N-MFPLIVEN2014-02-280000856517S0000095403NNNN33-31602FEDERATED INVESTMENT MGMT CO801-34612ERNST & YOUNGBOSTONMAFEDERATED ADMINISTRATIVE SERVICESSTATE STREET BANK AND TRUST CO0000839287085-05003NNNPrime47752536735134.29722948.74565037.052536893045.980.00241.00012014-02-281.00012014-02-28C000040003250.00200902679.621.00737294.4010469889.099732594.690.00011.00012014-02-281.00012014-02-28C00002607125000.002016556199.131.00-44266253.37166628161.98210894415.350.00011.00012014-02-281.00012014-02-28C00002607025000.00319434167.231.00104845926.43145400920.5840554994.150.00011.00012014-02-281.00012014-02-28Barclays Capital, Inc.Barclays Capital, Inc., 0.200%, 3/28/2014068992007Other Repurchase AgreementNFNMA FANNIE MAE2027-06-177.5Other InstrumentCMOs175949.70203413.11GNMA GNRA 2002-66 DS2031-07-1610.865Other InstrumentCMOs12633.3547658.29GNMA GNRA 2003-82 SJ2033-09-166.441Other InstrumentCMOs305215.5868272.76GNMA GNRA 2004-04 SM2033-09-206.543Other InstrumentCMOs1232587.0072249.32GNMA GNRA 2004-59 NS2034-08-166.441Other InstrumentCMOs198626.3536416.75GNMA GNRA 2004-86 SP2034-09-205.943Other InstrumentCMOs107759.8015699.49GNMA GNRA 2007-018 S2037-04-166.641Other InstrumentCMOs2792812.45595764.61GNMA GNRA 2011-39 KS2041-10-205.973Other InstrumentCMOs844226.80156916.72GNMA GNRM 2003-28 LZ2033-04-205.5Other InstrumentCMOs28449.5631550.59GNMA GNRA 2005-003 SJ2035-01-205.946Other InstrumentCMOs687917.48103068.15GNMA GNRA 2005-003 SN2035-01-205.946Other InstrumentCMOs60961.569197.17GNMA GNRA 2007-066 SA2037-11-205.936Other InstrumentCMOs255329.3335803.58GNMA GNRA 2009-092 ZC2039-10-205Other InstrumentCMOs33144.6136116.65GNMA GNRA 2009-101 SB2039-08-206.296Other InstrumentCMOs3468942.22573343.69GNMA GNRA 2009-106 ST2038-02-205.846Other InstrumentCMOs197494.7727923.41GNMA GNRA 2009-110 CS2039-11-166.231Other InstrumentCMOs3494622.30606096.81GNMA GNRA 2010-042 VZ2039-10-205.5Other InstrumentCMOs38751.1242660.95GNMA GNRA 2010-047 SL2040-04-205.506Other InstrumentCMOs2773091.28455356.99GNMA GNRA 2010-125 SD2040-01-166.521Other InstrumentCMOs3369871.87643351.23GNMA GNRA 2010-145 SA2038-01-205.896Other InstrumentCMOs2676146.54504585.35GNMA GNRA 2011-043 ZQ2033-01-165.5Other InstrumentCMOs27578.8930886.76GNMA GNRA 2011-051 SW2032-10-206.446Other InstrumentCMOs2423862.47510374.41GNMA GNRA 2011-073 LS2039-08-206.536Other InstrumentCMOs3551749.60647751.91GNMA GNRA 2012-108 CS2042-09-205.946Other InstrumentCMOs3502096.63664429.45GNMA GNRA 2013-103 DS2043-07-205.996Other InstrumentCMOs3246074.68576299.80GNMA GNRA 2013-124 SB2041-10-205.996Other InstrumentCMOs4925182.97829018.84GNMA GNRA 2013-188 KS2043-12-205.396Other InstrumentCMOs4723411.95608196.49GNMA GNRA 2014-025 SA2044-02-205.94Other InstrumentGNRA2846931.70474885.29GNMA GNRM 2014-004 CT2044-01-204.5Other InstrumentCMOs535960.09573855.69FMAC FGRA 02439S 03/15/322032-03-157.84Other InstrumentCMOs71539.4014375.64FMAC FGRA 2691ZU 09/15/332033-09-150Other InstrumentCMOs27679.6030384.45FMAC FGRA 3136NS 04/15/362036-04-156.54Other InstrumentCMOs542884.3582512.81FMAC FGRA 3181PS 07/15/362036-07-156.31Other InstrumentCMOs590324.4391118.71FMAC FGRA 3228SN 10/15/362036-10-155.84Other InstrumentCMOs754231.65107895.02FMAC FGRA 3311IB 05/15/372037-05-156.25Other InstrumentCMOs687333.50108505.18FMAC FGRA 3325ZM 05/15/372037-05-150Other InstrumentCMOs35831.4542624.31FMAC FGRA 3780MS 10/15/402040-10-156.44Other InstrumentCMOs209328.5734393.64FMAC FGRA 3852SA 05/15/412041-05-156.29Other InstrumentCMOs2859126.81572712.80FMAC FGRA 3905QS 08/15/412041-08-156.39Other InstrumentCMOs2652419.63497032.94FMAC FGRA 3947SJ 10/15/412041-10-156.29Other InstrumentCMOs2554657.32567855.33FMAC FGRA 3997SH 02/15/422042-02-156.29Other InstrumentCMOs2350700.37557222.68FMAC FGRA 4013QS 03/15/412041-03-155.79Other InstrumentCMOs621060.03145751.51FMAC FGRA 4020SD 03/15/422042-03-155.84Other InstrumentCMOs3448907.55592649.54FMAC FGRA 4032SA 04/15/422042-04-156.34Other InstrumentCMOs3164442.51602315.07FMAC FGRA 4108SC 09/15/422042-09-155.94Other InstrumentCMOs2567588.32515815.66FMAC FGRA 4114SC 10/15/422042-10-155.94Other InstrumentCMOs3084473.98720215.42FMAC FGRA 4136SG 11/15/422042-11-155.9955Other InstrumentCMOs2892647.90670834.10FMAC FGRA S12167 07/15/422042-07-155.79Other InstrumentCMOs2327888.97545265.70FMAC FGRA S12376 09/15/422042-09-155.89Other InstrumentCMOs2987464.02620929.29FMAC FGRA S13190 08/15/432043-08-155.79Other InstrumentCMOs3241323.44735614.57FNMA FNAR XX.XXX LBAL47792041-10-013.566Other InstrumentMortgages718009.05762192.82FNMA FNRA CL010LI R08F0102038-03-256.822Other InstrumentCMOs479473.6486061.92FNMA FNRA CL014ES R07F0142037-03-256.282Other InstrumentCMOs637568.8492289.05FNMA FNRA CL015PS R13F0152041-04-256.042Other InstrumentCMOs3174636.26662056.11FNMA FNRA CL018SC R12F0182042-03-255.7945Other InstrumentCMOs3248240.10551186.96FNMA FNRA CL045SM R06F0452036-06-256.442Other InstrumentCMOs231787.2433321.00FNMA FNRA CL046LS R12F0462041-01-2512.02Other InstrumentCMOs92446.90101657.17FNMA FNRA CL048SG R07F0482037-05-256.2745Other InstrumentCMOs1823930.16267023.15FNMA FNRA CL063CS R11F0632041-07-255.762Other InstrumentCMOs1639566.82183277.61FNMA FNRA CL065SC R08F0652023-08-254.6045Other InstrumentCMOs4931406.35331620.84FNMA FNRA CL075SK R12F0752041-12-256.4945Other InstrumentCMOs2628587.60548105.75FNMA FNRA CL078SG R11F0782041-08-255.842Other InstrumentCMOs1090685.24153261.82FNMA FNRA CL087NS R12F0872039-02-255.892Other InstrumentCMOs1510853.79279918.90FNMA FNRA CL090GS R05F0902035-10-256.592Other InstrumentCMOs506591.0083522.33FNMA FNRA CL148BS R12F1482039-12-255.992Other InstrumentCMOs1661479.83375476.72FNMA FNRA RC017JS R12F0172030-11-256.492Other InstrumentCMOs3076255.66531567.75FNMA FNRA RC051CI R11F0512041-06-255.8445Other InstrumentCMOs611945.43106170.11FNMA FNRA RC051IF R11F0512041-06-25.03Other InstrumentCMOs10093522.8811592.41FNMA FNRA RC101NS R11F1012041-10-256.292Other InstrumentCMOs2612505.13509684.95FNMA FNRA RC101SB R13F1012043-10-259.2672Other InstrumentCMOs1628721.121816754.15FNMA FNRM CL018MZ R07F0182037-03-256Other InstrumentCMOs23869.8025913.25FNMA FNRM CL032Z R07F0322037-04-255.5Other InstrumentCMOs55103.1960985.73FNMA FNRM RC088ZC R04F0882034-12-256.5Other InstrumentCMOs17121.5419993.86FMAC FEDERAL HOME LN MTG C2019-01-251.5101Other InstrumentCommercial Mortgage-Backed Security5469267.03354969.00FMAC FEDERAL HOME LN MTG C2023-07-253.531Other InstrumentCommercial Mortgage-Backed Security518198.70537375.03First Tier SecurityN/AN/A2014-03-072014-03-07YBarclays Capital, Inc.N/AN/ANN25000000.0025000000.000.0099N25002000.0025002000.00FCAR Owner Trust, A1/P1 SeriesFCAR Owner Trust, A1/P1 Series, 0.210%, 4/1/20143024A7D15Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-04-012014-04-01NNN50000000.0049990958.330.0197N49995000.0049995000.00Wells Fargo Securities, LLCWells Fargo Securities, LLC, 0.370%, 4/15/201492999Z003Other Repurchase AgreementN033EAWAMU2037-03-254.4909Other InstrumentCMOs611446.21565567.3701BKE IBM2027-08-016.22Other InstrumentCorporates19500.0024043.7902J3YSLM CORP2014-05-155.375Other InstrumentCorporates27610.5028276.7001W0APNC BANK NA2017-01-271.125Other InstrumentCorporates61974.0062139.3202BQ4WPP FIN 20102042-09-075.125Other InstrumentCorporates149300.00150626.3402BQ4WPP FIN 20102043-11-155.625Other InstrumentCorporates9500.0010174.8102G5KWACHOVIA BNK2015-02-014.875Other InstrumentCorporates255500.00266845.8001BHNWACHOVIA CORP2015-10-28.5761Other InstrumentCorporates1071300.001072904.8901BHNWACHOVIA CORP2018-02-015.75Other InstrumentCorporates282400.00327917.9401ZXEHSBC BANK USA2017-03-020Other InstrumentCD1000.001000.0001ZXEHSBC BANK USA2017-10-040Other InstrumentCD500.00500.0002G5KWACHOVIA BANK2015-08-155Other InstrumentCorporates15000.0015947.9301BO2WELLS FARGO CO2016-07-201.25Other InstrumentCorporates1059200.001073117.3001BO2WELLS FARGO CO2017-02-071.25Other InstrumentCorporates6000.007124.6401BO2WELLS FARGO CO2017-07-100Other InstrumentCorporates5000.005540.4001BO2WELLS FARGO CO2018-01-161.5Other InstrumentCorporates594300.00595476.7101BO2WELLS FARGO CO2023-08-154.125Other InstrumentCorporates162000.00165837.71XXXX GENERAL MTRS CO2043-10-026.25Other InstrumentCBND15000.0016992.7101BO2WELLS FARGO & CO2014-07-080Other InstrumentMTN2000.002530.4401BO2WELLS FARGO & CO2014-12-080Other InstrumentMTN13400.0016562.8001BO2WELLS FARGO & CO2015-02-131.25Other InstrumentCorporates1057300.001067144.3401BO2WELLS FARGO & CO2015-04-153.625Other InstrumentCorporates7500.007872.6201BO2WELLS FARGO & CO2015-07-011.5Other InstrumentCorporates220900.00224462.0101BO2WELLS FARGO & CO2015-11-060Other InstrumentMTN600.00737.9201BO2WELLS FARGO & CO2018-03-070Other InstrumentMTN1500.001420.5801BO2WELLS FARGO N CO2014-04-154.625Other InstrumentCorporates113900.00116424.8001BZTVPII ESCROW CORP2018-08-156.75Other InstrumentCorporates4000.004409.7501ZXEHSBC BANK USA NA2017-09-050Other InstrumentCD4000.004056.80021TIWELLS FARGO BANK2016-05-165.75Other InstrumentCorporates49600.0055669.6202G5KWACHOVIA BANK NA2016-03-155.6Other InstrumentCorporates4700.005257.9202G5KWACHOVIA BANK,NA2014-11-014.8Other InstrumentCorporates7500.007841.0302G5KWACHOVIA BANK,NA2038-01-156.6Other InstrumentCorporates1000.001314.89030MYSHERWOOD FDG CDO2045-10-05.8129Other InstrumentABS997667.521181.36030NTWELLS FARGO COML2045-10-174.693Other InstrumentCommercial Mortgage-Backed Security620800.00630799.66030NTWELLS FARGO COML2045-10-174.7787Other InstrumentCommercial Mortgage-Backed Security27500.0026255.4501RD0FLORIDA POWER CO.2017-09-155.8Other InstrumentCorporates30055.8035404.8602KN4WELLPOINT INC COM2014-12-155Other InstrumentCorporates500.00522.9402KN4WELLPOINT INC COM2015-09-101.25Other InstrumentCorporates8000.008115.6302KN4WELLPOINT INC COM2034-12-155.95Other InstrumentCorporates1100.001273.6502KN4WELLPOINT INC COM2044-01-155.1Other InstrumentCorporates3600.003716.9301BDPCONSTELLATION ENGY2032-04-017.6Other InstrumentCorporates10075.1012804.6801BFHJP MORGAN CHASE CO2015-01-203.7Other InstrumentCorporates69780.5072064.8001BO2WELLS FARGO & COMP2015-10-28.4354Other InstrumentCorporates200000.00200224.5601DP2ROYAL BK OF CANADA2014-07-030Other InstrumentMTN25500.0031130.4001DP2ROYAL BK OF CANADA2016-04-040Other InstrumentCorporates35600.0053549.5201DP2ROYAL BK OF CANADA2020-03-040Other InstrumentMTN1300.001332.4602I8PROYAL BK OF CANADA2015-06-020Other InstrumentMTN17750.0024576.6501BO2WELLS FARGO & COMPY2016-09-155.125Other InstrumentCorporates42900.0048218.5201BO2WELLS FARGO COMPANY2044-01-155.606Other InstrumentCorporates1431369.901584536.9801DP2ROYAL BANK OF CANDA2015-07-060Other InstrumentCorporates30600.0043357.1401DUX144A/REG S WEA FIN.2016-10-015.7Other InstrumentCorporates100000.00113845.5001SUBPACICIC LIFE INS CO2039-06-159.25Other InstrumentCorporates26720.8039413.90021TIWELLS FARGO BANK NA2015-07-20.75Other InstrumentCorporates50000.0050288.58021TIWELLS FARGO BANK NA2015-07-20.5166Other InstrumentCorporates30000.0030094.2302KN4WELLPOINT INC COM <2018-01-151.875Other InstrumentCorporates97300.0097485.8002KN4WELLPOINT INC COM <2022-05-153.125Other InstrumentCorporates4200.004078.8302XUBORION 2006-1,LTD,KY2046-09-101.7565Other InstrumentABS1288840.591144.8101DP2ROYAL BANK OF CANADA2020-02-040Other InstrumentMTN28700.0030146.48030M2RALI GRANTOR TRUST I2046-12-25.328Other InstrumentCMO1069315.42918483.49030NRWACHOVIA BK COMM MTG2045-01-185.416Other InstrumentCommercial Mortgage-Backed Security4000.004308.86030NTWELLS FARGO COML MTG2045-10-172.1336Other InstrumentCommercial Mortgage-Backed Security52477.646163.31030PAWELLS FARGO MTG 20112035-10-255.1455Other InstrumentCMO282927.01287956.020353TOWS STRUCTURED ASSET2048-06-254.5Other InstrumentABS1796179.571792324.9701BD1ANADARKO PET 14.75% 12040-03-156.2Other InstrumentCorporates79200.0094026.4201BL4KIMBERLY-CLARK CORPOR2041-03-015.3Other InstrumentCorporates190741.20221368.2001BLPLINCOLN NATIONAL CORP2036-04-076.15Other InstrumentCorporates61296.7074058.5201BO2WELLS FARGO & CO CORN2014-11-174.4Other InstrumentCorporates1200.001227.2401BO2WELLS FARGO & COMPANY2014-11-155Other InstrumentCorporates32800.0034276.8401BO2WELLS FARGO & COMPANY2016-06-153.676Other InstrumentCorporates132500.00143308.5701BO2WELLS FARGO & COMPANY2017-12-115.625Other InstrumentCorporates465900.00541627.9701BO2WELLS FARGO & COMPANY2099-12-317.98Other InstrumentCorporates457100.00535324.2901BO2WELLS FARGO CO MTN BE2021-04-014.6Other InstrumentCorporates40100.0045449.8801BO2WELLS FARGO&CO CORNTS2014-12-154.5Other InstrumentCorporates300.00307.8201BP3PILGRIMS PRIDE CORP N2018-12-157.875Other InstrumentCorporates394800.00432688.4601BTWVULCAN MATERIALS CO,N2018-06-157Other InstrumentCorporates121300.00141956.7201BVGMICROSOFT CORPORATION2041-02-085.3Other InstrumentCorporates10596.5011996.7701MQ3144A/REG S WEA FINANC2018-04-157.125Other InstrumentCorporates256100.00314043.3701PR0GENERAL ELEC CAPT COR2015-01-092.15Other InstrumentCorporates6500.006619.7701PUONATIONAL RURAL UTILIT2014-03-014.75Other InstrumentCorporates2700.002763.0601SXETABERNA PREFERRED FUN2036-08-051.0356Other InstrumentABS1264245.602227.1401T78STATER BROS HLDGS INC2018-11-157.375Other InstrumentCorporates383400.00413056.2601T89PRINCIPAL FINANCIAL G2042-09-154.625Other InstrumentCorporates255326.60256498.8001WA5WELLS FARGO COMMERCIA2043-11-184.393Other InstrumentCommercial Mortgage-Backed Security30000.0032663.80021TIWELLS FARGO NAT ASSOC2016-05-16.4485Other InstrumentCorporates130000.00129396.0902I8PROYAL BK OF CDA BD CD2015-08-030Other InstrumentMTN2000.002627.6002IX5ADR SANOFI-SYNTHELABO2021-03-294Other InstrumentCorporates22000.0023999.2602J0UENTERPRISE PRODUCTS O2042-08-154.85Other InstrumentCorporates39700.0039106.9402LOYTABERNA PREFERRED FUN2035-07-052.0429Other InstrumentABS200695.2855564.6502LOYTABERNA PREFERRED FUN2035-07-250Other InstrumentABS194558.7511391.8002M7CSHELL INTERNATIONAL F2042-08-213.625Other InstrumentCorporates19000.0016862.2102PGHRECKSON OPERATING PAR2018-08-155Other InstrumentCorporates33830.0037141.1302XURSOUNDVEIW HOME LOAN T2036-12-25.298Other InstrumentAsset Backed Securities52721.9752632.6102XUUTABERBA PREFERRED FU2035-11-050Other InstrumentABS58693.10527.1802XUZWFRBS COML MTG TE 2012044-11-183.667Other InstrumentCommercial Mortgage-Backed Security40000.0041555.6502XUZWFRBS COML MTG TR 2012044-03-173.24Other InstrumentCommercial Mortgage-Backed Security2640000.002760941.0402XUZWFRBS COML MTG TR 2012044-03-171.6667Other InstrumentCommercial Mortgage-Backed Security1051165.3470034.79030M8RESIDENTIAL ASSET SEC2032-07-256.65Other InstrumentAsset Backed Securities101687.3997358.45030NQWACHOVIA BANK COMM MT2044-10-175.2389Other InstrumentCommercial Mortgage-Backed Security11865.0612539.42030NRWACHOVIA BANK COMMERC2051-02-155.9216Other InstrumentCommercial Mortgage-Backed Security26070.8428816.50030NRWACHOVIA BANK COMML M2048-11-185.308Other InstrumentCommercial Mortgage-Backed Security5465.825991.76030NTWELLS FARGO ALTERNATI2037-07-257Other InstrumentCMOs619341.05415759.55030NTWELLS FARGO HOME EQTY2034-10-251.358Other InstrumentAsset Backed Securities64882.0557746.98030NTWELLS FARGO MTGE BCKD2035-06-252.6269Other InstrumentCMOs1300.361336.45030NTWELLS FARGO MTGE BCKD2035-06-255.2295Other InstrumentCMOs355699.65364797.67030PAWELLS FARGO MTG LN TR2036-06-275.6617Other InstrumentCMO2450197.582206359.83030PAWELLS FARGO MTG TR SE2036-06-275.0198Other InstrumentCMO904920.25907725.900322SWAMU MORTGAGE PASS TH2048-03-173.863Other InstrumentCommercial Mortgage-Backed Security22500.0021943.370322SWFRBS COML MTG TR 2012048-03-174.2821Other InstrumentCommercial Mortgage-Backed Security26000.0025530.16032XASNAAC AUTO REC TR 2002020-04-154.56Other InstrumentABS260322.60259839.88033EEWFRBS COML MTG TR 2012045-05-173.345Other InstrumentCommercial Mortgage-Backed Security1000.00970.05033EEWFRBS COML MTG TR 2012045-05-174.1401Other InstrumentCommercial Mortgage-Backed Security123050.00108948.85033EEWFRBS COML TR 2013 C12045-05-171.4828Other InstrumentCommercial Mortgage-Backed Security43316.093878.67035F7WFRBS COML MTG TR 2012046-09-171.0779Other InstrumentCommercial Mortgage-Backed Security23530420.731452656.42037B3WFRBS COML MTG TR 2012046-12-174.023Other InstrumentCommercial Mortgage-Backed Security3000.003119.28037B3WFRBS COML MTG TR 2012046-12-175.127Other InstrumentCommercial Mortgage-Backed Security500000.00516715.21037VRWFRBS COML MTG TR 2012046-03-16.5345Other InstrumentCommercial Mortgage-Backed Security915241.5019805.83037VRWFRBS COML MTG TR 2012046-03-161.1588Other InstrumentCommercial Mortgage-Backed Security5306938.43348631.2103847ARC PPTYS OPER PARTNE2019-02-063Other InstrumentCorporates44000.0044052.95First Tier SecurityN/AN/A2014-03-072014-03-07YWells Fargo Securities, LLCN/AN/ANN25000000.0025000000.000.0099N24999070.0024999070.00BNP Paribas SABNP Paribas SA, 0.210%, 5/12/201405574RAC9Certificate of DepositNFirst Tier SecurityN/AN/A2014-05-122014-05-12NNN32000000.0032000000.000.0126N31998720.0031998720.00BJ Financing, LLCBJ Financing, LLC, Series 2007A, 0.150%, 12/1/203705549FAA1Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YBMO Harris Bank, N.A.N/AN/AYBMO Harris Bank, N.A.N/AN/AN5715000.005715000.000.0023N5715000.005715000.00Eastside Catholic SchoolWashington State Housing Finance Commission (Eastside Catholic School) , Series A, 0.040%, 7/1/203893978LDA1Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YWells Fargo Bank, N.A.N/AN/AYWells Fargo Bank, N.A.N/AN/AN19185000.0019185000.000.0076N19185000.0019185000.00Wiz Kidz, LLC & Wiz Biz Holdings, LLCWiz Kidz, LLC & Wiz Biz Holdings, LLC, Series 2008, 0.255%, 5/1/2028977500AA5Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YFederal Home Loan Bank of AtlantaN/AN/AYFederal Home Loan Bank of AtlantaN/AN/AN4235000.004235000.000.0017N4235000.004235000.00Michigan Finance AuthorityMichigan Finance Authority, Series 2010-C, 0.110%, 9/1/205059447PCJ8Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YBank of MontrealN/AN/AYBank of MontrealN/AN/AN10000000.0010000000.000.0039N10000000.0010000000.00Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.220%, 3/12/201486562UAF9Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-122014-03-12NNN14000000.0014000000.000.0055N14000140.0014000140.00Nordea Bank ABNordea Bank AB, 0.160%, 3/11/201465558GCB7Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-03-112014-03-11NNN5039000.005038776.040.0020N5038899.225038899.22ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.205%, 4/1/20144497W1D11Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-04-012014-04-01NNN25000000.0024995586.800.0099N24997000.0024997000.00Societe Generale, ParisSociete Generale, Paris, 0.220%, 3/5/201483368NSH5Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-052014-03-05NNN41000000.0041000000.000.0162N41000820.0041000820.00LMA-Americas LLCLMA-Americas LLC, 0.230%, 4/17/201453944RDH8Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-04-172014-04-17NYCredit Agricole Corporate and Investment BankN/AN/AN10000000.009996997.220.0039N9997600.009997600.00Chariot Funding LLCChariot Funding LLC, 0.300%, 7/29/201415963UGV2Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-07-292014-07-29NNN20000000.0019975000.000.0079N19984000.0019984000.00ICICI Bank Ltd., Hong Kong (Series B)ICICI Bank Ltd., Hong Kong (Series B), 0.150%, 4/28/201444928NDU7Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-04-282014-04-28NYWells Fargo Bank, N.A.N/AN/AN10000000.009997583.330.0039N9993100.009993100.00ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.200%, 3/6/20144497W1C61Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-03-062014-03-06NNN35500000.0035499013.890.0140N35499290.0035499290.00BNP Paribas Securities Corp.BNP Paribas Securities Corp., REPO, 0.070%, 3/3/201469999A006Treasury Repurchase AgreementYUSTR 1 NOTE M 192019-06-301Treasury Debt3650.353538.50USTR 1 NOTE Q 192019-09-301Treasury Debt210608.77203452.99USTR 1 NOTE S 192019-11-301Treasury Debt2793421.212682473.58USTR 2 TRIN D 142014-07-152Treasury Debt187399.84237342.58USTR 0 5/8 TRIB 432043-02-15.625Treasury Debt877069.59732965.41USTR 1 3/8 TRIB 442044-02-151.375Treasury Debt1402614.131411581.79USTR BILL 03/27/142014-03-270Treasury Debt5527277.845527062.27USTR BILL 05/29/142014-05-290Treasury Debt5734692.555733969.98USTR BILL 06/26/142014-06-260Treasury Debt458.12458.04USTR BILL 08/14/142014-08-140Treasury Debt5476565.355474758.08USTR 0 1/8 TRIN X 182018-04-15.125Treasury Debt1704733.531780837.74USTR 0 3/8 TRIN D 232023-07-15.375Treasury Debt1148020.471150818.47USTR 0 7/8 NOTE N 192019-07-31.875Treasury Debt4064336.193901973.26USTR 0 7/8 NOTE V 172017-02-28.875Treasury Debt5791214.575821502.62USTR 0 7/8 NOTE Y 172017-04-30.875Treasury Debt6813965.986855023.89USTR 1 1/2 NOTE U 192019-01-311.5Treasury Debt3267.063276.47USTR 1 1/2 NOTE V 192019-02-281.5Treasury Debt5361031.775364382.42USTR 1 1/4 NOTE K 192019-04-301.25Treasury Debt315755.28312228.81USTR 1 1/4 NOTE S 152015-10-311.25Treasury Debt5337081.835448427.48USTR 1 1/4 TRIN K 142014-04-151.25Treasury Debt3419246.343806090.88USTR 1 1/8 NOTE L 192019-05-311.125Treasury Debt5475.535359.86USTR 1 3/8 NOTE Q 182018-09-301.375Treasury Debt1384692.741393889.85USTR 1 3/8 NOTE S 182018-11-301.375Treasury Debt91258.7591447.63USTR 1 3/8 NOTE T 182018-12-311.375Treasury Debt193103.52192993.26USTR 2 1/8 NOTE E 212021-08-152.125Treasury Debt275046.57273795.42USTR 2 3/4 NOTE B 192019-02-152.75Treasury Debt1076853.251143538.00USTR 2 5/8 NOTE U 142014-12-312.625Treasury Debt673944.04690938.43USTR 3 1/8 NOTE C 192019-05-153.125Treasury Debt617693.98671743.57USTR 3 1/8 NOTE C 212021-05-153.125Treasury Debt480464.54516800.74USTR 3 3/4 NOTE F 182018-11-153.75Treasury Debt281259.47314642.17USTR 3 5/8 NOTE E 192019-08-153.625Treasury Debt642008.96709553.30USTR 0 1/4 NOTE AU 152015-12-31.25Treasury Debt315253.35315233.95USTR 1 1/2 NOTE AG 182018-12-311.5Treasury Debt5274956.525302690.93USTR 1 1/4 NOTE AE 182018-10-311.25Treasury Debt55122.1155023.09USTR 1 1/4 NOTE AF 182018-11-301.25Treasury Debt346180.94344708.52USTR 1 3/8 NOTE AA 182018-06-301.375Treasury Debt5951534.295994629.48First Tier SecurityN/AN/A2014-03-032014-03-03NNN73007000.0073007000.000.0288N73007000.0073007000.00Michigan Finance AuthorityMichigan Finance Authority, Series 2010-A, 0.110%, 9/1/205059447PCG4Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YBank of America N.A.N/AN/AYBank of America N.A.N/AN/AN25000000.0025000000.000.0099N25000000.0025000000.00Jupiter Securitization Co. LLCJupiter Securitization Co. LLC, 0.300%, 6/5/20144820P3F57Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-06-052014-06-05NNN25000000.0024980000.000.0098N24988250.0024988250.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.210%, 4/28/201406538GXS6Certificate of DepositNFirst Tier SecurityN/AN/A2014-04-282014-04-28NNN20000000.0020000000.000.0079N20000600.0020000600.00Citigroup Global Markets, Inc.Citigroup Global Markets, Inc., 0.690%, 4/25/201499CBF2906Other Repurchase AgreementN030I8CWALT2035-02-251.208Other InstrumentAsset Backed Securities2254500.001769950.84030IGCWMBS INC2046-04-25.498Other InstrumentAsset Backed Securities3318735.291760908.690348SWAMU MTGE2046-10-251.015Other InstrumentCMOs3458.622821.980348SWAMU MTGE2046-12-25.955Other InstrumentCMOs213456.90177636.5502GKKGSMS 2006 RR22046-06-235.5784Other InstrumentCommercial Mortgage-Backed Security2333519.741245970.6902J64DUKE FDG V LTD2033-08-07.7877Other InstrumentABS3657463.971706790.2802LP5HUNTINGTON CDO2040-11-05.7356Other InstrumentABS653159.50216156.5802GJSABS BANKER 96-12026-10-107.875Other InstrumentABS1229172.251369048.9801BURUS CAP FDG V LTD2040-10-10.5204Other InstrumentABS2358657.661774309.3402XRXADJ RATE MTGE TR2035-11-25.438Other InstrumentAsset Backed Securities1819674.801612241.0801EFTREGS S HIGHLAND PARK2051-11-25.6376Other InstrumentABS6550000.001377616.5202XUENEW CENTURY HME EQTY2035-07-25.798Other InstrumentAsset Backed Securities2400000.001814084.40030JIGRAMERCY REAL ESTATE2056-08-15.5159Other InstrumentABS1849294.381550330.5701RVDJPMORGAN CHASE COMM M2042-01-155.3253Other InstrumentCommercial Mortgage-Backed Security2250000.001796861.2802X5DMASTR ADJ RATE MTG 202047-05-25.358Other InstrumentAsset Backed Securities2343000.321811043.6302X5EMASTR ADJ RATE MTG TR2046-12-25.935Other InstrumentAsset Backed Securities392332.18238308.8202XSE CREDIT SUISSE COMM2040-09-176.0436Other InstrumentCommercial Mortgage-Backed Security2500000.001477974.5302XST1ST FRANKLIN MTGE LOA2034-03-251.058Other InstrumentAsset Backed Securities1764120.971622001.0702XSVFIRST FRANKLIN MTG 202036-11-25.608Other InstrumentAsset Backed Securities2250000.001814313.7502XU4MORGAN STNALEY CAPITA2049-04-155.7296Other InstrumentCommercial Mortgage-Backed Security116225.2577544.10030HDCARRINGTON MTGELOAN T2035-06-25.618Other InstrumentAsset Backed Securities859365.25779206.67030LGNATIONAL COLL ST LN T2030-07-25.398Other InstrumentAsset Backed Securities1656972.251392967.14030MVSAXON ASSET SEC. TRUS2034-12-251.058Other InstrumentAsset Backed Securities1623580.191420152.56030NQWASHINGTON MUTUAL MSC2034-08-256.8185Other InstrumentCMOs350932.01166002.39XXXX HARBOR SPC ACTING AC2047-09-200Other InstrumentABS3325000.001629276.60First Tier SecurityN/AN/A2014-04-252014-04-25NNN30000000.0030000000.000.0118Y30026142.0030026142.00Kentucky Economic Development Finance AuthorityKentucky Economic Development Finance Authority, Henderson County Health Care Corp., 0.350%, 12/1/201849126HAL2Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YFederal Home Loan Bank of CincinnatiN/AN/AYFederal Home Loan Bank of CincinnatiN/AN/AN1695000.001695000.000.0007N1695000.001695000.00Aspirus Wausau Hospital, Inc.Wisconsin Health & Educational Facilities Authority (Aspirus Wausau Hospital, Inc.) , (Series 1998 B), 0.040%, 8/15/202197710BLV2Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YJPMorgan Chase Bank, N.A.N/AN/AYJPMorgan Chase Bank, N.A.N/AN/AN9970000.009970000.000.0039N9970000.009970000.00Deutsche Bank AGDeutsche Bank AG, 0.240%, 4/30/201425152XQP8Certificate of DepositNFirst Tier SecurityN/AN/A2014-04-302014-04-30NNN25000000.0025000000.000.0099N25000500.0025000500.00Caisse des Depots et Consignations (CDC)Caisse des Depots et Consignations (CDC), 0.235%, 6/18/201412800BFJ6Other Commercial PaperNFirst Tier SecurityN/AN/A2014-06-182014-06-18NNN50000000.0049964423.610.0197N49970000.0049970000.00Mitsubishi UFJ Securities (USA), Inc.Mitsubishi UFJ Securities (USA), Inc., 0.250%, 3/14/2014603997008Other Repurchase AgreementN02J86ISHARES2049-01-010Other InstrumentETF74385.0080581.2701BQXSOTHEBYS2049-01-010Other InstrumentCOMN1476067.50743495.2002J3YSLM CORP2049-01-010Other InstrumentCOMN11302.502687.7301BMBMASCO CORP2049-01-010Other InstrumentCOMN34500.008041.9501RDKDAVITA INC2018-11-016.375Other InstrumentCorporates11373.4512191.9801BBTABBOTT LABS2049-01-010Other InstrumentCOMN2450535.00975067.8801BOXPEPSICO INC2049-01-010Other InstrumentCOMN1396590.001104283.7101YVCING U S INC2053-05-155.65Other InstrumentCorporates75000.0074524.9001CUKQUALCOMM INC2049-01-010Other InstrumentCOMN1775415.001334934.5401SP3NOVARTIS A G2049-01-010Other InstrumentADR2225745.001837352.5001BPCCITIGROUP INC2049-01-010Other InstrumentCOMN2921872.501422659.7202JK6CCO HLDGS LLC2017-10-307.25Other InstrumentCorporates119775.00129807.82032UFKCG HLDGS INC2049-01-010Other InstrumentCOMN2064930.00244074.7301CYDPMC-SIERRA INC2049-01-010Other InstrumentCOMN105750.007751.480270QAMERICAN CAP LTD2049-01-010Other InstrumentMFND203812.5031346.3602JK6CCO HOLDINGS LLC2019-01-157Other InstrumentCorporates266342.10283883.6901BKTJOHNSON & JOHNSON2049-01-010Other InstrumentCOMN1353772.501236806.5601SLZCROSSTEX ENERGY LP2018-02-158.875Other InstrumentCorporates186826.13196766.1802NJASELECT INCOME REIT2049-01-010Other InstrumentCOMN66307.5018844.5901BHXJACK IN THE BOX INC2049-01-010Other InstrumentCOMN58305.0033595.3401G8GTE CONNECTIVITY LTD2049-01-010Other InstrumentCOMN361162.50210304.9201BENBRISTOL MYERS SQUIBB2049-01-010Other InstrumentCOMN1499107.50808768.5001BULWILLIAMS COS INC DEL2049-01-010Other InstrumentCOMN2736127.501128926.2101CE1POWERSHARES DB CMDTY2049-01-010Other InstrumentETF160500.0041794.2001HYWNEWFIELD EXPLORATION2018-05-157.125Other InstrumentCorporates60859.5064382.3801I4KSIMON PPTY GROUP INC2049-01-010Other InstrumentCOMN237997.50381700.3901T92PENN VA RES PARTNERS2018-04-158.25Other InstrumentCorporates63886.9568868.8002GAULIBERTY MUTUAL GROUP2087-03-077.8Other InstrumentCorporates313410.30347984.6801CHUMELCO CROWN ENTMT LTD2049-01-010Other InstrumentADR338250.00145819.5801CIPRANGE RESOURCES CORP,2019-05-158Other InstrumentCorporates102853.73110736.3201F7TCHESAPEAKE ENERGY COR2015-02-159.5Other InstrumentCorporates32244.9034814.1901LXIRUTHS HOSPITALITY GRO2049-01-010Other InstrumentCOMN46492.505732.5301O4IEL PASO PIPELINE PART2021-10-015Other InstrumentCorporates209250.00227077.4001W7IAMERICAN TOWER CORP N2049-01-010Other InstrumentCOMN993037.50808928.350236CCARRIZO OIL & GAS INC2018-10-158.625Other InstrumentCorporates12094.8813417.63028AIMARRIOTT VACATIONS WR2049-01-010Other InstrumentCOMN407250.00211199.8502FP5RYMAN HOSPITALITY PPT2049-01-010Other InstrumentCOMN319200.00134383.2002G3GALBANY MOLECULAR RESH2049-01-010Other InstrumentCOMN10507.501688.5602GN0CITIBANK CRDIT CARD I2018-11-07.4243Other InstrumentAsset Backed Securities188494.20188718.4102LVTPHILIP MORRIS INTL IN2049-01-010Other InstrumentCOMN716145.00578501.9303237MALLINCKRODT INTL FIN2023-04-154.75Other InstrumentCorporates9737.789361.88First Tier SecurityN/AN/A2014-03-072014-03-07YMitsubishi UFJ Securities (USA), Inc.N/AN/ANN15000000.0015000000.000.0059N15000751.5015000751.50Societe Generale North America, Inc.Societe Generale North America, Inc., 0.280%, 3/31/201483365SCX9Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-03-312014-03-31NYSociete Generale, ParisN/AN/AN4500000.004498950.000.0018N4499505.004499505.00Bedford Row Funding Corp.Bedford Row Funding Corp., 0.330%, 8/5/201407644BH54Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-08-052014-08-05NYRoyal Bank of Canada, MontrealN/AN/AN5000000.004992804.170.0020N4995450.004995450.00Metropolitan Life Global Funding IMetropolitan Life Global Funding I, 5.125%, 6/10/201459217EBW3Other NoteNFirst Tier SecurityN/AN/A2014-06-102014-06-10NNN11500000.0011656745.880.0046N11648591.5011648591.50Nationwide Building SocietyNationwide Building Society, 0.210%, 3/12/20146385E1CC3Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-03-122014-03-12NNN10000000.009999358.330.0039N9999600.009999600.00General Electric Capital Corp.General Electric Capital Corp., 0.503%, 9/15/201436962GK94Other NoteNFirst Tier SecurityN/AN/A2014-03-172014-09-15NNN1467000.001469169.460.0006N1468795.611468795.61ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.210%, 5/15/20144497W1EF9Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-05-152014-05-15NNN30000000.0029986875.000.0118N29988300.0029988300.00Jupiter Securitization Co. LLCJupiter Securitization Co. LLC, 0.300%, 4/11/20144820P3DB6Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-04-112014-04-11NNN2000000.001999316.660.0008N1999640.001999640.00Bank of Nova Scotia, TorontoBank of Nova Scotia, Toronto, 0.250%, 6/23/201406417HCE4Certificate of DepositNFirst Tier SecurityN/AN/A2014-06-232014-06-23NNN25000000.0025000000.000.0099N25003250.0025003250.00Toyota Motor Credit Corp.Toyota Motor Credit Corp., 0.242%, 7/14/201489236TAN5Other NoteNFirst Tier SecurityN/AN/A2014-04-142014-07-14NNYSupport AgreementToyota Motor Corp.N/AN/A50000000.0050000000.000.0197N49992800.0049992800.00Capital Trust Agency, FLCapital Trust Agency, FL, 0.130%, 7/15/2024140532AP7Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YFederal National Mortgage AssociationN/AN/AYFederal National Mortgage AssociationN/AN/AN9960000.009960000.000.0039N9960000.009960000.00JPMorgan Chase Bank, N.A.JPMorgan Chase Bank, N.A., 0.380%, 5/15/201448125PB44Certificate of DepositNFirst Tier SecurityN/AN/A2014-05-152014-05-15NNN20000000.0020000000.000.0079N20007200.0020007200.00M&T Bank Auto Receivables Trust 2013-1M&T Bank Auto Receivables Trust 2013-1, Class A1, 0.250%, 9/15/201455292LAA2Other NoteNFirst Tier SecurityN/AN/A2014-09-152014-09-15NNN8565552.488565552.450.0034N8565552.488565552.48Credit Agricole Corporate and Investment BankCredit Agricole Corporate and Investment Bank, 0.220%, 4/22/201422532U4Y7Certificate of DepositNFirst Tier SecurityN/AN/A2014-04-222014-04-22NNN35000000.0035000000.000.0138N35003500.0035003500.00Atlantic Asset Securitization LLCAtlantic Asset Securitization LLC, 0.230%, 3/26/201404821UCS9Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-03-262014-03-26NNYGuaranteeCredit Agricole Corporate and Investment BankN/AN/A20000000.0019996805.550.0079N19998000.0019998000.00LMA-Americas LLCLMA-Americas LLC, 0.240%, 4/11/201453944RDB1Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-04-112014-04-11NYCredit Agricole Corporate and Investment BankN/AN/AN27000000.0026992620.000.0106N26994330.0026994330.00Pittsburg Fox Creek Associates L.P.Pittsburg Fox Creek Associates L.P., Series 2011-A, 0.150%, 10/1/2051724624AA9Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YFederal Home Loan Bank of San FranciscoN/AN/AYFederal Home Loan Bank of San FranciscoN/AN/AN7450000.007450000.000.0029N7450000.007450000.00Credit Suisse, ZurichCredit Suisse, Zurich, 0.230%, 6/19/201422549TVB1Certificate of DepositNFirst Tier SecurityN/AN/A2014-06-192014-06-19NNN10000000.0010000000.000.0039N10000000.0010000000.00J.P. Morgan Securities LLCJ.P. Morgan Securities LLC, 0.300%, 6/16/201446590EFG8Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-06-162014-06-16NNN25000000.0024977708.330.0098N24983250.0024983250.00Wells Fargo Bank, N.A.Wells Fargo Bank, N.A., 0.244%, 9/16/20149497P6P77Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-172014-09-16NNN20000000.0020000000.000.0079N20004400.0020004400.00Societe Generale North America, Inc.Societe Generale North America, Inc., 0.245%, 5/2/201483365SE25Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-05-022014-05-02NYSociete Generale, ParisN/AN/AN25000000.0024989451.310.0099N24992500.0024992500.00Overland Park Professional Center LLCOverland Park Professional Center LLC, Series 2004, 0.250%, 3/1/2034690301AA4Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YU.S. Bank, N.A.N/AN/AYU.S. Bank, N.A.N/AN/AN2545000.002545000.000.0010N2545000.002545000.00Mitsubishi UFJ Securities (USA), Inc.Mitsubishi UFJ Securities (USA), Inc., 0.250%, 3/5/2014603997008Other Repurchase AgreementN02J86ISHARES2049-01-010Other InstrumentETF338830.00367054.5402J3YSLM CORP2049-01-010Other InstrumentCOMN442850.00105309.7302KLSBAIDU INC2049-01-010Other InstrumentADR109445.00195818.9901RDKDAVITA INC2018-11-016.375Other InstrumentCorporates24750.0026531.2301BBTABBOTT LABS2049-01-010Other InstrumentCOMN968920.00385533.2701BOXPEPSICO INC2049-01-010Other InstrumentCOMN159910.00126440.8401BQVSNAP ON INC2049-01-010Other InstrumentCOMN106335.00118127.5502BY6GRIFOLS INC2018-02-018.25Other InstrumentCorporates301590.65324568.0901C0OCELGENE CORP2049-01-010Other InstrumentCOMN103630.00167538.6201SP3NOVARTIS A G2049-01-010Other InstrumentADR337035.00278222.3901BPCCITIGROUP INC2049-01-010Other InstrumentCOMN632075.00307757.3202JK6CCO HLDGS LLC2017-10-307.25Other InstrumentCorporates64300.0069686.0201BI7GANNETT CO INC2017-11-159.375Other InstrumentCorporates493.05530.930270QAMERICAN CAP LTD2049-01-010Other InstrumentMFND4830230.00742889.3702JK6CCO HOLDINGS LLC2019-01-157Other InstrumentCorporates4437.204729.4401BKTJOHNSON & JOHNSON2049-01-010Other InstrumentCOMN222485.00203262.3001TK0CEDAR FAIR CNANDA2018-08-019.125Other InstrumentCorporates12500.0013523.0502NJASELECT INCOME REIT2049-01-010Other InstrumentCOMN43235.0012287.3901BHXJACK IN THE BOX INC2049-01-010Other InstrumentCOMN1340.00772.1101G8GTE CONNECTIVITY LTD2049-01-010Other InstrumentCOMN351315.00204570.7201I4KSIMON PPTY GROUP INC2049-01-010Other InstrumentCOMN62095.0099587.9601OQWVOLCAN CO MINERA S A2022-02-025.375Other InstrumentCBND150.00145.3301TGMHCA THE HEALTHCAR CO2019-04-158.5Other InstrumentCorporates58190.3062999.8902GAULIBERTY MUTUAL GROUP2087-03-077.8Other InstrumentCorporates16270.0018064.8502HHFBIG 5 SPORTING GOODS2049-01-010Other InstrumentCOMN500000.0075050.0001BZXCREDIT ACCEP CORP MIC2049-01-010Other InstrumentCOMN44500.0061766.0001F7TCHESAPEAKE ENERGY COR2015-02-159.5Other InstrumentCorporates30007.8032398.8401NLHTELESAT CANADA / TELE2017-05-156Other InstrumentCorporates31918.5533703.3301RY7CLEARWIRE COMMUNICIAT2016-12-0114.75Other InstrumentCorporates10000.0013656.460236CCARRIZO OIL & GAS INC2018-10-158.625Other InstrumentCorporates25000.0027734.1102FP5RYMAN HOSPITALITY PPT2049-01-010Other InstrumentCOMN42720.0017985.1202G3GALBANY MOLECULAR RESH2049-01-010Other InstrumentCOMN432125.0069442.4902GN0CITIBANK CRDIT CARD I2018-11-07.4243Other InstrumentAsset Backed Securities620573.95621312.1202J46WHITING PETROLEUM COR2018-10-016.5Other InstrumentCorporates150000.00162418.7502LT2BOARDWALK PIPELINE LP2023-02-013.375Other InstrumentCorporates100000.0089399.13030JCFORD AUTO LEASE TR 202014-11-15.54Other InstrumentAsset Backed Securities26233.7826241.91030JCFORD CR AUTO LEASE TR2015-01-15.85Other InstrumentAsset Backed Securities33832.6333862.64First Tier SecurityN/AN/A2014-03-052014-03-05YMitsubishi UFJ Securities (USA), Inc.N/AN/ANN5000000.005000000.000.0020N5000050.005000050.00Holmes Master Issuer PLC 2013-1Holmes Master Issuer PLC 2013-1, Class A1, 0.254%, 4/15/201443641NBV5Other NoteNFirst Tier SecurityN/AN/A2014-03-172014-04-15NNN10000000.0010000000.000.0039N10000060.0010000060.00Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.220%, 7/1/201486562UVG4Certificate of DepositNFirst Tier SecurityN/AN/A2014-07-012014-07-01NNN30000000.0030000000.000.0118N29996928.0029996928.00Jupiter Securitization Co. LLCJupiter Securitization Co. LLC, 0.240%, 4/1/20144820P3D18Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-04-012014-04-01NNN5000000.004998966.670.0020N4999400.004999400.00ING (U.S.) Funding LLCING (U.S.) Funding LLC, 0.210%, 4/30/20144497W1DW3Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-04-302014-04-30NNN25000000.0024991250.000.0099N24992750.0024992750.00Matchpoint Master TrustMatchpoint Master Trust, 0.220%, 3/4/20145766P1C41Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-03-042014-03-04NYBNP Paribas SAN/AN/AN15000000.0014999725.000.0059N14999850.0014999850.00Northern Pines Funding LLCNorthern Pines Funding LLC, 0.210%, 3/27/201466560LCT1Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-03-272014-03-27NYDeutsche Bank AGN/AN/AN10000000.009998483.330.0039N9999000.009999000.00Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.220%, 6/5/201486562UQX3Certificate of DepositNFirst Tier SecurityN/AN/A2014-06-052014-06-05NNN50000000.0050000000.000.0197N49997500.0049997500.00Sumitomo Mitsui Banking Corp.Sumitomo Mitsui Banking Corp., 0.220%, 5/19/201486562UMZ2Certificate of DepositNFirst Tier SecurityN/AN/A2014-05-192014-05-19NNN25000000.0025000000.000.0099N24999500.0024999500.00Merrill Lynch, Pierce, Fenner & Smith, Inc.Merrill Lynch, Pierce, Fenner & Smith, Inc., 0.360%, 3/3/2014983JVMII0Other Repurchase AgreementN031XFEXPORK SA2031-12-051.741Other InstrumentCMO3790243.904936.06030KKLB-UBS TROC132036-06-15.5059Other InstrumentCommercial Mortgage-Backed Security2496.306.76031XFEXPORKLORE SA2031-12-050Other InstrumentCMO13252329.357686.35031XFEXPORKLORE SA2031-12-052.1129Other InstrumentCMO3790243.905988.24030G0TRAP 2004-7I,KY2035-01-25.3849Other InstrumentABS32774.7819796.2502K06SARM 2005-5 AIO12035-05-25.04Other InstrumentAsset Backed Securities1684550.171347.6901BF4RASPRO TRUST 20052024-03-23.6451Other InstrumentABS32515.6615853.4502L9FNORTHWESTERN CORP2014-04-010Other InstrumentCP1803.251794.24FNMA FED NAT MTG ASSOC2051-08-252.5Other InstrumentFNRM177228.29161832.12FNMA FANNIE MAE 2003-632043-06-251.4903Other InstrumentFNRM6845696.87263037.08030KDJP MORGAN CHASE MTG2046-07-171.5096Other InstrumentCommercial Mortgage-Backed Security220767.8611915.5302XU5MORGAN STANLEY CAP I2045-03-175.5254Other InstrumentCommercial Mortgage-Backed Security721951.22760745.47033HCEVERBANK MTG TR 20132043-06-253.3823Other InstrumentCMOs133537.85105986.58036ABMORGAN STANLEY BK OF2046-10-174.7709Other InstrumentCommercial Mortgage-Backed Security59560.9854488.6901GO1PUERTO RICO SALES TAX2042-08-016Other InstrumentMUBD65193.2853668.4102MEXU S GOVT GUARANTEED D2033-09-013.62Other InstrumentSmall Business Administration34292.6835722.8402MEXUS GOVERNMENT GUARANT2022-05-015.98Other InstrumentSmall Business Administration252401.33279947.1502XRWCOMM 2010 C1 MORTGAGE2046-07-122.3269Other InstrumentCommercial Mortgage-Backed Security881221.8233036.5302XRWCOMM 2010 C1 MTG TRUS2046-07-12.3522Other InstrumentCommercial Mortgage-Backed Security6106580.13174080.9902XUFRBS CF COMMERCIAL MOR2024-04-17.9542Other InstrumentCommercial Mortgage-Backed Security685974.525039.57030GTBANC AMER FDG 2012-R52039-10-03.4185Other InstrumentABS44297405.8134603284.00030IQDBUBS 2011 LC3 MTG TR2044-08-121.432Other InstrumentCommercial Mortgage-Backed Security23998.76791.02030JGCMML MRTG TR 2007-GG12049-12-10.1061Other InstrumentCommercial Mortgage-Backed Security1382346.5412891.85030KDJPM CHASE COMM MTG SE2051-02-15.4574Other InstrumentCommercial Mortgage-Backed Security3270840.2212975.94030KKLB-UBS COMMERCIAL MOR2038-11-15.6598Other InstrumentCommercial Mortgage-Backed Security485394.337806.24030KKLB-UBS COMMERCIAL MOR2040-02-15.4184Other InstrumentCommercial Mortgage-Backed Security6653133.9785220.61030KKLB-UBS COMMERCIAL MTG2038-11-15.6598Other InstrumentCommercial Mortgage-Backed Security542540.048832.16030KXML-CFC COMMERCIAL MOR2049-09-12.4084Other InstrumentCommercial Mortgage-Backed Security20.640.14030L3MERRILL LYNCH MORTGAG2039-05-12.0009Other InstrumentCommercial Mortgage-Backed Security116.020.01030L9MSBAM COML MTG SECS T2030-10-184.293Other InstrumentCommercial Mortgage-Backed Security7691.136919.65030NHTHORNBURG MORTGAGE SE2034-09-251.0062Other InstrumentCMOs372.6014.22031XFEXPORKLORE SA PROMISS2031-12-050Other InstrumentCMO1654731.6957157.7403488AGATE BAY MTG TR 20132043-07-253.639Other InstrumentCMO1126187.24869708.51036A3HILTON USA TR 2013 HL2030-11-070Other InstrumentCommercial Mortgage-Backed Security38672013.9478620.20First Tier SecurityN/AN/A2014-03-032014-03-03NNN37000000.0037000000.000.0146N37000000.0037000000.00Toronto Dominion BankToronto Dominion Bank, 1.375%, 7/14/201489114QAA6Other NoteNFirst Tier SecurityN/AN/A2014-07-142014-07-14NNN1100000.001104371.730.0004N1104502.301104502.30Natixis Financial Products LLCNatixis Financial Products LLC, REPO, 0.060%, 3/3/201445099F004Government Agency Repurchase AgreementYFMAC FMAR 1A0064 G2037-06-014.2Government Agency Debt7020.327270.28FMAC FMAR 1A1170 G2037-04-012.295Government Agency Debt13582.8014420.73FMAC FMAR 1A1813 G2037-09-012.345Government Agency Debt10802.8211365.50FMAC FMAR 1A1824 G2037-07-011.595Government Agency Debt10437.5610800.46FMAC FMAR 1B0060 G2031-06-012.689Government Agency Debt8332.898489.49FMAC FMAR 1B0222 G2032-03-012.845Government Agency Debt11395.0111650.67FMAC FMAR 1B3317 G2037-03-012.675Government Agency Debt6687.877200.14FMAC FMAR 1B3817 G2035-05-015.343Government Agency Debt2654.832796.70FMAC FMAR 1B4032 G2038-04-015.094Government Agency Debt9650.8110288.92FMAC FMAR 1B4715 G2040-05-012.65Government Agency Debt12008.3412548.65FMAC FMAR 1B7045 G2036-04-012.69Government Agency Debt11134.9611315.99FMAC FMAR 1B7447 G2036-12-012.195Government Agency Debt10860.9611078.18FMAC FMAR 1B7556 G2037-10-011.177Government Agency Debt6605.556782.68FMAC FMAR 1B7559 G2037-11-012.726Government Agency Debt8123.148390.11FMAC FMAR 1B7560 G2037-10-011.557Government Agency Debt10479.0310633.47FMAC FMAR 1B7570 G2037-09-012.335Government Agency Debt12907.6713090.71FMAC FMAR 1B7873 G2040-12-012.505Government Agency Debt5782.795944.98FMAC FMAR 1B8887 G2041-10-012.666Government Agency Debt2799375.582948533.31FMAC FMAR 1B8909 G2041-11-012.653Government Agency Debt11439.9212000.05FMAC FMAR 1C0017 G2032-06-012.5Government Agency Debt7093.257331.58FMAC FMAR 1C0057 G2034-03-012.625Government Agency Debt10010.0110235.06FMAC FMAR 1E0003 G2035-05-012.69Government Agency Debt3484.303527.79FMAC FMAR 1G0137 G2035-04-012.605Government Agency Debt12443.9913304.52FMAC FMAR 1G0451 G2035-10-012.478Government Agency Debt11110.5511735.82FMAC FMAR 1G0867 G2035-08-012.418Government Agency Debt9578.5910186.00FMAC FMAR 1G1531 G2037-02-012.725Government Agency Debt11212.5211961.71FMAC FMAR 1G2084 G2037-08-015.579Government Agency Debt7500.977799.39FMAC FMAR 1G2131 G2037-08-012.225Government Agency Debt13112.0813981.54FMAC FMAR 1G2593 G2036-12-012.558Government Agency Debt13833.8014801.17FMAC FMAR 1G3617 G2037-03-012.22Government Agency Debt12789.7513406.24FMAC FMAR 1G5120 G2037-09-013.879Government Agency Debt12189.1812962.61FMAC FMAR 1H1354 G2036-11-012.375Government Agency Debt7043.067527.98FMAC FMAR 1J0571 G2037-08-012.704Government Agency Debt10155.6110696.39FMAC FMAR 1J1571 G2037-04-012.817Government Agency Debt10333.0711069.26FMAC FMAR 1J2920 G2037-08-011.845Government Agency Debt13647.0114566.38FMAC FMAR 1J3672 G2037-09-012.403Government Agency Debt11250.0012002.83FMAC FMAR 1L0220 G2035-05-012.854Government Agency Debt12924.3213291.83FMAC FMAR 1L0237 G2035-03-012.308Government Agency Debt6205.106316.84FMAC FMAR 1L1420 G2037-03-016.415Government Agency Debt8162.228669.00FMAC FMAR 1N0234 G2036-09-011.9Government Agency Debt12443.2312592.05FMAC FMAR 1N0368 G2037-01-015.927Government Agency Debt6774.477167.43FMAC FMAR 1N1434 G2037-04-012.085Government Agency Debt9115.869613.54FMAC FMAR 1N1489 G2036-09-012.04Government Agency Debt12365.9412604.17FMAC FMAR 1N1731 G2037-09-011.3Government Agency Debt8572.058972.59FMAC FMAR 1Q0245 G2037-03-012.91Government Agency Debt7075.937160.03FMAC FMAR 1Q0547 G2037-05-011.575Government Agency Debt13024.5613433.34FMAC FMAR 2B0177 G2042-01-013.12Government Agency Debt14125.6215115.75FMAC FMAR 2B0311 G2042-03-013.107Government Agency Debt2836099.562923905.91FMAC FMAR 2B0401 G2042-04-012.446Government Agency Debt2959892.583043585.02FMAC FMAR 2B0513 G2042-05-012.47Government Agency Debt9691.479975.67FMAC FMAR 2B0690 G2042-08-012.405Government Agency Debt2930586.603002783.80FMAC FMAR 2B0708 G2042-08-012.346Government Agency Debt2936239.353001316.69FMAC FMAR 2B1597 G2043-07-012.155Government Agency Debt3671867.663596261.15FMAC FMAR 2B1608 G2043-08-012.47Government Agency Debt3434600.083500336.61FMAC FMAR 2B1741 G2043-08-012.308Government Agency Debt41413.8640859.58FMAC FMAR 410519 G2027-04-012.375Government Agency Debt6602.686671.57FMAC FMAR 410912 G2033-12-012.255Government Agency Debt3288.023374.64FMAC FMAR 410916 G2034-07-012.386Government Agency Debt6564.666802.50FMAC FMAR 410918 G2035-02-012.565Government Agency Debt3660.403674.93FMAC FMAR 410922 G2034-04-012.865Government Agency Debt2398.172437.19FMAC FMAR 410923 G2035-07-012.885Government Agency Debt5186.405496.76FMAC FMAR 420045 G2026-10-012.217Government Agency Debt2025.332070.24FMAC FMAR 420053 G2018-05-012.244Government Agency Debt2460.952567.48FMAC FMAR 420175 G2019-03-012.211Government Agency Debt3393.433490.09FMAC FMAR 420192 G2029-06-014.171Government Agency Debt2329.282530.65FMAC FMAR 420275 G2025-03-012.406Government Agency Debt5383.875698.46FMAC FMAR 605519 G2028-02-011.838Government Agency Debt7490.617568.14FMAC FMAR 605523 G2028-04-012.046Government Agency Debt6975.657142.01FMAC FMAR 610920 G2028-06-012.407Government Agency Debt13300.7514293.72FMAC FMAR 611430 G2034-08-012.337Government Agency Debt8663.428855.77FMAC FMAR 611848 G2035-01-012.507Government Agency Debt14421.8215109.75FMAC FMAR 611849 G2035-09-012.346Government Agency Debt9147.089302.05FMAC FMAR 611854 G2036-06-012.475Government Agency Debt7175.937265.61FMAC FMAR 635263 G2025-09-012.458Government Agency Debt11149.2011872.15FMAC FMAR 635268 G2026-10-012.39Government Agency Debt4588.004669.11FMAC FMAR 635283 G2030-09-011.968Government Agency Debt3072.983160.18FMAC FMAR 635284 G2026-06-012.4Government Agency Debt6042.526152.26FMAC FMAR 645234 G2029-12-012.645Government Agency Debt7060.047558.66FMAC FMAR 645247 G2022-09-012.377Government Agency Debt9870.6410609.41FMAC FMAR 745079 G2024-11-013.296Government Agency Debt6998.237140.88FMAC FMAR 755040 G2029-07-011.804Government Agency Debt10027.5910246.55FMAC FMAR 755105 G2019-11-012.425Government Agency Debt1862.381997.00FMAC FMAR 755107 G2030-07-014.307Government Agency Debt11063.8311032.11FMAC FMAR 755156 G2020-12-012.337Government Agency Debt3014.783030.75FMAC FMAR 755190 G2019-10-012.074Government Agency Debt2481.662616.06FMAC FMAR 755192 G2020-01-012.078Government Agency Debt2630.452767.23FMAC FMAR 755300 G2025-07-012.8Government Agency Debt9233.299438.70FMAC FMAR 755313 G2028-06-012.385Government Agency Debt4500.034593.80FMAC FMAR 755363 G2030-09-012.402Government Agency Debt2175.192313.85FMAC FMAR 755389 G2031-01-012.27Government Agency Debt3342.063378.44FMAC FMAR 775225 G2019-04-012.895Government Agency Debt4808.754882.82FMAC FMAR 775464 G2019-06-012.383Government Agency Debt4460.654557.87FMAC FMAR 775582 G2025-02-013.136Government Agency Debt7679.737747.29FMAC FMAR 780083 G2032-12-012.348Government Agency Debt14507.7315154.31FMAC FMAR 783053 G2035-02-012.12Government Agency Debt13572.2213792.67FMAC FMAR 785383 G2025-03-012.303Government Agency Debt10386.2710582.08FMAC FMAR 785449 G2025-04-012.52Government Agency Debt9841.2210470.97FMAC FMAR 785462 G2025-10-012.12Government Agency Debt2641.852676.78FMAC FMAR 785525 G2023-08-012.133Government Agency Debt10242.0810827.42FMAC FMAR 785526 G2025-02-012.125Government Agency Debt8528.648957.39FMAC FMAR 785601 G2026-02-012.42Government Agency Debt8403.449000.27FMAC FMAR 785769 G2027-01-012.322Government Agency Debt2173.842222.05FMAC FMAR 785867 G2026-12-012.46Government Agency Debt2815.032944.50FMAC FMAR 786141 G2027-07-012.319Government Agency Debt2511.232700.02FMAC FMAR 786190 G2027-07-012.482Government Agency Debt2791.982949.75FMAC FMAR 786223 G2028-01-012.482Government Agency Debt4029.064323.47FMAC FMAR 786228 G2036-06-012.489Government Agency Debt6560.506632.03FMAC FMAR 786620 G2028-09-012.379Government Agency Debt4746.534929.38FMAC FMAR 786625 G2028-09-012.337Government Agency Debt4989.475121.81FMAC FMAR 786822 G2029-06-012.405Government Agency Debt11916.8812121.60FMAC FMAR 787010 G2029-12-012.439Government Agency Debt2991.343214.76FMAC FMAR 787089 G2030-05-012.287Government Agency Debt8301.788561.58FMAC FMAR 787130 G2030-01-012.645Government Agency Debt3995.854009.69FMAC FMAR 787142 G2030-04-012.52Government Agency Debt5732.786168.81FMAC FMAR 787144 G2028-12-012.395Government Agency Debt7601.277777.04FMAC FMAR 787261 G2030-03-012.6Government Agency Debt8343.218533.63FMAC FMAR 787303 G2030-08-012.4Government Agency Debt5079.125368.13FMAC FMAR 787325 G2030-07-013.33Government Agency Debt4332.974382.20FMAC FMAR 787606 G2029-01-012.566Government Agency Debt7629.778216.53FMAC FMAR 787746 G2030-08-012.4Government Agency Debt9452.689530.96FMAC FMAR 788059 G2031-04-012.63Government Agency Debt15002.7215160.34FMAC FMAR 788716 G2027-01-012.55Government Agency Debt8126.568667.79FMAC FMAR 788791 G2029-11-012.53Government Agency Debt5660.146087.86FMAC FMAR 788895 G2030-10-013.15Government Agency Debt2724.642722.10FMAC FMAR 788901 G2029-02-012.579Government Agency Debt4059.024087.59FMAC FMAR 788903 G2027-01-012.525Government Agency Debt5454.485490.95FMAC FMAR 790005 G2018-02-012.206Government Agency Debt7695.818112.16FMAC FMAR 845047 G2019-01-012.75Government Agency Debt3482.223471.75FMAC FMAR 845308 G2023-04-012.375Government Agency Debt6707.996829.67FMAC FMAR 845379 G2023-05-012.299Government Agency Debt5439.975511.77FMAC FMAR 845411 G2023-07-012.13Government Agency Debt5651.175996.68FMAC FMAR 845544 G2023-12-011.95Government Agency Debt2731.862883.50FMAC FMAR 845597 G2024-01-012.57Government Agency Debt8933.669032.93FMAC FMAR 845630 G2024-01-012.289Government Agency Debt10053.2710347.85FMAC FMAR 845774 G2024-06-012.621Government Agency Debt9907.7110005.06FMAC FMAR 845775 G2024-06-012.519Government Agency Debt8005.388090.61FMAC FMAR 845792 G2024-06-012.105Government Agency Debt3358.523619.87FMAC FMAR 845932 G2024-09-012.438Government Agency Debt10555.2210638.74FMAC FMAR 845962 G2024-09-012.47Government Agency Debt12654.2112818.17FMAC FMAR 845969 G2024-12-012.595Government Agency Debt9647.989724.55FMAC FMAR 846183 G2024-01-012.274Government Agency Debt2247.712386.47FMAC FMAR 846435 G2025-11-012.367Government Agency Debt10750.2611503.52FMAC FMAR 846515 G2026-02-012.361Government Agency Debt13012.4113575.18FMAC FMAR 846732 G2030-01-012.227Government Agency Debt5131.125499.88FMAC FMAR 846733 G2026-04-012.135Government Agency Debt6694.777142.63FMAC FMAR 846740 G2029-04-012.285Government Agency Debt12985.0213571.47FMAC FMAR 846746 G2028-10-012.337Government Agency Debt2154.832263.18FMAC FMAR 846818 G2027-01-012.07Government Agency Debt12912.4013787.10FMAC FMAR 846834 G2030-08-012.53Government Agency Debt8708.858976.30FMAC FMAR 846857 G2030-12-012.328Government Agency Debt10146.1310820.71FMAC FMAR 847023 G2032-06-012.577Government Agency Debt9581.469734.27FMAC FMAR 848193 G2036-03-012.594Government Agency Debt12357.6913093.89FMAC FMAR 848932 G2042-11-012.88Government Agency Debt228246.44233224.26FMAC FMAR 849043 G2042-05-012.797Government Agency Debt590327.99601168.03FMAC FMAR 849116 G2043-08-012.385Government Agency Debt2363837.572340692.64FMAC FMAR 849139 G2043-09-013.242Government Agency Debt2330221.232402366.05FMAC FMAR 865152 G2019-07-012.966Government Agency Debt2857.213031.15FMAC FMAR 865252 G2020-05-014.45Government Agency Debt3557.023750.50FMAC FMAR 865463 G2021-08-012.477Government Agency Debt6554.276744.76FMAC FMAR 865615 G2026-11-013.828Government Agency Debt6649.886654.57FMAC FMAR 865645 G2030-04-012.969Government Agency Debt12037.6912622.30FMAC FMAR 865737 G2027-11-013.267Government Agency Debt7705.998160.89FMAC FMAR 865746 G2027-09-012.829Government Agency Debt11173.8011709.75FMAC FMAR 866152 G2032-07-012.839Government Agency Debt14793.7815205.21FMAC FMAR 870017 G2023-01-011.613Government Agency Debt3569.923642.02FMAC FMAR 870112 G2024-06-012.442Government Agency Debt3507.563525.31FMAC FMAR 870120 G2035-05-012.455Government Agency Debt7201.017291.21FMAC FMAR 877016 G2024-06-012.75Government Agency Debt7588.247657.65FMAC FMAR 970003 G2023-01-011.875Government Agency Debt11822.3811985.20FMAC FMAR 972038 G2016-12-014.685Government Agency Debt2311.902370.52FMAC FMAR 972096 G2021-11-014.69Government Agency Debt4466.034430.50FMAC FMAR 972116 G2033-02-012.14Government Agency Debt3922.503915.96USTR 2 5/8 NOTE F 202020-11-152.625Treasury Debt5135340.005371832.42GNMA GNMI SF 572135 X2034-10-156Government Agency Debt18381.5420679.95GNMA GNRM 2009-057 PC2037-02-204Government Agency Debt21551.4422475.89GNMA GNRM 2009-068 PA2036-11-204Government Agency Debt28058.4529103.12GNMA GNRM 2009-091 UE2037-04-204Government Agency Debt38233.6639790.31GNMA GNRM 2009-123 PN2037-07-204Government Agency Debt196413.82208530.00GNMA GNRM 2013-176 AC2046-03-162Government Agency Debt7790958.767503939.83FMAC 03.500 FGPC G07141 G2042-09-013.5Government Agency Debt17076602.9117360825.89FMAC 03.500 FGPC J16936 G2026-10-013.5Government Agency Debt1892372.132007530.54FMAC 03.500 FGPC K90294 G2033-03-013.5Government Agency Debt2643.072745.96FMAC 03.500 FGPC K90340 G2033-04-013.5Government Agency Debt77523.8480595.26FMAC 03.500 FGPC Q07224 G2042-04-013.5Government Agency Debt26589.8127040.72FMAC 03.500 FGPC Q10380 G2042-08-013.5Government Agency Debt2803713.782849515.25FMAC 03.500 FGPC Q10423 G2042-08-013.5Government Agency Debt83305.6384820.46FMAC 03.500 FGPC Q18049 G2043-05-013.5Government Agency Debt106197.28107915.98FMAC 03.500 FGPC Q19519 G2043-06-013.5Government Agency Debt115952.39117993.61FMAC 04.000 FGPC Q09016 G2042-06-014Government Agency Debt2801745.452943342.86FMAC 04.500 FGPC G07539 G2043-11-014.5Government Agency Debt2310535.702496101.76FMAC FGRM 03237C 11/15/362036-11-155.5Government Agency Debt149652.92163195.02FMAC FGRM 03758M 10/15/382038-10-154.5Government Agency Debt3950461.654145420.89FMAC FGRM 2148TC 04/15/292029-04-156.5Government Agency Debt162676.79181711.28FMAC FGRM 2691MG 10/15/332033-10-154.5Government Agency Debt472500.00509929.56FMAC FGRM 2707KA 11/15/182018-11-154.5Government Agency Debt51461.1954419.28FMAC FGRM 2719GH 12/15/332033-12-155Government Agency Debt481807.28529940.79FMAC FGRM 2733PE 01/15/342034-01-155Government Agency Debt690000.00755632.11FMAC FGRM 2898PG 12/15/342034-12-155Government Agency Debt513075.00561924.36FMAC FGRM 2949PB 03/15/352035-03-155.5Government Agency Debt10350.0011719.18FMAC FGRM 3003LD 12/15/342034-12-155Government Agency Debt600518.56646383.17FMAC FGRM 3560DM 03/15/392039-03-155Government Agency Debt611206.88658200.74FMAC FGRM 3752LW 06/15/392039-06-153Government Agency Debt276915.68284102.47FMAC FGRM 3807MJ 11/15/392039-11-154Government Agency Debt87579.5492342.56FMAC FGRM 3940MA 02/15/402040-02-154Government Agency Debt218392.01229202.64FMAC FGRM 3946PM 10/15/412041-10-154Government Agency Debt2129797.362139100.31FMAC FGRM 3954HU 05/15/292029-05-154Government Agency Debt12571.7913393.73FMAC FGRM 4068KB 03/15/422042-03-152Government Agency Debt1834203.881809421.95FMAC FGRM 4158LC 01/15/432043-01-151.75Government Agency Debt290330.94278572.98FMAC FGRM 4188JG 04/15/332033-04-152Government Agency Debt504449.42489518.73FMAC FGRM 4270AT 04/15/402040-04-153Government Agency Debt358695.61370678.91FNMA FNAR XX.XXX AM0662172018-01-012.213Government Agency Debt10370.8510712.14FNMA FNAR XX.XXX AM0662262017-07-014.75Government Agency Debt8277.518862.47FNMA FNAR XX.XXX AS0531462017-06-013Government Agency Debt4500.444531.11FNMA FNAR XX.XXX AS0700022018-04-012.343Government Agency Debt2383.862455.94FNMA FNAR XX.XXX AS0701192017-11-012.125Government Agency Debt8832.519365.54FNMA FNAR XX.XXX AS0703772019-07-014.063Government Agency Debt12253.5012644.23FNMA FNAR XX.XXX AS0706562018-02-012.75Government Agency Debt4121.414353.15FNMA FNAR XX.XXX AS0706572018-03-012.75Government Agency Debt2073.902189.64FNMA FNAR XX.XXX AS0766922018-12-012.915Government Agency Debt7650.568223.51FNMA FNAR XX.XXX AS0776152018-12-012.25Government Agency Debt2579.112609.12FNMA FNAR XX.XXX AS0776202018-06-012.233Government Agency Debt8216.128281.37FNMA FNAR XX.XXX AS0776222019-01-012.25Government Agency Debt3537.123574.74FNMA FNAR XX.XXX AS0776242019-03-012.25Government Agency Debt3307.543343.39FNMA FNAR XX.XXX AS3133612029-02-012.75Government Agency Debt1851.651955.44FNMA FNAR XX.XXX GA4152822026-04-012.373Government Agency Debt5625.025994.12FNMA FNAR XX.XXX GA5284042030-01-012.377Government Agency Debt9532.7710143.11FNMA FNAR XX.XXX GA7661422032-07-012.395Government Agency Debt8176.108387.92FNMA FNAR XX.XXX LB1771672022-08-012.819Government Agency Debt10224.6010421.48FNMA FNAR XX.XXX LB1907412024-01-012.975Government Agency Debt11810.6511951.97FNMA FNAR XX.XXX LB2041972023-02-012.6Government Agency Debt3802.673891.35FNMA FNAR XX.XXX LB2819522023-09-012.205Government Agency Debt2893.342914.60FNMA FNAR XX.XXX LB3076742025-03-011.47Government Agency Debt6320.156350.88FNMA FNAR XX.XXX LB3391002025-01-012.3Government Agency Debt12866.7313817.78FNMA FNAR XX.XXX LB3676642027-02-012.325Government Agency Debt5001.525394.51FNMA FNAR XX.XXX LB4152892028-02-012.5Government Agency Debt3137.853345.08FNMA FNAR XX.XXX LB6036832031-10-011.75Government Agency Debt5420.305613.10FNMA FNAR XX.XXX LB6054102031-08-018.081Government Agency Debt4078.353962.57FNMA FNAR XX.XXX LB6054142031-08-013.771Government Agency Debt6052.406107.32FNMA FNAR XX.XXX LB6054202031-06-019.2Government Agency Debt3158.053053.55FNMA FNAR XX.XXX LB6136332026-10-011.23Government Agency Debt3250.623356.50FNMA FNAR XX.XXX LB6479042032-04-011.477Government Agency Debt4705.184817.93FNMA FNAR XX.XXX LB6534962032-09-012.27Government Agency Debt2552.932713.69FNMA FNAR XX.XXX LB6590112032-08-012.65Government Agency Debt3730.593758.05FNMA FNAR XX.XXX LB6639292032-09-012.63Government Agency Debt4148.004189.73FNMA FNAR XX.XXX LB6685092032-10-012.27Government Agency Debt10709.8511308.33FNMA FNAR XX.XXX LB6699712033-01-011.935Government Agency Debt13613.4314337.65FNMA FNAR XX.XXX LB6741162032-11-012.645Government Agency Debt6541.356653.25FNMA FNAR XX.XXX LB6754892033-02-013.07Government Agency Debt3498.313520.25FNMA FNAR XX.XXX LB6755002033-06-013.069Government Agency Debt8015.368446.16FNMA FNAR XX.XXX LB6797612032-05-011.815Government Agency Debt6984.527386.14FNMA FNAR XX.XXX LB6874292032-12-011.765Government Agency Debt12434.2012862.70FNMA FNAR XX.XXX LB6894692033-02-012.63Government Agency Debt6870.696981.90FNMA FNAR XX.XXX LB6940822032-10-013.775Government Agency Debt4641.704667.41FNMA FNAR XX.XXX LB7012722033-04-012.379Government Agency Debt14017.1314984.17FNMA FNAR XX.XXX LB7083272033-07-011.977Government Agency Debt7734.247875.45FNMA FNAR XX.XXX LB7083312033-07-011.715Government Agency Debt2579.042627.45FNMA FNAR XX.XXX LB7139592033-04-013.475Government Agency Debt6228.606208.68FNMA FNAR XX.XXX LB7228292033-06-012.63Government Agency Debt8276.918484.93FNMA FNAR XX.XXX LB7241812043-07-012.605Government Agency Debt11986.3812214.49FNMA FNAR XX.XXX LB7246592033-08-013.416Government Agency Debt6191.676238.40FNMA FNAR XX.XXX LB7246612033-08-013.483Government Agency Debt5038.535047.21FNMA FNAR XX.XXX LB7274862033-05-013.127Government Agency Debt10828.0010868.02FNMA FNAR XX.XXX LB7296542033-07-012.405Government Agency Debt3930.084027.93FNMA FNAR XX.XXX LB7319472033-09-012.27Government Agency Debt11794.5612431.41FNMA FNAR XX.XXX LB7319502034-01-012.27Government Agency Debt6595.506934.99FNMA FNAR XX.XXX LB7414622033-10-012.005Government Agency Debt12937.3213187.35FNMA FNAR XX.XXX LB7451242035-11-011.879Government Agency Debt11968.1012777.11FNMA FNAR XX.XXX LB7586142033-11-011.927Government Agency Debt7442.857934.98FNMA FNAR XX.XXX LB7622682034-01-011.989Government Agency Debt7502.357885.13FNMA FNAR XX.XXX LB7642152034-05-011.892Government Agency Debt8229.238340.96FNMA FNAR XX.XXX LB7642892034-02-011.892Government Agency Debt2289.322401.17FNMA FNAR XX.XXX LB7662472034-02-012.01Government Agency Debt4324.564560.21FNMA FNAR XX.XXX LB7768862034-02-011.955Government Agency Debt11432.2612025.30FNMA FNAR XX.XXX LB7836232035-04-012.483Government Agency Debt12333.0813015.60FNMA FNAR XX.XXX LB7860622034-06-012.33Government Agency Debt10559.8810962.94FNMA FNAR XX.XXX LB7928632034-10-012.265Government Agency Debt5396.575712.99FNMA FNAR XX.XXX LB7949232034-10-014.736Government Agency Debt8250.578820.47FNMA FNAR XX.XXX LB8015132034-07-011.9Government Agency Debt11171.9511273.61FNMA FNAR XX.XXX LB8016272034-07-011.73Government Agency Debt11417.2511685.91FNMA FNAR XX.XXX LB8019292034-10-012.405Government Agency Debt2080.152106.92FNMA FNAR XX.XXX LB8026502034-10-012.49Government Agency Debt8370.638868.63FNMA FNAR XX.XXX LB8102452035-01-012.527Government Agency Debt3881.623918.76FNMA FNAR XX.XXX LB8104022035-01-012.276Government Agency Debt11106.3511220.80FNMA FNAR XX.XXX LB8137312035-01-011.88Government Agency Debt10002.2710139.47FNMA FNAR XX.XXX LB8171682035-05-011.912Government Agency Debt10744.0011544.63FNMA FNAR XX.XXX LB8173182035-07-012.017Government Agency Debt10007.4610157.33FNMA FNAR XX.XXX LB8174522035-08-015.116Government Agency Debt8759.929491.50FNMA FNAR XX.XXX LB8175092035-09-015.16Government Agency Debt5041.815457.91FNMA FNAR XX.XXX LB8201122033-04-012.755Government Agency Debt3142.193283.59FNMA FNAR XX.XXX LB8201522034-04-011.712Government Agency Debt5171.065254.94FNMA FNAR XX.XXX LB8261792035-07-012.328Government Agency Debt8494.529056.31FNMA FNAR XX.XXX LB8287052035-07-012.652Government Agency Debt11199.1611337.81FNMA FNAR XX.XXX LB8389722035-08-012.102Government Agency Debt13106.3913848.17FNMA FNAR XX.XXX LB8469372036-01-015.29Government Agency Debt9086.459838.97FNMA FNAR XX.XXX LB8508472035-12-015.215Government Agency Debt5080.195499.51FNMA FNAR XX.XXX LB8932782036-08-012.652Government Agency Debt3971.244000.82FNMA FNAR XX.XXX LB8945642036-03-012.325Government Agency Debt13029.3413829.30FNMA FNAR XX.XXX LB8958602036-04-011.8Government Agency Debt7544.487892.11FNMA FNAR XX.XXX LB8977192036-08-012.23Government Agency Debt14090.3215120.51FNMA FNAR XX.XXX LB9040992036-12-011.577Government Agency Debt7482.127787.68FNMA FNAR XX.XXX LB9046222036-11-012.58Government Agency Debt14133.7214875.06FNMA FNAR XX.XXX LB9226792034-06-012.558Government Agency Debt7310.567800.45FNMA FNAR XX.XXX LBAD09812040-05-013.585Government Agency Debt3394702.803616372.65FNMA FNAR XX.XXX LBAE82662040-11-013.33Government Agency Debt2303209.482453635.54FNMA FNAR XX.XXX LBAI71272041-09-012.866Government Agency Debt10855.7411607.92FNMA FNAR XX.XXX LBAJ14512041-10-013.326Government Agency Debt1261228.801310268.53FNMA FNAR XX.XXX LBAK56942042-01-012.425Government Agency Debt10004.2010567.57FNMA FNAR XX.XXX LBAL02582041-05-013.483Government Agency Debt1473775.911562285.37FNMA FNAR XX.XXX LBAL03212041-05-013.48Government Agency Debt1831171.961942265.50FNMA FNAR XX.XXX LBAL20412042-06-013.067Government Agency Debt2432402.952500681.11FNMA FNAR XX.XXX LBAQ53922042-12-011.965Government Agency Debt14979.3715316.08FNMA FNAR XX.XXX LBAR69052043-05-012.378Government Agency Debt2898324.742869056.01FNMA FNAR XX.XXX LBAT11402043-08-012.43Government Agency Debt3593944.483656789.99FNMA FNAR XX.XXX LBAT11442043-08-012.749Government Agency Debt93947.4395148.99FNMA FNAR XX.XXX LD9336422038-09-012.5Government Agency Debt9463.0110088.12FNMA FNAR XX.XXX PA0709452018-10-013Government Agency Debt4146.374264.66FNMA FNAR XX.XXX PA5984882031-07-012.453Government Agency Debt12123.3712392.06FNMA FNAR XX.XXX S17458952036-10-012.45Government Agency Debt8677.779239.54FNMA FNAR XX.XXX S18654882036-02-012.189Government Agency Debt12838.1013631.77FNMA FNAR XX.XXX S18658512036-03-015.802Government Agency Debt4302.394673.76FNMA FNAR XX.XXX S18659152036-03-012.149Government Agency Debt12424.3813200.40FNMA FNAR XX.XXX S18726002036-06-012.534Government Agency Debt12316.8613157.37FNMA FNAR XX.XXX S18726512036-06-013.01Government Agency Debt4716.084832.26FNMA FNAR XX.XXX S18833092036-07-012.513Government Agency Debt13180.5914067.44FNMA FNAR XX.XXX S18859472036-07-012.577Government Agency Debt10344.6311018.16FNMA FNAR XX.XXX S18891132038-01-015.821Government Agency Debt3506.553719.04FNMA FNAR XX.XXX S18939172036-10-012.409Government Agency Debt13842.8814644.06FNMA FNAR XX.XXX S19481842037-10-012.4Government Agency Debt7868.068345.00FNMA FNAR XX.XXX S19536982037-11-011.54Government Agency Debt11597.5911849.18FNMA FNAR XX.XXX S19621972035-02-012.288Government Agency Debt13873.3614740.07FNMA FNAR XX.XXX S19636042038-06-011.961Government Agency Debt7058.757477.34FNMA FNAR XX.XXX W15521072025-06-012.66Government Agency Debt5145.755175.12FNMA FNAR XX.XXX W25823122030-07-012.459Government Agency Debt5876.876312.14FNMA FNAR XX.XXX W28263742035-07-012.055Government Agency Debt12044.9912184.11FNMA FNAR XX.XXX W31105402020-05-012.916Government Agency Debt12391.8912696.64FNMA FNAR XX.XXX W33654232026-04-012.914Government Agency Debt2632.882676.33FNMA FNAR XX.XXX W33973602027-04-012.804Government Agency Debt4789.434846.97FNMA FNAR XX.XXX W35268852029-02-013.134Government Agency Debt12249.5413017.67FNMA FNAR XX.XXX W35680162019-05-012.046Government Agency Debt9450.269599.25FNMA FNAR XX.XXX W35680172017-01-011.902Government Agency Debt4607.804685.65FNMA FNAR XX.XXX W36483902030-06-012.997Government Agency Debt7445.247580.89FNMA FNAR XX.XXX WA1424072020-01-012.845Government Agency Debt3886.673922.10FNMA FNAR XX.XXX WC5506902028-04-012.495Government Agency Debt7957.168487.02FNMA FNAR XX.XXX WC7629882029-09-012.881Government Agency Debt3190.953423.85FNMA FNAR XX.XXX WC8044102034-11-012.26Government Agency Debt11904.4211934.74FNMA FNAR XX.XXX WC8263732035-07-011.95Government Agency Debt6866.837122.62FNMA FNAR XX.XXX WD5701802027-07-012.321Government Agency Debt8444.069096.85FNMA FNAR XX.XXX WD5818402031-07-012.243Government Agency Debt8083.658265.47FNMA FNAR XX.XXX WD5823422030-08-012.477Government Agency Debt6547.307051.95FNMA FNAR XX.XXX WD5823432029-08-012.615Government Agency Debt2120.252284.46FNMA FNAR XX.XXX WD6387192032-05-012.4Government Agency Debt2951.302982.98FNMA FNAR XX.XXX WD7593892034-01-012.4Government Agency Debt4719.634973.15FNMA FNAR XX.XXX WD7682852034-02-012.276Government Agency Debt14145.3214562.29FNMA FNAR XX.XXX WD7702322034-03-012.13Government Agency Debt6295.706605.87FNMA FNAR XX.XXX WD7972862034-10-012.125Government Agency Debt9485.029997.47FNMA FNAR XX.XXX WD8007632034-06-012.345Government Agency Debt2754.892772.86FNMA FNAR XX.XXX WE0872642019-11-015.905Government Agency Debt4324.224316.98FNMA FNAR XX.XXX WE1345122020-01-012.211Government Agency Debt4332.764548.93FNMA FNAR XX.XXX WF3281932025-06-012.405Government Agency Debt3338.633560.25FNMA FNAR XX.XXX WF3453082025-10-012.405Government Agency Debt6076.566199.30FNMA FNAR XX.XXX WF5569462029-10-012.325Government Agency Debt3728.583776.79FNMA FNAR XX.XXX WJ1830882022-06-013.37Government Agency Debt8567.128960.10FNMA FNAR XX.XXX WN5945692029-02-012.478Government Agency Debt7838.718048.89FNMA FNAR XX.XXX WN7573782034-01-012.33Government Agency Debt11625.8912164.08FNMA FNAR XX.XXX WN7629912033-02-012.4Government Agency Debt8193.888246.42FNMA FNAR XX.XXX WN7629952032-03-012.525Government Agency Debt7316.167848.76FNMA FNAR XX.XXX WN7841272035-02-012.437Government Agency Debt7265.157757.27FNMA FNAR XX.XXX WN8136322035-09-012.31Government Agency Debt9031.939641.92FNMA FNAR XX.XXX WS0704042017-02-012.419Government Agency Debt3629.683661.96FNMA FNAR XX.XXX WS0704092019-03-012.279Government Agency Debt5068.805292.33FNMA FNAR XX.XXX WS0789652018-12-015.626Government Agency Debt1831.101923.38FNMA FNAR XX.XXX WS0808912019-01-012.125Government Agency Debt11357.0111462.97FNMA FNAR XX.XXX WS0953272029-04-012.773Government Agency Debt12012.5012499.82FNMA FNAR XX.XXX WS1646392022-05-011.383Government Agency Debt4856.934947.19FNMA FNAR XX.XXX WS1884562022-11-015Government Agency Debt1906.421928.93FNMA FNAR XX.XXX WS1894912022-11-015Government Agency Debt6855.586893.43FNMA FNAR XX.XXX WS2024362023-02-014.099Government Agency Debt3376.323571.61FNMA FNAR XX.XXX WS2766282023-04-012.38Government Agency Debt9187.409712.25FNMA FNAR XX.XXX WS2766292023-01-011.888Government Agency Debt7288.267751.08FNMA FNAR XX.XXX WS3008962024-12-015.526Government Agency Debt10163.7110943.37FNMA FNAR XX.XXX WS3139152024-10-012.866Government Agency Debt5476.805897.19FNMA FNAR XX.XXX WS3163022018-11-016.825Government Agency Debt5687.565810.70FNMA FNAR XX.XXX WS3238952018-01-012.25Government Agency Debt4421.684484.59FNMA FNAR XX.XXX WS3239042025-03-012.416Government Agency Debt2088.902220.87FNMA FNAR XX.XXX WS3274462022-08-012.656Government Agency Debt3534.663785.56FNMA FNAR XX.XXX WS3315542018-02-013.311Government Agency Debt8392.208949.74FNMA FNAR XX.XXX WS3444812025-06-012.395Government Agency Debt2687.842849.48FNMA FNAR XX.XXX WS3471382026-05-012.415Government Agency Debt4379.374489.51FNMA FNAR XX.XXX WS3683562024-06-012.05Government Agency Debt6219.686614.75FNMA FNAR XX.XXX WS3746172024-09-012.03Government Agency Debt2462.832615.59FNMA FNAR XX.XXX WS3933672027-06-012.213Government Agency Debt4056.554135.74FNMA FNAR XX.XXX WS3968142027-07-012.375Government Agency Debt4586.534938.86FNMA FNAR XX.XXX WS4010442025-04-013.6Government Agency Debt12470.5113280.12FNMA FNAR XX.XXX WS4228812024-11-012.05Government Agency Debt2281.522306.16FNMA FNAR XX.XXX WS4275562025-04-013.185Government Agency Debt5599.095986.19FNMA FNAR XX.XXX WS4511062027-04-012.29Government Agency Debt12355.9313069.80FNMA FNAR XX.XXX WS4572942025-10-013.505Government Agency Debt2891.783077.20FNMA FNAR XX.XXX WS4572992015-05-012.049Government Agency Debt2326.482330.97FNMA FNAR XX.XXX WS4922612029-02-012.474Government Agency Debt1752.341876.40FNMA FNAR XX.XXX WS5061272018-08-011.93Government Agency Debt4407.334629.34FNMA FNAR XX.XXX WS5294052024-11-012.455Government Agency Debt1967.942033.97FNMA FNAR XX.XXX WS5350172024-09-012.533Government Agency Debt9397.2710121.67FNMA FNAR XX.XXX WS5356062030-11-011.75Government Agency Debt2846.232892.29FNMA FNAR XX.XXX WS5448482030-04-012.559Government Agency Debt5169.015486.82FNMA FNAR XX.XXX WS5448542018-09-012.585Government Agency Debt4432.064650.12FNMA FNAR XX.XXX WS5506782018-04-012.112Government Agency Debt1966.231968.37FNMA FNAR XX.XXX WS5506792029-12-012.521Government Agency Debt13938.2915025.63FNMA FNAR XX.XXX WS5506812026-11-012.479Government Agency Debt11837.0712604.43FNMA FNAR XX.XXX WS5510262028-09-013.328Government Agency Debt3327.093442.74FNMA FNAR XX.XXX WS5552972018-11-012.009Government Agency Debt7028.767436.50FNMA FNAR XX.XXX WS5559212035-09-012.918Government Agency Debt2646.632817.71FNMA FNAR XX.XXX WS5563592040-05-011.534Government Agency Debt9789.1110256.74FNMA FNAR XX.XXX WS5569472017-05-012.944Government Agency Debt9012.929490.27FNMA FNAR XX.XXX WS5570722040-06-011.534Government Agency Debt9285.379716.58FNMA FNAR XX.XXX WS5597832040-10-011.534Government Agency Debt4998.605228.26FNMA FNAR XX.XXX WS5598152040-08-011.534Government Agency Debt13124.7013738.74FNMA FNAR XX.XXX WS5634792030-11-011.534Government Agency Debt9453.469876.03FNMA FNAR XX.XXX WS5678752030-09-012.622Government Agency Debt10123.3810833.20FNMA FNAR XX.XXX WS5680382031-01-012.395Government Agency Debt2753.362948.70FNMA FNAR XX.XXX WS5729922031-02-011.334Government Agency Debt7023.657285.45FNMA FNAR XX.XXX WS5765922025-05-012.445Government Agency Debt5831.406211.13FNMA FNAR XX.XXX WS5768342031-03-011.334Government Agency Debt7476.557766.13FNMA FNAR XX.XXX WS5787072031-08-011.755Government Agency Debt4030.884117.43FNMA FNAR XX.XXX WS5942532030-05-012.758Government Agency Debt2103.022204.54FNMA FNAR XX.XXX WS5945902025-09-012.415Government Agency Debt12324.3513143.19FNMA FNAR XX.XXX WS6061202031-12-012.335Government Agency Debt14654.5414748.70FNMA FNAR XX.XXX WS6130942031-11-012.25Government Agency Debt3383.363390.08FNMA FNAR XX.XXX WS6181452041-10-011.334Government Agency Debt10729.1411098.23FNMA FNAR XX.XXX WS6275712032-01-011.334Government Agency Debt8206.018479.21FNMA FNAR XX.XXX WS6275722041-12-011.334Government Agency Debt3020.983124.06FNMA FNAR XX.XXX WS6299592031-12-011.334Government Agency Debt6665.296883.78FNMA FNAR XX.XXX WS6350612032-05-012.015Government Agency Debt7214.107704.10FNMA FNAR XX.XXX WS6429882042-01-011.334Government Agency Debt5720.545905.07FNMA FNAR XX.XXX WS6489402032-10-011.805Government Agency Debt12845.9213396.54FNMA FNAR XX.XXX WS6522552029-08-012.151Government Agency Debt8665.748945.04FNMA FNAR XX.XXX WS6549422030-03-016.725Government Agency Debt5073.345014.40FNMA FNAR XX.XXX WS6549432028-04-012.6Government Agency Debt4640.234991.78FNMA FNAR XX.XXX WS6549442027-05-016.25Government Agency Debt5944.885891.18FNMA FNAR XX.XXX WS6549502032-07-011.334Government Agency Debt10994.4911320.68FNMA FNAR XX.XXX WS6561822031-10-012.207Government Agency Debt8390.848980.61FNMA FNAR XX.XXX WS6561832030-04-012.28Government Agency Debt2429.912562.02FNMA FNAR XX.XXX WS6589032033-01-012.254Government Agency Debt2149.332254.83FNMA FNAR XX.XXX WS6699392033-01-011.745Government Agency Debt5360.485538.19FNMA FNAR XX.XXX WS6749212031-02-012.145Government Agency Debt8457.768953.16FNMA FNAR XX.XXX WS6773042033-01-012.346Government Agency Debt12737.7012791.33FNMA FNAR XX.XXX WS6796512028-06-012.945Government Agency Debt8656.199272.32FNMA FNAR XX.XXX WS6797112042-01-011.384Government Agency Debt9825.2410116.20FNMA FNAR XX.XXX WS6797222032-11-011.384Government Agency Debt7978.528226.37FNMA FNAR XX.XXX WS6871442032-02-012.134Government Agency Debt7146.087255.83FNMA FNAR XX.XXX WS6964852033-04-012.34Government Agency Debt11956.5812632.26FNMA FNAR XX.XXX WS7064092033-06-011.755Government Agency Debt14036.5214252.14FNMA FNAR XX.XXX WS7064132033-07-011.825Government Agency Debt7953.858056.48FNMA FNAR XX.XXX WS7083232033-07-011.645Government Agency Debt8057.368252.33FNMA FNAR XX.XXX WS7233172032-05-012.415Government Agency Debt6287.786757.50FNMA FNAR XX.XXX WS7257412037-02-012.338Government Agency Debt2338.072498.42FNMA FNAR XX.XXX WS7259092033-09-012.525Government Agency Debt12251.5213123.09FNMA FNAR XX.XXX WS7259112033-09-012.525Government Agency Debt8833.259457.82FNMA FNAR XX.XXX WS7290562032-04-012.15Government Agency Debt11055.3211267.55FNMA FNAR XX.XXX WS7322192042-12-011.334Government Agency Debt2455.652526.32FNMA FNAR XX.XXX WS7322212033-06-011.334Government Agency Debt3570.103677.32FNMA FNAR XX.XXX WS7356412042-05-012.033Government Agency Debt6965.257398.03FNMA FNAR XX.XXX WS7444832032-04-012.475Government Agency Debt12387.8512491.21FNMA FNAR XX.XXX WS7465332028-09-011.715Government Agency Debt10975.4811200.31FNMA FNAR XX.XXX WS7489962033-11-011.46Government Agency Debt6019.696088.51FNMA FNAR XX.XXX WS7629792032-07-012.525Government Agency Debt12894.8613853.86FNMA FNAR XX.XXX WS7629962030-06-012.77Government Agency Debt5760.146200.55FNMA FNAR XX.XXX WS7630012027-04-012.777Government Agency Debt5354.015775.80FNMA FNAR XX.XXX WS7679762032-05-012.525Government Agency Debt11905.5612466.56FNMA FNAR XX.XXX WS7681842034-03-011.675Government Agency Debt8811.668873.45FNMA FNAR XX.XXX WS7992302032-07-012.325Government Agency Debt5791.315858.79FNMA FNAR XX.XXX WS8393382030-08-013.036Government Agency Debt14442.8215223.82FNMA FNAR XX.XXX WS8439972035-11-012.119Government Agency Debt10972.2711609.20FNMA FNAR XX.XXX WS8440522035-11-012.11Government Agency Debt2676.922832.32FNMA FNAR XX.XXX WS8512972035-09-012.457Government Agency Debt4667.284934.92FNMA FNAR XX.XXX WS8819812019-06-014.425Government Agency Debt13125.2713335.66FNMA FNAR XX.XXX WS8964602036-01-012.505Government Agency Debt5977.136407.80FNMA FNAR XX.XXX WS9203472035-06-012.497Government Agency Debt9036.379537.41FNMA FNAR XX.XXX WS9207742036-08-012.88Government Agency Debt6410.596585.84FNMA FNAR XX.XXX WS9207902036-04-012.755Government Agency Debt3932.794104.64FNMA FNAR XX.XXX WU2363002023-09-012.125Government Agency Debt5642.485729.05FNMA FNAR XX.XXX WU3076702025-02-011.953Government Agency Debt3787.133919.87FNMA FNAR XX.XXX WU3746142024-09-012.014Government Agency Debt5108.725284.38FNMA FNMS 03.000 CLAB61262042-09-013Government Agency Debt101690.7499282.91FNMA FNMS 03.000 CLAB66902037-10-013Government Agency Debt178715.18174483.56FNMA FNMS 03.000 CTAB93032033-05-013Government Agency Debt101788.47102849.11FNMA FNMS 03.000 CTAR10332033-02-013Government Agency Debt58326.3959134.09FNMA FNMS 03.000 CTAU31572033-08-013Government Agency Debt33684.5434035.16FNMA FNMS 03.500 CLAB96412043-05-013.5Government Agency Debt14514485.7314784716.42FNMA FNMS 03.500 CLAK59272042-02-013.5Government Agency Debt152332.43155161.24FNMA FNMS 03.500 CLAO95752042-07-013.5Government Agency Debt129979.72132442.57FNMA FNMS 03.500 CLAP03362042-07-013.5Government Agency Debt134839.27137526.35FNMA FNMS 03.500 CLAP05182042-08-013.5Government Agency Debt119792.09122085.15FNMA FNMS 03.500 CLAP61502042-10-013.5Government Agency Debt130190.35132682.32FNMA FNMS 03.500 CLAQ63492043-02-013.5Government Agency Debt173771.41177235.02FNMA FNMS 03.500 CLAQ84962043-01-013.5Government Agency Debt13754.9714028.90FNMA FNMS 03.500 CLAR22002043-05-013.5Government Agency Debt128866.96131382.06FNMA FNMS 03.500 CLAR57522043-02-013.5Government Agency Debt120676.25123043.80FNMA FNMS 03.500 CLAT15782043-05-013.5Government Agency Debt121639.16124127.53FNMA FNMS 03.500 CLAT35042043-04-013.5Government Agency Debt120384.29122855.66FNMA FNMS 03.500 CLAT79562043-06-013.5Government Agency Debt115426.18117624.47FNMA FNMS 03.500 CTAB50872032-05-013.5Government Agency Debt2766474.322884306.76FNMA FNMS 03.500 CTAL31002032-12-013.5Government Agency Debt52965.4355222.23FNMA FNMS 03.500 CTAP01802032-07-013.5Government Agency Debt118247.02123287.18FNMA FNMS 03.500 CTAP18372032-08-013.5Government Agency Debt156151.61162807.26FNMA FNMS 04.000 CLAO29842042-05-014Government Agency Debt1352318.061425293.20FNMA FNMS 04.000 CLAP19272042-08-014Government Agency Debt2713917.822858892.60FNMA FNMS 04.500 CLAE97612040-12-014.5Government Agency Debt2420512.202610674.90FNMA FNMS 04.500 CLAL11712041-08-014.5Government Agency Debt1298223.671415297.48FNMA FNMS 04.500 CTMA06682031-03-014.5Government Agency Debt8594646.669401297.23FNMA FNRM CL006KB R13F0062043-02-253Government Agency Debt1704089.801707767.23FNMA FNRM CL020KA R13F0202041-05-251.5Government Agency Debt994572.88934882.59FNMA FNRM CL043MC R10F0432040-05-253.5Government Agency Debt216090.76225476.66FNMA FNRM CL063PJ R13F0632043-06-253Government Agency Debt513970.66500776.52FNMA FNRM CL091PA R13F0912043-06-254Government Agency Debt407695.59432314.70FNMA FNRM CL146PC R10F1462036-09-254Government Agency Debt75000.0079916.03FNMA FNRM CL151WH R12F1512043-01-252.5Government Agency Debt207000.00167646.82FNMA FNRM CL151WL R12F1512042-03-251.5Government Agency Debt138436.74128594.16FNMA FNRM RC010CA R11F0102037-11-254.5Government Agency Debt613535.36642262.93FNMA FNRM RC020KB R13F0202043-03-253Government Agency Debt519825.00459906.85FNMA FNRM RC075PD R13F0752043-04-253Government Agency Debt900140.57910385.07FNMA FNRM RC089PA R12F0892042-08-253Government Agency Debt3013617.272999314.64FNMA FNRM RC150QE R10F1502040-11-254Government Agency Debt763414.38792576.05First Tier SecurityN/AN/A2014-03-032014-03-03NNN150000000.00150000000.000.0591N150000000.00150000000.00Toronto Dominion BankToronto Dominion Bank, 0.215%, 11/18/201489112TSU9Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-182014-11-18NNN5000000.005000000.000.0020N5000700.005000700.00General Electric Capital Corp.General Electric Capital Corp., 0.870%, 4/7/201436962G5B6Other NoteNFirst Tier SecurityN/AN/A2014-04-072014-04-07NNN37500000.0037524214.000.0148N37522875.0037522875.00Citigroup Global Markets, Inc.Citigroup Global Markets, Inc., 0.740%, 4/25/201499CBF2906Other Repurchase AgreementN01BWOAKORN INC2016-06-013.5Other InstrumentCorporates699450.002164593.7401BZMMASTEC INC2014-12-154.25Other InstrumentCorporates235800.00583573.8901BVJQUANTUM CORP2015-11-153.5Other InstrumentCorporates197550.00188909.9302G4UDIGITAL RIV INC2030-11-012Other InstrumentCorporates501750.00498428.4202KG9TOWER GROUP INC2014-09-155Other InstrumentCorporates7350.007075.4001BEPVECTOR GROUP LTD2019-01-152.5Other InstrumentCorporates1018711.051310490.2702LEPWEBMD HEALTH CORP2016-03-312.25Other InstrumentCorporates3871800.003965691.1501R7BLIBERTY MEDIA CORP2031-01-153.5Other InstrumentCorporates4581000.002450835.0001BKLENERGY XXI BERMUDA LT2018-12-153Other InstrumentCorporates224385.00217616.0501CVJREGENERON PHARMACEUTI2016-10-011.875Other InstrumentCorporates753945.003040876.0002797L-3 COMMUNICATIONS HL2035-08-013Other InstrumentCorporates150.00193.5602LZQAMTRUST FINL SVCS INC2021-12-155.5Other InstrumentCorporates603263.25873603.61First Tier SecurityN/AN/A2014-04-252014-04-25NNN15000000.0015000000.000.0059Y15014175.0015014175.00Royal Crest Dairy, Inc.Royal Crest Dairy, Inc., Series 2011, 0.250%, 11/1/2041780204AA1Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YU.S. Bank, N.A.N/AN/AYU.S. Bank, N.A.N/AN/AN6390000.006390000.000.0025N6390000.006390000.00Royal Bank of Canada, MontrealRoyal Bank of Canada, Montreal, 0.470%, 1/6/201578008SVJ2Other NoteNFirst Tier SecurityN/AN/A2014-04-072015-01-06NNN5000000.005009910.100.0020N5007390.005007390.00Toyota Motor Credit Corp.Toyota Motor Credit Corp., 0.242%, 1/14/201589236TAZ8Other NoteNFirst Tier SecurityN/AN/A2014-04-142015-01-14NNYSupport AgreementToyota Motor Corp.N/AN/A50000000.0050000000.000.0197N49991650.0049991650.00Toronto Dominion BankToronto Dominion Bank, 0.060%, 3/3/2014891999005Other InstrumentTIME DEPOSIT - CAYMANNFirst Tier SecurityN/AN/A2014-03-032014-03-03NNN55000000.0055000000.000.0217N55000000.0055000000.00RBC Capital Markets, LLCRBC Capital Markets, LLC, 0.350%, 3/14/201415499K002Other Repurchase AgreementN01TGMHCA INC2022-03-155.875Other InstrumentCorporates37200.0041677.0501BTGUSG CORP2021-11-015.875Other InstrumentCorporates15600.0016919.5001ZGLSTENA AB2024-02-017Other InstrumentCorporates60000.0062220.0002J3YSLM CORP2016-11-011.856Other InstrumentCorporates2400.002385.3902J3YSLM CORP2018-06-158.45Other InstrumentCorporates899920.001080700.1802J3YSLM CORP2019-01-155.5Other InstrumentCorporates800.00846.1402J3YSLM CORP2033-08-015.625Other InstrumentCorporates1391360.001209396.2002LH4PHH CORP2021-08-156.375Other InstrumentCorporates800.00807.840381UCOMCEL TR2024-02-066.875Other InstrumentCBND16000.0016560.0001BLLLENNAR CORP2022-11-154.75Other InstrumentCorporates64000.0061829.7801F8KJARDEN CORP2017-05-017.5Other InstrumentCorporates6400.007516.0002FO5COMPASS BNK2020-04-015.5Other InstrumentCorporates1200.001298.9901BIWPOLYONE CORP2023-03-155.25Other InstrumentCorporates8000.008240.1701BMFCB MBIA INC.2028-10-016.625Other InstrumentCorporates560.00561.1501F1KSM ENERGY CO2024-01-155Other InstrumentCorporates10240.0010045.16033Y6PNK FIN CORP2021-08-016.375Other InstrumentCorporates21440.0022453.7101BEDBERRY PETE CO2014-06-0110.25Other InstrumentCorporates1600.001671.6301BEDBERRY PETE CO2022-09-156.375Other InstrumentCorporates3600.003852.4101BT1UNIT CORP INC2021-05-156.625Other InstrumentCorporates20000.0021679.1001LDZNGPLIPECO LLC2017-12-157.119Other InstrumentCorporates243937.60244714.72026RIDISH DBS CORP2023-03-155Other InstrumentCorporates19200.0019442.6702GYOCERIDIAN CORP2019-07-158.875Other InstrumentCorporates4000000.004617402.7801E83CEVA GROUP PLC2016-10-0111.625Other InstrumentCorporates160000.00175195.0001RDVEARTH LINK INC2020-06-017.375Other InstrumentCorporates5600.005951.81024BOBANQYE PSA FIN2014-04-043.375Other InstrumentCBND8000.008107.1202D0ZPOST HLDGS INC2022-02-157.375Other InstrumentCorporates53200.0057996.6802JNDNRG ENERGY INC2020-09-018.25Other InstrumentCorporates4000.004592.2502M39THE HERTZ CORP2018-10-157.5Other InstrumentCorporates43200.0047313.0001BFGCENTURYTEL, INC2039-09-157.6Other InstrumentCorporates160.00155.5101BHJFIRST DATA CORP2019-06-157.375Other InstrumentCorporates48000.0052797.8301CKVMERCER INTL INC2017-12-019.5Other InstrumentCorporates800.00890.3701DR8MPM ESCROW FIN2020-10-158.875Other InstrumentCorporates24943.1227444.6201LDZNGPLIPELINE LLC2037-12-157.768Other InstrumentCorporates160000.00149720.2801T0KLINN ENERGY LLC2019-05-156.5Other InstrumentCorporates800.00846.8801UKLNCR ESCROW CORP2023-12-156.375Other InstrumentCorporates38679.2841728.0902FU6SEALED AIR CORP2019-09-158.125Other InstrumentCorporates40080.0046414.1701EW0CALFRAC HOLDINGS2020-12-017.5Other InstrumentCorporates72000.0076545.0001KZVPRPSPECT MEDICAL2019-05-018.375Other InstrumentCorporates174315.92196492.1701LX4LAMAR MEDIA CORP2024-01-155.375Other InstrumentCorporates28400.0029526.5301RVFCINEMARK USA INC2023-06-014.875Other InstrumentCorporates27200.0026670.4501UGUCSN RESOURCES SA2020-07-216.5Other InstrumentCBND38400.0038656.530246XT MOBILE USA INC2021-04-016.25Other InstrumentCorporates4800.005234.500246XT-MOBILE USA INC2023-04-286.836Other InstrumentCorporates32800.0035610.8502J3YSLM CORP EDNOTES2014-03-155.1Other InstrumentCorporates800.00818.3502J3YSLM CORP EDNOTES2031-12-156Other InstrumentCorporates800.00633.4902YPCALTICE FINCO S A2024-01-158.125Other InstrumentCorporates244000.00264155.4201BQHSERVICE CORP INTL2027-04-017.5Other InstrumentCorporates4000.004352.5001RSACOLT DEFENSE CORP2017-11-158.75Other InstrumentCorporates34000.0031111.1802J3YSLM CORP ED NOTES2026-12-156.05Other InstrumentCorporates80.0070.3601FUJAINSWORTH LMBR LTD2017-12-157.5Other InstrumentCorporates60000.0065262.5001PR0ALLY FINANCIAL INC2015-06-264.625Other InstrumentCorporates5840.006113.6401PR0ALLY FINANCIAL INC2016-07-183.5Other InstrumentCorporates8000.008291.1101SLIAMERICAN AIRLS INC2016-03-157.5Other InstrumentCorporates1122000.001193761.2501SM5GNG HOLDINGS INC G2020-05-159.375Other InstrumentCorporates9440.009221.2101TVISTEEL DYNAMICS INC2022-08-156.375Other InstrumentCorporates44400.0048720.2102GQRRSI HOME PRODS INC2018-03-016.875Other InstrumentCorporates57600.0062859.0002YMKA S MERGER SUB LLC2020-12-157.875Other InstrumentCorporates587.92634.0501BGNEL PASO ENERGY CORR2030-10-158.05Other InstrumentCorporates4320.004718.2202Q2TMICHAELS STORES INC2020-12-155.875Other InstrumentCorporates98000.00100115.5101BPWTHE RYLAND GROUP INC2022-10-015.375Other InstrumentCorporates160.00160.3101BTDGENERAL MTRS FINL CO2023-05-154.25Other InstrumentCorporates62480.0063864.5401DHHROADHOUSE FIN INC TO2017-10-1510.75Other InstrumentCorporates1920.001501.8501F70IAC/INTERACTIVE CORP2018-11-304.875Other InstrumentCorporates55600.0058599.5001JZZWTS SIRIUS SATELLITE2022-08-155.25Other InstrumentCorporates80400.0083567.4201MITRENAISSANCE ACQ CORP2021-08-156.875Other InstrumentCorporates88000.0090308.4701O01VERISK ANALYTICS INC2022-09-124.125Other InstrumentCorporates83280.0085535.2901SQGNISKA GAS STORAGE US2018-03-158.875Other InstrumentCorporates4800.005202.8802AGSCOMM CHOICE FINL INC2019-05-0110.75Other InstrumentCorporates55520.0050242.1302FP7AMKOR TECHNOLOGY INC2022-10-016.375Other InstrumentCorporates800.00848.8202KJUIASIS HEALTHCARE LLC2019-05-158.375Other InstrumentCorporates64000.0070013.5602LIOIAI INTELSAT BERMUDA2023-06-018.125Other InstrumentCorporates400000.00442354.1702XNDLADDER CAP FIN HLDGS2017-10-017.375Other InstrumentCorporates35600.0038897.0801BBXADVANCED MICRO DEVICE2020-08-017.75Other InstrumentCorporates3600.003719.9201BG4CB RR DONNELLEY & SON2029-04-156.625Other InstrumentCorporates2240.002194.0301BG4R.R. DONNELLEY & SONS2019-03-158.25Other InstrumentCorporates8800.0010580.7201BLLLEUCADIA NATIONAL COR2043-10-236.625Other InstrumentCorporates549574.48583945.7101DR8MOMENTIVE PERFORMANCE2016-12-0111.5Other InstrumentCorporates2400.00738.7001ETUOMEGA HEALTHCARE INVE2022-10-156.75Other InstrumentCorporates1294800.001433910.0701EUFCOMPAGNIE GENERALE DE2017-05-157.75Other InstrumentCorporates1760.001843.0301NE9LAREDO PETE HLDGS INC2019-02-159.5Other InstrumentCorporates50400.0055818.0001NPWMEDIACOM BROADBAND LL2023-04-016.375Other InstrumentCorporates308.08333.0401P8WVALEANT PHARMACEUTICA2021-08-156.75Other InstrumentCorporates40000.0043597.5001RFNALCATEL LUCENT USA IN2020-01-018.875Other InstrumentCorporates72000.0082911.7501RR2CEQUEL COMMUNICATIONS2020-09-156.375Other InstrumentCorporates77200.0083867.3501T75AI CLEAVER BROOKS INC2019-12-158.75Other InstrumentCorporates17280.0019487.4001TJWCB DISCOVER CREDIT CP2020-04-157Other InstrumentCorporates313493.36382007.6801TS9TMX FIN LLC TITTLEMAX2018-09-158.5Other InstrumentCorporates68000.0077482.2201U6ZCHECKOUT HOLDING CORP2015-11-150Other InstrumentCorporates3280000.002771600.0001W4HHARRAH'S OPERATING CO2018-12-1510Other InstrumentCorporates4460943.042220558.3001WDKARMORED AUTOGROUP INC2018-11-019.25Other InstrumentCorporates119440.00120641.860232FARCELORMITTAL CLASS A2017-02-255Other InstrumentCorporates3920.004186.230232FARCELORMITTAL CLASS A2039-10-157.5Other InstrumentCorporates18960.0020243.750232FARCELORMITTAL CLASS A2041-03-017.25Other InstrumentCorporates2160.002274.80028CPHUNTINGTON INGALLS IN2021-03-157.125Other InstrumentCorporates40000.0045690.4202BR2JAGUAR LD ROVER AUTOM2018-12-154.125Other InstrumentCorporates80000.0082150.8302FWFSBA COMMUNICATIONS CO2019-10-015.625Other InstrumentCorporates7200.007725.3802H3PMIRANT AMERICAS GENER2021-10-018.5Other InstrumentCorporates240000.00236330.0002J46WHITING PETROLEUM COR2019-03-155Other InstrumentCorporates80000.0086477.7802JC7LEVEL 3 FINANCING INC2019-07-018.125Other InstrumentCorporates4541.285053.8302JQNSUBURBAN PROPANE PART2018-10-017.5Other InstrumentCorporates8000.008785.0002K2VFREESCALE SEMICONDUCT2016-12-1510.125Other InstrumentCorporates221757.60230967.4702K42ANGLOGOLD ASHANTI HLD2020-04-155.375Other InstrumentCorporates1600.001605.7702K42ANGLOGOLD ASHANTI HLD2040-04-156.5Other InstrumentCorporates64000.0055626.4902LEFHERCULES OFFSHORE INC2021-07-158.75Other InstrumentCorporates8000.009003.6102P2CAURORA USA OIL GAS IN2017-02-159.875Other InstrumentCorporates31520.0035099.6002QWQMILACRON LLC MCRON FI2019-05-158.375Other InstrumentCorporates6000.006833.7702XPEALGECO SCOTSMAN GLOBA2018-10-158.5Other InstrumentCorporates40000.0044856.11032FMLBC TANK TERMS HLDG N2023-05-156.875Other InstrumentCorporates320000.00344694.44XXXX SBA TELECOMMUNICTIONS2020-07-155.75Other InstrumentCorporates8000.008484.94First Tier SecurityN/AN/A2014-03-072014-03-07YRBC Capital Markets, LLCN/AN/ANN20000000.0020000000.000.0079N20001600.0020001600.00Toyota Motor Credit Corp.Toyota Motor Credit Corp., 0.239%, 10/8/201489236TAT2Other NoteNFirst Tier SecurityN/AN/A2014-04-082014-10-08NNYSupport AgreementToyota Motor Corp.N/AN/A25000000.0025000000.000.0099N24997125.0024997125.00General Electric Capital Corp.General Electric Capital Corp., 0.937%, 4/24/201436962G5X8Other NoteNFirst Tier SecurityN/AN/A2014-04-242014-04-24NNN7000000.007007413.430.0028N7005243.007005243.00CNOS Building LLCCNOS Building LLC, 0.800%, 11/1/2020126134AA3Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YU.S. Bank, N.A.N/AN/AYU.S. Bank, N.A.N/AN/AN2815000.002815000.000.0011N2815000.002815000.00Credit Suisse Securities (USA) LLCCredit Suisse Securities (USA) LLC, 0.570%, 3/13/2014319981007Other Repurchase AgreementNLXS2046-02-25.4155Other InstrumentAsset Backed Securities528.32392.09CWHL2037-02-25.19067Other InstrumentCMOs1675597.1410540.31GSMS2036-11-10.57861Other InstrumentCommercial Mortgage-Backed Security26003.21341.64IMSA2036-11-25.3555Other InstrumentAsset Backed Securities430569.35264148.00INDA2037-03-255.23241Other InstrumentCMOs146186.84133141.38MSAC2036-08-25.2955Other InstrumentAsset Backed Securities234797.21155594.02TMST2038-04-256.12765Other InstrumentCMOs1874.281800.81CMLTI2037-01-25.4055Other InstrumentAsset Backed Securities1269.42665.46CWHL 2007-5 X2037-05-25.19972Other InstrumentCMOs1200178.328375.01AHM 2005-2 1A22045-09-25.5055Other InstrumentAsset Backed Securities26965.7610363.78BACM 2007-3 XW2049-06-10.01526Other InstrumentCommercial Mortgage-Backed Security13205392.935645.00BAFC 2005-F 1X2035-09-202.33481Other InstrumentCMOs276421.6720221.31CWL 2006-S8 A32036-04-255.555Other InstrumentAsset Backed Securities18170.8616734.69MLCFC 2007-5 X2048-08-14.51877Other InstrumentCommercial Mortgage-Backed Security4924896.9778214.19SACO 2006-3 A32036-04-25.6155Other InstrumentAsset Backed Securities2865.763684.05AABST 2005-1 M42035-03-25.8555Other InstrumentAsset Backed Securities220403.23163015.47AMSI 2005-R6 M62035-08-251.3055Other InstrumentAsset Backed Securities457983.8719778.18BSSLT 2007-1 2A2037-08-25.5955Other InstrumentAsset Backed Securities37836.7082608.21CWCI 2006-C1 IO2048-08-15.81173Other InstrumentCommercial Mortgage-Backed Security148306.152806.58CWHEL 2004-P 2A2034-03-15.4745Other InstrumentAsset Backed Securities385007.81330007.00HEMT 2005-5 A2A2036-04-25.5055Other InstrumentAsset Backed Securities214354.8416489.29MSM 2005-11AR X2036-01-253.70872Other InstrumentCMOs7963.26769.70AIRPT 2001-1A A92019-03-15.7045Other InstrumentABS 51507.5823191.53ARMT 2004-1 CB1X2034-09-012.36275Other InstrumentCMO 1169805.0150009.95BALTA 2006-5 1A12036-08-25.3255Other InstrumentAsset Backed Securities14452.947765.10BOAA 2003-2 CBIO2033-04-25.45151Other InstrumentCMOs2408348.0331803.95CWALT 2005-14 4X2035-05-252.23826Other InstrumentCMOs1397016.3273080.22CWL 2005-16 4AV32036-05-25.4055Other InstrumentAsset Backed Securities11405.7111341.46MANA 2007-A1 A2C2037-01-25.3855Other InstrumentAsset Backed Securities884660.45413781.74MANA 2007-A3 A2C2037-04-25.4755Other InstrumentAsset Backed Securities137470.6469638.51MARM 2007-3 12A12047-05-25.3555Other InstrumentAsset Backed Securities809.83625.31MSTR RESERT 20052034-03-280Other InstrumentPTA 53516.9826555.64SACO 2005-WM3 A32035-09-25.8555Other InstrumentAsset Backed Securities14257.0413652.43SAIL 2004-10 A102034-11-25.6055Other InstrumentAsset Backed Securities68673.4359566.65SASC 2006-BC4 A42036-12-25.3255Other InstrumentABS 2034677.421597010.69WMALT 2005-4 5A72035-06-255.5Other InstrumentCMOs500.35442.58BSABS 2004-HE6 M22034-08-251.4055Other InstrumentAsset Backed Securities30903.8626209.79BSABS 2007-HE5 M22047-06-25.5355Other InstrumentAsset Backed Securities88790.3214675.18CWALT 2006-5T2 A22036-04-255.3445Other InstrumentCMOs222704.3439281.55CWALT 2006-OA12 X2046-09-202.56762Other InstrumentCMOs1268351.1888964.51CWHL 2007-HY7 3AX2037-11-25.56523Other InstrumentCMOs64244.18140.70MSAC 2007-NC3 A2C2037-05-25.3455Other InstrumentAsset Backed Securities509.36316.97RALI 2006-QS17 A22036-12-256.4945Other InstrumentCMOs1254686.48198020.91CWALT 2005-13CB A22035-05-254.8445Other InstrumentCMOs351211.1344862.95CWALT 2005-9CB 1A22035-05-254.8445Other InstrumentCMOs10662.391293.41CWALT 2006-J7 2X2A2036-11-200Other InstrumentCMOs2821179.4466834.93JPMCC 2007-LD11 AM2049-06-155.81335Other InstrumentCommercial Mortgage-Backed Security277983.87291013.77144A BACM 2006-5 XC2047-09-10.63952Other InstrumentCommercial Mortgage-Backed Security3632759.5245770.19144A CBRE 2006-1A C2046-03-25.858Other InstrumentABS 193548.393870.97144A ORPT 2006-1A A2051-11-03.3287Other InstrumentABS 11577840.673360427.87144A CBRE 2007-1A A22052-04-07.5804Other InstrumentABS 425806.4568486.01144A NMCRE 2007-2A B2042-05-21.5636Other InstrumentABS 655040.32509058.60144A PALS 1999-1A A22029-03-256.3Other InstrumentABS 236379.0228572.31CWALT 2005-28CB 1A102035-08-254.7945Other InstrumentCMOs407707.8750748.17CWALT 2005-30CB 1A102035-08-254.5945Other InstrumentCMOs565664.4070585.94144A ACABS 2003-1A AT2038-06-10.99085Other InstrumentABS 604528.55143395.48144A CWL 2006-SD2 1M12046-05-25.708Other InstrumentABS 32177.4218735.76144A FTSHR 2005-1A A12041-11-05.53828Other InstrumentABS 1123856.13292623.13144A MONT 2006-1A A1B2042-09-06.489Other InstrumentABS 18896856.055826184.21144A GRAND 2006-2A A1A2046-11-01.3585Other InstrumentABS 21141015.8428303.42CMO CREDIT SUISSE 98-C12030-04-111.76699Other InstrumentCommercial Mortgage-Backed Security340130.6217427.07CFI HOLDING MATURITY DAT2044-11-15.04268Other InstrumentCommercial Mortgage-Backed Security76326.10406.92GE COMMERCIAL MORTGAGE CO2049-12-10.12296Other InstrumentCommercial Mortgage-Backed Security10252666.9454526.88CD 2006-CD3 MORTGAGE TRUST2048-10-17.49615Other InstrumentCommercial Mortgage-Backed Security13770532.28210147.64FIRST HORIZON ALTERNATIVE MTG2035-01-250Other InstrumentCMOs69119.2952940.50MASTR RESECURITIZATION TRTUST2034-03-280Other InstrumentPTA 158024.6750559.86BANC OF AMERICA MORTGAGE SECUR2034-02-255.42155Other InstrumentCMOs2501.111986.84First Tier SecurityN/AN/A2014-03-132014-03-13NNN15000000.0015000000.000.0059Y15002025.0015002025.00Credit Suisse Securities (USA) LLCCredit Suisse Securities (USA) LLC, 0.190%, 3/3/2014319981007Other Repurchase AgreementNNPV2014-03-030Other InstrumentEINS0.002737.98NPV2014-03-030Other InstrumentSTON0.00191714.16NPV2014-03-030Other InstrumentSYNT0.0015301.73USD12014-03-030Other InstrumentAMER0.00123125.18USD12014-03-030Other InstrumentAMPC0.0024740.23USD12014-03-030Other InstrumentBANC0.00110947.32USD12014-03-030Other InstrumentBARR0.002329.97USD0.012014-03-030Other InstrumentREX0.00564571.94USD0.012014-03-030Other InstrumentABRA0.00129965.44USD0.012014-03-030Other InstrumentATLA0.00475220.48USD0.012014-03-030Other InstrumentBARR0.00425561.47USD0.012014-03-030Other InstrumentCAL 0.00491640.92USD0.012014-03-030Other InstrumentCALG0.001740.51USD0.012014-03-030Other InstrumentMARL0.009511.04USD0.012014-03-030Other InstrumentMCG 0.00162497.92USD0.012014-03-030Other InstrumentNATI0.0077628.60USD0.012014-03-030Other InstrumentNORT0.006291.39USD0.012014-03-030Other InstrumentOCEA0.0056596.18USD0.012014-03-030Other InstrumentPC C0.00141395.31USD0.062014-03-030Other InstrumentCEDA0.0085959.83USD0.102014-03-030Other InstrumentARAB0.0022878.00USD0.102014-03-030Other InstrumentASPE0.001310072.32USD0.102014-03-030Other InstrumentCSS 0.0068302.89ANN INC.2014-03-030Other InstrumentANN 0.003726616.54NPV CLS B2014-03-030Other InstrumentBALD0.002045.05USD0.00012014-03-030Other InstrumentSIGA0.0051992.16ATMI, INC.2014-03-030Other InstrumentATMI0.00965443.58COM USD0.012014-03-030Other InstrumentADVE0.0064437.90ACXIOM CORP.2014-03-030Other InstrumentACXI0.001767728.83COM USD0.0012014-03-030Other InstrumentNVE 0.0046691.93PUBLIC USD 502014-03-030Other InstrumentCorporates0.00521700.00ASTRONICS CORP.2014-03-030Other InstrumentASTR0.0034665.54BRUNSWICK CORP.2014-03-030Other InstrumentBRUN0.002167330.87ARTHROCARE CORP.2014-03-030Other InstrumentARTH0.001746982.83AGREE REALTY CORP.2014-03-030Other InstrumentAGRE0.00663862.804.5% CUM CONV PREF SHS2014-03-030Other InstrumentCorporates0.00140919.20ASTEC INDUSTRIES, INC.2014-03-030Other InstrumentASTE0.00435622.42CAREER EDUCATION CORP.2014-03-030Other InstrumentCARE0.00198164.69AMERICAN SOFTWARE, INC.2014-03-030Other InstrumentAMER0.00215832.00ASTORIA FINANCIAL CORP.2014-03-030Other InstrumentASTO0.0095412.07BROOKS AUTOMATION, INC.2014-03-030Other InstrumentBROO0.00939196.69CACI INTERNATIONAL, INC.2014-03-030Other InstrumentCACI0.00974898.24CHRISTOPHER & BANKS CORP.2014-03-030Other InstrumentCHRI0.00121708.03COMFORT SYSTEMS USA, INC.2014-03-030Other InstrumentCOMF0.00642425.78QUALITY DISTRIBUTION, INC.2014-03-030Other InstrumentQUAL0.0053062.94BENCHMARK ELECTRONICS, INC.2014-03-030Other InstrumentBENC0.001502130.50CASELLA WASTE SYSTEMS, INC.2014-03-030Other InstrumentCASE0.0076520.35PERICOM SEMICONDUCTOR CORP.2014-03-030Other InstrumentPERI0.0036691.863.75% CNV SNR 01/OCT/2014 USD2014-03-030Other InstrumentCorporates0.004177721.375.25% CNV SNR 15/MAR/2014 USD2014-03-030Other InstrumentCorporates0.001836100.46WTS 03/JUN/2030(TO SUBORD FOR2014-03-030Other InstrumentCUMU0.0047183.04WTS 07/DEC/2014(TO SUBORD FOR2014-03-030Other InstrumentNORT0.002609.461.75% CNV BDS 15/OCT/2032 USD12014-03-030Other InstrumentCorporates0.002514275.412.25% CNV BDS 01/MAR/2019 USD12014-03-030Other InstrumentCorporates0.0010072117.613% CNV SNR 15/NOV/2017 USD10002014-03-030Other InstrumentCorporates0.005013933.514.25% CNV BDS 15/AUG/2019 USD12014-03-030Other InstrumentCorporates0.00292750.894.5% CNV BDS 01/NOV/2019 USD102014-03-030Other InstrumentCorporates0.00830416.394.5% CNV BDS 15/MAR/2015 USD102014-03-030Other InstrumentCorporates0.004446988.00HIGH YIELD EQUITYTY DIVIDEND A2014-03-030Other InstrumentPOWE0.0052658.80WTS 01/10/11(TO SUBORD FOR ORD2014-03-030Other InstrumentBOST0.002428.52NUTRACEUTICAL INTERNATIONAL CORP.2014-03-030Other InstrumentNUTR0.0025539.42First Tier SecurityN/AN/A2014-03-032014-03-03NNN50000000.0050000000.000.0197N50000000.0050000000.00New Hampshire Health and Education Facilities AuthorityNew Hampshire Health and Education Facilities Authority, 0.090%, 12/1/2032644614P37Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YRoyal Bank of Canada, MontrealN/AN/AYRoyal Bank of Canada, MontrealN/AN/AN10269000.0010269000.000.0040N10269000.0010269000.00Wells Fargo Bank, N.A.Wells Fargo Bank, N.A., 0.346%, 3/20/201594985HD27Other NoteNFirst Tier SecurityN/AN/A2014-03-242015-03-20NNN25000000.0025000000.000.0099N25000575.0025000575.00BNP Paribas SABNP Paribas SA, 0.230%, 3/14/201405572W6B7Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-142014-03-14NNN30000000.0030000000.000.0118N30001200.0030001200.00Christus Health SystemTarrant County, TX Cultural Education Facilities Finance Corp. (Christus Health System) , (Series 2008C-3), 0.040%, 7/1/204787638TDE0Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YBank of MontrealN/AN/AYBank of MontrealN/AN/AN25000000.0025000000.000.0099N25000000.0025000000.00Deutsche Bank AGDeutsche Bank AG, 0.270%, 5/29/201425152XQW3Certificate of DepositNFirst Tier SecurityN/AN/A2014-05-292014-05-29NNN20000000.0020000000.000.0079N20001000.0020001000.00General Electric Capital Corp.General Electric Capital Corp., 0.869%, 6/2/201436962G5E0Other NoteNFirst Tier SecurityN/AN/A2014-03-032014-06-02NNN680000.00681113.970.0003N681100.24681100.24General Electric Capital Corp.General Electric Capital Corp., 5.500%, 6/4/201436962G2Z6Other NoteNFirst Tier SecurityN/AN/A2014-06-042014-06-04NNN6775000.006864801.930.0027N6863163.086863163.08JPMorgan Chase Bank, N.A.JPMorgan Chase Bank, N.A., 0.420%, 7/30/201448125PC50Certificate of DepositNFirst Tier SecurityN/AN/A2014-07-302014-07-30NNN20000000.0020000000.000.0079N20014200.0020014200.00Mizuho Bank Ltd.Mizuho Bank Ltd., 0.200%, 4/15/201460688LMZ6Certificate of DepositNFirst Tier SecurityN/AN/A2014-04-152014-04-15NNN10000000.0010000000.000.0039N10000100.0010000100.00Deutsche Bank AGDeutsche Bank AG, 0.270%, 5/29/201425152XQY9Certificate of DepositNFirst Tier SecurityN/AN/A2014-05-292014-05-29NNN25000000.0025000000.000.0099N25001250.0025001250.00Credit Suisse, ZurichCredit Suisse, Zurich, 0.240%, 4/21/201422549TQE1Certificate of DepositNFirst Tier SecurityN/AN/A2014-04-212014-04-21NNN20000000.0020000000.000.0079N20002000.0020002000.00Bank of MontrealBank of Montreal, 0.242%, 6/12/201406366AEZ1Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-122014-06-12NNN30000000.0030000000.000.0118N30006000.0030006000.00United States TreasuryUnited States Treasury Bills, 0.090%, 4/24/2014912796CJ6Treasury DebtNFirst Tier SecurityN/AN/A2014-04-242014-04-24NNN50000000.0049993250.000.0197N49996400.0049996400.00Enterprise Fleet Financing LLC 2014-1Enterprise Fleet Financing LLC 2014-1, Class A1, 0.250%, 2/20/201529372EBA5Other NoteNFirst Tier SecurityN/AN/A2015-02-202015-02-20NNN10000000.0010000000.000.0039N10000000.0010000000.00Toronto Dominion BankToronto Dominion Bank, 0.300%, 1/27/201589112TJ39Certificate of DepositNFirst Tier SecurityN/AN/A2015-01-272015-01-27NNN30000000.0030000000.000.0118N30024900.0030024900.00Wells Fargo Securities, LLCWells Fargo Securities, LLC, 0.370%, 3/24/201492999Z003Other Repurchase AgreementN033EAWAMU2037-03-254.4909Other InstrumentCMOs80998.0374920.4701BMCMATTEL INC2023-03-153.15Other InstrumentCorporates1375.001338.80030KFJPMMT 20072035-07-252.7138Other InstrumentCMOs84422.4684706.42030NRWBCMT 20072047-04-175.134Other InstrumentCMO13962.4726.0301OWDDEANS FOODS2016-06-017Other InstrumentCorporates8500.009515.0402G5KWACHOVIA BNK2015-02-014.875Other InstrumentCorporates53875.0056267.3901BHNWACHOVIA CORP2015-10-28.5761Other InstrumentCorporates34875.0034927.2501BHNWACHOVIA CORP2016-10-15.6089Other InstrumentCorporates302550.00301620.3501D7TZIONS BANCORP2015-09-156Other InstrumentCorporates25.0027.1101ZXEHSBC BANK USA2017-03-020Other InstrumentCD3250.003250.0001ZXEHSBC BANK USA2017-10-040Other InstrumentCD4775.004775.0001ZXEHSBC BANK USA2017-12-060Other InstrumentCD500.00500.0001ZXEHSBC BANK USA2018-02-050Other InstrumentCD72.2572.2502G0YUNION BANK NA2016-12-020Other InstrumentCD2500.002398.2502G5KWACHOVIA BANK2015-08-155Other InstrumentCorporates10250.0010897.7501F6GREGATTA FDG LTD2020-06-151.5429Other InstrumentABS21130.3319708.5901STWESPORTFINAN ASA2015-01-070Other InstrumentMTN2225.002438.38027EPWACHOVIA CAP TR2027-01-15.7389Other InstrumentCorporates625.00519.30034OGVENTURE XIV CLO2025-08-280Other InstrumentABS200000.00166755.2001BZTVPII ESCROW CORP2018-08-156.75Other InstrumentCorporates2500.002756.0901BZTVPII ESCROW CORP2021-07-157.5Other InstrumentCorporates875.00999.8701FENMONDELEZ INT INC2014-10-150Other InstrumentCorporates875000.00872389.3501GTZSYNGENTA FIN N V2042-03-284.375Other InstrumentCorporates1250.001249.9601STWAS EKSPORTFINANS2014-07-030Other InstrumentMTN6762.5012217.8101ZXEHSBC BANK USA NA2017-09-050Other InstrumentCD7000.007099.40021TIWELLS FARGO BANK2015-02-094.75Other InstrumentCorporates47300.0049334.7002G0YUNION BANK CALIF2017-01-040Other InstrumentCD3000.003000.0002G0YUNION BANK CALIF2017-08-020Other InstrumentCD550.00550.0002G5KWACHOVIA BANK NA2016-03-155.6Other InstrumentCorporates1950.002181.4802G5KWACHOVIA BANK,NA2014-11-014.8Other InstrumentCorporates1875.001960.2602G5KWACHOVIA BANK,NA2038-01-156.6Other InstrumentCorporates10875.0014299.4701STWA S EKSPORTFINANS2016-02-050Other InstrumentMTN3187.503855.9201STWA/S EKSPORTFINANS2014-06-050Other InstrumentMTN1250.001989.7501STWA/S EKSPORTFINANS2014-07-230Other InstrumentMTN8750.0010825.5001STWA/S EKSPORTFINANS2014-08-050Other InstrumentMTN1587.502754.0002G5KWACHOVIA BANK.N.A2037-02-015.85Other InstrumentCorporates450.00539.70030IKCWMBS INC 2005-192035-11-255.5Other InstrumentCMOs153204.84144061.1601DP2ROYAL BK OF CANADA2014-06-040Other InstrumentMTN839.131062.0801DP2ROYAL BK OF CANADA2016-04-040Other InstrumentCorporates5775.008686.7601RX6CB MERCK & CO.INC.2028-12-015.95Other InstrumentCorporates250.00308.3402I8PROYAL BK OF CANADA2015-06-020Other InstrumentMTN3362.504655.7201DP2ROYAL BANK OF CANDA2015-07-060Other InstrumentCorporates2875.004073.5901OQASCOTIABANK PERU SAA2027-12-134.5Other InstrumentCBND625.00560.5502G0YUNION BANK OF CALIF2018-01-050Other InstrumentCD10400.0010400.0002KN4WELLPOINT INC COM <2022-05-153.125Other InstrumentCorporates1250.001213.94XXXX CEMEX. S.A. DE C.V.2021-01-157.25Other InstrumentCBND12500.0013420.7501BFHJP MORGAN CHASE & CO2099-12-317.9Other InstrumentCorporates4850.005568.2601MTZCHAPARRAL ENERGY INC2022-11-157.625Other InstrumentCorporates143354.55158667.1101TGMCOLUMBIA/HCA HEALTSR2014-12-159Other InstrumentCorporates200.00215.1501WA5WELLS FARGO COMM MTG2043-11-185.5848Other InstrumentCommercial Mortgage-Backed Security27302.0030215.5502GAULIBERTY MUTUAL GROUP2087-03-077.8Other InstrumentCorporates100000.00111031.6702LIOIAI INTELSAT BERMUDA2023-06-018.125Other InstrumentCorporates15700.0017362.4002MCKINTL LSE FIN CP ILFC2014-04-156.2Other InstrumentCorporates1250.001287.3602QY6ARES XI CLO LTD CORP2021-10-110Other InstrumentABS3713.082073.29030M9RASC SERIES 2006 KS22036-03-25.528Other InstrumentAsset Backed Securities55642.7346352.23030NRWACHOVIA BK COMM MTG2048-11-18.4002Other InstrumentCommercial Mortgage-Backed Security1605212.4417144.52030NTWELLS FARGO COML MTG2045-10-172.918Other InstrumentCommercial Mortgage-Backed Security625.00607.550353TOWS STRUCTURED ASSET2048-06-254.5Other InstrumentABS185299.78184902.12035WFGOLDEN NUGGET ESCROW2021-12-018.5Other InstrumentCorporates150129.50156641.37035XMTAL ADVANTAGE IV LLC2026-01-204.6Other InstrumentAsset Backed Securities245244.39245907.3401BFJCINCINNATI BELL INC,O2018-03-158.75Other InstrumentCorporates325.00352.9101BO2WELLS FARGO & COMPANY2014-11-155Other InstrumentCorporates2125.002220.6801BO2WELLS FARGO & COMPANY2016-06-153.676Other InstrumentCorporates10000.0010815.7401DNEKODIAK OIL & GAS CORP2019-12-018.125Other InstrumentCorporates306311.28346785.8401E9MREGENCY ENERGY PARTNE2018-12-016.875Other InstrumentCorporates101490.10110026.9001PLXBANCO SANTANDER CHILE2014-12-095.375Other InstrumentCBND2500.002607.6401T6RC & S GROUP ENTERPRIS2017-05-018.375Other InstrumentCorporates51852.1055920.8701T89PRINCIPAL FINANCIAL G2042-09-154.625Other InstrumentCorporates12304.2512360.740289LWFRBS COML MTG 2012 C2045-11-172.87Other InstrumentCommercial Mortgage-Backed Security125000.00120751.670289LWFRBS COML MTG 2012 C2045-11-172.2518Other InstrumentCommercial Mortgage-Backed Security61022.217533.8102G0YUNION BANK OF CALIFOR2017-02-030Other InstrumentCD1075.001075.0002KD6KRATOS DEFENSE SECUTI2017-06-0110Other InstrumentCorporates49236.2353749.5502M6VNATIONAL CINEMEDIA LL2021-07-157.875Other InstrumentCorporates158200.00176496.8202QYQSTONE TOWER CDO II LT2040-11-17.8885Other InstrumentABS137910.48115947.7902XS4BANC AMER RE REMIC TR2051-02-225.6335Other InstrumentCommercial Mortgage-Backed Security66367.0871309.5202XSECOMMERCIAL MORTGAGE L2049-12-106.0077Other InstrumentCommercial Mortgage-Backed Security17528.0514262.4502XU6 MORGAN STANLEY MORT2037-10-256Other InstrumentCMOs73925.1960662.4802XU9NCUA GUARANTEED NOTES2017-11-06.5325Other InstrumentCMO1270.951274.1602XUEPOPULAR ABS MTGE PASS2035-11-25.598Other InstrumentAsset Backed Securities47001.9142668.5102XUZWF RBS COML MTG R 2012044-02-181.1174Other InstrumentCommercial Mortgage-Backed Security15298.06587.3202XUZWF RBS COML TR 2011 C2044-02-182.501Other InstrumentCommercial Mortgage-Backed Security6537.616626.1602XUZWFRBS COML MTG TE 2012044-11-183.667Other InstrumentCommercial Mortgage-Backed Security1750.001818.0602XUZWFRBS COML MTG TR 2012044-11-185.636Other InstrumentCommercial Mortgage-Backed Security625.00705.3702XUZWFRBS COML MTG TR 2012045-08-174.8781Other InstrumentCommercial Mortgage-Backed Security250000.00239657.1302YPUMICHAEL FOODS HLDG IN2018-07-158.5Other InstrumentCorporates25164.9326647.21030G4WACHOVIA BANK COMM MT2045-07-175.795Other InstrumentCommercial Mortgage-Backed Security1125.001231.72030G4WACHOVIA BANK COMMERC2045-07-175.765Other InstrumentCommercial Mortgage-Backed Security3660.503959.65030HOCHASE MTG FIN TRUST 22035-06-252.6217Other InstrumentCMOs321235.84325651.04030HOCHASE MTG FIN TRUST 22035-06-252.8054Other InstrumentCMOs116598.60117125.24030IWEXETER AUTOMOBILE REC2019-06-175.06Other InstrumentABS77965.5879615.03030KPLEHMAN XS TRUST 2007-2037-03-25.318Other InstrumentAsset Backed Securities41113.2028925.11030N2SLM STUDENT LOAN TR 22025-04-25.3386Other InstrumentAsset Backed Securities616847.87613775.08030NQWACHOVIA BANK CMML MT2042-04-154.702Other InstrumentCommercial Mortgage-Backed Security6202.5038.42030NQWACHOVIA BANK COMM MO2035-04-15.8491Other InstrumentCommercial Mortgage-Backed Security562.1410.01030NQWACHOVIA BANK COMM MT2042-07-155.179Other InstrumentCommercial Mortgage-Backed Security112500.00119373.66030NQWACHOVIA BANK COMM MT2044-05-154.793Other InstrumentCommercial Mortgage-Backed Security50000.0052318.94030NR WACHOVIA BANK COMM2046-05-175.9694Other InstrumentCommercial Mortgage-Backed Security50000.0051428.83030NR WACHOVIA BANK COMMER2043-12-155.553Other InstrumentCommercial Mortgage-Backed Security9250.003581.95030NR WACHOVIA BANK COMMER2045-01-185.418Other InstrumentCommercial Mortgage-Backed Security2188.232326.97030NRWACHOVIA BANK COMMERC2046-05-17.3367Other InstrumentCommercial Mortgage-Backed Security607701.796953.08030NTWELLS FARGO MTGE BCKD2035-06-252.6269Other InstrumentCMOs829679.35852329.45030NTWELLS FARGO MTGE BCKD2035-06-255.2295Other InstrumentCMOs122444.41125576.27030PAWELLS FARGO MTG LN 202036-04-294.5Other InstrumentCMO281587.62286243.68031XGWFRBS COML MTG TR 2012045-03-173.037Other InstrumentCommercial Mortgage-Backed Security9250.009035.21031XGWFRBS COML MTG TR 2012045-03-174.1839Other InstrumentCommercial Mortgage-Backed Security254525.00230114.23031XGWFRBS COML TR 2013 C12045-03-171.5123Other InstrumentCommercial Mortgage-Backed Security4162593.72342544.510322SWAMU MORTGAGE PASS T2048-03-171.5185Other InstrumentCommercial Mortgage-Backed Security2061374.81185507.9603235MEMORIAL PRODTN PARTN2021-05-017.625Other InstrumentCorporates39575.0042732.34033EDUNITED AUTO CR SECURI2019-04-154.4Other InstrumentABS41619.6341632.56033EEWFRBS COML TR 2013 C12045-05-171.4828Other InstrumentCommercial Mortgage-Backed Security8358033.50748407.350346KNATIONSTAR MTG ADVANC2046-06-201.679Other InstrumentABS554664.98548336.31034MOORES NPL 2013-LV2 LLC2025-09-253.081Other InstrumentCommercial Mortgage-Backed Security297148.22310091.56034OGWFRBS COML MTG TR 2012046-08-173.881Other InstrumentCommercial Mortgage-Backed Security1625.001678.90035ETEXETER AUTOMOBILE REC2020-08-176.81Other InstrumentABS600905.50638388.88035F7WFRBS CKOML MTG TR 202046-09-174.9851Other InstrumentCommercial Mortgage-Backed Security400.00425.23037K2WELLSFARGO COMMERCIAL2045-12-254.158Other InstrumentCMO228.42239.44037KTHLSS SERVICER ADVANCE2046-11-153.0199Other InstrumentABS8750.008759.54037VRWFRBS COML MTG TR 2012046-03-16.5345Other InstrumentCommercial Mortgage-Backed Security546684.8511830.26XXXX BANCO SANTANDER MEXIC2024-01-305.95Other InstrumentCBND5000.005200.00First Tier SecurityN/AN/A2014-03-072014-03-07YWells Fargo Securities, LLCN/AN/ANN10000000.0010000000.000.0039N10002100.0010002100.00California Statewide Communities Development AuthorityCalifornia Statewide Communities Development Authority, Series 2005-B, 0.370%, 2/1/2035130911A75Variable Rate Demand NoteNFirst Tier SecurityN/AN/A2014-03-072014-03-07YUnion Bank, N.A.N/AN/AYUnion Bank, N.A.N/AN/AN8235000.008235000.000.0032N8235000.008235000.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.200%, 3/5/201406538GMC3Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-052014-03-05NNN25000000.0025000000.000.0099N25000000.0025000000.00Jupiter Securitization Co. LLCJupiter Securitization Co. LLC, 0.300%, 9/12/20144820P3JC8Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-09-122014-09-12NNN20000000.0019967500.000.0079N19971600.0019971600.00Bank of Tokyo-Mitsubishi UFJ Ltd.Bank of Tokyo-Mitsubishi UFJ Ltd., 0.200%, 3/7/201406538GTP7Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-072014-03-07NNN20000000.0020000000.000.0079N20000200.0020000200.00JPMorgan Chase Bank, N.A.JPMorgan Chase Bank, N.A., 0.355%, 12/21/201448125LAA0Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-212014-12-21NNN40000000.0040000000.000.0158N40001760.0040001760.00Deutsche Bank AGDeutsche Bank AG, 0.250%, 8/28/201425153DBV4Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-032014-08-28NNN40000000.0040000000.000.0158N39985200.0039985200.00Atlantic Asset Securitization LLCAtlantic Asset Securitization LLC, 0.210%, 5/9/201404821UE99Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-05-092014-05-09NNYGuaranteeCredit Agricole Corporate and Investment BankN/AN/A50000000.0049979875.000.0197N49983000.0049983000.00Santander Drive Auto Receivables Trust 2014-1Santander Drive Auto Receivables Trust 2014-1, Class A1, 0.270%, 1/15/201580283NAA7Other NoteNFirst Tier SecurityN/AN/A2015-01-152015-01-15NNN21359981.8021359981.800.0084N21353018.4521353018.45Mitsubishi UFJ Securities (USA), Inc.Mitsubishi UFJ Securities (USA), Inc., 0.250%, 3/12/2014603997008Other Repurchase AgreementN02J86ISHARES2049-01-010Other InstrumentETF4159458.004505940.8501BQVSNAP ON INC2049-01-010Other InstrumentCOMN29952.0033273.6801SP3NOVARTIS A G2049-01-010Other InstrumentADR1315584.001086014.5901BPCCITIGROUP INC2049-01-010Other InstrumentCOMN32238.0015696.6801BI7GANNETT CO INC2017-11-159.375Other InstrumentCorporates1981.082133.2702JK6CCO HOLDINGS LLC2019-01-157Other InstrumentCorporates114124.86121641.2502L3ECOLEMAN CABLE INC2018-02-159Other InstrumentCorporates280975.86295375.8701G8GTE CONNECTIVITY LTD2049-01-010Other InstrumentCOMN524556.00305448.9601DDFBA CREDIT CARD TRUST2021-06-15.5575Other InstrumentAsset Backed Securities127078.38127294.3201CIPRANGE RESOURCES CORP,2019-05-158Other InstrumentCorporates52851.0656901.510236CCARRIZO OIL & GAS INC2018-10-158.625Other InstrumentCorporates102613.14113835.3802DODKRAFT FOODS GROUP INC2049-01-010Other InstrumentCOMN1793880.00989683.6002GN0CITIBANK CRDIT CARD I2018-11-07.4243Other InstrumentAsset Backed Securities1526162.221527977.59First Tier SecurityN/AN/A2014-03-072014-03-07YMitsubishi UFJ Securities (USA), Inc.N/AN/ANN9000000.009000000.000.0035N9000270.009000270.00Citigroup Global Markets, Inc.Citigroup Global Markets, Inc., 0.560%, 3/3/201499CBF2906Other Repurchase AgreementN02GK4CWABS INC2034-05-25.908Other InstrumentAsset Backed Securities1733693.951608940.15030IFCWMBS INC2036-03-202.4041Other InstrumentCMOs2108818.291464667.590348SWAMU MTGE2046-12-25.955Other InstrumentCMOs1713798.931426205.1502XRQSAND TRUST2035-06-25.893Other InstrumentAsset Backed Securities2530450.001441061.9602XSECSMC 2006-C52039-12-155.373Other InstrumentCommercial Mortgage-Backed Security1716042.901604301.4802J29BAYVIEW COMM ASSET2037-03-25.428Other InstrumentCommercial Mortgage-Backed Security758475.37549081.4402J29BAYVIEW COMMERCIAL2037-07-25.428Other InstrumentCommercial Mortgage-Backed Security975568.74801670.7902XTSLIME STREET CLO LTD2021-06-210Other InstrumentABS1861372.501521528.6901CXMMARATHON REAL ESTATE2046-05-252.308Other InstrumentABS2762500.001693418.9402XRU3C7-REG S C-BASS CBO2039-04-081.6894Other InstrumentABS3315000.001538379.8502XTO(C) (7) REG S ISCHUS2040-08-06.4275Other InstrumentABS2586994.04331552.39030JKGMACM HOME EQTY LOAN2036-12-25.338Other InstrumentAsset Backed Securities1746886.231492599.28030KDJP MORGAN CHASE COMM2049-01-155.503Other InstrumentCommercial Mortgage-Backed Security2210000.001619545.89030MRSTRUCTURED ASSET SEC2037-05-25.608Other InstrumentAsset Backed Securities2210000.001559426.0901BNEJWT ACQUISITION CORPO2037-06-25.348Other InstrumentAsset Backed Securities387817.99361184.9102GK4CWHEQ HOME EQUITY LOA2037-05-25.408Other InstrumentAsset Backed Securities1712723.481555633.1402K9SWELS FARGO HME EQTY A2035-09-251.208Other InstrumentAsset Backed Securities2071875.001640522.3702X5EMASTR ADJ RATE MTG TR2046-12-25.935Other InstrumentAsset Backed Securities16316.689911.0102XTQKODIAK CDO II LTD COR2042-11-071.1364Other InstrumentABS3712061.031366643.0502XVWREG S FLAGSHIP CLO V/2019-09-203.9951Other InstrumentABS1740375.001561353.59030G5TCW GLOBAL PROJECT FU2016-06-153.7389Other InstrumentABS5540536.321688788.21030GHALESCO PREF FDG XII L2037-07-15.8389Other InstrumentABS3101421.281712983.27030HDCARRINGTON MTGELOAN T2035-06-25.618Other InstrumentAsset Backed Securities944440.46856346.36030K3HARBORVIEW MORTGAGE L2036-11-19.367Other InstrumentAsset Backed Securities1966763.421453610.75030KOLEHMAN XS TRUST SERIE2047-08-25.408Other InstrumentAsset Backed Securities1792482.021436325.66030LZRALI SERIES 2006-QS162036-11-25.5461Other InstrumentCMOs68119977.281540203.96First Tier SecurityN/AN/A2014-03-032014-03-03NNN33150000.0033150000.000.0131N33150000.0033150000.00Kells Funding, LLCKells Funding, LLC, 0.187%, 3/7/201448803ADU6Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-03-042014-03-07NYFMS Wertmanagement AoRN/AN/AN50000000.0050000044.150.0197N50000000.0050000000.00Rabobank Nederland NV, UtrechtRabobank Nederland NV, Utrecht, 0.275%, 3/6/2014Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-062014-03-06NNN25000000.0024999046.460.0099N24999800.0024999800.00BNP Paribas SABNP Paribas SA, 0.220%, 6/6/201405574RBK0Certificate of DepositNFirst Tier SecurityN/AN/A2014-06-062014-06-06NNN19000000.0019000000.000.0075N18998966.4018998966.40Nationwide Building SocietyNationwide Building Society, 0.250%, 4/1/20146385E1D16Financial Company Commercial PaperNFirst Tier SecurityN/AN/A2014-04-012014-04-01NNN25000000.0024994618.060.0099N24997000.0024997000.00Mitsubishi UFJ Securities (USA), Inc.Mitsubishi UFJ Securities (USA), Inc., 0.250%, 3/21/2014603997008Other Repurchase AgreementN02J86ISHARES2049-01-010Other InstrumentETF2001666.672168405.5002M5GISHARES2049-01-010Other InstrumentETF368000.00212152.0002J3YSLM CORP2015-09-103.875Other InstrumentCorporates34875.0736701.9402J3YSLM CORP2049-01-010Other InstrumentCOMN114013.3327112.3701BV1APPLE INC2049-01-010Other InstrumentCOMN397000.002094849.9001RDKDAVITA INC2018-11-016.375Other InstrumentCorporates91992.9398613.5501BBTABBOTT LABS2049-01-010Other InstrumentCOMN41960.0016695.8801BOXPEPSICO INC2049-01-010Other InstrumentCOMN175386.67138678.2401BQVSNAP ON INC2049-01-010Other InstrumentCOMN140120.00155659.3102L76CARDS II TR2017-09-15.61Other InstrumentAsset Backed Securities2874576.272880987.3701SP3NOVARTIS A G2049-01-010Other InstrumentADR4314386.673561526.1901BPCCITIGROUP INC2049-01-010Other InstrumentCOMN3943986.671920327.1102JK6CCO HLDGS LLC2017-10-307.25Other InstrumentCorporates66666.6772250.9301BI7GANNETT CO INC2017-11-159.375Other InstrumentCorporates100007.47107690.3301TZJINKIA ENERGY LTD2021-04-048.375Other InstrumentCBND26666.6729645.280270QAMERICAN CAP LTD2049-01-010Other InstrumentMFND1512120.00232564.0602JK6CCO HOLDINGS LLC2019-01-157Other InstrumentCorporates44117.0747022.6701BDMAVON PRODUCTS INC2016-03-152.375Other InstrumentCorporates66000.0067863.4101BKTJOHNSON & JOHNSON2049-01-010Other InstrumentCOMN1011186.67923820.1402FWSCONSOL ENERGY INC2017-04-018Other InstrumentCorporates87975.7394698.5502L3ECOLEMAN CABLE INC2018-02-159Other InstrumentCorporates213292.40224223.6401SLZCROSSTEX ENERGY LP2018-02-158.875Other InstrumentCorporates130643.60137594.4702NJASELECT INCOME REIT2049-01-010Other InstrumentCOMN15373.334369.1001BHXJACK IN THE BOX INC2049-01-010Other InstrumentCOMN6906.673979.6201BI8GENERAL ELECTRIC CO2049-01-010Other InstrumentCOMN800000.00204000.0001BPCPROCTER & GAMBLE CO2049-01-010Other InstrumentCOMN378000.00295558.2001G8GTE CONNECTIVITY LTD2049-01-010Other InstrumentCOMN245773.33143113.8101BULWILLIAMS COS INC DEL2049-01-010Other InstrumentCOMN1435106.67592125.0101DDFBA CREDIT CARD TRUST2021-06-15.5575Other InstrumentAsset Backed Securities1506871.471509432.0801TGMHCA THE HEALTHCAR CO2019-04-158.5Other InstrumentCorporates128338.93138946.5002LEJINTERLINE BRANDS NEW2018-11-157.5Other InstrumentCorporates33333.3336048.6101BNABANK OF AMERICA CORPO2049-01-010Other InstrumentCOMN248853.3341035.9101CIPRANGE RESOURCES CORP,2019-05-158Other InstrumentCorporates82666.6789002.1501F7TCHESAPEAKE ENERGY COR2015-02-159.5Other InstrumentCorporates42675.7346076.16028EBPOWERSHARES ETF TRUST2049-01-010Other InstrumentETF125693.3331259.9302J46WHITING PETROLEUM COR2018-10-016.5Other InstrumentCorporates133333.33144372.2202K4ICRICKET COMMUNICATION2020-10-157.75Other InstrumentCorporates133333.33154984.2602LVTPHILIP MORRIS INTL IN2049-01-010Other InstrumentCOMN2042946.671650292.3203237MALLINCKRODT INTL FIN2023-04-154.75Other InstrumentCorporates70457.8767738.09First Tier SecurityN/AN/A2014-03-072014-03-07YMitsubishi UFJ Securities (USA), Inc.N/AN/ANN20000000.0020000000.000.0079N20001000.0020001000.00Credit Suisse, ZurichCredit Suisse, Zurich, 0.230%, 6/24/201422549TVJ4Certificate of DepositNFirst Tier SecurityN/AN/A2014-06-242014-06-24NNN10000000.0010000000.000.0039N10000000.0010000000.00Wells Fargo Securities, LLCWells Fargo Securities, LLC, 0.350%, 4/21/201492999Z003Other Repurchase AgreementN02J3YSLM CORP2014-05-155.375Other InstrumentCorporates22321.0522859.6202XRQACS 2007-12037-06-14.4725Other InstrumentAsset Backed Securities991487.01937810.3901BVHORACLE CORP2039-07-086.125Other InstrumentCorporates323872.80398404.6601ZXEHSBC BANK USA2016-10-050Other InstrumentCD30600.0030600.0001ZXEHSBC BANK USA2017-12-050Other InstrumentCD11175.0011175.0002GGSCREDIT SUISSE2025-11-244Other InstrumentCorporates1875.001890.5001RDVEARTH LINK INC2019-05-158.875Other InstrumentCorporates2325.002401.4701BLRFENTURA BANCORP2019-04-1510.5Other InstrumentCorporates288719.10317603.0401CKVMERCER INTL INC2017-12-019.5Other InstrumentCorporates60164.7866960.8901STWESPORTFINAN ASA2015-01-070Other InstrumentMTN13499.8514794.4901GTZSYNGENTA FIN N V2042-03-284.375Other InstrumentCorporates3977.333977.2002G0YUNION BANK CALIF2017-01-040Other InstrumentCD750.00750.0002G0YUNION BANK OF CA2016-11-020Other InstrumentCD12225.0012225.0002G5KWACHOVIA BANK NA2016-03-155.6Other InstrumentCorporates72825.0081469.7301STWA S EKSPORTFINANS2016-02-050Other InstrumentMTN84112.50101750.8901STWA/S EKSPORTFINANS2014-06-050Other InstrumentMTN104606.10166511.9901STWA/S EKSPORTFINANS2014-07-230Other InstrumentMTN249832.73309093.0501STWA/S EKSPORTFINANS2014-08-050Other InstrumentMTN10760.4018667.1402J3ZDEVON ENERGY CORP2014-05-280Other InstrumentCP322854.30322612.1601DP2ROYAL BK OF CANADA2014-06-040Other InstrumentMTN600.00759.4201DP2ROYAL BK OF CANADA2014-08-040Other InstrumentMTN4012.504793.7301DP2ROYAL BK OF CANADA2016-02-020Other InstrumentMTN3225.003979.3302I8PROYAL BK OF CANADA2015-06-020Other InstrumentMTN1462.502024.9802G0YUNION BANK OF CALIF2017-10-050Other InstrumentCD1500.001500.0001WA5WELLS FARGO COMM MTG2043-11-185.5848Other InstrumentCommercial Mortgage-Backed Security1441572.601534541.1402GAULIBERTY MUTUAL GROUP2087-03-077.8Other InstrumentCorporates9292.2810317.3702XS7BEAR STEARNS ARM TRU2034-06-252.6722Other InstrumentCMOs316392.70318428.59030NTWELLS FARGO COML MTG2045-10-172.1336Other InstrumentCommercial Mortgage-Backed Security4772862.58560555.81031WAEXTERRAN PARTNERS LP2021-04-016Other InstrumentCorporates644506.43653851.770353TOWS STRUCTURED ASSET2048-06-254.5Other InstrumentABS207752.66207306.8201BV9COMCAST CORPORATION S2044-03-014.75Other InstrumentCorporates421200.45427402.1601CEJMUELLER WATER PRODUCT2020-09-018.75Other InstrumentCorporates82898.4896619.9001E0PNATIONAL MONEY MART C2016-12-1510.375Other InstrumentCorporates19875.0020193.7601KS9AKTIEBOLAGET SVENSK E2014-03-070Other InstrumentMTN2250.002257.8801KS9AKTIEBOLAGET SVENSK E2014-05-200Other InstrumentMTN9187.5012168.8401KS9AKTIEBOLAGET SVENSK E2014-05-300Other InstrumentMTN14362.5017469.1101S57CHINA CONSTRUCTION BK2014-04-03.5Other InstrumentCorporates1526614.131527774.3501T6RC & S GROUP ENTERPRIS2017-05-018.375Other InstrumentCorporates144443.70155778.0201TLPCEMEX ESPANA SA LUXEM2020-05-129.25Other InstrumentCBND5250.005861.4401UE4BANCO DO BRASIL S.A.A2022-01-265.875Other InstrumentCBND10350.0010209.990239GBEAR STEARNS ALT A TR2034-01-283.9496Other InstrumentABS1635743.781635681.620289LWFRBS COML MTG 2012 C2045-11-172.2518Other InstrumentCommercial Mortgage-Backed Security2273760.79280718.8602GK2CREDIT SUISSE FIRST B2037-04-17.4087Other InstrumentCommercial Mortgage-Backed Security339435.53314009.0502I8PROYAL BK OF CDA BD CD2015-08-030Other InstrumentMTN8625.0011331.5302PGHRECKSON OPERATING PAR2018-08-155Other InstrumentCorporates360485.63395768.3602QYQSTONE TOWER CDO II LT2040-11-17.8885Other InstrumentABS23826.4520032.0102XU9NCUA GUARANTEED NOTES2017-11-06.5325Other InstrumentCMO3082.193089.98030HOCHASE MTG FIN TRUST 22035-06-252.6217Other InstrumentCMOs1422797.331442352.84030HOCHASE MTG FIN TRUST 22035-06-252.8054Other InstrumentCMOs22480.2522581.79030J51ST HORIZON ALTERNATI2035-12-252.2304Other InstrumentCMOs20160.3116665.44030KAJOHN DEERE OWNER TR 22016-07-15.53Other InstrumentAsset Backed Securities13125.0013134.44030NTWELLS FARGO ALTERNATI2037-07-257Other InstrumentCMOs13830.809284.53030NTWELLS FARGO MTGE BCKD2035-06-255.2295Other InstrumentCMOs1173393.131203405.93030PAWELLS FARGO MTG LN 202036-04-294.5Other InstrumentCMO477791.25485691.53033EEWFRBS COML MTG TR 2012045-05-173.553Other InstrumentCommercial Mortgage-Backed Security1087500.001034552.92033X0HLSS SERVICER ADVANCE2047-01-152.2167Other InstrumentABS22285.8822446.34First Tier SecurityN/AN/A2014-03-072014-03-07YWells Fargo Securities, LLCN/AN/ANN15000000.0015000000.000.0059N15005700.0015005700.00Jupiter Securitization Co. LLCJupiter Securitization Co. LLC, 0.300%, 3/7/20144820P3C76Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-03-072014-03-07NNN50000000.0049997500.000.0197N49999500.0049999500.00Chariot Funding LLCChariot Funding LLC, 0.300%, 3/14/201415963UCE4Asset Backed Commercial PaperNFirst Tier SecurityN/AN/A2014-03-142014-03-14NNN10000000.009998916.670.0039N9999700.009999700.00Canadian Imperial Bank of CommerceCanadian Imperial Bank of Commerce, 0.296%, 8/26/201413606YHL3Certificate of DepositNFirst Tier SecurityN/AN/A2014-03-242014-08-26NNN50100000.0050100000.000.0197N50119539.0050119539.00Standard Chartered Bank plcStandard Chartered Bank plc, 0.200%, 5/14/2014Certificate of DepositNFirst Tier SecurityN/AN/A2014-05-142014-05-14NNN50000000.0049979455.630.0197N49983340.0049983340.00Barclays Capital, Inc.Barclays Capital, Inc., 0.660%, 1/21/2015068992007Other Repurchase AgreementN030PBWAMU2037-06-25.468Other InstrumentAsset Backed Securities89727.0770248.65030I7CWALT2046-08-25.348Other InstrumentAsset Backed Securities50299.4237211.98030MJRFMSI2036-07-256Other InstrumentCMOs11737.6210856.87030KWML CFC2039-02-125.5675Other InstrumentCommercial Mortgage-Backed Security514.29542.0102GK4CWL 20062034-12-25.388Other InstrumentAsset Backed Securities45342.8616630.14030GCACE 20062036-06-25.358Other InstrumentAsset Backed Securities67879.1123670.44030JRGSAMP TR2034-05-252.6006Other InstrumentCMOs14357.4213793.53030JRGSAMP TR2035-11-255.0297Other InstrumentCMOs1604.141619.0902GJZCIT GROUP2026-05-157.65Other InstrumentABS5671.295924.8302GK4CWABS INC2033-11-25.698Other InstrumentAsset Backed Securities18588.1017014.9602GLS AERCO2025-07-15.6145Other InstrumentABS44081.4126626.1402XTEHSI ASSET2036-07-25.258Other InstrumentAsset Backed Securities9937.904432.2802XTMIMSA 20062036-11-25.308Other InstrumentAsset Backed Securities11354.627346.62030GVBAYV 20052040-02-281.6612Other InstrumentAsset Backed Securities1346.011023.70030I5CWALT INC2035-05-255.5Other InstrumentCMOs29009.8816820.05030I5CWALT INC2035-08-255.5Other InstrumentCMOs877.42815.53030I6CWALT INC2036-02-255.5Other InstrumentCMOs43425.8140338.11030I8CWALT INC2035-04-25.608Other InstrumentCMOs33588.1824452.40030I9CWMBS INC2046-03-20.367Other InstrumentCMO8414.235290.16030I9CWMBS INC2046-03-20.467Other InstrumentCMOs38480.015315.24030IACWALT INC2034-12-252.7008Other InstrumentCMOs63958.3013633.46030IBCWALT INC2035-07-201.4436Other InstrumentCMOs89251.0066992.59030IBCWALT INC2035-09-25.498Other InstrumentCMOs47627.6536235.32030IBCWALT INC2035-11-20.547Other InstrumentCMOs41458.446473.67030IGCWHL 20072037-03-252.4991Other InstrumentCMOs32303.9124978.99030IJCWMBS INC2035-02-25.488Other InstrumentCMOs14858.9714027.42030IKCWMBS INC2036-01-2518.403Other InstrumentCMOs8514.5210385.34030IMCWMBS INC2034-06-252.6913Other InstrumentCMOs95.0589.69030IMCWMBS INC2035-03-25.478Other InstrumentCMOs28641.4324665.67030INCWMBS INC2035-03-255.5Other InstrumentCMOs11721.7812027.84030PCWAMU MTGE2037-04-256Other InstrumentCMO6751.345713.330348TWAMU MTGE2047-07-252.213Other InstrumentCMOs6217.694542.0901FL8GECMC 20052045-11-105.3114Other InstrumentCommercial Mortgage-Backed Security55714.2923033.2201FL8GECMC 20052048-06-104.949Other InstrumentCommercial Mortgage-Backed Security2700.002615.4902GK4CWABS 20072030-12-25.328Other InstrumentAsset Backed Securities20645.7019939.7302XTRLMT 2006-32036-07-25.518Other InstrumentCMOs179510.7368588.4502XTRLMT 2006-42021-08-256Other InstrumentCMOs11124.7711196.9402XUWTERWIN CAP2035-03-251.958Other InstrumentAsset Backed Securities2198.201968.95030H7BSABS 20072037-05-25.478Other InstrumentAsset Backed Securities17142.8615046.51030I5CWALT 20052035-10-255.5Other InstrumentCMOs20961.4919021.48030I7CWALT 20062037-01-255.242Other InstrumentCMOs347198.3250504.09030I9CWALT 20072037-05-256Other InstrumentCMOs25513.3619547.52030K4INFODETICS2037-08-256Other InstrumentCMOs10906.729861.85030KFJPMMT 20062036-06-252.4473Other InstrumentCMOs5178.40269.63030NRWBCMT 20072043-12-155.383Other InstrumentCommercial Mortgage-Backed Security12571.4313719.01030NRWBCMT 20072051-02-155.9216Other InstrumentCommercial Mortgage-Backed Security9285.71124.41030PBWMALT 20062046-10-25.9892Other InstrumentCMOs69439.1745941.3002XT4GS MORTGAGE2034-01-251.808Other InstrumentAsset Backed Securities17384.7315744.31030JSGSAMP TRUST2034-09-252.7382Other InstrumentCMOs13496.8712860.89030LZRALI SERIES2035-12-253.9748Other InstrumentCMOs2020.951579.29030M1RALI SERIES2035-07-253.1603Other InstrumentCMOs37047.4427875.88030M2RALI SERIES2046-02-25.428Other InstrumentAsset Backed Securities19205.859229.75030M2RALI SERIES2046-09-25.9Other InstrumentAsset Backed Securities1591028.8369804.18030NHTMST 2007-12037-03-255.8Other InstrumentCMOs55847.5951566.2802GMOSASCO 2001 62032-05-25.718Other InstrumentABS3091.402857.1302XS6BEAR STEARNS2034-09-251.808Other InstrumentAsset Backed Securities55765.0835073.03030H8BEAR STEARNS2040-06-115.7058Other InstrumentCommercial Mortgage-Backed Security45500.0037468.40030H8BEAR STEARNS2041-10-125.598Other InstrumentCommercial Mortgage-Backed Security20371.4319263.59030H8BEAR STEARNS2044-02-11.3912Other InstrumentCommercial Mortgage-Backed Security235652.7154.13030K7INDY MAC BNK2034-04-25.758Other InstrumentCMOs4.423.79030KOLEHMAN XS TR2036-01-25.678Other InstrumentAsset Backed Securities13974.469814.19030KPLEHMAN XS TR2047-06-25.378Other InstrumentAsset Backed Securities33552.5925283.80032F1RESI FDG MTG2035-10-25.368Other InstrumentAsset Backed Securities105.0259.7502GLNUCFC FDG 97-22028-10-157.38Other InstrumentAsset Backed Securities1572.351665.3202XRVCOMM 2005-LP52043-05-10.2986Other InstrumentCommercial Mortgage-Backed Security1431522.375954.12030GGAMERICAN HOME2035-11-25.428Other InstrumentAsset Backed Securities64647.2453464.98030HICHASE FUNDING2032-11-25.983Other InstrumentAsset Backed Securities51888.4743228.09030JNGPMF 2006-AR22036-03-25.478Other InstrumentAsset Backed Securities34675.1111614.72030JYCREDIT SUISSE2036-02-25.858Other InstrumentABS25929.9624436.90030K6INDY MAC BANK2034-12-252.5009Other InstrumentCMOs25331.4723319.72030KFJPMMT 2007-A12035-07-252.622Other InstrumentCMOs6683.526595.93030MDINDY MAC BANK2033-08-254Other InstrumentCMOs5733.287864.6902GKXMERIT SEC CORP2033-07-287.63Other InstrumentAsset Backed Securities6457.147246.68030I8CWALT INC 20042035-03-256.992Other InstrumentCMOs66960.3711981.94030I9ALT LOAN TRUST2046-07-20.367Other InstrumentCMOs2231.281336.97030IBCWALT INC 20052035-12-25.418Other InstrumentAsset Backed Securities14397.3012737.56030K6INDX 2004-AR132035-01-252.2272Other InstrumentCMOs21.1620.32030L6MORGAN STANLEY2036-07-25.3055Other InstrumentAsset Backed Securities3708.361730.97030LDGCMO 144 04 R12035-10-252.4306Other InstrumentAsset Backed Securities14396.0911981.50030LTPARK PLACE SEC2034-09-251.883Other InstrumentAsset Backed Securities18.9213.8201BGQANKUNITED TRUST2045-09-25.548Other InstrumentCMOs52211.1420282.2702J29BAYC 2006-2A IO2036-07-250Other InstrumentCMO1126954.0261882.1702XU7MORT TRU 2005-22035-12-25.728Other InstrumentAsset Backed Securities44577.7022196.61030HGCHEVY CHASE FDG2048-02-25.338Other InstrumentCMOs52314.7930563.90030I6CWALT 2005-64CB2035-12-255.5Other InstrumentCMOs14275.3712938.37030IKCHL MTGE P/T TR2036-11-256.5Other InstrumentCMOs11156.159653.19030JRGSAMP TRUST HE22035-09-252.6776Other InstrumentCMOs4285.714239.77030KILEHMAN ABS CORP2034-06-25.598Other InstrumentAsset Backed Securities9032.238703.02030PAWFMBS 2007-8,NY2037-07-255.432Other InstrumentCMOs26525.373581.0701FL8GE COMM MTG CORP2045-11-105.3115Other InstrumentCommercial Mortgage-Backed Security62857.1462470.1802K06SARM 2005-23 1A12036-01-252.4882Other InstrumentCMOs66068.3052656.1202KM1SEQUOIA HELOC TR2014-12-20.617Other InstrumentAsset Backed Securities5.845.8302XRXADJ RATE MTGE TR2035-01-25.8055Other InstrumentCMOs72627.7441068.2002XRXADJ RATE MTGE TR2035-07-255.0788Other InstrumentCMOs21708.6820287.9502XSKCSMC 2007-3 1A6B2037-04-255.6981Other InstrumentAsset Backed Securities53760.0612812.14030ITDEUTSCHE MTG SEC2034-04-256Other InstrumentAsset Backed Securities17050.536100.23030JPGSAA HME EQTY TR2037-05-25.278Other InstrumentAsset Backed Securities23563.0417618.12030LXRAAC SERIES 20072046-10-25.5355Other InstrumentCMOs48366.8241388.52030LXRAMP SERIES 20042034-09-255Other InstrumentCMOs94.4094.81030M2RALI SERIES 20062046-06-25.418Other InstrumentAsset Backed Securities95604.0643856.11030PAWELLS INDL RV MN2037-05-25.508Other InstrumentCMOs57.8053.72030PBWAMU MTGE P/T TR2035-08-255.5Other InstrumentCMOs8923.358077.4701FL8GE COMM MTGE CORP2045-11-105.3114Other InstrumentCommercial Mortgage-Backed Security71428.5739193.6201SLHACCESS GROUP, INC2039-07-010Other InstrumentAsset Backed Securities28028.5712099.9602GJPGABS AFC MTG LOAN2029-06-25.808Other InstrumentAsset Backed Securities46894.2939773.5502GJWSAND TRUST 2001-12032-10-255.552Other InstrumentAsset Backed Securities16512.8716940.3402XU1MEERILL LYNCH MTG2028-03-252.408Other InstrumentCMOs12760.617312.2802XU1MERRILL LYNCH MTG2029-01-251.8837Other InstrumentCMOs8513.816637.05030I5CWALT INC 2005-432035-11-255.342Other InstrumentCMOs33915.595621.97030I9ALTERNATIVE LN TR2046-07-25.348Other InstrumentAsset Backed Securities164562.32130629.06030IBCWALT INC 2005 432035-11-25.448Other InstrumentCMOs35.4525.91030IBCWALT INC 2005 432035-12-25.558Other InstrumentAsset Backed Securities9111.766253.81030JKGMAC MTGE SEC INC2035-08-25.338Other InstrumentAsset Backed Securities4232.233435.67030LINOMURA HOME EQUTY2037-03-25.298Other InstrumentAsset Backed Securities56534.1234865.39030LXRAAC SER 2006 RP42046-01-25.448Other InstrumentAsset Backed Securities49605.1347838.77030PFAMERICAN HOME MTG2046-06-25.318Other InstrumentAsset Backed Securities26169.4812924.39030PHAMERICAN HME 20072047-05-25.318Other InstrumentCMOs188233.62142292.57031XPSPRING CASTLE SPV2021-04-033.75Other InstrumentAsset Backed Securities7612.336806.0602GLPGABS DEUTSCHE MTGE2031-06-151.699Other InstrumentCommercial Mortgage-Backed Security1221.423.4502R2SACA ABS 2007 1 LTD2047-05-14.8104Other InstrumentABS142857.1446.4502XTMIMPERIAL CMB TRUST2036-02-25.908Other InstrumentAsset Backed Securities513.88470.1202XU5MORGAN STANLEY MTG2034-11-255.5Other InstrumentCMOs0.000.0002XUUTERWIN CAPITAL LLC2030-01-15.7525Other InstrumentABS37393.1816889.82030I8CWALT, INC 2005-432035-10-256Other InstrumentCMOs3681.032860.68030IBCWALT INC. 2005-432035-12-20.547Other InstrumentCMOs2727.74519.90030IBCWALT, INC 2005-432035-10-25.488Other InstrumentCMOs23968.2718691.19030IBCWALT, INC 2005-432035-10-25.638Other InstrumentCMOs6648.931926.07030IFCWMBS INC. 2004-212034-10-256Other InstrumentCMO9874.2210174.70030JOGSAA 2007-10 A2A2037-11-256.5Other InstrumentCMOs605.21464.76030JSGSAMP TRU 2004-HE22034-12-252.5481Other InstrumentCMOs3277.103206.06030JSGSR MTG 2006-1F,NY2036-03-255.75Other InstrumentCMOs26714.0724582.38030JYCRT SUISSE 1ST BST2036-02-25.858Other InstrumentABS30249.6728507.87030KDJP MORGAN MTG 20072051-02-126.1713Other InstrumentCommercial Mortgage-Backed Security14285.7114239.68030M2RALI SER Q07 TRUST2046-09-251.5Other InstrumentAsset Backed Securities80453.795583.30XXXX CITIGROUP COML MTG2046-04-120Other InstrumentCommercial Mortgage-Backed Security268253.43239759.0102XS3B OF A MORT SEC INC2019-02-255Other InstrumentCMOs1979.381971.43030H2B OF A MORT SEC INC2033-10-250Other InstrumentCMOs7641.576007.85030I5CWALT,INC 2005-13CB2035-06-255.25Other InstrumentCMOs48045.0342168.70030INCWALT INC 2005-13CB2035-06-25.498Other InstrumentCMOs33903.1630242.50030JNGREENPOINT MORTGAGE2036-03-25.408Other InstrumentAsset Backed Securities7830.4712527.71030JYHOME EQTY MTG TRUST2037-06-25.638Other InstrumentAsset Backed Securities5.204.01030K2HARBORVIEW MORTGAGE2046-07-19.387Other InstrumentCMOs67140.895040.92030KKLB-UBS COMM MTGE TR2038-06-155.8572Other InstrumentCommercial Mortgage-Backed Security3514.293739.14030LDNOMURA ASSET ACCEPT2047-03-256.138Other InstrumentAsset Backed Securities87.9389.70030PFAMERICAN HME 2006-32046-12-25.348Other InstrumentAsset Backed Securities17737.3514191.4103173FIGUEROA CLO 2013 12024-03-215.0821Other InstrumentABS22542.8621359.1201FJ6WAVE SPC/WAVE SERIES2051-05-20.9641Other InstrumentABS149771.4351.7101FJ6WAVE SPC/WAVE SERIES2051-05-201.4716Other InstrumentABS47438.8515.9901TT3STRUCTURED ASSET SEC2033-12-252.4326Other InstrumentCMOs20.7920.7502GK2CSFB MORTGAGE-BACKED2033-10-252.5696Other InstrumentCMOs8208.988132.6702GLPIMPAC SECURED ASSETS2035-07-25.468Other InstrumentCMOs34830.2422799.1002GMBCSFB NIMS TRUST ARMT2045-10-174.7685Other InstrumentCommercial Mortgage-Backed Security75529.6771009.7502K2QGSAMP TRUST 2004-HE22035-03-25.858Other InstrumentAsset Backed Securities14.299.7002LUOSTRUCTURED ASSET SEC2031-04-25.378Other InstrumentCommercial Mortgage-Backed Security840.96782.3502X5EMASTR ADJ MTG 2004-32034-04-252.3486Other InstrumentCMOs116.03111.3202XRV144A REG S COMM 20062020-12-15.186Other InstrumentCMO126492.549.3802XRXADJ RATE MTG 2004 -12035-11-252.8349Other InstrumentCMOs10069.91814.4102XS1BANC OF AMERICA COMM2049-06-105.6195Other InstrumentCommercial Mortgage-Backed Security62048.0461778.9302XS1BANC OFAMERICA LARGE2051-02-106.2584Other InstrumentCommercial Mortgage-Backed Security2142.861863.6002XS8BEAR STEARNS MTG FDG2036-10-25.4Other InstrumentAsset Backed Securities1530742.8729784.2902XSX1ST HORIZON ALT MTGE2035-11-252.6133Other InstrumentCMOs14568.3313833.9402XTMIMPAC SECURED ASSETS2036-05-253.6965Other InstrumentAsset Backed Securities23737.1719664.1602XTTLONG BEACH MORT LOAN2034-10-251.208Other InstrumentAsset Backed Securities40634.7335465.2302XU6MORGANTOWN IND RV KY2037-01-25.318Other InstrumentAsset Backed Securities3043.45626.8702XUZWA MUTUAL ASSET BCKD2036-09-25.338Other InstrumentAsset Backed Securities10.835.09030FUJP MORGAN CHASE COMM2035-10-125.626Other InstrumentCommercial Mortgage-Backed Security1743.751647.54030GBACCREDITED MTGE LOAN2034-07-25.758Other InstrumentAsset Backed Securities10951.3210184.34030HLCITI GRP COML MTG TR2049-12-106.1357Other InstrumentCommercial Mortgage-Backed Security2171.432101.65030IBCWALT, INC., 2005-432035-11-25.548Other InstrumentCMOs21.347.85030J6FIRST HOR ALTER MORT2035-07-252.2227Other InstrumentCMOs57643.3053385.12030JK GMACM HOME EQUITY2037-09-257Other InstrumentAsset Backed Securities83.9788.42030JRGSAMP TRUST 2004 HE22035-05-252.7718Other InstrumentCMOs4029.843717.71030JRGSAMP TRUST 2005-HE22035-09-252.6501Other InstrumentCMOs46408.5846962.03030K6INDYMAC INDX MTGE LN2035-11-254.6758Other InstrumentCMOs27887.5123255.84030KBJP MORGAN AQUISITION2034-01-25.238Other InstrumentAsset Backed Securities10850.696156.89030KDJP MORGAN CHASE COMM2051-02-155.9942Other InstrumentCommercial Mortgage-Backed Security28571.4324196.67030KF JPMORGAN MORTGAGE2035-07-252.7138Other InstrumentCMOs3428.343166.02030LUPRIME MORTGAGE TRUST2033-06-255.5Other InstrumentCMOs22233.1622593.21030LZRESIDENTIAL ACCREDIT2034-08-256Other InstrumentCMOs8631.028962.74030M1RALI SERIES 2005 QS92045-10-25.558Other InstrumentCMOs5826.904491.54030M1RALI SERIES 2006 QH12036-12-25.388Other InstrumentAsset Backed Securities46246.883975.83030M1RALI SERIES 2006-QA52036-07-25.338Other InstrumentAsset Backed Securities49656.9031642.13030M1RALI SERIES 2006-QA72036-08-25.343Other InstrumentAsset Backed Securities4673.603555.58030M3RALI SERIES 2007-QS12037-01-255.292Other InstrumentCMOs213960.7230685.46030MDINDYMAC INDX MTGE LN2035-06-255.5Other InstrumentCMOs25960.8724101.62030MNSTRUCTURED ASSET MTG2035-12-25.468Other InstrumentCMOs16760.7013190.58030MNSTRUCTURED ASSET MTG2036-02-25.468Other InstrumentAsset Backed Securities163266.9846058.55030MNSTRUCTURED ASSET MTG2036-04-25.428Other InstrumentAsset Backed Securities93021.6522502.15030MQSTRUCTURED ASSET SEC2035-06-251.658Other InstrumentAsset Backed Securities11294.2110760.95030MTSTRUCTURED ASSET SEC2034-01-252.3653Other InstrumentCMOs18622.6217647.26030NKUBS COML MTG TR 20122045-05-125Other InstrumentCommercial Mortgage-Backed Security25557.1422189.22030NTWELLS FARGO HME EQTY2034-10-252.038Other InstrumentAsset Backed Securities18074.2916475.56030P9WELLS FARGO MORTGAGE2034-05-254.5973Other InstrumentCMOs7859.957071.79030P9WELLS FARGO MORTGAGE2034-06-254.6923Other InstrumentCMOs11189.5710229.35032F0HOME LOAN TRUST 20072025-11-255.72Other InstrumentAsset Backed Securities13532.6413601.19033BMJP MORGAN CHASE COML2046-04-17.5871Other InstrumentCommercial Mortgage-Backed Security128571.435765.010348SWAMU MTGE CTF SERIES2037-02-252.2776Other InstrumentCMOs8956.597111.930349XWELLS FARGO COML MTG2046-07-173.5Other InstrumentCommercial Mortgage-Backed Security103571.4373199.3001BIJABS GREENTREE FINAL982028-12-016.94Other InstrumentAsset Backed Securities29644.6823548.7901BIJGREEN TREE ACCEPTANCE2028-02-016.86Other InstrumentABS34209.5924293.0501BNEJP MORGAN ALT LOAN TR2036-03-25.458Other InstrumentAsset Backed Securities26375.242598.6201C99CWMBS, INC MORTGAGE P2036-07-292.632Other InstrumentABS190664.45118368.1301DB2NOVASTAR MTG FDG TR 22046-09-25.398Other InstrumentAsset Backed Securities46590.606222.3901FL8GE COMMERICAL MTGE CO2045-11-10.0012Other InstrumentCommercial Mortgage-Backed Security568065.390.900274VARGENT SECURITIES INC2033-12-251.193Other InstrumentAsset Backed Securities88980.0785567.1902GJWCREDIT BASED ASSET SE2037-04-254.7398Other InstrumentAsset Backed Securities66857.1420352.7802GK0CITICORP MORTGAGE SEC2035-03-255.3547Other InstrumentCMOs2604.34438.9402GK2CREDIT SUISSE FIRST B2035-07-255Other InstrumentCMOs8046.978178.9902GK4COUNTRYWIDE HME LN TR2035-10-255.147Other InstrumentAsset Backed Securities3.873.7302GK4CWABS ASSET BACKED CE2036-01-25.688Other InstrumentAsset Backed Securities50000.0034751.1702GK4CWABS ASSET-BACKED CE2036-02-25.678Other InstrumentAsset Backed Securities19285.2817650.1002GKKGS MTG SECS TR 2012-G2045-11-134.8564Other InstrumentCommercial Mortgage-Backed Security87254.1782832.7602GKKGS MTG SECS TR 2013-G2046-02-104.415Other InstrumentCommercial Mortgage-Backed Security85714.2970688.5302GKTLEHMAN STRUCTURED SEC2045-09-26.498Other InstrumentCMO432399.30380002.7402GL4OAKWOOD MORTGAGE INVE2027-08-157.75Other InstrumentAsset Backed Securities133254.83105410.7802GLISALOMAN BROS COMMERCI2036-03-181.9281Other InstrumentCommercial Mortgage-Backed Security328.460.3602GMBCSFB NIMS TRUST ARMT2045-10-174.75Other InstrumentCommercial Mortgage-Backed Security20928.5717563.1402GMNCONSECO FINANCE SEC C2033-03-017.424Other InstrumentAsset Backed Securities2857.143229.5502GMNCONSECO FINANCE SECUR2031-05-018.2Other InstrumentAsset Backed Securities35546.2530367.1202GMYHARBORVIEW MTGE LN TR2046-02-19.407Other InstrumentAsset Backed Securities6208.002432.6002I0NMADISON AVE HOUSING T2032-03-253.408Other InstrumentAsset Backed Securities15471.4315198.4802I9AGS MORTGAGE SECURITIE2032-07-251.118Other InstrumentAsset Backed Securities44470.7337079.8302J29BAYVIEW COMM ASSET 202036-01-25.548Other InstrumentCommercial Mortgage-Backed Security61860.1251713.9702J29BAYVIEW COMM ASSET 202036-03-250Other InstrumentCommercial Mortgage-Backed Security1104088.5083464.2502J29BAYVIEW COMML ASSET T2037-12-252.158Other InstrumentCMO28571.431478.3102J29BEAR STEARNS CMML MTG2038-01-251.658Other InstrumentCommercial Mortgage-Backed Security30157.1418929.2802JJTCITIGROUP MTGE LOAN T2033-12-25.538Other InstrumentAsset Backed Securities2.172.1102JU4J P MORGAN MTG TR 2012044-01-250Other InstrumentCMO454425.99453979.7402JU4JP MORGAN MTG TR 20142044-01-250Other InstrumentCMO14413.0714487.3002K06STRUCTURED ADJ RATE M2035-01-252.4778Other InstrumentCMOs20148.6118577.6502K06STRUCTURED ADJ RATE M2036-01-255.0712Other InstrumentCMOs67749.6349556.8702K06STRUCTURED ADJ RT MTG2035-09-254.9561Other InstrumentCMOs1050.93923.3902K06STRUCTURED ADJ.RATE M2035-05-251.532Other InstrumentCMOs12787.528617.2402K06STRUCTURED ASSET ADJU2035-07-252.492Other InstrumentCMOs0.000.0002K06STRUCTURED ASSET SECU2034-03-252.5076Other InstrumentCMOs14165.908604.1402X5DMASTR ADJ RATE MTG 202047-05-25.358Other InstrumentAsset Backed Securities42353.7732737.7402X5EMASTR ADJ RATE MTG TR2046-12-25.935Other InstrumentAsset Backed Securities7891.404793.3602X5EMASTR ADJUSTABLE RATE2034-12-212.6463Other InstrumentCMOs6733.895983.8502X5EMASTR ADJUSTABLE RATE2046-12-25.985Other InstrumentAsset Backed Securities13413.318834.3702XRVCOMM 2006-C8 MTGE TRU2046-12-105.377Other InstrumentCommercial Mortgage-Backed Security14.2914.1802XRXADJUSTABLE RATE MORTG2035-06-252.6862Other InstrumentCMOs4987.584689.3202XS3BANK OF AMERICA MORTG2035-12-252.7688Other InstrumentCMOs10605.619400.2202XS6BEAR STEARNS ALT-A 202035-01-251.733Other InstrumentAsset Backed Securities38455.0825178.1302XS6BEAR STEARNS ALT-A TR2034-11-252.7905Other InstrumentCMOs5196.574448.5902XS7BEAR STEARNS ALT A TR2035-07-25.718Other InstrumentAsset Backed Securities17860.8816862.4702XS7BEAR STEARNS ALT A TR2035-10-25.858Other InstrumentAsset Backed Securities45911.134926.4302XS7BEAR STEARNS ARM TRUS2035-10-252.6604Other InstrumentCMOs7629.337647.9002XS8BEAR STAERNS MTGE FDG2037-03-25.478Other InstrumentAsset Backed Securities28838.7737883.1202XS8BEAR STEARNS ARM TRUS2035-08-252.6449Other InstrumentCMOs6428.576080.6202XS8BEAR STEARNS MTGE FDG2037-07-25.338Other InstrumentAsset Backed Securities25246.7021268.1502XS8BEAR STERNS MTG FDG T2036-07-25.25Other InstrumentAsset Backed Securities1956366.1125080.2902XSABEAR STEARNS ARM TRUS2034-01-252.6752Other InstrumentCMOs13125.129841.7702XSABEAR STERANS ARM TRUS2034-01-252.6752Other InstrumentCMOs4462.631058.8002XSBCITIGRP MTGE LOAN TRU2036-03-252.7962Other InstrumentCMOs521.06472.7202XSUFIRST FRANKLIN MORTGA2036-07-25.468Other InstrumentAsset Backed Securities57757.1433749.9202XSUGSR MORTGAGE LOAN TRU2036-02-25.538Other InstrumentAsset Backed Securities78571.4345501.0902XSVFIRST FRANKLIN MORT L2026-12-25.288Other InstrumentAsset Backed Securities206003.10101038.6902XSX ,FIRST HORIZON ALTE2035-05-252.6905Other InstrumentCMOs19333.4917720.8702XSZGE COML MTG SECS TR 22049-12-105.54Other InstrumentCMO82514.2964080.4302XT5 GSAMP TRUST 2006-S62036-10-25.258Other InstrumentAsset Backed Securities52957.756772.7902XT8HOMEBANC MORTGAGE TRU2037-04-255.4723Other InstrumentAsset Backed Securities19339.9115679.4402XT9HSI ASSET LOAN OBLIAT2036-12-25.458Other InstrumentCMOs85469.9228628.8102XTMIMPERIAL CMB TRUST SE2034-09-25.983Other InstrumentAsset Backed Securities8094.157070.4302XTMIMPERIAL CMB TRUST SE2035-03-25.898Other InstrumentAsset Backed Securities24.9814.9702XTQLCM IX LTD PARTNERSHI2022-07-144.4417Other InstrumentABS5757.145514.5902XTRLEHMAN BROTHERS SMALL2036-09-25.358Other InstrumentCommercial Mortgage-Backed Security119873.91111538.1902XTRLEHMAN MORTGAGE TRUST2036-11-256.992Other InstrumentCMOs123443.8610229.5402XTSLEHMAN MORTGAGE TRUST2037-01-25.538Other InstrumentCMO54269.7834730.2602XTTLONG BEACH MORTGAGE L2033-08-252.783Other InstrumentAsset Backed Securities8499.427916.4702XTYMASTR SECOND LIEN TRU2036-03-25.478Other InstrumentAsset Backed Securities78264.3216031.1502XU1ML MTG INVESTORS 20032028-10-251.058Other InstrumentCMOs16853.0514368.5502XU2MERRILL LYNCH MORTGAG2029-09-251.1165Other InstrumentCMOs51222.9551909.3402XU2MERRILL LYNCH MORTGAG2030-03-251.163Other InstrumentCMOs6659.723711.8902XU2MERRILL LYNCH MTG INV2030-07-251.088Other InstrumentCMOs9461.295190.7802XU2MERRILL LYNCH MTGE IN2036-10-252.3303Other InstrumentCMOs2087.721799.3602XU4 MORGAN STANLEY CAP2044-12-165.931Other InstrumentCommercial Mortgage-Backed Security1428.571401.8702XU4MORGAN STANLEY CAPITA2041-11-125.478Other InstrumentCommercial Mortgage-Backed Security96771.4349699.8402XU4MORGAN STNALEY CAPITA2049-04-155.7296Other InstrumentCommercial Mortgage-Backed Security20414.2913620.1702XU5MORGAN STANLEY CAP TR2049-12-126.1398Other InstrumentCommercial Mortgage-Backed Security60685.7160611.1202XU5MORGAN STANLEY MORTGA2036-10-255.7263Other InstrumentAsset Backed Securities68552.0842086.6802XU6MORGAN STANLEY MORTGA2046-09-250Other InstrumentAsset Backed Securities10.696.0302XU6MORGAN STANLEY MTGE L2036-05-254.9875Other InstrumentCMOs18334.8114306.4502XU6MORGAN STANLEY MTGE L2036-11-25.478Other InstrumentAsset Backed Securities107346.9128359.5302XU7MORTGAGEIT TRUST 20042035-10-25.608Other InstrumentAsset Backed Securities75787.9435380.6002XU7MORTGAGEIT TRUST 20052035-05-251.808Other InstrumentAsset Backed Securities7805.317004.2902XUENEW CENTURY HOME EQUI2035-10-25.638Other InstrumentAsset Backed Securities26514.2915182.7302XUENEW CENTURY HOME LOAN2035-03-25.938Other InstrumentAsset Backed Securities3.162.6702XUFPROVIDENT FDG MTG LOA2035-05-252.6978Other InstrumentCMOs7739.627508.7702XUN SEQUOIA MORTGAGE T2047-07-205.1805Other InstrumentCMOs38524.3634622.9702XUNSEQUOIA MORT TRUST 202034-08-20.982Other InstrumentCMOs41877.3827336.9302XUNSEQUOIA MORTGAGE TRUS2034-12-201.007Other InstrumentCMOs11746.777437.6802XUNSEQUOIA MTG TRUST 2002035-05-201.1456Other InstrumentCMOs297068.5018867.2902XURSOUNDVIEW HOME LOAN T2035-06-25.608Other InstrumentAsset Backed Securities40357.1432567.6802XUSSTRUCTURED ASSET INVE2034-04-25.958Other InstrumentAsset Backed Securities170965.52162548.0102XUTSTRUCTURED ASSET INVE2036-05-25.418Other InstrumentAsset Backed Securities172150.0028995.20030G9ASET BACKED CERTIFICA2034-04-252.333Other InstrumentAsset Backed Securities8419.765868.18030G9ASSET BACKED CERTIFIC2035-05-25.808Other InstrumentAsset Backed Securities21257.1416743.20030GFAFC MORT LN ASSET BCK2030-10-25.908Other InstrumentAsset Backed Securities637.99552.01030GGAMERICAN HME MTGE ASS2047-03-25.8784Other InstrumentAsset Backed Securities74119.4911846.90030GGAMERICAN HOME MORTGAG2035-11-252.5672Other InstrumentCMOs35684.3026471.84030GIAMERIQUEST MORTGAGE S2034-05-254.2378Other InstrumentAsset Backed Securities8749.708178.53030GJAMERIQUEST MORTGAGE S2034-07-252.033Other InstrumentAsset Backed Securities32434.7119112.72030GJAMERIQUEST MTGE SEC ,2035-03-25.8955Other InstrumentAsset Backed Securities18642.8615015.68030GPARGENT SEC. INC SERIE2034-10-251.958Other InstrumentAsset Backed Securities37731.1429193.19030GPARGENT SECURITIES ,IN2036-01-25.388Other InstrumentAsset Backed Securities16723.2611012.69030GSBAN OF AMER FDNG 20062036-07-20.437Other InstrumentAsset Backed Securities4106.693625.50030GTBANC OF AMERICA FUNDI2034-11-255.5Other InstrumentCMOs73741.8677067.62030GTBANC OF AMERICA FUNDI2037-07-255.5Other InstrumentCMOs32930.8328301.35030GXBPC HOSPITAL REALTY (2037-05-279.6976Other InstrumentABS22350.123945.91030H1BNC MORTGAGE LOAN TRU2037-03-25.258Other InstrumentAsset Backed Securities6071.435512.43030H1BNC MTG LOAN TRUST 202037-03-25.318Other InstrumentAsset Backed Securities44300.0026893.62030H2BNK OF AMER STRUCTURE2035-09-2516.5924Other InstrumentCMOs54042.2164609.98030H4BEAR STEARNS ASSET BA2036-10-25.418Other InstrumentAsset Backed Securities3927.932595.55030H5BEAR STEARNS ASSET BC2035-03-251.298Other InstrumentAsset Backed Securities22657.1417300.02030H5BEAR STEARNS SEC 20042035-10-25.808Other InstrumentAsset Backed Securities76317.7311966.94030H5BEAR STERNS ASSET BAC2035-11-25.758Other InstrumentCMOs62879.6355816.32030H6BEAR STEARNS ASSET BC2036-10-253.9402Other InstrumentCMOs24.9522.13030H8BEAR STEARNS COMMERCI2040-06-115.7058Other InstrumentCommercial Mortgage-Backed Security71428.5772078.89030H8BEAR STEARNS COMMERCI2042-09-115.055Other InstrumentCommercial Mortgage-Backed Security2142.862086.81030HF C-BASS 2007-CB1 TR2037-01-254.3566Other InstrumentAsset Backed Securities122396.9959171.48030HFC BASS 2007 CBI TRUST2037-01-254.3566Other InstrumentAsset Backed Securities23700.3911308.76030HGCHEVY CHASE FUNDING L2046-12-25.358Other InstrumentCMOs158874.38111782.92030HKCHASEFLEX TRUST SERIE2035-02-250Other InstrumentCMOs7428.576922.87030HOCHASE MORTGAGE FINANC2037-03-256Other InstrumentCMOs9675.051586.39030I6ALTERNATIVE LOAN TRUS2036-10-256.5Other InstrumentCMOs23954.976675.41030I6ALTERNATIVE LOAN TRUS2036-11-256Other InstrumentCMOs5636.034805.37030I6ALTERNATIVE LOAN TRUS2036-11-25.4329Other InstrumentCMOs115056.311955.55030I7ALTERNATIVE LOAN TRUS2037-08-256.25Other InstrumentCMOs6009.364716.74030I7ALTERNATIVE LOAN TRUS2046-12-25.398Other InstrumentAsset Backed Securities102076.6741719.14030I7ALTERNATIVE LOANTRUST2047-09-25.408Other InstrumentAsset Backed Securities30326.6125337.01030I7COUNTRYWIDE ALTERNATI2036-08-252.9825Other InstrumentCMOs434903.7118804.29030I9 CWALT, INC., 2005-2036-05-25.858Other InstrumentCMOs44970.8027314.57030I9ALTERNATIVE LOAN TRUS2047-06-25.3731Other InstrumentCMOs3264857.8423418.47030ICALTERNATIVE LOAN TRUS2037-10-251.158Other InstrumentCMOs177023.8595266.84030IFCWABS ASSET BCKD CERT2036-02-202.4232Other InstrumentCMOs33404.6527341.83030IPDEUTSCHE ALT A SEC MT2047-02-25.308Other InstrumentAsset Backed Securities8847.196256.24030IPDEUTSCHE ALT A SEC MT2047-04-25.904Other InstrumentAsset Backed Securities42600.7735145.21030IQDEUTSCHE ALT A SECURI2047-02-25.418Other InstrumentAsset Backed Securities22395.973780.74030IQDEUTSCHE SEC MTG LOAN2047-01-25.318Other InstrumentAsset Backed Securities68.8949.78030ITDEUTSCHE MORTGAGE SEC2034-06-252.9661Other InstrumentCMOs31448.3329636.00030J5FIRST HORIZON ALTERNA2035-01-252.2378Other InstrumentCMOs10381.28987.61030J6FIRST HORIZON ALT MTG2035-11-255.5Other InstrumentCMOs1293.131229.89030JGGREENWICH CAPITAL COM2042-08-125.087Other InstrumentCommercial Mortgage-Backed Security1785.711778.26030JKGMACM MORTGAGE LOAN T2033-10-192.9652Other InstrumentCMOs100.8699.90030JMGMACM MORTGAGE LOAN T2035-12-255.5Other InstrumentCMOs27726.4828802.31030JMGREENPOINT HME EQUITY2029-07-25.618Other InstrumentAsset Backed Securities5627.495314.54030JMGREENPOINT HOME EQUIT2035-03-15.62Other InstrumentAsset Backed Securities3857.053100.04030JNGREENPOINT CREDIT LLC2032-03-133.667Other InstrumentABS1285.711149.62030JNGREENPOINT MORTGAGE F2036-04-25.3855Other InstrumentAsset Backed Securities9357.315961.97030JNGREENPOINT MTG SER 202037-06-25.408Other InstrumentAsset Backed Securities281296.8927970.44030JPGSAA HOME EQUITY TRUS2037-03-25.358Other InstrumentAsset Backed Securities14631.177370.34030JQGS MTG SECS TR 2012 G2045-05-12.5248Other InstrumentCommercial Mortgage-Backed Security714285.7124315.28030K2HARBORVIEW MTG LOAN T2046-05-19.357Other InstrumentCMOs24699.7315858.79030K2HARBORVIEW MTGE LN TR2035-09-191.032Other InstrumentCMOs741753.2824758.24030K6INDYMAC INDX MTGE LOA2035-10-252.6258Other InstrumentCMOs9906.268471.51030K6INDYMAC MTG LOAN TRUS2035-01-25.878Other InstrumentCMOs12819.8810100.59030K7INDYMAC INDX 2006-AR32037-01-25.328Other InstrumentAsset Backed Securities30622.4122773.63030K7INDYMAC INDX MORTGAGE2036-09-25.36Other InstrumentCMOs702978.7417533.54030K7INDYMAC INDX MORTGAGE2037-02-25.338Other InstrumentAsset Backed Securities40663.6531787.78030K7INDYMAC MTX LOAN TRUS2037-07-25.338Other InstrumentAsset Backed Securities27074.0123768.60030K8INDYMAC INDX MORTGAGE2035-04-25.398Other InstrumentCMOs7298.536693.46030K8INDYMAC INDX MTGE LOA2046-04-25.458Other InstrumentAsset Backed Securities31782.867305.79030KCJP MORGAN CHASE COMCL2037-08-125.4763Other InstrumentCommercial Mortgage-Backed Security42857.1432866.58030KCJPMORGAN CHASE COMM M2037-08-125.4763Other InstrumentCommercial Mortgage-Backed Security33785.7118807.05030KD JP MORGAN CHASE CO2049-06-155.8134Other InstrumentCommercial Mortgage-Backed Security3842.864024.47030KFJP MORGAN MORTGAGE TR2036-08-252.6892Other InstrumentCMOs3518.272965.57030KIKEYCORP STUDENT LN TR2037-01-25.7686Other InstrumentAsset Backed Securities139058.75100806.45030KNLUMINENT MORTGAGE TRU2036-12-25.338Other InstrumentAsset Backed Securities77501.1957074.66030KOLEHMAN XS TRUST SER 22035-12-255.56Other InstrumentAsset Backed Securities12376.9410920.99030KOLEHMAN XS TRUST SER 22046-11-25.348Other InstrumentAsset Backed Securities9638.607806.94030KOLEHMAN XS TRUST SERIE2046-06-25.318Other InstrumentAsset Backed Securities6658.165091.49030KPLEHMAN XS TRUST 2007-2037-03-25.318Other InstrumentAsset Backed Securities61539.7138697.13030KPLEHMAN XS TRUST MTG P2046-08-25.6Other InstrumentAsset Backed Securities1210872.7631948.04030KQMASTR ASSET SEC TR 202036-03-25.308Other InstrumentAsset Backed Securities7871.735135.08030KRMASTER ASSET BACKED S2036-01-25.448Other InstrumentAsset Backed Securities100628.5789277.00030KTMERRILL LYNCH ALT NTE2037-03-25.268Other InstrumentAsset Backed Securities120485.4748069.47030KTMERRILL LYNCH ALTER N2037-01-25.318Other InstrumentAsset Backed Securities70586.5232918.15030KXML-CFC COMMERCIAL MTG2048-08-14.5196Other InstrumentCommercial Mortgage-Backed Security648.8610.29030KYMERRILL LYNCH MTGE IN2035-04-253.128Other InstrumentAsset Backed Securities6724.432029.76030L0MERRILL LYNCH MTGE IN2036-08-25.528Other InstrumentAsset Backed Securities129228.5797455.53030L3MERRILL LYNCH MTGE TR2044-01-12.1087Other InstrumentCommercial Mortgage-Backed Security6337540.9014996.48030LAMORGAN STANLEY ABS CA2035-05-250Other InstrumentAsset Backed Securities107642.8690430.76030LCMASTR SEASONED SEC TR2032-10-253.3521Other InstrumentCMOs3577.943532.67030LGNATIONAL COLL ST LN T2025-12-250Other InstrumentAsset Backed Securities1642.121668.33030LGTHE NATL COLLEGIATE S2029-03-25.388Other InstrumentAsset Backed Securities35800.0029049.28030LHNOVASTAR MORTGAGE FUN2037-09-25.338Other InstrumentAsset Backed Securities87214.2933293.11030LMOPTION ONE MORTGAGE L2035-02-25.818Other InstrumentAsset Backed Securities2944.912465.08030LTPARK PLACE SECURITIES2035-05-25.778Other InstrumentAsset Backed Securities13114.767800.19030M0RALI SER 2003-QS4 TRU2034-02-2513.4044Other InstrumentCMOs11638.3412647.06030M3RALI SERIES TRUST 2002037-03-256Other InstrumentCMOs18216.514490.72030M4RESIDENTIAL ASSET MOR2034-04-25.943Other InstrumentCMO85753.0177162.41030M4RESIDENTIAL ASSET MOR2034-04-251.063Other InstrumentCMO23086.2021152.49030M4RESIDENTIAL ASSET MOR2034-04-251.768Other InstrumentCMO50554.4235696.85030M4RESIDENTIAL ASSET MOR2034-04-252.173Other InstrumentCMO39291.0020009.38030M8RESIDENTIAL ASSET SEC2032-03-256.349Other InstrumentAsset Backed Securities25807.3126352.33030M9RESIDENTIAL ASSET SEC2035-08-25.738Other InstrumentAsset Backed Securities21863.5718374.75030MBINDY MAC INDX MTG LOA2036-02-255.75Other InstrumentCMOs11250.869722.63030MDRESIDENTIAL ASSET SEC2036-07-25.558Other InstrumentCMOs34334.0613189.49030MDRESIDENTIAL ASSET SEC2036-08-25.758Other InstrumentCMOs34633.1815866.13030MIRFMSI SERIES 2003 S142034-06-256Other InstrumentCMOs9493.079718.57030MJRESIDENTIAL FUNDING M2037-06-25.658Other InstrumentCMOs1259.90990.24030MJRFMSI SER 2007 SI TRU2037-01-256Other InstrumentCMOs13420.003012.62030MNSTRUCTRUED ASSET MORT2036-07-25.348Other InstrumentAsset Backed Securities159756.27127532.90030MNSTRUCTURED ASSET MORT2047-08-252.6823Other InstrumentCMOs267713.8624124.34030MNSTRUCTURED ASSET MTGE2036-06-251Other InstrumentAsset Backed Securities859036.9712918.67030MNSTRUCTURED MTG INV 202036-04-251Other InstrumentAsset Backed Securities448897.7220231.73030MQSTRUCT ASSET SEC CORP2031-01-253.3565Other InstrumentCMOs19090.5718813.43030MTSTRUCTURED ASSET SECU2034-12-255Other InstrumentCMOs3355.183254.76030MUSTRUCTURED ASSET SECU2035-02-255.5Other InstrumentCMOs30408.4129122.03030NASPECIALTY UNDERWRITIN2034-01-251.358Other InstrumentAsset Backed Securities10740.4310331.57030NASPECIALTY UNDERWRITIN2037-02-254.9352Other InstrumentAsset Backed Securities20292.5312310.16030NQWACHOVIA BANK COMMERC2044-05-155.4462Other InstrumentCommercial Mortgage-Backed Security25000.0024676.89030NQWACHOVIA BNK COMMERCI2041-08-155.7999Other InstrumentCommercial Mortgage-Backed Security7742.867786.86030NR144A REG S WACHOVIA B2048-10-15.3311Other InstrumentCommercial Mortgage-Backed Security1031135.958876.60030NT WELLS FARGO MORTGA2035-06-252.6286Other InstrumentCMOs37090.6928108.20030NUWELLS FARGO MTGE BCKD2036-03-252.6282Other InstrumentCMOs7782.107681.67030P9WELLS FARGO AEEST SEC2034-07-254.7239Other InstrumentCMOs5909.904222.19030P9WELLS FARGO ASSET SEC2035-05-255.5Other InstrumentCMOs15718.2315627.37030P9WELLS FARGO MBS 2005-2035-10-255.5Other InstrumentCMOs16554.2217429.24030P9WELLS FARGO MTG BACKE2034-11-252.6153Other InstrumentCMOs319.8011.72030PB144A NGTON MUTUAL MTG2037-02-25.318Other InstrumentAsset Backed Securities17134.3911387.18030PBWASHINGTON MUTUAL MOR2035-10-255.5Other InstrumentCMOs34415.4231294.22030PCWASHINGTON MUTUAL MTG2037-06-255.5Other InstrumentCMO26565.8822119.30030PFAMERICAN HOME MTGE IN2035-08-25.338Other InstrumentAsset Backed Securities60.5730.89030PFAMERICAN HOME MTGE IN2046-03-25.348Other InstrumentAsset Backed Securities38916.0910716.46030PGAMERIQUEST MORT SEC I2034-09-251.178Other InstrumentAsset Backed Securities22644.2918102.05032F0RESIDENTIAL FDG MTG S2036-02-255.31Other InstrumentAsset Backed Securities4682.624555.86032F0RESIDENTIAL FUNDING M2036-02-256.26Other InstrumentAsset Backed Securities2142.862095.33032VPUBS-BARCLAYS COML MTG2045-12-124.5014Other InstrumentCommercial Mortgage-Backed Security54334.5349710.7003468WAMU MTGE PASS THRU T2044-07-25.7875Other InstrumentCMOs27939.9214810.3903486WASHINGTON MUTUAL MSC2045-01-25.478Other InstrumentCMOs833.96786.70036DLJPMBB COML MTG SECS T2045-11-171.6185Other InstrumentCommercial Mortgage-Backed Security1433859.98116907.59036JNAMERICAN AURLS 2013-22022-01-155.6Other InstrumentCorporates91714.2992945.21037K2GS MTG SECS TR 2013-G2046-11-134.271Other InstrumentCommercial Mortgage-Backed Security148626.10157454.38First Tier SecurityN/AN/A2014-03-032015-01-21YBarclays Capital, Inc.N/AN/ANN10000000.0010000000.000.0039Y9999850.009999850.00