0001181431-12-043906.txt : 20121001 0001181431-12-043906.hdr.sgml : 20121001 20120807112237 ACCESSION NUMBER: 0001181431-12-043906 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120731 FILED AS OF DATE: 20120807 DATE AS OF CHANGE: 20120807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MONEY MARKET OBLIGATIONS TRUST CENTRAL INDEX KEY: 0000856517 IRS NUMBER: 251415329 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05950 FILM NUMBER: 121011919 BUSINESS ADDRESS: STREET 1: 4000 ERICSSON DRIVE CITY: WARRENDALE STATE: PA ZIP: 15086-7561 BUSINESS PHONE: 8003417400 MAIL ADDRESS: STREET 1: 4000 ERICSSON DRIVE CITY: WARRENDALE STATE: PA ZIP: 15086-7561 FORMER COMPANY: FORMER CONFORMED NAME: MONEY MARKET OBLIGATIONS TRUST /NEW/ DATE OF NAME CHANGE: 19920703 0000856517 S000009540 Federated Automated Cash Management Trust C000026070 Cash II Shares ACCXX C000026071 Service Shares ACMXX C000040003 Class R Shares ACKXX N-MFP 1 primary_doc.xml N-MFP N-MFPLIVEN2012-07-310000856517S0000095403NNNN33-31602FEDERATED INVESTMENT MGMT CO801-34612ERNST & YOUNGBOSTONMAFEDERATED ADMINISTRATIVE SERVICESSTATE STREET BANK AND TRUST CO0000839287085-05003NNNPrime41712523040719.001670044.97708460.642524002303.330.00401.00012012-07-311.00012012-07-31C00002607025000.00255319614.241.00-2041721.9748076601.8350118323.800.00011.00012012-07-311.00012012-07-31C000040003250.00155052012.451.00869203.317994750.147125546.830.00011.00012012-07-311.00012012-07-31C00002607125000.002113630676.641.00-90485722.62223705577.97314191300.590.00011.00012012-07-311.00012012-07-31RBC Capital Markets, LLCRBC Capital Markets, LLC, 0.260%, 8/2/201215499K002Other Repurchase AgreementN01BMCMATTEL INC2012-08-140Other InstrumentCP800000.00799888.0001BMCMATTELL INC2012-08-100Other InstrumentCP305961.80305929.5502LIVDNB BANK ASA2013-01-17.51Other InstrumentCorporates1200000.001200000.0001YIJMITSBISHI TST2012-10-160Other InstrumentCorporates1173819.201173819.2002FOHLIBERTY FDG LLC2012-10-26.26Other InstrumentCorporates223624.80223436.2202J3ZDEVON ENERGY CORP2012-08-100Other InstrumentCorporates72000.0071994.8302J3ZDEVON ENERGY CORP2012-08-300Other InstrumentCP590101.84587151.33FNMA FNST TR0380 S7 CL2037-07-016.255Other InstrumentCMOs1417853.60190428.3701W0SSKANDIN ENS BANKEN2012-10-180Other InstrumentCorporates1600000.001600000.0001YSQRABOBANK NEDERLAND2012-12-190Other InstrumentCorporates200000.00200000.0001YSQRABOBANK NEDERLAND2013-01-110Other InstrumentCorporates600000.00600000.0002FQMSILVER TOWER US FDG2012-08-130Other InstrumentCorporates598633.16598555.34FNMA FNMS 02.500 CIAK00562027-07-012.5Other InstrumentMortgages383953.68400835.48FNMA FNMS 02.500 CIAO91562027-07-012.5Other InstrumentMortgages1313507.371371260.10FNMA FNMS 03.000 CIAB52392027-05-013Other InstrumentMortgages306095.84323925.62FNMA FNMS 03.500 CLAB53662042-06-013.5Other InstrumentMortgages334123.56360339.7901TJXCAISSE CENTRALE DJDNS2012-08-220Other InstrumentCP193417.84193393.88First Tier SecurityN/AN/A2012-08-022012-08-02YRBC Capital Markets, LLCN/AN/ANN10000000.0010000000.000.0040N10000038.8910000038.89CNH Equipment Trust 2011-CCNH Equipment Trust 2011-C, Class A1, 0.548%, 1/4/201312616VAA0Other NoteNFirst Tier SecurityN/AN/A2013-01-042013-01-04NNN1531998.771531998.800.0006N1532710.381532710.38Toronto Dominion BankToronto Dominion Bank, 0.446%, 11/13/201289112XED3Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-102012-11-13NNN40000000.0040000000.000.0158N40014400.0040014400.00Alpine Securitization Corp.Alpine Securitization Corp., 0.300%, 8/24/201202086LHQ2Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-08-242012-08-24NNYSwapCredit Suisse InternationalN/AN/ALiquidity AgreementCredit Suisse, ZurichN/AN/A45000000.0044991375.000.0178N44994150.0044994150.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.360%, 9/6/201206538EXU6Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-062012-09-06NNN25000000.0025000000.000.0099N25003250.0025003250.00Credit Suisse, ZurichCredit Suisse, Zurich, 0.330%, 9/10/201222550DTD1Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-102012-09-10NNN20000000.0020000000.000.0079N20002000.0020002000.00Bank of America N.A.Bank of America N.A., REPO, 0.190%, 8/1/201203199U009Government Agency Repurchase AgreementYGNMA GNRM 2010-009 DL2040-01-166.25Government Agency Debt26571428.6330161795.50GNMA GNRM 2010-009 UK2040-01-206.25Government Agency Debt14406963.7316329361.73FNMA FNRM RC064DT R11F0642041-07-255.8Government Agency Debt25181004.0028084004.44First Tier SecurityN/AN/A2012-08-012012-08-01NNN72670000.0072670000.000.0288N72670000.0072670000.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.360%, 9/7/201206538EYG6Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-072012-09-07NNN25000000.0025000000.000.0099N25003500.0025003500.00AmeriCredit Automobile Receivables Trust 2012-3AmeriCredit Automobile Receivables Trust 2012-3, Class A1, 0.361%, 7/8/201303061UAA1Other NoteNFirst Tier SecurityN/AN/A2013-07-082013-07-08NNN4467555.484467555.480.0018N4467886.084467886.08Toronto Dominion BankToronto Dominion Bank, 0.150%, 8/1/2012891999005Other InstrumentTIME DEPOSIT - CAYMANNFirst Tier SecurityN/AN/A2012-08-012012-08-01NNN55000000.0055000000.000.0218N55000000.0055000000.00Cunat Capital Corp.Cunat Capital Corp., The Pointe at Cedar Rapids Series 2007, 0.250%, 12/1/2041231087AJ6Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YBMO Harris Bank, N.A.N/AN/AYBMO Harris Bank, N.A.N/AN/AN4905000.004905000.000.0019N4905000.004905000.00Overland Park Professional Center LLCOverland Park Professional Center LLC, Series 2004, 0.340%, 3/1/2034690301AA4Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YU.S. Bank, N.A.N/AN/AYU.S. Bank, N.A.N/AN/AN2665000.002665000.000.0011N2665000.002665000.00CNOS Building LLCCNOS Building LLC, 1.000%, 11/1/2020126134AA3Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YU.S. Bank, N.A.N/AN/AYU.S. Bank, N.A.N/AN/AN3490000.003490000.000.0014N3490000.003490000.00Credit Suisse, ZurichCredit Suisse, Zurich, 0.320%, 9/10/201222550DTA7Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-102012-09-10NNN25000000.0025000000.000.0099N25002250.0025002250.00JPMorgan Chase Bank, N.A.JPMorgan Chase Bank, N.A., 0.365%, 2/28/201348125LDB5Other NoteNFirst Tier SecurityN/AN/A2012-08-282013-02-28NNN50000000.0050000000.000.0198N50000000.0050000000.00Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.350%, 9/18/201286562DJB7Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-182012-09-18NNN52000000.0052000000.000.0206N52007800.0052007800.00General Electric Capital Corp.General Electric Capital Corp., 5.250%, 10/19/201236962G3K8Other NoteNFirst Tier SecurityN/AN/A2012-10-192012-10-19NNN24223000.0024456405.550.0097N24473538.4924473538.49LP-RE I,LLCLP-RE I,LLC, Series 2011, 0.300%, 8/1/204150213NAA5Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YFederal Home Loan Bank of DallasN/AN/AYFederal Home Loan Bank of DallasN/AN/AN7400000.007400000.000.0029N7400000.007400000.00Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.350%, 9/17/201286562DJF8Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-172012-09-17NNN25000000.0025000000.000.0099N25003750.0025003750.00Royal Bank of Canada, MontrealRoyal Bank of Canada, Montreal, 0.536%, 2/6/201378009NDF0Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-072013-02-06NNN25000000.0025000000.000.0099N25020250.0025020250.00RBC Capital Markets, LLCRBC Capital Markets, LLC, 0.300%, 8/2/201215499K002Other Repurchase AgreementNFNMA FNST TR0383 IO4 WL2037-09-015.5Other InstrumentFNST1764289.78232668.07FNMA FNST TR0385 IO8 WL2037-12-015.5Other InstrumentFNST2730791.80362376.98FNMA FNRA CL042S R07F0422037-05-255.855Other InstrumentCMOs5001518.34740183.87FNMA FNST TR0377 IO2 CL2036-10-015Other InstrumentCMOs3161435.20429615.86FNMA FNST TR0384 IO14 WL2040-01-015.5Other InstrumentFNST555181.7173063.76FMAC FGRA 3114MI 02/15/362036-02-156.3512Other InstrumentCMOs1219566.38184416.43FMAC FGRA 3152SY 03/15/362036-03-156.238Other InstrumentCMOs4660836.91729329.83FMAC FGRA 3157SA 05/15/362036-05-156.908Other InstrumentCMOs822795.63149978.55FMAC FGRA 3225JY 10/15/362036-10-156.048Other InstrumentCMOs3545182.00624451.90FMAC FGRA 3281AI 02/15/372037-02-156.188Other InstrumentCMOs4786656.59841719.20FMAC FGRA 3331SL 08/15/352035-08-156.2512Other InstrumentCMOs3763484.53533968.12FMAC FGRA 3339TI 07/15/372037-07-155.8912Other InstrumentFGRA3040722.33482472.36FMAC FGRA 3367YS 09/15/372037-09-156.2082Other InstrumentCMOs1279223.08181936.48FMAC FGRA 3443SE 03/15/372037-03-155.488Other InstrumentCMOs2050548.57290700.35FMAC FGRA 3471SD 12/15/362036-12-155.838Other InstrumentCMOs4537552.08552096.06FMAC FGRA 3510CI 07/15/372037-07-156.2312Other InstrumentCMOs704356.25135104.28FMAC FGRA 3728SV 09/15/402040-09-154.2082Other InstrumentCMOs1890866.57194185.02FMAC FGRA 3844SA 04/15/412041-04-156.308Other InstrumentFGRA4097665.32595606.13FMAC FGRA 3859SI 05/15/412041-05-156.358Other InstrumentCMOs3846935.30590422.93FMAC FGRA 3947SG 10/15/412041-10-155.7012Other InstrumentFGRA5975776.111301636.78FMAC FGRA 4012GS 03/15/422042-03-156.2512Other InstrumentFGRA1976903.72503270.88FMAC FGRA 4048BS 05/15/422042-05-156.308Other InstrumentFGRA3421020.51529880.35FMAC FGRA 4048SB 10/15/412041-10-156.358Other InstrumentFGRA4541339.51742330.89FMAC FGRA 4052LS 05/15/422042-05-155.7582Other InstrumentFGRA3088731.39603677.73FNMA FNAR XX.XXX HX4676932016-04-012.92Other InstrumentMortgages110832.60118294.22FNMA FNMS 04.500 CLAH65772041-02-014.5Other InstrumentMortgages212777.84231948.48FNMA FNRA CL014GS R11F0142037-03-256.305Other InstrumentFNRA887431.8392821.67FNMA FNRA CL015GS R12F0152040-04-256.375Other InstrumentCMOs4209146.08658712.42FNMA FNRA CL015SW R12F0152042-03-255.705Other InstrumentCMOs3210719.04460936.71FNMA FNRA CL024SA R12F0242041-09-256.3247Other InstrumentFNRA4213111.16613694.90FNMA FNRA CL025SE R08F0252038-04-255.805Other InstrumentCMOs1627457.55194166.26FNMA FNRA CL028SE R07F0282037-04-256.505Other InstrumentCMOs1749683.15291829.94FNMA FNRA CL030LI R07F0302037-04-256.1947Other InstrumentCMOs3540960.18666304.07FNMA FNRA CL031ST R12F0312042-04-255.705Other InstrumentFNRA4625085.55908120.90FNMA FNRA CL040DS R11F0402041-05-256.3038Other InstrumentFNRA4864745.85667271.08FNMA FNRA CL049KS R11F0492041-06-256.305Other InstrumentFNRA936340.71135846.03FNMA FNRA CL053SP R12F0532041-02-256.405Other InstrumentFNRA1237057.36263095.50FNMA FNRA CL058SA R12F0582039-03-256.2538Other InstrumentFNRA2144253.97435715.19FNMA FNRA CL059SD R10F0592040-06-255.525Other InstrumentFNRA5474491.50677697.34FNMA FNRA CL061XS R10F0612040-03-254.2538Other InstrumentFNRA5375510.20574840.76FNMA FNRA CL066SH R09F0662039-09-255.805Other InstrumentCMOs3969222.31475959.37FNMA FNRA CL083SL R05F0832035-10-256.425Other InstrumentCMOs4457663.37744692.04FNMA FNRA CL089SA R07F0892037-09-256.1847Other InstrumentCMOs125801.0419024.49FNMA FNRA CL101AS R09F1012039-12-255.945Other InstrumentCMOs4396341.57547361.38FNMA FNRA CL101NS R09F1012039-12-255.915Other InstrumentCMOs5131383.08663579.34FNMA FNRA CL123JS R11F1232041-03-256.4038Other InstrumentFNRA3258078.51628946.97FNMA FNRA CL135SD R10F1352039-06-255.7547Other InstrumentFNRA3874482.92554272.36FNMA FNRA CL136CS R10F1362038-06-255.755Other InstrumentFNRA3568015.04465180.56FNMA FNRA RC008WK R06F0082036-03-2523.6639Other InstrumentCMOs207187.01349636.79FNMA FNRA RC030LS R12F0302042-04-256.255Other InstrumentFNRA3749987.17722541.90FNMA FNRA RC125SA R11F1252041-12-256.0538Other InstrumentFNRA2142857.00606342.75FNMA FNRA RC134SE R10F1342025-12-256.405Other InstrumentCMOs3817600.15711969.07FNMA FNRM CL089EI R10F0892039-10-255Other InstrumentCMOs1755143.50186520.27FNMA FNRM RC145QK R11F1452039-10-254Other InstrumentCMOs356450.70376917.50First Tier SecurityN/AN/A2012-08-022012-08-02YRBC Capital Markets, LLCN/AN/ANN25000000.0025000000.000.0099N25000152.7825000152.78New Hampshire Health and Education Facilities AuthorityNew Hampshire Health and Education Facilities Authority, 0.180%, 12/1/2032644614P37Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YRoyal Bank of Canada, MontrealN/AN/AYRoyal Bank of Canada, MontrealN/AN/AN13472000.0013472000.000.0053N13472000.0013472000.00Westpac Banking Corp. Ltd., SydneyWestpac Banking Corp. Ltd., Sydney, 0.400%, 1/3/20139612C0N39Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2013-01-032013-01-03NNN25000000.0024956944.450.0099N24954250.0024954250.00Wells Fargo Bank, N.A.Wells Fargo Bank, N.A., 0.523%, 8/22/201394985HD27Other NoteNFirst Tier SecurityN/AN/A2012-08-222013-08-22NNN25000000.0025000000.000.0099N25000550.0025000550.00General Electric Capital Corp.General Electric Capital Corp., 0.372%, 3/20/201336962GV50Other NoteNFirst Tier SecurityN/AN/A2012-08-202013-03-20NNN4000000.003998101.980.0016N3994592.003994592.00General Electric Co.General Electric Co., 5.000%, 2/1/2013369604AY9Other NoteNFirst Tier SecurityN/AN/A2013-02-012013-02-01NNN1417000.001445848.080.0006N1449286.351449286.35Metropolitan Life Insurance Co.Metropolitan Life Insurance Co., 0.717%, 5/14/2013592170005Insurance Company Funding AgreementNFirst Tier SecurityN/AN/A2012-08-142013-01-28YMetropolitan Life Insurance Co.N/AN/ANN15000000.0015000000.000.0059Y15001845.0015001845.00RBS Securities, Inc.RBS Securities, Inc., 0.550%, 8/27/201275099K9L5Other Repurchase AgreementNGSR2035-03-2522.91105Other InstrumentCMO 24416.4027900.40GSR2037-01-255.1538Other InstrumentCMOs6059077.90887356.84CWHL2034-08-251.10812Other InstrumentCMOs2312884.4097576.72CWHL2035-03-251.87636Other InstrumentCMO 15877239.23903415.57CWHL2037-02-25.21815Other InstrumentCMOs98461413.30627425.53CWHL2037-04-2538.1228Other InstrumentCMOs707578.061146622.33HMBT2047-04-25.072Other InstrumentCMOs3365743.404712.07RALI2037-03-25.19057Other InstrumentCMOs30016251.89212719.47SAMI2047-05-251.162Other InstrumentCMOs39071981.60110317.13SEMT2027-10-20.46732Other InstrumentCMO 1489854.1115974.86SEMT2034-09-20.95909Other InstrumentCMOs20454964.10724728.40WAMU2044-07-250Other InstrumentCMOs1.322145.36WAMU2046-06-250Other InstrumentCMOs302383.801465122.74CWALT2035-02-255.0038Other InstrumentCMOs5136470.69874489.10CWALT2035-06-252.18545Other InstrumentCMO 33710719.241627228.49CWALT2035-08-252.32231Other InstrumentCMOs39025312.592664707.19CWALT2047-03-251.41844Other InstrumentAsset Backed Securities33196446.011270681.46CWALT2047-06-25.57366Other InstrumentCMOs24477861.01186674.28GCCFC2036-07-10.34725Other InstrumentCommercial Mortgage-Backed Security66590138.41408857.83GCCFC2037-04-10.06851Other InstrumentCommercial Mortgage-Backed Security246555289.16474387.49HVMLT2035-02-192.11239Other InstrumentCMOs12564953.66826417.77HVMLT2035-10-190Other InstrumentCMOs141926.150.02HVMLT2036-01-192.27016Other InstrumentCMOs38789236.152090621.88HVMLT2045-10-20.47437Other InstrumentCMOs9750984.59278381.58HVMLT2045-10-202.10836Other InstrumentCMOs13594160.271000771.70PFMLT2035-05-252.36772Other InstrumentCMOs23279742.901417639.71PRIME2020-08-25.15861Other InstrumentCMOs736721.721792.57PRIME2032-10-25.07Other InstrumentCMOs6691433.0516649.18RBSGC2037-06-256Other InstrumentCMO 5374733.00285292.63WAMMS2018-05-255.25Other InstrumentCMO 9690.49627.26WMALT2046-10-25.44643Other InstrumentCMO 4327842.1667402.53WMALT2046-11-25.10927Other InstrumentCMO 8350047.51124694.23WMALT2046-12-25.85608Other InstrumentCMOs20093.85114341.99WMALT2047-02-25.41321Other InstrumentCMOs8952.6295031.46MAST06012036-05-256.3038Other InstrumentCMOs3991549.79715954.37CSMC 2007-3 AX2037-02-286Other InstrumentCMOs1430859.18249097.34CSMC 2010- RR42040-02-155.383Other InstrumentCMO 140000.00154033.17CWHL 2003-8 A32018-05-257.2538Other InstrumentCMO 470390.6653655.83CWHL 2005-1 1X2035-03-252.07839Other InstrumentCMOs3223915.91242551.86CMSI 2007-5 1A52037-06-255.2538Other InstrumentCMOs165156.6122111.27CWHL 2004-25 1X2035-02-251.88875Other InstrumentCMO 7502905.20470190.60HVMLT 2005-13 X2036-02-191.96361Other InstrumentCMOs23578092.941056345.54TMST 2004-4 5AX2044-12-25.55604Other InstrumentCMOs11420272.67133903.00WAMU 2005-AR2 X2045-01-250Other InstrumentCMOs790.971525735.48WFMBS 2007-1 A22037-02-254.9038Other InstrumentCMOs11265997.201413477.88144A ACCDO 12A D2047-10-085.96915Other InstrumentABS 4359529.02435.95BAFC 2006-7 30IO2036-09-256Other InstrumentCMOs538033.3791068.07DSLA 2005-AR3 PO2045-07-190Other InstrumentCMOs52682.642.67GPMF 2005-AR3 X12045-08-252.6366Other InstrumentCMO 2855421.69187300.35GSR 2004-15F 2A32034-12-256Other InstrumentCMOs506402.6186011.98HVMLT 2005-10 PO2035-11-190Other InstrumentCMO 24.920.00HVMLT 2005-11 PO2045-08-190Other InstrumentCMOs25314.410.00HVMLT 2005-3 PO12035-06-190Other InstrumentCMO 14.000.10INDX 2006-AR3 3X2036-04-25.20654Other InstrumentCMOs92062.7089.90LXS 2007-17H AIO2037-10-251.75Other InstrumentCMO 35264127.3615816.85MANA 2007-F1 IO22037-03-256.25Other InstrumentCMOs1414875.49367883.68NMFT 2006-MTA1 X2046-09-25.7Other InstrumentAsset Backed Securities60078014.61935699.00SARM 2006-10 3AX2036-10-245.68899Other InstrumentCMOs12410666.661899503.84WAMU 2005-AR11 X2045-08-250Other InstrumentCMOs14078.292698132.37WFMBS 2006-2 1A42036-03-2518.71045Other InstrumentCMOs727244.51760513.48WFMBS 2006-8 A162036-07-256.3538Other InstrumentCMOs772096.217957.60CWALT 2005-53T2 X2035-11-25.22157Other InstrumentCMO 28574963.80170614.57GCCFC 2005-GG3 XC2042-08-10.76501Other InstrumentCommercial Mortgage-Backed Security36969875.29594069.13H.S.I 2006-2 1A102036-12-256.9538Other InstrumentCMOs4133972.831091219.21JPMMT 2004-S2 4A22034-11-256.8538Other InstrumentCMOs971881.53196509.44RAST 2003-A15 1A32034-02-257.3038Other InstrumentCMO 1115761.80229566.75RAST 2005-A15 1A62036-02-255.0538Other InstrumentCMOs1894290.56315224.97TRIAX 2007-1X A1T2039-10-02.5553Other InstrumentABS 11577195.004906417.16WMALT 2006-AR7 X42046-09-251.25Other InstrumentCMOs37744973.621125498.93WMALT 2007-2 1A102037-04-256.4338Other InstrumentCMOs13438753.463647150.96CWALT 2005-J10 2A22035-10-256.9538Other InstrumentCMOs3436157.32897939.41HARBORVIEW 2000-12035-07-190Other InstrumentCMO 14.000.15144A PERI 2005-1A C2015-05-249Other InstrumentABS 1419320.10930315.09144A PTRA 2007-1A B2047-02-251.0962Other InstrumentABS 1960000.00254799.99144A PTRA 2007-1A C2047-02-251.3462Other InstrumentABS 1420659.80149169.22144A ACCRE 2005-1A F2046-01-073.0596Other InstrumentABS 630307.4463.03144A ARMSS 2004-1A A2040-02-21.9031Other InstrumentCollateralized Debt Obligation952483.99850091.96144A ARMSS 2004-1A D2040-02-213.4112Other InstrumentABS 153480.3235506.73144A CFORT 2007-1A C2047-07-093.9596Other InstrumentABS 3280466.28328.05144A CONC 2006-1A A12046-12-25.5262Other InstrumentABS 2032335.201737646.25144A CRELT 2006-1A B2037-01-20.8476Other InstrumentABS 1400000.00427000.01144A DVSQ 2006-7A A22042-02-02.59525Other InstrumentABS 2785787.20278.58144A GSTR 2003-3A A12038-03-131.13695Other InstrumentABS 17348.9813235.21144A MARRE 2006-1A F2046-05-251.61839Other InstrumentABS 280000.0084437.32CSMC SERIES 2010-RR22043-12-155.342Other InstrumentCMO 2002000.002032974.57144A ACABS 2007-1A A22047-05-14.89875Other InstrumentABS 29680000.002968.00144A CFORT 2007-1A D12047-07-096.7096Other InstrumentABS 351671.0435.17144A CTCDO 2006-4A A12043-10-20.55675Other InstrumentABS 129080.0354213.65144A CWHL 2005-R1 1AS2035-03-250Other InstrumentCMOs7132519.751364743.51144A FORCE 2006-1A A32046-09-275.6Other InstrumentABS 896000.00322560.01144A GKKRE 2007-1A A12056-08-15.74685Other InstrumentABS 7493510.974733659.71144A HVMLT 2005-9 1PO2035-06-200Other InstrumentCMO 7.000.00144A HVMLT 2005-9 2PO2035-06-200Other InstrumentCMOs7.000.00144A HVMLT 2005-9 3PO2035-06-200Other InstrumentCMO 14.000.48144A PEGSU 2007-1A A12049-11-25.64525Other InstrumentABS 2584400.001479568.97144A RBSSP 2009-6 3A22036-01-265.42553Other InstrumentCMOs4200000.002498044.82144A RBSSP 2009-7 3A22036-03-266Other InstrumentCMOs3001809.441801001.64144A LBUBS 2005-C3 XCL2040-07-15.68984Other InstrumentCommercial Mortgage-Backed Security18505412.97349198.67144A RBSSP 2009-6 12A42035-05-265.5Other InstrumentCMO 1446480.001252348.36144A WBCMT 2006-C26 XC2045-06-15.04652Other InstrumentCommercial Mortgage-Backed Security156255262.58395133.01144A BALL 2009-UB2 A4B12044-02-245.325Other InstrumentCommercial Mortgage-Backed Security755415.36784067.82144A BALL 2009-UB2 A4B42051-02-240Other InstrumentCMO 135800.00140053.53GS MTG SECS TR 2012-GC62045-01-105.63922Other InstrumentCommercial Mortgage-Backed Security560000.00636464.97MORGAN STANLEY CAPITAL I2041-11-12.13786Other InstrumentCommercial Mortgage-Backed Security116994768.332068459.14`MO WAMU MTGE PASS-THROUGH2046-05-250Other InstrumentCMO 30871396.38687710.87First Tier SecurityN/AN/A2012-08-072012-08-07YRBS Securities, Inc.N/AN/ANN70000000.0070000000.000.0277N70001574.3770001574.37Credit Agricole North America, Inc.Credit Agricole North America, Inc., 0.400%, 8/27/201222532AHT8Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-08-272012-08-27NNN45000000.0044987000.000.0178N44988750.0044988750.00Svenska Handelsbanken, StockholmSvenska Handelsbanken, Stockholm, 0.566%, 10/16/201286959JBM9Other NoteNFirst Tier SecurityN/AN/A2012-08-172012-10-16NNN25000000.0025000000.000.0099N24999850.0024999850.00Barton Capital LLCBarton Capital LLC, 0.400%, 9/4/201206945LJ41Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-09-042012-09-04NNYLetter Of Credit(LOC) - Stand-bySociete Generale, ParisN/AN/A75000000.0074971666.680.0297N74984467.5074984467.50Australia & New Zealand Banking Group, MelbourneAustralia & New Zealand Banking Group, Melbourne, 0.355%, 11/27/201205253ALT5Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-11-272012-11-27NNN27000000.0026968582.500.0107N26978670.0026978670.00Royal Bank of Canada, MontrealRoyal Bank of Canada, Montreal, 0.538%, 12/21/201278009NBX3Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-212012-12-21NNN25000000.0025000000.000.0099N25002500.0025002500.00National Australia Funding (Delaware) Inc.National Australia Funding (Delaware) Inc., 0.370%, 8/17/201263253JHH6Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-08-172012-08-17NNN30000000.0029995066.670.0119N29998200.0029998200.00General Electric Capital Corp.General Electric Capital Corp., 0.596%, 11/1/201236962GZ49Other NoteNFirst Tier SecurityN/AN/A2012-08-012012-11-01NNN582000.00581323.480.0002N582398.09582398.09Capital One Funding Corp.Capital One Funding Corp., Series 1996-C, 0.240%, 4/2/201814040GAS6Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YJPMorgan Chase Bank, N.A.N/AN/AYJPMorgan Chase Bank, N.A.N/AN/AN837000.00837000.000.0003N837000.00837000.00Commonwealth Bank of AustraliaCommonwealth Bank of Australia, 5.000%, 11/6/20122027A0BU2Other NoteNFirst Tier SecurityN/AN/A2012-11-062012-11-06NNN15000000.0015182279.170.0060N15181095.0015181095.00JPMorgan Chase Bank, N.A.JPMorgan Chase Bank, N.A., 0.367%, 8/21/201348125LAA0Other NoteNFirst Tier SecurityN/AN/A2012-08-212013-08-21NNN40000000.0040000000.000.0158N39999920.0039999920.00Kentucky Economic Development Finance AuthorityKentucky Economic Development Finance Authority, Henderson County Health Care Corp., 0.440%, 12/1/201849126HAL2Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YFederal Home Loan Bank of CincinnatiN/AN/AYFederal Home Loan Bank of CincinnatiN/AN/AN2260000.002260000.000.0009N2260000.002260000.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.360%, 9/10/201206538EZA8Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-102012-09-10NNN23000000.0023000000.000.0091N23003450.0023003450.00Starbird Funding Corp.Starbird Funding Corp., 0.400%, 8/1/201285520LH16Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-08-012012-08-01NNYGuaranteeAssured Guaranty Corp.N/AN/ALiquidity AgreementBNP Paribas SAN/AN/ALetter Of Credit(LOC) - DirectBNP Paribas SAN/AN/A34400000.0034400000.000.0136N34399656.0034399656.00ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.365%, 10/10/20124497W0KA5Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-10-102012-10-10NNN40000000.0039971611.110.0158N39971600.0039971600.00Citigroup Global Markets, Inc.Citigroup Global Markets, Inc., 0.650%, 8/1/201299CBF2906Other Repurchase AgreementN01F18SANRF 20072051-03-23.5467Other InstrumentABS3524418.043093316.5101BLRLMT 2006-8 2A22036-12-256.3338Other InstrumentCMOs57214428.886872919.5102GK4CWALT INC. 2005-432035-12-250Other InstrumentCMOs6184499.844066716.8202GKKGS MTG SEC CORP II2038-04-100Other InstrumentCommercial Mortgage-Backed Security2745698.911168668.3001C99CSMC SERIES 2009-16R2037-07-266Other InstrumentCMO4191254.932996026.3702HY0CAPITAL GUARDIAN ABS2037-04-036.5081Other InstrumentABS28748831.4217617337.8902LVVRALI SERIES 2006-Q082046-10-25.4162Other InstrumentAsset Backed Securities17827840.8610112795.7802GKDFIRST FRANKLIN MORT L2034-07-250Other InstrumentAsset Backed Securities3910088.332779341.6102J29BAYVIEW COMM ASSET TR2037-10-250Other InstrumentCommercial Mortgage-Backed Security13348643.9010516849.2302J29BAYVIEW COMMERCIAL AS2037-10-250Other InstrumentCMO12065625.006926513.3402K06STRUCTURED ADJ RATE M2036-05-250Other InstrumentCMOs8835777.116780831.59First Tier SecurityN/AN/A2012-08-012012-08-01NNN71500000.0071500000.000.0283N71500000.0071500000.00General Electric Capital Corp.General Electric Capital Corp., 0.350%, 10/4/201236959HK48Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-10-042012-10-04NNN25000000.0024984444.440.0099N24994000.0024994000.00Honda Auto Receivables Owner Trust 2012-2Honda Auto Receivables Owner Trust 2012-2, Class A1, 0.301%, 5/15/201343813EAA4Other NoteNFirst Tier SecurityN/AN/A2013-05-152013-05-15NNN12736218.9612736218.960.0050N12742268.6612742268.66Aspirus Wausau Hospital, Inc.Wisconsin Health & Educational Facilities Authority (Aspirus Wausau Hospital, Inc.) , (Series 1998 B), 0.170%, 8/15/202197710BLV2Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YJPMorgan Chase Bank, N.A.N/AN/AYJPMorgan Chase Bank, N.A.N/AN/AN11055000.0011055000.000.0044N11055000.0011055000.00BNP Paribas Securities Corp.BNP Paribas Securities Corp., 0.450%, 8/1/201269999A006Other Repurchase AgreementN01BPCCITIGROUP INC2014-03-01.5928Other InstrumentCorporates3360000.003281743.1601C99CREDIT SUISSE COMMERC2039-09-155.7718Other InstrumentCommercial Mortgage-Backed Security4179520.004375594.8802G57PETROBRAS INTERNATION2021-01-275.375Other InstrumentCorporates953308.641057979.2802IMSHUTCHISON WHAMPOA INT2013-02-136.5Other InstrumentCorporates1083461.601146739.37XXXX ESCROW GM CORP SR CON2013-07-157.125Other InstrumentCBND2796970.722378096.39First Tier SecurityN/AN/A2012-08-012012-08-01NNN12000000.0012000000.000.0048N12000000.0012000000.00ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.365%, 10/9/20124497W0K98Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-10-092012-10-09NNN20000000.0019986008.330.0079N19986200.0019986200.00General Electric Capital Corp.General Electric Capital Corp., 0.616%, 5/8/201336962G2U7Other NoteNFirst Tier SecurityN/AN/A2012-08-082013-05-08NNN4650000.004652422.330.0018N4656747.154656747.15Credit Suisse, ZurichCredit Suisse, Zurich, 0.300%, 8/28/201222550DSB6Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-282012-08-28NNN50000000.0050000000.000.0198N50003500.0050003500.00PNC Bank, N.A.PNC Bank, N.A., 0.693%, 8/20/201369353RAA6Other NoteNFirst Tier SecurityN/AN/A2012-08-202013-08-20NNN10000000.0010000000.000.0040N10000180.0010000180.00Fosse Master Issuer PLC 2011-2Fosse Master Issuer PLC 2011-2, Class A1, 0.448%, 10/18/201234988MAU0Other NoteNFirst Tier SecurityN/AN/A2012-08-202012-10-18NNN2500000.002500000.000.0010N2496902.502496902.50Canadian Imperial Bank of CommerceCanadian Imperial Bank of Commerce, 0.337%, 11/26/201213606YHL3Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-242012-11-26NNN50000000.0050000000.000.0198N50007700.0050007700.00Westpac Banking Corp. Ltd., SydneyWestpac Banking Corp. Ltd., Sydney, 0.400%, 12/27/20129612C0MT3Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-12-272012-12-27NNN20000000.0019967111.110.0079N19966200.0019966200.00Arkle Master Issuer PLC 2012-1Arkle Master Issuer PLC 2012-1, Class 1A, 0.448%, 2/17/2013041239CN2Other NoteNFirst Tier SecurityN/AN/A2012-08-172013-02-17NNN5000000.005000000.000.0020N4952450.004952450.00Cunat Capital Corp.Cunat Capital Corp., Jackson Grove, LLC Series 2008, 0.260%, 4/1/2036231087AK3Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YBMO Harris Bank, N.A.N/AN/AYBMO Harris Bank, N.A.N/AN/AN4055000.004055000.000.0016N4055000.004055000.00BJ Financing, LLCBJ Financing, LLC, Series 2007A, 0.230%, 12/1/203705549FAA1Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YBMO Harris Bank, N.A.N/AN/AYBMO Harris Bank, N.A.N/AN/AN4965000.004965000.000.0020N4965000.004965000.00General Electric Capital Corp.General Electric Capital Corp., 1.305%, 1/15/201336962G4K7Other NoteNFirst Tier SecurityN/AN/A2012-10-152013-01-15NNN1300000.001303361.550.0005N1304988.101304988.10Salisbury Receivables Company LLCSalisbury Receivables Company LLC, 0.350%, 9/17/201279540AJH2Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-09-172012-09-17NNYLetter Of Credit(LOC) - Stand-byBarclays Bank PLCN/AN/A46000000.0045978980.550.0182N45984360.0045984360.00Northern Pines Funding LLCNorthern Pines Funding LLC, 0.450%, 9/18/201266560KJJ8Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-09-182012-09-18NYDeutsche Bank AGN/AN/AN15000000.0014991000.000.0059N14993850.0014993850.00Alpine Securitization Corp.Alpine Securitization Corp., 0.350%, 9/24/201202086LJQ0Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-09-242012-09-24NNYSwapCredit Suisse InternationalN/AN/ALiquidity AgreementCredit Suisse, ZurichN/AN/A40000000.0039979000.000.0158N39984800.0039984800.00Gracechurch Mortgage Finance PLC 2011-1Gracechurch Mortgage Finance PLC 2011-1, Class 1A, 0.447%, 11/20/201238406CAS2Other NoteNFirst Tier SecurityN/AN/A2012-08-202012-11-20NNN20000000.0020000000.000.0079N19988820.0019988820.00MMCA Auto Owner Trust 2012-AMMCA Auto Owner Trust 2012-A, Class A1, 0.738%, 2/4/201355313YAA9Other NoteNFirst Tier SecurityN/AN/A2013-02-042013-02-04NNN3543061.613543061.600.0014N3544007.603544007.60Credit Agricole Corporate and Investment BankCredit Agricole Corporate and Investment Bank, 0.420%, 8/6/201222532UJJ4Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-062012-08-06NNN25000000.0025000000.000.0099N25000250.0025000250.00Bay Area Toll Authority, CABay Area Toll Authority, CA, (2008 Series G-1), 0.150%, 4/1/2045072024JC7Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YBank of America N.A.N/AN/AYBank of America N.A.N/AN/AN6990000.006990000.000.0028N6990000.006990000.00Mizuho Corporate Bank Ltd.Mizuho Corporate Bank Ltd., 0.340%, 8/8/201260687GYA0Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-082012-08-08NNN30000000.0030000000.000.0119N30000900.0030000900.00Matchpoint Master TrustMatchpoint Master Trust, 0.450%, 8/6/20125766P0H63Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-08-062012-08-06NYBNP Paribas SAN/AN/AN7034000.007033560.380.0028N7033788.987033788.98California Statewide Communities Development AuthorityCalifornia Statewide Communities Development Authority, Series 2005-B, 0.330%, 2/1/2035130911A75Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YUnion Bank, N.A.N/AN/AYUnion Bank, N.A.N/AN/AN8235000.008235000.000.0033N8235000.008235000.00Pittsburg Fox Creek Associates L.P.Pittsburg Fox Creek Associates L.P., Series 2011-A, 0.230%, 10/1/2051724624AA9Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YFederal Home Loan Bank of San FranciscoN/AN/AYFederal Home Loan Bank of San FranciscoN/AN/AN7450000.007450000.000.0030N7450000.007450000.00National Australia Funding (Delaware) Inc.National Australia Funding (Delaware) Inc., 0.350%, 11/5/201263253JL57Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-11-052012-11-05NNN25000000.0024976666.670.0099N24987750.0024987750.00Wiz Kidz, LLC & Wiz Biz Holdings, LLCWiz Kidz, LLC & Wiz Biz Holdings, LLC, Series 2008, 0.345%, 5/1/2028977500AA5Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YFederal Home Loan Bank of AtlantaN/AN/AYFederal Home Loan Bank of AtlantaN/AN/AN4405000.004405000.000.0017N4405000.004405000.00General Electric Capital Corp.General Electric Capital Corp., 5.450%, 1/15/201336962GZY3Other NoteNFirst Tier SecurityN/AN/A2013-01-152013-01-15NNN22387000.0022881947.800.0091N22899371.2722899371.27FCAR Owner Trust, A1+/P1 SeriesFCAR Owner Trust, A1+/P1 Series, 0.450%, 1/2/20133024A0N27Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2013-01-022013-01-02NNN25000000.0024951875.000.0099N24950750.0024950750.00United States TreasuryUnited States Treasury Notes, 3.125%, 4/30/2013912828HY9Treasury DebtNFirst Tier SecurityN/AN/A2013-04-302013-04-30NNN25000000.0025536005.430.0101N25547850.0025547850.00ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.350%, 8/15/20124497W0HF8Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-08-152012-08-15NNN10000000.009998638.890.0040N9999200.009999200.00Royal Bank of Canada, MontrealRoyal Bank of Canada, Montreal, 0.538%, 12/17/201278009NBV7Certificate of DepositNFirst Tier SecurityN/AN/A2012-09-182012-12-17NNN25000000.0025000000.000.0099N25021000.0025021000.00Westpac Banking Corp. Ltd., SydneyWestpac Banking Corp. Ltd., Sydney, 0.400%, 8/1/20129612C0H10Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-08-012012-08-01NNN25000000.0025000000.000.0099N24999750.0024999750.00Royal Crest Dairy, Inc.Royal Crest Dairy, Inc., Series 2011, 0.340%, 11/1/2041780204AA1Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YU.S. Bank, N.A.N/AN/AYU.S. Bank, N.A.N/AN/AN7185000.007185000.000.0028N7185000.007185000.00Societe Generale, ParisSociete Generale, Paris, 0.410%, 8/6/201283369TCK1Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-062012-08-06NNN13000000.0013000000.000.0052N13000390.0013000390.00General Electric Capital Corp.General Electric Capital Corp., 3.500%, 8/13/201236962G4E1Other NoteNFirst Tier SecurityN/AN/A2012-08-132012-08-13NNN6150000.006155573.160.0024N6155473.506155473.50General Electric Capital Corp.General Electric Capital Corp., 4.800%, 5/1/201336962G3T9Other NoteNFirst Tier SecurityN/AN/A2013-05-012013-05-01NNN11912000.0012275073.170.0049N12292814.7312292814.73Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.330%, 10/30/201286562DNQ9Certificate of DepositNFirst Tier SecurityN/AN/A2012-10-302012-10-30NNN45000000.0045000000.000.0178N44997750.0044997750.00Credit Suisse Securities (USA) LLCCredit Suisse Securities (USA) LLC, 0.850%, 10/24/2012319981007Other Repurchase AgreementNINDX2046-06-01.4462Other InstrumentAsset Backed Securities1393818.48755485.83CWALT2035-10-25.5562Other InstrumentCMOs203154.88114235.86CWALT2035-11-251.64157Other InstrumentCMOs459725.09273941.84IMSA 2005-2 A12036-05-25.5662Other InstrumentAsset Backed Securities674783.06331214.86BVMBS 2004-2 A12035-02-25.6162Other InstrumentCMOs736316.95370098.50IMSA 2007-3 A1B2037-09-25.4862Other InstrumentAsset Backed Securities3689934.821638145.75CWALT 2005-72 A12036-01-25.5162Other InstrumentAsset Backed Securities501628.28346935.26RALI 2006-Q10 A12037-01-25.4062Other InstrumentAsset Backed Securities1816476.851059055.63SAMI 2005-AR4 A12035-12-25.5562Other InstrumentCMOs248467.74127867.82WAMU 2007-OA2 1A2047-03-25.84666Other InstrumentCMOs1091929.13652970.61CWALT 2005-27 2A32035-08-251.70705Other InstrumentCMOs784754.06488741.86CWALT 2005-51 4A12035-11-20.56675Other InstrumentCMOs902932.16497411.26CWALT 2005-IM1 A12036-01-25.5462Other InstrumentAsset Backed Securities483842.04286115.35SAMI 2006-AR6 2A12046-07-25.4362Other InstrumentAsset Backed Securities1696645.85984033.15CWALT 2007-HY3 1A12047-03-251.94525Other InstrumentAsset Backed Securities1098056.55663330.32DSLA 2007-AR1 2A1A2048-04-19.38675Other InstrumentAsset Backed Securities1799956.991151765.32CWALT 2007-OA11 A1B2047-11-251.39705Other InstrumentCMOs812841.29454017.41WAMU ASSET-BACKED CERTIFICATES2037-04-25.3562Other InstrumentAsset Backed Securities14075.505859.46First Tier SecurityN/AN/A2012-10-242012-10-24NNN10000000.0010000000.000.0040Y10002121.1910002121.19Atlantic Asset Securitization LLCAtlantic Asset Securitization LLC, 0.519%, 11/15/201204821QAH4Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-08-152012-08-30YCredit Agricole Corporate and Investment BankN/AN/ANN25000000.0025000000.000.0099N24997500.0024997500.00General Electric Capital Corp.General Electric Capital Corp., 2.800%, 1/8/201336962G4H4Other NoteNFirst Tier SecurityN/AN/A2013-01-082013-01-08NNN5151000.005201195.450.0021N5205662.415205662.41ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.375%, 10/4/20124497W0K49Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-10-042012-10-04NNN25000000.0024983333.330.0099N24984500.0024984500.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.360%, 10/18/201206538EL47Certificate of DepositNFirst Tier SecurityN/AN/A2012-10-182012-10-18NNN40000000.0040000000.000.0158N40000800.0040000800.00Capital Trust Agency, FLCapital Trust Agency, FL, 0.200%, 7/15/2024140532AP7Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YFederal National Mortgage AssociationN/AN/AYFederal National Mortgage AssociationN/AN/AN10000000.0010000000.000.0040N10000000.0010000000.00Matchpoint Master TrustMatchpoint Master Trust, 0.420%, 8/28/20125766P0HU0Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-08-282012-08-28NYBNP Paribas SAN/AN/AN31000000.0030990235.000.0123N30995350.0030995350.00Citigroup Global Markets, Inc.Citigroup Global Markets, Inc., 0.840%, 9/21/201299CBF2906Other Repurchase AgreementN01E9K1442037-03-220Other InstrumentCBND1116916.75362997.9401PR0 RT NOTES2016-11-155.5Other InstrumentCorporates9500.009554.8301PR0GMAC SMART2016-10-175.25Other InstrumentCorporates27500.0027121.8301PR0GMAC SMART2016-11-157Other InstrumentCorporates11250.0011099.6801PR0GMAC SMART2019-04-156.25Other InstrumentCorporates14250.0013416.5202JTZWTS GEOEYE2016-10-018.625Other InstrumentCorporates200.00220.7501BPORITE AID CORP2020-03-159.25Other InstrumentCorporates41250.0043047.53026URTIERS TRUST I2015-10-052.6915Other InstrumentCBND4157309.003145607.0702GYOCERIDIAN CORP2015-11-1512.25Other InstrumentCorporates18.7518.9501HSPM/I SCHOTTENST2018-11-158.625Other InstrumentCorporates13750.0014859.7401PR0GMAC SMART NTS2016-03-156.2Other InstrumentCorporates12000.0011740.3101PR0GMAC SMART NTS2016-05-157Other InstrumentCorporates26250.0026397.7301PR0GMAC SMART NTS2016-10-175.25Other InstrumentCorporates14000.0013732.7201PR0GMAC SMART NTS2017-02-157Other InstrumentCorporates13750.0013772.5101PR0GMAC SMART NTS2017-06-157Other InstrumentCorporates18500.0018025.1901PR0GMAC SMART NTS2017-10-157.2Other InstrumentCorporates22500.0022189.9501PR0GMAC SMART NTS2018-09-157Other InstrumentCorporates41000.0040092.3101PR0GMAC SMART NTS2018-09-156.8Other InstrumentCorporates5000.004917.1501PR0GMAC SMART NTS2019-04-156.35Other InstrumentCorporates13000.0012498.6901PR0GMAC SMART NTS2019-10-155.9Other InstrumentCorporates17250.0016020.9801BHJFIRST DATA CORP2015-09-249.875Other InstrumentCorporates62.5065.0401M81ALBERTSON'S INC2028-06-016.625Other InstrumentCorporates29500.0015407.6101PR0GMAC SMAT NOTES2016-06-157Other InstrumentCorporates15750.0015548.4702BRKARD FINANCE S A2018-06-0111.125Other InstrumentCorporates9.759.1901FULLOCAL TV FINANCE2015-06-159.25Other InstrumentCorporates750.00773.8701FXURURAL METRO CORP2019-07-1510.125Other InstrumentCorporates25000.0024000.0001PR0GAMC SMART NOTES2018-02-157Other InstrumentCorporates10000.0010048.2801PR0GAMC SMART NOTES2018-12-156.4Other InstrumentCorporates12750.0012241.7601PR0GMAC SMART NOTES2016-02-156.25Other InstrumentCorporates16500.0016615.1601PR0GMAC SMART NOTES2016-02-156.5Other InstrumentCorporates21500.0021612.0601PR0GMAC SMART NOTES2016-03-156.4Other InstrumentCorporates22500.0022612.4501PR0GMAC SMART NOTES2016-05-155.25Other InstrumentCorporates24000.0023636.7201PR0GMAC SMART NOTES2016-05-157.5Other InstrumentCorporates35000.0035371.4701PR0GMAC SMART NOTES2016-06-155.65Other InstrumentCorporates25000.0024842.7401PR0GMAC SMART NOTES2016-06-157.15Other InstrumentCorporates12500.0012581.0801PR0GMAC SMART NOTES2016-07-156.75Other InstrumentCorporates19000.0018372.2401PR0GMAC SMART NOTES2016-07-156.85Other InstrumentCorporates21000.0020564.1301PR0GMAC SMART NOTES2016-08-157Other InstrumentCorporates15000.0015197.9701PR0GMAC SMART NOTES2016-08-156.7Other InstrumentCorporates13750.0013481.4301PR0GMAC SMART NOTES2016-08-156.75Other InstrumentCorporates31750.0032064.4801PR0GMAC SMART NOTES2016-09-156.5Other InstrumentCorporates36500.0036399.8301PR0GMAC SMART NOTES2016-09-156.8Other InstrumentCorporates29000.0029033.5901PR0GMAC SMART NOTES2016-10-176.5Other InstrumentCorporates8750.008661.8801PR0GMAC SMART NOTES2016-11-157Other InstrumentCorporates15250.0015086.1801PR0GMAC SMART NOTES2016-11-156.75Other InstrumentCorporates35000.0034775.6501PR0GMAC SMART NOTES2016-11-157.5Other InstrumentCorporates21750.0021608.2601PR0GMAC SMART NOTES2016-12-157Other InstrumentCorporates15500.0015321.0501PR0GMAC SMART NOTES2017-03-158Other InstrumentCorporates6250.006424.7001PR0GMAC SMART NOTES2017-06-156.75Other InstrumentCorporates16000.0015613.6001PR0GMAC SMART NOTES2017-06-156.9Other InstrumentCorporates19000.0018553.0601PR0GMAC SMART NOTES2017-06-156.95Other InstrumentCorporates15250.0015103.6101PR0GMAC SMART NOTES2017-07-157Other InstrumentCorporates35000.0034105.4401PR0GMAC SMART NOTES2017-10-155.25Other InstrumentCorporates13500.0013376.3201PR0GMAC SMART NOTES2017-10-157.2Other InstrumentCorporates32750.0032396.3001PR0GMAC SMART NOTES2017-11-158Other InstrumentCorporates21250.0021375.3501PR0GMAC SMART NOTES2017-11-157.5Other InstrumentCorporates13750.0013584.6301PR0GMAC SMART NOTES2017-12-157.3Other InstrumentCorporates13750.0013496.1001PR0GMAC SMART NOTES2017-12-157.4Other InstrumentCorporates17250.0017060.0601PR0GMAC SMART NOTES2017-12-157.5Other InstrumentCorporates9000.008812.3801PR0GMAC SMART NOTES2018-01-157.25Other InstrumentCorporates38000.0037393.2301PR0GMAC SMART NOTES2018-01-167.3Other InstrumentCorporates9250.009084.8401PR0GMAC SMART NOTES2018-02-157Other InstrumentCorporates64500.0064806.1801PR0GMAC SMART NOTES2018-03-157Other InstrumentCorporates3750.003776.4201PR0GMAC SMART NOTES2018-03-157.05Other InstrumentCorporates9000.008902.2901PR0GMAC SMART NOTES2018-04-157.25Other InstrumentCorporates32500.0032236.3901PR0GMAC SMART NOTES2018-04-157.35Other InstrumentCorporates24750.0025093.8201PR0GMAC SMART NOTES2018-04-157.375Other InstrumentCorporates10000.0010056.0501PR0GMAC SMART NOTES2018-05-156.6Other InstrumentCorporates43750.0042432.8301PR0GMAC SMART NOTES2018-06-156.65Other InstrumentCorporates43750.0042807.0701PR0GMAC SMART NOTES2018-07-156.75Other InstrumentCorporates16250.0015762.0101PR0GMAC SMART NOTES2018-07-156.9Other InstrumentCorporates22750.0022347.0201PR0GMAC SMART NOTES2018-07-156.875Other InstrumentCorporates15000.0014571.3801PR0GMAC SMART NOTES2018-08-157Other InstrumentCorporates10750.0010897.3601PR0GMAC SMART NOTES2018-08-156.9Other InstrumentCorporates27500.0027810.3801PR0GMAC SMART NOTES2018-08-157.25Other InstrumentCorporates53500.0052409.9901PR0GMAC SMART NOTES2018-09-156.75Other InstrumentCorporates24500.0023985.5001PR0GMAC SMART NOTES2018-09-157.25Other InstrumentCorporates25500.0025904.1501PR0GMAC SMART NOTES2018-10-156.65Other InstrumentCorporates13500.0013281.4401PR0GMAC SMART NOTES2018-11-156.5Other InstrumentCorporates44500.0042541.9501PR0GMAC SMART NOTES2018-11-156.7Other InstrumentCorporates26750.0026149.8501PR0GMAC SMART NOTES2018-12-176.25Other InstrumentCorporates26000.0024662.7201PR0GMAC SMART NOTES2019-01-156.25Other InstrumentCorporates23000.0021871.9901PR0GMAC SMART NOTES2019-02-156Other InstrumentCorporates46250.0043478.5001PR0GMAC SMART NOTES2019-03-156Other InstrumentCorporates83750.0079645.6001PR0GMAC SMART NOTES2019-04-156.2Other InstrumentCorporates22500.0022061.3801PR0GMAC SMART NOTES2019-05-156.5Other InstrumentCorporates18401.7517867.2201PR0GMAC SMART NOTES2019-05-156.75Other InstrumentCorporates19500.0018623.6701PR0GMAC SMART NOTES2019-06-156.6Other InstrumentCorporates26000.0025254.6701PR0GMAC SMART NOTES2019-06-156.75Other InstrumentCorporates13750.0013403.7101PR0GMAC SMART NOTES2019-06-176.7Other InstrumentCorporates28000.0027349.8701PR0GMAC SMART NOTES2019-07-156.35Other InstrumentCorporates23250.0021882.2601PR0GMAC SMART NOTES2019-09-156Other InstrumentCorporates18250.0017387.4501PR0GMAC SMART NOTES2019-10-156.15Other InstrumentCorporates12500.0011815.6101PR0GMAC SMART NOTES2019-11-156.4Other InstrumentCorporates15250.0014751.6501PR0GMAC SMART NOTES2019-12-166.7Other InstrumentCorporates37500.0036481.5401PR0GMAC SMART TONES2016-06-157.5Other InstrumentCorporates21000.0021512.2601CERUS CAPITAL FDG IV2039-12-01.8106Other InstrumentCBND1384000.00537145.6901F21DIGICEL GROUP LTD2015-01-158.875Other InstrumentCorporates382500.00388790.0001BCRAMERICAN STORES CO2028-03-207.1Other InstrumentCorporates18750.0014546.9301BQH144A SERVICEMASTER2027-08-157.45Other InstrumentCorporates19500.0016903.6301OU9PREFERRED TERM SEC2033-07-030Other InstrumentCBND6724250.002857806.2501DKCVERSO PAPER HOLDING2016-08-0111.375Other InstrumentCorporates1253250.00716702.3501PQPSPRINGLEAF FIN CORP2017-12-156.9Other InstrumentCorporates2045000.001706211.6601E9KPREF TERM SEC XXIV L2037-03-221.0536Other InstrumentCBND1098894.80144110.6601PQPAMERICAN GEN FINANCE2012-09-155.9Other InstrumentCorporates118000.00120001.4101PQPAMERICAN GEN FINANCE2012-10-015.375Other InstrumentCorporates25000.0025322.9201V4NFORESIGHT ENERGY LLC2017-08-159.625Other InstrumentCorporates12500.0012961.0302LIOIAI INTELSAT BERMUDA2017-02-0411.5Other InstrumentCorporates24977.7527301.3802WUIWIDEOPENWEST FIN LLC2019-07-1510.25Other InstrumentCorporates103750.00105519.5201BS9ENERGY FUTURE HOLDING2017-11-0111.25Other InstrumentCorporates348750.00313221.0901BS9ENERGY FUTURE HOLDING2017-11-0110.875Other InstrumentCorporates250000.00224296.8801BTZHARLAND CLARKE HOLDIN2015-05-156Other InstrumentCorporates500.00402.5801CERUS CAPITAL FDG IV,LTD2039-12-01.8075Other InstrumentCBND1053974.88519278.4901DCEPREFERRED TERM SEC XX2036-09-223.1763Other InstrumentCBND3750000.001429079.6601GBZPREFERRED TERM SEC XX2037-09-220Other InstrumentCBND9105496.752955673.8601GK3CENGAGE LEARNING ACQU2019-06-3012Other InstrumentCorporates720000.00618240.0001OHLCENGAGE LEARNING HOLD2015-07-1513.75Other InstrumentCorporates249.75161.3701OU9PREFFERED TERM SEC IX2033-04-030Other InstrumentCBND126750.0057037.5001OU9PREFFERED TERM SEC XI2033-09-240Other InstrumentCBND1355750.00576193.7501OVFPREFERRED TERM SECURI2038-03-220Other InstrumentCBND4497360.781484129.0601U1TPOSTMEDIA NETWORK INC2018-07-1512.5Other InstrumentCorporates187500.00196041.6701W7UTEXAS COMPETITIVE ELE2016-11-0110.5Other InstrumentCorporates5595.251175.0001XUJEDISON MISSION ENERGY2016-06-157.75Other InstrumentCorporates16000.008878.45026URTIERS CALIF TRUST SE2016-04-050Other InstrumentCBND2494724.751815396.23026URTIERS GERGIA FLOATING2017-04-050Other InstrumentCBND2750000.002789591.7502G3RQUICKSILVER RESOURCES2016-04-017.125Other InstrumentCorporates30000.0024562.5002JP6TIERS CREDIT LINKED T2017-03-222.9025Other InstrumentCBND5000000.003016556.8802JP6TIERS TRUST SERIES 202014-12-240Other InstrumentCBND2162500.001641938.6802K2VFREESCALE SEMICONDUCT2020-08-0110.75Other InstrumentCorporates54.0060.2802KR0HEXION US FINANCE COR2020-11-159Other InstrumentCorporates175.00150.7602TBYQR ENERGY LP QRE FIN2020-08-019.25Other InstrumentCBND138750.00138403.13XXXX REYNOLDS GROUP ISSUER2019-04-159Other InstrumentCorporates618725.00641308.46First Tier SecurityN/AN/A2012-09-212012-09-21NNN30000000.0030000000.000.0119Y29999567.2029999567.20Bank of America N.A.Bank of America N.A., 0.450%, 8/15/201206052WNV1Other NoteNFirst Tier SecurityN/AN/A2012-08-152012-08-15NNN20000000.0020000000.000.0079N20001600.0020001600.00Merrill Lynch, Pierce, Fenner & Smith, Inc.Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.450%, 8/1/2012983JVMII0Other Repurchase AgreementN02MEXSBA2018-02-015.902Other InstrumentSmall Business Administration379584.29877702.4802KKXCWMBS2018-07-255Other InstrumentCMOs849499.7355332.4502KKXCWMBS2033-10-250Other InstrumentCMOs2292300.197149.6801BF4DUANE ST2018-08-200Other InstrumentABS233333.33184935.3302IWGLCM 5A D2019-03-211.8178Other InstrumentABS816666.67564724.8601EI9SPFC 20062019-01-110Other InstrumentABS583333.33460293.5302GK4CWALT INC2034-03-257.3038Other InstrumentCMOs2202443.37182118.5002KKXCWMBS INC2033-11-250Other InstrumentCMOs9536074.8265741.7001DMYNORANDA INC2015-10-156Other InstrumentCorporates9453500.0010675333.3602I9PMALT 2003-42033-06-256Other InstrumentCMOs195873.6235474.6702I9PMALT 2004-12019-01-255Other InstrumentCMOs218673.1720049.5602IWGLCM III LTD2017-06-011.2168Other InstrumentABS264833.33209962.6402LVVRALI SERIES2033-04-257.6538Other InstrumentCMOs613612.07145592.9602HXIJAZZ III CDO2014-09-201.1899Other InstrumentABS2333333.33678323.1302LKMCAPLEASE CDO2040-01-295.036Other InstrumentABS233333.3362297.6202GKYMERRILL LYNCH2029-12-250Other InstrumentCMOs3367336.15128361.0902GLBINDY MAC BANK2033-05-257.8538Other InstrumentCMOs990571.46198759.1202GMRLB-UBS TROC132036-06-150Other InstrumentCommercial Mortgage-Backed Security4556.074.3401W7JGS CALTEX CORP2017-04-245.5Other InstrumentCorporates9333333.3310390608.1501E2ESAPPHIRE VALLEY2022-12-140Other InstrumentABS466666.67303025.3302GMZBANC OF AMERICA2044-07-100Other InstrumentCommercial Mortgage-Backed Security83603784.95368023.8601ZJTASSET95MD1V ACS22029-08-130Other InstrumentCommercial Mortgage-Backed Security78565.633759.7601BF4RASPRO TRUST 20052024-03-230Other InstrumentABS2157465.70785401.6501E1GEMERSON PLACE CLO2019-01-150Other InstrumentABS933333.33704237.3302GMNSAND TRUST 2001-12016-01-250Other InstrumentAsset Backed Securities270506.53202128.1602LVVRALI SERIES TRUST2034-03-25.5462Other InstrumentAsset Backed Securities279215.53218376.4201L22QANTAS AIRWAYS LTD2013-06-205.125Other InstrumentCorporates9430166.679739418.5001L22QANTAS AIRWAYS LTD2016-04-156.05Other InstrumentCorporates12554500.0013168212.7902GK4CWALT INC 2004 2CB2034-09-257.4038Other InstrumentCMO484775.81104768.7602GKZMERRILL LYNCH MTGE2033-02-250Other InstrumentCMO2223482.2622.2302GMBB OF A MORT SEC INC2034-05-250Other InstrumentCMOs10400190.4743722.4001YSETATE & LYLE INTERNTL2014-11-155Other InstrumentCorporates5397230.535775552.4102GK2CSFB MORTGAGE BACKED2034-06-255.25Other InstrumentCMO685752.4175868.9002GMRLB UBS CMML MTGE TR`2040-11-160Other InstrumentCommercial Mortgage-Backed Security563300.08288.9702LVVRALI SERIES 2003-QS42033-07-25.6Other InstrumentCMOs2845733.4165764.9001CNDML-CFC COMMERCIAL MOR2049-09-250Other InstrumentCommercial Mortgage-Backed Security1147358.9811015.7901E9SPERU ENHANCED PASS-TH2018-05-310Other InstrumentABS40792.5429273.3001FK0WAMU MTGE PASS THRU T2033-10-255.25Other InstrumentCMOs559347.5656455.5101FK0WASHINGTON MUTUAL MOR2033-04-250Other InstrumentCMOs7275534.6437578.1401FK0WASHINGTON MUTUAL MTG2018-07-255Other InstrumentCMOs290468.1317454.2301RVDJPM CHASE COMM MTG SE2051-02-150Other InstrumentCommercial Mortgage-Backed Security5662034.6457152.5801RVDJPMORGAN CHASE CMML M2042-10-150Other InstrumentCommercial Mortgage-Backed Security2145067.03669.2602GKYMERRIL LYNCH MTG INVE2030-01-250Other InstrumentCMOs6060937.86247001.4002GKYMERRILL LYNCH MORTGAG2029-09-250Other InstrumentCMOs17774842.76762629.6302GKYMERRILL LYNCH MORTGAG2030-02-250Other InstrumentCMOs3250947.0180519.4602GKYMERRILL LYNCH MTGE IN2029-07-250Other InstrumentCMOs4246466.15142175.9302GKZML MTG INVESTORS 20042034-02-250Other InstrumentCMO5235160.7152.3502GL0MORGAN STANLEY CPTL I2041-11-120Other InstrumentCommercial Mortgage-Backed Security3264029.215134.3202GLJSEQUOIA MORTGAGE TRUS2035-01-200Other InstrumentCMOs2330062.39108275.6702GLJSEQUOIA MORTGAGE TRUS2035-01-20.5168Other InstrumentCMOs942198.60702638.8602GLRBEAR STEARNS CMBS 2002040-12-110Other InstrumentCommercial Mortgage-Backed Security29805723.7182412.8302GLRBEAR STEARNS COMM MTG2040-03-130Other InstrumentCommercial Mortgage-Backed Security66061849.30209283.9402GLRBEAR STEARNS COMMERCI2041-02-110Other InstrumentCommercial Mortgage-Backed Security26883443.2041561.8002GMBBANC OF AMERICA MORTG2033-08-250Other InstrumentCMOs25064917.74194980.0002GMKBEAR STEARNS ASSET B/2034-03-257.2538Other InstrumentAsset Backed Securities1341581.44234091.1602GMKBEAR STEARNS ASSET BA2033-11-250Other InstrumentAsset Backed Securities768150.03120147.1102GMRGREENWICH CAPITAL COM2036-07-050Other InstrumentCommercial Mortgage-Backed Security3494676.4114810.4402GMRLB-UBS COMMERCIAL MOR2038-11-160Other InstrumentCommercial Mortgage-Backed Security704358.199915.8802GMRLB-UBS COMMERCIAL MTG2038-11-160Other InstrumentCommercial Mortgage-Backed Security787282.6318064.1002GMS ,MORGAN STANLEY DEA2036-11-130Other InstrumentCommercial Mortgage-Backed Security39402155.71106346.4202GMSBANC OF AMER FDG CORP2032-07-200Other InstrumentCMOs237099.71189168.3502GMSBANK OF AMERICA FUNDI2035-07-260Other InstrumentCMO272766.67215562.8602GMXMORGAN STANLEY ABS CA2033-03-25.9962Other InstrumentAsset Backed Securities163767.45139803.8602GMYHARBOR VIEW MORTAGE L2045-07-190Other InstrumentCMOs221695.49166200.4602GMYHARBORVIEW MORTGAGE L2034-06-190Other InstrumentCMOs552464.63376194.1602GMZBANC OF AMERICA COMME2047-09-100Other InstrumentCommercial Mortgage-Backed Security24638571.86179763.0202HJ8WA MUTUAL MSC MTGE P/2018-03-255Other InstrumentCMOs425518.5430745.9802HLE MASTR ASSET SECURI2018-02-255.25Other InstrumentCMOs139926.249860.0402HLE MASTR ASSET SECURI2033-04-255.75Other InstrumentCMOs61892.967845.7602HLEMASTR ASSET SEC TRUST2033-07-255.5Other InstrumentCMOs72973.718757.4102HLEMASTR ASSET SECURITIZ2033-04-255.5Other InstrumentCMOs246084.1835921.4602HNBRACE PT III CLO / RAC2020-04-150Other InstrumentABS583333.33448670.8302HNECMML MRTG TR 2007-GG12049-12-100Other InstrumentCommercial Mortgage-Backed Security2309894.3816379.4602HVNBANC OF AMERICA COMME2037-04-110Other InstrumentCommercial Mortgage-Backed Security85404.71307.6302I85MERRILL LYNCH MORTGAG2039-05-120Other InstrumentCommercial Mortgage-Backed Security25961670.342829.8202I9PMASTER ALTERNATIVE LO2033-12-256Other InstrumentCMOs485750.8378085.4202I9PMASTR ALTERNATIVE LOA2034-09-256Other InstrumentCMOs336588.5067007.0302J29BAYVIEW COMM ASSET TR2033-12-250Other InstrumentABS121414.5388086.3602JU4JP MORGAN MORTGAGE TR2034-11-256.8538Other InstrumentCMOs853006.64138130.1802KB0CANYON CAPITAL CLO 202020-12-152.0678Other InstrumentABS700000.00502062.5802KEPCITIGROUP COMM MORTGA2049-10-150Other InstrumentCommercial Mortgage-Backed Security851154.126183.6302KSKDSLA MORTGAGE LOAN TR2044-09-190Other InstrumentCMOs260547.42191142.0102LS0PHHMC SERIES 2006-3 T2036-10-18.39Other InstrumentCMOs202374.92242.8202MA2GLENEAGLES CLO LTD 202017-11-010Other InstrumentABS1866666.671357589.3302MEXU.S. SMALL BUSINESS A2026-07-250Other InstrumentMortgages614074.18615068.9802MEXUS GOVERNMENT GUAR DE2030-02-014.14Other InstrumentSmall Business Administration298803.39388482.0802MEXUS GOVERNMENT GUARANT2022-11-015.98Other InstrumentSmall Business Administration610323.461114387.0102MEXUS GOVT GUARANTEED DE2024-11-010Other InstrumentSmall Business Administration4701.6912456.4202MEXUS SMALL BUSINESS ADM2030-01-014.38Other InstrumentSmall Business Administration4000379.245222980.00First Tier SecurityN/AN/A2012-08-012012-08-01NNN70000000.0070000000.000.0277N70000000.0070000000.00Bank of MontrealBank of Montreal, 0.399%, 9/14/201206366WJS4Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-142012-09-14NNN30000000.0030000000.000.0119N30001200.0030001200.00Enterprise Fleet Financing, LLC 2011-3Enterprise Fleet Financing, LLC 2011-3, Class A1, 0.589%, 11/20/201229372EAD0Other NoteNFirst Tier SecurityN/AN/A2012-11-202012-11-20NNN335854.81335854.830.0001N335901.83335901.83Barclays Capital, Inc.Barclays Capital, Inc., 0.750%, 10/23/2012068992007Other Repurchase AgreementN02GL0MSC 20072044-03-155.438Other InstrumentCommercial Mortgage-Backed Security121810.5489147.1502GL0MSC 20072049-06-110Other InstrumentCommercial Mortgage-Backed Security202700.37140657.0301C99CSMC 20072017-04-150Other InstrumentCommercial Mortgage-Backed Security171428.57101838.3401FK0WAMU MTGE2046-08-250Other InstrumentCMOs89911.8458207.3102GK4CWABS INC2034-06-25.7462Other InstrumentAsset Backed Securities79384.0962518.4102GK4CWALT INC2035-11-20.5467Other InstrumentCMOs89649.6651561.6502GK4CWALT INC2046-07-25.4562Other InstrumentAsset Backed Securities71042.4646093.0602KKXCWMBS INC2035-11-200Other InstrumentCMOs140146.7091265.3602LOVWAMU MTGE2046-11-250Other InstrumentCMOs307768.33124744.6602LQJGPMF 20062036-03-25.5662Other InstrumentAsset Backed Securities351421.1383642.9301RVDJPMCC 20072049-02-120Other InstrumentCommercial Mortgage-Backed Security132851.8693220.0202GLQIMP CMB TR2035-03-25.5662Other InstrumentAsset Backed Securities0.000.0002I4DWBCMT 20072051-02-150Other InstrumentCommercial Mortgage-Backed Security46705.2034581.9302LOVWMALT 20062046-09-250Other InstrumentCMOs301034.99130667.5501CNDMLCFC 2007-52048-08-125.45Other InstrumentCommercial Mortgage-Backed Security205292.10134087.0302GLBRAST 2007-A52037-05-256Other InstrumentCMOs72286.8956560.1602GLRSAMI 2006-AR72036-08-250Other InstrumentAsset Backed Securities901689.99163615.2502KKXCWMBS 2005-192036-03-256Other InstrumentCMOs317457.11268929.0302LQJGPMF 2006-AR22036-03-25.5662Other InstrumentAsset Backed Securities186380.2436780.3502LVVRALI 2006-QA82036-09-25.4362Other InstrumentAsset Backed Securities28826.9515130.9102GMKBSABS 2006-HE92036-09-25.3962Other InstrumentAsset Backed Securities590135.83324807.2402GMZBANC OF AMERICA2044-07-100Other InstrumentCommercial Mortgage-Backed Security71428.5740338.0002LOVWASH MUTUAL MTG2036-02-250Other InstrumentCMOs501249.37280340.2502LV4CWCI 2006-C1 AJ2048-08-175.289Other InstrumentCommercial Mortgage-Backed Security240942.49145530.3901CNDMLCFC 2007-7 AJ2050-06-125.7386Other InstrumentCommercial Mortgage-Backed Security235677.8395309.2201FK0WAMU MTGE P/T TR2045-10-25.5362Other InstrumentCMOs141022.03119887.3902GMRLBUBS 2007-C2 AJ2040-02-150Other InstrumentCommercial Mortgage-Backed Security433970.46247158.7602GMSWELLS INDL RV MN2037-05-250Other InstrumentCMOs103175.6293103.7202HLEMASTR ADJUSTABLE2035-03-250Other InstrumentCMOs69664.5858930.5202KNHRAAC 2006-RP3 A2036-05-250Other InstrumentABS17537.0413603.2302LVVRALI SERIES 20052036-01-250Other InstrumentCMOs0.010.0002GK4CWALT INC 2005-432035-12-25.7462Other InstrumentCMOs193474.10107969.9702GMSBANC OF AMER 20062036-10-250Other InstrumentAsset Backed Securities20077.2012402.1902GMSPVTPL WELLS FARGO2036-12-260Other InstrumentCMOs73036.8869419.0702KNHRAAC SER 2006 RP42046-01-250Other InstrumentCMO187094.34156244.1602LOVWAMLT SERIES 20062046-08-250Other InstrumentCMOs218589.79106503.7202J1XTERWIN CAPITAL LLC2034-09-25.9962Other InstrumentAsset Backed Securities44387.0428886.6002JJTCITIGROUP MORTGAGE2046-11-250Other InstrumentABS359344.35173554.7002GJQGABS AIRPLANES PASS2019-03-15.7987Other InstrumentABS535687.16305531.8502GK4CWALT INC 2005-13CB2035-05-25.4562Other InstrumentCMOs58157.7036151.3502GK4CWALT, INC. 2005-432035-10-25.5962Other InstrumentAsset Backed Securities25721.2310660.8602GK4CWMBS, INC. 2005-192046-05-20.4567Other InstrumentCMOs105836.5953225.6002GMSWELLS FARGO MTG BKD2035-11-255.5Other InstrumentCMOs357532.31361303.0902KKXCWALT INC 2005-13CB2035-06-250Other InstrumentCMOs115399.1795700.1902GLRSTRUCTURED ASSET MTG2036-02-250Other InstrumentAsset Backed Securities206935.1140359.3802GLRSTRUCTURED ASSET MTG2036-04-250Other InstrumentAsset Backed Securities48250.8911805.0202GMSWELLS FARGO MORTGAGE2036-03-250Other InstrumentCMOs93531.6774381.7102GMYHARBORVIEW MTG LN TR2037-08-190Other InstrumentAsset Backed Securities47720.9613416.3702IOMSTRUCTURED ASSET INV2036-09-250Other InstrumentAsset Backed Securities51958.4930578.3002IOMSTRUCTURED ASSET INV2036-09-25.5562Other InstrumentAsset Backed Securities1200457.14178261.5202LVVRALI SERIES 2006 Q082046-10-25.3962Other InstrumentAsset Backed Securities411501.87339341.3301BIJGREEN TREE ACCEPTANCE2031-02-016.53Other InstrumentABS26045.5626550.2601BKQAMERICAN HOME MORTGAG2035-11-250Other InstrumentCMOs6741.303919.4301BNNLUMINENT MORTGAGE TRU2046-04-25.4362Other InstrumentCMOs75302.6536111.6601C99CSCM MTG TRUST SERIES2017-02-150Other InstrumentCommercial Mortgage-Backed Security384537.29136074.6701DGUBEAR STEARNS MORTGAGE2037-02-250Other InstrumentAsset Backed Securities129848.19119025.0801DUIBNC MTG LOAN TRUST 202036-11-25.5562Other InstrumentCMO585328.5792838.7901FK0WAMU MTGE PASS THROUG2046-07-250Other InstrumentCMOs64111.9842879.9501P8IRBSSP RESECURITIZATIO2035-03-26.5084Other InstrumentCMO56785.7125199.210274VARGENT SECURITIES INC2034-03-25.5062Other InstrumentAsset Backed Securities73122.0652419.6202GK0CITICORP MORTGAGE SEC2035-09-255.25Other InstrumentCMOs52274.4351847.5602GK2CRD SUISSE 1ST BOSTON2037-04-154.918Other InstrumentCommercial Mortgage-Backed Security137928.5768069.1002GK4144A CWABS ASSET BCKE2046-05-250Other InstrumentABS141943.77114340.1102GK4ALTERNATIVE LOAN TRUS2046-09-25.4362Other InstrumentAsset Backed Securities71850.8038615.4702GK4CWALT, INC. 2006-HY112036-06-25.3662Other InstrumentAsset Backed Securities172104.5790633.3702GKDFIRST FRANKLIN MTG SE2036-10-25.5562Other InstrumentAsset Backed Securities430003.4666179.5502GKDFIRST FRANKLIN MTGE L2036-11-25.5562Other InstrumentAsset Backed Securities1428571.43212411.0002GKZMERRILL LYNCH MORTGAG2037-03-25.5062Other InstrumentAsset Backed Securities826774.84295091.9502GLQGMACM HOME EQUITY LOA2036-12-250Other InstrumentAsset Backed Securities372831.63265413.9902GLR STRUCTURED ASSET MOR2037-04-250Other InstrumentAsset Backed Securities123551.76115756.2702GMBCOMM 2006-C8 MTGE TRU2046-12-105.377Other InstrumentCommercial Mortgage-Backed Security282525.27204401.2702GMHACE SECURITIES CORP H2036-10-25.4262Other InstrumentAsset Backed Securities84468.9932604.2702GMSWELLS FARGO MBS 2006-2036-08-256Other InstrumentCMOs53470.2551121.5202GMSWELLS FARGO MTG BCKED2036-10-256Other InstrumentCMOs8028.757584.4002GMSWELLS FARGO MTGE BCKD2035-11-255.5Other InstrumentCMOs96080.3291256.3802GMSWELLS FARGO MTGE BCKD2036-01-255.75Other InstrumentCMOs10708.0410602.1002GMTAMERIQUEST MORTGAGE S2034-05-250Other InstrumentAsset Backed Securities42857.1434616.1902GMTFIRST HORIZON ALTERNA2036-05-256Other InstrumentCMOs103797.48100476.8002GMXMORGAN STANLEY ABS CA2037-07-251.4962Other InstrumentAsset Backed Securities117285.7150264.2002GMYHARBORVIEW MTG LOAN T2045-08-19.5567Other InstrumentCMOs63996.4444689.0102GMZBOA COMMERICAL MORTGA2051-02-100Other InstrumentCommercial Mortgage-Backed Security122277.7181155.6002HLEMASTER ADJUSTABLE RAT2046-12-250Other InstrumentAsset Backed Securities345170.72107364.6602HLEMASTR ADJ RATE MTG TR2046-12-250Other InstrumentAsset Backed Securities301009.4592497.8002HLEMASTR ASSET SECURITIZ2033-11-250Other InstrumentCMOs56496.7851678.2302HNE LEHMAN ABS MANUFAC2028-03-156.63Other InstrumentAsset Backed Securities4368.744154.3202I4D WACHOVIA BANK COMM2046-05-150Other InstrumentCommercial Mortgage-Backed Security139150.39119112.3102I4D144 A WACHOVIA BANK C2044-10-170Other InstrumentCommercial Mortgage-Backed Security66100.0052533.6402IOMSTRUCTURED ASSET INVE2035-08-25.7362Other InstrumentAsset Backed Securities436216.43269884.3602IS2CHASE MORTGAGE FINANC2037-03-256Other InstrumentCMOs127266.1824583.5002IT0CHEVY CHASE FUNDING L2046-12-25.4462Other InstrumentCMOs213607.88115006.5602JJTCITIGROUP MORTGAGE LO2036-06-250Other InstrumentCMOs244421.08113347.9502JJTCITIGRP MTGE LOAN TRU2035-11-255.75Other InstrumentCMOs171738.21119595.2802JP4NATIONAL COLL ST LN T2033-10-25.5512Other InstrumentCMO236816.9693892.1302JP4NATL COLLEGIATE STUDE2028-02-250Other InstrumentAsset Backed Securities321341.90305304.7602JP4THE NATIONAL COLLEGIA2038-03-251.0962Other InstrumentABS526381.91152772.7202JU4AMERICAN HME MTGE INV2045-09-25.5462Other InstrumentAsset Backed Securities72001.6045560.0202K0MMORGAN STANLEY MTG LO2046-09-250Other InstrumentAsset Backed Securities473780.95282970.8802KPVMASTR SPECIALIZED LOA2037-05-25.5962Other InstrumentAsset Backed Securities89555.7338205.6702KZYADJUSTABLE RATE MORTG2035-06-250Other InstrumentCMOs151743.84114831.0902LOVWASHINGTON MUTUAL MOR2046-03-250Other InstrumentCMOs122615.8665459.4602LV4 COBALT CMBS COMMER2047-04-150Other InstrumentCommercial Mortgage-Backed Security87566.5362646.58First Tier SecurityN/AN/A2012-10-232012-10-23NNN10000000.0010000000.000.0040Y9999767.089999767.08Starbird Funding Corp.Starbird Funding Corp., 0.450%, 8/6/201285520LH65Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2012-08-062012-08-06NNYGuaranteeAssured Guaranty Corp.N/AN/ALiquidity AgreementBNP Paribas SAN/AN/ALetter Of Credit(LOC) - DirectBNP Paribas SAN/AN/A32000000.0031998000.000.0127N31999040.0031999040.00National Australia Funding (Delaware) Inc.National Australia Funding (Delaware) Inc., 0.350%, 11/21/201263253JLM0Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-11-212012-11-21NNN25000000.0024972777.780.0099N24983750.0024983750.00Barclays Bank PLCBarclays Bank PLC, 0.260%, 8/16/201206741XBU1Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-162012-08-16NNN30000000.0030000000.000.0119N30001200.0030001200.00Bank of Nova Scotia, TorontoBank of Nova Scotia, Toronto, 0.396%, 5/9/201306417EV26Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-092013-05-09NNN40000000.0040000000.000.0158N39960000.0039960000.00Mizuho Corporate Bank Ltd.Mizuho Corporate Bank Ltd., 0.350%, 8/1/201260687GXE3Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-012012-08-01NNN55000000.0055000000.000.0218N55000000.0055000000.00Great America Leasing Receivables 2012-1Great America Leasing Receivables 2012-1, Class A1, 0.520%, 4/15/201339153VBA1Other NoteNFirst Tier SecurityN/AN/A2013-04-152013-04-15NNN2881739.292881739.290.0011N2885430.502885430.50Deutsche Bank AGDeutsche Bank AG, 0.440%, 8/22/201225154UF74Certificate of DepositNFirst Tier SecurityN/AN/A2012-08-222012-08-22NNN100000000.00100000000.000.0396N100015000.00100015000.00Michigan Finance AuthorityMichigan Finance Authority, Series 2010-A, 0.260%, 9/1/205059447PCG4Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YBank of America N.A.N/AN/AYBank of America N.A.N/AN/AN25000000.0025000000.000.0099N25000000.0025000000.00National Australia Funding (Delaware) Inc.National Australia Funding (Delaware) Inc., 0.350%, 9/24/201263253JJQ4Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2012-09-242012-09-24NNN25000000.0024986875.000.0099N24996250.0024996250.00Eastside Catholic SchoolWashington State Housing Finance Commission (Eastside Catholic School) , Series A, 0.180%, 7/1/203893978LDA1Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2012-08-072012-08-07YWells Fargo Bank, N.A.N/AN/AYWells Fargo Bank, N.A.N/AN/AN20815000.0020815000.000.0082N20815000.0020815000.00J.P. Morgan Securities LLCJ.P. Morgan Securities LLC, 0.500%, 8/1/2012616994000Other Repurchase AgreementNAHM2047-03-252.0784Other InstrumentCMO 12652183.451450908.68CWALT2046-08-25.4362Other InstrumentAsset Backed Securities3754041.162119075.94CEDE & CO.2035-12-256.9038Other InstrumentCMOs1.990.52CFLX 2007-12037-02-250Other InstrumentCMOs117979.1056171.27JPMMT2007-A32037-05-25.25Other InstrumentCMOs1435862.528925.78JPMMT2007-A62037-12-252.6707Other InstrumentCMOs15756.85885.58JPMMT2007-S32037-08-250Other InstrumentCMOs27944.3811287.06JPMMT2007-S32037-08-25.02Other InstrumentCMOs569829.52438.64BSMF 2006-AR52046-12-25.5Other InstrumentAsset Backed Securities1837555.0130432.57JPMCC2007-FL12018-11-15.89875Other InstrumentCMO 517482.6777816.14JPMCC2007-FL12018-11-151.09875Other InstrumentCMO 555934.4644729.24JPMCC2007-FL12018-11-151.24875Other InstrumentCMO 674824.1934092.30JPMCC2007-FL12018-11-151.44875Other InstrumentCMO 482525.709941.78JPMCC2007-FL12018-11-151.74875Other InstrumentCMO 667846.867832.93JPMMT 2007-S22037-06-250Other InstrumentCMOs7403.755065.37RAST05-A14 PO2035-12-250Other InstrumentCMOs17311.4010798.38AHMA 2006-6 XP2046-12-252.44874Other InstrumentCMOs3861549.06267174.44CFLX 2007-3 AP2037-07-250Other InstrumentCMOs42.2519.29HMBT 2005-2 B42025-05-252.2962Other InstrumentCMO 39056.4576.07AHMA 2006-2 XBI2046-09-252.28183Other InstrumentAsset Backed Securities10296440.01693950.42BOAA 2006-3 3A22036-04-255.3138Other InstrumentCMOs50311.907004.93BOAA 2006-5 2A22046-06-256.9038Other InstrumentCMOs468416.8895769.64CWHL 2005-1 2A12035-03-25.5362Other InstrumentCMOs64250.2236317.02HVMLT 2005-8 1X2035-09-192.17339Other InstrumentCMOs4585809.78258818.92HVMLT 2006-5 X12047-07-192.05806Other InstrumentCMOs17052825.201110349.63LXS 2007-4N 1AX2047-03-252.47313Other InstrumentAsset Backed Securities4770617.95320677.56MALT 2004-10 B32034-09-255.47191Other InstrumentCMOs77802.463443.22SAMI 2006-AR7 X2036-08-25.9Other InstrumentAsset Backed Securities4466028.50143121.02SAMI 2006-AR8 X2036-10-25.4Other InstrumentCMO 2879821.4427156.31SASC 2006-S1 A12036-03-25.3862Other InstrumentAsset Backed Securities177474.6559425.29AHMA 2006-4 1A112046-10-25.4362Other InstrumentAsset Backed Securities472143.43248029.53ARMT 2007-2 1A212037-06-255.60534Other InstrumentCMOs843697.96636614.11CWALT 2005-J6 B12035-07-255.48443Other InstrumentCMOs87223.54643.08CWHL 2006-J2 1A62036-04-256Other InstrumentCMOs94282.6176414.32JPALT 2006-S2 A32036-05-255.92Other InstrumentAsset Backed Securities2820066.671974338.44MASTR 2006-2 2A22036-06-25.7462Other InstrumentCMOs1197325.86714921.62RALI 2006-Q10 A12037-01-25.4062Other InstrumentAsset Backed Securities670699.14391035.93RALI 2006-QO1 X22046-02-252.34896Other InstrumentCMOs20657.561426.18RALI 2006-QO5 XN2046-05-251.77667Other InstrumentAsset Backed Securities3092348.55137550.32RALI 2006-QO7 X22046-09-251.27Other InstrumentAsset Backed Securities9584127.13396835.93RALI 2006-QO7 X32046-09-251.5Other InstrumentAsset Backed Securities1184373.4362407.87RALI 2007-QO2 A12047-02-25.3962Other InstrumentAsset Backed Securities1187411.64558353.13RALI 2007-QS3 AV2037-02-25.31663Other InstrumentCMOs2664252.2932392.98SAMI 2005-AR4 X12035-12-252.09264Other InstrumentCMOs4742108.04279541.79SAMI 2006-AR6 R12046-07-251Other InstrumentAsset Backed Securities1890951.8048597.82SAMI 2007-AR4 X22047-09-25.5Other InstrumentAsset Backed Securities2326776.8233998.27SARM 2007-3 3-AX2047-04-25.25896Other InstrumentCMOs6601527.7920861.27WAMU 2005-AR5 A62035-05-252.46864Other InstrumentCMOs910000.00697951.74BSCMS 2005-PWR9 E2042-09-115.143Other InstrumentCommercial Mortgage-Backed Security200000.0092425.47BSMF 2006-AR2 1YC2046-09-25.7Other InstrumentCMO 1390725.0333814.66CWALT 2006-OA9 X12046-07-202.57244Other InstrumentCMOs9722644.87694456.44CWALT 2007-OA4 A12047-05-25.4162Other InstrumentAsset Backed Securities1374200.17873954.11CWHL 2004-HYB4 B12034-09-202.65116Other InstrumentCMOs16268.122408.60GPMF 2006-AR1 A2A2036-02-25.6162Other InstrumentAsset Backed Securities832500.46173428.65JPMMT 2006-A2 2B32034-08-252.79775Other InstrumentCMOs107772.3312469.00JPMMT 2007-S1 2A92037-03-256Other InstrumentCMOs23593.692208.71LXS 06-14N M-1-II2036-08-25.6062Other InstrumentAsset Backed Securities198846.66401.31RALI 2005-QA4 A322035-04-253.47813Other InstrumentCMOs3213.81363.28SARM 2006-8 3-A5X2036-09-25.25Other InstrumentCMOs1760666.6713729.54SARM 2006-8 4-A3X2036-09-25.25Other InstrumentCMOs1761133.3314170.29WFMBS 2006-10 A232036-08-256Other InstrumentCMOs61818.5832071.17CWALT 2006-OA12 A22046-09-20.45675Other InstrumentCMOs815705.42346000.19DSLA 2007-AR1 2A1A2048-04-19.38675Other InstrumentAsset Backed Securities839979.93537490.48FHASI 2006-AR2 2A12036-07-252.56337Other InstrumentCMOs9076.696142.11JPMCC 2007-LDPX BS2049-01-155.437Other InstrumentCommercial Mortgage-Backed Security34866.679986.89JPMMT 2007-S1 2A182037-03-256.4238Other InstrumentCMOs1950795.10463866.33SAMI 2006-AR3 11A22036-04-25.5162Other InstrumentAsset Backed Securities1071381.28262199.88SASC 2004-21XS 1M22034-12-255.65Other InstrumentAsset Backed Securities20931.67602.74WAMU 2007-OA4 1A1B2047-05-25.91666Other InstrumentCMOs447169.02124860.71WMALT 2005-10 4CB42035-12-254.9038Other InstrumentCMOs2901572.82458988.46144A TSTAR 2006-1 F2036-10-157.5296Other InstrumentCommercial Mortgage-Backed Security266666.67276372.62CMLTI 2006-AR5 1A3A2036-07-253.08064Other InstrumentCMO 123339.6189791.90CWALT 2006-28CB A152036-10-256.5Other InstrumentCMOs147826.8432050.88SAMI TRUST 2007-AP62047-08-25.5Other InstrumentAsset Backed Securities2342822.8928103.90144A JPMCC 2008-C2 E2051-02-126.56505Other InstrumentCommercial Mortgage-Backed Security413400.005833.85144A JPMCC 2008-C2 F2051-02-126.56505Other InstrumentCommercial Mortgage-Backed Security238733.332860.95144A JPMCC 2008-C2 J2051-02-126.56505Other InstrumentCMO 544933.331897.74144A JPMCC 2008-C2 K2051-02-126.56505Other InstrumentCMO 544866.671897.51144A JPMCC 2010-C2 F2043-11-153.392Other InstrumentCommercial Mortgage-Backed Security1101333.33729463.34144A MLMT 2002-MW1 M2034-07-125.695Other InstrumentCMO 902133.33179838.02144A MSC 2006-HQ10 F2041-11-125.803Other InstrumentCommercial Mortgage-Backed Security73333.333823.29144A SACO 1997-2 2B42033-11-250Other InstrumentCMO 11564.5110620.86144A SASC 2003-10 B42033-04-256Other InstrumentCMOs44197.159971.27144A SASC 2003-10 B52033-04-256Other InstrumentCMOs40843.29333.55JPMMT 2005-ALT1 2AIO2035-10-250Other InstrumentCMO 647396.6718576.25144A CMLTI 2009-3 2A32021-09-25.25Other InstrumentCMO 805035.645138.81144A SASC 2005-RF5 B32035-07-250Other InstrumentCMO 35176.933034.68144A SASC 2005-RF6 B32043-05-255.56821Other InstrumentCMO 24120.632729.08RAST SERIES 2005-A8CB2035-07-256.9538Other InstrumentCMOs847804.25202745.43144A JPMCC 2006-CB17 H2043-12-125.95775Other InstrumentCommercial Mortgage-Backed Security133333.331915.31144A JPMRR 2009-7 12A12037-01-276.25Other InstrumentCMO 158684.00162803.28144A SASC 2003-14 B4122033-05-255.7313Other InstrumentCMOs38634.461795.11144A JPMCC 2007-LDPX HS2049-01-155.7592Other InstrumentCommercial Mortgage-Backed Security1067866.6711425.82144A SASC 2007-RF1 1AIO2037-03-254.81653Other InstrumentCMO 341903.8159740.45BEAR STEARNS SERIES 20072022-03-151.14875Other InstrumentCMO 827197.67744806.00JPMORGAN MORTGAGE TRUST 22037-12-26.507Other InstrumentCMO 3068484.596611.76HOMEBANC MORTGAGE TRUST 202047-04-25.644Other InstrumentCMOs2228735.8415783.56LUMINENT MORTGAGE TRUST 202036-05-251Other InstrumentAsset Backed Securities4792209.12126824.33SAMI TRUST 2006-AR3 (S63M2036-04-251Other InstrumentAsset Backed Securities5699181.81221857.11CMO BEAR STEARNS STRUCTURED2036-08-257Other InstrumentCMO 40934.0036278.35RES SECURITIZATION 2003-A112033-11-255.75Other InstrumentCMOs93231.4547121.37First Tier SecurityN/AN/A2012-08-012012-08-01YJ.P. Morgan Securities LLCN/AN/ANN20000000.0020000000.000.0079N20000116.0020000116.00