 248468000.00 0.0225 N 248468000.00 248468000.00 DEUTSCHE BANK AG NY BRANCH DEUTSCHE BANK AG NY BRANCH 0.252 25153DBM4 Certificate of Deposit First Tier Security 2013-01-19 2013-01-29 Y DEUTSCHE BANK AG NY BRANCH N/A N/A N N 75000000.00 75000000.00 0.0068 N 74979000.00 74979000.00 DEUTSCHE BANK AG NY BRANCH DEUTSCHE BANK AG NY BRANCH 0.789 25153DBL6 Certificate of Deposit First Tier Security 2012-12-15 2013-01-29 Y DEUTSCHE BANK AG NY BRANCH N/A N/A N N 77000000.00 77000000.00 0.0070 N 76971510.00 76971510.00 DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) 0.570 0DBN01CF2 0000800178 Other Repurchase Agreement N AES CORP 2015-10-15 7.750000 Other Instrument CORPORATE BOND 500000.00 561722.22 ALLSTATE CORP 2067-05-15 6.500000 Other Instrument CORPORATE BOND 255000.00 281767.92 Banc of America Commercial Mortgage 2049-01-15 5.671000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2100000.00 173856.90 Banc of America Alternative Loan Trust 2035-02-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 5602085.00 342600.04 Bear Stearns Commercial Mortgage Securities 2042-09-11 6.157000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2250000.00 607500.00 CD Commercial Mortgage Trust Commercial Pass-Through Certifi 2049-12-11 5.366000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 265641.00 276178.98 Countrywide Home Loans 2038-01-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 796161.00 538822.97 COMM 2017-11-15 0.206000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1420422500.00 13783.82 COMM 2017-11-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1420422500.00 4735.00 CWALT Alternative Loan Trust 2035-03-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 20454545.00 705617.37 Countrywide Home Loans 2036-03-25 0.411000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 61948.00 21080.24 CAPITAL ONE CAP VI 2040-05-15 8.875000 Other Instrument CORPORATE BOND 867275.00 922263.37 CLEAR CHANNEL COMMUNICATIONS INC 2016-08-01 11.000000 Other Instrument CORPORATE BOND 2500000.00 1925000.00 COLONIAL RLTY LTD PARTNERSHIP DEL 2016-09-01 6.050000 Other Instrument CORPORATE BOND 1213322.00 1377901.04 COMM 2020-12-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2777052646.00 20849.92 COMM 2022-06-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2350300000.00 38383.89 COMM 2022-06-15 0.983000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1000.00 8.47 COMM 2022-06-15 0.764000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 210000.00 50243.53 CONTINENTAL RES INC OKLA 2020-10-01 7.375000 Other Instrument CORPORATE BOND 68000.00 76917.92 CONTINENTAL RES INC OKLA 2022-09-15 5.000000 Other Instrument CORPORATE BOND 20000.00 21100.00 Deutsche Mortgage Securities, Mortgage Loan Trust 2036-04-15 0.477000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 707699241.00 3874371.13 Deutsche Mortgage Securities, Mortgage Loan Trust 2036-04-15 6.554000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 3172044.00 372915.42 Deutsche Mortgage Securities, Mortgage Loan Trust 2036-04-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 307924.00 138265.17 DEUTSCHE MTG SECS INC REMIC TR 2047-06-28 0.000000 Other Instrument ASSET BACKED SECURITY 214021.00 95815.70 DIRECTV HLDGS LLC / DIRECTV FING INC 2016-03-01 3.500000 Other Instrument CORPORATE BOND 666874.00 716718.39 DOLLAR GEN CORP NEW 2017-07-15 4.125000 Other Instrument CORPORATE BOND 15000.00 15824.84 DOMTAR CORP 2042-09-01 6.250000 Other Instrument CORPORATE BOND 32262.00 35101.03 EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY 2031-08-01 7.800000 Other Note MEDIUM TERM NOTE 458342.00 552668.78 FRESENIUS MED CARE US FIN II INC 2018-09-15 6.500000 Other Instrument CORPORATE BOND 151193.00 169835.94 GMAC Commercial Mortgage Securities 2035-09-15 1.035000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 28000000.00 29255.15 GMACM Mortgage Loan Trust 2035-06-25 3.330000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2250000.00 601691.30 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 3839268.00 1762559.67 GAP INC 2021-04-12 5.950000 Other Instrument CORPORATE BOND 49000.00 55722.81 GEOEYE INC 2015-10-01 9.625000 Other Instrument CORPORATE BOND 1640398.00 1838100.14 GCCFC Commercial Pass-Through Certificates 2037-04-10 5.277000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 4220417.00 4532039.93 Halcyon Structured Asset Management CLO 2021-10-29 4.197000 Other Instrument ASSET BACKED SECURITY 290395.00 259375.01 HARRAHS OPER INC 2018-12-15 10.000000 Other Instrument CORPORATE BOND 2195000.00 1454797.22 HEALTHSOUTH CORP FORMERLY HEALTHSOUTH REHABILITA 2018-10-01 7.250000 Other Instrument CORPORATE BOND 857000.00 930737.71 HEALTHSOUTH CORP FORMERLY HEALTHSOUTH REHABILITA 2022-09-15 7.750000 Other Instrument CORPORATE BOND 1025294.00 1127723.72 HomeBanc Mortgage Trust 2035-07-25 0.521000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 9500000.00 2276581.94 INTERNATIONAL PAPER CO 2016-04-01 5.250000 Other Instrument CORPORATE BOND 123622.00 138467.15 JP Morgan Mortgage Trust 2036-07-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 2031233.00 90441.38 Lehman Mortgage Trust 2036-08-25 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 6053242.00 415644.26 ML-CFC Commercial Mortgage Trust 2049-09-25 6.501000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 4000000.00 743920.00 NEWSTAR CREDIT OPPORTUNITIES FUNDING II LIMITED 2019-12-17 0.000000 Other Instrument ASSET BACKED SECURITY 686816.00 622227.14 NEXTEL COMMUNICATIONS INC 2014-03-15 5.950000 Other Instrument CORPORATE BOND 604059.00 609406.60 OMNICARE INC 2020-06-01 7.750000 Other Instrument CORPORATE BOND 210000.00 237781.25 OMEGA HEALTHCARE INVS INC 2024-03-15 5.875000 Other Instrument CORPORATE BOND 575000.00 614784.81 OVERSEAS SHIPHOLDING GROUP INC 2024-02-15 7.500000 Other Instrument CORPORATE BOND 649999.00 168999.74 PHH Alternative Mortgage Trust 2037-02-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 935016.00 430902.95 PMI GROUP INC 2016-09-15 6.000000 Other Instrument CORPORATE BOND 4293709.00 1223707.07 RYLAND GROUP INC 2020-05-01 6.625000 Other Instrument CORPORATE BOND 104883.00 118321.13 SBA TELECOMMUNICATIONS INC 2020-07-15 5.750000 Other Instrument CORPORATE BOND 290000.00 306602.50 SAN JOSE CALIF REDEV AGY TAX ALLOCATION 2017-08-01 5.100000 Other Municipal Debt MUNICIPAL BOND 4164471.00 4347041.41 Sharps SP I LLC Net Interest Margin Trust 2036-04-25 0.000000 Other Instrument ASSET BACKED SECURITY 6074528.00 800918.42 Lehman Brothers Small Balance Commercial Mortgage PTC 2030-09-25 1.211000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1746000.00 44671.58 Structured Asset Mortgage Investments 2037-08-25 0.371000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1830313.00 1221628.80 UBS AG STAMFORD BRH 2022-08-17 7.625000 Other Instrument CORPORATE BOND 1000000.00 1064100.00 First Tier Security 2012-11-01 2013-01-19 Y DEUTSCHE BANK SECURITIES INC. (NON-TRADITIONAL REPO) N/A N/A N N 40000000.00 40000000.00 0.0036 Y 40000000.00 40000000.00 DNB BANK ASA DNB BANK ASA 0.255 31335BN 0001498632 Certificate of Deposit First Tier Security 2012-11-23 2012-11-23 N N N 55000000.00 55000167.94 0.0050 N 55002970.00 55002970.00 DNB BANK ASA DNB BANK ASA 0.245 0DEN01WV2 0001498632 Certificate of Deposit First Tier Security 2012-11-26 2012-11-26 N N N 57000000.00 57000000.00 0.0052 N 57004560.00 57004560.00 DZ BANK AG DZ BANK AG 0.22 23328AEM2 Certificate of Deposit First Tier Security 2012-11-19 2012-11-19 N N N 28000000.00 28000000.00 0.0025 N 28000280.00 28000280.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.240 22517UN 0001083675 Certificate of Deposit First Tier Security 2012-11-13 2012-11-13 N N N 20000000.00 19998400.67 0.0018 N 19998560.00 19998560.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.25 25353UN 0001083675 Certificate of Deposit First Tier Security 2013-01-25 2013-01-25 N N N 35000000.00 35000000.00 0.0032 N 34994155.00 34994155.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.245 33183BN 0001083675 Certificate of Deposit First Tier Security 2012-11-13 2012-11-13 N N N 12000000.00 11999020.40 0.0011 N 11999136.00 11999136.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.240 22605UN 0001083675 Certificate of Deposit First Tier Security 2012-11-14 2012-11-14 N N N 12000000.00 11998960.44 0.0011 N 11999064.00 11999064.00 DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.340 34869BN 0001083675 Certificate of Deposit First Tier Security 2013-01-28 2013-01-28 N N N 14000000.00 13988377.93 0.0013 N 13988940.00 13988940.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.461 29604CRJ3 Other Commercial Paper First Tier Security 2013-04-18 2013-04-18 N N N 13000000.00 12972093.34 0.0012 N 12979330.00 12979330.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.481 29604CS29 Other Commercial Paper First Tier Security 2013-05-02 2013-05-02 N N N 10000000.00 9975733.33 0.0009 N 9981400.00 9981400.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.481 29604CS60 Other Commercial Paper First Tier Security 2013-05-06 2013-05-06 N N N 5000000.00 4987600.00 0.0005 N 4990350.00 4990350.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.502 29604CTB8 Other Commercial Paper First Tier Security 2013-06-11 2013-06-11 N N N 32000000.00 31901333.34 0.0029 N 31917760.00 31917760.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.486 29604CS37 Other Commercial Paper First Tier Security 2013-05-03 2013-05-03 N N N 10000000.00 9975345.83 0.0009 N 9981300.00 9981300.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.3 30216BDH2 Other Note First Tier Security 2013-03-07 2013-03-07 N Y CANADA (GOVERNMENT OF) N/A N/A N 15000000.00 15000000.00 0.0014 N 15009150.00 15009150.00 EXPORT DEVELOPMENT CANADA EXPORT DEVELOPMENT CANADA 0.3 30216BDF6 Other Note First Tier Security 2013-03-01 2013-03-01 N Y CANADA (GOVERNMENT OF) N/A N/A N 5000000.00 5000000.00 0.0005 N 5002900.00 5002900.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.285 313379CC1 Government Agency Debt First Tier Security 2012-11-01 2013-11-04 N N N 27200000.00 27193071.68 0.0025 N 27212076.80 27212076.80 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.23 3133793E7 Government Agency Debt First Tier Security 2013-04-17 2013-04-17 N N N 12800000.00 12798928.27 0.0012 N 12803520.00 12803520.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.21 313378G62 Government Agency Debt First Tier Security 2013-03-01 2013-03-01 N N N 32000000.00 31998641.48 0.0029 N 32005312.00 32005312.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.17 3133803S4 Government Agency Debt First Tier Security 2013-01-23 2013-01-23 N N N 14300000.00 14298890.25 0.0013 N 14300328.90 14300328.90 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.2 313378HX2 Government Agency Debt First Tier Security 2013-03-05 2013-03-05 N N N 26200000.00 26197961.71 0.0024 N 26203615.60 26203615.60 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.2 313378AY7 Government Agency Debt First Tier Security 2013-02-15 2013-02-15 N N N 5500000.00 5499706.38 0.0005 N 5500632.50 5500632.50 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.2 313378BM2 Government Agency Debt First Tier Security 2013-02-25 2013-02-25 N N N 8000000.00 7999275.83 0.0007 N 8001008.00 8001008.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.2 313378DQ1 Government Agency Debt First Tier Security 2013-02-27 2013-02-27 N N N 24000000.00 23998181.48 0.0022 N 24003096.00 24003096.00 FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 0.4 313375K55 Government Agency Debt First Tier Security 2012-11-01 2013-03-01 N N N 50000000.00 49996709.32 0.0045 N 50034400.00 50034400.00 FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.39 3134G2XL1 Government Agency Debt First Tier Security 2012-11-01 2013-08-12 N N N 157000000.00 156962981.59 0.0142 N 157202216.00 157202216.00 FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.37 3134G1U69 Government Agency Debt First Tier Security 2012-11-01 2013-01-10 N N N 48000000.00 47997219.15 0.0043 N 48016848.00 48016848.00 FEDERAL HOME LOAN MORTGAGE CORP. FEDERAL HOME LOAN MORTGAGE CORP. 0.164 3134G2DM1 Government Agency Debt First Tier Security 2012-11-05 2013-02-04 N N N 40000000.00 39994703.18 0.0036 N 40002880.00 40002880.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 3.625 31398AKY7 Government Agency Debt First Tier Security 2013-02-12 2013-02-12 N N N 26000000.00 26248015.25 0.0024 N 26251056.00 26251056.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.196 3135G0PG2 Government Agency Debt First Tier Security 2012-11-13 2014-09-11 N N N 33200000.00 33187505.12 0.0030 N 33191168.80 33191168.80 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.174 3135G0DZ3 Government Agency Debt First Tier Security 2012-11-05 2013-10-03 N N N 25000000.00 24990670.37 0.0023 N 24996850.00 24996850.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.241 31398A7K2 Government Agency Debt First Tier Security 2012-11-28 2012-12-28 N N N 50000000.00 49998419.44 0.0045 N 50010150.00 50010150.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FEDERAL NATIONAL MORTGAGE ASSOCIATION 0.38 31398A6R8 Government Agency Debt First Tier Security 2012-11-01 2012-11-23 N N N 76000000.00 75999063.59 0.0069 N 76008132.00 76008132.00 FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS 0.310 32097BN 0001266371 Certificate of Deposit First Tier Security 2012-11-29 2012-11-29 N N N 30000000.00 29992772.27 0.0027 N 29995170.00 29995170.00 GENERAL ELECTRIC CAPITAL CORPORATION GENERAL ELECTRIC CAPITAL CORPORATION 0.290 36959HQC4 Other Commercial Paper First Tier Security 2013-03-12 2013-03-12 N N N 42000000.00 41955678.33 0.0038 N 41964720.00 41964720.00 GENERAL ELECTRIC CAPITAL CORPORATION GENERAL ELECTRIC CAPITAL CORPORATION 0.290 36959HQJ9 Other Commercial Paper First Tier Security 2013-03-18 2013-03-18 N N N 12000000.00 11986756.66 0.0011 N 11989320.00 11989320.00 GENERAL ELECTRIC CAPITAL CORPORATION GENERAL ELECTRIC CAPITAL CORPORATION 0.240 36959HLL9 Other Commercial Paper First Tier Security 2012-11-20 2012-11-20 N N N 23000000.00 22997086.67 0.0021 N 22998160.00 22998160.00 GENERAL ELECTRIC CAPITAL CORPORATION GENERAL ELECTRIC CAPITAL CORPORATION 0.240 36959HLM7 Other Commercial Paper First Tier Security 2012-11-21 2012-11-21 N N N 27000000.00 26996400.00 0.0024 N 26997570.00 26997570.00 GENERAL ELECTRIC CO. GENERAL ELECTRIC CO. 0.220 36960LL52 Other Commercial Paper First Tier Security 2012-11-05 2012-11-05 N N N 150000000.00 149996333.33 0.0136 N 149997000.00 149997000.00 GOLDMAN SACHS & CO. (REPO) GOLDMAN SACHS & CO. (REPO) 0.25 0GOL19XM9 0000769993 Government Agency Repurchase Agreement Y FREDDIE MAC 2025-11-01 5.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 66039906.00 28605395.16 Freddie Mac 2040-12-01 2.688000 Government Agency Debt FEDERAL HOME LOAN MORT ADJUSTABLE RATE 43807717.00 16271486.04 FREDDIE MAC 2042-05-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 35984219.00 40089165.49 FANNIE MAE 2026-02-01 4.000000 Government Agency Debt FEDERAL NATIONAL MORT BACKED SECURITY 24005774.00 17033953.61 First Tier Security 2012-11-07 2012-11-07 N N N 100000000.00 100000000.00 0.0091 N 100000000.00 100000000.00 HSBC BANK PLC HSBC BANK PLC 0.3 0HSP01AD7 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 12000000.00 12000000.00 0.0011 N 11998908.00 11998908.00 HSBC BANK PLC HSBC BANK PLC 0.3 0HSP01AB1 0001140465 Certificate of Deposit First Tier Security 2013-03-07 2013-03-07 N N N 26000000.00 26000000.00 0.0024 N 25994540.00 25994540.00 HSBC BANK PLC HSBC BANK PLC 0.3 0HSP01AC9 0001140465 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 13000000.00 13000000.00 0.0012 N 12998817.00 12998817.00 HSBC BANK PLC HSBC BANK PLC 0.37 0HSB01E10 0001140465 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 62000000.00 62000000.00 0.0056 N 62000620.00 62000620.00 HSBC BANK PLC HSBC BANK PLC 0.617 40433FAG4 Financial Company Commercial Paper First Tier Security 2012-11-10 2013-05-10 N N N 26000000.00 26000000.00 0.0024 N 26023920.00 26023920.00 HSBC BANK PLC HSBC BANK PLC 0.594 40433FAH2 Financial Company Commercial Paper First Tier Security 2012-11-17 2013-05-17 N N N 26000000.00 26000000.00 0.0024 N 26022620.00 26022620.00 HSBC BANK PLC HSBC BANK PLC 0.300 40433GR17 Financial Company Commercial Paper First Tier Security 2013-04-01 2013-04-01 N N N 20000000.00 19974833.33 0.0018 N 19974600.00 19974600.00 ING (US) FUNDING LLC ING (US) FUNDING LLC 0.250 4497W0N46 Financial Company Commercial Paper First Tier Security 2013-01-04 2013-01-04 N N N 50000000.00 49977777.78 0.0045 N 49976000.00 49976000.00 ING (US) FUNDING LLC ING (US) FUNDING LLC 0.200 4497W0LF3 Financial Company Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 21000000.00 20998366.67 0.0019 N 20998530.00 20998530.00 ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.22 0INB01AE9 0001017255 Certificate of Deposit First Tier Security 2012-11-15 2012-11-15 N N N 27000000.00 27000000.00 0.0024 N 27000270.00 27000270.00 ING BANK NV ING BANK NV 0.25 0ING01CB2 0001017255 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 52000000.00 52000000.00 0.0047 N 51992720.00 51992720.00 ING BANK NV ING BANK NV 0.25 0ING01CC0 0001017255 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 53000000.00 53000000.00 0.0048 N 52992262.00 52992262.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.507 48802QAX9 Asset Backed Commercial Paper First Tier Security 2013-06-21 2013-06-21 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 67000000.00 66781952.22 0.0060 N 66792970.00 66792970.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.350 48802RGC7 Asset Backed Commercial Paper First Tier Security 2012-11-14 2012-11-14 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 25000000.00 24996840.28 0.0023 N 24997750.00 24997750.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.466 48803ABQ7 Asset Backed Commercial Paper First Tier Security 2013-01-24 2013-01-24 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 55000000.00 55000000.00 0.0050 N 55034650.00 55034650.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.431 48802XHX7 Asset Backed Commercial Paper First Tier Security 2013-01-10 2013-01-10 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 52000000.00 51956522.22 0.0047 N 51975560.00 51975560.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.431 48802QAH4 Asset Backed Commercial Paper First Tier Security 2013-01-04 2013-01-04 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 14000000.00 13989297.78 0.0013 N 13993980.00 13993980.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.431 48802QAU5 Asset Backed Commercial Paper First Tier Security 2013-01-15 2013-01-15 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 30000000.00 29973125.00 0.0027 N 29984700.00 29984700.00 KREDITANSTALT FUR WIEDERAUFBAU (KFW) KREDITANSTALT FUR WIEDERAUFBAU (KFW) 0.220 48246TMD8 Other Commercial Paper First Tier Security 2012-12-13 2012-12-13 N Y GERMANY (FEDERAL REPUBLIC OF) N/A N/A N 16000000.00 15995893.33 0.0014 N 15998240.00 15998240.00 LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (UNGUARANTEED) 0.2 51488H5N2 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 27000000.00 27000000.00 0.0024 N 27000000.00 27000000.00 MATCHPOINT MASTER TRUST MATCHPOINT MASTER TRUST 0.270 5766P0LG6 Asset Backed Commercial Paper First Tier Security 2012-11-16 2012-11-16 N Y BNP PARIBAS SA N/A N/A N 5000000.00 4999437.50 0.0005 N 4999450.00 4999450.00 MATCHPOINT MASTER TRUST MATCHPOINT MASTER TRUST 0.290 5766P0LD3 Asset Backed Commercial Paper First Tier Security 2012-11-13 2012-11-13 N Y BNP PARIBAS SA N/A N/A N 15000000.00 14998550.00 0.0014 N 14998650.00 14998650.00 MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) MERRILL LYNCH PFS INC (NON-TRADITIONAL REPO) 0.67 0MLP01MA6 0000728612 Other Repurchase Agreement N AGENCY STRIPS 2014-02-12 0.000000 Other Instrument CORPORATE BOND 97000.00 95959.19 AGENCY STRIPS 2016-02-12 0.000000 Other Instrument CORPORATE BOND 103000.00 99793.61 AGENCY STRIPS 2018-02-12 0.000000 Other Instrument CORPORATE BOND 353000.00 329080.72 AGENCY STRIPS 2018-02-12 0.000000 Other Instrument CORPORATE BOND 274000.00 255433.76 ALERIS INTL INC 2014-12-15 9.000000 Other Instrument CORPORATE BOND 285000.00 28.50 AMBAC FINL GROUP INC FORMERLY AMBAC INC TO 07/11 2023-05-01 7.500000 Other Instrument CORPORATE BOND 1275000.00 478125.00 AMERICAN AIRLS INC 2013-03-15 0.000000 Other Instrument CORPORATE BOND 1842998.00 71516.69 AMERICAN AIRLS INC 2013-06-15 0.000000 Other Instrument CORPORATE BOND 2416000.00 791970.17 ARLO VII LTD 2047-09-25 0.000000 Other Instrument CORPORATE BOND 5000000.00 344238.86 ATLAS AIR WORLDWIDE HLDGS INC 2021-07-02 0.000000 Other Instrument CORPORATE BOND 178132.00 64557.65 Banc of America Commercial Mortgage 2049-01-15 5.523000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 10000000.00 7362046.67 Banc of America Mortgage Securities 2034-04-25 5.442000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 731000.00 280805.21 Banc of America Commercial Mortgage 2047-09-10 5.557000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 1000000.00 194400.00 BANCO CRUZEIRO DO SUL 2015-02-20 8.500000 Other Note MEDIUM TERM NOTE 200000.00 37250.00 Banc of America Funding Corp 2035-05-25 2.628000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 7662416.00 1852490.91 Bear Stearns Commercial Mortgage Securities 2045-01-12 5.566000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 13970482.00 12796872.25 BUFFALO THUNDER DEV AUTH 2014-12-15 9.375000 Other Instrument CORPORATE BOND 1900000.00 665000.00 CSMC 2049-12-18 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 21216752.00 12693761.07 CD Commercial Mortgage Trust Commercial Pass-Through Certifi 2048-10-15 5.688000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 15008700.00 12258235.66 Centex Home Equity Loan Trust 2035-01-25 0.691000 Other Instrument ASSET BACKED SECURITY 9000000.00 7663384.05 COLONIAL BK NATL ASSN 2015-12-01 6.375000 Other Instrument CORPORATE BOND 33885000.00 3388.50 Credit Suisse Commercial Mortgage Trust 2021-10-15 1.734000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 8500000.00 7287863.17 FINOVA GROUP INC 2015-11-15 0.000000 Other Instrument CORPORATE BOND 36697000.00 1444.49 GSAMP 2035-11-25 0.631000 Other Instrument ASSET BACKED SECURITY 15143524.00 13479313.05 GREATWIDE LOGISTICS SVCS LLC 2014-03-01 0.000000 Other Instrument CORPORATE BOND 482194.00 511274.16 HAWKER BEECHCRAFT ACQUISITION CO LLC / HAWKER BE 2015-04-01 8.500000 Other Instrument CORPORATE BOND 2500000.00 325000.00 HAWKER BEECHCRAFT ACQUISITION CO LLC / HAWKER BE 2017-04-01 9.750000 Other Instrument CORPORATE BOND 100000.00 31.00 RAST (Residential Asset Securitization Trust) 2034-12-25 2.772000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 30537897.00 4304116.51 INN OF THE MTN 2020-11-30 8.750000 Other Instrument CORPORATE BOND 142900.00 140369.48 JP Morgan Chase Commercial Mortgage Securities Corp 2045-05-15 5.480000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 9527347.00 9119639.01 KELLWOOD CO 2017-10-15 7.625000 Other Instrument CORPORATE BOND 294000.00 118011.27 LNR CDO 2036-07-23 1.511000 Other Instrument ASSET BACKED SECURITY 12295000.00 11558845.62 LUMBERMENS MUT CAS CO 2026-07-01 0.000000 Other Instrument CORPORATE BOND 366000.00 2287.50 MF GLOBAL HLDGS LTD 2016-08-08 6.250000 Other Instrument CORPORATE BOND 1529000.00 916482.60 ML-CFC Commercial Mortgage Trust 2051-03-14 5.526000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 9694584.00 9639717.50 ML-CFC Commercial Mortgage Trust 2016-11-12 5.239000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 15000000.00 12476295.00 ML-CFC Commercial Mortgage Trust 2048-08-12 0.702000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 524714405.00 9154347.38 MMCapS Funding 2038-01-12 0.593000 Other Instrument ASSET BACKED SECURITY 15000000.00 8270250.18 MORGAN STANLEY BK AMER MERRILL LYNCH TR 2012-C6 2045-11-15 0.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 9831000.00 7356537.30 New York Mortgage Trust 2035-04-25 0.751000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 170761000.00 14068917.64 Newcastle CDO 2052-05-25 0.681000 Other Instrument ASSET BACKED SECURITY 15000000.00 7561551.75 NORTHERN TELECOM LTD NAME CHANGED TO NORTEL NETW 2023-09-01 6.875000 Other Instrument CORPORATE BOND 1787000.00 1107940.00 SINO FST CORP 2017-10-21 6.250000 Other Instrument CORPORATE BOND 2260000.00 339000.00 STATION CASINOS INC 2014-02-01 6.500000 Other Instrument CORPORATE BOND 41257162.00 218.79 STATION CASINOS INC 2016-03-01 6.875000 Other Instrument CORPORATE BOND 124211000.00 1242.11 VIRGIN MEDIA FIN F 2019-10-15 0.000000 Other Instrument CORPORATE BOND 1315000.00 1503873.74 GCB WMG ACQUISITION CO 2016-06-15 0.000000 Other Instrument CORPORATE BOND 265000.00 298360.56 WASHINGTON MUT BK FA CHATSWORTH CALIF GLOBAL MED 2013-01-15 5.500000 Other Note MEDIUM TERM NOTE 56288000.00 5516.22 WASHINGTON MUT BK FA CHATSWORTH CALIF GLOBAL MED 2015-01-15 5.125000 Other Note MEDIUM TERM NOTE 42180000.00 3922.74 QUEBECOR MEDIA INC 2023-01-15 0.000000 Other Instrument CORPORATE BOND 800000.00 831333.33 SINO-FOREST CORP 2017-10-21 6.250000 Other Instrument CORPORATE BOND 6294000.00 955027.08 BANCO ABC BRASIL SA 7.875 08APR20 2020-04-08 10.000000 Other Instrument CORPORATE BOND 200000.00 215006.25 BANCO MERCANTILE DO BRASIL SA 2020-07-16 9.625000 Other Instrument CORPORATE BOND 100000.00 101121.59 MEXICHEM SAB DE CV 4.875 19SEP22 2022-09-19 0.000000 Other Instrument CORPORATE BOND 169995.00 179886.58 PETROLEOS DE VENEZUELA 2013-11-17 8.000000 Other Instrument CORPORATE BOND 411000.00 427006.17 BIOMET INC 2020-08-01 0.000000 Other Instrument CORPORATE BOND 1000000.00 1042925.00 UNIVISION COMMUNICATIONS INC 2022-09-15 0.000000 Other Instrument CORPORATE BOND 1000000.00 1036015.00 VIASAT INC 2020-06-15 0.000000 Other Instrument CORPORATE BOND 1000000.00 1070972.22 First Tier Security 2012-11-01 2012-11-01 N N N 175000000.00 175000000.00 0.0159 N 175000000.00 175000000.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.341 59157TR88 Asset Backed Commercial Paper First Tier Security 2013-04-08 2013-04-08 N Y METLIFE INSURANCE COMPANY OF CONNECTICUT N/A N/A METROPOLITAN LIFE INSURANCE CO. N/A N/A N 10000000.00 9985077.78 0.0009 N 9983700.00 9983700.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.341 59157TR96 Asset Backed Commercial Paper First Tier Security 2013-04-09 2013-04-09 N Y METLIFE INSURANCE COMPANY OF CONNECTICUT N/A N/A METROPOLITAN LIFE INSURANCE CO. N/A N/A N 10000000.00 9984983.33 0.0009 N 9983600.00 9983600.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.341 59157TRA3 Asset Backed Commercial Paper First Tier Security 2013-04-10 2013-04-10 N Y METLIFE INSURANCE COMPANY OF CONNECTICUT N/A N/A METROPOLITAN LIFE INSURANCE CO. N/A N/A N 15000000.00 14977333.33 0.0014 N 14975100.00 14975100.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.401 59157TL68 Asset Backed Commercial Paper First Tier Security 2012-11-06 2012-11-06 N Y METLIFE INSURANCE COMPANY OF CONNECTICUT N/A N/A METROPOLITAN LIFE INSURANCE CO. N/A N/A N 5000000.00 4999722.22 0.0005 N 4999800.00 4999800.00 METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.331 59157TRF2 Asset Backed Commercial Paper First Tier Security 2013-04-15 2013-04-15 N Y METLIFE INSURANCE COMPANY OF CONNECTICUT N/A N/A METROPOLITAN LIFE INSURANCE CO. N/A N/A N 25000000.00 24962187.50 0.0023 N 24956750.00 24956750.00 METROPOLITAN LIFE GLOBAL FUNDING I METROPOLITAN LIFE GLOBAL FUNDING I 0.604 59217GAK5 Other Note First Tier Security 2012-12-12 2013-04-12 N N N 47000000.00 47000000.00 0.0043 N 47014100.00 47014100.00 METROPOLITAN LIFE GLOBAL FUNDING I METROPOLITAN LIFE GLOBAL FUNDING I 0.520 59217FCA7 Other Note First Tier Security 2013-01-10 2013-04-10 N N N 35000000.00 35000000.00 0.0032 N 34982955.00 34982955.00 MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.405 24515UN 1462160 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 24000000.00 23956349.30 0.0022 N 23960952.00 23960952.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.421 60682WQT8 Financial Company Commercial Paper First Tier Security 2013-03-27 2013-03-27 N N N 10000000.00 9982966.67 0.0009 N 9981100.00 9981100.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.41 60682ABD7 Certificate of Deposit First Tier Security 2013-04-04 2013-04-04 N N N 21000000.00 21000000.00 0.0019 N 21004410.00 21004410.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.53 60681P5K6 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 26000000.00 26000000.00 0.0024 N 26002080.00 26002080.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.425 60682ABA3 Certificate of Deposit First Tier Security 2013-04-02 2013-04-02 N N N 16000000.00 16000000.00 0.0014 N 16004480.00 16004480.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.52 60681P5L4 Certificate of Deposit First Tier Security 2012-11-13 2012-11-13 N N N 14000000.00 14000000.00 0.0013 N 14001680.00 14001680.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.52 60682AAB2 Certificate of Deposit First Tier Security 2013-02-20 2013-02-20 N N N 15000000.00 15000000.00 0.0014 N 15010650.00 15010650.00 MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.41 60682AAZ9 Certificate of Deposit First Tier Security 2013-03-21 2013-03-21 N N N 15000000.00 15000000.00 0.0014 N 15004650.00 15004650.00 MIZUHO CORPORATE BANK LIMITED-LONDON MIZUHO CORPORATE BANK LIMITED-LONDON 0.380 21278UN 0001521734 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 14000000.00 13998818.92 0.0013 N 13999370.00 13999370.00 MIZUHO CORPORATE BANK LIMITED-SYDNEY MIZUHO CORPORATE BANK LIMITED-SYDNEY 0.380 21787UN 0001521734 Certificate of Deposit First Tier Security 2012-11-26 2012-11-26 N N N 15000000.00 14996045.42 0.0014 N 14998050.00 14998050.00 MIZUHO CORPORATE BANK LIMITED-SYDNEY MIZUHO CORPORATE BANK LIMITED-SYDNEY 0.380 21329UN 0001521734 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 23000000.00 22998059.57 0.0021 N 22998965.00 22998965.00 MIZUHO CORPORATE BANK LIMITED-SYDNEY MIZUHO CORPORATE BANK LIMITED-SYDNEY 0.380 21163UN 0001521734 Certificate of Deposit First Tier Security 2012-11-06 2012-11-06 N N N 10000000.00 9999472.73 0.0009 N 9999700.00 9999700.00 MIZUHO CORPORATE BANK LTD. MIZUHO CORPORATE BANK LTD. 0.26 60687G2P2 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 53000000.00 53000000.00 0.0048 N 53000000.00 53000000.00 MIZUHO CORPORATE BANK LTD. MIZUHO CORPORATE BANK LTD. 0.26 60687GZ92 Certificate of Deposit First Tier Security 2013-01-04 2013-01-04 N N N 62000000.00 62000000.00 0.0056 N 62000000.00 62000000.00 MIZUHO FUNDING LLC MIZUHO FUNDING LLC 0.250 60688FNR6 Financial Company Commercial Paper First Tier Security 2013-01-25 2013-01-25 N N N 18000000.00 17989375.00 0.0016 N 17989560.00 17989560.00 MIZUHO SECURITIES USA INC. (REPO) MIZUHO SECURITIES USA INC. (REPO) 0.39 0FW001AE9 0001512734 Government Agency Repurchase Agreement Y FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2013-10-07 3.875000 Government Agency Debt FARM CREDIT DESIGNATED BOND 100000.00 103671.33 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2013-06-26 0.270000 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 750000.00 750547.50 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2013-05-28 0.201000 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 1090000.00 1090323.87 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2014-04-21 0.000000 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 20000000.00 20017800.00 FEDERAL HOME LN BKS 2014-09-12 1.375000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 3030000.00 3093998.23 FEDERAL HOME LN BKS 2013-09-13 1.000000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 1565000.00 1577681.72 FEDERAL HOME LN BKS 2017-12-08 3.125000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 1000000.00 1120403.19 FEDERAL HOME LN BKS 2016-08-22 1.250000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 1320000.00 1351648.10 FEDERAL HOME LN BKS 2018-09-14 2.000000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 11000000.00 11594122.22 FEDERAL HOME LN BKS 2018-12-14 1.750000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 215000.00 223634.34 FEDERAL HOME LN BKS 2014-01-29 0.375000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 1000000.00 1002258.33 FEDERAL HOME LN BKS 2014-06-04 0.000000 Government Agency Debt FEDERAL HOME LOAN BANK FLOATING RATE 600000.00 600558.00 FEDERAL HOME LN BKS 2013-09-06 0.250000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 8370000.00 8380462.50 FEDERAL HOME LN BKS 2019-08-27 1.750000 Government Agency Debt FED HOME LOAN OPTIONAL PRINC REDEMP SEC 11705000.00 11753354.66 FEDERAL HOME LN BKS 2015-11-20 0.500000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 2515000.00 2519437.58 FEDERAL HOME LN BKS 2022-03-24 2.250000 Government Agency Debt FED HOME LOAN OPTIONAL PRINC REDEMP SEC 535000.00 536579.59 FEDERAL HOME LN BKS 2019-09-17 1.590000 Government Agency Debt FED HOME LOAN OPTIONAL PRINC REDEMP SEC 2950000.00 2951514.33 FEDERAL HOME LN BKS 2018-10-03 1.300000 Government Agency Debt FED HOME LOAN OPTIONAL PRINC REDEMP SEC 15000000.00 15000766.67 FEDERAL HOME LN BKS 2013-04-18 0.000000 Government Agency Debt FEDERAL HOME LOAN BANK FLOATING RATE 102670000.00 102653572.80 FHLB 2012-11-02 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 6166000.00 6166000.00 FHLB 2012-11-30 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 360000.00 359989.20 FHLB 2012-12-26 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 75092000.00 75082238.04 FHLB 2012-12-28 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 2850000.00 2849629.50 FEDERAL HOME LN BK CONS DISC 2013-01-25 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 49246000.00 49234180.96 FEDERAL HOME LN BK CONS DISC 2013-03-22 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 11900000.00 11893812.00 FEDERAL HOME LN BK CONS DISC 2013-04-01 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 18800000.00 18788720.00 FEDERAL HOME LN BK CONS DISC 2013-04-03 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 5100000.00 5096940.00 FEDERAL HOME LN BK CONS DISC 2013-04-12 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 8000000.00 7994880.00 FEDERAL HOME LN BK CONS DISC 2013-04-24 0.000000 Government Agency Debt FED HOME LOAN BANK CONSOL DISCOUNT NOTE 24000000.00 23983680.00 FEDERAL HOME LN BKS 2013-06-14 3.875000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 310000.00 321611.52 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2014-02-10 0.350000 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 1200000.00 1200108.00 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2013-12-20 0.175000 Government Agency Debt FEDERAL FARM CREDIT FLOATING RATE 25000000.00 24969250.00 FEDERAL HOME LN BKS 2014-06-18 5.250000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 4085000.00 4491031.98 FEDERAL HOME LN BKS 2014-11-14 4.750000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 4000000.00 4444491.11 FEDERAL HOME LN BKS 2015-06-12 5.500000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 25000.00 28768.40 FEDERAL HOME LN BKS 2013-08-14 5.125000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 25000000.00 26248045.14 FEDERAL HOME LN BKS 2021-12-10 5.000000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 735000.00 943448.45 FEDERAL HOME LN BKS 2013-12-13 4.875000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 10000.00 10703.58 FEDERAL HOME LN BKS 2014-06-13 5.375000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 20000.00 22037.08 FEDERAL HOME LN BKS 2012-12-14 1.750000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 1500000.00 1512809.58 FEDERAL HOME LN BKS 2015-06-12 2.875000 Government Agency Debt FEDERAL HOME LOAN BANK CONSOLIDATED BOND 500000.00 537445.35 FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK 2017-04-18 5.000000 Government Agency Debt FEDERAL HOME LOAN MORT FIXED RATE NOTE 100000.00 118484.56 FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK 2018-06-13 4.875000 Government Agency Debt FEDERAL HOME LOAN MORT FIXED RATE NOTE 200000.00 245487.50 GINNIE MAE 2041-07-20 3.500000 Government Agency Debt GNMA II 7 YEAR HYBRID ARM 67185448.00 56722110.92 TENNESSEE VALLEY AUTH 2013-03-15 6.000000 Government Agency Debt TENNESSEE VALLEY AUTHORITY BOND 400000.00 411762.67 First Tier Security 2012-11-01 2012-11-01 N N N 500000000.00 500000000.00 0.0453 N 500000000.00 500000000.00 MONT BLANC CAPITAL CORPORATION MONT BLANC CAPITAL CORPORATION 0.330 6117P4N97 Asset Backed Commercial Paper First Tier Security 2013-01-09 2013-01-09 N N Y Liquidity/Partial C/E ING BANK NV N/A N/A 25000000.00 24984187.50 0.0023 N 24987000.00 24987000.00 MORGAN STANLEY & CO. LLC (REPO) MORGAN STANLEY & CO. LLC (REPO) 0.25 0MST10JE8 0000728672 Government Agency Repurchase Agreement Y FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 51793103.00 38663629.83 FREDDIE MAC 2025-11-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 45431968.00 38282985.18 FREDDIE MAC 2026-07-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 53798000.00 38072738.43 FREDDIE MAC 2042-06-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 37395471.00 39187900.86 FREDDIE MAC 2040-09-01 4.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 49564800.00 37602937.57 FREDDIE MAC 2041-11-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 28620713.00 27930562.92 FREDDIE MAC 2041-12-01 4.000000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 37731431.00 39123236.32 FREDDIE MAC 2042-05-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 11046748.00 11854760.71 FREDDIE MAC 2042-07-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 36059208.00 38460850.98 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 35875319.00 38925785.42 FREDDIE MAC 2027-10-01 2.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 36029536.00 37691734.62 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 36924432.00 39260595.76 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt GOLD PC (PARTICIPATING CERTIFICATES) 36042140.00 38442282.21 First Tier Security 2012-11-07 2012-11-07 N N N 450000000.00 450000000.00 0.0408 N 450000000.00 450000000.00 NATIONAL AUSTRALIA FUNDING (DELAWARE) INC NATIONAL AUSTRALIA FUNDING (DELAWARE) INC 0.210 63253JLK4 Financial Company Commercial Paper First Tier Security 2012-11-19 2012-11-19 N N N 79000000.00 78991705.00 0.0072 N 78995260.00 78995260.00 NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.22 63873EMV0 Certificate of Deposit First Tier Security 2012-11-07 2012-11-07 N N N 92000000.00 92000000.00 0.0083 N 92000000.00 92000000.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.240 32620BN Certificate of Deposit First Tier Security 2012-12-07 2012-12-07 N N N 25000000.00 24994003.63 0.0023 N 24993325.00 24993325.00 NORDEA BANK FINLAND PLC NORDEA BANK FINLAND PLC 0.22 65558EBH0 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 35000000.00 35000000.00 0.0032 N 35000700.00 35000700.00 NORDEA NORTH AMERICA INC. NORDEA NORTH AMERICA INC. 0.310 6555P0QS1 Financial Company Commercial Paper First Tier Security 2013-03-26 2013-03-26 N N N 20000000.00 19975027.78 0.0018 N 19978200.00 19978200.00 NORDEA NORTH AMERICA INC. NORDEA NORTH AMERICA INC. 0.220 6555P0LM9 Financial Company Commercial Paper First Tier Security 2012-11-21 2012-11-21 N N N 27000000.00 26996700.00 0.0024 N 26997840.00 26997840.00 NORDEA NORTH AMERICA INC. NORDEA NORTH AMERICA INC. 0.235 6555P0N96 Financial Company Commercial Paper First Tier Security 2013-01-09 2013-01-09 N N N 28000000.00 27987388.33 0.0025 N 27989640.00 27989640.00 NORDEA NORTH AMERICA INC. NORDEA NORTH AMERICA INC. 0.341 6555P0L23 Financial Company Commercial Paper First Tier Security 2012-11-02 2012-11-02 N N N 32000000.00 31999697.78 0.0029 N 31999680.00 31999680.00 NORDEA NORTH AMERICA INC. NORDEA NORTH AMERICA INC. 0.235 6555P0N88 Financial Company Commercial Paper First Tier Security 2013-01-08 2013-01-08 N N N 36000000.00 35984057.78 0.0033 N 35987040.00 35987040.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.29 65602NCZ5 Certificate of Deposit First Tier Security 2013-01-04 2013-01-04 N N N 14000000.00 14000000.00 0.0013 N 13999300.00 13999300.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.37 65602Q5P8 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 22000000.00 22000000.00 0.0020 N 22001100.00 22001100.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.28 65602NDM3 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 19500000.00 19500000.00 0.0018 N 19498440.00 19498440.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.27 65602NFC3 Certificate of Deposit First Tier Security 2013-01-25 2013-01-25 N N N 15000000.00 15000000.00 0.0014 N 14998200.00 14998200.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.37 65602Q5T0 Certificate of Deposit First Tier Security 2012-11-08 2012-11-08 N N N 15800000.00 15800000.00 0.0014 N 15800632.00 15800632.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.4 65602Q4T1 Certificate of Deposit First Tier Security 2012-11-01 2012-11-01 N N N 5500000.00 5500000.00 0.0005 N 5500055.00 5500055.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.27 65602NEC4 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 27000000.00 27000000.00 0.0024 N 26997030.00 26997030.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.39 65602Q4Y0 Certificate of Deposit First Tier Security 2012-11-02 2012-11-02 N N N 30000000.00 30000000.00 0.0027 N 30000300.00 30000300.00 NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.37 65602NAB0 Certificate of Deposit First Tier Security 2012-11-13 2012-11-13 N N N 40000000.00 40000000.00 0.0036 N 40002400.00 40002400.00 NORTHERN PINES FUNDING LLC NORTHERN PINES FUNDING LLC 0.360 66560KN46 Asset Backed Commercial Paper First Tier Security 2013-01-04 2013-01-04 N Y DEUTSCHE BANK AG N/A N/A N 11000000.00 10992960.00 0.0010 N 10994720.00 10994720.00 NRW.BANK NRW.BANK 0.250 62939LM30 Other Commercial Paper First Tier Security 2012-12-03 2012-12-03 N Y FEDERAL STATE OF NORTH RHINE WESTPHALIA N/A N/A N 157000000.00 156965173.34 0.0142 N 156968600.00 156968600.00 OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.210 69033QLU0 Financial Company Commercial Paper First Tier Security 2012-11-28 2012-11-28 N N N 30000000.00 29995275.00 0.0027 N 29996400.00 29996400.00 OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.240 69033QLL0 Financial Company Commercial Paper First Tier Security 2012-11-20 2012-11-20 N N N 10000000.00 9998733.33 0.0009 N 9999200.00 9999200.00 OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.2 69033PHA1 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 10000000.00 9999999.91 0.0009 N 10000000.00 10000000.00 OVERSEA-CHINESE BANKING CORPORATION-LONDON OVERSEA-CHINESE BANKING CORPORATION-LONDON 0.34 30671BD 1448817 Certificate of Deposit First Tier Security 2013-02-15 2013-02-15 N N N 5000000.00 5000073.50 0.0005 N 5002075.00 5002075.00 PNC BANK NA (PITTSBURGH) PNC BANK NA (PITTSBURGH) 0.210 69349JL19 Financial Company Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N N 23000000.00 23000000.00 0.0021 N 23000000.00 23000000.00 PRIVATE EXPORT FUNDING CORPORATION PRIVATE EXPORT FUNDING CORPORATION 0.270 7426M4RF6 Other Commercial Paper First Tier Security 2013-04-15 2013-04-15 N N N 5000000.00 4993812.50 0.0005 N 4990950.00 4990950.00 PRIVATE EXPORT FUNDING CORPORATION PRIVATE EXPORT FUNDING CORPORATION 0.341 7426M4SX6 Other Commercial Paper First Tier Security 2013-05-31 2013-05-31 N N N 10000000.00 9980072.23 0.0009 N 9972200.00 9972200.00 RABOBANK NEDERLAND RABOBANK NEDERLAND 0.425 16893BN 0001098062 Certificate of Deposit First Tier Security 2013-01-18 2013-01-18 N N N 70000000.00 70000000.00 0.0063 N 70030800.00 70030800.00 RABOBANK NEDERLAND RABOBANK NEDERLAND 0.240 33175BN 0001098062 Certificate of Deposit First Tier Security 2012-12-13 2012-12-13 N N N 23000000.00 22993563.89 0.0021 N 22995607.00 22995607.00 RABOBANK NEDERLAND NV/AUSTRALIA RABOBANK NEDERLAND NV/AUSTRALIA 0.250 33383BN 0001098062 Certificate of Deposit First Tier Security 2012-12-14 2012-12-14 N N N 15000000.00 14995523.63 0.0014 N 14997075.00 14997075.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.455 74977MV36 Certificate of Deposit First Tier Security 2013-01-03 2013-01-03 N N N 53000000.00 53000000.00 0.0048 N 53031270.00 53031270.00 RABOBANK NEDERLAND-NEW YORK RABOBANK NEDERLAND-NEW YORK 0.27 74977M4V4 Certificate of Deposit First Tier Security 2012-12-06 2012-12-06 N N N 82000000.00 82000000.00 0.0074 N 82009020.00 82009020.00 RABOBANK USA FINANCIAL CORP RABOBANK USA FINANCIAL CORP 0.275 74977KNA3 Financial Company Commercial Paper First Tier Security 2013-01-10 2013-01-10 N N N 10000000.00 9994652.78 0.0009 N 9996500.00 9996500.00 RABOBANK USA FINANCIAL CORP RABOBANK USA FINANCIAL CORP 0.411 74977KQL6 Financial Company Commercial Paper First Tier Security 2013-03-20 2013-03-20 N N N 50000000.00 49920847.23 0.0045 N 49949500.00 49949500.00 RBS SECURITIES INC. ( NON-TRADITIONAL REPO) RBS SECURITIES INC. ( NON-TRADITIONAL REPO) 0.47 0RBN16QP2 0000808379 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTGAGE A 2027-05-20 3.000000 Government Agency Debt GNM2 16502750.00 17136749.62 GOVERNMENT NATIONAL MORTGAGE A 2042-03-20 3.500000 Government Agency Debt GNM2 16380000.00 16678263.10 GOVERNMENT NATIONAL MORTGAGE A 2027-04-20 3.000000 Government Agency Debt GNM2 16335666.00 16568097.42 GOVERNMENT NATIONAL MORTGAGE A 2042-06-20 3.500000 Government Agency Debt GNM2 19302184.00 20180466.36 GOVERNMENT NATIONAL MORTGAGE A 2042-10-20 3.500000 Government Agency Debt GNM2 9501277.00 10084591.38 GOVERNMENT NATIONAL MORTGAGE A 2041-03-20 5.000000 Government Agency Debt GNM2 13405628.00 5757892.40 GOVERNMENT NATIONAL MORTGAGE A 2041-01-20 4.500000 Government Agency Debt GNM2 2567855.00 1464178.44 GOVERNMENT NATIONAL MORTGAGE A 2041-04-20 5.000000 Government Agency Debt GNM2 7646174.00 4533538.99 GOVERNMENT NATIONAL MORTGAGE A 2041-05-20 5.000000 Government Agency Debt GNM2 6590634.00 4045145.27 GOVERNMENT NATIONAL MORTGAGE A 2041-06-20 4.500000 Government Agency Debt GNM2 10646432.00 5554784.50 First Tier Security 2012-11-01 2012-11-01 N N N 100000000.00 100000000.00 0.0091 N 100000000.00 100000000.00 REGENCY MARKETS NO 1 LLC REGENCY MARKETS NO 1 LLC 0.230 7588R0LE5 Asset Backed Commercial Paper First Tier Security 2012-11-14 2012-11-14 N N Y Liquidity/Partial C/E HSBC BANK PLC N/A N/A 10000000.00 9999169.44 0.0009 N 9999000.00 9999000.00 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.51 78009NEG7 Certificate of Deposit First Tier Security 2012-11-28 2012-11-28 N N N 9000000.00 9000000.00 0.0008 N 9002700.00 9002700.00 ROYAL BANK OF SCOTLAND PLC (LONDON) ROYAL BANK OF SCOTLAND PLC (LONDON) 0.23 0RBL01CN8 0000729153 Other Instrument Time Deposit First Tier Security 2012-11-07 2012-11-07 N N N 210000000.00 210000000.00 0.0190 N 210000000.00 210000000.00 ROYAL PARK INVESTMENT FUNDING CORPORATION ROYAL PARK INVESTMENT FUNDING CORPORATION 0.802 78065FFK5 Asset Backed Commercial Paper First Tier Security 2013-01-03 2013-01-03 N Y KINGDOM OF BELGIUM N/A N/A N 10000000.00 9986000.00 0.0009 N 9995700.00 9995700.00 ROYAL PARK INVESTMENT FUNDING CORPORATION ROYAL PARK INVESTMENT FUNDING CORPORATION 0.751 78064JPG6 Asset Backed Commercial Paper First Tier Security 2013-01-14 2013-01-14 N Y KINGDOM OF BELGIUM N/A N/A N 10000000.00 9984583.34 0.0009 N 9995000.00 9995000.00 SCALDIS CAPITAL LLC SCALDIS CAPITAL LLC 0.230 80584TLF7 Asset Backed Commercial Paper First Tier Security 2012-11-15 2012-11-15 N N N 20000000.00 19998211.11 0.0018 N 19998000.00 19998000.00 SHIZUOKA BANK SHIZUOKA BANK 0.3 82487AMC8 Certificate of Deposit First Tier Security 2013-01-04 2013-01-04 N N N 5000000.00 5000000.00 0.0005 N 4999800.00 4999800.00 SHIZUOKA BANK SHIZUOKA BANK 0.3 82487AMJ3 Certificate of Deposit First Tier Security 2013-01-16 2013-01-16 N N N 10000000.00 10000000.00 0.0009 N 9999600.00 9999600.00 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.230 83050TLL3 Financial Company Commercial Paper First Tier Security 2012-11-20 2012-11-20 N N N 54000000.00 53993445.00 0.0049 N 53997300.00 53997300.00 SOCIETE GENERALE SA SOCIETE GENERALE SA 0.25 0SOC01CL6 0000865845 Other Instrument Time Deposit First Tier Security 2012-11-07 2012-11-07 N N N 92000000.00 92000000.00 0.0083 N 92000000.00 92000000.00 SOCIETE GENERALE SA - GRAND CAYMAN SOCIETE GENERALE SA - GRAND CAYMAN 0.21 0SGG01AD6 0000865845 Other Instrument Time Deposit First Tier Security 2012-11-05 2012-11-05 N N N 86000000.00 86000000.00 0.0078 N 86000000.00 86000000.00 STARBIRD FUNDING CORPORATION STARBIRD FUNDING CORPORATION 0.270 85520LLE3 Asset Backed Commercial Paper First Tier Security 2012-11-14 2012-11-14 N N Y Liquidity/Partial C/E BNP PARIBAS SA N/A N/A 5000000.00 4999512.50 0.0005 N 4999500.00 4999500.00 STRAIGHT-A FUNDING LLC STRAIGHT-A FUNDING LLC 0.180 86257FKF1 Asset Backed Commercial Paper First Tier Security 2012-11-01 2012-11-01 N Y FEDERAL FINANCING BANK N/A N/A N 25000000.00 25000000.00 0.0023 N 25000000.00 25000000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.49 86562DEY2 Certificate of Deposit First Tier Security 2012-11-13 2012-11-13 N N N 22000000.00 22000000.00 0.0020 N 22002420.00 22002420.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.45 86562DRG7 Certificate of Deposit First Tier Security 2013-02-25 2013-02-25 N N N 25000000.00 25000000.00 0.0023 N 25013750.00 25013750.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.45 86562DPM6 Certificate of Deposit First Tier Security 2013-02-08 2013-02-08 N N N 15000000.00 15000000.00 0.0014 N 15007050.00 15007050.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.45 86562DQS2 Certificate of Deposit First Tier Security 2013-02-19 2013-02-19 N N N 23000000.00 23000000.00 0.0021 N 23011960.00 23011960.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.405 86562DVA5 Certificate of Deposit First Tier Security 2013-03-25 2013-03-25 N N N 12000000.00 12000000.00 0.0011 N 12004080.00 12004080.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.385 86562DWN6 Certificate of Deposit First Tier Security 2013-04-05 2013-04-05 N N N 27000000.00 27000000.00 0.0024 N 27002970.00 27002970.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.37 86562DXA3 Certificate of Deposit First Tier Security 2013-04-12 2013-04-12 N N N 25000000.00 25000000.00 0.0023 N 25001000.00 25001000.00 SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.45 86562DRX0 Certificate of Deposit First Tier Security 2013-03-05 2013-03-05 N N N 12000000.00 12000000.00 0.0011 N 12005400.00 12005400.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.501 86562KNP5 Financial Company Commercial Paper First Tier Security 2013-01-23 2013-01-23 N N N 53000000.00 52938902.78 0.0048 N 52968730.00 52968730.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.451 86562KPR9 Financial Company Commercial Paper First Tier Security 2013-02-25 2013-02-25 N N N 45000000.00 44934750.00 0.0041 N 44958150.00 44958150.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.431 86562KQ64 Financial Company Commercial Paper First Tier Security 2013-03-06 2013-03-06 N N N 42000000.00 41937291.66 0.0038 N 41956320.00 41956320.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORPORATION 0.471 86562KP40 Financial Company Commercial Paper First Tier Security 2013-02-04 2013-02-04 N N N 101000000.00 100874731.94 0.0091 N 100928290.00 100928290.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.358 24614UN 0001475365 Certificate of Deposit First Tier Security 2013-01-14 2013-01-14 N N N 11000000.00 10991923.87 0.0010 N 10994049.00 10994049.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.367 23444UN 0001475365 Certificate of Deposit First Tier Security 2012-12-28 2012-12-28 N N N 5000000.00 4997093.40 0.0005 N 4998230.00 4998230.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.390 21071UN 0001475365 Certificate of Deposit First Tier Security 2012-11-02 2012-11-02 N N N 8000000.00 7999913.42 0.0007 N 7999920.00 7999920.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.395 20987UN 0001475365 Certificate of Deposit First Tier Security 2012-11-02 2012-11-02 N N N 5000000.00 4999945.19 0.0005 N 4999950.00 4999950.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.36 35848BN 0001475365 Certificate of Deposit First Tier Security 2013-01-07 2013-01-07 N N N 13000000.00 13000120.88 0.0012 N 13002457.00 13002457.00 SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.4 29585BN 0001046017 Certificate of Deposit First Tier Security 2012-11-06 2012-11-06 N N N 10000000.00 10000000.00 0.0009 N 10000370.00 10000370.00 SUNCORP-METWAY LTD SUNCORP-METWAY LTD 0.370 8672E2MK1 Financial Company Commercial Paper First Tier Security 2012-12-19 2012-12-19 N N N 40000000.00 39980266.67 0.0036 N 39987200.00 39987200.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.29 86958CEU4 Certificate of Deposit First Tier Security 2012-11-02 2012-11-02 N N N 21000000.00 21000000.00 0.0019 N 21000210.00 21000210.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.235 86958CGE8 Certificate of Deposit First Tier Security 2012-11-14 2012-11-14 N N N 30000000.00 30000054.12 0.0027 N 30000300.00 30000300.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.3 86958CJJ4 Certificate of Deposit First Tier Security 2013-03-27 2013-03-27 N N N 41000000.00 41000000.00 0.0037 N 41003280.00 41003280.00 SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.245 86958CLE2 Certificate of Deposit First Tier Security 2013-01-23 2013-01-23 N N N 27000000.00 27000311.06 0.0024 N 26999730.00 26999730.00 SVENSKA HANDELSBANKEN INC. SVENSKA HANDELSBANKEN INC. 0.300 86958FR25 Financial Company Commercial Paper First Tier Security 2013-04-02 2013-04-02 N N N 58000000.00 57926533.34 0.0052 N 57925760.00 57925760.00 THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. 0.260 88324LLK1 Asset Backed Commercial Paper First Tier Security 2012-11-19 2012-11-19 N N N 70933000.00 70923778.71 0.0064 N 70923069.38 70923069.38 THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. THAMES ASSET GLOBAL SECURITIZATION NO. 1 INC. 0.250 88324LLD7 Asset Backed Commercial Paper First Tier Security 2012-11-13 2012-11-13 N N N 27156000.00 27153737.00 0.0025 N 27153284.40 27153284.40 THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 0.295 36261BN 0001496637 Certificate of Deposit First Tier Security 2013-01-11 2013-01-11 N N N 29000000.00 29000000.00 0.0026 N 28998550.00 28998550.00 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.245 88602TLT8 Asset Backed Commercial Paper First Tier Security 2012-11-27 2012-11-27 N N Y Liquidity/Partial C/E ROYAL BANK OF CANADA N/A N/A 10000000.00 9998230.55 0.0009 N 9997900.00 9997900.00 TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.2 89112X4G7 Certificate of Deposit First Tier Security 2013-01-07 2013-01-07 N N N 28000000.00 28000000.00 0.0025 N 27998880.00 27998880.00 TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.270 89233GR40 Other Commercial Paper First Tier Security 2013-04-04 2013-04-04 N N N 15000000.00 14982675.00 0.0014 N 14983350.00 14983350.00 TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORPORATION 0.210 89233GL79 Other Commercial Paper First Tier Security 2012-11-07 2012-11-07 N N N 13000000.00 12999545.00 0.0012 N 12999740.00 12999740.00 UBS AG UBS AG 0.32 90267RKG3 Certificate of Deposit First Tier Security 2012-11-09 2012-11-09 N N N 79000000.00 79000000.00 0.0072 N 79005530.00 79005530.00 UBS AG UBS AG 0.23 90267RLD9 Certificate of Deposit First Tier Security 2012-11-30 2012-11-30 N N N 14000000.00 14000000.00 0.0013 N 14002100.00 14002100.00 UBS SECURITIES LLC (REPO) UBS SECURITIES LLC (REPO) 0.3 0UBS18GH9 0000230611 Treasury Repurchase Agreement Y UNITED STATES TREAS NTS 2013-12-31 1.500000 Treasury Debt U.S. TREASURY NOTE 153784800.00 156827214.96 UNITED STATES TREAS NTS 2015-02-28 2.375000 Treasury Debt U.S. TREASURY NOTE 177238400.00 186311246.43 UNITED STATES TREAS NTS 2022-08-15 1.625000 Treasury Debt U.S. TREASURY NOTE 167706800.00 166861580.51 First Tier Security 2012-11-01 2012-11-01 N N N 500000000.00 500000000.00 0.0453 N 500000000.00 500000000.00 US TREASURY US TREASURY 0.75 912828NY2 Treasury Debt First Tier Security 2013-09-15 2013-09-15 N N N 16000000.00 16077237.51 0.0015 N 16076256.00 16076256.00 US TREASURY US TREASURY 0.625 912828PR5 Treasury Debt First Tier Security 2013-01-31 2013-01-31 N N N 42400000.00 42447695.81 0.0038 N 42449692.80 42449692.80 US TREASURY US TREASURY 1 912828NN6 Treasury Debt First Tier Security 2013-07-15 2013-07-15 N N N 39000000.00 39219173.55 0.0036 N 39219375.00 39219375.00 US TREASURY US TREASURY 1.375 912828NC0 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 74300000.00 74765211.04 0.0068 N 74775965.80 74775965.80 US TREASURY US TREASURY 1.125 912828NH9 Treasury Debt First Tier Security 2013-06-15 2013-06-15 N N N 12000000.00 12066368.45 0.0011 N 12068904.00 12068904.00 US TREASURY US TREASURY 0.625 912828QE3 Treasury Debt First Tier Security 2013-04-30 2013-04-30 N N N 29100000.00 29159897.36 0.0026 N 29165940.60 29165940.60 US TREASURY US TREASURY 0.125 912828RK8 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 100900000.00 100832461.49 0.0091 N 100825132.20 100825132.20 US TREASURY US TREASURY 0.25 912828RN2 Treasury Debt First Tier Security 2013-10-31 2013-10-31 N N N 75700000.00 75725970.95 0.0069 N 75726646.40 75726646.40 US TREASURY US TREASURY 0.125 912828RD4 Treasury Debt First Tier Security 2013-08-31 2013-08-31 N N N 38000000.00 37980803.05 0.0034 N 37976250.00 37976250.00 US TREASURY US TREASURY 0.75 912828QL7 Treasury Debt First Tier Security 2013-03-31 2013-03-31 N N N 21000000.00 21047096.54 0.0019 N 21050862.00 21050862.00 US TREASURY US TREASURY 0.375 912828QW3 Treasury Debt First Tier Security 2013-07-31 2013-07-31 N N N 5000000.00 5006848.86 0.0005 N 5006640.00 5006640.00 US TREASURY US TREASURY 3.125 912828HY9 Treasury Debt First Tier Security 2013-04-30 2013-04-30 N N N 74000000.00 75065419.27 0.0068 N 75083952.00 75083952.00 US TREASURY US TREASURY 3.5 912828JB7 Treasury Debt First Tier Security 2013-05-31 2013-05-31 N N N 33000000.00 33625366.80 0.0030 N 33634227.00 33634227.00 US TREASURY US TREASURY 2.75 912828HT0 Treasury Debt First Tier Security 2013-02-28 2013-02-28 N N N 25000000.00 25207151.14 0.0023 N 25211925.00 25211925.00 US TREASURY US TREASURY 3.625 912828BA7 Treasury Debt First Tier Security 2013-05-15 2013-05-15 N N N 36000000.00 36656297.76 0.0033 N 36667980.00 36667980.00 US TREASURY US TREASURY 4.25 912828BH2 Treasury Debt First Tier Security 2013-08-15 2013-08-15 N N N 33000000.00 34051286.53 0.0031 N 34051875.00 34051875.00 US TREASURY US TREASURY 3.375 912828JD3 Treasury Debt First Tier Security 2013-06-30 2013-06-30 N N N 32000000.00 32657424.03 0.0030 N 32673760.00 32673760.00 US TREASURY US TREASURY 1.375 912828MT4 Treasury Debt First Tier Security 2013-03-15 2013-03-15 N N N 30400000.00 30530631.45 0.0028 N 30536556.80 30536556.80 US TREASURY US TREASURY 1.75 912828MX5 Treasury Debt First Tier Security 2013-04-15 2013-04-15 N N N 104500000.00 105226825.14 0.0095 N 105251146.00 105251146.00 US TREASURY US TREASURY 1.375 912828MN7 Treasury Debt First Tier Security 2013-02-15 2013-02-15 N N N 26000000.00 26085741.95 0.0024 N 26090402.00 26090402.00 US TREASURY US TREASURY 3.125 912828JM3 Treasury Debt First Tier Security 2013-09-30 2013-09-30 N N N 16300000.00 16733122.07 0.0015 N 16731689.20 16731689.20 US TREASURY US TREASURY 1.375 912828MG2 Treasury Debt First Tier Security 2013-01-15 2013-01-15 N N N 25000000.00 25060653.67 0.0023 N 25062500.00 25062500.00 VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.310 92512LM32 Asset Backed Commercial Paper First Tier Security 2012-12-03 2012-12-03 N N Y Liquidity/Partial C/E IXIS FINANCIAL PRODUCTS INC N/A N/A 25000000.00 24993111.11 0.0023 N 24993111.00 24993111.00 WINDMILL FUNDING CORPORATION WINDMILL FUNDING CORPORATION 0.240 97342GL21 Asset Backed Commercial Paper First Tier Security 2012-11-02 2012-11-02 N N N 30000000.00 29999800.00 0.0027 N 29999700.00 29999700.00 WINDMILL FUNDING CORPORATION WINDMILL FUNDING CORPORATION 0.240 97342GL13 Asset Backed Commercial Paper First Tier Security 2012-11-01 2012-11-01 N N N 20000000.00 20000000.00 0.0018 N 20000000.00 20000000.00