N-MFP LIVE N 2012-11-30 0000097098 S000001472 8 N N N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 84-01761 N N N Prime 51 82 54356430917.00 18517545.60 341667568.01 54033280894.59 0.0031 1.0002 2012-11-30 1.0002 2012-11-30 C000003896 3000000.00 48861320814.27 1.00 5708039832.26 51528961998.20 45820922165.94 0.0014 1.0001 2012-11-30 1.0001 2012-11-30 C000003897 5000.00 1676590333.32 1.00 -243147669.08 1535552653.84 1778700322.92 0.0001 1.0002 2012-11-30 1.0002 2012-11-30 C000003898 5000.00 2669382108.85 1.00 121405718.41 879908112.20 758502393.79 0.0003 1.0002 2012-11-30 1.0002 2012-11-30 C000003899 5000.00 254287601.23 1.00 -46612885.71 28472462.95 75085348.66 0.0001 1.0008 2012-11-30 1.0008 2012-11-30 C000003900 5000.00 12375500.00 1.00 -753867.62 2444096.66 3197964.28 0.0001 1.0002 2012-11-30 1.0002 2012-11-30 C000003901 1.00 520904973.95 1.00 -16058550.28 23434203.79 39492754.07 0.0000 1.0002 2012-11-30 1.0002 2012-11-30 C000003902 1.00 19925493.21 1.00 1854265.71 3729189.84 1874924.13 0.0000 1.0001 2012-11-30 1.0001 2012-11-30 C000003903 1.00 18494069.76 1.00 -753760.36 710465.07 1464225.43 0.0000 1.0002 2012-11-30 1.0002 2012-11-30 ALLEN CNTY OHIO ALLEN CNTY OHIO HOSP FACS REV 0.150000% 01757LFA9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y CATHOLIC HEALTH PARTNERS N/A N/A Y CATHOLIC HEALTH PARTNERS N/A N/A N 12000000.00 12000000.00 0.0002 N 12000000.00 12000000.00 ANTALIS US FUNDING CORP ANTALIS US FUNDING CORP 0.480000% 03663TP10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 197000000.00 196842400.00 0.0036 N 196923130.60 196923130.60 ATLANTIS ONE FUNDING CORP ATLANTIS ONE FUNDING CORP 0.540000% 04915TN73 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 210000000.00 209889750.00 0.0039 N 209970810.00 209970810.00 ATLANTIS ONE FUNDING CORP ATLANTIS ONE FUNDING CORP 0.330000% 04915TP55 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-05 2013-02-05 N N N 165000000.00 164903200.00 0.0031 N 164942679.00 164942679.00 ATLANTIS ONE FUNDING CORP ATLANTIS ONE FUNDING CORP 0.470000% 04915TQ70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 164000000.00 163798736.00 0.0030 N 163884527.60 163884527.60 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKING GR 0.410000% 05252TBB5 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-17 2013-11-12 N N N 400000000.00 400000000.00 0.0074 N 399930800.00 399930800.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.390000% 06366LAA6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-14 2013-11-12 N N N 300000000.00 300000000.00 0.0056 N 299659800.00 299659800.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.380000% 06366V2J4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-11 2013-10-11 N N N 200000000.00 200000000.00 0.0037 N 200000000.00 200000000.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.320000% 06366VD86 Certificate of Deposit N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 400000000.00 399996340.00 0.0074 N 400076480.00 400076480.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.310000% 06366VE93 Certificate of Deposit N First Tier Security N/A N/A 2013-02-11 2013-02-11 N N N 100000000.00 100000000.00 0.0019 N 100020230.00 100020230.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.430000% 06366VXX9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-17 2013-07-17 N N N 361000000.00 361000000.00 0.0067 N 361360278.00 361360278.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.320000% 06366VYY6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N N 500000000.00 500000000.00 0.0093 N 500083800.00 500083800.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366XDV1 Certificate of Deposit N First Tier Security N/A N/A 2013-02-12 2013-02-12 N N N 500000000.00 500000000.00 0.0093 N 500010250.00 500010250.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.230000% 06366XFF4 Certificate of Deposit N First Tier Security N/A N/A 2013-02-15 2013-02-15 N N N 125000000.00 125000000.00 0.0023 N 125005337.50 125005337.50 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.300000% 06417E5P4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-11 2013-02-11 N N N 530000000.00 530000000.00 0.0098 N 530090630.00 530090630.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.310000% 06417FBS8 Certificate of Deposit N First Tier Security N/A N/A 2012-12-03 2013-06-17 N N N 350000000.00 350000000.00 0.0065 N 350000000.00 350000000.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.410000% 06417FCU2 Certificate of Deposit N First Tier Security N/A N/A 2013-01-01 2013-11-01 N N N 201000000.00 201000000.00 0.0037 N 200973267.00 200973267.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD ( 0.470000% 06538E4B0 Certificate of Deposit N First Tier Security N/A N/A 2013-03-05 2013-03-05 N N N 400000000.00 400000000.00 0.0074 N 400200080.00 400200080.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD ( 0.390000% 06538FAX2 Certificate of Deposit N First Tier Security N/A N/A 2013-04-16 2013-04-16 N N N 200000000.00 200000000.00 0.0037 N 200075920.00 200075920.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD ( 0.340000% 06538FBZ6 Certificate of Deposit N First Tier Security N/A N/A 2013-04-22 2013-04-22 N N N 457000000.00 457000000.00 0.0085 N 457090486.00 457090486.00 BANK OF TOKYO MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD ( 0.270000% 06538FEC4 Certificate of Deposit N First Tier Security N/A N/A 2013-03-15 2013-03-15 N N N 575000000.00 575000000.00 0.0106 N 574983210.00 574983210.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC 0.800000% BRSFDZF33 0001484219 Other Repurchase Agreement N ABFC Asset Backed Funding Corporation 2036-09-25 0.487999 Other Instrument ASSET BACKED SECURITY 410000000.00 65469.51 ABFC Asset Backed Funding Corporation 2036-11-25 0.367999 Other Instrument ASSET BACKED SECURITY 410000000.00 735335.64 ABS AFC 10/25/30 0.697 2030-10-25 0.561000 Other Instrument ASSET BACKED SECURITY 410000000.00 2213652.82 ABS GMA 12/25/36 0.456 2036-12-25 0.388000 Other Instrument ASSET BACKED SECURITY 410000000.00 2018833.18 ABS MLM 01/25/47 5.610 2047-01-25 0.487999 Other Instrument ASSET BACKED SECURITY 410000000.00 335115.19 ABS NHE 03/25/35 2.218 2035-03-25 2.083000 Other Instrument ASSET BACKED SECURITY 410000000.00 1701316.00 ABS PPS 01/25/36 1.083 2036-01-25 1.038000 Other Instrument ASSET BACKED SECURITY 410000000.00 3031050.00 ACE SECS CORP HOME EQUITY LN 2036-06-25 0.407999 Other Instrument ASSET BACKED SECURITY 410000000.00 932409.38 ADVANTA BUSINESS CARD MASTER 2013-06-20 5.500000 Other Instrument ASSET BACKED SECURITY 410000000.00 318856.59 ADVANTA BUSINESS CARD MASTER 2014-12-22 0.458000 Other Instrument ASSET BACKED SECURITY 410000000.00 7068.62 Aegis Asset Backed Securities Trust 2037-01-25 2.057999 Other Instrument ASSET BACKED SECURITY 410000000.00 1822.73 AERCO LTD 2025-07-15 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 612286.00 AMERICAN AIRLS PASS THRU TR 2016-05-23 7.378999 Other Instrument ASSET BACKED SECURITY 410000000.00 2234471.55 AMERICAN AIRLS PASS THRU TR 2021-05-23 6.977000 Other Instrument ASSET BACKED SECURITY 410000000.00 409434.79 AMERICAN HOME MTG INVT TR 2026-09-25 0.908000 Other Instrument ASSET BACKED SECURITY 410000000.00 1809129.41 Ameriquest Mortgage Securities Asset-Backed PTC 2034-05-25 5.440000 Other Instrument ASSET BACKED SECURITY 410000000.00 2503447.11 Ameriquest Mortgage Securities Asset-Backed PTC 2034-11-25 2.057999 Other Instrument ASSET BACKED SECURITY 410000000.00 85613.88 Ameriquest Mortgage Securities Asset-Backed PTC 2035-03-25 1.907999 Other Instrument ASSET BACKED SECURITY 410000000.00 57158.53 Ameriquest Mortgage Securities Asset-Backed PTC 2035-05-25 0.827999 Other Instrument ASSET BACKED SECURITY 410000000.00 2334834.65 Ameriquest Mortgage Securities Asset-Backed PTC 2035-09-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 26315.12 AMERIQUEST MTG SECS INC 2036-04-25 0.577999 Other Instrument ASSET BACKED SECURITY 410000000.00 643513.37 Argent Mortgage Loan Trust 2036-05-25 0.477999 Other Instrument ASSET BACKED SECURITY 410000000.00 53.66 Asset Backed Securities Corporation Home Equity Loan Trust 2034-10-25 5.458000 Other Instrument ASSET BACKED SECURITY 410000000.00 177671.27 Asset Backed Securities Corporation Home Equity Loan Trust 2035-11-25 0.658000 Other Instrument ASSET BACKED SECURITY 410000000.00 3876691.98 Asset Backed Securities Corporation Home Equity Loan Trust 2036-11-25 0.347999 Other Instrument ASSET BACKED SECURITY 410000000.00 2349511.77 ASTORIA DEPOSITOR CORP 2021-05-01 7.902000 Other Instrument ASSET BACKED SECURITY 410000000.00 435943.42 BALLANTYNE RE PLC 2036-05-02 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 257030.02 BALLANTYNE RE PLC 2036-05-02 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 115161.00 BANC OF AMER 2007 2037-05-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 478264.25 Banc of America Commercial Mortgage 2051-02-10 6.248000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 5686044.79 Banc of America Funding Corp 2036-07-20 2.609000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1447756.41 Banc of America Funding Corp 2046-09-20 3.117000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1817217.25 Banc of America Mortgage Securities 2036-11-20 3.160000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 128049.35 Bayview Commercial Asset Trust 2034-04-25 1.250000 Other Instrument ASSET BACKED SECURITY 410000000.00 62297.25 Bayview Commercial Asset Trust 2037-09-25 0.658000 Other Instrument ASSET BACKED SECURITY 410000000.00 708006.20 BCAP Trust 2035-09-26 3.063000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 2512665.33 Bear Stearns ALT-A Trust 2035-09-25 2.867999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 2163380.73 Bear Stearns ALT-A Trust 2036-07-25 3.003000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 5183474.33 Bear Stearns ARM Trust 2035-01-25 2.903999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 574138.84 BEAR STEARNS ASSET BACKED SECS 2034-06-25 2.008000 Other Instrument ASSET BACKED SECURITY 410000000.00 282968.78 BEAR STEARNS ASSET BACKED SECS 2035-01-25 1.453000 Other Instrument ASSET BACKED SECURITY 410000000.00 396.92 BEAR STEARNS ASSET BACKED SECS 2035-03-25 1.608000 Other Instrument ASSET BACKED SECURITY 410000000.00 1262876.71 BEAR STEARNS ASSET BACKED SECS 2036-02-25 0.628000 Other Instrument ASSET BACKED SECURITY 410000000.00 2866744.56 BEAR STEARNS ASSET BACKED SECS 2036-11-25 0.378000 Other Instrument ASSET BACKED SECURITY 410000000.00 1549176.07 Bear Stearns Asset Backed Securities Trust 2034-08-25 1.933000 Other Instrument ASSET BACKED SECURITY 410000000.00 2791493.42 Bear Stearns Asset Backed Securities Trust 2035-01-25 1.603000 Other Instrument ASSET BACKED SECURITY 410000000.00 2366017.69 Bear Stearns Asset Backed Securities Trust 2035-10-25 2.712000 Other Instrument ASSET BACKED SECURITY 410000000.00 417209.93 Bear Stearns Asset Backed Securities Trust 2035-12-25 0.947999 Other Instrument ASSET BACKED SECURITY 410000000.00 23518.06 Bear Stearns Commercial Mortgage Securities 2041-09-11 5.610999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 795719.80 Bear Stearns Commercial Mortgage Securities 2050-06-11 6.168999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 7766190.00 BNC MTG LN TR 2007-1 2037-03-25 0.308000 Other Instrument ASSET BACKED SECURITY 410000000.00 1405312.79 Bombardier Capital Mortgage Securitization Corp 2015-12-15 7.179999 Other Instrument ASSET BACKED SECURITY 410000000.00 59874.89 Buckingham CDO 2051-09-05 3.460000 Other Instrument ASSET BACKED SECURITY 410000000.00 14826.92 C BASS MTG LN ASSET BACKED 2046-05-25 0.518000 Other Instrument ASSET BACKED SECURITY 410000000.00 854575.35 CARRINGTON MTG LN TR SER 2036-10-25 0.268000 Other Instrument ASSET BACKED SECURITY 410000000.00 977195.11 CBA COMM ASSETS LLC 2036-06-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 60170.83 C-BASS Mortgage Loan Asset-Backed Certificates 2035-07-25 0.658000 Other Instrument ASSET BACKED SECURITY 410000000.00 1299873.79 C-BASS Mortgage Loan Asset-Backed Certificates 2036-01-25 5.437999 Other Instrument ASSET BACKED SECURITY 410000000.00 45791.91 C-BASS Mortgage Loan Asset-Backed Certificates 2036-12-25 5.703999 Other Instrument ASSET BACKED SECURITY 410000000.00 643696.95 C-BASS Mortgage Loan Asset-Backed Certificates 2037-04-25 5.339999 Other Instrument ASSET BACKED SECURITY 410000000.00 50449.28 C-BASS Mortgage Loan Asset-Backed Certificates 2037-07-25 0.548000 Other Instrument ASSET BACKED SECURITY 410000000.00 2239025.00 C-BASS Mortgage Loan Asset-Backed Certificates 2047-03-25 0.360999 Other Instrument ASSET BACKED SECURITY 410000000.00 2018340.60 C-BASS MTG LN ASSET BACKED 2036-11-25 0.357999 Other Instrument ASSET BACKED SECURITY 410000000.00 861477.43 CC Funding Corp 2047-11-25 0.338000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 4490376.25 CENTURION CDO 8 LIMITED 2017-03-28 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 1922353.50 CHASE FDG MTG LN 2032-11-25 1.032999 Other Instrument ASSET BACKED SECURITY 410000000.00 3125782.52 CITICORP RESIDENTIAL MTG TR 2036-11-25 5.793999 Other Instrument ASSET BACKED SECURITY 410000000.00 3514263.41 Citigroup Mortgage Loan Trust 2035-06-25 2.693000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 232349.16 Citigroup Mortgage Loan Trust 2036-10-25 0.498000 Other Instrument ASSET BACKED SECURITY 410000000.00 889416.03 Citigroup Mortgage Loan Trust 2036-12-25 0.508000 Other Instrument ASSET BACKED SECURITY 410000000.00 4641.68 CITIGROUP MTG LN TR 2035-10-25 0.617999 Other Instrument ASSET BACKED SECURITY 410000000.00 1658596.14 Citius Funding 2046-05-05 3.109999 Other Instrument ASSET BACKED SECURITY 410000000.00 11013.26 CMO 521AH8 6.4250 2040-07-01 6.214000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 2230230.00 COMM 2049-12-10 5.650000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 6882444.57 Contimortgage Home Equity Loan Trust 2027-03-15 5.405999 Other Instrument ASSET BACKED SECURITY 410000000.00 1347754.42 COPPER RIV CLO LTD / COPPER 2021-01-20 1.819000 Other Instrument ASSET BACKED SECURITY 410000000.00 1656680.00 Countrywide Alternative Loan Trust 2047-03-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 213421.67 Countrywide Home Equity Loan Trust 2030-06-25 0.338000 Other Instrument ASSET BACKED SECURITY 410000000.00 2835424.07 Countrywide Home Equity Loan Trust 2033-03-26 2.682999 Other Instrument ASSET BACKED SECURITY 410000000.00 75916.98 Countrywide Home Equity Loan Trust 2034-07-25 5.932000 Other Instrument ASSET BACKED SECURITY 410000000.00 2873780.15 Countrywide Home Equity Loan Trust 2034-09-25 1.603000 Other Instrument ASSET BACKED SECURITY 410000000.00 1274472.94 Countrywide Home Equity Loan Trust 2034-12-25 0.438000 Other Instrument ASSET BACKED SECURITY 410000000.00 2502827.64 Countrywide Home Equity Loan Trust 2034-12-25 1.258000 Other Instrument ASSET BACKED SECURITY 410000000.00 1580400.84 Countrywide Home Equity Loan Trust 2035-01-25 1.208000 Other Instrument ASSET BACKED SECURITY 410000000.00 1724866.69 Countrywide Home Equity Loan Trust 2035-04-25 0.788000 Other Instrument ASSET BACKED SECURITY 410000000.00 2688666.64 Countrywide Home Equity Loan Trust 2035-05-15 0.388000 Other Instrument ASSET BACKED SECURITY 410000000.00 139210.35 Countrywide Home Equity Loan Trust 2035-07-25 1.657999 Other Instrument ASSET BACKED SECURITY 410000000.00 117235.88 Countrywide Home Equity Loan Trust 2035-09-25 0.678000 Other Instrument ASSET BACKED SECURITY 410000000.00 589452.03 Countrywide Home Equity Loan Trust 2035-12-25 0.458000 Other Instrument ASSET BACKED SECURITY 410000000.00 90696.91 Countrywide Home Equity Loan Trust 2035-12-25 0.498000 Other Instrument ASSET BACKED SECURITY 410000000.00 2057241.23 Countrywide Home Equity Loan Trust 2036-02-25 0.458000 Other Instrument ASSET BACKED SECURITY 410000000.00 38394.39 Countrywide Home Equity Loan Trust 2036-04-25 0.448000 Other Instrument ASSET BACKED SECURITY 410000000.00 54093.31 Countrywide Home Equity Loan Trust 2036-05-25 0.597999 Other Instrument ASSET BACKED SECURITY 410000000.00 597192.36 Countrywide Home Equity Loan Trust 2036-08-25 0.498000 Other Instrument ASSET BACKED SECURITY 410000000.00 3652324.53 Countrywide Home Equity Loan Trust 2037-11-25 0.477999 Other Instrument ASSET BACKED SECURITY 410000000.00 327494.74 Countrywide Home Equity Loan Trust 2045-04-25 0.487999 Other Instrument ASSET BACKED SECURITY 410000000.00 61309.35 Countrywide Home Loan Trust 2027-06-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 115098.38 Countrywide Home Loans 2034-08-25 2.984000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 30.45 Countrywide Home Loans 2035-04-25 0.501000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1003139.80 CSMC ASSET BACKED TRUST 2007 NC1 OSI 2037-09-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 551.28 CSMC Trust 2036-05-25 0.727999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1150546.47 CWABS ASSET BCKD CERT TR 2037-11-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 304870.83 CWABS ASSET-BACKED CTFS 2035-12-25 6.299999 Other Instrument ASSET BACKED SECURITY 410000000.00 2677483.51 CWABS ASSET-BACKED CTFS TR 2035-10-25 0.427999 Other Instrument ASSET BACKED SECURITY 410000000.00 1750867.53 CWABS ASSET-BACKED NTS TR 2037-05-25 0.758000 Other Instrument ASSET BACKED SECURITY 410000000.00 2655751.24 CWABS INC 2029-05-15 0.477999 Other Instrument ASSET BACKED SECURITY 410000000.00 621940.37 CWABS INC 2030-02-15 0.448000 Other Instrument ASSET BACKED SECURITY 410000000.00 1031260.39 CWABS INC 2034-02-15 0.487999 Other Instrument ASSET BACKED SECURITY 410000000.00 145232.36 CWABS INC 2034-03-15 0.448000 Other Instrument ASSET BACKED SECURITY 410000000.00 550692.81 CWABS INC 2034-07-25 1.858000 Other Instrument ASSET BACKED SECURITY 410000000.00 50703.04 CWABS INC 2036-02-25 0.567999 Other Instrument ASSET BACKED SECURITY 410000000.00 1591997.45 CWALT Alternative Loan Trust 2035-08-25 0.607999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 6923706.29 CWALT Alternative Loan Trust 2036-01-25 0.508000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 5349502.33 CWALT Alternative Loan Trust 2036-04-25 6.019000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 11332.49 CWALT Alternative Loan Trust 2037-08-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 7406062.82 CWHEQ HOME EQUITY LN TR SER 2029-01-25 6.517999 Other Instrument ASSET BACKED SECURITY 410000000.00 1916083.31 CWHEQ HOME EQUITY LN TR SER 2036-04-25 5.554999 Other Instrument ASSET BACKED SECURITY 410000000.00 1983518.40 CWHEQ INC 2036-05-15 0.378000 Other Instrument ASSET BACKED SECURITY 410000000.00 6080.76 CWMBS INC 2046-05-20 0.420999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 7056799.01 Deutsche ALT-A Securities Alternative Loan Trust 2037-03-25 0.343000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 4220638.62 DSLA Mortgage Loan Trust 2036-10-19 0.407999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 235328.30 Duke Funding HG 2050-07-03 3.355000 Other Instrument ASSET BACKED SECURITY 410000000.00 16047.52 FBR Securitization Trust 2035-09-25 0.957999 Other Instrument ASSET BACKED SECURITY 410000000.00 765161.76 FBR Securitization Trust 2035-10-25 0.888000 Other Instrument ASSET BACKED SECURITY 410000000.00 1719477.11 Fieldstone Mortgage Investment Corp 2037-04-25 0.758000 Other Instrument ASSET BACKED SECURITY 410000000.00 543.80 First Franklin Mortgage Loan Trust ABS Certificates 2033-07-25 2.682999 Other Instrument ASSET BACKED SECURITY 410000000.00 56957.62 First Franklin Mortgage Loan Trust ABS Certificates 2035-05-25 0.857999 Other Instrument ASSET BACKED SECURITY 410000000.00 1879365.49 FIRST FRANKLIN MTG LN 2006 FFA 2026-09-25 0.357999 Other Instrument ASSET BACKED SECURITY 410000000.00 1602931.72 FIRST FRANKLIN MTG LN TR 2026-12-25 0.338000 Other Instrument ASSET BACKED SECURITY 410000000.00 2942102.16 FIRST FRANKLIN MTG LN TR 2034-05-25 1.758000 Other Instrument ASSET BACKED SECURITY 410000000.00 3757027.97 FIRST FRANKLIN MTG LN TR SER 2028-01-25 0.347999 Other Instrument ASSET BACKED SECURITY 410000000.00 3328152.33 First Horizon Alternative Mortgage Securities Trust 2035-03-25 2.623000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 69824.19 Fremont Home Loan Owner Trust 2036-10-25 0.360999 Other Instrument ASSET BACKED SECURITY 410000000.00 2831768.75 Fremont NIM Trust 2035-11-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 333356.64 GCCFC Commercial Pass-Through Certificates 2038-07-10 5.867000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 8915257.07 Gemstone 2034-12-15 0.708999 Other Instrument ASSET BACKED SECURITY 410000000.00 92175.18 GMAC Home Equity Loan-backed Notes 2030-06-25 0.648000 Other Instrument ASSET BACKED SECURITY 410000000.00 1708285.51 GreenPoint Credit Manufactured Housing Contract Trust 2032-02-09 0.714999 Other Instrument ASSET BACKED SECURITY 410000000.00 641742.40 GreenPoint Credit Manufactured Housing Contract Trust 2032-03-13 0.714999 Other Instrument ASSET BACKED SECURITY 410000000.00 188358.08 GreenPoint Home Equity Loan Trust 2029-07-25 0.668000 Other Instrument ASSET BACKED SECURITY 410000000.00 492833.12 GreenPoint Home Equity Loan Trust 2035-03-15 0.668000 Other Instrument ASSET BACKED SECURITY 410000000.00 777143.04 GS Mortgage Securities Corp II 2034-04-10 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 641071.92 GS Mortgage Securities Corp II 2038-04-10 5.636999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 4396142.40 GS MTG SECS CORP 2034-05-25 1.032999 Other Instrument ASSET BACKED SECURITY 410000000.00 2011842.17 GSAMP 2034-11-25 1.907999 Other Instrument ASSET BACKED SECURITY 410000000.00 104978.14 GSAMP 2034-12-25 2.608000 Other Instrument ASSET BACKED SECURITY 410000000.00 3543.73 GSAMP 2036-01-25 6.128000 Other Instrument ASSET BACKED SECURITY 410000000.00 511617.95 GSAMP 2036-05-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 177301.43 GSAMP 2036-08-25 0.290999 Other Instrument ASSET BACKED SECURITY 410000000.00 1962331.68 GSAMP 2037-02-25 0.407999 Other Instrument ASSET BACKED SECURITY 410000000.00 1371362.03 GSAMP 2037-02-25 0.407999 Other Instrument ASSET BACKED SECURITY 410000000.00 1126338.86 GSAMP 2037-02-25 0.508000 Other Instrument ASSET BACKED SECURITY 410000000.00 1283127.46 GSAMP 2006-HE4 2036-06-25 0.468000 Other Instrument ASSET BACKED SECURITY 410000000.00 258.12 GSAMP TR 2006-S3 2036-05-25 6.085000 Other Instrument ASSET BACKED SECURITY 410000000.00 345289.63 GSAMP TR 2006-SD2 2036-05-25 0.558000 Other Instrument ASSET BACKED SECURITY 410000000.00 3369201.83 GSR Trust 2030-11-25 0.607999 Other Instrument ASSET BACKED SECURITY 410000000.00 866086.76 HARBORVIEW MTG LN TR 2035-09-25 0.518000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 6268497.08 Home Equity Asset Trust 2035-12-25 1.358000 Other Instrument ASSET BACKED SECURITY 410000000.00 12.91 Home Equity Loan Trust 2037-04-25 0.438000 Other Instrument ASSET BACKED SECURITY 410000000.00 149022.23 Home Equity Mortgage Loan Asset-Backed Trust 2036-06-25 0.468000 Other Instrument ASSET BACKED SECURITY 410000000.00 1273603.90 HOME EQUITY MTG LN 2036-11-25 0.367999 Other Instrument ASSET BACKED SECURITY 410000000.00 3214160.67 Home Loan Trust 2036-02-25 6.200000 Other Instrument ASSET BACKED SECURITY 410000000.00 1928176.72 Home Loan Trust 2036-09-25 5.719999 Other Instrument ASSET BACKED SECURITY 410000000.00 1860538.28 HSI ASSET SECURITIZATION CORP 2036-12-25 0.427999 Other Instrument ASSET BACKED SECURITY 410000000.00 159483.92 HSI Asset Securitization Corporation Trust 2036-10-25 0.448000 Other Instrument ASSET BACKED SECURITY 410000000.00 148000.78 HSI Asset Securitization Corporation Trust 2037-04-25 0.487999 Other Instrument ASSET BACKED SECURITY 410000000.00 3254596.57 Hyundai Auto Lease Securitization Trust 2013-06-17 0.384000 Other Instrument ASSET BACKED SECURITY 410000000.00 515475.60 Hyundai Auto Receivables Trust 2013-10-15 0.230000 Other Instrument ASSET BACKED SECURITY 410000000.00 174966.37 IMPAC CMB Trust 2034-10-25 1.008000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1797408.95 IMPAC CMB Trust 2035-02-25 1.088000 Other Instrument ASSET BACKED SECURITY 410000000.00 1850494.74 IndyMac Home Equity Loan Asset Backed Trust 2037-03-25 0.347999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 477454.79 IndyMac Home Equity Loan Asset Backed Trust 2037-04-25 0.398000 Other Instrument ASSET BACKED SECURITY 410000000.00 3059769.65 IndyMac Home Equity Loan Asset Backed Trust 2037-04-25 0.438000 Other Instrument ASSET BACKED SECURITY 410000000.00 60472.35 IndyMac INDX Mortgage Loan Trust 2037-01-25 3.384999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 186336.65 J P MORGAN CHASE COML MTG SECS 2049-02-12 5.727999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 20555101.68 J P MORGAN MTG ACQUISITION TR 2036-08-25 5.777000 Other Instrument ASSET BACKED SECURITY 410000000.00 1115530.10 JP Morgan Mortgage Acquisition Corp 2035-08-25 0.327000 Other Instrument ASSET BACKED SECURITY 410000000.00 2624499.91 JP Morgan Mortgage Acquisition Corp 2035-09-25 0.651000 Other Instrument ASSET BACKED SECURITY 410000000.00 2386978.26 JP Morgan Mortgage Acquisition Corp 2035-10-25 0.791000 Other Instrument ASSET BACKED SECURITY 410000000.00 81.38 JP Morgan Mortgage Acquisition Corp 2036-08-25 6.080000 Other Instrument ASSET BACKED SECURITY 410000000.00 1188028.20 JP Morgan Mortgage Acquisition Corp 2036-08-25 6.336999 Other Instrument ASSET BACKED SECURITY 410000000.00 3033773.19 JP Morgan Mortgage Acquisition Corp 2037-02-25 0.398000 Other Instrument ASSET BACKED SECURITY 410000000.00 1490135.80 JP Morgan Mortgage Acquisition Corp 2037-03-25 0.528000 Other Instrument ASSET BACKED SECURITY 410000000.00 139665.70 JP Morgan Mortgage Acquisition Corp 2037-05-25 0.448000 Other Instrument ASSET BACKED SECURITY 410000000.00 3008250.16 JP Morgan Mortgage Acquisition Corp 2037-05-25 0.577999 Other Instrument ASSET BACKED SECURITY 410000000.00 92131.04 JP Morgan Mortgage Acquisition Corp 2037-05-25 0.638000 Other Instrument ASSET BACKED SECURITY 410000000.00 61203.27 JP Morgan Mortgage Trust 2037-01-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 2695266.05 Lehman Brothers Small Balance Commercial Mortgage PTC 2037-03-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 1353231.81 Long Beach Mortgage Loan Trust 2031-07-25 1.048000 Other Instrument ASSET BACKED SECURITY 410000000.00 851796.44 MASTR Asset Backed Securities Trust 2034-04-25 3.807999 Other Instrument ASSET BACKED SECURITY 410000000.00 33514.39 MASTR Asset Backed Securities Trust 2035-07-25 0.668000 Other Instrument ASSET BACKED SECURITY 410000000.00 610759.06 MASTR Asset Backed Securities Trust 2036-02-25 0.388000 Other Instrument ASSET BACKED SECURITY 410000000.00 706600.98 MASTR Second Lien Trust 2035-09-25 1.048000 Other Instrument ASSET BACKED SECURITY 410000000.00 715925.33 MASTR Specialized Loan Trust 2046-07-25 0.468000 Other Instrument ASSET BACKED SECURITY 410000000.00 2551417.36 Meritage Asset Holdings Corp, CI-1 NIM Notes 2035-05-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 856.92 Merrill Lynch Mortgage Investors 2035-04-25 0.477999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 128005.20 Merrill Lynch Mortgage Investors 2035-04-25 0.538000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 5837.41 Merrill Lynch Mortgage Investors NIM Trust 2036-10-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 18496.38 MERRILL LYNCH MTG INVS INC 2034-12-25 1.917999 Other Instrument ASSET BACKED SECURITY 410000000.00 3441494.14 MERRILL LYNCH MTG INVS NIM TR 2036-05-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 112.41 Morgan Stanley ABS 2034-10-25 2.758000 Other Instrument ASSET BACKED SECURITY 410000000.00 45779.55 Morgan Stanley ABS 2035-01-25 2.608000 Other Instrument ASSET BACKED SECURITY 410000000.00 82763.05 Morgan Stanley ABS 2035-07-25 1.758000 Other Instrument ASSET BACKED SECURITY 410000000.00 9.31 MORGAN STANLEY ABS CAP I INC 2032-12-27 1.858000 Other Instrument ASSET BACKED SECURITY 410000000.00 2634784.23 MORGAN STANLEY ABS CAP I INC 2036-10-25 0.308000 Other Instrument ASSET BACKED SECURITY 410000000.00 2452917.78 Morgan Stanley Capital I 2041-11-12 5.389000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 8806545.00 Morgan Stanley Mortgage Loan Trust 2037-01-25 0.371000 Other Instrument ASSET BACKED SECURITY 410000000.00 935637.74 MORGAN STANLEY MTG LN TR 2037-07-25 0.528000 Other Instrument ASSET BACKED SECURITY 410000000.00 1230329.92 Mortgage Equity Conversion Asset Trust 2042-01-25 0.660000 Other Instrument ASSET BACKED SECURITY 410000000.00 168840.55 NATIONAL COLLEGIATE STUDENT LN 2031-09-25 0.707999 Other Instrument ASSET BACKED SECURITY 410000000.00 324.87 National Collegiate Trust 2028-02-25 0.398000 Other Instrument ASSET BACKED SECURITY 410000000.00 757982.02 National Collegiate Trust 2033-09-25 0.577999 Other Instrument ASSET BACKED SECURITY 410000000.00 90857.16 National Collegiate Trust 2035-03-26 0.587999 Other Instrument ASSET BACKED SECURITY 410000000.00 81877.61 National Collegiate Trust 2038-03-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 1974167.22 National Collegiate Trust 2038-03-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 1731400.00 National Collegiate Trust 2038-03-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 1432391.04 National Collegiate Trust 2038-03-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 874639.20 Nationstar Home Equity Loan Trust 2037-04-25 0.528000 Other Instrument ASSET BACKED SECURITY 410000000.00 164550.14 New Century Mortgage Corp Home Equity Loan Trust 2034-08-25 5.469999 Other Instrument ASSET BACKED SECURITY 410000000.00 537640.88 New Century Mortgage Corp Home Equity Loan Trust 2035-03-25 1.558000 Other Instrument ASSET BACKED SECURITY 410000000.00 116984.19 New Century Mortgage Corp Home Equity Loan Trust 2035-09-25 1.407999 Other Instrument ASSET BACKED SECURITY 410000000.00 6481.89 Nomura Asset Acceptance Corp Alternative Loan Trust 2036-07-25 0.367999 Other Instrument ASSET BACKED SECURITY 410000000.00 90482.00 Nomura Asset Acceptance Corp Alternative Loan Trust 2036-08-25 0.378000 Other Instrument ASSET BACKED SECURITY 410000000.00 152252.33 NOMURA HOME EQUITY LN INC 2035-11-25 0.417999 Other Instrument ASSET BACKED SECURITY 410000000.00 2414582.44 Nomura Home Equity Loan Trust 2035-11-25 0.628000 Other Instrument ASSET BACKED SECURITY 410000000.00 45960.38 Nomura Home Equity Loan Trust 2037-02-25 0.287999 Other Instrument ASSET BACKED SECURITY 410000000.00 44276.59 NovaStar Mortgage Funding Trust 2033-05-25 0.987999 Other Instrument ASSET BACKED SECURITY 410000000.00 13.77 NovaStar Mortgage Funding Trust 2034-12-25 2.983000 Other Instrument ASSET BACKED SECURITY 410000000.00 1150677.71 OMI TR 2017-05-15 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 895180.55 OMX TIMBER FIN INVTS II LLC 2020-01-29 5.540000 Other Instrument ASSET BACKED SECURITY 410000000.00 7735200.00 Option One Mortgage Loan 2035-02-25 0.538000 Other Instrument ASSET BACKED SECURITY 410000000.00 1495320.67 Option One Mortgage Loan 2035-02-25 1.858000 Other Instrument ASSET BACKED SECURITY 410000000.00 8312.12 Option One Mortgage Loan 2035-11-25 0.668000 Other Instrument ASSET BACKED SECURITY 410000000.00 45517.94 Option One Mortgage Loan 2037-01-25 0.427999 Other Instrument ASSET BACKED SECURITY 410000000.00 2857826.25 OPTION ONE MTG LN TR 2007-1 2037-01-25 0.347999 Other Instrument ASSET BACKED SECURITY 410000000.00 1703565.28 Ownit Mortgage Loan Trust 2035-07-25 2.008000 Other Instrument ASSET BACKED SECURITY 410000000.00 1636660.35 Ownit Mortgage Loan Trust 2037-03-25 0.378000 Other Instrument ASSET BACKED SECURITY 410000000.00 1009826.68 PARAGON MTGS NO 11 PLC 2041-10-15 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 10604404.93 PARK PL SECS INC 2035-01-25 1.407999 Other Instrument ASSET BACKED SECURITY 410000000.00 298076.52 Park Place Asset-Backed Pass-Through Certificates 2034-08-25 1.933000 Other Instrument ASSET BACKED SECURITY 410000000.00 822617.28 Park Place Asset-Backed Pass-Through Certificates 2034-08-25 2.983000 Other Instrument ASSET BACKED SECURITY 410000000.00 8853.33 Park Place Asset-Backed Pass-Through Certificates 2034-10-25 2.258000 Other Instrument ASSET BACKED SECURITY 410000000.00 248067.12 Park Place Asset-Backed Pass-Through Certificates 2035-01-25 2.008000 Other Instrument ASSET BACKED SECURITY 410000000.00 76526.20 Park Place Asset-Backed Pass-Through Certificates 2035-02-25 1.458000 Other Instrument ASSET BACKED SECURITY 410000000.00 98315.74 Park Place Asset-Backed Pass-Through Certificates 2035-02-25 1.958000 Other Instrument ASSET BACKED SECURITY 410000000.00 70148.46 Popular ABS Mortgage Pass-Through Trust 2035-06-25 1.358000 Other Instrument ASSET BACKED SECURITY 410000000.00 35594.87 POPULAR ABS MTG PASS- THRU TR 2036-10-25 0.468000 Other Instrument ASSET BACKED SECURITY 410000000.00 796733.41 Quest Trust 2033-12-25 3.657999 Other Instrument ASSET BACKED SECURITY 410000000.00 793788.60 RAAC SER 2007 RP3 TR 2046-10-25 0.587999 Other Instrument ASSET BACKED SECURITY 410000000.00 3351601.20 RAAC SER 2007 SP3 TR 2037-09-25 1.708000 Other Instrument ASSET BACKED SECURITY 410000000.00 3062261.01 RALI 2036-06-25 6.000000 Other Instrument ASSET BACKED SECURITY 410000000.00 3000810.50 RALI 2046-09-25 0.900000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 3336096.94 RALI SER 2006-QO6 TR 2046-06-25 0.470999 Other Instrument ASSET BACKED SECURITY 410000000.00 3054266.89 RAMP 2033-04-25 6.169999 Other Instrument ASSET BACKED SECURITY 410000000.00 3413569.92 RAMP 2034-02-25 0.438000 Other Instrument ASSET BACKED SECURITY 410000000.00 1582621.13 RAMP 2035-03-25 0.661000 Other Instrument ASSET BACKED SECURITY 410000000.00 2433601.28 RAMP 2035-11-25 0.528000 Other Instrument ASSET BACKED SECURITY 410000000.00 2562017.27 RASC 2032-03-25 7.487000 Other Instrument ASSET BACKED SECURITY 410000000.00 770523.69 RASC 2034-04-25 0.438000 Other Instrument ASSET BACKED SECURITY 410000000.00 3017168.28 RASC 2035-03-25 0.937999 Other Instrument ASSET BACKED SECURITY 410000000.00 1659474.73 RASC 2035-05-25 0.367999 Other Instrument ASSET BACKED SECURITY 410000000.00 974603.74 RASC 2035-07-25 0.857999 Other Instrument ASSET BACKED SECURITY 410000000.00 2129568.01 RASC 2035-09-25 0.687999 Other Instrument ASSET BACKED SECURITY 410000000.00 1165246.31 RASC 2035-10-25 0.638000 Other Instrument ASSET BACKED SECURITY 410000000.00 496266.10 RASC 2036-03-25 0.577999 Other Instrument ASSET BACKED SECURITY 410000000.00 1216892.09 RASC 2036-07-25 0.498000 Other Instrument ASSET BACKED SECURITY 410000000.00 76343.36 RASC 2037-05-25 0.710999 Other Instrument ASSET BACKED SECURITY 410000000.00 16416.82 RASC SER 2005-KS10 TR 2035-11-25 0.648000 Other Instrument ASSET BACKED SECURITY 410000000.00 1256336.23 RASC SER 2006-EMX9 TR 2036-09-25 0.378000 Other Instrument ASSET BACKED SECURITY 410000000.00 1481531.21 RAST (Residential Asset Securitization Trust) 2036-07-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 32.47 RAST (Residential Asset Securitization Trust) 2036-07-25 6.250000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 5701778.05 RBSSP RESECURITIZATION TR 2009-3 2036-02-26 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1795327.79 RELIANT ENERGY MID-ATLANTIC PWR HLDGS LLC 2017-07-02 9.237000 Other Instrument ASSET BACKED SECURITY 410000000.00 4417.67 RENAISSANCE HOME EQUITY LN TR 2034-05-25 0.678000 Other Instrument ASSET BACKED SECURITY 410000000.00 2763577.06 RENAISSANCE HOME EQUITY LN TR 2037-06-25 5.878999 Other Instrument ASSET BACKED SECURITY 410000000.00 199484.77 Renaissance Home Equity Loan Trust 2034-05-25 0.788000 Other Instrument ASSET BACKED SECURITY 410000000.00 2679630.30 RESIDENTIAL ASSET MTG PRODS 2034-04-25 0.458000 Other Instrument ASSET BACKED SECURITY 410000000.00 530133.24 RESIDENTIAL ASSET MTG PRODS 2035-11-25 0.617999 Other Instrument ASSET BACKED SECURITY 410000000.00 3131482.72 ROSETON-DANSKAMMER 2001 PASS THRU TR 2016-11-08 7.669999 Other Instrument ASSET BACKED SECURITY 410000000.00 26700.00 SACO I Trust 2035-04-25 0.567999 Other Instrument ASSET BACKED SECURITY 410000000.00 1055224.18 SACO I Trust 2035-09-25 0.768000 Other Instrument ASSET BACKED SECURITY 410000000.00 76621.57 SACO I Trust 2035-09-25 0.908000 Other Instrument ASSET BACKED SECURITY 410000000.00 364922.95 SACO I Trust 2036-06-25 0.468000 Other Instrument ASSET BACKED SECURITY 410000000.00 2000457.07 SAXON ASSET SECS TR 2033-06-25 1.258000 Other Instrument ASSET BACKED SECURITY 410000000.00 956178.08 Saxon Asset Securities Trust 2035-08-25 2.116000 Other Instrument ASSET BACKED SECURITY 410000000.00 1308320.93 SB Finance NIM Trust 2036-02-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 627296.32 Securitized Asset Backed Receivables Trust 2036-07-25 0.357999 Other Instrument ASSET BACKED SECURITY 410000000.00 347174.07 Securitized Asset Backed Receivables Trust 2036-12-25 0.357999 Other Instrument ASSET BACKED SECURITY 410000000.00 498456.74 Securitized Asset Backed Receivables Trust 2037-05-25 0.297999 Other Instrument ASSET BACKED SECURITY 410000000.00 549771.51 Securitized Asset Backed Receivables Trust 2037-05-25 0.407999 Other Instrument ASSET BACKED SECURITY 410000000.00 82978.74 SHARPS SP I LLC NET INT MARGIN 2036-05-25 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 194732.10 Soundview Home Loan Trust 2035-06-25 1.208000 Other Instrument ASSET BACKED SECURITY 410000000.00 28662.16 Soundview Home Loan Trust 2036-11-25 0.378000 Other Instrument ASSET BACKED SECURITY 410000000.00 1478923.00 Soundview Home Loan Trust 2036-12-25 0.658000 Other Instrument ASSET BACKED SECURITY 410000000.00 260252.51 Soundview Home Loan Trust 2037-01-25 0.367999 Other Instrument ASSET BACKED SECURITY 410000000.00 3071099.17 Soundview Home Loan Trust 2037-09-25 1.157999 Other Instrument ASSET BACKED SECURITY 410000000.00 2072412.98 SPECIALTY UNDERWRITING & 2037-04-25 0.558000 Other Instrument ASSET BACKED SECURITY 410000000.00 2019560.33 Specialty Underwriting and Residential Finance Trust (SURF) 2037-11-25 0.357999 Other Instrument ASSET BACKED SECURITY 410000000.00 1820988.52 Structured Adjustable Rate Mortgage Loan Trust 2035-11-25 5.261999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 95050.92 Structured Asset Investment Loan Trust 2035-06-25 0.827999 Other Instrument ASSET BACKED SECURITY 410000000.00 555076.05 Structured Asset Investment Loan Trust 2036-01-25 0.427999 Other Instrument ASSET BACKED SECURITY 410000000.00 309715.83 Structured Asset Mortgage Investments 2037-10-25 3.033999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 4124555.15 STRUCTURED ASSET REC TR 2015-01-21 0.00 Other Instrument ASSET BACKED SECURITY 410000000.00 138982.52 STRUCTURED ASSET SECS CORP 2035-12-25 0.508000 Other Instrument ASSET BACKED SECURITY 410000000.00 3506311.26 STRUCTURED ASSET SECS CORP 2036-02-25 0.638000 Other Instrument ASSET BACKED SECURITY 410000000.00 2029027.02 STRUCTURED ASSET SECS CORP MTG 2036-09-25 0.338000 Other Instrument ASSET BACKED SECURITY 410000000.00 277126.55 STRUCTURED ASSET SECS CORP MTG 2036-09-25 0.357999 Other Instrument ASSET BACKED SECURITY 410000000.00 2714987.71 STRUCTURED ASSET SECS CORP MTG 2036-09-25 0.518000 Other Instrument ASSET BACKED SECURITY 410000000.00 2222032.52 STRUCTURED ASSET SECS CORP MTG 2037-02-25 0.338000 Other Instrument ASSET BACKED SECURITY 410000000.00 1022929.68 TERWIN MTG TR 2030-01-15 0.768000 Other Instrument ASSET BACKED SECURITY 410000000.00 3081486.09 TERWIN MTG TR 2035-07-25 0.898000 Other Instrument ASSET BACKED SECURITY 410000000.00 1869080.75 UNITED AIR LINES PASS THRU TR 2007-1B 2019-07-02 7.336000 Other Instrument ASSET BACKED SECURITY 410000000.00 573113.10 Wachovia Bank Commercial Mortgage Trust 2043-12-15 5.383000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 113238.46 Wachovia Bank Commercial Mortgage Trust 2045-06-15 5.998000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 3528453.15 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.631999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1389728.06 WACHOVIA BK COML MTG TR COML 2046-05-15 5.974000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 7003285.27 Wachovia Mortgage Loan Trust 2027-03-20 6.136999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 5900676.13 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.153000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 1427922.10 Washington Mutual Mortgage Pass-Through Certificates, WMALT 2047-05-25 1.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 4113138.43 WELLS FARGO COML MTG TR 2012-LC5 2045-10-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 3370780.72 WELLS FARGO HOME EQUITY ASSET 2035-12-25 0.687999 Other Instrument ASSET BACKED SECURITY 410000000.00 2709864.95 Wells Fargo Mortgage Backed Securities Trust 2035-11-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 650053.74 WELLS FARGO MTG BACKED SECS 2037-05-25 0.558000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 410000000.00 6331172.90 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 410000000.00 410000000.00 0.0076 N 410000000.00 410000000.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC. 0.190000% BRSGCL5D2 0001484219 Government Agency Repurchase Agreement Y FEDERAL HOME LN BKS 2013-07-30 5.250000 Government Agency Debt 500000000.00 1051190.00 FEDERAL HOME LN BKS 2013-08-09 0.370000 Government Agency Debt 500000000.00 76826650.89 FEDERAL HOME LN BKS 2013-10-18 3.625000 Government Agency Debt 500000000.00 107915552.50 FEDERAL HOME LN BKS 2013-11-04 0.280000 Government Agency Debt 500000000.00 23634652.93 FEDERAL HOME LN BKS 2014-04-08 0.452000 Government Agency Debt 500000000.00 125708.75 FEDERAL HOME LN BKS 2014-12-24 2.250000 Government Agency Debt 500000000.00 5054500.00 FEDERAL HOME LN BKS 2016-12-16 4.750000 Government Agency Debt 500000000.00 59408944.44 FEDERAL HOME LN BKS 2022-08-08 1.000000 Government Agency Debt 500000000.00 6022926.67 FEDERAL HOME LN BKS 2022-10-26 1.750000 Government Agency Debt 500000000.00 5004913.89 FEDERAL HOME LN BKS 2022-11-28 1.000000 Government Agency Debt 500000000.00 5001500.00 FEDERAL HOME LN BKS 2024-08-28 1.750000 Government Agency Debt 500000000.00 3015456.67 FEDERAL HOME LN BKS 2027-10-18 2.000000 Government Agency Debt 500000000.00 251138.33 FEDERAL HOME LN BKS 2027-11-23 2.125000 Government Agency Debt 500000000.00 997143.19 FEDERAL HOME LN MTG CORP 2019-11-29 0.00 Government Agency Debt 500000000.00 3538809.00 FEDERAL HOME LN MTG CORP 2032-07-15 6.250000 Government Agency Debt 500000000.00 154086.75 FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO 2015-11-20 0.530000 Government Agency Debt 500000000.00 14088533.32 FEDERAL NATL MTG ASSN 2013-10-15 4.625000 Government Agency Debt 500000000.00 31831435.98 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2015-07-02 0.500000 Government Agency Debt 500000000.00 46238075.56 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2015-12-21 0.375000 Government Agency Debt 500000000.00 74469816.24 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2016-11-15 1.375000 Government Agency Debt 500000000.00 38540738.29 FINANCING CORP-FED BOOK ENTRY CPN FICO STRIPS 2016-10-06 0.00 Government Agency Debt 500000000.00 14455.05 FINANCING CORP-FED BOOK ENTRY CPN FICO STRIPS 2018-11-02 0.00 Government Agency Debt 500000000.00 6216280.35 FINANCING CORP-FED BOOK ENTRY PRIN FICO STRIPS 2019-09-26 0.00 Government Agency Debt 500000000.00 600112.30 First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 500000000.00 500000000.00 0.0093 N 499997200.00 499997200.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC. 0.430000% BRSGDEHF9 0001484219 Other Repurchase Agreement N BAY AREA TOLL AUTH CALIF TOLL BRDG REV 2028-04-01 5.000000 Other Municipal Debt 70000000.00 3499999.65 CALIFORNIA HEALTH FACS FING AUTH REV FOR PREVIOUS ISSUES SEE 13033F ETC 2035-11-15 4.500000 Other Municipal Debt 70000000.00 3499999.90 DISTRICT COLUMBIA INCOME TAX REV 2026-12-01 4.996000 Other Municipal Debt 70000000.00 3499999.68 IMPERIAL CALIF IRR DIST ELEC REV 2038-11-01 5.125000 Other Municipal Debt 70000000.00 3499999.14 KANSAS ST DEPT TRANSN HWY REV 2019-09-01 0.00 Other Municipal Debt 70000000.00 3499999.97 LOS ANGELES CALIF CMNTY COLLEGE DIST 2042-08-01 6.599999 Other Municipal Debt 70000000.00 3499998.97 LOS ANGELES CALIF DEPT WTR & PWR WTRWKS REV 2043-07-01 5.000000 Other Municipal Debt 70000000.00 3499999.29 MINNESOTA ST GEN FD REV 2023-03-01 5.000000 Other Municipal Debt 70000000.00 3499999.00 MINNESOTA ST GEN FD REV 2024-03-01 5.000000 Other Municipal Debt 70000000.00 3499999.54 MUN2 001KS6 2022-06-27 0.520000 Other Municipal Debt 70000000.00 3499999.64 MUN2 783NH8 2040-05-01 5.665000 Other Municipal Debt 70000000.00 3499999.45 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY 2044-06-15 0.00 Other Municipal Debt 70000000.00 3499999.15 NEW YORK N Y FOR PRIOR ISSUES SEE 64966H ETC 2036-08-01 0.00 Other Municipal Debt 70000000.00 3499999.30 NEW YORK N Y FOR PRIOR ISSUES SEE 64966H ETC FOR ADDL ISSUES SEE 64966K 2027-04-01 5.000000 Other Municipal Debt 70000000.00 3499999.77 NEW YORK ST DORM AUTH ST PERS INCOME TAX REV FOR ISSUES DATED PRIOR TO 10/14/11 SEE 649902 2029-12-15 5.000000 Other Municipal Debt 70000000.00 3499999.50 NORTH CHARLESTON S C PUB FACS CORP INSTALLMENT PUR REV 2035-06-01 5.000000 Other Municipal Debt 70000000.00 3499999.84 PENNSYLVANIA ECONOMIC DEV FING AUTH UNEMPLOYMENT COMPENSATION REV 2018-07-01 5.000000 Other Municipal Debt 70000000.00 3499999.69 PUERTO RICO SALES TAX FING CORP SALES TAX REV 2043-08-01 5.000000 Other Municipal Debt 70000000.00 3499999.24 PUERTO RICO SALES TAX FING CORP SALES TAX REV 2043-08-01 5.250000 Other Municipal Debt 70000000.00 3499999.85 RANCHO CALIF WTR DIST FING AUTH REV 2040-08-01 6.336999 Other Municipal Debt 70000000.00 3499999.07 SALT RIVER PROJ ARIZ AGRIC IMPT & PWR DIST ELEC SYS REV 2041-01-01 4.839000 Other Municipal Debt 70000000.00 3499999.98 TEXAS TRANSN COMMN CENT TEX TPK SYS REV 2041-08-15 5.000000 Other Municipal Debt 70000000.00 1400010.41 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 70000000.00 70000000.00 0.0013 N 70000000.00 70000000.00 BAY AREA TOLL AUTHORITY BAY AREA TOLL AUTH CALIF TOLL BRDG 0.130000% 072024KV3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 53580000.00 53580000.00 0.0010 N 53580000.00 53580000.00 BAY AREA TOLL AUTHORITY BAY AREA TOLL AUTH CALIF TOLL BRDG 0.140000% 072024KW1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 36150000.00 36150000.00 0.0007 N 36150000.00 36150000.00 BAY AREA TOLL AUTHORITY BAY AREA TOLL AUTH CALIF TOLL BRDG 0.140000% 072024NA6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 99750000.00 99750000.00 0.0018 N 99750000.00 99750000.00 BAY AREA TOLL AUTHORITY BAY AREA TOLL AUTH CALIF TOLL BRDG 0.140000% 072024NH1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A Y SUMITOMO MITSUI BANKING CORPORAT N/A N/A N 71700000.00 71700000.00 0.0013 N 71700000.00 71700000.00 BNP PARIBAS FINANCE INC BNP PARIBAS FINANCE INC 0.360000% 0556N0N84 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 199100000.00 199028324.00 0.0037 N 199062031.63 199062031.63 BNP PARIBAS SA (NEW YORK BRANCH) BNP PARIBAS SA (NEW YORK BRANCH) 0.380000% 05572WVK9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 232500000.00 232500000.00 0.0043 N 232505673.00 232505673.00 BNP PARIBAS SA (NEW YORK BRANCH) BNP PARIBAS SA (NEW YORK BRANCH) 0.420000% 05572WVL7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-02 2013-01-02 N N N 236000000.00 236000000.00 0.0044 N 236045382.80 236045382.80 BRYANT PARK FUNDING LLC BRYANT PARK FUNDING LLC 0.210000% 11765JML1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 172801000.00 172783864.00 0.0032 N 172780834.12 172780834.12 CALIFORNIA (STATE OF) CALIFORNIA ST 0.150000% 13062RG69 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 49100000.00 49100000.00 0.0009 N 49100000.00 49100000.00 CALIFORNIA (STATE OF) CALIFORNIA ST 0.140000% 13062RG93 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 47300000.00 47300000.00 0.0009 N 47300000.00 47300000.00 CALIFORNIA (STATE OF) CALIFORNIA ST 0.150000% 13063BCN0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 49600000.00 49600000.00 0.0009 N 49600000.00 49600000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.170000% 13033K2F5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 43970000.00 43970000.00 0.0008 N 43970000.00 43970000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.170000% 13033K2G3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.170000% 13033K4F3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 39680000.00 39680000.00 0.0007 N 39680000.00 39680000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.130000% 13034PHM2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 9180000.00 9180000.00 0.0002 N 9180000.00 9180000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.170000% 13034PML8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 18550000.00 18550000.00 0.0003 N 18550000.00 18550000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.170000% 13034PMM6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 17100000.00 17100000.00 0.0003 N 17100000.00 17100000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.170000% 13034PQC4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 14330000.00 14330000.00 0.0003 N 14330000.00 14330000.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE 0.380000% 13606YPH3 Certificate of Deposit N First Tier Security N/A N/A 2012-12-01 2013-09-25 N N N 479000000.00 479000000.00 0.0089 N 479154238.00 479154238.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE 0.380000% 13606YPT7 Certificate of Deposit N First Tier Security N/A N/A 2013-01-18 2013-11-18 N N N 362500000.00 362500000.00 0.0067 N 362500000.00 362500000.00 CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECUR LLC 0.240000% 13738JNE6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-14 2013-01-14 N N N 356000000.00 355900320.00 0.0066 N 355906550.00 355906550.00 CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECUR LLC 0.240000% 13738JNG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-16 2013-01-16 N N N 125000000.00 124963333.00 0.0023 N 124965562.50 124965562.50 CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECUR LLC 0.240000% 13738JNN6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-22 2013-01-22 N N N 53000000.00 52982333.00 0.0010 N 52983225.50 52983225.50 CHATTANOOGA TENN HEALTH EDL & HSG FAC BRD CHATTANOOGA TN HEHFB - CATHOLIC 0.170000% 162410CB8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y Catholic Health Initiatives N/A N/A Y Catholic Health Initiatives N/A N/A N 36260000.00 36260000.00 0.0007 N 36260000.00 36260000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.350000% 20272ACV6 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-13 2013-01-14 N N N 267000000.00 267000000.00 0.0049 N 267024831.00 267024831.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.370000% 20272ADL7 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-02-08 2013-11-08 N N N 225000000.00 224978631.00 0.0042 N 224958375.00 224958375.00 CONNECTICUT ST HSG FIN AUTH CONN ST HSG FIN AUTH HSG MTG F 0.150000% 20775BUH7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N N 33000000.00 33000000.00 0.0006 N 33000000.00 33000000.00 CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH) CREDIT INDUSTRIEL ET COMMERCIAL (N 0.440000% 22536GKV2 Certificate of Deposit N First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 444500000.00 444500000.00 0.0082 N 444510356.85 444510356.85 CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.730000% BRSEQVVR0 0001230485 Other Repurchase Agreement N ABS ABF 07/25/33 2.413 2033-07-25 1.657500 Other Instrument ABS 215000000.00 850873.67 ABS ACA 11/15/25 0.758 2025-11-15 0.00 Other Instrument ABS 215000000.00 6176045.06 ABS ACE 06/25/32 5.840 2032-06-25 1.182500 Other Instrument ABS 215000000.00 6437776.54 ABS BAN 12/10/25 7.93 2025-12-10 7.929999 Other Instrument ABS 215000000.00 10749999.43 ABS BAY 04/08/49 2049-04-08 2.959000 Other Instrument ABS 215000000.00 2835925.10 ABS BSA 01/25/34 2.646 2034-01-25 1.807500 Other Instrument ABS 215000000.00 2550169.23 ABS BSA 08/25/34 3.733 2034-08-25 1.457500 Other Instrument ABS 215000000.00 3824377.06 ABS BSS 03/25/37 2.246 2037-03-25 2.207500 Other Instrument ABS 215000000.00 1814882.71 ABS CRM 06/25/37 6.3910 2037-06-25 6.097050 Other Instrument ABS 215000000.00 4640056.26 ABS CWH 02/15/36 5.079 2036-02-15 0.538000 Other Instrument ABS 215000000.00 10749999.83 ABS CWH 12/15/35 5.993 2035-12-15 0.448000 Other Instrument ABS 215000000.00 6448223.44 ABS CWL 05/25/36 0.501 2036-05-25 0.467500 Other Instrument ABS 215000000.00 7390938.66 ABS CWL 05/25/37 5.649 2037-05-25 5.649000 Other Instrument ABS 215000000.00 10749999.64 ABS CWL 08/25/36 5.728 2036-08-25 5.727999 Other Instrument ABS 215000000.00 3213882.54 ABS CWL 11/25/36 5.693 2036-11-25 5.692999 Other Instrument ABS 215000000.00 4743995.66 ABS FFM 02/25/34 1.210 2034-02-25 1.182500 Other Instrument ABS 215000000.00 1985703.71 ABS FFM 03/25/36 0.802 2036-03-25 0.487499 Other Instrument ABS 215000000.00 1494375.50 ABS GCC 12/10/49 6.187 2049-12-10 6.180369 Other Instrument ABS 215000000.00 9180793.86 ABS GMA 08/25/37 5.952 2037-08-25 5.952000 Other Instrument ABS 215000000.00 4923275.11 ABS GMA 09/25/37 7.000 2037-09-25 7.000000 Other Instrument ABS 215000000.00 1053166.00 ABS GMA 12/25/36 0.456 2036-12-25 0.387500 Other Instrument ABS 215000000.00 3084926.90 ABS GSA 12/25/35 5.560 2035-12-25 0.447500 Other Instrument ABS 215000000.00 8141132.35 ABS HAS 01/25/36 3.766 2036-01-25 0.597500 Other Instrument ABS 215000000.00 9594934.54 ABS HAS 12/25/35 0.6200 2035-12-25 0.567500 Other Instrument ABS 215000000.00 10749999.84 ABS HEA 12/25/35 0.7761 2035-12-25 0.727500 Other Instrument ABS 215000000.00 2535227.06 ABS JPM 05/25/37 0.341 2037-05-25 0.317500 Other Instrument ABS 215000000.00 10749999.45 ABS MLM 01/25/47 5.610 2047-01-25 0.487499 Other Instrument ABS 215000000.00 3351542.64 ABS MLM 06/25/36 0.7600 2036-06-25 0.707500 Other Instrument ABS 215000000.00 4024786.35 ABS NCH 02/25/36 0.583 2036-02-25 0.537499 Other Instrument ABS 215000000.00 4147096.58 ABS NEW 12/25/35 0.010 2035-12-25 0.457500 Other Instrument ABS 215000000.00 3867374.84 ABS OAK 03/15/20 5.010 2020-03-15 5.009999 Other Instrument ABS 215000000.00 519211.79 ABS ORI 05/15/32 8.85 2032-05-15 8.849999 Other Instrument ABS 215000000.00 2029222.25 ABS POP 09/25/34 5.399 2034-09-25 5.626000 Other Instrument ABS 215000000.00 1305166.33 ABS RAM 11/25/34 5.284 2034-11-25 5.283999 Other Instrument ABS 215000000.00 697107.60 ABS RAS 09/25/35 0.676 2035-09-25 0.667499 Other Instrument ABS 215000000.00 7793181.23 ABS RAS 09/25/36 5.300 2036-09-25 0.357499 Other Instrument ABS 215000000.00 10749999.92 ABS RAS 10/25/35 0.713 2035-10-25 0.627499 Other Instrument ABS 215000000.00 550905.52 ABS RFM 02/25/37 2.503 2037-02-25 0.317500 Other Instrument ABS 215000000.00 10643970.82 ABS RFM 06/25/37 0.375 2037-06-25 0.347499 Other Instrument ABS 215000000.00 10749999.88 ABS SAI 11/25/34 0.691 2034-11-25 0.657499 Other Instrument ABS 215000000.00 2578939.20 CMO 126ZR9 4.7710 2035-01-25 4.792500 Other Instrument CMO 215000000.00 972835.52 CMO 225AV8 0.8851 2021-09-15 0.808000 Other Instrument CMO 215000000.00 3788233.64 CMO 466AC5 0.7936 2037-06-27 0.710999 Other Instrument CMO 215000000.00 10749999.64 CONSECO FIN SECURITIZATIONS 2032-09-01 7.269999 Other Instrument CMO 215000000.00 7751347.13 Countrywide Home Equity Loan Trust 2036-09-25 0.387500 Other Instrument ABS 215000000.00 3563293.07 LEHMAN ABS MANUFACTURED HSG 2028-03-15 0.00 Other Instrument ABS 215000000.00 10745502.71 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 215000000.00 215000000.00 0.0040 N 215000000.00 215000000.00 CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.280000% BRSGDEG78 0001230485 Other Repurchase Agreement N ANHEUSER BUSCH COS INC 2015-01-15 5.000000 Other Instrument CORP 450000000.00 459927.87 ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-01-15 8.199999 Other Instrument CORP 450000000.00 1208167.80 AT&T INC 2015-08-15 2.500000 Other Instrument CORP 450000000.00 1082682.74 AT&T INC 2019-02-15 5.799999 Other Instrument CORP 450000000.00 156158.33 BANK AMER CORP 2014-06-15 5.375000 Other Instrument CORP 450000000.00 281771.22 BANK AMER CORP 2016-07-12 3.750000 Other Instrument CORP 450000000.00 1001280.06 BANK AMER CORP 2016-10-14 5.639999 Other Instrument CORP 450000000.00 135352.93 BANK AMER CORP 2017-09-01 6.000000 Other Instrument CORP 450000000.00 565894.43 BANK AMER CORP 2018-05-01 5.650000 Other Instrument CORP 450000000.00 261405.30 BANK AMER CORP 2019-06-01 7.625000 Other Instrument CORP 450000000.00 512367.63 BANK OF AMERICA FUNDING CORP 2002 1 2021-01-05 5.875000 Other Instrument CORP 450000000.00 1796089.75 BANK OF AMERICA FUNDING CORPORATION 2002-1 2020-07-01 5.625000 Other Instrument CORP 450000000.00 2648200.46 BANK ONE CORP MERGED INTO J P MORGAN CHASE & CO 2015-04-30 4.900000 Other Instrument CORP 450000000.00 1080773.35 CHUBB CORP 2067-03-29 6.375000 Other Instrument CORP 450000000.00 499511.72 CITIGROUP INC 2013-08-19 6.500000 Other Instrument CORP 450000000.00 20433633.85 CITIGROUP INC 2014-08-12 6.375000 Other Instrument CORP 450000000.00 2988113.78 CITIGROUP INC 2015-05-19 4.750000 Other Instrument CORP 450000000.00 1622237.03 CITIGROUP INC 2015-12-15 4.586999 Other Instrument CORP 450000000.00 2501297.90 CITIGROUP INC 2017-08-15 6.000000 Other Instrument CORP 450000000.00 2385.90 CITIGROUP INC 2018-05-15 6.125000 Other Instrument CORP 450000000.00 155790.98 CITIGROUP INC 2019-05-22 8.500000 Other Instrument CORP 450000000.00 951050.69 CITIGROUP INC 2020-08-09 5.375000 Other Instrument CORP 450000000.00 17937.04 CITIGROUP INC 2042-01-30 5.875000 Other Instrument CORP 450000000.00 18831.54 CONSOLIDATED EDISON CO N Y INC 2019-04-01 6.650000 Other Instrument CORP 450000000.00 1314816.57 CORP 000AA9 2016-05-01 8.250000 Other Instrument CORP 450000000.00 1033597.69 CORP 000AX4 2035-09-15 5.849999 Other Instrument CORP 450000000.00 982926.19 CORP 000BK7 2038-02-15 6.875000 Other Instrument CORP 450000000.00 2442172.29 CORP 000EC1 2037-05-29 5.875000 Other Instrument CORP 450000000.00 3892746.35 CORP 000EP2 2038-03-05 6.875000 Other Instrument CORP 450000000.00 30970.94 CORP 000EQ8 2017-03-22 3.875000 Other Instrument CORP 450000000.00 1169701.90 CORP 000GM1 2022-10-10 2.875000 Other Instrument CORP 450000000.00 2004026.17 CORP 000JE1 2022-09-23 3.250000 Other Instrument CORP 450000000.00 337752.46 CORP 000KF5 2015-07-22 0.673749 Other Instrument CORP 450000000.00 1957042.34 CORP 000V92 2042-07-24 6.375000 Other Instrument CORP 450000000.00 286502.98 CORP 001AH5 A 2017-02-15 2.649999 Other Instrument CORP 450000000.00 5409713.85 CORP 001AH9 2025-07-01 8.300000 Other Instrument CORP 450000000.00 982024.58 CORP 001DZ7 2014-09-15 0.576999 Other Instrument CORP 450000000.00 495546.91 CORP 001EM7 2022-01-24 5.700000 Other Instrument CORP 450000000.00 6168.10 CORP 001FW6 2017-01-10 4.450000 Other Instrument CORP 450000000.00 3404018.95 CORP 001RV3 2015-09-04 0.699999 Other Instrument CORP 450000000.00 2205046.68 CORP 002AA7 A 2015-11-06 1.200000 Other Instrument CORP 450000000.00 4220551.87 CORP 002AC3 A 2022-11-06 2.899999 Other Instrument CORP 450000000.00 14823889.29 CORP 002AW9 2029-03-15 6.500000 Other Instrument CORP 450000000.00 2941571.01 CORP 002CG1 2037-10-15 6.250000 Other Instrument CORP 450000000.00 788792.17 CORP 002CU6 2033-02-15 6.125000 Other Instrument CORP 450000000.00 94011.56 CORP 002GS7 2022-01-24 5.750000 Other Instrument CORP 450000000.00 137497.11 CORP 003AZ6 2030-12-15 8.349999 Other Instrument CORP 450000000.00 312578.90 CORP 003BM6 2020-06-21 5.375000 Other Instrument CORP 450000000.00 299209.89 CORP 003CC0 A 2017-11-06 1.375000 Other Instrument CORP 450000000.00 350049.34 CORP 004BJ3 2015-09-17 4.750000 Other Instrument CORP 450000000.00 1209155.22 CORP 004CA8 2042-10-15 3.950000 Other Instrument CORP 450000000.00 683081.64 CORP 004FY2 2015-03-02 2.649999 Other Instrument CORP 450000000.00 7830134.24 CORP 005CA7 A 2042-08-15 3.802999 Other Instrument CORP 450000000.00 817833.71 CORP 006AX1 2034-10-15 6.625000 Other Instrument CORP 450000000.00 2113.68 CORP 006BZ4 2023-02-15 2.750000 Other Instrument CORP 450000000.00 22237858.81 CORP 007AH1 2014-06-15 5.500000 Other Instrument CORP 450000000.00 16492.33 CORP 007AP8 2014-09-15 5.099999 Other Instrument CORP 450000000.00 1129453.69 CORP 008BD6 A 2022-07-16 3.125000 Other Instrument CORP 450000000.00 597431.87 CORP 008BE4 2013-01-15 5.150000 Other Instrument CORP 450000000.00 1199629.90 CORP 008BF1 A 2042-06-09 3.899999 Other Instrument CORP 450000000.00 1617326.65 CORP 008BN7 2017-07-15 1.375000 Other Instrument CORP 450000000.00 3066738.95 CORP 008BP2 2022-07-15 2.500000 Other Instrument CORP 450000000.00 3038596.63 CORP 009BF0 2017-11-01 1.100000 Other Instrument CORP 450000000.00 9997.03 CORP 009BH6 B 2015-11-02 0.699999 Other Instrument CORP 450000000.00 3125739.69 CORP 009BJ2 2022-11-01 2.450000 Other Instrument CORP 450000000.00 2120214.95 CORP 009BM9 2015-07-15 0.800000 Other Instrument CORP 450000000.00 774687.59 CORP 00AL0 2040-11-02 5.200000 Other Instrument CORP 450000000.00 929350.06 CORP 011AB6 2032-11-30 6.250000 Other Instrument CORP 450000000.00 1080527.05 CORP 011BB7 2015-02-13 0.875000 Other Instrument CORP 450000000.00 5195710.79 CORP 011BD2 2013-01-15 4.875000 Other Instrument CORP 450000000.00 562722.19 CORP 012AK0 2038-02-15 6.400000 Other Instrument CORP 450000000.00 412181.00 CORP 014AK1 2036-03-17 5.900000 Other Instrument CORP 450000000.00 236510.32 CORP 015AP9 2019-06-15 9.250000 Other Instrument CORP 450000000.00 923099.59 CORP 016AX7 A 2014-08-01 0.612750 Other Instrument CORP 450000000.00 577487.78 CORP 016AX8 B 2017-03-20 1.625000 Other Instrument CORP 450000000.00 4242220.08 CORP 019AZ4 2021-11-15 3.250000 Other Instrument CORP 450000000.00 59910.64 CORP 023AB5 2044-03-01 8.000000 Other Instrument CORP 450000000.00 2794519.36 CORP 031AK7 F 2023-03-15 2.625000 Other Instrument CORP 450000000.00 12686676.73 CORP 033BL1 2014-07-14 1.500000 Other Instrument CORP 450000000.00 3756494.85 CORP 038AJ6 2017-02-15 5.700000 Other Instrument CORP 450000000.00 18010.13 CORP 043AE0 2018-07-15 4.625000 Other Instrument CORP 450000000.00 41472.33 CORP 043AK3 2018-03-15 5.799999 Other Instrument CORP 450000000.00 31019.45 CORP 046BE7 2017-12-15 1.756000 Other Instrument CORP 450000000.00 7332491.68 CORP 048AD4 2027-09-30 6.331999 Other Instrument CORP 450000000.00 22499999.21 CORP 049AD8 2028-07-15 7.125000 Other Instrument CORP 450000000.00 1043948.38 CORP 050AJ1 D 2022-02-15 4.000000 Other Instrument CORP 450000000.00 8831857.68 CORP 050AJ9 2013-11-15 7.375000 Other Instrument CORP 450000000.00 1065212.85 CORP 052AD0 2012-12-15 5.375000 Other Instrument CORP 450000000.00 513097.70 CORP 058AC8 2017-05-23 5.660000 Other Instrument CORP 450000000.00 657403.11 CORP 062AA6 2013-07-22 6.950000 Other Instrument CORP 450000000.00 2216531.29 CORP 064AG5 2017-10-15 6.000000 Other Instrument CORP 450000000.00 2823779.08 CORP 066AE6 2020-03-15 5.299999 Other Instrument CORP 450000000.00 4820562.36 CORP 068AF3 2022-08-21 2.875000 Other Instrument CORP 450000000.00 18548083.85 CORP 077AB0 2016-09-13 5.710000 Other Instrument CORP 450000000.00 1094745.42 CORP 080AE9 A 2015-11-06 1.071750 Other Instrument CORP 450000000.00 151092.75 CORP 089AD1 G 2042-11-06 4.400000 Other Instrument CORP 450000000.00 6991739.24 CORP 101AP8 B 2022-11-15 2.750000 Other Instrument CORP 450000000.00 9390843.61 CORP 135AR0 B 2017-05-11 1.500000 Other Instrument CORP 450000000.00 442456.64 CORP 188AA5 2037-05-16 6.378000 Other Instrument CORP 450000000.00 2074186.33 CORP 206AF6 B 2018-11-06 2.000000 Other Instrument CORP 450000000.00 3024228.31 CORP 239AA0 2027-09-30 5.838000 Other Instrument CORP 450000000.00 22499999.92 CORP 243AR2 2014-04-01 0.960250 Other Instrument CORP 450000000.00 1899213.78 CORP 383AA1 2016-06-15 2.500000 Other Instrument CORP 450000000.00 404334.48 CORP 383GM0 2041-02-01 6.250000 Other Instrument CORP 450000000.00 1289253.60 CORP 397AB5 V 2017-11-06 1.750000 Other Instrument CORP 450000000.00 14115863.17 CORP 423BQ5 2021-09-15 4.375000 Other Instrument CORP 450000000.00 8104621.56 CORP 558AC4 U 2022-06-18 3.500000 Other Instrument CORP 450000000.00 4306959.63 CORP 561AB8 W 2022-05-08 2.875000 Other Instrument CORP 450000000.00 5377252.10 CORP 613AD1 2014-01-24 2.875000 Other Instrument CORP 450000000.00 514.11 CORP 613AF6 2021-01-25 5.750000 Other Instrument CORP 450000000.00 9297810.18 CORP 613AL3 2021-07-28 5.500000 Other Instrument CORP 450000000.00 8149995.48 CORP 613CT0 2015-11-02 3.450000 Other Instrument CORP 450000000.00 4146933.08 CORP 744BQ7 2040-11-15 6.200000 Other Instrument CORP 450000000.00 824508.69 CORP 767AA4 2015-03-20 1.125000 Other Instrument CORP 450000000.00 5067.38 CORP 783AF8 2013-08-23 2.731500 Other Instrument CORP 450000000.00 192434.90 CORP 793AH6 2016-01-15 2.500000 Other Instrument CORP 450000000.00 336829.87 CORP 923AZ7 2014-03-28 0.972249 Other Instrument CORP 450000000.00 126161.80 CORP 964AA6 U 2017-06-29 1.625000 Other Instrument CORP 450000000.00 17898441.41 DAIMLERCHRYSLER NORTH AMER HLDG CORP 2013-11-15 6.500000 Other Instrument CORP 450000000.00 100415.80 DELL COMPUTER CORP NAME CHANGED TO DELL INC 07/1 2028-04-15 7.099999 Other Instrument CORP 450000000.00 2459389.93 DELL INC 2013-04-15 4.700000 Other Instrument CORP 450000000.00 1375546.63 DELL INC 2019-06-15 5.875000 Other Instrument CORP 450000000.00 3331190.76 DELL INC 2040-09-10 5.400000 Other Instrument CORP 450000000.00 102470.76 DIAGEO CAP PLC 2020-07-15 4.828000 Other Instrument CORP 450000000.00 1377669.67 DIAGEO FIN BV 2015-10-28 5.299999 Other Instrument CORP 450000000.00 11308311.22 GOLDMAN SACHS GROUP INC 2013-07-15 4.750000 Other Instrument CORP 450000000.00 478237.86 GOLDMAN SACHS GROUP INC 2016-03-22 0.759000 Other Instrument CORP 450000000.00 962323.20 GOLDMAN SACHS GROUP INC 2018-01-18 5.950000 Other Instrument CORP 450000000.00 1290245.84 GOLDMAN SACHS GROUP INC 2021-07-27 5.250000 Other Instrument CORP 450000000.00 1622414.47 GOLDMAN SACHS GROUP INC FOR FUTURE EQUITY USE 38 2016-02-07 3.625000 Other Instrument CORP 450000000.00 85595.88 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2019-02-15 7.500000 Other Instrument CORP 450000000.00 645101.34 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2020-03-15 5.375000 Other Instrument CORP 450000000.00 1402952.15 HOME DEPOT INC 2016-03-01 5.400000 Other Instrument CORP 450000000.00 1161599.99 HOME DEPOT INC 2021-04-01 4.400000 Other Instrument CORP 450000000.00 65395.18 JPMORGAN CHASE & CO 2013-01-02 5.750000 Other Instrument CORP 450000000.00 154072.33 JPMORGAN CHASE & CO 2015-10-01 5.150000 Other Instrument CORP 450000000.00 754623.37 KEYSPAN GAS EAST CORP 2041-04-01 5.819000 Other Instrument CORP 450000000.00 665750.78 KONINKLIJKE PHILIPS ELECTRS N V 2038-03-11 6.875000 Other Instrument CORP 450000000.00 487244.38 MBNA CORP 2013-03-01 6.125000 Other Instrument CORP 450000000.00 874294.98 METLIFE INC 2041-02-06 5.875000 Other Instrument CORP 450000000.00 302641.03 MORGAN STANLEY 2014-05-13 6.000000 Other Instrument CORP 450000000.00 2124486.68 MORGAN STANLEY 2015-04-28 6.000000 Other Instrument CORP 450000000.00 1306275.83 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2020-07-24 5.500000 Other Instrument CORP 450000000.00 6736448.11 NATIONAL CITY BK CLEVELAND OHIO MEDIUM TERM SUB 2013-05-01 4.625000 Other Instrument CORP 450000000.00 510232.87 NEW ENGLAND TEL & TELEG CO MERGED INTO SUBSIDIAR 2029-11-15 7.875000 Other Instrument CORP 450000000.00 118314.35 PETROHAWK ENERGY CORP 2018-08-15 7.250000 Other Instrument CORP 450000000.00 720748.05 PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2019-06-15 7.375000 Other Instrument CORP 450000000.00 393649.83 RIO TINTO FIN USA LTD 2014-05-01 8.949999 Other Instrument CORP 450000000.00 1124163.59 RIO TINTO FIN USA LTD 2015-11-02 1.875000 Other Instrument CORP 450000000.00 524478.07 RIO TINTO FIN USA LTD 2018-07-15 6.500000 Other Instrument CORP 450000000.00 3856034.87 RIO TINTO FIN USA LTD 2020-11-02 3.500000 Other Instrument CORP 450000000.00 1475829.77 SIMON PPTY GROUP L P 2021-12-01 4.125000 Other Instrument CORP 450000000.00 3976877.48 TEVA PHARMACEUTICAL FIN IV LLC 2014-11-10 1.700000 Other Instrument CORP 450000000.00 7329019.34 VERIZON COMMUNICATION 2021-04-01 4.599999 Other Instrument CORP 450000000.00 186263.57 VERIZON COMMUNICATIONS INC 2016-04-01 3.000000 Other Instrument CORP 450000000.00 53654.34 VERIZON COMMUNICATIONS INC 2016-11-01 2.000000 Other Instrument CORP 450000000.00 3711742.25 VERIZON COMMUNICATIONS INC 2018-04-15 6.099999 Other Instrument CORP 450000000.00 6251494.88 VERIZON COMMUNICATIONS INC 2018-11-01 8.750000 Other Instrument CORP 450000000.00 796417.86 VERIZON COMMUNICATIONS INC 2037-04-01 6.250000 Other Instrument CORP 450000000.00 597614.89 VERIZON COMMUNICATIONS INC 2039-04-01 7.349999 Other Instrument CORP 450000000.00 4755677.60 VERIZON COMMUNICATIONS INC 2041-11-01 4.750000 Other Instrument CORP 450000000.00 5215812.89 VERIZON MD INC 2033-06-15 5.125000 Other Instrument CORP 450000000.00 1672174.54 VERIZON VA INC 2013-03-15 4.625000 Other Instrument CORP 450000000.00 153194.31 VERIZON WIRELESS CAP LLC 2014-02-01 5.549999 Other Instrument CORP 450000000.00 4305307.92 VERIZON WIRELESS CAP LLC 2018-11-15 8.500000 Other Instrument CORP 450000000.00 7404185.64 VODAFONE GROUP PLC NEW 2015-01-30 5.375000 Other Instrument CORP 450000000.00 6722855.31 ZFS FIN USA TR II 2065-12-15 6.450000 Other Instrument CORP 450000000.00 1643456.34 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 450000000.00 450000000.00 0.0083 N 450000000.00 450000000.00 CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.220000% BRSGDET82 0001230485 Treasury Repurchase Agreement Y NOTE 08/31/19 1.0000 2019-08-31 1.000000 Treasury Debt 200000000.00 71836568.71 UNITED STATES TREAS NTS 2015-11-30 1.375000 Treasury Debt 200000000.00 132167716.30 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 200000000.00 200000000.00 0.0037 N 200000000.00 200000000.00 DENVER CO PUB SCHS CTFS DENVER COLO PUB SCHS CTFS PARTN 0.210000% 249218AG3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 30700000.00 30699982.00 0.0006 N 30700000.00 30700000.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.260000% BRSG1QH32 0001074042 Government Agency Repurchase Agreement Y FANNIE MAE 2037-07-01 6.500000 Government Agency Debt 375000000.00 950699.54 FANNIE MAE 2037-08-01 7.000000 Government Agency Debt 375000000.00 3626374.19 FANNIE MAE 2041-04-01 5.000000 Government Agency Debt 375000000.00 2770195.59 FANNIE MAE 2041-11-01 4.000000 Government Agency Debt 375000000.00 10276250.10 Fannie Mae REMIC Trust 2029-01-25 6.439300 Government Agency Debt 375000000.00 6231467.89 Fannie Mae REMIC Trust 2031-01-25 6.439300 Government Agency Debt 375000000.00 7028073.21 Fannie Mae REMIC Trust 2036-06-25 23.439100 Government Agency Debt 375000000.00 4073457.48 Fannie Mae REMIC Trust 2036-06-25 38.335799 Government Agency Debt 375000000.00 6073369.37 Fannie Mae REMIC Trust 2036-08-25 31.946500 Government Agency Debt 375000000.00 10509217.53 Fannie Mae REMIC Trust 2037-07-25 6.519300 Government Agency Debt 375000000.00 17256552.84 Fannie Mae REMIC Trust 2038-03-25 6.092500 Government Agency Debt 375000000.00 3998078.22 Fannie Mae REMIC Trust 2038-03-25 17.327800 Government Agency Debt 375000000.00 6632649.03 Fannie Mae REMIC Trust 2038-04-25 5.788999 Government Agency Debt 375000000.00 7853263.54 Fannie Mae REMIC Trust 2039-10-25 6.539299 Government Agency Debt 375000000.00 14077938.44 Fannie Mae REMIC Trust 2039-11-25 5.939000 Government Agency Debt 375000000.00 3368074.41 Fannie Mae REMIC Trust 2040-08-25 6.339000 Government Agency Debt 375000000.00 7120342.61 Fannie Mae REMIC Trust 2040-11-25 6.392500 Government Agency Debt 375000000.00 12618134.87 Fannie Mae REMIC Trust 2041-05-25 0.607500 Government Agency Debt 375000000.00 1030274.53 Fannie Mae REMIC Trust 2042-03-25 5.992499 Government Agency Debt 375000000.00 1073984.62 Fannie Mae REMIC Trust 2042-05-25 5.939300 Government Agency Debt 375000000.00 1776522.64 Fannie Mae REMIC Trust 2042-05-25 6.292500 Government Agency Debt 375000000.00 12589519.03 Fannie Mae REMIC Trust 2042-06-25 5.992499 Government Agency Debt 375000000.00 282741.60 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2013-03-25 0.515000 Government Agency Debt 375000000.00 10004500.00 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2013-10-22 0.00 Government Agency Debt 375000000.00 9998800.00 FEDERAL FARM CR BKS CONS SYSTEMWIDE BDS 2014-11-19 0.270000 Government Agency Debt 375000000.00 3684837.54 FEDERAL HOME LN MTG CORP 2027-06-15 3.000000 Government Agency Debt 375000000.00 4694220.93 FEDERAL HOME LN MTG CORP 2027-08-15 3.000000 Government Agency Debt 375000000.00 132952.83 FEDERAL HOME LN MTG CORP 2041-11-15 6.485999 Government Agency Debt 375000000.00 2116157.24 FEDERAL HOME LN MTG CORP 2042-05-15 5.836000 Government Agency Debt 375000000.00 3640578.81 FEDERAL HOME LN MTG CORP 2042-06-15 6.442000 Government Agency Debt 375000000.00 4269565.46 FEDERAL HOME LN MTG CORP 2042-07-15 6.392000 Government Agency Debt 375000000.00 4709994.90 FEDERAL HOME LN MTG CORP 2042-08-15 5.836000 Government Agency Debt 375000000.00 366802.75 FEDERAL HOME LOAN MORTGAGE CORPORATION 2026-02-15 6.535999 Government Agency Debt 375000000.00 4147029.10 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-01-15 6.435999 Government Agency Debt 375000000.00 3197092.00 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-12-15 24.423999 Government Agency Debt 375000000.00 5827959.72 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-11-15 5.692000 Government Agency Debt 375000000.00 3438304.76 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-04-15 6.435999 Government Agency Debt 375000000.00 4209227.53 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-11-15 6.435999 Government Agency Debt 375000000.00 4438602.47 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-05-15 6.341999 Government Agency Debt 375000000.00 7064415.94 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-06-15 3.500000 Government Agency Debt 375000000.00 8139803.13 FEDERAL NATL MTG ASSN GTD 2031-05-25 6.439300 Government Agency Debt 375000000.00 8589919.30 FEDERAL NATL MTG ASSN GTD 2032-07-25 5.889300 Government Agency Debt 375000000.00 7286811.87 FEDERAL NATL MTG ASSN GTD 2035-05-25 16.481200 Government Agency Debt 375000000.00 4734944.56 FEDERAL NATL MTG ASSN GTD 2035-11-25 10.523300 Government Agency Debt 375000000.00 10159420.36 FEDERAL NATL MTG ASSN GTD 2039-07-25 5.889300 Government Agency Debt 375000000.00 3458979.90 FEDERAL NATL MTG ASSN GTD 2040-07-25 5.892500 Government Agency Debt 375000000.00 18595571.16 FEDERAL NATL MTG ASSN GTD 2041-12-25 5.942499 Government Agency Debt 375000000.00 388224.68 FEDERAL NATL MTG ASSN GTD 2042-03-25 6.489300 Government Agency Debt 375000000.00 145795.85 FEDERAL NATL MTG ASSN GTD 2042-05-25 6.292500 Government Agency Debt 375000000.00 19612063.56 FEDERAL NATL MTG ASSN GTD 2042-07-25 5.842500 Government Agency Debt 375000000.00 7799477.37 FEDERAL NATL MTG ASSN GTD 2042-07-25 6.339299 Government Agency Debt 375000000.00 6179314.79 FEDERAL NATL MTG ASSN GTD 2042-09-25 5.889300 Government Agency Debt 375000000.00 11422106.83 FEDERAL NATL MTG ASSN GTD 2042-09-25 5.889300 Government Agency Debt 375000000.00 10798898.67 FEDERAL NATL MTG ASSN GTD MTG 2027-07-01 2.500000 Government Agency Debt 375000000.00 3983025.89 FEDERAL NATL MTG ASSN MEDIUM TERM NTS INCLUDES C 2017-09-27 0.500000 Government Agency Debt 375000000.00 2326818.15 FREDDIE MAC 2025-06-15 6.535999 Government Agency Debt 375000000.00 1364493.34 FREDDIE MAC 2035-08-15 16.355000 Government Agency Debt 375000000.00 4535120.58 FREDDIE MAC 2037-02-01 2.123000 Government Agency Debt 375000000.00 3284669.66 GINNIE MAE 2042-11-20 3.000000 Government Agency Debt 375000000.00 15728576.68 Ginnie Mae Remic Trust 2034-12-20 3.000000 Government Agency Debt 375000000.00 1093018.85 Ginnie Mae Remic Trust 2040-11-16 4.000000 Government Agency Debt 375000000.00 8421041.71 GOVERNMENT NATL MTG ASSN GTD 2040-03-16 5.000000 Government Agency Debt 375000000.00 209158.65 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-02-16 4.500000 Government Agency Debt 375000000.00 16957151.27 REMIC TR 2010-38 CL-SG 2040-04-25 6.189300 Government Agency Debt 375000000.00 1053082.06 TENNESSEE VALLEY AUTH 2017-12-15 6.250000 Government Agency Debt 375000000.00 4753118.50 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 375000000.00 375000000.00 0.0069 N 374974950.00 374974950.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.500000% BRSG1QNP6 0001074042 Other Repurchase Agreement N ADJUSTABLE RATE MTG TR 2007-3 2037-11-25 4.879999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3443719.68 ALTERNATIVE LN TR 2007-19 2037-08-25 6.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3957068.94 BAMLL Commercial Mortgage Securities Trust 2029-08-15 3.407999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3158071.69 BANC AMER COML MTG TR 2006-4 2046-07-10 5.695000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2967504.99 BANC AMER COML MTG TR 2007-5 2051-02-10 6.001999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 4405152.61 Banc of America Commercial Mortgage 2042-07-10 5.671999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3109294.55 Banc of America Commercial Mortgage 2049-01-15 5.543000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3043704.00 Banc of America Commercial Mortgage 2049-01-15 5.671000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 309600.00 Banc of America Commercial Mortgage 2051-02-10 6.001999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1343154.36 CBA Commercial Assets 2037-01-25 0.406999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 943558.89 CD 2005-CD1 COMMERICAL MTG TR 2044-07-15 5.219000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 93275.76 CD 2007-CD4 COML MTG TR 2049-12-11 5.365999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1615880.56 CD 2007-CD4 COML MTG TR 2049-12-11 5.397999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3825693.31 CD Commercial Mortgage Trust Commercial Pass-Through Certifi 2044-11-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 31069.39 CD Commercial Mortgage Trust Commercial Pass-Through Certifi 2046-01-15 5.413000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 4282.78 CHL MTG PASS-THROUGH TR 2007-8 2038-01-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 191836.00 Citigroup Commercial Mortgage Trust 2045-09-12 4.878000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 6108253.00 Citigroup Commercial Mortgage Trust 2049-12-10 6.059999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2774850.00 Citigroup Mortgage Loan Trust 2034-07-25 5.780999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 521814.34 CITIGROUP MTG LN TR 2007-AR5 2037-03-25 2.835000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1393695.82 CMALT CITIMORTGAGE ALTERNATIVE 2037-05-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3329599.00 CMO 059BN5 0.0540 2047-09-10 0.274000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 269517.81 COBALT CMBS Commercial Mortgage Trust 2046-05-15 5.802999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 168280.03 COBALT CMBS Commercial Mortgage Trust 2047-04-15 5.716000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 624955.67 COMM 2037-10-15 5.341999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 10081.68 COMM 2046-12-10 5.766000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 6.17 COMM 2006-C7 MTG TR 2046-06-10 5.772999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 6948361.14 Countrywide Home Loans 2036-03-25 0.407999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 11122589.55 Credit Suisse Commercial Mortgage Trust 2017-04-15 5.549999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 65714.00 Credit Suisse Commercial Mortgage Trust 2049-01-15 5.612000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 491293.05 Credit Suisse First Boston Mortgage Securities Corp 2015-05-15 4.770999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 8272825.45 Credit Suisse First Boston Mortgage Securities Corp 2034-06-15 6.256999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2412408.82 CS First Boston Mortgage Securities Corp 2035-11-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 349712.19 CSMC MORTGAGE-BACKED TR SER 2036-05-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2775115.13 CWALT ALTERNATIVE LN TR SER 2036-11-25 6.250000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 982054.98 CWALT Alternative Loan Trust 2035-12-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 739544.88 CWALT Alternative Loan Trust 2035-12-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 395223.08 CWALT Alternative Loan Trust 2036-05-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 37866.55 CWALT Alternative Loan Trust 2036-08-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 387720.70 CWALT Alternative Loan Trust 2036-10-25 0.548000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 91480.00 CWALT Alternative Loan Trust 2037-01-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 361171.03 CWALT Alternative Loan Trust 2037-02-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 444213.65 CWALT Alternative Loan Trust 2037-05-25 38.835000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2276148.68 CWALT Alternative Loan Trust 2037-05-25 38.954999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2762967.81 CWALT Alternative Loan Trust 2037-09-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 233071.88 CWALT Alternative Loan Trust 2047-03-20 0.490999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 9.04 CWALT INC 2035-08-25 1.208000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 11506732.56 DBUBS Mortgage Trust 2046-11-10 5.557000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3181518.67 DEKANIA CDO II S A / DEKANIA 2034-08-23 0.961999 Other Instrument ASSET BACKED SECURITY 221500000.00 5583604.68 DEUTSCHE ALT-B SECS MTG LN TR 2036-10-25 5.900000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 69457.78 FEDERAL HOME LN BKS 2014-07-15 5.200000 Government Agency Debt 221500000.00 39107.15 FEDERAL HOME LN BKS 2017-09-15 5.250000 Government Agency Debt 221500000.00 267312.75 First Horizon Alternative Mortgage Securities Trust 2035-05-25 4.793000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3150279.06 First Horizon Alternative Mortgage Securities Trust 2036-07-25 5.730000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2067356.59 First Horizon Alternative Mortgage Securities Trust 2037-03-25 54.103999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2214414.02 GCCFC Commercial Pass-Through Certificates 2035-07-05 1.810999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 346822.66 GE COML MTG CORP SER 2007-C1 2049-12-10 0.439000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 7416001.62 GE Commercial Mortgage Corporation 2049-12-10 5.769999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1133929.82 GMAC COML MTG SECS INC 2045-11-10 5.349000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 5572274.94 GMAC Commercial Mortgage Securities 2018-03-15 0.068000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 21998.44 GMAC Commercial Mortgage Securities 2029-07-15 1.242000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 14845.99 GMAC Commercial Mortgage Securities 2034-04-15 7.496999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3218053.68 GS Mortgage Securities Corp II 2044-03-11 5.543000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 804359.81 GS Mortgage Securities Corp II 2046-03-21 5.272999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2438812.79 GS Mortgage Securities Corp II 2049-12-20 5.687000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 805980.37 GSR Mortgage Loan Trust 2035-12-25 4.793000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 401039.31 HarborView Mortgage Loan Trust 2035-06-19 0.551000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 870850.09 HarborView Mortgage Loan Trust 2035-09-19 2.161000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 8414220.66 HARBORVIEW MTG LN TR 2035-05-19 0.427999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1071254.56 HSI Asset Loan Obligation Trust 2036-12-25 5.730000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 4785749.60 IndyMac INDX Mortgage Loan Trust 2035-08-25 2.648000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 684503.27 INDYMAC MBS INC 2046-05-25 0.508000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 837109.46 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.336999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1051249.26 J P MORGAN CHASE COML MTG SECS 2051-02-15 6.001999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3783616.77 J P MORGAN MTG TR 2007-A1 2035-07-25 3.097000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 6886191.84 JP Morgan Alternative Loan Trust 2036-05-25 0.477999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 4026026.85 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-27 5.450000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 481938.90 JP Morgan Chase Commercial Mortgage Securities Corp 2042-07-15 4.940999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3166187.38 JP Morgan Chase Commercial Mortgage Securities Corp 2045-05-12 5.878000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 653986.80 JP MORGAN CHASE COMMM MORTG 2042-07-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 261284.96 JP Morgan Commercial Mortgage Finance Corp 2029-09-15 1.181999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 787.51 JP Morgan Commercial Mortgage Finance Corp 2031-07-15 1.534999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 176037.56 LB Commercial Mortgage Trust 2032-10-15 1.220000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 12373.80 LB Commercial Mortgage Trust 2044-07-01 5.884999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 87252.10 LB-UBS Commercial Mortgage Trust 2032-07-15 1.050999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 68551.67 LB-UBS Commercial Mortgage Trust 2041-04-17 6.157000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 377403.00 Lehman Mortgage Trust 2036-07-25 0.570999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 7641202.13 Lehman Mortgage Trust 2037-06-25 0.857999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1219961.08 LEHMAN MTG TR 2007-1 2037-02-25 6.423000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 9559737.75 LEHMAN XS TR 2036-04-25 0.417999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2838950.31 LEHMAN XS TR SER 2007-16N 2047-09-25 1.058000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2203255.79 MERRILL LYNCH ALTERNATIVE NT 2037-05-25 5.750000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1279226.37 Merrill Lynch Mortgage Trust 2014-11-12 5.724999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1559500.00 Merrill Lynch Mortgage Trust 2042-09-12 5.527999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 326289.00 MERRILL LYNCH MTG TR 2007-C1 2050-06-25 5.849000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 11111175.85 Morgan Stanley Bank of America Merrill Lynch Trust 2022-07-15 4.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3886039.57 MORGAN STANLEY CAP I TR 2049-04-15 5.695999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 8076357.14 Morgan Stanley Capital I 2032-07-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 32402.64 Morgan Stanley Capital I 2042-11-14 5.208000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1300402.04 Morgan Stanley Capital I 2044-02-12 5.689000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 277488.00 MORGAN STANLEY DEAN WITTER CAP 2033-02-25 1.633000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 44463.33 NEW CENTY ALTERNATIVE MTG LN 2036-10-25 5.886999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2073341.85 NEW CENTY ALTERNATIVE MTG LN 2036-10-25 6.094000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3215549.18 Nomura Asset Acceptance Corp Alternative Loan Trust 2035-04-25 3.415000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2177774.88 PHH Alternative Mortgage Trust 2022-02-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 121765.21 PHH Alternative Mortgage Trust 2037-05-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 54641.62 PHH Alternative Mortgage Trust 2037-05-25 35.354999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2817342.10 PHH ALTERNATIVE MTG TR SER 2037-02-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2213651.40 RALI 2035-07-25 4.788999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2894572.98 RALI 2036-12-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 381139.28 RALI 2037-03-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 155340.16 RALI 2037-09-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 453940.90 RAST (Residential Asset Securitization Trust) 2036-07-25 5.333999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3349586.37 Salomon Brothers Commercial Mortgage Trust 2018-09-18 1.564000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 370.03 STRUCTURED ASSETS INVTS II TR 2037-08-25 0.371000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1193124.97 Thornburg Mortgage Securities Trust 2043-08-25 0.847999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 1483715.13 UBS-Citigroup Commercial Mortgage Trust 2045-01-10 5.875000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2356473.75 Wachovia Bank Commercial Mortgage Trust 2045-01-15 5.557000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 442160.00 Wachovia Bank Commercial Mortgage Trust 2046-05-15 5.817999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 3170407.16 Wachovia Bank Commercial Mortgage Trust 2047-04-15 5.134000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 6170.72 Wachovia Bank Commercial Mortgage Trust 2047-04-15 5.134000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2741.50 WACHOVIA BK COML MTG TR 2045-03-15 5.692999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 789579.00 WACHOVIA BK COML MTG TR COML 2051-02-15 5.921000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 935426.98 Washington Mutual Mortgage Pass-Through Certificates, WMALT 2036-02-25 0.461000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 6559475.34 Washington Mutual Mortgage Pass-Through Certificates, WMALT 2036-02-25 6.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 2124577.23 WFMBS 2007 2037-09-25 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 221500000.00 80230.11 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 221500000.00 221500000.00 0.0041 N 221573737.35 221573737.35 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.500000% BRSG3P0B2 0001074042 Other Repurchase Agreement N ABS MLC 03/12/51 5.526 2051-03-14 5.525999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 17687574.44 ADJUSTABLE RATE MTG TR 2007-1 2037-03-25 0.347999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1575982.19 ADJUSTABLE RATE MTG TR 2007-3 2037-11-25 4.879999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2824134.43 ALTERNATIVE LN TR 2007-19 2037-08-25 6.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2275018.42 AMERICAN TOWER TR I 2037-04-15 6.248999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5398306.59 BAMLL Commercial Mortgage Securities Trust 2029-08-15 3.407999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 6260342.88 BANC AMER COML MTG TR 2006-2 2045-05-10 5.668999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 470737.29 BANC AMER COML MTG TR 2006-4 2046-07-10 5.695000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 4347564.87 BANC AMER COML MTG TR 2007-5 2051-02-10 6.001999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2496947.66 Banc of America Commercial Mortgage 2049-01-15 5.543000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2290767.72 CD 2005-CD1 COMMERICAL MTG TR 2044-07-15 5.219000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1908736.60 CD 2007-CD4 COML MTG TR 2049-12-11 5.365999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 17897913.44 CD Commercial Mortgage Trust Commercial Pass-Through Certifi 2046-01-15 5.389999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 6281400.00 Chase Mortgage Finance Corporation 2037-02-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2016094.27 CHASE MTG FIN TR 2036-01-25 5.235999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 11843582.30 Citigroup Commercial Mortgage Trust 2049-12-10 6.059999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2739640.02 CMALT CITIMORTGAGE ALTERNATIVE 2037-05-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1309585.16 CMO 466AK1 0.7740 2045-05-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 7615404.02 CMO 466AL6 5.7470 2049-02-12 5.727999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 208654.06 COBALT CMBS Commercial Mortgage Trust 2047-04-15 5.567999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 7581963.78 COMM 2028-06-09 5.948999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1508750.01 COMM 2012-CCRE1 MTG TR 2045-05-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 3130700.00 Countrywide Home Loans 2036-03-25 0.407999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 3728723.77 Countrywide Home Loans 2037-02-25 6.493000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5622464.72 CREDIT SUISSE COML MTG TR SER 2017-03-15 5.612000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 7973203.19 CREDIT SUISSE COMMERCIAL MTG 2039-03-15 5.676000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 10206508.40 Credit Suisse First Boston Mortgage Securities Corp 2015-05-15 4.770999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2748105.24 Credit Suisse First Boston Mortgage Securities Corp 2015-06-15 4.980999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 7030888.56 CREDIT SUISSE FIRST BOSTON MTG 2015-12-15 0.388000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2681376.68 CSAB MTG BACKED TR 2006-4 2036-12-25 5.610999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1237838.52 CWALT Alternative Loan Trust 2035-08-25 2.876999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 921382.96 CWALT Alternative Loan Trust 2035-10-25 48.317999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5201218.77 CWALT Alternative Loan Trust 2036-11-25 5.192999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 4633290.78 CWALT Alternative Loan Trust 2037-08-25 5.392999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5839379.80 CWALT INC 2035-12-25 4.868000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 12268956.35 DBUBS Mortgage Trust 2044-07-12 5.445000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 168199.40 DEKANIA CDO II S A / DEKANIA 2034-08-23 0.961999 Other Instrument ASSET BACKED SECURITY 355000000.00 3219487.11 DEUTSCHE ALT-B SECS MTG LN TR 2036-10-25 5.900000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1819517.35 GE COML MTG CORP SER 2007-C1 2049-12-10 0.439000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 6687736.48 GS Mortgage Securities Corp II 2044-03-11 5.543000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2056447.60 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 3439863.93 HSI Asset Loan Obligation Trust 2036-12-25 5.730000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1770072.41 IndyMac INDX Mortgage Loan Trust 2035-08-25 2.648000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 3373438.35 J P MORGAN CHASE COML MTG SECS 2045-05-12 0.166000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2480606.41 J P MORGAN MTG TR 2006-A5 2036-08-25 5.719999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 9531810.49 J P MORGAN MTG TR 2007-A1 2035-07-25 3.097000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 17114486.93 JP Morgan Chase Commercial Mortgage Securities Corp 2042-07-15 4.940999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 1960670.42 LB-UBS COML MTG TR 2037-07-17 5.168999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 976882.00 LB-UBS COML MTG TR 2007-C6 2040-07-15 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 3375868.03 Lehman Mortgage Trust 2036-07-25 6.939000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 4477884.82 Lehman Mortgage Trust 2037-04-25 6.455000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5452531.51 LEHMAN MTG TR 2007-1 2037-02-25 6.423000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2555240.23 Merrill Lynch Mortgage Trust 2043-08-12 5.801999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 8546933.22 MERRILL LYNCH MTG INVS INC 2035-12-25 0.417999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 10513029.54 MERRILL LYNCH MTG TR 2007-C1 2050-06-25 5.849000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 17807980.28 ML-CFC COML MTG TR 2007-5 2048-08-12 5.418999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 17781794.40 MORGAN STANLEY CAP I TR 2049-04-15 5.695999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 8678832.57 MORGAN STANLEY DEAN WITTER CAP 2033-02-25 1.633000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2803343.46 Morgan Stanley Mortgage Loan Trust 2036-08-25 6.873000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 4964231.27 MortgageIT Trust 2047-06-25 0.357999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5697243.50 PHH ALTERNATIVE MTG TR SER 2037-02-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 562627.98 RALI 2036-03-25 4.589000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 4997717.24 RFMSI 2034-09-25 5.750000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 14855.10 STRUCTURED ASSETS INVTS II 2037-08-25 0.391000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 12747295.20 STRUCTURED ASSETS INVTS II TR 2037-08-25 0.371000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 16733544.94 UBS-Citigroup Commercial Mortgage Trust 2045-01-10 5.875000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2257024.64 Wachovia Bank Commercial Mortgage Trust 2046-05-15 5.817999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 2456464.87 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.153000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5902078.01 WAMU MTG PASS-THROUGH CTFS 2035-05-25 2.459000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 12263540.23 WASHINGTON MUT MTG PASS THRU 2037-05-25 0.451000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 5701388.82 Washington Mutual Mortgage Pass-Through Certificates, WMALT 2036-02-25 0.461000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 16897006.51 Wells Fargo Mortgage Backed Securities Trust 2036-05-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 4821363.03 WELLS FARGO MTG BACKED SECS 2037-07-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 355000000.00 10998926.40 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 355000000.00 355000000.00 0.0066 N 355133302.50 355133302.50 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.240000% BRSG7AA38 0001074042 Government Agency Repurchase Agreement Y FANNIE MAE 2025-04-01 4.500000 Government Agency Debt 1800000000.00 1679434.64 FANNIE MAE 2027-09-01 3.000000 Government Agency Debt 1800000000.00 26571372.75 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 1800000000.00 37334923.72 FANNIE MAE 2034-10-01 5.000000 Government Agency Debt 1800000000.00 2875168.35 FANNIE MAE 2037-09-01 5.541000 Government Agency Debt 1800000000.00 8195440.40 FANNIE MAE 2037-11-01 3.536999 Government Agency Debt 1800000000.00 9081753.10 FANNIE MAE 2040-07-01 4.118999 Government Agency Debt 1800000000.00 8609422.42 FANNIE MAE 2041-12-01 2.589000 Government Agency Debt 1800000000.00 8913003.91 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 1800000000.00 24258390.14 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1800000000.00 43638932.49 Fannie Mae REMIC Trust 2042-11-25 3.792500 Government Agency Debt 1800000000.00 35962922.10 Fannie Mae REMIC Trust 2042-11-25 5.688699 Government Agency Debt 1800000000.00 33053493.35 Fannie Mae REMIC Trust 2042-11-25 6.500000 Government Agency Debt 1800000000.00 76265834.35 Fannie Mae Stripped Mortgage-Backed Securities 2039-06-01 0.00 Government Agency Debt 1800000000.00 28557695.28 Fannie Mae Stripped Mortgage-Backed Securities 2039-09-01 0.00 Government Agency Debt 1800000000.00 32023589.42 Fannie Mae Stripped Mortgage-Backed Securities 2039-11-01 0.00 Government Agency Debt 1800000000.00 32180337.10 FEDERAL HOME LN MTG CORP 2020-12-15 6.386000 Government Agency Debt 1800000000.00 361096.80 FEDERAL HOME LN MTG CORP 2027-08-15 3.000000 Government Agency Debt 1800000000.00 935894.18 FEDERAL HOME LN MTG CORP 2027-09-15 3.000000 Government Agency Debt 1800000000.00 4037653.89 FEDERAL HOME LN MTG CORP 2027-10-15 6.386000 Government Agency Debt 1800000000.00 451614.71 FEDERAL HOME LN MTG CORP 2031-05-15 4.000000 Government Agency Debt 1800000000.00 2468476.38 FEDERAL HOME LN MTG CORP 2031-07-15 3.000000 Government Agency Debt 1800000000.00 917759.83 FEDERAL HOME LN MTG CORP 2032-05-15 4.000000 Government Agency Debt 1800000000.00 67020121.60 FEDERAL HOME LN MTG CORP 2032-06-15 2.500000 Government Agency Debt 1800000000.00 11395500.37 FEDERAL HOME LN MTG CORP 2032-06-15 6.500000 Government Agency Debt 1800000000.00 2943959.86 FEDERAL HOME LN MTG CORP 2032-08-15 3.000000 Government Agency Debt 1800000000.00 29874355.75 FEDERAL HOME LN MTG CORP 2032-09-15 5.985999 Government Agency Debt 1800000000.00 5042326.68 FEDERAL HOME LN MTG CORP 2035-04-15 6.242000 Government Agency Debt 1800000000.00 1913980.58 FEDERAL HOME LN MTG CORP 2039-10-15 6.591999 Government Agency Debt 1800000000.00 12548305.34 FEDERAL HOME LN MTG CORP 2041-02-15 6.442000 Government Agency Debt 1800000000.00 2269812.35 FEDERAL HOME LN MTG CORP 2041-04-15 6.336000 Government Agency Debt 1800000000.00 1007150.58 FEDERAL HOME LN MTG CORP 2041-08-15 6.435999 Government Agency Debt 1800000000.00 12255805.51 FEDERAL HOME LN MTG CORP 2041-10-15 4.000000 Government Agency Debt 1800000000.00 16777032.96 FEDERAL HOME LN MTG CORP 2041-11-15 6.485999 Government Agency Debt 1800000000.00 1220502.97 FEDERAL HOME LN MTG CORP 2041-12-15 6.500000 Government Agency Debt 1800000000.00 44802630.56 FEDERAL HOME LN MTG CORP 2042-05-15 2.500000 Government Agency Debt 1800000000.00 1125948.37 FEDERAL HOME LN MTG CORP 2042-05-15 5.841999 Government Agency Debt 1800000000.00 474223.10 FEDERAL HOME LN MTG CORP 2042-06-15 5.785999 Government Agency Debt 1800000000.00 14010492.17 FEDERAL HOME LN MTG CORP 2042-06-15 5.836000 Government Agency Debt 1800000000.00 371176.86 FEDERAL HOME LN MTG CORP 2042-06-15 5.942000 Government Agency Debt 1800000000.00 2750466.44 FEDERAL HOME LN MTG CORP 2042-06-15 5.992000 Government Agency Debt 1800000000.00 1358614.01 FEDERAL HOME LN MTG CORP 2042-06-15 6.500000 Government Agency Debt 1800000000.00 12587375.19 FEDERAL HOME LN MTG CORP 2042-07-15 7.000000 Government Agency Debt 1800000000.00 37850778.54 FEDERAL HOME LN MTG CORP 2042-08-15 5.836000 Government Agency Debt 1800000000.00 2648158.82 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2035-06-15 6.078500 Government Agency Debt 1800000000.00 1742814.26 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2022-04-15 3.000000 Government Agency Debt 1800000000.00 1292515.49 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2022-12-15 6.492000 Government Agency Debt 1800000000.00 1323449.64 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2026-05-15 3.000000 Government Agency Debt 1800000000.00 986438.37 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2027-10-15 3.000000 Government Agency Debt 1800000000.00 11967439.41 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2028-08-15 6.392000 Government Agency Debt 1800000000.00 427422.05 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-09-15 2.000000 Government Agency Debt 1800000000.00 76465208.82 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-09-15 3.500000 Government Agency Debt 1800000000.00 102988.89 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 2.000000 Government Agency Debt 1800000000.00 17452722.22 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 2.000000 Government Agency Debt 1800000000.00 904448.32 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 2.000000 Government Agency Debt 1800000000.00 326386.28 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 3.000000 Government Agency Debt 1800000000.00 975033.90 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 3.000000 Government Agency Debt 1800000000.00 593068.96 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 3.000000 Government Agency Debt 1800000000.00 156613.07 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-10-15 6.500000 Government Agency Debt 1800000000.00 59630570.53 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2039-11-15 3.500000 Government Agency Debt 1800000000.00 8509182.13 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-03-15 6.235999 Government Agency Debt 1800000000.00 12909801.18 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-09-15 6.500000 Government Agency Debt 1800000000.00 15502458.89 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 1.208000 Government Agency Debt 1800000000.00 9288978.00 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 2.000000 Government Agency Debt 1800000000.00 12933904.82 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 2.000000 Government Agency Debt 1800000000.00 7826491.82 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 2.500000 Government Agency Debt 1800000000.00 57996313.07 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 2.500000 Government Agency Debt 1800000000.00 2579465.73 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 3.500000 Government Agency Debt 1800000000.00 6918125.29 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 3.785499 Government Agency Debt 1800000000.00 9668617.02 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 6.500000 Government Agency Debt 1800000000.00 590418.66 FEDERAL HOME LOAN MORTGAGE CORPORATION 2013-10-15 1.324000 Government Agency Debt 1800000000.00 29085.50 FEDERAL HOME LOAN MORTGAGE CORPORATION 2023-03-15 6.392000 Government Agency Debt 1800000000.00 380054.34 FEDERAL HOME LOAN MORTGAGE CORPORATION 2025-02-15 6.492000 Government Agency Debt 1800000000.00 2208384.02 FEDERAL HOME LOAN MORTGAGE CORPORATION 2025-03-15 6.535999 Government Agency Debt 1800000000.00 1764352.66 FEDERAL HOME LOAN MORTGAGE CORPORATION 2025-07-15 4.500000 Government Agency Debt 1800000000.00 764837.04 FEDERAL HOME LOAN MORTGAGE CORPORATION 2026-10-15 6.535999 Government Agency Debt 1800000000.00 338636.01 FEDERAL HOME LOAN MORTGAGE CORPORATION 2027-02-15 3.500000 Government Agency Debt 1800000000.00 1832655.34 FEDERAL HOME LOAN MORTGAGE CORPORATION 2027-03-15 3.500000 Government Agency Debt 1800000000.00 1245.59 FEDERAL HOME LOAN MORTGAGE CORPORATION 2027-08-15 1.500000 Government Agency Debt 1800000000.00 1088216.56 FEDERAL HOME LOAN MORTGAGE CORPORATION 2027-12-15 6.485999 Government Agency Debt 1800000000.00 434146.97 FEDERAL HOME LOAN MORTGAGE CORPORATION 2028-08-15 5.886000 Government Agency Debt 1800000000.00 1696009.89 FEDERAL HOME LOAN MORTGAGE CORPORATION 2029-01-15 6.442000 Government Agency Debt 1800000000.00 1994355.91 FEDERAL HOME LOAN MORTGAGE CORPORATION 2030-02-15 6.435999 Government Agency Debt 1800000000.00 1293305.30 FEDERAL HOME LOAN MORTGAGE CORPORATION 2030-02-15 6.485999 Government Agency Debt 1800000000.00 524934.55 FEDERAL HOME LOAN MORTGAGE CORPORATION 2031-02-15 4.000000 Government Agency Debt 1800000000.00 707377.12 FEDERAL HOME LOAN MORTGAGE CORPORATION 2031-03-15 4.000000 Government Agency Debt 1800000000.00 725434.33 FEDERAL HOME LOAN MORTGAGE CORPORATION 2032-02-15 6.435999 Government Agency Debt 1800000000.00 16171328.09 FEDERAL HOME LOAN MORTGAGE CORPORATION 2032-02-15 6.435999 Government Agency Debt 1800000000.00 337775.21 FEDERAL HOME LOAN MORTGAGE CORPORATION 2032-09-15 0.00 Government Agency Debt 1800000000.00 2194272.36 FEDERAL HOME LOAN MORTGAGE CORPORATION 2035-03-15 119.768900 Government Agency Debt 1800000000.00 1847757.17 FEDERAL HOME LOAN MORTGAGE CORPORATION 2035-04-15 0.508000 Government Agency Debt 1800000000.00 2356346.15 FEDERAL HOME LOAN MORTGAGE CORPORATION 2035-05-15 17.974000 Government Agency Debt 1800000000.00 14681026.75 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-02-15 5.500000 Government Agency Debt 1800000000.00 2124742.70 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-06-15 19.090399 Government Agency Debt 1800000000.00 1511615.62 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-09-15 5.500000 Government Agency Debt 1800000000.00 1082191.62 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-09-15 6.000000 Government Agency Debt 1800000000.00 26693943.66 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-11-15 6.411999 Government Agency Debt 1800000000.00 4408963.05 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-11-15 24.135000 Government Agency Debt 1800000000.00 12602119.40 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-12-15 6.000000 Government Agency Debt 1800000000.00 2184963.56 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-12-15 24.423999 Government Agency Debt 1800000000.00 1812578.68 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-04-15 6.216000 Government Agency Debt 1800000000.00 2443089.40 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-05-15 5.815999 Government Agency Debt 1800000000.00 4591352.40 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-10-15 1.814999 Government Agency Debt 1800000000.00 1674392.19 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-10-15 24.744000 Government Agency Debt 1800000000.00 11596578.20 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-12-15 0.00 Government Agency Debt 1800000000.00 1072651.31 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-12-15 6.065999 Government Agency Debt 1800000000.00 1758809.87 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-06-15 5.892000 Government Agency Debt 1800000000.00 1919549.56 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-07-15 5.815999 Government Agency Debt 1800000000.00 2207755.24 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-07-15 6.466999 Government Agency Debt 1800000000.00 1396425.10 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-08-15 6.242000 Government Agency Debt 1800000000.00 1095394.85 FEDERAL HOME LOAN MORTGAGE CORPORATION 2039-05-15 6.442000 Government Agency Debt 1800000000.00 283312.98 FEDERAL HOME LOAN MORTGAGE CORPORATION 2039-06-15 5.791999 Government Agency Debt 1800000000.00 11469733.23 FEDERAL HOME LOAN MORTGAGE CORPORATION 2039-06-15 6.242000 Government Agency Debt 1800000000.00 15857501.44 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-02-15 5.000000 Government Agency Debt 1800000000.00 735889.63 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-10-15 6.442000 Government Agency Debt 1800000000.00 1692571.21 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-02-15 4.000000 Government Agency Debt 1800000000.00 12607497.89 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-03-15 6.386000 Government Agency Debt 1800000000.00 1365095.08 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-09-15 4.000000 Government Agency Debt 1800000000.00 14872148.10 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.000000 Government Agency Debt 1800000000.00 11283490.00 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.500000 Government Agency Debt 1800000000.00 1093.35 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-12-15 0.558000 Government Agency Debt 1800000000.00 35827732.94 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-12-15 2.000000 Government Agency Debt 1800000000.00 28200864.82 FEDERAL NATL MTG ASSN GTD 2042-07-25 6.500000 Government Agency Debt 1800000000.00 101528845.90 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 3.792500 Government Agency Debt 1800000000.00 71067240.06 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 6.500000 Government Agency Debt 1800000000.00 104767435.30 FGRM 3294NE 03/15/37 2037-03-15 5.500000 Government Agency Debt 1800000000.00 30569089.76 FGRM 3403OD 12/15/37 2037-12-15 0.00 Government Agency Debt 1800000000.00 315397.43 FGRM 3414AI 07/15/22 2022-07-15 5.500000 Government Agency Debt 1800000000.00 312234.79 FGRM 3435PO 04/15/38 2038-04-15 0.00 Government Agency Debt 1800000000.00 15034038.22 FGRM 3552IO 05/15/36 2036-05-15 6.000000 Government Agency Debt 1800000000.00 554127.07 FNAR XX.XXX S1888041 2036-11-01 2.644000 Government Agency Debt 1800000000.00 9515519.64 FNMS 04.500 CTAB2795 2031-07-01 4.500000 Government Agency Debt 1800000000.00 2727050.40 FREDDIE MAC 2026-11-01 3.000000 Government Agency Debt 1800000000.00 40533115.60 FREDDIE MAC 2030-10-15 6.892000 Government Agency Debt 1800000000.00 693713.19 FREDDIE MAC 2032-11-15 5.500000 Government Agency Debt 1800000000.00 25831698.14 FREDDIE MAC 2032-11-15 6.386000 Government Agency Debt 1800000000.00 692234.90 FREDDIE MAC 2032-11-15 7.291999 Government Agency Debt 1800000000.00 306456.56 FREDDIE MAC 2032-12-15 7.336000 Government Agency Debt 1800000000.00 675735.89 FREDDIE MAC 2035-01-15 6.485999 Government Agency Debt 1800000000.00 2165009.62 FREDDIE MAC 2035-02-01 0.00 Government Agency Debt 1800000000.00 26035458.61 FREDDIE MAC 2035-04-15 7.591999 Government Agency Debt 1800000000.00 2293839.24 Freddie Mac Giant Ioette Strips 2036-08-15 7.485999 Government Agency Debt 1800000000.00 2488399.84 GINNIE MAE 2026-09-20 4.000000 Government Agency Debt 1800000000.00 8575996.00 GINNIE MAE 2027-06-15 2.500000 Government Agency Debt 1800000000.00 297489.39 GINNIE MAE 2038-12-15 7.000000 Government Agency Debt 1800000000.00 9086444.44 GINNIE MAE 2040-06-20 5.000000 Government Agency Debt 1800000000.00 9399176.65 GINNIE MAE 2040-08-20 5.000000 Government Agency Debt 1800000000.00 8650135.99 GINNIE MAE 2040-09-15 4.000000 Government Agency Debt 1800000000.00 9171496.65 GINNIE MAE 2041-07-20 5.000000 Government Agency Debt 1800000000.00 8674368.28 GINNIE MAE 2042-03-20 3.500000 Government Agency Debt 1800000000.00 108467.53 Ginnie Mae Remic Trust 2027-08-20 3.000000 Government Agency Debt 1800000000.00 1964017.77 Ginnie Mae Remic Trust 2027-09-20 2.500000 Government Agency Debt 1800000000.00 2223894.41 Ginnie Mae Remic Trust 2034-02-20 5.572499 Government Agency Debt 1800000000.00 2136923.52 Ginnie Mae Remic Trust 2034-03-16 83.102500 Government Agency Debt 1800000000.00 1933605.18 Ginnie Mae Remic Trust 2034-12-20 6.542500 Government Agency Debt 1800000000.00 2174808.50 Ginnie Mae Remic Trust 2035-06-20 0.00 Government Agency Debt 1800000000.00 1456366.87 Ginnie Mae Remic Trust 2037-05-16 23.329100 Government Agency Debt 1800000000.00 2347215.03 Ginnie Mae Remic Trust 2037-11-16 6.342500 Government Agency Debt 1800000000.00 2630216.99 Ginnie Mae Remic Trust 2037-12-16 6.342500 Government Agency Debt 1800000000.00 1524922.60 Ginnie Mae Remic Trust 2038-03-20 4.000000 Government Agency Debt 1800000000.00 1492704.98 Ginnie Mae Remic Trust 2038-05-16 7.392500 Government Agency Debt 1800000000.00 1036980.36 Ginnie Mae Remic Trust 2038-05-20 5.000000 Government Agency Debt 1800000000.00 991298.19 Ginnie Mae Remic Trust 2038-06-20 4.500000 Government Agency Debt 1800000000.00 1819379.76 Ginnie Mae Remic Trust 2038-12-20 5.442499 Government Agency Debt 1800000000.00 1253626.24 Ginnie Mae Remic Trust 2038-12-20 5.492499 Government Agency Debt 1800000000.00 2024865.61 Ginnie Mae Remic Trust 2040-05-20 4.500000 Government Agency Debt 1800000000.00 2545479.15 Ginnie Mae Remic Trust 2040-11-20 3.500000 Government Agency Debt 1800000000.00 2356747.38 Ginnie Mae Remic Trust 2041-04-16 4.500000 Government Agency Debt 1800000000.00 1430657.27 Ginnie Mae Remic Trust 2041-07-20 6.492499 Government Agency Debt 1800000000.00 2027680.57 Ginnie Mae Remic Trust 2042-06-20 4.000000 Government Agency Debt 1800000000.00 1426949.56 Ginnie Mae Remic Trust 2042-08-20 3.500000 Government Agency Debt 1800000000.00 2338187.50 GNRA 2002-72 S 2032-10-20 7.389000 Government Agency Debt 1800000000.00 487614.57 GNRA 2006-68 IO 2046-05-16 0.545000 Government Agency Debt 1800000000.00 1608766.57 GNRA 2008-024 IO 2047-11-16 7.437999 Government Agency Debt 1800000000.00 1304435.93 GNRA 2008-092 IO 2048-10-16 0.890000 Government Agency Debt 1800000000.00 1122401.55 GNRA 2009-079 BI 2039-03-20 6.592500 Government Agency Debt 1800000000.00 2614026.06 GNRA 2011-151 KS 2038-05-20 6.542500 Government Agency Debt 1800000000.00 1855397.48 GNRA 2011-29 SW 2039-01-20 6.492499 Government Agency Debt 1800000000.00 1984788.27 GNRA 2012-038 SL 2042-03-20 6.392500 Government Agency Debt 1800000000.00 8013263.76 GNRA 2012-H03 IA 2062-03-20 1.125999 Government Agency Debt 1800000000.00 1954982.41 GNRM 2010-046 ZH 2040-04-16 5.000000 Government Agency Debt 1800000000.00 1730451.91 GNRM 2011-025 NI 2037-12-16 4.500000 Government Agency Debt 1800000000.00 2186275.15 GOVERNMENT NATL MTG ASSN GTD 2038-09-20 5.842500 Government Agency Debt 1800000000.00 2453203.24 GOVERNMENT NATL MTG ASSN GTD 2042-07-20 4.000000 Government Agency Debt 1800000000.00 2685339.65 GOVERNMENT NATL MTG ASSN GTD 2049-06-16 0.532000 Government Agency Debt 1800000000.00 1081416.64 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2037-08-16 6.542500 Government Agency Debt 1800000000.00 2138702.13 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2037-10-20 4.500000 Government Agency Debt 1800000000.00 1316666.65 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-11-20 4.000000 Government Agency Debt 1800000000.00 12179469.22 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-11-20 4.000000 Government Agency Debt 1800000000.00 2089172.90 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-01-16 6.492499 Government Agency Debt 1800000000.00 1437967.87 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2039-08-20 5.000000 Government Agency Debt 1800000000.00 965098.61 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2039-10-20 5.000000 Government Agency Debt 1800000000.00 1237929.59 SMBS TR 404 CL 1 2040-05-01 0.00 Government Agency Debt 1800000000.00 50201849.38 First Tier Security N/A N/A 2012-12-06 2012-12-07 N N N 1800000000.00 1800000000.00 0.0333 N 1799992980.00 1799992980.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.500000% BRSG9NXD1 0001074042 Other Repurchase Agreement N ABS MLC 03/12/51 5.526 2051-03-14 5.525999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 9980824.54 ACS 2007-1 2037-06-08 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 3922630.85 ALM VI LTD / ALM VI LLC 2023-06-14 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 593112.10 Banc of America Commercial Mortgage 2049-06-10 5.684999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 115523.50 Banc of America Funding Corp 2034-08-20 5.500000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 235315.35 Camber 2040-05-08 0.762000 Other Instrument ASSET BACKED SECURITY 199250000.00 436949.97 CAMBER 3 PLC CAMBER 3 LLC 2040-05-08 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 1823.14 CD 2007-CD4 COML MTG TR 2049-12-11 5.365999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 9290245.81 CD 2007-CD4 COML MTG TR 2049-12-11 5.397999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 2775540.00 Chase Mortgage Finance Corporation 2037-02-25 6.000000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 9884110.00 COBALT CMBS Commercial Mortgage Trust 2046-05-15 5.802999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 234242.49 COMM 2046-07-10 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 8890272.55 COMM 2046-07-10 5.772000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 5306509.46 COMM 2012-LC4 MTG TR 2044-12-10 5.649000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 7721416.55 COMM 2012-LTRT MTG TR 2030-10-10 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 4591913.51 Countrywide Home Loans 2036-03-25 0.407999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 959178.97 CREDIT SUISSE COML MTG TR SER 2017-03-15 5.612000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 10000295.30 Credit Suisse Commercial Mortgage Trust 2021-10-15 0.458000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 7435793.10 Fannie Mae Multifamily Grantor Trust 2036-02-25 1.441000 Government Agency Debt 199250000.00 1404650.07 Fannie Mae REMIC Trust 2029-02-17 0.00 Government Agency Debt 199250000.00 4473.47 Fannie Mae REMIC Trust 2034-06-25 0.308000 Government Agency Debt 199250000.00 37641.60 Fannie Mae REMIC Trust 2041-12-25 0.00 Government Agency Debt 199250000.00 17660468.69 First Franklin Mortgage Loan Trust ABS Certificates 2035-10-25 0.487999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 240700.18 Freddie Mac Structured Pass Through Certificates 2020-01-25 0.00 Government Agency Debt 199250000.00 35211308.75 FREMF Mortgage Trust 2044-09-25 4.163000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 4582644.22 FREMF Mortgage Trust 2047-01-25 3.882000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 7472563.84 GALAXY XIV CLO LTD / GALAXY XIV CLO LLC 2024-11-15 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 2455630.00 GCCFC Commercial Pass-Through Certificates 2019-11-05 0.689999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 3630296.67 GE Commercial Mortgage Corporation 2049-12-10 0.160000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 17894.34 GS MTG SECS TR 2007 GG10 2045-08-10 5.788999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 9989690.97 Hertz Vehicle Financing 2019-02-25 6.440000 Other Instrument ASSET BACKED SECURITY 199250000.00 1161401.44 ING IM CLO 2011-1 LTD 2021-06-22 4.873000 Other Instrument ASSET BACKED SECURITY 199250000.00 3424919.84 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-27 5.450000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 272537.10 JP Morgan Chase Commercial Mortgage Securities Corp 2042-07-15 4.738000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 245261.48 JP Morgan Chase Commercial Mortgage Securities Corp 2046-08-15 5.314000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 2382735.29 JP Morgan Chase Commercial Mortgage Securities Corp 2051-02-15 5.881999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 283830.72 Long Beach Mortgage Loan Trust 2035-09-25 0.487999 Other Instrument ASSET BACKED SECURITY 199250000.00 342289.91 Merrill Lynch Mortgage Trust 2043-08-12 5.801999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 566739.13 Morgan Stanley Capital I 2019-07-15 0.638000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 7314448.89 Morgan Stanley Capital I 2044-12-15 5.569000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 1130793.00 MOTEL 6 TR 2012 MTL6 2025-10-04 0.00 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 9963553.32 NELNET STUDENT LN TR 2012-5 2043-12-28 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 6568000.00 RALI 2035-08-25 4.788999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 939361.13 RASC 2033-12-25 4.540000 Other Instrument ASSET BACKED SECURITY 199250000.00 200920.60 RFMSI 2034-09-25 5.750000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 70367.91 SBA Tower Trust 2040-04-15 4.253999 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 4731364.24 SHARPS SP I LLC NET INT MARGIN 2034-03-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 163246.53 SHARPS SP I LLC NET INT MARGIN 2035-02-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 26.66 SHARPS SP I LLC NET INT MARGIN 2035-04-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 12272.96 SHARPS SP I LLC NET INT MARGIN 2035-05-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 26.70 SHARPS SP I LLC NET INT MARGIN 2035-06-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 8.43 SHARPS SP I LLC NET INT MARGIN 2035-07-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 1844.18 SHARPS SP I LLC NET INT MARGIN 2035-08-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 3526.45 SHARPS SP I LLC NET INT MARGIN 2035-10-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 3445.51 SHARPS SP I LLC NET INT MARGIN 2036-06-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 7943.38 SHARPS SP I LLC NIM TR 2034-02-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 304.14 SLM STUDENT LN TR 2012-7 2043-09-25 0.00 Other Instrument ASSET BACKED SECURITY 199250000.00 4344580.14 Soundview Home Loan Trust 2035-06-25 0.987999 Other Instrument ASSET BACKED SECURITY 199250000.00 906078.44 Washington Mutual Mortgage Pass-Through Certificates, WMALT 2036-02-25 0.461000 Other Instrument COLLATERALIZED MORTGAGE OBLIGATION 199250000.00 9872346.96 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 199250000.00 199250000.00 0.0037 N 199332350.03 199332350.03 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.200000% BRSGBLCN3 0001074042 Government Agency Repurchase Agreement Y FANNIE MAE 2027-07-01 3.500000 Government Agency Debt 1000000000.00 15896208.12 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 1000000000.00 18863252.71 FANNIE MAE 2027-11-01 2.500000 Government Agency Debt 1000000000.00 16568049.68 FANNIE MAE 2032-10-01 3.000000 Government Agency Debt 1000000000.00 14455909.80 FANNIE MAE 2034-03-01 5.000000 Government Agency Debt 1000000000.00 15945848.36 FANNIE MAE 2036-04-01 5.500000 Government Agency Debt 1000000000.00 18662001.66 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 1000000000.00 20012594.94 FANNIE MAE 2037-10-01 7.000000 Government Agency Debt 1000000000.00 15806723.14 FANNIE MAE 2037-11-01 5.500000 Government Agency Debt 1000000000.00 5099652.16 FANNIE MAE 2038-05-01 5.500000 Government Agency Debt 1000000000.00 18762882.08 FANNIE MAE 2038-08-01 5.500000 Government Agency Debt 1000000000.00 17488604.47 FANNIE MAE 2038-11-01 6.500000 Government Agency Debt 1000000000.00 16134168.25 FANNIE MAE 2039-10-01 5.000000 Government Agency Debt 1000000000.00 18195258.96 FANNIE MAE 2039-11-01 5.500000 Government Agency Debt 1000000000.00 19335932.07 FANNIE MAE 2040-08-01 4.500000 Government Agency Debt 1000000000.00 17646688.59 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1000000000.00 15698267.60 FANNIE MAE 2041-02-01 4.500000 Government Agency Debt 1000000000.00 16779725.25 FANNIE MAE 2041-03-01 4.500000 Government Agency Debt 1000000000.00 16001793.07 FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 1000000000.00 18552810.26 FANNIE MAE 2042-03-01 4.000000 Government Agency Debt 1000000000.00 15887232.86 FANNIE MAE 2042-03-01 4.500000 Government Agency Debt 1000000000.00 16214484.69 FANNIE MAE 2042-05-01 3.500000 Government Agency Debt 1000000000.00 17101945.64 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 1000000000.00 18937028.80 FANNIE MAE 2042-06-01 3.500000 Government Agency Debt 1000000000.00 16887191.16 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 1000000000.00 10859701.06 FANNIE MAE 2042-07-01 4.000000 Government Agency Debt 1000000000.00 16981421.66 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1000000000.00 18995183.96 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1000000000.00 18729675.58 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1000000000.00 18685791.43 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1000000000.00 18603563.90 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1000000000.00 17590816.63 FANNIE MAE 2042-08-01 3.500000 Government Agency Debt 1000000000.00 16158944.77 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 1000000000.00 15963944.93 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 1000000000.00 15747490.59 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 1000000000.00 16687474.77 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 1000000000.00 16158553.02 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 1000000000.00 15793249.67 FANNIE MAE 2042-12-01 2.100000 Government Agency Debt 1000000000.00 21962088.95 FANNIE MAE 2042-12-01 4.000000 Government Agency Debt 1000000000.00 145204.44 Fannie Mae REMIC Trust 2031-10-25 0.457500 Government Agency Debt 1000000000.00 2736840.05 Fannie Mae REMIC Trust 2036-07-25 0.507499 Government Agency Debt 1000000000.00 13344677.18 Fannie Mae REMIC Trust 2041-03-25 0.860999 Government Agency Debt 1000000000.00 12181203.49 Fannie Mae REMIC Trust 2041-05-25 0.607500 Government Agency Debt 1000000000.00 1147133.69 Fannie Mae REMIC Trust 2041-12-25 0.560699 Government Agency Debt 1000000000.00 123849.56 FEDERAL HOME LN MTG CORP 2027-08-15 3.000000 Government Agency Debt 1000000000.00 5989880.84 FEDERAL HOME LN MTG CORP 2041-03-15 3.500000 Government Agency Debt 1000000000.00 2410004.50 FEDERAL HOME LN MTG CORP 2041-12-15 6.442000 Government Agency Debt 1000000000.00 5687924.22 FEDERAL HOME LN MTG CORP 2042-06-15 4.000000 Government Agency Debt 1000000000.00 8627428.44 FEDERAL HOME LN MTG CORP 2042-08-15 5.836000 Government Agency Debt 1000000000.00 4776470.84 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2027-10-15 2.500000 Government Agency Debt 1000000000.00 8599342.70 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-03-15 6.485999 Government Agency Debt 1000000000.00 5082449.31 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-05-15 7.035999 Government Agency Debt 1000000000.00 8870929.38 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-07-15 27.568000 Government Agency Debt 1000000000.00 6419373.11 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-04-15 0.00 Government Agency Debt 1000000000.00 6025904.74 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-11-15 6.192000 Government Agency Debt 1000000000.00 5691209.62 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-02-15 15.460300 Government Agency Debt 1000000000.00 5537350.15 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-02-15 17.124700 Government Agency Debt 1000000000.00 6619800.32 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-02-15 17.124700 Government Agency Debt 1000000000.00 3867067.71 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-07-15 0.00 Government Agency Debt 1000000000.00 5809816.34 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-02-15 6.025999 Government Agency Debt 1000000000.00 5447287.39 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-05-15 0.00 Government Agency Debt 1000000000.00 7704452.51 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-10-15 3.000000 Government Agency Debt 1000000000.00 10199019.20 FEDERAL NATL MTG ASSN GTD 2041-12-25 5.942499 Government Agency Debt 1000000000.00 25881.65 FEDERAL NATL MTG ASSN GTD MTG 2032-10-01 3.000000 Government Agency Debt 1000000000.00 15881780.58 FEDERAL NATL MTG ASSN GTD MTG 2039-10-01 5.248000 Government Agency Debt 1000000000.00 16649105.84 FEDERAL NATL MTG ASSN GTD MTG 2039-10-01 6.500000 Government Agency Debt 1000000000.00 15631675.95 FEDERAL NATL MTG ASSN GTD MTG 2042-01-01 4.500000 Government Agency Debt 1000000000.00 19224742.46 FEDERAL NATL MTG ASSN GTD MTG 2042-07-01 3.500000 Government Agency Debt 1000000000.00 21112995.45 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 5.931499 Government Agency Debt 1000000000.00 18731709.71 FNMS 03.500 CTMA0949 2032-01-01 3.500000 Government Agency Debt 1000000000.00 18959971.00 FNMS 04.500 CLAL0659 2041-07-01 4.500000 Government Agency Debt 1000000000.00 16536692.85 FNMS 05.000 CLAD2006 2040-03-01 5.000000 Government Agency Debt 1000000000.00 18394194.35 FNMS 05.500 CL844019 2035-11-01 5.500000 Government Agency Debt 1000000000.00 16797008.65 FNMS 932332 4.0000 2025-01-01 4.000000 Government Agency Debt 1000000000.00 16548628.04 FREDDIE MAC 2037-06-01 2.330000 Government Agency Debt 1000000000.00 19729959.04 FREDDIE MAC 2042-02-01 3.168000 Government Agency Debt 1000000000.00 15848999.67 Ginnie Mae Remic Trust 2027-08-20 3.500000 Government Agency Debt 1000000000.00 5199663.51 Ginnie Mae Remic Trust 2033-01-16 3.137000 Government Agency Debt 1000000000.00 272898.68 Ginnie Mae Remic Trust 2041-10-20 3.500000 Government Agency Debt 1000000000.00 4512777.39 Ginnie Mae Remic Trust 2042-08-16 6.500000 Government Agency Debt 1000000000.00 135697.49 GNRA 2011-045 SM 2039-11-20 6.442499 Government Agency Debt 1000000000.00 5029353.00 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC PASS THRU SECS 2051-01-16 1.125999 Government Agency Debt 1000000000.00 4841127.61 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-07-20 4.500000 Government Agency Debt 1000000000.00 3079667.18 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2040-04-20 5.472500 Government Agency Debt 1000000000.00 2698589.59 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 1000000000.00 1000000000.00 0.0185 N 999826800.00 999826800.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.240000% BRSGDENT2 0001074042 Government Agency Repurchase Agreement Y FEDERAL HOME LN BKS 2013-11-27 0.375000 Government Agency Debt 550000000.00 119222033.70 FEDERAL HOME LN MTG CORP MEDIUM TERM NTS FED BOO 2015-11-24 0.450000 Government Agency Debt 550000000.00 46879122.84 FEDERAL HOME LN MTG CORP REFERENCE NTS FED BOOK 2017-05-12 1.250000 Government Agency Debt 550000000.00 64324237.67 FEDERAL HOME LOAN BANKS 2013-02-01 0.00 Government Agency Debt 550000000.00 140021394.30 FEDERAL NATL MTG ASSN 2017-02-13 5.000000 Government Agency Debt 550000000.00 122456582.80 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2015-12-21 0.375000 Government Agency Debt 550000000.00 68100411.32 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 550000000.00 550000000.00 0.0102 N 550000000.00 550000000.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.250000% BRSGDEP52 0001074042 Government Agency Repurchase Agreement Y FEDERAL HOME LN MTG CORP 2025-03-15 4.000000 Government Agency Debt 1000000000.00 215776.17 FEDERAL HOME LN MTG CORP 2025-07-15 6.336000 Government Agency Debt 1000000000.00 15652.40 FEDERAL HOME LN MTG CORP 2032-06-15 6.500000 Government Agency Debt 1000000000.00 4921798.83 FEDERAL HOME LN MTG CORP 2041-09-15 6.442000 Government Agency Debt 1000000000.00 129988.30 FEDERAL HOME LN MTG CORP 2041-12-15 4.000000 Government Agency Debt 1000000000.00 26882962.85 FEDERAL HOME LN MTG CORP 2042-06-15 6.336000 Government Agency Debt 1000000000.00 25632195.98 FEDERAL HOME LN MTG CORP 2042-07-15 3.500000 Government Agency Debt 1000000000.00 5666.93 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2027-05-15 3.000000 Government Agency Debt 1000000000.00 2346820.94 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2027-10-15 3.000000 Government Agency Debt 1000000000.00 210867.37 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2032-09-15 3.500000 Government Agency Debt 1000000000.00 77010.80 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2036-02-15 6.392000 Government Agency Debt 1000000000.00 13846.14 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-09-15 6.500000 Government Agency Debt 1000000000.00 25859068.70 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 3.785499 Government Agency Debt 1000000000.00 3931207.85 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 4.500000 Government Agency Debt 1000000000.00 119154.86 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 5.935500 Government Agency Debt 1000000000.00 26677646.82 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 5.935500 Government Agency Debt 1000000000.00 12727621.01 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 5.935500 Government Agency Debt 1000000000.00 9790089.66 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 5.942000 Government Agency Debt 1000000000.00 9174275.31 FEDERAL HOME LOAN MORTGAGE CORPORATION 2019-02-15 4.500000 Government Agency Debt 1000000000.00 51292.15 FEDERAL HOME LOAN MORTGAGE CORPORATION 2025-08-15 6.535999 Government Agency Debt 1000000000.00 122882.71 FEDERAL HOME LOAN MORTGAGE CORPORATION 2025-10-15 6.492000 Government Agency Debt 1000000000.00 69418.62 FEDERAL HOME LOAN MORTGAGE CORPORATION 2026-02-15 4.000000 Government Agency Debt 1000000000.00 1205.76 FEDERAL HOME LOAN MORTGAGE CORPORATION 2027-07-15 6.285999 Government Agency Debt 1000000000.00 212574.72 FEDERAL HOME LOAN MORTGAGE CORPORATION 2028-11-15 6.392000 Government Agency Debt 1000000000.00 121616.13 FEDERAL HOME LOAN MORTGAGE CORPORATION 2032-06-15 1.750000 Government Agency Debt 1000000000.00 3541241.77 FEDERAL HOME LOAN MORTGAGE CORPORATION 2032-09-15 1.250000 Government Agency Debt 1000000000.00 992140.47 FEDERAL HOME LOAN MORTGAGE CORPORATION 2032-10-15 2.000000 Government Agency Debt 1000000000.00 32087861.88 FEDERAL HOME LOAN MORTGAGE CORPORATION 2033-10-15 4.000000 Government Agency Debt 1000000000.00 1525.22 FEDERAL HOME LOAN MORTGAGE CORPORATION 2033-10-15 7.000000 Government Agency Debt 1000000000.00 1329.00 FEDERAL HOME LOAN MORTGAGE CORPORATION 2034-09-15 1.000000 Government Agency Debt 1000000000.00 109968.36 FEDERAL HOME LOAN MORTGAGE CORPORATION 2035-08-15 0.349999 Government Agency Debt 1000000000.00 229720.00 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-03-15 6.200000 Government Agency Debt 1000000000.00 59376.57 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-11-15 6.000000 Government Agency Debt 1000000000.00 135788.88 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-02-15 6.392000 Government Agency Debt 1000000000.00 44720.08 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-05-15 6.442000 Government Agency Debt 1000000000.00 19590.47 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-12-15 4.000000 Government Agency Debt 1000000000.00 2803.18 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-04-15 4.000000 Government Agency Debt 1000000000.00 140925.48 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.500000 Government Agency Debt 1000000000.00 77435.19 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.500000 Government Agency Debt 1000000000.00 37354.20 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.500000 Government Agency Debt 1000000000.00 16800.08 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.500000 Government Agency Debt 1000000000.00 12750.69 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-10-15 4.685999 Government Agency Debt 1000000000.00 39034.13 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-02-15 4.000000 Government Agency Debt 1000000000.00 19041.89 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-02-15 4.000000 Government Agency Debt 1000000000.00 4700.07 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-03-15 4.500000 Government Agency Debt 1000000000.00 16197.50 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-10-15 3.000000 Government Agency Debt 1000000000.00 25462789.75 FGRA 2436SJ 03/15/32 2032-03-15 0.00 Government Agency Debt 1000000000.00 4538.80 FGRM 2577LI 02/15/33 2033-02-15 5.500000 Government Agency Debt 1000000000.00 155120.16 FGRM 2627IA 11/15/17 2017-11-15 4.500000 Government Agency Debt 1000000000.00 39337.29 FGRM 2628AI 06/15/18 2018-06-15 4.500000 Government Agency Debt 1000000000.00 69003.47 FGRM 2640WI 07/15/22 2022-07-15 5.000000 Government Agency Debt 1000000000.00 1012.58 FGRM 3150IE 05/15/25 2025-05-15 5.000000 Government Agency Debt 1000000000.00 24500.36 FGRM 3215IH 09/15/36 2036-09-15 6.000000 Government Agency Debt 1000000000.00 37372.93 FGRM 3219PI 06/15/33 2033-06-15 6.000000 Government Agency Debt 1000000000.00 17438.73 FGRM 3241DI 07/15/34 2034-07-15 6.000000 Government Agency Debt 1000000000.00 875.43 FGRM 3449AI 10/15/20 2020-10-15 4.500000 Government Agency Debt 1000000000.00 72.93 FGRM 3559AI 09/15/23 2023-09-15 5.000000 Government Agency Debt 1000000000.00 28098.80 FGRM 3629CI 12/15/37 2037-12-15 5.000000 Government Agency Debt 1000000000.00 222179.52 FGRM 3780HI 04/15/23 2023-04-15 4.000000 Government Agency Debt 1000000000.00 1118.47 FGRM 3784CI 05/15/25 2025-05-15 4.000000 Government Agency Debt 1000000000.00 82947.57 FGRM 3877CI 08/15/39 2039-08-15 4.500000 Government Agency Debt 1000000000.00 251617.75 FREDDIE MAC 2032-03-15 7.535999 Government Agency Debt 1000000000.00 2292.32 Ginnie Mae Remic Trust 2023-05-16 6.000000 Government Agency Debt 1000000000.00 643985.94 Ginnie Mae Remic Trust 2026-12-16 4.000000 Government Agency Debt 1000000000.00 817889.50 Ginnie Mae Remic Trust 2027-08-20 3.000000 Government Agency Debt 1000000000.00 11453268.88 Ginnie Mae Remic Trust 2033-08-16 0.001000 Government Agency Debt 1000000000.00 97255.18 Ginnie Mae Remic Trust 2034-11-20 4.500000 Government Agency Debt 1000000000.00 832047.72 Ginnie Mae Remic Trust 2034-12-20 4.500000 Government Agency Debt 1000000000.00 613838.36 Ginnie Mae Remic Trust 2037-01-20 4.500000 Government Agency Debt 1000000000.00 353581.41 Ginnie Mae Remic Trust 2037-08-20 3.500000 Government Agency Debt 1000000000.00 251270.02 Ginnie Mae Remic Trust 2037-11-16 2.750000 Government Agency Debt 1000000000.00 34063001.63 Ginnie Mae Remic Trust 2037-12-20 0.557500 Government Agency Debt 1000000000.00 134918.61 Ginnie Mae Remic Trust 2037-12-20 0.557500 Government Agency Debt 1000000000.00 5101.65 Ginnie Mae Remic Trust 2038-02-16 4.500000 Government Agency Debt 1000000000.00 983983.69 Ginnie Mae Remic Trust 2038-02-20 6.000000 Government Agency Debt 1000000000.00 476484.48 Ginnie Mae Remic Trust 2038-05-20 5.000000 Government Agency Debt 1000000000.00 1002207.89 Ginnie Mae Remic Trust 2038-07-20 4.500000 Government Agency Debt 1000000000.00 1230689.25 Ginnie Mae Remic Trust 2038-07-20 6.492499 Government Agency Debt 1000000000.00 10278535.93 Ginnie Mae Remic Trust 2038-08-20 4.500000 Government Agency Debt 1000000000.00 5369864.32 Ginnie Mae Remic Trust 2038-08-20 5.000000 Government Agency Debt 1000000000.00 597676.15 Ginnie Mae Remic Trust 2038-09-20 5.000000 Government Agency Debt 1000000000.00 904041.74 Ginnie Mae Remic Trust 2038-09-20 5.892500 Government Agency Debt 1000000000.00 983932.72 Ginnie Mae Remic Trust 2039-08-20 5.000000 Government Agency Debt 1000000000.00 152773.02 Ginnie Mae Remic Trust 2040-05-20 3.500000 Government Agency Debt 1000000000.00 56389.87 Ginnie Mae Remic Trust 2040-07-20 3.500000 Government Agency Debt 1000000000.00 244448.73 Ginnie Mae Remic Trust 2040-10-20 3.500000 Government Agency Debt 1000000000.00 347603.95 Ginnie Mae Remic Trust 2040-11-16 4.000000 Government Agency Debt 1000000000.00 30888418.33 Ginnie Mae Remic Trust 2040-12-20 3.500000 Government Agency Debt 1000000000.00 620279.84 Ginnie Mae Remic Trust 2041-01-20 3.500000 Government Agency Debt 1000000000.00 249571.75 Ginnie Mae Remic Trust 2041-03-20 3.500000 Government Agency Debt 1000000000.00 175536.65 Ginnie Mae Remic Trust 2041-03-20 6.392500 Government Agency Debt 1000000000.00 6957361.40 Ginnie Mae Remic Trust 2041-04-20 6.542500 Government Agency Debt 1000000000.00 598042.64 Ginnie Mae Remic Trust 2041-07-20 5.242499 Government Agency Debt 1000000000.00 5463166.49 Ginnie Mae Remic Trust 2041-10-20 3.500000 Government Agency Debt 1000000000.00 251461.02 Ginnie Mae Remic Trust 2041-12-20 6.389300 Government Agency Debt 1000000000.00 21277354.43 Ginnie Mae Remic Trust 2042-01-20 6.442499 Government Agency Debt 1000000000.00 15750150.94 Ginnie Mae Remic Trust 2042-02-20 4.000000 Government Agency Debt 1000000000.00 349989.42 Ginnie Mae Remic Trust 2042-06-20 4.000000 Government Agency Debt 1000000000.00 8377247.77 Ginnie Mae Remic Trust 2042-07-20 4.500000 Government Agency Debt 1000000000.00 102875.62 Ginnie Mae Remic Trust 2042-08-16 3.500000 Government Agency Debt 1000000000.00 7203329.53 Ginnie Mae Remic Trust 2042-09-16 3.000000 Government Agency Debt 1000000000.00 26837901.93 Ginnie Mae Remic Trust 2042-09-16 3.000000 Government Agency Debt 1000000000.00 176869.81 Ginnie Mae Remic Trust 2042-09-16 3.000000 Government Agency Debt 1000000000.00 122493.79 Ginnie Mae Remic Trust 2042-09-20 3.000000 Government Agency Debt 1000000000.00 166917.00 Ginnie Mae Remic Trust 2042-09-20 4.500000 Government Agency Debt 1000000000.00 227311.78 Ginnie Mae Remic Trust 2042-10-16 2.000000 Government Agency Debt 1000000000.00 939.88 Ginnie Mae Remic Trust 2042-10-16 2.000000 Government Agency Debt 1000000000.00 929.00 Ginnie Mae Remic Trust 2042-10-20 2.000000 Government Agency Debt 1000000000.00 747.84 Ginnie Mae Remic Trust 2044-07-16 0.296999 Government Agency Debt 1000000000.00 235124.94 Ginnie Mae Remic Trust 2045-06-17 0.430999 Government Agency Debt 1000000000.00 86379.55 Ginnie Mae Remic Trust 2046-01-16 0.199000 Government Agency Debt 1000000000.00 53334.38 Ginnie Mae Remic Trust 2046-09-16 7.706000 Government Agency Debt 1000000000.00 6253324.79 Ginnie Mae Remic Trust 2051-04-16 2.434000 Government Agency Debt 1000000000.00 7440612.73 GNRA 2002-72 S 2032-10-20 7.389000 Government Agency Debt 1000000000.00 557092.91 GNRA 2003-09 IO 2043-11-16 0.128000 Government Agency Debt 1000000000.00 12009.33 GNRA 2003-36 XA 2043-03-16 0.473999 Government Agency Debt 1000000000.00 664096.37 GNRA 2003-47 XA 2043-06-16 0.577999 Government Agency Debt 1000000000.00 567269.67 GNRA 2004-032 XS 2031-09-16 6.942499 Government Agency Debt 1000000000.00 964043.68 GNRA 2004-097 IO 2044-10-16 2.061999 Government Agency Debt 1000000000.00 453141.73 GNRA 2006-36 NS 2035-03-20 6.292500 Government Agency Debt 1000000000.00 140302.20 GNRA 2007-49 SY 2036-09-16 6.522500 Government Agency Debt 1000000000.00 210679.58 GNRA 2010-093 NS 2037-07-20 6.442499 Government Agency Debt 1000000000.00 6908670.81 GNRA 2010-098 CS 2038-12-20 6.492499 Government Agency Debt 1000000000.00 7107110.86 GNRA 2010-101 SD 2040-08-20 6.392500 Government Agency Debt 1000000000.00 14778612.89 GNRA 2010-105 QS 2040-08-20 4.692499 Government Agency Debt 1000000000.00 301302.92 GNRA 2010-105 S 2040-07-20 4.642500 Government Agency Debt 1000000000.00 83265.70 GNRA 2010-105 TI 2040-08-20 0.050000 Government Agency Debt 1000000000.00 682.80 GNRA 2010-105 TS 2040-07-20 0.375000 Government Agency Debt 1000000000.00 32301.52 GNRA 2010-131 CS 2040-10-16 6.412499 Government Agency Debt 1000000000.00 6328828.35 GNRA 2010-131 SE 2040-07-16 6.412499 Government Agency Debt 1000000000.00 260192.45 GNRA 2010-144 LS 2037-07-16 6.225799 Government Agency Debt 1000000000.00 7636338.46 GNRA 2010-162 SE 2040-12-20 6.342500 Government Agency Debt 1000000000.00 10574364.77 GNRA 2010-167 ES 2037-11-16 6.382500 Government Agency Debt 1000000000.00 10054118.70 GNRA 2010-23 SE 2035-06-20 6.339299 Government Agency Debt 1000000000.00 109892.56 GNRA 2011-151 TB 2041-04-20 3.500000 Government Agency Debt 1000000000.00 44382.10 GNRA 2011-151 TC 2041-04-20 3.500000 Government Agency Debt 1000000000.00 300601.12 GNRA 2011-151 TE 2041-04-20 3.500000 Government Agency Debt 1000000000.00 600697.44 GNRA 2011-29 YS 2041-04-16 5.042500 Government Agency Debt 1000000000.00 1963.26 GNRA 2011-75 TA 2039-04-16 5.500000 Government Agency Debt 1000000000.00 641013.46 GNRA 2011-75 TB 2039-02-16 5.500000 Government Agency Debt 1000000000.00 261979.08 GNRA 2011-75 TD 2039-06-20 5.500000 Government Agency Debt 1000000000.00 468764.38 GNRA 2011-87 TD 2039-06-20 6.000000 Government Agency Debt 1000000000.00 486593.64 GNRA 2011-87 TE 2039-06-20 6.000000 Government Agency Debt 1000000000.00 610263.80 GNRA 2012-038 SH 2042-03-20 3.500000 Government Agency Debt 1000000000.00 4159.13 GNRA 2012-038 SL 2042-03-20 6.392500 Government Agency Debt 1000000000.00 3667514.21 GNRA 2012-038 ST 2042-03-20 3.500000 Government Agency Debt 1000000000.00 18692.14 GNRA 2012-26 SP 2042-02-20 6.442499 Government Agency Debt 1000000000.00 1819264.69 GNRM 2005-056 JI 2035-05-17 5.500000 Government Agency Debt 1000000000.00 319338.25 GNRM 2005-073 IM 2035-09-20 5.500000 Government Agency Debt 1000000000.00 469307.18 GNRM 2008-010 IH 2038-01-16 6.500000 Government Agency Debt 1000000000.00 15073.88 GNRM 2008-019 IO 2022-07-16 5.000000 Government Agency Debt 1000000000.00 80806.87 GNRM 2008-047 MI 2037-10-16 6.000000 Government Agency Debt 1000000000.00 269243.82 GNRM 2008-084 IM 2023-10-16 5.500000 Government Agency Debt 1000000000.00 157341.97 GNRM 2008-089 IP 2038-06-20 6.000000 Government Agency Debt 1000000000.00 4291.15 GNRM 2009-020 AI 2032-03-16 5.000000 Government Agency Debt 1000000000.00 841.81 GNRM 2009-044 IP 2037-03-20 5.500000 Government Agency Debt 1000000000.00 31332.65 GNRM 2010-039 IA 2037-02-20 4.500000 Government Agency Debt 1000000000.00 8282.03 GNRM 2010-046 ZH 2040-04-16 5.000000 Government Agency Debt 1000000000.00 2595677.87 GNRM 2011-04 BI 2038-12-20 4.500000 Government Agency Debt 1000000000.00 1042.67 GNRM 2011-04 PI 2040-07-20 4.500000 Government Agency Debt 1000000000.00 62729.75 GNRM 2011-063 AI 2039-04-16 6.000000 Government Agency Debt 1000000000.00 432723.61 GNRM 2011-063 GI 2038-07-20 6.500000 Government Agency Debt 1000000000.00 491583.74 GNRM 2011-75 CI 2036-07-20 6.000000 Government Agency Debt 1000000000.00 224720.61 GNRM 2011-75 DI 2038-02-16 5.500000 Government Agency Debt 1000000000.00 212311.77 GNRM 2012-074 YI 2027-06-16 4.000000 Government Agency Debt 1000000000.00 740160.48 GOVERNMENT NATL MTG ASSN GTD 2026-06-16 4.000000 Government Agency Debt 1000000000.00 73960.14 GOVERNMENT NATL MTG ASSN GTD 2040-01-20 4.000000 Government Agency Debt 1000000000.00 884381.56 GOVERNMENT NATL MTG ASSN GTD 2040-03-16 5.000000 Government Agency Debt 1000000000.00 17904414.56 GOVERNMENT NATL MTG ASSN GTD 2040-09-16 4.500000 Government Agency Debt 1000000000.00 28212844.13 GOVERNMENT NATL MTG ASSN GTD 2040-09-20 3.000000 Government Agency Debt 1000000000.00 1390.17 GOVERNMENT NATL MTG ASSN GTD 2040-12-20 3.000000 Government Agency Debt 1000000000.00 1206.29 GOVERNMENT NATL MTG ASSN GTD 2041-09-20 2.000000 Government Agency Debt 1000000000.00 1618.87 GOVERNMENT NATL MTG ASSN GTD 2041-09-20 4.500000 Government Agency Debt 1000000000.00 420287.32 GOVERNMENT NATL MTG ASSN GTD 2042-07-16 2.500000 Government Agency Debt 1000000000.00 17035223.54 GOVERNMENT NATL MTG ASSN GTD 2042-09-20 4.500000 Government Agency Debt 1000000000.00 11119285.66 GOVERNMENT NATL MTG ASSN GTD 2046-03-16 1.354000 Government Agency Debt 1000000000.00 71945.69 GOVERNMENT NATL MTG ASSN GTD 2048-02-16 0.852999 Government Agency Debt 1000000000.00 216910.63 GOVERNMENT NATL MTG ASSN GTD 2048-02-16 1.435000 Government Agency Debt 1000000000.00 792363.30 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P 2040-08-16 1.939999 Government Agency Debt 1000000000.00 8223356.57 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P 2045-07-16 0.627000 Government Agency Debt 1000000000.00 9264734.51 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P 2047-06-16 1.260999 Government Agency Debt 1000000000.00 21267771.43 GOVERNMENT NATL MTG ASSN GTD MULTIFAMILY REMIC P 2053-10-16 1.739000 Government Agency Debt 1000000000.00 16417618.39 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2030-11-16 4.000000 Government Agency Debt 1000000000.00 11115.41 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2032-07-20 5.000000 Government Agency Debt 1000000000.00 596393.37 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2032-08-20 2.000000 Government Agency Debt 1000000000.00 7349093.33 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2032-08-20 3.500000 Government Agency Debt 1000000000.00 8822808.98 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2032-08-20 3.500000 Government Agency Debt 1000000000.00 512069.36 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2036-08-20 4.500000 Government Agency Debt 1000000000.00 678519.94 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2038-01-16 4.500000 Government Agency Debt 1000000000.00 1245.55 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2038-07-16 5.000000 Government Agency Debt 1000000000.00 812618.89 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2038-08-16 6.292500 Government Agency Debt 1000000000.00 20723829.65 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2039-04-20 0.557500 Government Agency Debt 1000000000.00 1015.97 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2039-08-20 5.000000 Government Agency Debt 1000000000.00 1325.60 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-06-20 0.557500 Government Agency Debt 1000000000.00 3650.89 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-07-20 4.500000 Government Agency Debt 1000000000.00 1125.65 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-08-16 4.500000 Government Agency Debt 1000000000.00 24180662.08 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-08-20 4.500000 Government Agency Debt 1000000000.00 31683633.39 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-08-20 4.500000 Government Agency Debt 1000000000.00 1259.40 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-16 4.500000 Government Agency Debt 1000000000.00 1239.83 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-16 4.750000 Government Agency Debt 1000000000.00 22546571.22 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-20 4.500000 Government Agency Debt 1000000000.00 9576474.06 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-20 4.500000 Government Agency Debt 1000000000.00 6395.94 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-20 4.500000 Government Agency Debt 1000000000.00 2218.52 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-20 4.500000 Government Agency Debt 1000000000.00 1261.90 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-11-16 4.250000 Government Agency Debt 1000000000.00 23917646.58 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-11-20 4.000000 Government Agency Debt 1000000000.00 26412742.43 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-12-20 4.250000 Government Agency Debt 1000000000.00 25406848.07 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-01-20 3.500000 Government Agency Debt 1000000000.00 72540.98 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-02-16 4.500000 Government Agency Debt 1000000000.00 8164478.29 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-03-16 4.000000 Government Agency Debt 1000000000.00 1732.04 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-04-16 4.000000 Government Agency Debt 1000000000.00 1075.55 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-05-16 3.500000 Government Agency Debt 1000000000.00 997.40 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-10-20 3.500000 Government Agency Debt 1000000000.00 57764.70 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-02-20 3.500000 Government Agency Debt 1000000000.00 1503.55 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-03-20 3.750000 Government Agency Debt 1000000000.00 38307084.64 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-04-20 3.500000 Government Agency Debt 1000000000.00 9078.69 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-07-20 3.000000 Government Agency Debt 1000000000.00 21856057.67 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-07-20 3.500000 Government Agency Debt 1000000000.00 1599.78 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-07-20 4.000000 Government Agency Debt 1000000000.00 2682522.78 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-16 3.500000 Government Agency Debt 1000000000.00 16573883.98 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-16 3.500000 Government Agency Debt 1000000000.00 7019294.73 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-16 4.000000 Government Agency Debt 1000000000.00 6977787.81 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-20 3.500000 Government Agency Debt 1000000000.00 21812887.94 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-20 4.000000 Government Agency Debt 1000000000.00 5913060.87 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-11-20 2.000000 Government Agency Debt 1000000000.00 1080078.61 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-11-20 2.500000 Government Agency Debt 1000000000.00 44482848.96 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-11-20 3.500000 Government Agency Debt 1000000000.00 37484174.22 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-11-20 3.500000 Government Agency Debt 1000000000.00 160828.01 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2039-10-20 5.000000 Government Agency Debt 1000000000.00 174735.37 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2039-12-16 5.000000 Government Agency Debt 1000000000.00 22348446.03 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 1000000000.00 1000000000.00 0.0185 N 1000000000.00 1000000000.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.250000% BRSGDPLV4 0001074042 Government Agency Repurchase Agreement Y FANNIE MAE 2022-04-25 150.875000 Government Agency Debt 550000000.00 9583.00 FANNIE MAE 2032-02-25 6.939300 Government Agency Debt 550000000.00 76277.84 FANNIE MAE 2033-06-25 1.050000 Government Agency Debt 550000000.00 153046.69 Fannie Mae REMIC Trust 2022-11-25 7.392500 Government Agency Debt 550000000.00 230261.73 Fannie Mae REMIC Trust 2026-02-25 6.489300 Government Agency Debt 550000000.00 61139.51 Fannie Mae REMIC Trust 2028-10-25 6.439300 Government Agency Debt 550000000.00 200051.38 Fannie Mae REMIC Trust 2031-08-25 5.989300 Government Agency Debt 550000000.00 162240.13 Fannie Mae REMIC Trust 2032-02-25 2.500000 Government Agency Debt 550000000.00 4367795.48 Fannie Mae REMIC Trust 2032-02-25 7.289299 Government Agency Debt 550000000.00 7492.67 Fannie Mae REMIC Trust 2032-09-25 7.389300 Government Agency Debt 550000000.00 32378.64 Fannie Mae REMIC Trust 2032-12-25 7.792500 Government Agency Debt 550000000.00 233529.95 Fannie Mae REMIC Trust 2036-01-25 6.389300 Government Agency Debt 550000000.00 10717.58 Fannie Mae REMIC Trust 2036-06-25 6.392500 Government Agency Debt 550000000.00 24158.28 Fannie Mae REMIC Trust 2036-09-25 0.00 Government Agency Debt 550000000.00 745439.59 Fannie Mae REMIC Trust 2036-11-25 1.000000 Government Agency Debt 550000000.00 10136.32 Fannie Mae REMIC Trust 2036-11-25 1.000000 Government Agency Debt 550000000.00 3619.99 Fannie Mae REMIC Trust 2038-02-25 0.757499 Government Agency Debt 550000000.00 113074.97 Fannie Mae REMIC Trust 2038-03-25 5.000000 Government Agency Debt 550000000.00 695956.33 Fannie Mae REMIC Trust 2039-11-25 6.379299 Government Agency Debt 550000000.00 2933233.61 Fannie Mae REMIC Trust 2040-03-25 6.392500 Government Agency Debt 550000000.00 640605.70 Fannie Mae REMIC Trust 2040-11-25 6.392500 Government Agency Debt 550000000.00 186578.02 Fannie Mae REMIC Trust 2041-05-25 4.500000 Government Agency Debt 550000000.00 305868.63 Fannie Mae REMIC Trust 2041-10-25 6.389000 Government Agency Debt 550000000.00 13346928.38 Fannie Mae REMIC Trust 2042-03-25 6.238999 Government Agency Debt 550000000.00 3072768.88 Fannie Mae REMIC Trust 2042-09-25 2.000000 Government Agency Debt 550000000.00 4983392.35 Fannie Mae REMIC Trust 2042-10-25 7.000000 Government Agency Debt 550000000.00 38146758.00 FEDERAL NATL MTG ASSN GTD 2027-09-25 3.500000 Government Agency Debt 550000000.00 20843.02 FEDERAL NATL MTG ASSN GTD 2032-02-25 6.439300 Government Agency Debt 550000000.00 92317.30 FEDERAL NATL MTG ASSN GTD 2041-03-25 3.500000 Government Agency Debt 550000000.00 18337.77 FEDERAL NATL MTG ASSN GTD 2041-09-25 6.389000 Government Agency Debt 550000000.00 130880.18 FEDERAL NATL MTG ASSN GTD 2042-01-25 5.989300 Government Agency Debt 550000000.00 140993.93 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2025-07-25 4.500000 Government Agency Debt 550000000.00 705260.99 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2027-12-25 3.000000 Government Agency Debt 550000000.00 3623341.29 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2029-03-25 4.500000 Government Agency Debt 550000000.00 571474.36 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-03-25 3.500000 Government Agency Debt 550000000.00 2887985.72 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-10-25 3.000000 Government Agency Debt 550000000.00 618731.46 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-10-25 3.000000 Government Agency Debt 550000000.00 432608.19 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-12-25 3.500000 Government Agency Debt 550000000.00 1129087.63 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-04-25 3.500000 Government Agency Debt 550000000.00 5022461.11 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-07-25 3.500000 Government Agency Debt 550000000.00 12688521.88 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-10-25 2.000000 Government Agency Debt 550000000.00 46974982.85 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-10-25 4.000000 Government Agency Debt 550000000.00 2544502.02 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2041-07-25 6.342500 Government Agency Debt 550000000.00 9557.68 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-01-25 5.000000 Government Agency Debt 550000000.00 44679626.11 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-04-25 1.750000 Government Agency Debt 550000000.00 50732233.20 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-04-25 4.000000 Government Agency Debt 550000000.00 3111806.60 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-04-25 4.000000 Government Agency Debt 550000000.00 1900717.01 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-04-25 4.000000 Government Agency Debt 550000000.00 1688757.11 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-04-25 4.000000 Government Agency Debt 550000000.00 760206.28 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-04-25 4.000000 Government Agency Debt 550000000.00 541440.33 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-05-25 0.00 Government Agency Debt 550000000.00 2043.37 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-05-25 3.500000 Government Agency Debt 550000000.00 14450684.97 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-05-25 3.500000 Government Agency Debt 550000000.00 7598403.09 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-05-25 4.000000 Government Agency Debt 550000000.00 1021566.46 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-06-25 4.000000 Government Agency Debt 550000000.00 1172670.40 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-08-25 6.042500 Government Agency Debt 550000000.00 79948.78 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-09-25 6.042500 Government Agency Debt 550000000.00 122006.90 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-10-25 0.00 Government Agency Debt 550000000.00 31212978.36 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-12-25 2.000000 Government Agency Debt 550000000.00 5370263.20 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-12-25 6.500000 Government Agency Debt 550000000.00 35291557.84 FEDERAL NATL MTG ASSN STRIPPED MTG BACKED SECS 2040-10-01 0.00 Government Agency Debt 550000000.00 31336764.95 Ginnie Mae Remic Trust 2037-11-16 2.750000 Government Agency Debt 550000000.00 11111100.66 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2032-08-20 2.000000 Government Agency Debt 550000000.00 105048762.60 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-11-16 4.500000 Government Agency Debt 550000000.00 46989502.18 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-02-16 4.500000 Government Agency Debt 550000000.00 48523739.97 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 550000000.00 550000000.00 0.0102 N 550000000.00 550000000.00 DEUTSCHE BANK SECURITIES INC. TRI-PARTY DEUTSCHE BANK SECURITIES 0.250000% BRSGDQN99 0001074042 Government Agency Repurchase Agreement Y GNMA II GTD CTF MULTI ISSUER 2042-08-20 3.500000 Government Agency Debt 125000000.00 127500000.90 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 125000000.00 125000000.00 0.0023 N 125000000.00 125000000.00 DNB BANK ASA DNB BANK ASA 0.360000% 2332K4CE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-14 2013-02-14 N N N 560000000.00 560000000.00 0.0104 N 560000000.00 560000000.00 FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.410000% 3134G2B50 Government Agency Debt N First Tier Security N/A N/A 2012-12-03 2013-09-03 N N N 100000000.00 99984853.00 0.0019 N 100144700.00 100144700.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.260000% 31398A7G1 Government Agency Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 458000000.00 457995682.00 0.0085 N 458025648.00 458025648.00 FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF 0.180000% BRSGD2832 0001457970 Treasury Repurchase Agreement Y UNITED STATES TREAS NTS 2015-04-15 0.375000 Treasury Debt 10000000.00 10000181.43 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 10000000.00 10000000.00 0.0002 N 10000000.00 10000000.00 GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.210000% BRSGC7CV5 0000769993 Government Agency Repurchase Agreement Y FANNIE MAE 2018-11-01 4.500000 Government Agency Debt 250000000.00 1915142.09 FANNIE MAE 2018-11-01 5.000000 Government Agency Debt 250000000.00 1892691.52 FANNIE MAE 2020-04-01 2.020000 Government Agency Debt 250000000.00 1889722.82 FANNIE MAE 2020-09-01 5.000000 Government Agency Debt 250000000.00 1968006.07 FANNIE MAE 2022-04-01 3.000000 Government Agency Debt 250000000.00 1872127.28 FANNIE MAE 2022-09-01 2.500000 Government Agency Debt 250000000.00 1956669.22 FANNIE MAE 2024-05-01 5.000000 Government Agency Debt 250000000.00 1952998.18 FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 250000000.00 1871989.73 FANNIE MAE 2026-03-01 4.500000 Government Agency Debt 250000000.00 1898086.81 FANNIE MAE 2026-06-01 5.000000 Government Agency Debt 250000000.00 1889696.16 FANNIE MAE 2026-08-01 4.000000 Government Agency Debt 250000000.00 1888081.24 FANNIE MAE 2027-01-01 4.500000 Government Agency Debt 250000000.00 1912726.95 FANNIE MAE 2027-05-01 3.000000 Government Agency Debt 250000000.00 1890853.03 FANNIE MAE 2027-05-01 4.000000 Government Agency Debt 250000000.00 1917074.73 FANNIE MAE 2027-08-01 2.500000 Government Agency Debt 250000000.00 1913884.98 FANNIE MAE 2027-10-01 2.500000 Government Agency Debt 250000000.00 1919604.49 FANNIE MAE 2027-10-01 3.000000 Government Agency Debt 250000000.00 1963541.78 FANNIE MAE 2027-10-01 3.500000 Government Agency Debt 250000000.00 1900367.88 FANNIE MAE 2029-10-01 6.000000 Government Agency Debt 250000000.00 1949707.27 FANNIE MAE 2031-06-01 5.000000 Government Agency Debt 250000000.00 1905810.55 FANNIE MAE 2032-02-01 4.500000 Government Agency Debt 250000000.00 1948737.63 FANNIE MAE 2032-07-01 6.500000 Government Agency Debt 250000000.00 1975150.12 FANNIE MAE 2032-10-01 3.500000 Government Agency Debt 250000000.00 1967891.27 FANNIE MAE 2033-05-01 5.000000 Government Agency Debt 250000000.00 1902856.80 FANNIE MAE 2033-05-01 5.500000 Government Agency Debt 250000000.00 1895741.64 FANNIE MAE 2034-09-01 5.500000 Government Agency Debt 250000000.00 1874349.72 FANNIE MAE 2035-01-01 2.400999 Government Agency Debt 250000000.00 1971331.92 FANNIE MAE 2035-09-01 6.000000 Government Agency Debt 250000000.00 1964489.60 FANNIE MAE 2035-09-01 6.000000 Government Agency Debt 250000000.00 1902154.28 FANNIE MAE 2036-02-01 7.000000 Government Agency Debt 250000000.00 1895810.56 FANNIE MAE 2037-08-01 1.939999 Government Agency Debt 250000000.00 1875742.57 FANNIE MAE 2037-08-01 6.000000 Government Agency Debt 250000000.00 1930906.28 FANNIE MAE 2037-08-01 6.000000 Government Agency Debt 250000000.00 1895266.13 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 250000000.00 1924554.90 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 250000000.00 1891148.26 FANNIE MAE 2038-12-01 6.000000 Government Agency Debt 250000000.00 1910189.60 FANNIE MAE 2039-04-01 4.500000 Government Agency Debt 250000000.00 1915502.46 FANNIE MAE 2039-05-01 5.500000 Government Agency Debt 250000000.00 1921620.45 FANNIE MAE 2039-06-01 3.608000 Government Agency Debt 250000000.00 1891751.29 FANNIE MAE 2040-06-01 5.000000 Government Agency Debt 250000000.00 1884411.77 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 250000000.00 1898220.40 FANNIE MAE 2040-09-01 4.500000 Government Agency Debt 250000000.00 1933581.21 FANNIE MAE 2040-09-01 5.500000 Government Agency Debt 250000000.00 1942397.54 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 250000000.00 1931002.03 FANNIE MAE 2041-01-01 5.500000 Government Agency Debt 250000000.00 1969279.43 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 250000000.00 1914764.50 FANNIE MAE 2041-05-01 4.500000 Government Agency Debt 250000000.00 1948295.37 FANNIE MAE 2041-06-01 5.500000 Government Agency Debt 250000000.00 1966430.29 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 250000000.00 1929132.71 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 250000000.00 1917996.15 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 250000000.00 1908954.18 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 250000000.00 1899743.32 FANNIE MAE 2041-08-01 4.500000 Government Agency Debt 250000000.00 1906261.54 FANNIE MAE 2041-08-01 5.500000 Government Agency Debt 250000000.00 1978616.73 FANNIE MAE 2041-09-01 2.825000 Government Agency Debt 250000000.00 1907507.30 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 250000000.00 1903548.86 FANNIE MAE 2042-02-01 4.500000 Government Agency Debt 250000000.00 1926616.11 FANNIE MAE 2042-03-01 4.500000 Government Agency Debt 250000000.00 1964620.76 FANNIE MAE 2042-03-01 5.000000 Government Agency Debt 250000000.00 1953564.17 FANNIE MAE 2042-03-01 5.000000 Government Agency Debt 250000000.00 1884240.57 FANNIE MAE 2042-05-01 4.000000 Government Agency Debt 250000000.00 1930065.59 FANNIE MAE 2042-05-01 4.500000 Government Agency Debt 250000000.00 1946034.40 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 250000000.00 1960293.34 FANNIE MAE 2042-09-01 3.500000 Government Agency Debt 250000000.00 1959999.69 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 250000000.00 1968381.92 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 250000000.00 1943219.20 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 250000000.00 1912923.66 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 250000000.00 1947559.32 FANNIE MAE 2042-10-01 3.500000 Government Agency Debt 250000000.00 1921539.74 FANNIE MAE 2042-10-01 4.000000 Government Agency Debt 250000000.00 1959082.23 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 250000000.00 1973679.91 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 250000000.00 1943175.72 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt 250000000.00 1938275.55 FANNIE MAE 2042-11-01 4.000000 Government Agency Debt 250000000.00 1908458.28 FEDERAL HOME LN MTG CORP PARTN 2027-06-01 3.000000 Government Agency Debt 250000000.00 1970391.79 FEDERAL HOME LN MTG CORP PARTN 2027-08-01 2.500000 Government Agency Debt 250000000.00 1953318.91 FEDERAL HOME LN MTG CORP PARTN 2032-06-01 4.000000 Government Agency Debt 250000000.00 1874048.43 FEDERAL HOME LN MTG CORP PARTN 2042-06-01 4.000000 Government Agency Debt 250000000.00 1930760.80 FEDERAL HOME LN MTG CORP PARTN 2042-07-01 3.500000 Government Agency Debt 250000000.00 1891140.93 FEDERAL HOME LN MTG CORP PARTN 2042-07-01 4.000000 Government Agency Debt 250000000.00 1930904.50 FEDERAL HOME LN MTG CORP PARTN 2042-07-01 4.000000 Government Agency Debt 250000000.00 1929635.14 FEDERAL NATL MTG ASSN GTD MTG 2027-03-01 3.000000 Government Agency Debt 250000000.00 1905505.19 FEDERAL NATL MTG ASSN GTD MTG 2027-06-01 4.000000 Government Agency Debt 250000000.00 1938631.25 FEDERAL NATL MTG ASSN GTD MTG 2032-10-01 4.000000 Government Agency Debt 250000000.00 1941169.10 FEDERAL NATL MTG ASSN GTD MTG 2041-05-01 4.500000 Government Agency Debt 250000000.00 1962472.76 FEDERAL NATL MTG ASSN GTD MTG 2042-05-01 4.000000 Government Agency Debt 250000000.00 1931819.10 FEDERAL NATL MTG ASSN GTD MTG 2042-07-01 4.500000 Government Agency Debt 250000000.00 1929955.13 FEDERAL NATL MTG ASSN GTD MTG 2042-07-01 5.000000 Government Agency Debt 250000000.00 1886181.42 FEDERAL NATL MTG ASSN GTD MTG 2042-09-01 3.500000 Government Agency Debt 250000000.00 1885486.21 FEDERAL NATL MTG ASSN GTD MTG 2042-09-01 4.500000 Government Agency Debt 250000000.00 1902211.73 FNMS 06.000 ZL310110 2039-11-01 6.000000 Government Agency Debt 250000000.00 1223258.98 FNMS 735580 5.0000 2035-06-01 5.000000 Government Agency Debt 250000000.00 1886386.56 FREDDIE MAC 2021-01-01 3.500000 Government Agency Debt 250000000.00 1944043.26 FREDDIE MAC 2022-01-01 4.500000 Government Agency Debt 250000000.00 1904322.07 FREDDIE MAC 2023-07-01 5.500000 Government Agency Debt 250000000.00 1878254.04 FREDDIE MAC 2025-04-01 5.000000 Government Agency Debt 250000000.00 1934355.09 FREDDIE MAC 2025-08-01 4.000000 Government Agency Debt 250000000.00 255207.11 FREDDIE MAC 2025-08-01 4.500000 Government Agency Debt 250000000.00 1968464.04 FREDDIE MAC 2026-12-01 3.500000 Government Agency Debt 250000000.00 1955824.19 FREDDIE MAC 2027-03-01 3.500000 Government Agency Debt 250000000.00 1963732.85 FREDDIE MAC 2027-03-01 3.500000 Government Agency Debt 250000000.00 1927673.94 FREDDIE MAC 2027-09-01 3.500000 Government Agency Debt 250000000.00 1962676.64 FREDDIE MAC 2027-11-01 3.000000 Government Agency Debt 250000000.00 1917980.12 FREDDIE MAC 2032-04-01 7.000000 Government Agency Debt 250000000.00 1879597.00 FREDDIE MAC 2033-01-01 7.000000 Government Agency Debt 250000000.00 1947589.27 FREDDIE MAC 2034-05-01 5.500000 Government Agency Debt 250000000.00 1910038.56 FREDDIE MAC 2036-05-01 5.500000 Government Agency Debt 250000000.00 1959361.12 FREDDIE MAC 2036-08-01 2.290000 Government Agency Debt 250000000.00 1898462.10 FREDDIE MAC 2037-06-01 5.758000 Government Agency Debt 250000000.00 1893214.22 FREDDIE MAC 2040-05-01 3.399000 Government Agency Debt 250000000.00 1953627.84 FREDDIE MAC 2040-07-01 5.500000 Government Agency Debt 250000000.00 1947594.97 FREDDIE MAC 2040-07-01 5.500000 Government Agency Debt 250000000.00 1877826.24 FREDDIE MAC 2041-03-01 5.000000 Government Agency Debt 250000000.00 1921620.19 FREDDIE MAC 2041-05-01 5.500000 Government Agency Debt 250000000.00 1933222.68 FREDDIE MAC 2041-06-01 5.500000 Government Agency Debt 250000000.00 1951222.43 FREDDIE MAC 2041-07-01 4.500000 Government Agency Debt 250000000.00 1934725.94 FREDDIE MAC 2041-07-01 4.500000 Government Agency Debt 250000000.00 1926393.57 FREDDIE MAC 2042-02-01 4.500000 Government Agency Debt 250000000.00 1954316.76 FREDDIE MAC 2042-02-01 4.500000 Government Agency Debt 250000000.00 1925150.09 FREDDIE MAC 2042-03-01 3.500000 Government Agency Debt 250000000.00 1890409.37 FREDDIE MAC 2042-03-01 4.500000 Government Agency Debt 250000000.00 1884010.67 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 250000000.00 1931591.66 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 250000000.00 1885563.23 FREDDIE MAC 2042-05-01 4.000000 Government Agency Debt 250000000.00 1885473.53 FREDDIE MAC 2042-05-01 4.000000 Government Agency Debt 250000000.00 1873134.45 FREDDIE MAC 2042-05-01 4.500000 Government Agency Debt 250000000.00 1947178.19 FREDDIE MAC 2042-06-01 4.000000 Government Agency Debt 250000000.00 1956888.60 FREDDIE MAC 2042-07-01 4.500000 Government Agency Debt 250000000.00 1974415.33 FREDDIE MAC 2042-09-01 3.500000 Government Agency Debt 250000000.00 1950446.47 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 250000000.00 1976600.43 FREDDIE MAC 2042-10-01 4.000000 Government Agency Debt 250000000.00 1970579.39 FREDDIE MAC 2042-10-01 4.000000 Government Agency Debt 250000000.00 1898974.00 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 250000000.00 1969579.65 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 250000000.00 1873889.18 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 250000000.00 1925640.51 First Tier Security N/A N/A 2012-12-04 2012-12-04 N N N 250000000.00 250000000.00 0.0046 N 249039875.00 249039875.00 GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.190000% BRSGCL4V3 0000769993 Government Agency Repurchase Agreement Y FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2013-06-26 1.500000 Government Agency Debt 350000000.00 252096184.30 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2015-07-03 0.729999 Government Agency Debt 350000000.00 104904258.60 First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 350000000.00 350000000.00 0.0065 N 349998040.00 349998040.00 GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.200000% BRSGDEPM5 0000769993 Government Agency Repurchase Agreement Y FEDERAL FARM CR BK CONS SYSTEMWIDE DISC NTS 2013-10-11 0.00 Government Agency Debt 250000000.00 49930000.00 FEDERAL HOME LN BKS 2014-12-12 0.875000 Government Agency Debt 250000000.00 30736117.73 FEDERAL HOME LOAN BANKS 2013-02-01 0.00 Government Agency Debt 250000000.00 71857938.48 FEDERAL HOME LOAN BANKS 2013-08-28 0.500000 Government Agency Debt 250000000.00 8463997.66 FEDERAL NATL MTG ASSN 2027-02-22 1.000000 Government Agency Debt 250000000.00 23418656.06 FEDERAL NATL MTG ASSN ISSUES DATED 4/1/1996 & AF 2015-12-21 0.375000 Government Agency Debt 250000000.00 70593655.42 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 250000000.00 250000000.00 0.0046 N 250000000.00 250000000.00 GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.220000% BRSGDEPQ6 0000769993 Government Agency Repurchase Agreement Y FANNIE MAE 2016-12-01 6.000000 Government Agency Debt 400000000.00 5615527.37 FANNIE MAE 2021-01-01 2.327999 Government Agency Debt 400000000.00 5212764.04 FANNIE MAE 2022-08-01 4.902000 Government Agency Debt 400000000.00 3895222.46 FANNIE MAE 2024-10-01 4.500000 Government Agency Debt 400000000.00 5611059.26 FANNIE MAE 2026-08-01 3.000000 Government Agency Debt 400000000.00 5637351.13 FANNIE MAE 2027-10-01 3.000000 Government Agency Debt 400000000.00 5625418.00 FANNIE MAE 2028-10-01 2.419000 Government Agency Debt 400000000.00 5249710.70 FANNIE MAE 2030-06-01 2.152000 Government Agency Debt 400000000.00 3803627.88 FANNIE MAE 2032-06-01 0.497000 Government Agency Debt 400000000.00 5446150.37 FANNIE MAE 2032-08-01 2.980000 Government Agency Debt 400000000.00 3788221.82 FANNIE MAE 2034-03-01 2.299999 Government Agency Debt 400000000.00 5127083.05 FANNIE MAE 2034-06-01 2.613000 Government Agency Debt 400000000.00 4349278.55 FANNIE MAE 2034-07-01 2.682999 Government Agency Debt 400000000.00 4056275.32 FANNIE MAE 2034-09-01 4.974999 Government Agency Debt 400000000.00 3719397.87 FANNIE MAE 2035-01-01 2.612000 Government Agency Debt 400000000.00 5312337.50 FANNIE MAE 2035-01-01 2.665000 Government Agency Debt 400000000.00 5065761.00 FANNIE MAE 2035-04-01 2.759999 Government Agency Debt 400000000.00 3736267.85 FANNIE MAE 2035-06-01 2.359999 Government Agency Debt 400000000.00 5564935.98 FANNIE MAE 2035-06-01 2.793000 Government Agency Debt 400000000.00 4449356.81 FANNIE MAE 2035-10-01 2.536999 Government Agency Debt 400000000.00 4961992.38 FANNIE MAE 2035-12-01 4.455000 Government Agency Debt 400000000.00 4149690.96 FANNIE MAE 2036-03-01 6.000000 Government Agency Debt 400000000.00 5556331.31 FANNIE MAE 2036-09-01 2.794999 Government Agency Debt 400000000.00 3731657.36 FANNIE MAE 2036-09-01 2.798999 Government Agency Debt 400000000.00 4821387.20 FANNIE MAE 2036-09-01 6.189000 Government Agency Debt 400000000.00 4935331.88 FANNIE MAE 2037-07-01 2.692000 Government Agency Debt 400000000.00 3573763.16 FANNIE MAE 2037-09-01 1.700000 Government Agency Debt 400000000.00 3938724.65 FANNIE MAE 2037-10-01 5.972999 Government Agency Debt 400000000.00 4337378.00 FANNIE MAE 2038-05-01 4.435999 Government Agency Debt 400000000.00 4572910.15 FANNIE MAE 2038-07-01 4.902000 Government Agency Debt 400000000.00 4403292.72 FANNIE MAE 2038-09-01 4.732000 Government Agency Debt 400000000.00 4848796.71 FANNIE MAE 2039-08-01 3.513999 Government Agency Debt 400000000.00 4056773.03 FANNIE MAE 2040-01-01 3.221000 Government Agency Debt 400000000.00 4223732.80 FANNIE MAE 2040-01-01 3.914000 Government Agency Debt 400000000.00 4249948.46 FANNIE MAE 2040-06-01 5.500000 Government Agency Debt 400000000.00 5596426.90 FANNIE MAE 2041-01-01 2.823999 Government Agency Debt 400000000.00 5592468.31 FANNIE MAE 2041-06-01 5.500000 Government Agency Debt 400000000.00 5586573.20 FANNIE MAE 2041-07-01 3.392999 Government Agency Debt 400000000.00 4028134.79 FANNIE MAE 2042-01-01 4.500000 Government Agency Debt 400000000.00 5597256.71 FANNIE MAE 2042-01-01 5.000000 Government Agency Debt 400000000.00 5606303.09 FANNIE MAE 2042-04-01 4.500000 Government Agency Debt 400000000.00 5610482.63 FANNIE MAE 2042-08-01 4.000000 Government Agency Debt 400000000.00 5596535.75 FANNIE MAE 2042-09-01 2.888999 Government Agency Debt 400000000.00 5557849.23 FANNIE MAE 2042-09-01 4.000000 Government Agency Debt 400000000.00 5576903.95 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 400000000.00 5586456.98 FANNIE MAE 2042-10-01 4.500000 Government Agency Debt 400000000.00 5044727.32 FANNIE MAE 2042-11-01 3.000000 Government Agency Debt 400000000.00 5570491.84 FED HOME LN MTG CORP PARTN 2042-08-01 4.000000 Government Agency Debt 400000000.00 5586641.82 FED HOME LN MTG CORP PARTN 2042-09-01 3.500000 Government Agency Debt 400000000.00 2317263.98 FEDERAL HOME LN MTG CORP PARTN 2035-02-01 2.339000 Government Agency Debt 400000000.00 5237620.65 FEDERAL HOME LN MTG CORP PARTN 2035-06-01 2.726000 Government Agency Debt 400000000.00 5137127.30 FEDERAL NATL MTG ASSN GTD MTG 2020-10-01 3.440999 Government Agency Debt 400000000.00 4247357.92 FEDERAL NATL MTG ASSN GTD MTG 2038-05-01 4.823999 Government Agency Debt 400000000.00 4394626.20 FEDERAL NATL MTG ASSN GTD MTG 2038-05-01 4.931000 Government Agency Debt 400000000.00 5398616.15 FEDERAL NATL MTG ASSN GTD MTG 2041-11-01 2.946000 Government Agency Debt 400000000.00 5370163.17 FEDERAL NATL MTG ASSN GTD MTG 2042-07-01 4.000000 Government Agency Debt 400000000.00 5569554.67 FEDERAL NATL MTG ASSN GTD MTG 2042-08-01 4.000000 Government Agency Debt 400000000.00 5575623.44 FREDDIE MAC 2032-12-01 4.020999 Government Agency Debt 400000000.00 5514676.35 FREDDIE MAC 2033-10-01 2.214000 Government Agency Debt 400000000.00 4734065.80 FREDDIE MAC 2035-01-01 6.000000 Government Agency Debt 400000000.00 5627524.31 FREDDIE MAC 2035-04-01 2.109999 Government Agency Debt 400000000.00 4676110.29 FREDDIE MAC 2036-02-01 3.314000 Government Agency Debt 400000000.00 4600412.39 FREDDIE MAC 2036-04-01 3.130999 Government Agency Debt 400000000.00 4248706.41 FREDDIE MAC 2036-06-01 2.376999 Government Agency Debt 400000000.00 3791468.81 FREDDIE MAC 2036-07-01 2.761000 Government Agency Debt 400000000.00 4430442.97 FREDDIE MAC 2036-10-01 2.718999 Government Agency Debt 400000000.00 5002500.06 FREDDIE MAC 2036-10-01 5.743000 Government Agency Debt 400000000.00 4140172.31 FREDDIE MAC 2037-04-01 5.452000 Government Agency Debt 400000000.00 4404914.23 FREDDIE MAC 2037-06-01 5.286999 Government Agency Debt 400000000.00 5603373.45 FREDDIE MAC 2038-01-01 3.907000 Government Agency Debt 400000000.00 3806526.52 FREDDIE MAC 2038-12-01 5.500000 Government Agency Debt 400000000.00 5568589.11 FREDDIE MAC 2039-10-01 5.000000 Government Agency Debt 400000000.00 5577725.17 FREDDIE MAC 2039-12-01 5.000000 Government Agency Debt 400000000.00 5631486.17 FREDDIE MAC 2040-08-01 3.134999 Government Agency Debt 400000000.00 4724446.94 FREDDIE MAC 2040-08-01 3.446000 Government Agency Debt 400000000.00 4040825.51 FREDDIE MAC 2041-08-01 3.075000 Government Agency Debt 400000000.00 5244095.56 FREDDIE MAC 2041-10-01 2.686999 Government Agency Debt 400000000.00 4754896.20 FREDDIE MAC 2041-11-01 5.000000 Government Agency Debt 400000000.00 5561857.03 FREDDIE MAC 2041-12-01 4.000000 Government Agency Debt 400000000.00 5584941.45 FREDDIE MAC 2042-02-01 2.333000 Government Agency Debt 400000000.00 5343059.42 FREDDIE MAC 2042-02-01 4.000000 Government Agency Debt 400000000.00 5623556.93 FREDDIE MAC 2042-04-01 4.000000 Government Agency Debt 400000000.00 5606927.89 FREDDIE MAC 2042-05-01 4.500000 Government Agency Debt 400000000.00 5586821.29 FREDDIE MAC 2042-06-01 4.500000 Government Agency Debt 400000000.00 5557214.39 First Tier Security N/A N/A 2012-12-07 2012-12-07 N N N 400000000.00 400000000.00 0.0074 N 400000000.00 400000000.00 GULF COAST WASTE DISP AUTH TEX GULF COAST WASTE - EXXON MOBIL 0.160000% 40222PAN2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y EXXONMOBIL INTERNATIONAL HOLDING N/A N/A Y EXXONMOBIL INTERNATIONAL HOLDING N/A N/A N 24800000.00 24800000.00 0.0005 N 24800000.00 24800000.00 HARRIS CNTY TEX HEALTH FACS DEV CORP HARRIS CNTY TEX HEALTH FACS DEV CO 0.170000% 414152SX7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y TEXAS CHILDRENS HOSPITAL N/A N/A N 42580000.00 42580000.00 0.0008 N 42580000.00 42580000.00 HARRIS CNTY TX IDC - EXXONMOBIL HARRIS CNTY TX IDC - EXXONMOBIL 0.160000% 414191AC0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y Exxon Mobil Corp N/A N/A Y EXXON MOBIL CORP N/A N/A N 14700000.00 14700000.00 0.0003 N 14700000.00 14700000.00 HSBC BANK PLC HSBC BANK PLC 0.680000% BRSFBDW68 0001140465 Certificate of Deposit N First Tier Security N/A N/A 2013-04-30 2013-04-30 N N N 170000000.00 170000000.00 0.0031 N 170241519.00 170241519.00 HSBC BANK PLC HSBC BANK PLC 0.600000% BRSFBQQB5 0001140465 Certificate of Deposit N First Tier Security N/A N/A 2013-04-05 2013-04-05 N N N 125000000.00 125000000.00 0.0023 N 125113312.50 125113312.50 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.300000% BRSGDEHX0 0000853784 Other Repurchase Agreement N FEDERAL NATL MTG ASSN FOR FUTURE ISSUES SEE 3135 2019-10-09 0.00 Government Agency Debt 50000000.00 2332003.04 FICO 02/03/17 2017-02-03 0.00 Government Agency Debt 50000000.00 38319.60 FICO 02/08/14 9.4000 2014-02-08 9.400000 Government Agency Debt 50000000.00 311626.17 FICO 03/07/19 0.0100 2019-03-07 0.00 Government Agency Debt 50000000.00 313991.55 FICO 04/05/19 0.0010 2019-04-05 0.00 Government Agency Debt 50000000.00 136729.00 FICO 05/11/16 2016-05-11 0.00 Government Agency Debt 50000000.00 9712.30 FICO 05/30/14 2014-05-30 0.00 Government Agency Debt 50000000.00 192038.66 FICO 10/06/16 2016-10-06 0.00 Government Agency Debt 50000000.00 38578.40 FICO 10/06/17 0.0010 2017-10-06 0.001000 Government Agency Debt 50000000.00 37764.40 FICP 02/08/15 2015-02-08 0.00 Government Agency Debt 50000000.00 24597.25 FICP 02/08/16 2016-02-08 0.00 Government Agency Debt 50000000.00 114004.81 FICP 03/07/19 2019-03-07 0.00 Government Agency Debt 50000000.00 801204.80 FICP 04/05/19 0.0100 2019-04-05 0.010000 Government Agency Debt 50000000.00 45274.50 FICP 05/02/13 2013-05-02 0.00 Government Agency Debt 50000000.00 6983.76 FICP 06/06/19 2019-06-06 0.00 Government Agency Debt 50000000.00 18081.20 FICP 11/30/17 2017-11-30 0.00 Government Agency Debt 50000000.00 45983.07 FICP 11/30/17 0.0100 2017-11-30 0.010000 Government Agency Debt 50000000.00 51711.00 FICP 12/27/18 2018-12-27 9.599999 Government Agency Debt 50000000.00 7824421.55 FINANCING CORP PRINCIPAL FICO STRIPS 2019-04-05 0.010000 Government Agency Debt 50000000.00 999295.01 FNMA 03/01/17 6.2500 2017-03-01 6.250000 Government Agency Debt 50000000.00 23866609.33 FNMA 08/12/17 2017-08-12 0.00 Government Agency Debt 50000000.00 1838755.41 FNPR 02/12/18 2018-02-12 0.00 Government Agency Debt 50000000.00 715469.36 FNPR 02/12/18 8.9500 2018-02-12 8.949999 Government Agency Debt 50000000.00 198375.87 FNST 000CK4 2018-02-01 0.00 Government Agency Debt 50000000.00 630370.45 FNST 000ER7 2015-02-12 0.00 Government Agency Debt 50000000.00 292534.68 FSTR 06/06/16 2016-06-06 0.00 Government Agency Debt 50000000.00 14551.20 FSTR 10/05/18 2018-10-05 0.00 Government Agency Debt 50000000.00 96413.10 FSTR 12/06/14 2014-12-06 0.00 Government Agency Debt 50000000.00 49259.50 NOTE 11/15/15 0.3750 2015-11-15 0.375000 Treasury Debt 50000000.00 11294950.16 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 50000000.00 50000000.00 0.0009 N 50000000.00 50000000.00 ILLINOIS ST TOLL HWY AUTH ILLINOIS ST TOLL HWY AUTH TOLL HIG 0.160000% 452252GM5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N 36400000.00 36400000.00 0.0007 N 36400000.00 36400000.00 JACKSONVILLE FLA JACKSONVILLE FLA TRANS REV 0.170000% 469495BS3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y JACKSONVILLE FLA TRANS REV N/A N/A N 55040000.00 55040000.00 0.0010 N 55040000.00 55040000.00 JEA FLA WTR & SWR SYS JEA FLA WTR & SWR SYS 0.170000% 46613PVX1 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 28000000.00 28000000.00 0.0005 N 28000000.00 28000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.700000% BRSFS2H46 0000782124 Other Repurchase Agreement N ABS SLM 10/25/23 0.692 2023-10-25 0.691999 Other Instrument ABS 130000000.00 6499999.57 AVIS BUDGET CAR RENTAL LLC FIN 2018-03-15 9.625000 Other Instrument CORP 130000000.00 1292036.44 BILL BARRETT CORP B 2022-10-15 7.000000 Other Instrument CORP 130000000.00 1883134.34 BRUNSWICK CORP 2023-09-01 7.375000 Other Instrument CORP 130000000.00 31146.98 Chase Issuance Trust (previously Banc One Issuance Trust) 2018-04-16 5.160000 Other Instrument ABS 130000000.00 932378.48 CIT GROUP INC NEW 2015-02-15 4.750000 Other Instrument CORP 130000000.00 6499999.50 CIT GROUP INC REORGANIZED AS CIT EXCHANGECO INC 2018-04-01 6.625000 Other Instrument CORP 130000000.00 6499999.34 COOPER-STANDARD AUTOMOTIVE INC 2018-05-01 8.500000 Other Instrument CORP 130000000.00 1301866.72 CORP 000GM4 2017-05-15 5.000000 Other Instrument CORP 130000000.00 380645.85 CORP 000GQ5 2022-08-15 5.000000 Other Instrument CORP 130000000.00 27613.30 CORP 001AG2 2025-06-15 7.690000 Other Instrument CORP 130000000.00 259590.49 CORP 002AD2 2015-02-01 8.500000 Other Instrument CORP 130000000.00 3147210.41 CORP 002GH5 2019-02-15 5.500000 Other Instrument CORP 130000000.00 6499999.37 CORP 005BX7 2020-01-15 7.625000 Other Instrument CORP 130000000.00 899454.53 CORP 008AK3 2013-05-01 2.398250 Other Instrument CORP 130000000.00 1221420.03 CORP 008BK6 A 2024-11-01 5.750000 Other Instrument CORP 130000000.00 1017618.06 CORP 010BA8 2020-08-15 8.750000 Other Instrument CORP 130000000.00 4582.64 CORP 010BB6 2020-08-15 8.250000 Other Instrument CORP 130000000.00 3520316.34 CORP 010BC7 2023-01-15 5.250000 Other Instrument CORP 130000000.00 262890.64 CORP 013AY8 2020-11-15 4.875000 Other Instrument CORP 130000000.00 1982979.18 CORP 013BG5 2020-02-15 8.125000 Other Instrument CORP 130000000.00 568949.64 CORP 015AZ2 2018-04-15 7.750000 Other Instrument CORP 130000000.00 2649147.08 CORP 017AL8 2020-06-15 8.000000 Other Instrument CORP 130000000.00 189459.03 CORP 019AG4 2013-02-15 6.250000 Other Instrument CORP 130000000.00 26701.46 CORP 021AL0 2017-10-15 8.250000 Other Instrument CORP 130000000.00 2241850.11 CORP 023AT1 E 2020-10-15 6.375000 Other Instrument CORP 130000000.00 10724.17 CORP 024AQ0 B 2020-03-15 9.750000 Other Instrument CORP 130000000.00 5977.50 CORP 026AP5 E 2017-03-01 9.125000 Other Instrument CORP 130000000.00 5849680.65 CORP 031AC1 2024-04-15 8.359999 Other Instrument CORP 130000000.00 4241799.83 CORP 031AP9 B 2024-08-15 5.750000 Other Instrument CORP 130000000.00 70967.36 CORP 036AM2 F 2019-06-15 6.125000 Other Instrument CORP 130000000.00 724636.30 CORP 070AG5 2019-06-15 9.250000 Other Instrument CORP 130000000.00 1588791.53 CORP 071BB4 C 2022-09-15 5.875000 Other Instrument CORP 130000000.00 2901632.45 CORP 076AD7 2014-06-01 10.250000 Other Instrument CORP 130000000.00 28882.21 CORP 078AF2 D 2022-09-15 6.375000 Other Instrument CORP 130000000.00 2924713.21 CORP 086AD8 G 2020-04-15 7.000000 Other Instrument CORP 130000000.00 553549.03 CORP 097AD9 2019-08-15 8.250000 Other Instrument CORP 130000000.00 500890.24 CORP 143AL9 2020-01-15 7.875000 Other Instrument CORP 130000000.00 2183937.55 CORP 162AB9 O 2021-07-15 7.750000 Other Instrument CORP 130000000.00 113039.35 CORP 162AB9 Q 2020-10-01 5.875000 Other Instrument CORP 130000000.00 1040826.42 CORP 178AB0 2016-01-15 7.625000 Other Instrument CORP 130000000.00 6499999.12 CORP 264AA1 J 2020-04-15 6.625000 Other Instrument CORP 130000000.00 2177533.38 CORP 265AA1 2020-10-15 6.375000 Other Instrument CORP 130000000.00 6499999.97 CORP 293AQ4 2019-06-15 7.750000 Other Instrument CORP 130000000.00 16590.00 CORP 327AA2 2018-01-31 7.000000 Other Instrument CORP 130000000.00 4712332.49 CORP 363AB0 2017-04-01 10.875000 Other Instrument CORP 130000000.00 349844.55 CORP 427AF6 2017-04-01 7.125000 Other Instrument CORP 130000000.00 206756.26 CORP 455AA3 S 2018-10-01 9.000000 Other Instrument CORP 130000000.00 776423.99 CORP 561AB8 N 2019-06-15 6.500000 Other Instrument CORP 130000000.00 27294.79 CORP 563AB2 A 2015-10-15 9.500000 Other Instrument CORP 130000000.00 101011.22 CORP 619AC7 A 2017-02-15 7.750000 Other Instrument CORP 130000000.00 295388.48 CORP 620AC7 H 2021-06-01 7.250000 Other Instrument CORP 130000000.00 189243.06 CORP 651AR1 A 2020-08-15 7.000000 Other Instrument CORP 130000000.00 6499999.87 CORP 668BB3 2020-03-30 7.875000 Other Instrument CORP 130000000.00 38955.00 CORP 723AK6 2021-05-01 6.625000 Other Instrument CORP 130000000.00 3619602.14 CORP 743AA4 2019-06-15 7.750000 Other Instrument CORP 130000000.00 26564.76 CORP 753AC2 O 2020-10-01 6.750000 Other Instrument CORP 130000000.00 1489406.17 CORP 773AC3 2018-04-15 9.500000 Other Instrument CORP 130000000.00 84053.13 CORP 813AR1 2021-09-15 8.375000 Other Instrument CORP 130000000.00 28331.51 CORP 903AB6 2017-04-22 8.500000 Other Instrument CORP 130000000.00 2780510.37 CORP 913AL8 2017-10-01 6.750000 Other Instrument CORP 130000000.00 2353462.94 CORP 925AS9 B 2022-11-15 6.000000 Other Instrument CORP 130000000.00 2060591.63 CORP 925AS9 C 2020-12-01 6.500000 Other Instrument CORP 130000000.00 4151444.44 CORP 932AE7 E 2020-07-15 5.750000 Other Instrument CORP 130000000.00 5305944.06 CORP 963AA6 A 2017-05-01 8.375000 Other Instrument CORP 130000000.00 9541.59 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2018-12-31 8.000000 Other Instrument CORP 130000000.00 118333.34 GRIFFON CORP 2018-04-01 7.125000 Other Instrument CORP 130000000.00 56002.38 LAMAR MEDIA CORP 2018-04-15 7.875000 Other Instrument CORP 130000000.00 152917.70 MOOG INC 2015-01-15 6.250000 Other Instrument CORP 130000000.00 308531.25 MOOG INC 2018-06-15 7.250000 Other Instrument CORP 130000000.00 219895.52 NAVIOS MARITIME HOLDINGS INC 2017-11-01 8.875000 Other Instrument CORP 130000000.00 490688.91 RYLAND GROUP INC 2020-05-01 6.625000 Other Instrument CORP 130000000.00 105991.96 SCHAEFFLER FIN B V 2019-02-15 8.500000 Other Instrument CORP 130000000.00 79534.58 SEALED AIR CORP 2017-06-15 7.875000 Other Instrument CORP 130000000.00 351529.13 SPRINT CAP CORP 2019-05-01 6.900000 Other Instrument CORP 130000000.00 6499999.64 SPRINT CAP CORP 2028-11-15 6.875000 Other Instrument CORP 130000000.00 6499999.72 SPRINT NEXTEL CORP FORMERLY SPRINT CORP TO 08/12 2016-12-01 6.000000 Other Instrument CORP 130000000.00 68964.66 TRONOX FIN LLC 2020-08-15 6.375000 Other Instrument CORP 130000000.00 75015.63 U.S AWYS 2011-1 PASS THRU TR 2018-10-22 9.750000 Other Instrument CORP 130000000.00 1042551.41 USG CORP 2018-10-15 8.375000 Other Instrument CORP 130000000.00 71655.05 WARNER CHILCOTT CO LLC 2018-09-15 7.750000 Other Instrument CORP 130000000.00 80927.08 First Tier Security N/A N/A 2012-12-19 2012-12-19 N N N 130000000.00 130000000.00 0.0024 Y 130024817.00 130024817.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.580000% BRSG7NEY8 0000782124 Other Repurchase Agreement N ABS ALL 05/15/17 1.060 2017-05-15 1.060000 Other Instrument ABS 200000000.00 9999999.92 ABS BSC 09/15/42 4.871 2042-09-15 4.871000 Other Instrument ABS 200000000.00 9999999.24 ABS CCC 03/10/17 4.850 2017-03-10 4.849999 Other Instrument ABS 200000000.00 4280218.48 ABS GCO 05/25/25 0.4480 2025-05-25 0.556849 Other Instrument ABS 200000000.00 9999999.42 ABS PFS 02/15/15 0.228 2015-02-15 1.657999 Other Instrument ABS 200000000.00 9999999.73 ABS SLM 04/25/23 0.379 2023-04-25 0.445249 Other Instrument ABS 200000000.00 9999999.67 ABS SLM 04/25/23 0.4180 2023-04-25 0.445249 Other Instrument ABS 200000000.00 9999999.27 ABS SLM 05/16/44 3.478 2044-05-16 3.458000 Other Instrument ABS 200000000.00 9913225.02 ABS SLM 10/25/23 0.692 2023-10-25 0.691999 Other Instrument ABS 200000000.00 9999999.34 ABS WOA 04/15/16 1.910 2016-04-15 1.909999 Other Instrument ABS 200000000.00 9999999.85 Chase Issuance Trust (previously Banc One Issuance Trust) 2018-04-16 5.160000 Other Instrument ABS 200000000.00 9999999.54 CORP 002AD2 2015-02-01 8.500000 Other Instrument CORP 200000000.00 9999999.78 CORP 005BX7 2020-01-15 7.625000 Other Instrument CORP 200000000.00 1909488.39 CORP 008AL1 2014-05-01 3.523000 Other Instrument CORP 200000000.00 83.24 CORP 009AW1 2016-03-15 5.875000 Other Instrument CORP 200000000.00 6143739.83 CORP 010BD2 2017-03-15 5.849999 Other Instrument CORP 200000000.00 3229608.68 CORP 010BG5 2038-05-20 8.625000 Other Instrument CORP 200000000.00 2650694.63 CORP 013AT8 2015-04-15 6.049999 Other Instrument CORP 200000000.00 5025312.30 CORP 020AQ2 G 2022-10-15 8.125000 Other Instrument CORP 200000000.00 2434170.93 CORP 023AX8 2019-06-01 6.000000 Other Instrument CORP 200000000.00 41280.00 CORP 023XC6 2021-06-01 6.250000 Other Instrument CORP 200000000.00 1370364.55 CORP 028AP3 D 2022-08-15 5.750000 Other Instrument CORP 200000000.00 4662655.40 CORP 031AK7 B 2022-03-01 7.875000 Other Instrument CORP 200000000.00 998171.83 CORP 032AQ5 C 2019-01-15 11.750000 Other Instrument CORP 200000000.00 2432011.42 CORP 034AP6 A 2021-04-15 7.500000 Other Instrument CORP 200000000.00 2165906.42 CORP 039AK5 2015-08-01 9.250000 Other Instrument CORP 200000000.00 11770.69 CORP 047AC5 2013-12-15 6.500000 Other Instrument CORP 200000000.00 1029791.59 CORP 047AH1 G 2020-03-15 7.625000 Other Instrument CORP 200000000.00 7339485.98 CORP 052AG3 2018-02-15 9.500000 Other Instrument CORP 200000000.00 1147055.63 CORP 057AG8 H 2020-12-01 6.000000 Other Instrument CORP 200000000.00 1998666.64 CORP 075AF0 D 2019-08-01 7.250000 Other Instrument CORP 200000000.00 840240.03 CORP 079AD0 2020-01-15 7.500000 Other Instrument CORP 200000000.00 1226089.63 CORP 079AG5 B 2021-06-15 7.250000 Other Instrument CORP 200000000.00 3621036.90 CORP 091AD0 E 2022-09-01 7.000000 Other Instrument CORP 200000000.00 48237.50 CORP 152AL4 2020-11-15 6.625000 Other Instrument CORP 200000000.00 5999603.17 CORP 155AL4 B 2022-10-15 6.625000 Other Instrument CORP 200000000.00 5206763.33 CORP 178AB0 2016-01-15 7.625000 Other Instrument CORP 200000000.00 9999999.24 CORP 265AA1 A 2020-10-15 6.125000 Other Instrument CORP 200000000.00 674784.18 CORP 272AE8 2021-04-01 7.125000 Other Instrument CORP 200000000.00 10633.85 CORP 412AC3 2018-08-01 9.750000 Other Instrument CORP 200000000.00 1242656.26 CORP 455AA3 B 2018-02-01 8.250000 Other Instrument CORP 200000000.00 343631.24 CORP 457AC8 2020-06-01 8.750000 Other Instrument CORP 200000000.00 290362.50 CORP 468AF5 G 2022-04-01 9.000000 Other Instrument CORP 200000000.00 109147.50 CORP 534AG4 2019-04-01 7.000000 Other Instrument CORP 200000000.00 1561780.54 CORP 543AA9 2016-06-01 8.000000 Other Instrument CORP 200000000.00 2102666.62 CORP 563AH1 2020-11-01 8.500000 Other Instrument CORP 200000000.00 110731.83 CORP 573AE5 2017-02-15 11.500000 Other Instrument CORP 200000000.00 2260070.05 CORP 621AC6 G 2022-04-15 7.625000 Other Instrument CORP 200000000.00 84161.72 CORP 639AB0 2019-04-15 9.250000 Other Instrument CORP 200000000.00 155954.45 CORP 714AA9 2019-04-01 7.875000 Other Instrument CORP 200000000.00 185357.80 CORP 783AE4 2021-02-01 8.250000 Other Instrument CORP 200000000.00 28194.79 CORP 893AA4 2017-09-01 10.625000 Other Instrument CORP 200000000.00 2684695.16 DELUXE CORP FORMERLY DELUXE CHECK PRINTERS INC T 2014-10-01 5.125000 Other Instrument CORP 200000000.00 20992.98 FIN CORP 2017-12-01 9.375000 Other Instrument CORP 200000000.00 5677.08 FREESCALE SEMICONDUCTOR INC 2018-03-15 10.125000 Other Instrument CORP 200000000.00 380784.91 HUNTSMAN INTL LLC 2020-03-15 8.625000 Other Instrument CORP 200000000.00 3944052.56 INEOS FIN PLC 2015-05-15 9.000000 Other Instrument CORP 200000000.00 2569800.00 INEOS FINANCE PLC 2019-02-15 8.375000 Other Instrument CORP 200000000.00 22928.65 ISTAR FINL INC 2013-10-15 5.950000 Other Instrument CORP 200000000.00 5137187.84 METROPCS WIRELESS INC 2018-09-01 7.875000 Other Instrument CORP 200000000.00 1727612.62 PLAINS EXPL & PROD 2020-11-15 6.500000 Other Instrument CORP 200000000.00 1137548.74 POST HLDS INC 2022-02-15 7.375000 Other Instrument CORP 200000000.00 16372.03 SEARS HLDGS CORP 2018-10-15 6.625000 Other Instrument CORP 200000000.00 45891.56 UNIVISION COMMICATIONS INC 2020-11-01 7.875000 Other Instrument CORP 200000000.00 1422603.86 First Tier Security N/A N/A 2013-01-08 2013-01-08 N N N 200000000.00 200000000.00 0.0037 Y 200057560.00 200057560.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.610000% BRSGA5HS3 0000782124 Other Repurchase Agreement N ABS ALL 05/15/17 1.060 2017-05-15 1.060000 Other Instrument ABS 299250000.00 14962499.93 ABS AMC 07/06/17 3.510 2017-07-06 3.509999 Other Instrument ABS 299250000.00 2824717.57 ABS BAC 09/10/47 5.390 2047-09-10 5.389999 Other Instrument ABS 299250000.00 5759439.80 ABS BAY 05/28/44 0.946 2044-05-28 0.629000 Other Instrument ABS 299250000.00 30287.50 ABS BSC 09/15/42 4.871 2042-09-15 4.871000 Other Instrument ABS 299250000.00 14962499.21 ABS CCC 03/10/17 4.850 2017-03-10 4.849999 Other Instrument ABS 299250000.00 14962499.85 ABS CCC 06/20/17 4.550 2017-06-20 4.549999 Other Instrument ABS 299250000.00 8089181.50 ABS CCC 12/12/16 4.900 2016-12-12 4.900000 Other Instrument ABS 299250000.00 2780384.72 ABS CED 03/28/17 0.293 2017-03-28 0.372250 Other Instrument ABS 299250000.00 2101.60 ABS CIT 12/10/15 4.75 2015-12-10 4.750000 Other Instrument ABS 299250000.00 234893.25 ABS CNP 08/01/19 5.170 2019-08-01 5.169999 Other Instrument ABS 299250000.00 2472325.34 ABS CNP 10/15/21 2.160 2021-10-15 2.160600 Other Instrument ABS 299250000.00 315178.73 ABS CNP 11/25/21 4.345 2021-11-25 4.243000 Other Instrument ABS 299250000.00 601406.22 ABS COM 06/17/19 0.277 2019-06-17 0.297999 Other Instrument ABS 299250000.00 995383.14 ABS CSM 08/15/16 6.004 2016-08-15 5.952060 Other Instrument ABS 299250000.00 285689.85 ABS CWL 07/25/34 1.350 2034-07-25 0.707500 Other Instrument ABS 299250000.00 208019.78 ABS FOR 11/15/17 0.790 2017-11-15 0.790000 Other Instrument ABS 299250000.00 8040569.31 ABS GCO 05/25/25 0.4480 2025-05-25 0.556849 Other Instrument ABS 299250000.00 14962499.21 ABS PFS 02/15/15 0.228 2015-02-15 1.657999 Other Instrument ABS 299250000.00 14962499.13 ABS RSB 06/28/19 5.820 2019-06-28 5.820000 Other Instrument ABS 299250000.00 4682816.92 ABS SLC 01/15/19 5.480 2019-01-15 0.460249 Other Instrument ABS 299250000.00 397038.55 ABS SLC 06/15/20 2.829 2020-06-15 0.398749 Other Instrument ABS 299250000.00 7357.43 ABS SLM 04/15/39 0.900 2039-04-15 0.00 Other Instrument ABS 299250000.00 4507699.97 ABS SLM 04/25/23 0.379 2023-04-25 0.445249 Other Instrument ABS 299250000.00 14962499.71 ABS SLM 04/25/23 0.4180 2023-04-25 0.445249 Other Instrument ABS 299250000.00 14962499.52 ABS SLM 05/16/44 3.478 2044-05-16 3.458000 Other Instrument ABS 299250000.00 14962499.67 ABS SLM 07/27/20 0.818 2020-07-27 0.715250 Other Instrument ABS 299250000.00 1296843.09 ABS SLM 10/25/23 0.692 2023-10-25 0.691999 Other Instrument ABS 299250000.00 14962499.06 ABS SLT 03/15/19 2019-03-15 0.588750 Other Instrument ABS 299250000.00 82462.19 ABS WBC 06/15/35 3.989 2035-06-15 3.988999 Other Instrument ABS 299250000.00 6672698.16 ABS WOA 04/15/16 1.910 2016-04-15 1.909999 Other Instrument ABS 299250000.00 14962499.72 ADS TACTICAL INC 2018-04-01 11.000000 Other Instrument CORP 299250000.00 757395.83 AK STL CORP 2020-05-15 7.625000 Other Instrument CORP 299250000.00 1758373.97 AK STL CORP 2022-04-01 8.375000 Other Instrument CORP 299250000.00 527402.09 AMERICAN AXLE & MFG INC 2017-03-01 7.875000 Other Instrument CORP 299250000.00 263617.19 ARAMARK CORP 2015-02-01 3.773250 Other Instrument CORP 299250000.00 549086.15 ARVINMERITOR INC 2018-03-15 10.625000 Other Instrument CORP 299250000.00 14831.98 ATLAS PIPELINE PARTNERS L P ATLAS PIPELINE FIN C 2018-06-15 8.750000 Other Instrument CORP 299250000.00 577061.76 CEDAR FAIR CNANDA 2018-08-01 9.125000 Other Instrument CORP 299250000.00 79328.23 CEQUEL COMMUNICATIONS HLDGS I LLC / CEQUEL CAP C 2017-11-15 8.625000 Other Instrument CORP 299250000.00 53748.96 Chase Issuance Trust (previously Banc One Issuance Trust) 2018-04-16 5.160000 Other Instrument ABS 299250000.00 14962499.62 CITIBANK CR CARD ISSUANCE TR 2018-03-15 5.299999 Other Instrument ABS 299250000.00 3804342.07 Citibank Credit Card Issuance Trust 2019-09-20 5.650000 Other Instrument ABS 299250000.00 924198.56 CKE RESTAURANTS INC 2018-07-15 11.375000 Other Instrument CORP 299250000.00 378323.53 COMSTOCK RESOURCES INC COMSTOCK RES INC 2017-10-15 8.375000 Other Instrument CORP 299250000.00 1051864.50 CORP 005AY7 2016-04-01 6.875000 Other Instrument CORP 299250000.00 138207.27 CORP 00AU5 2018-04-15 8.375000 Other Instrument CORP 299250000.00 10961.67 CORP 010AZ4 2019-06-15 7.250000 Other Instrument CORP 299250000.00 1308159.61 CORP 012AP9 2015-12-01 7.875000 Other Instrument CORP 299250000.00 2714898.57 CORP 016BE0 2014-02-15 8.500000 Other Instrument CORP 299250000.00 1012638.86 CORP 016BF7 2020-09-15 7.500000 Other Instrument CORP 299250000.00 4321936.46 CORP 016BH3 2020-07-01 9.000000 Other Instrument CORP 299250000.00 25575.00 CORP 020AS8 D 2020-08-15 7.000000 Other Instrument CORP 299250000.00 1938930.01 CORP 021AV3 B 2021-01-15 6.375000 Other Instrument CORP 299250000.00 4118999.96 CORP 022AR2 2015-07-15 6.625000 Other Instrument CORP 299250000.00 32620.31 CORP 024AQ0 D 2020-10-15 5.500000 Other Instrument CORP 299250000.00 205874.99 CORP 025AP4 C 2022-04-01 7.750000 Other Instrument CORP 299250000.00 38072.47 CORP 027AN9 2020-02-15 8.000000 Other Instrument CORP 299250000.00 257457.24 CORP 032AQ5 C 2019-01-15 11.750000 Other Instrument CORP 299250000.00 14962499.53 CORP 038AM5 2018-02-15 7.625000 Other Instrument CORP 299250000.00 228364.83 CORP 051AM9 C 2019-03-15 9.000000 Other Instrument CORP 299250000.00 257879.99 CORP 052AC5 2015-09-15 8.125000 Other Instrument CORP 299250000.00 80769.53 CORP 057AG8 2018-03-15 8.750000 Other Instrument CORP 299250000.00 27612.85 CORP 059AD7 2014-05-01 4.273250 Other Instrument CORP 299250000.00 1115219.59 CORP 062AH3 E 2022-10-01 6.125000 Other Instrument CORP 299250000.00 2096333.27 CORP 062AH3 H 2019-06-15 9.875000 Other Instrument CORP 299250000.00 65485.47 CORP 065AF7 H 2020-08-01 6.500000 Other Instrument CORP 299250000.00 47935.00 CORP 074AE4 2019-07-15 10.500000 Other Instrument CORP 299250000.00 62033.12 CORP 079AD0 2020-01-15 7.500000 Other Instrument CORP 299250000.00 188629.17 CORP 081AE0 F 2019-06-15 7.000000 Other Instrument CORP 299250000.00 89296.01 CORP 083AE8 D 2023-01-15 6.875000 Other Instrument CORP 299250000.00 266624.65 CORP 089AD1 F 2022-11-15 7.625000 Other Instrument CORP 299250000.00 525774.56 CORP 091AD0 A 2021-11-01 6.500000 Other Instrument CORP 299250000.00 52680.56 CORP 120AA4 A 2017-12-15 9.000000 Other Instrument CORP 299250000.00 220346.26 CORP 127AA7 A 2020-02-15 8.500000 Other Instrument CORP 299250000.00 4308864.11 CORP 127AQ3 B 2020-07-15 7.125000 Other Instrument CORP 299250000.00 1135181.27 CORP 131AF8 2023-04-01 6.375000 Other Instrument CORP 299250000.00 1327679.10 CORP 132AE5 B 2019-04-01 7.250000 Other Instrument CORP 299250000.00 188356.14 CORP 154AL4 F 2019-11-15 8.000000 Other Instrument CORP 299250000.00 243299.99 CORP 162AB9 D 2019-06-01 8.250000 Other Instrument CORP 299250000.00 344202.08 CORP 162AK1 D 2020-10-15 7.250000 Other Instrument CORP 299250000.00 628776.19 CORP 248AA2 2016-12-15 8.500000 Other Instrument CORP 299250000.00 105754.16 CORP 262AA7 2016-04-15 10.750000 Other Instrument CORP 299250000.00 88479.69 CORP 263BH6 2016-06-01 6.750000 Other Instrument CORP 299250000.00 3881058.60 CORP 267AC3 2019-07-15 9.250000 Other Instrument CORP 299250000.00 1184224.41 CORP 272AA2 2018-05-01 9.500000 Other Instrument CORP 299250000.00 124550.00 CORP 280AA0 L 2021-06-15 7.625000 Other Instrument CORP 299250000.00 376719.71 CORP 282AA0 H 2020-10-01 7.250000 Other Instrument CORP 299250000.00 275795.00 CORP 297AC0 H 2019-06-15 8.500000 Other Instrument CORP 299250000.00 54140.97 CORP 314BB2 2019-06-01 6.750000 Other Instrument CORP 299250000.00 2031521.46 CORP 324AA2 2017-12-15 11.500000 Other Instrument CORP 299250000.00 2304573.68 CORP 404AB7 2021-05-15 7.750000 Other Instrument CORP 299250000.00 52175.00 CORP 42RAB5 2021-09-01 8.250000 Other Instrument CORP 299250000.00 102190.32 CORP 477AA7 2018-03-15 8.250000 Other Instrument CORP 299250000.00 461165.83 CORP 538AF6 2020-09-01 7.000000 Other Instrument CORP 299250000.00 2246022.19 CORP 593AR9 2018-11-01 7.750000 Other Instrument CORP 299250000.00 33300.42 CORP 623AH7 2018-10-01 9.000000 Other Instrument CORP 299250000.00 150930.00 CORP 673AM8 2020-12-15 8.750000 Other Instrument CORP 299250000.00 59965.45 CORP 693AA1 2017-04-15 8.875000 Other Instrument CORP 299250000.00 297601.57 CORP 707AA5 2020-06-01 8.375000 Other Instrument CORP 299250000.00 100749.81 CORP 723AN9 2020-05-15 8.750000 Other Instrument CORP 299250000.00 3337812.42 CORP 743AJ3 A 2020-06-15 9.500000 Other Instrument CORP 299250000.00 110868.06 CORP 753AC2 U 2022-10-15 6.250000 Other Instrument CORP 299250000.00 36317.36 CORP 753AN0 2018-05-01 8.500000 Other Instrument CORP 299250000.00 443661.12 CORP 870AL3 2020-01-15 8.750000 Other Instrument CORP 299250000.00 960551.62 CORP 932AB3 2019-06-15 8.000000 Other Instrument CORP 299250000.00 189795.56 CORP 965AA6 F 2020-10-15 5.875000 Other Instrument CORP 299250000.00 15520.21 DAVITA INC 2020-11-01 6.625000 Other Instrument CORP 299250000.00 507627.36 DYNCORP INTL 2017-07-01 10.375000 Other Instrument CORP 299250000.00 84406.80 EARTHLINK INC 2019-05-15 8.875000 Other Instrument CORP 299250000.00 829841.34 EXIDE TECHNOLOGIES FORMERLY EXIDE CORP TO 05/15/ 2018-02-01 8.625000 Other Instrument CORP 299250000.00 172317.17 GENON ESCROW CORP 2018-10-15 9.500000 Other Instrument CORP 299250000.00 17441.67 HARRAHS OPER INC 2017-06-01 11.250000 Other Instrument CORP 299250000.00 29436.87 INTELSAT JACKSON HOLDINGS 2020-10-15 7.250000 Other Instrument CORP 299250000.00 42006.25 ISLE OF CAPRI CASINOS INC 2019-03-15 7.750000 Other Instrument CORP 299250000.00 595577.45 JAGUAR HOLDING CO II 2019-12-01 9.500000 Other Instrument CORP 299250000.00 459886.62 KeyCorp Student Loan Trust 2032-10-25 0.341250 Other Instrument ABS 299250000.00 843619.79 LIZ CLAIBORNE INC 2019-04-15 10.500000 Other Instrument CORP 299250000.00 5053312.36 MEDASSETS INC 2018-11-15 8.000000 Other Instrument CORP 299250000.00 1086722.25 MGM GRAND,INC 2016-06-01 7.500000 Other Instrument CORP 299250000.00 4831784.92 MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 2014-02-27 5.875000 Other Instrument CORP 299250000.00 9964.81 MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 2022-03-15 7.750000 Other Instrument CORP 299250000.00 3151828.34 NAVIOS MARITIME CORP 2017-11-01 8.625000 Other Instrument CORP 299250000.00 6871576.86 NII CAP CORP 2019-12-15 8.875000 Other Instrument CORP 299250000.00 143183.34 NOVELIS INC 2017-12-15 8.375000 Other Instrument CORP 299250000.00 779875.68 OFFSHORE GROUP INVESTMENT LTD 2015-08-01 11.500000 Other Instrument CORP 299250000.00 305966.67 REGAL CINEMAS CORP 2019-07-15 8.625000 Other Instrument CORP 299250000.00 1067702.31 REGAL ENTERTAINMENT GRP CLASS A 2018-08-15 9.125000 Other Instrument CORP 299250000.00 549922.62 SAMSON INVT CO 2020-02-15 9.750000 Other Instrument CORP 299250000.00 870266.63 SANDRIDGE ENERGY INC 2021-03-15 7.500000 Other Instrument CORP 299250000.00 789487.91 SINCLAIR TELEVISION GROUP INC 2018-10-15 8.375000 Other Instrument CORP 299250000.00 365914.09 STANDARD PAC CORP NEW 2021-01-15 8.375000 Other Instrument CORP 299250000.00 22911.67 THE HERTZ CORP 2021-01-15 7.375000 Other Instrument CORP 299250000.00 77186.18 TRANSDIGM INC 2018-12-15 7.750000 Other Instrument CORP 299250000.00 1415087.07 First Tier Security N/A N/A 2013-02-19 2013-02-19 N N N 299250000.00 299250000.00 0.0055 Y 299454746.85 299454746.85 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.330000% BRSGDEGH6 0000782124 Other Repurchase Agreement N ANHEUSHER BUSCH INBEV WORLDWIDE INC 2020-04-15 5.000000 Other Instrument CORP 99000000.00 4949998.94 BANK ONE CORP MERGED INTO J P MORGAN CHASE & CO 2013-01-30 5.250000 Other Instrument CORP 99000000.00 95322.22 BANK ONE CORP MERGED INTO J P MORGAN CHASE & CO 2015-04-30 4.900000 Other Instrument CORP 99000000.00 145904.40 BEAR STEARNS COS INC 2017-01-22 5.549999 Other Instrument CORP 99000000.00 132305.59 CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK 2012-12-17 1.899999 Other Note 99000000.00 1170965.13 CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK 2014-05-20 1.375000 Other Note 99000000.00 634976.63 CORP 000BN9 2012-12-24 0.00 Other Instrument CORP 99000000.00 4949999.40 CORP 000GT5 2015-05-03 3.299999 Other Instrument CORP 99000000.00 4949999.29 CORP 000JE1 2022-09-23 3.250000 Other Instrument CORP 99000000.00 4949999.22 CORP 001AK7 2027-04-29 8.000000 Other Instrument CORP 99000000.00 654450.63 CORP 001CY4 2015-09-01 4.891000 Other Instrument CORP 99000000.00 1132418.62 CORP 002GN4 2017-06-27 6.125000 Other Instrument CORP 99000000.00 105204.99 CORP 008BD6 A 2022-07-16 3.125000 Other Instrument CORP 99000000.00 4949999.46 CORP 009BC5 2017-02-15 1.600000 Other Instrument CORP 99000000.00 4949999.42 CORP 009BJ2 2022-11-01 2.450000 Other Instrument CORP 99000000.00 4803878.78 CORP 061AG3 P 2022-11-01 2.700000 Other Instrument CORP 99000000.00 2403384.23 CORP 383GM0 2041-02-01 6.250000 Other Instrument CORP 99000000.00 4949999.56 CORP 925AA8 2016-09-01 4.403999 Other Instrument CORP 99000000.00 4949999.92 DEERE JOHN CAP CORP MEDIUM TERM 2013-04-03 4.500000 Other Instrument CORP 99000000.00 4949999.10 GOLDMAN SACHS GROUP INC 2013-07-15 4.750000 Other Instrument CORP 99000000.00 4949999.44 GOLDMAN SACHS GROUP INC 2013-10-15 5.250000 Other Instrument CORP 99000000.00 4949999.24 GOLDMAN SACHS GROUP INC 2018-01-18 5.950000 Other Instrument CORP 99000000.00 4949999.28 GOLDMAN SACHS GROUP INC FOR FUTURE EQUITY USE 38 2014-10-01 5.000000 Other Instrument CORP 99000000.00 4949999.79 JPMORGAN CHASE & CO 2013-01-02 5.750000 Other Instrument CORP 99000000.00 93470.54 JPMORGAN CHASE & CO 2014-03-15 4.875000 Other Instrument CORP 99000000.00 3927227.17 JPMORGAN CHASE & CO 2014-09-15 5.125000 Other Instrument CORP 99000000.00 4949999.14 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2022-01-15 2.625000 Other Note 99000000.00 926733.00 MTN CAR 11/15/13 5.0 2013-11-15 5.000000 Other Note 99000000.00 15622.40 MTN CAT 02/15/19 7.150 2019-02-15 7.150000 Other Note 99000000.00 12080.83 MTN CAT 02/22/13 0.419 2013-02-22 0.471499 Other Note 99000000.00 600378.01 MTN CAT 04/01/16 2.650 2016-04-01 2.649999 Other Note 99000000.00 1140076.44 MTN CAT 04/05/13 2.000 2013-04-05 2.000000 Other Note 99000000.00 70604.10 MTN CAT 12/11/13 0.829 2013-12-11 0.707749 Other Note 99000000.00 703293.13 MTN JPM 10/15/15 0.988 2015-10-15 0.988357 Other Note 99000000.00 4949999.50 MTN JPM 10/15/15 1.100 2015-10-15 1.100000 Other Note 99000000.00 4949999.78 MTN MCD 02/01/19 5.000 2019-02-01 5.000000 Other Note 99000000.00 125330.22 MTN MCD 02/15/42 3.700 2042-02-15 3.700000 Other Note 99000000.00 1032526.98 MTN MCD 05/20/21 3.625 2021-05-20 3.625000 Other Note 99000000.00 51018.16 MTN MCD 05/29/15 0.750 2015-05-29 0.750000 Other Note 99000000.00 312263.26 MTN NEI 03/06/13 4.125 2013-03-06 4.125000 Other Note 99000000.00 56065.07 MTN TRA 12/15/17 5.750 2017-12-15 5.750000 Other Note 99000000.00 110089.78 MTN WAL 02/15/17 1.125 2017-02-15 1.125000 Other Note 99000000.00 292196.03 MTN WAL 06/01/21 3.750 2021-06-01 3.750000 Other Note 99000000.00 1023600.52 MTN WAL 06/20/14 6.20 2014-06-20 6.200000 Other Note 99000000.00 11169.96 VERIZON WIRELESS CAP LLC 2018-11-15 8.500000 Other Instrument CORP 99000000.00 4949998.98 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 99000000.00 99000000.00 0.0018 N 99000000.00 99000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES L 0.580000% BRSGDEGJ2 0000782124 Other Repurchase Agreement N ALLY FINL INC 2017-12-01 6.250000 Other Instrument CORP 35000000.00 1749998.93 CORP 000AN1 2013-02-15 6.250000 Other Instrument CORP 35000000.00 20564.58 CORP 000AT8 2017-01-15 6.125000 Other Instrument CORP 35000000.00 1749999.90 CORP 002BX1 2016-06-12 9.750000 Other Instrument CORP 35000000.00 1240677.91 CORP 004BR2 2019-05-15 7.625000 Other Instrument CORP 35000000.00 1749998.97 CORP 013BJ9 2017-11-15 11.125000 Other Instrument CORP 35000000.00 606587.85 CORP 015AH2 2017-10-01 7.500000 Other Instrument CORP 35000000.00 204265.83 CORP 023AJ5 2015-08-15 8.375000 Other Instrument CORP 35000000.00 423506.79 CORP 024AR4 2022-10-01 5.375000 Other Instrument CORP 35000000.00 271569.07 CORP 025AJ8 2018-05-01 7.250000 Other Instrument CORP 35000000.00 1224107.45 CORP 029AK5 2019-05-15 8.000000 Other Instrument CORP 35000000.00 1481721.78 CORP 034AP6 C 2019-03-15 7.000000 Other Instrument CORP 35000000.00 759872.47 CORP 037AJ4 B 2019-02-15 7.875000 Other Instrument CORP 35000000.00 1749999.44 CORP 038AJ5 2022-01-15 7.250000 Other Instrument CORP 35000000.00 1749999.71 CORP 040AB3 2027-03-15 7.625000 Other Instrument CORP 35000000.00 1749999.07 CORP 044AH8 I 2017-07-15 4.625000 Other Instrument CORP 35000000.00 1561892.16 CORP 072AE8 2017-06-15 11.625000 Other Instrument CORP 35000000.00 123412.34 CORP 082AE8 2014-11-01 11.250000 Other Instrument CORP 35000000.00 607882.85 CORP 095AC3 2014-05-01 11.625000 Other Instrument CORP 35000000.00 1749999.00 CORP 203AF6 2020-04-01 8.250000 Other Instrument CORP 35000000.00 1133826.24 CORP 240AA8 2017-11-01 9.250000 Other Instrument CORP 35000000.00 1749999.19 CORP 247AC3 2021-08-15 6.375000 Other Instrument CORP 35000000.00 29074.23 CORP 278AA2 2018-03-01 7.750000 Other Instrument CORP 35000000.00 72447.35 CORP 483AA6 2019-03-15 6.875000 Other Instrument CORP 35000000.00 267901.75 CORP 553AD2 2020-03-15 9.000000 Other Instrument CORP 35000000.00 107445.00 CORP 935AB2 G 2018-03-15 6.875000 Other Instrument CORP 35000000.00 365978.14 COVANTA HLDG 2022-10-01 6.375000 Other Instrument CORP 35000000.00 32895.69 DISH DBS CORP 2019-09-01 7.875000 Other Instrument CORP 35000000.00 81272.75 DISH DBS CORP 2021-06-01 6.750000 Other Instrument CORP 35000000.00 113731.24 DONNELLEY & SONS CO R R 2014-04-01 4.950000 Other Instrument CORP 35000000.00 1749999.69 ECHOSTAR DBS CORP 2016-02-01 7.125000 Other Instrument CORP 35000000.00 22871.04 EQUINIX INC 2018-03-01 8.125000 Other Instrument CORP 35000000.00 1155463.67 MIRANT AMERICAS GENERATION LLC FORMERLY MIRANT A 2021-10-01 8.500000 Other Instrument CORP 35000000.00 893144.51 NCL CORP LTD 2016-11-15 11.750000 Other Instrument CORP 35000000.00 902234.19 NGPLIPECO LLC 2017-12-15 7.118999 Other Instrument CORP 35000000.00 1749999.10 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 7.750000 Other Instrument CORP 35000000.00 1286916.82 NRG ENERGY INC 2018-01-15 7.625000 Other Instrument CORP 35000000.00 33071.15 NRG ENERGY INC 2020-09-01 8.250000 Other Instrument CORP 35000000.00 33438.75 OWENS-BROCKWAY GLASS CONTAINER INC 2016-05-15 7.375000 Other Instrument CORP 35000000.00 51232.66 R.R. DONNELLEY & SONS COMPANY 2018-05-15 7.250000 Other Instrument CORP 35000000.00 1749999.13 RANGE RES CORP 2020-08-01 6.750000 Other Instrument CORP 35000000.00 1749999.75 UNITED STATES STEEL CORP+ 2020-04-01 7.375000 Other Instrument CORP 35000000.00 1276628.76 VULCAN MATERIALS CO 2017-11-30 6.400000 Other Instrument CORP 35000000.00 67202.67 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 35000000.00 35000000.00 0.0006 N 35000000.00 35000000.00 JPMORGAN CHASE BANK NA JPMORGAN CHASE BANK NA RegS 0.390000% 48125LEQ1 Other Note N First Tier Security N/A N/A 2013-01-18 2013-05-17 N N N 402200000.00 402200000.00 0.0074 N 402150127.20 402150127.20 KELLS FUNDING LLC KELLS FUNDING LLC 0.330000% 48802QBK6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-29 2013-05-29 N N N 250000000.00 249594375.00 0.0046 N 249562500.00 249562500.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.330000% 48802QBN0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-05-28 2013-05-28 N N N 250000000.00 249596666.00 0.0046 N 249566175.00 249566175.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.500000% 48802WQM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-07 2013-02-07 N N N 100000000.00 99908333.00 0.0018 N 99961860.00 99961860.00 LONG ISLAND POWER AUTHORITY LONG ISLAND PWR AUTH N Y ELEC 0.140000% 542690Z21 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y TD BANK NA N/A N/A Y TD BANK NA N/A N/A N 49000000.00 49000000.00 0.0009 N 49000000.00 49000000.00 MARYLAND HEALTH AND HIGHER EDUCATIONAL FACILITIES AUTHORITY MARYLAND ST HEALTH & HIGHER EDL FA 0.140000% 5742172Q7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y Johns Hopkins University N/A N/A Y Johns Hopkins University N/A N/A N 51700000.00 51700000.00 0.0010 N 51700000.00 51700000.00 MASSACHUSETTS ST HEALTH & EDL FACS AUTH MASSACHUSETTS ST HEALTH & EDL 0.160000% 57585K3M8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A Y PARTNERS HEALTHCARE SYSTEM INC N/A N/A N 33800000.00 33800000.00 0.0006 N 33800000.00 33800000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, F 0.230000% BRSGDEJ00 0000728612 Government Agency Repurchase Agreement Y Fannie Mae REMIC Trust 2034-10-25 6.538999 Government Agency Debt 1000000000.00 3751532.27 Fannie Mae REMIC Trust 2036-03-25 6.368999 Government Agency Debt 1000000000.00 3335044.94 Fannie Mae REMIC Trust 2036-03-25 6.368999 Government Agency Debt 1000000000.00 2835047.87 Fannie Mae REMIC Trust 2036-06-25 6.389300 Government Agency Debt 1000000000.00 2392632.53 Fannie Mae REMIC Trust 2037-01-25 6.488999 Government Agency Debt 1000000000.00 4321104.83 Fannie Mae REMIC Trust 2037-02-25 6.538999 Government Agency Debt 1000000000.00 2925310.01 Fannie Mae REMIC Trust 2037-03-25 5.839299 Government Agency Debt 1000000000.00 2680042.75 Fannie Mae REMIC Trust 2037-04-25 6.549299 Government Agency Debt 1000000000.00 10630867.24 Fannie Mae REMIC Trust 2037-05-25 6.538999 Government Agency Debt 1000000000.00 5606307.74 Fannie Mae REMIC Trust 2037-07-25 6.319000 Government Agency Debt 1000000000.00 2765355.52 Fannie Mae REMIC Trust 2037-08-25 6.339000 Government Agency Debt 1000000000.00 3118771.01 Fannie Mae REMIC Trust 2038-03-25 6.069000 Government Agency Debt 1000000000.00 2542878.21 Fannie Mae REMIC Trust 2038-05-25 6.748999 Government Agency Debt 1000000000.00 3490850.07 Fannie Mae REMIC Trust 2038-06-25 6.389000 Government Agency Debt 1000000000.00 12817136.17 Fannie Mae REMIC Trust 2038-07-25 5.839000 Government Agency Debt 1000000000.00 2533462.81 Fannie Mae REMIC Trust 2038-08-25 5.822499 Government Agency Debt 1000000000.00 4762086.92 Fannie Mae REMIC Trust 2038-08-25 5.822499 Government Agency Debt 1000000000.00 3291094.53 Fannie Mae REMIC Trust 2038-11-25 5.839299 Government Agency Debt 1000000000.00 4999428.96 Fannie Mae REMIC Trust 2039-02-25 4.789299 Government Agency Debt 1000000000.00 6310698.78 Fannie Mae REMIC Trust 2039-11-25 5.939000 Government Agency Debt 1000000000.00 4320729.86 Fannie Mae REMIC Trust 2039-11-25 6.092500 Government Agency Debt 1000000000.00 6401241.44 Fannie Mae REMIC Trust 2039-12-25 5.788999 Government Agency Debt 1000000000.00 4449948.12 Fannie Mae REMIC Trust 2040-01-25 6.039299 Government Agency Debt 1000000000.00 5542852.16 Fannie Mae REMIC Trust 2040-02-25 6.019000 Government Agency Debt 1000000000.00 3201817.55 Fannie Mae REMIC Trust 2040-05-25 5.539299 Government Agency Debt 1000000000.00 4675892.75 Fannie Mae REMIC Trust 2040-06-25 6.288999 Government Agency Debt 1000000000.00 11313553.08 Fannie Mae REMIC Trust 2040-09-25 6.418999 Government Agency Debt 1000000000.00 4455096.09 Fannie Mae REMIC Trust 2040-10-25 5.769000 Government Agency Debt 1000000000.00 10522288.66 Fannie Mae REMIC Trust 2040-10-25 5.789299 Government Agency Debt 1000000000.00 8039128.13 Fannie Mae REMIC Trust 2040-12-25 5.809000 Government Agency Debt 1000000000.00 4727130.96 Fannie Mae REMIC Trust 2040-12-25 5.839000 Government Agency Debt 1000000000.00 4433352.43 Fannie Mae REMIC Trust 2041-01-25 6.319000 Government Agency Debt 1000000000.00 11851661.58 Fannie Mae REMIC Trust 2041-08-25 6.339000 Government Agency Debt 1000000000.00 11419432.88 Fannie Mae REMIC Trust 2041-09-25 5.742499 Government Agency Debt 1000000000.00 11985915.34 Fannie Mae REMIC Trust 2042-01-25 6.339299 Government Agency Debt 1000000000.00 8364797.87 Fannie Mae REMIC Trust 2042-03-25 5.692499 Government Agency Debt 1000000000.00 4078861.27 Fannie Mae REMIC Trust 2042-03-25 5.738999 Government Agency Debt 1000000000.00 10571772.21 Fannie Mae REMIC Trust 2042-03-25 6.288999 Government Agency Debt 1000000000.00 4111703.40 FEDERAL HOME LN MTG CORP 2032-07-15 5.892000 Government Agency Debt 1000000000.00 2382970.73 FEDERAL HOME LN MTG CORP 2036-05-15 6.341999 Government Agency Debt 1000000000.00 5243098.28 FEDERAL HOME LN MTG CORP 2039-04-15 5.836000 Government Agency Debt 1000000000.00 11610106.97 FEDERAL HOME LN MTG CORP 2039-07-15 5.886000 Government Agency Debt 1000000000.00 14243265.68 FEDERAL HOME LN MTG CORP 2039-08-15 5.935999 Government Agency Debt 1000000000.00 2568831.61 FEDERAL HOME LN MTG CORP 2041-11-15 6.386000 Government Agency Debt 1000000000.00 8721130.12 FEDERAL HOME LN MTG CORP 2042-06-15 5.785999 Government Agency Debt 1000000000.00 8850968.20 FEDERAL HOME LN MTG CORP 2042-07-15 5.892000 Government Agency Debt 1000000000.00 14676520.92 FEDERAL HOME LN MTG CORP 2042-08-15 5.836000 Government Agency Debt 1000000000.00 10009644.46 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-04-15 6.242000 Government Agency Debt 1000000000.00 3768227.95 FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 5.860000 Government Agency Debt 1000000000.00 13960433.83 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-05-15 6.336000 Government Agency Debt 1000000000.00 2228529.70 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-08-15 6.235999 Government Agency Debt 1000000000.00 2601443.62 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-10-15 6.405999 Government Agency Debt 1000000000.00 2807842.97 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-11-15 6.435999 Government Agency Debt 1000000000.00 4373018.80 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-03-15 6.266000 Government Agency Debt 1000000000.00 2181121.71 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-04-15 6.535999 Government Agency Debt 1000000000.00 6122371.61 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-10-15 6.185999 Government Agency Debt 1000000000.00 7154740.34 FEDERAL HOME LOAN MORTGAGE CORPORATION 2037-11-15 6.386000 Government Agency Debt 1000000000.00 5260232.54 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-02-15 6.072000 Government Agency Debt 1000000000.00 4355750.83 FEDERAL HOME LOAN MORTGAGE CORPORATION 2038-06-15 5.905999 Government Agency Debt 1000000000.00 5648234.76 FEDERAL HOME LOAN MORTGAGE CORPORATION 2039-05-15 5.785999 Government Agency Debt 1000000000.00 2757700.30 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-01-15 6.386000 Government Agency Debt 1000000000.00 7094750.89 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-02-15 6.336000 Government Agency Debt 1000000000.00 3538869.33 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-04-15 6.336000 Government Agency Debt 1000000000.00 3385005.24 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-05-15 6.336000 Government Agency Debt 1000000000.00 7846085.21 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-08-15 4.285999 Government Agency Debt 1000000000.00 5925019.50 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-09-15 5.785999 Government Agency Debt 1000000000.00 5813270.42 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-10-15 5.836000 Government Agency Debt 1000000000.00 12553679.22 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-11-15 5.815999 Government Agency Debt 1000000000.00 9855283.05 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-11-15 6.285999 Government Agency Debt 1000000000.00 10675622.38 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-12-15 6.242000 Government Agency Debt 1000000000.00 7518700.38 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-09-15 5.685999 Government Agency Debt 1000000000.00 6244984.46 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-09-15 5.785999 Government Agency Debt 1000000000.00 5549392.01 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-09-15 6.285999 Government Agency Debt 1000000000.00 14285860.02 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-11-15 5.785999 Government Agency Debt 1000000000.00 11500245.50 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-11-15 6.285999 Government Agency Debt 1000000000.00 4191327.86 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-02-15 5.735999 Government Agency Debt 1000000000.00 2474944.64 FEDERAL HOME LOAN MORTGAGE CORPORATION 2042-06-15 6.346000 Government Agency Debt 1000000000.00 6959198.86 FEDERAL NATL MTG ASSN GTD 2039-04-25 5.889000 Government Agency Debt 1000000000.00 10748019.72 FEDERAL NATL MTG ASSN GTD 2039-06-25 5.839000 Government Agency Debt 1000000000.00 11770730.95 FEDERAL NATL MTG ASSN GTD 2039-08-25 5.889300 Government Agency Debt 1000000000.00 11860923.42 FEDERAL NATL MTG ASSN GTD 2040-02-25 5.889000 Government Agency Debt 1000000000.00 6901300.42 FEDERAL NATL MTG ASSN GTD 2041-10-25 5.789299 Government Agency Debt 1000000000.00 14181409.45 FEDERAL NATL MTG ASSN GTD 2041-12-25 6.312500 Government Agency Debt 1000000000.00 10150595.43 FEDERAL NATL MTG ASSN GTD 2042-04-25 6.288999 Government Agency Debt 1000000000.00 5381543.57 FEDERAL NATL MTG ASSN GTD 2042-04-25 6.288999 Government Agency Debt 1000000000.00 3699995.43 FEDERAL NATL MTG ASSN GTD 2042-04-25 6.439000 Government Agency Debt 1000000000.00 3953810.47 FEDERAL NATL MTG ASSN GTD 2042-09-25 5.839000 Government Agency Debt 1000000000.00 15099754.19 FEDERAL NATL MTG ASSN GTD 2042-09-25 5.839000 Government Agency Debt 1000000000.00 2596558.39 FEDERAL NATL MTG ASSN GTD 2042-10-25 5.839299 Government Agency Debt 1000000000.00 10910140.59 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-04-25 5.839299 Government Agency Debt 1000000000.00 7535357.18 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-04-25 5.942499 Government Agency Debt 1000000000.00 12263144.37 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2040-07-25 5.992499 Government Agency Debt 1000000000.00 15485475.35 FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2042-11-25 5.942499 Government Agency Debt 1000000000.00 11245670.42 FGRA 4084ST 07/15/42 2042-07-15 5.836000 Government Agency Debt 1000000000.00 6535314.04 FNRA CL050SA R11F050 2041-06-25 6.342500 Government Agency Debt 1000000000.00 5687223.92 FREDDIE MAC 2035-06-15 6.485999 Government Agency Debt 1000000000.00 2377801.11 Freddie Mac Giant Ioette Strips 2042-08-15 5.785999 Government Agency Debt 1000000000.00 8067164.59 Freddie Mac Giant Ioette Strips 2042-09-15 5.836000 Government Agency Debt 1000000000.00 13243888.64 Ginnie Mae Remic Trust 2025-06-20 6.592500 Government Agency Debt 1000000000.00 2479314.56 Ginnie Mae Remic Trust 2034-09-20 6.488999 Government Agency Debt 1000000000.00 2961986.32 Ginnie Mae Remic Trust 2034-11-20 5.889000 Government Agency Debt 1000000000.00 2165835.37 Ginnie Mae Remic Trust 2034-12-20 6.092500 Government Agency Debt 1000000000.00 3037598.38 Ginnie Mae Remic Trust 2035-05-20 5.992499 Government Agency Debt 1000000000.00 3132949.57 Ginnie Mae Remic Trust 2035-08-20 4.586000 Government Agency Debt 1000000000.00 9647884.18 Ginnie Mae Remic Trust 2037-04-16 6.342500 Government Agency Debt 1000000000.00 4660073.66 Ginnie Mae Remic Trust 2037-05-20 6.292500 Government Agency Debt 1000000000.00 4026459.41 Ginnie Mae Remic Trust 2037-06-20 6.482499 Government Agency Debt 1000000000.00 4262659.52 Ginnie Mae Remic Trust 2037-06-20 6.492499 Government Agency Debt 1000000000.00 3993959.05 Ginnie Mae Remic Trust 2037-12-20 6.342500 Government Agency Debt 1000000000.00 3151914.86 Ginnie Mae Remic Trust 2037-12-20 6.342500 Government Agency Debt 1000000000.00 2424549.89 Ginnie Mae Remic Trust 2038-01-20 6.042500 Government Agency Debt 1000000000.00 2681481.55 Ginnie Mae Remic Trust 2038-01-20 6.312500 Government Agency Debt 1000000000.00 3206344.41 Ginnie Mae Remic Trust 2038-02-20 6.272500 Government Agency Debt 1000000000.00 2939245.40 Ginnie Mae Remic Trust 2038-02-20 6.288999 Government Agency Debt 1000000000.00 3394961.78 Ginnie Mae Remic Trust 2038-02-20 6.292500 Government Agency Debt 1000000000.00 3858548.11 Ginnie Mae Remic Trust 2038-03-16 6.392500 Government Agency Debt 1000000000.00 4369442.78 Ginnie Mae Remic Trust 2038-03-20 7.572499 Government Agency Debt 1000000000.00 3333197.39 Ginnie Mae Remic Trust 2038-04-20 6.442499 Government Agency Debt 1000000000.00 5134539.05 Ginnie Mae Remic Trust 2038-04-20 6.492499 Government Agency Debt 1000000000.00 3837806.67 Ginnie Mae Remic Trust 2038-04-20 7.492499 Government Agency Debt 1000000000.00 825354.47 Ginnie Mae Remic Trust 2038-09-20 5.792500 Government Agency Debt 1000000000.00 2467059.95 Ginnie Mae Remic Trust 2038-11-20 5.842500 Government Agency Debt 1000000000.00 2703704.73 Ginnie Mae Remic Trust 2039-01-20 5.742499 Government Agency Debt 1000000000.00 2716026.79 Ginnie Mae Remic Trust 2039-03-20 7.192499 Government Agency Debt 1000000000.00 5706548.71 Ginnie Mae Remic Trust 2039-06-20 5.792500 Government Agency Debt 1000000000.00 3811022.54 Ginnie Mae Remic Trust 2039-06-20 6.342500 Government Agency Debt 1000000000.00 5527858.84 Ginnie Mae Remic Trust 2039-09-20 6.142500 Government Agency Debt 1000000000.00 6312255.92 Ginnie Mae Remic Trust 2039-09-20 6.192499 Government Agency Debt 1000000000.00 3178167.24 Ginnie Mae Remic Trust 2039-10-16 6.092500 Government Agency Debt 1000000000.00 3302164.56 Ginnie Mae Remic Trust 2039-10-20 6.038999 Government Agency Debt 1000000000.00 3155481.25 Ginnie Mae Remic Trust 2039-11-16 6.392500 Government Agency Debt 1000000000.00 14400087.11 Ginnie Mae Remic Trust 2039-11-20 6.092500 Government Agency Debt 1000000000.00 5913004.76 Ginnie Mae Remic Trust 2040-02-20 5.472500 Government Agency Debt 1000000000.00 9535996.96 Ginnie Mae Remic Trust 2040-02-20 5.552500 Government Agency Debt 1000000000.00 9831424.47 Ginnie Mae Remic Trust 2040-03-20 5.542500 Government Agency Debt 1000000000.00 2340766.88 Ginnie Mae Remic Trust 2040-04-20 5.452499 Government Agency Debt 1000000000.00 9615985.93 Ginnie Mae Remic Trust 2040-05-20 5.562500 Government Agency Debt 1000000000.00 9799727.89 Ginnie Mae Remic Trust 2040-05-20 6.242499 Government Agency Debt 1000000000.00 6124273.91 Ginnie Mae Remic Trust 2040-05-20 6.292500 Government Agency Debt 1000000000.00 11712238.80 Ginnie Mae Remic Trust 2040-05-20 6.292500 Government Agency Debt 1000000000.00 9715314.21 Ginnie Mae Remic Trust 2040-05-20 6.292500 Government Agency Debt 1000000000.00 6598057.33 Ginnie Mae Remic Trust 2040-05-20 6.292500 Government Agency Debt 1000000000.00 5153227.92 Ginnie Mae Remic Trust 2040-06-20 5.642500 Government Agency Debt 1000000000.00 4365235.29 Ginnie Mae Remic Trust 2040-06-20 6.442499 Government Agency Debt 1000000000.00 10594005.94 Ginnie Mae Remic Trust 2040-07-20 5.742499 Government Agency Debt 1000000000.00 9956543.08 Ginnie Mae Remic Trust 2040-08-20 6.408999 Government Agency Debt 1000000000.00 4556676.49 Ginnie Mae Remic Trust 2040-09-20 5.842500 Government Agency Debt 1000000000.00 2814975.98 Ginnie Mae Remic Trust 2040-12-20 5.812500 Government Agency Debt 1000000000.00 4402075.75 Ginnie Mae Remic Trust 2041-06-20 5.912499 Government Agency Debt 1000000000.00 3396435.21 Ginnie Mae Remic Trust 2041-07-20 5.242499 Government Agency Debt 1000000000.00 5930244.15 Ginnie Mae Remic Trust 2041-07-20 5.892500 Government Agency Debt 1000000000.00 3989678.73 Ginnie Mae Remic Trust 2041-07-20 5.902499 Government Agency Debt 1000000000.00 4118623.26 Ginnie Mae Remic Trust 2041-08-20 5.242499 Government Agency Debt 1000000000.00 2458208.94 GNRA 2008-094 SA 2038-12-20 7.092500 Government Agency Debt 1000000000.00 7135789.72 GNRA 2010-015 BS 2040-02-20 5.572499 Government Agency Debt 1000000000.00 7067581.27 GNRA 2010-089 SD 2040-07-20 5.722500 Government Agency Debt 1000000000.00 8015321.91 GNRA 2010-113 PS 2035-07-20 6.492499 Government Agency Debt 1000000000.00 8056915.30 GNRA 2010-115 SN 2038-01-20 5.892500 Government Agency Debt 1000000000.00 5583183.79 GNRA 2011-002 MS 2039-08-20 5.872499 Government Agency Debt 1000000000.00 6766561.43 GNRA 2011-019 BS 2035-08-20 6.392500 Government Agency Debt 1000000000.00 6232445.02 GNRA 2012-060 SD 2042-05-16 5.842500 Government Agency Debt 1000000000.00 7618819.00 GOVERNMENT NATL MTG ASSN GTD 2036-05-20 6.892500 Government Agency Debt 1000000000.00 2690825.95 GOVERNMENT NATL MTG ASSN GTD 2037-10-20 6.492499 Government Agency Debt 1000000000.00 2320652.63 GOVERNMENT NATL MTG ASSN GTD 2038-08-20 5.842500 Government Agency Debt 1000000000.00 2591495.66 GOVERNMENT NATL MTG ASSN GTD 2040-04-20 6.392500 Government Agency Debt 1000000000.00 2220847.91 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-09-20 5.192499 Government Agency Debt 1000000000.00 10371355.23 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2034-05-16 6.392500 Government Agency Debt 1000000000.00 5391452.67 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2039-12-16 6.192499 Government Agency Debt 1000000000.00 3218409.41 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2040-02-16 5.742499 Government Agency Debt 1000000000.00 6877507.36 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2040-02-20 6.042500 Government Agency Debt 1000000000.00 13821621.51 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2040-02-20 6.042500 Government Agency Debt 1000000000.00 12078932.89 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 1000000000.00 1000000000.00 0.0185 N 1000000000.00 1000000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, F 0.230000% BRSGDS4P0 0000728612 Government Agency Repurchase Agreement Y FANNIE MAE 2042-12-01 3.500000 Government Agency Debt 400000000.00 33942473.26 FANNIE MAE 2042-12-01 4.000000 Government Agency Debt 400000000.00 34232182.47 FEDERAL HOME LN MTG CORP PARTN 2042-05-01 3.500000 Government Agency Debt 400000000.00 34601214.20 FEDERAL HOME LN MTG CORP PARTN 2042-07-01 3.500000 Government Agency Debt 400000000.00 34506583.31 FEDERAL NATL MTG ASSN GTD MTG 2027-08-01 3.000000 Government Agency Debt 400000000.00 34625692.09 FEDERAL NATL MTG ASSN GTD MTG 2042-05-01 3.500000 Government Agency Debt 400000000.00 34116579.36 FMAC 2042-11-01 3.000000 Government Agency Debt 400000000.00 34025092.94 FNMA 2042-12-01 3.500000 Government Agency Debt 400000000.00 25838355.73 FNMS 04.500 CLAI5488 2041-07-01 4.500000 Government Agency Debt 400000000.00 33801930.61 FREDDIE MAC 2041-02-01 4.500000 Government Agency Debt 400000000.00 34699612.22 FREDDIE MAC 2041-10-01 4.500000 Government Agency Debt 400000000.00 8410232.54 FREDDIE MAC 2042-03-01 2.826000 Government Agency Debt 400000000.00 34216458.15 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 400000000.00 34983593.66 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 400000000.00 400000000.00 0.0074 N 400000000.00 400000000.00 MINNEAPOLIS & ST PAUL MINN HSG & REDEV AUTH MINNEAPOLIS & ST PAUL MINN HSG & R 0.150000% 603695FR3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 51200000.00 51200000.00 0.0009 N 51200000.00 51200000.00 MINNESOTA ST HSG FIN AGY MINNESOTA ST HSG FIN AGY 0.180000% 60415NVX7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO BANK NA N/A N/A N N 40305000.00 40305000.00 0.0007 N 40305000.00 40305000.00 MISSISSIPPI BUSINESS FINANCE CORP MISSISSIPPI BFC - CHEVRON 0.160000% 60528AAS3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y CHEVRON CORP N/A N/A Y CHEVRON CORP N/A N/A N 178590000.00 178590000.00 0.0033 N 178590000.00 178590000.00 MISSISSIPPI BUSINESS FINANCE CORP MISSISSIPPI BUSINESS FIN CORP 0.140000% 60528ABS2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y CHEVRON USA INC N/A N/A Y CHEVRON USA INC N/A N/A N 121600000.00 121600000.00 0.0023 N 121600000.00 121600000.00 MISSISSIPPI BUSINESS FINANCE CORP MISSISSIPPI BUSINESS FIN CORP MISS 0.170000% 60528ACB8 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y CHEVRON CORP N/A N/A Y CHEVRON CORP N/A N/A N 35000000.00 35000000.00 0.0006 N 35000000.00 35000000.00 MISSISSIPPI BUSINESS FINANCE CORP MISSISSIPPI BUSINESS FIN CORP MISS 0.170000% 60528ACC6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y CHEVRON CORP N/A N/A Y CHEVRON CORP N/A N/A N 60700000.00 60700000.00 0.0011 N 60700000.00 60700000.00 MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING C 0.470000% 60682AAQ9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-31 2013-02-28 N N N 200000000.00 200000000.00 0.0037 N 199992800.00 199992800.00 MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING C 0.350000% 60682ACA2 Certificate of Deposit N First Tier Security N/A N/A 2013-05-17 2013-05-17 N N N 300000000.00 300000000.00 0.0056 N 300027900.00 300027900.00 MITSUBISHI UFJ TRUST AND BANKING CORP (UNITED KINGDOM BRANCH) MITSUBISHI UFJ TRUST AND BANKING C 0.300000% BRSG2VGQ0 0001462160 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 230000000.00 230000000.00 0.0043 N 230041423.00 230041423.00 NATIONAL AUSTRALIA BANK LIMITED NEW YORK BRANCH NATIONAL AUSTRALIA BANK LIMITED NE 0.480000% 63253TNV6 Certificate of Deposit N First Tier Security N/A N/A 2012-12-03 2013-05-03 N N N 512500000.00 512500000.00 0.0095 N 512963300.00 512963300.00 NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDO 0.440000% BRSEATJX3 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 360000000.00 360000000.00 0.0067 N 360069912.00 360069912.00 NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDO 0.420000% BRSEHT4U8 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-12-17 2013-01-16 N N N 430000000.00 430000000.00 0.0080 N 430140008.00 430140008.00 NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD (LONDO 0.480000% BRSF6QEE8 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2012-12-10 2013-04-10 N N N 500500000.00 500500000.00 0.0093 N 500899949.55 500899949.55 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK 0.300000% 63307UAT8 Certificate of Deposit N First Tier Security N/A N/A 2012-12-04 2013-01-04 N N N 400000000.00 400000000.00 0.0074 N 400042000.00 400042000.00 NATIXIS NATIXIS 0.200000% BRSGDRM72 0001274981 Other Instrument TD N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 895000000.00 895000000.00 0.0166 N 895000000.00 895000000.00 NEW YORK CITY MUNICIPAL WATER FINANCE AUTHORITY NEW YORK N Y CITY MUN WTR FIN AUTH 0.140000% 64972FSE7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 176800000.00 176800000.00 0.0033 N 176800000.00 176800000.00 NEW YORK N Y NEW YORK N Y 0.140000% 64966G2L5 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y BANK OF TOKYO MITSUBISHI TRUST C N/A N/A Y BANK OF TOKYO MITSUBISHI TRUST C N/A N/A N 63860000.00 63860000.00 0.0012 N 63860000.00 63860000.00 NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY REV 0.140000% 64986UFM4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 44000000.00 44000000.00 0.0008 N 44000000.00 44000000.00 NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY REV 0.130000% 64986UFN2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO & COMPANY N/A N/A Y WELLS FARGO & COMPANY N/A N/A N 68500000.00 68500000.00 0.0013 N 68500000.00 68500000.00 NEW YORK ST HSG FIN AGY NEW YORK ST HSG FIN AGY REV -WEST 0.150000% 64986UMA2 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 58000000.00 58000000.00 0.0011 N 58000000.00 58000000.00 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.240000% 65409RMA5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 150000000.00 149993000.00 0.0028 N 149992080.00 149992080.00 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.260000% 65409RNA4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-10 2013-01-10 N N N 100000000.00 99972556.00 0.0019 N 99978360.00 99978360.00 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.250000% 65409RNP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-01-23 2013-01-23 N N N 200000000.00 199929167.00 0.0037 N 199941200.00 199941200.00 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.250000% 65409RPE4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2013-02-14 2013-02-14 N N N 156175000.00 156095828.00 0.0029 N 156103784.20 156103784.20 NORDEA NORTH AMERICA INC/DE NORDEA NORTH AMERICA 0.240000% 6555P0NF2 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-15 2013-01-15 Y NORDEA BANK AB N/A N/A Y NORDEA BANK AB N/A N/A N 206000000.00 205940947.00 0.0038 N 205957440.40 205957440.40 NORDEA NORTH AMERICA INC/DE NORDEA NORTH AMERICA 0.240000% 6555P0NH8 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-17 2013-01-17 Y NORDEA BANK AB N/A N/A Y NORDEA BANK AB N/A N/A N 700000000.00 699790000.00 0.0130 N 699846910.00 699846910.00 NORTHERN PINES FUNDING LLC NORTHERN PINES FUNDING LLC 0.400000% 66560KM39 Asset Backed Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 200000000.00 200000000.00 0.0037 N 199997160.00 199997160.00 NRW BANK NRW.BANK 0.210000% 62939LM30 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 800000000.00 800000000.00 0.0148 N 799987360.00 799987360.00 NRW BANK NRW.BANK 0.210000% 62939LM55 Financial Company Commercial Paper N First Tier Security N/A N/A 2012-12-05 2012-12-05 N N N 995000000.00 994988392.00 0.0184 N 994973732.00 994973732.00 PNC BANK NATIONAL ASSOCIATION TRI-PARTY PNC 0.250000% BRSGDHEZ1 0001008932 Government Agency Repurchase Agreement Y Federal National Mortgage Assn 2025-09-01 4.000000 Government Agency Debt 5000000.00 308928359.00 Federal National Mortgage Assn 2042-06-01 2.700000 Government Agency Debt 5000000.00 31235518.00 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 5000000.00 5000000.00 0.0001 N 5000000.00 5000000.00 PORT PORT ARTHUR TEX NAV DIST PORT PORT ARTHUR TEX NAV DIST 0.160000% 735222AH4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y TEXACO INC N/A N/A Y TEXACO INC N/A N/A N 35000000.00 35000000.00 0.0006 N 35000000.00 35000000.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.500000% 74977M2S3 Certificate of Deposit N First Tier Security N/A N/A 2012-12-13 2013-03-13 N N N 415000000.00 415000000.00 0.0077 N 415194635.00 415194635.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.430000% 74977M6Y6 Certificate of Deposit N First Tier Security N/A N/A 2013-01-29 2013-10-29 N N N 400000000.00 400000000.00 0.0074 N 399928000.00 399928000.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.500000% 74977M7A7 Certificate of Deposit N First Tier Security N/A N/A 2012-12-18 2013-06-18 N N N 551750000.00 551750000.00 0.0102 N 551850418.50 551850418.50 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA/NEW YORK NY 0.420000% 78009NEV4 Certificate of Deposit N First Tier Security N/A N/A 2012-12-03 2013-04-02 N N N 530500000.00 530500000.00 0.0098 N 530483024.00 530483024.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA/NEW YORK NY 0.450000% 78009NFT8 Certificate of Deposit N First Tier Security N/A N/A 2012-12-17 2013-05-16 N N N 394500000.00 394500000.00 0.0073 N 394538661.00 394538661.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA/NEW YORK NY 0.450000% 78009NGA8 Certificate of Deposit N First Tier Security N/A N/A 2012-12-31 2013-05-29 N N N 150000000.00 150000000.00 0.0028 N 150000000.00 150000000.00 SACRAMENTO CALIF TRANSN AUTH SALES SACRAMENTO CALIF TRANSN AUTH SALES 0.160000% 786074AH7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 103100000.00 103100000.00 0.0019 N 103100000.00 103100000.00 SHELBY CNTY TENN SHELBY CNTY TENN 0.150000% 821686VR0 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y CALIFORNIA STATE TEACHERS RETIRE N/A N/A STATE STREET BANK AND TRUST COMP N/A N/A N N 55250000.00 55250000.00 0.0010 N 55250000.00 55250000.00 SKANDINAVISKA ENSKILDA BANKEN NEW YORK BRANCH SKANDINAVISKA ENSKILDA BANKEN NEW 0.360000% 83051HAE6 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 200000000.00 200000000.00 0.0037 N 200031420.00 200031420.00 SKANDINAVISKA ENSKILDA BANKEN NEW YORK BRANCH SKANDINAVISKA ENSKILDA BANKEN NEW 0.310000% 83051HDR4 Certificate of Deposit N First Tier Security N/A N/A 2013-03-28 2013-03-28 N N N 225000000.00 225000000.00 0.0042 N 225000000.00 225000000.00 SKANDINAVISKA ENSKILDA BANKEN NEW YORK BRANCH SKANDINAVISKA ENSKILDA BANKEN NEW 0.310000% 83051HDS2 Certificate of Deposit N First Tier Security N/A N/A 2013-03-28 2013-03-28 N N N 100000000.00 100000000.00 0.0019 N 100000000.00 100000000.00 SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.460000% 83369TFA0 Certificate of Deposit N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 235000000.00 235000000.00 0.0043 N 235005099.50 235005099.50 SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.580000% 83369TFB8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-03 2013-01-03 N N N 765000000.00 765000000.00 0.0142 N 765224145.00 765224145.00 SOCIETE GENERALE NORTH AMERICA INC SOCIETE GENERALE NORTH AMERICA INC 0.450000% 83365RNX9 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-01-31 2013-01-31 Y SOCIETE GENERALE N/A N/A Y SOCIETE GENERALE N/A N/A N 500000000.00 499631250.00 0.0092 N 499712100.00 499712100.00 SOUTHERN CALIF PUB PWR AUTH SOUTHERN CALIF PUB PWR AUTH 0.150000% 842475E92 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y US BANK NATIONAL ASSOCIATION N/A N/A Y US BANK NATIONAL ASSOCIATION N/A N/A N 33530000.00 33530000.00 0.0006 N 33530000.00 33530000.00 SOUTHERN CALIF PUB PWR AUTH SOUTHERN CALIF PUB PWR AUTH 0.150000% 842475F26 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 25580000.00 25580000.00 0.0005 N 25580000.00 25580000.00 SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANKING CORP/NEW Y 0.360000% 86562DTA8 Certificate of Deposit N First Tier Security N/A N/A 2013-01-07 2013-01-07 N N N 500000000.00 500000000.00 0.0093 N 500073750.00 500073750.00 SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANKING CORP/NEW Y 0.350000% 86562DTC4 Certificate of Deposit N First Tier Security N/A N/A 2013-01-15 2013-01-15 N N N 320000000.00 320000000.00 0.0059 N 320055104.00 320055104.00 SUMITOMO MITSUI BANKING CORP/NEW YORK SUMITOMO MITSUI BANKING CORP/NEW Y 0.320000% 86562DVN7 Certificate of Deposit N First Tier Security N/A N/A 2013-02-01 2013-02-01 N N N 330000000.00 330000000.00 0.0061 N 330040326.00 330040326.00 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED 0.220000% 86562WU63 Certificate of Deposit N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N N 500000000.00 500000000.00 0.0093 N 500000000.00 500000000.00 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED 0.270000% 86562WU71 Certificate of Deposit N First Tier Security N/A N/A 2013-02-21 2013-02-21 N N N 750000000.00 750000000.00 0.0139 N 750034575.00 750034575.00 SUMITOMO TRUST AND BANKING CO LTD (LONDON BRANCH) SUMITOMO TRUST AND BANKING CO LTD 0.330000% BRSG25688 000839245 Certificate of Deposit N First Tier Security N/A N/A 2013-01-24 2013-01-24 N N N 200000000.00 199902888.00 0.0037 N 199902888.00 199902888.00 SUMITOMO TRUST AND BANKING CO LTD (LONDON BRANCH) SUMITOMO TRUST AND BANKING CO LTD 0.320000% BRSG2VH14 000839245 Certificate of Deposit N First Tier Security N/A N/A 2013-01-28 2013-01-28 N N N 200000000.00 199902081.00 0.0037 N 200031100.00 200031100.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.170000% BRSGDUAV5 0001448613 Other Instrument TD N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 600000000.00 600000000.00 0.0111 N 600000000.00 600000000.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.280000% 86958CFN9 Certificate of Deposit N First Tier Security N/A N/A 2012-12-10 2012-12-10 N N N 475000000.00 475000000.00 0.0088 N 475010545.00 475010545.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.250000% 86958CHF4 Certificate of Deposit N First Tier Security N/A N/A 2013-01-11 2013-01-11 N N N 336000000.00 336000000.00 0.0062 N 336015624.00 336015624.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.230000% 86958CJN5 Certificate of Deposit N First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 440000000.00 440000000.00 0.0081 N 440000000.00 440000000.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.300000% 86958CNG5 Certificate of Deposit N First Tier Security N/A N/A 2013-06-11 2013-06-11 N N N 250000000.00 250013172.00 0.0046 N 250013172.50 250013172.50 TEXAS ST TEXAS ST 144A 0.170000% 46636YW22 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-01 2012-12-03 Y JPMORGAN CHASE BANK NA N/A N/A N N 259200000.00 259200000.00 0.0048 N 259200000.00 259200000.00 TEXAS ST TEXAS ST 144A 0.170000% 46636YW48 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-01 2012-12-03 Y JPMORGAN CHASE BANK NA N/A N/A N N 172800000.00 172800000.00 0.0032 N 172800000.00 172800000.00 TEXAS ST TEXAS ST 144A 0.170000% 46636YW63 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-01 2012-12-03 Y JPMORGAN CHASE BANK NA N/A N/A N N 114370000.00 114370000.00 0.0021 N 114370000.00 114370000.00 TEXAS ST TEXAS ST 0.170000% 8827202S3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A N N 24865000.00 24865000.00 0.0005 N 24865000.00 24865000.00 TORONTO DOMINION BANK/NY TORONTO DOMINION BANK/NY 0.320000% 89112WDG9 Certificate of Deposit N First Tier Security N/A N/A 2013-01-22 2013-10-21 N N N 235000000.00 235000000.00 0.0043 N 235020680.00 235020680.00 TORONTO DOMINION BANK/NY TORONTO DOMINION BANK/NY 0.410000% 89112XR49 Certificate of Deposit N First Tier Security N/A N/A 2013-07-26 2013-07-26 N N N 370000000.00 370000000.00 0.0068 N 370316424.00 370316424.00 UBS SECURITIES LLC TRI-PARTY UBS SECURITIES LLC 0.540000% BRSG2VAK9 0000230611 Other Repurchase Agreement N ADS WASTE ESCROW CORP 2020-10-01 0.00 Other Instrument CORPORATE BOND 155000000.00 20736.70 AGFC CAP TR I 2067-01-15 0.00 Other Instrument CORPORATE BOND 155000000.00 6721712.21 ALBERTSONS INC MEDIUM TERM NTS BOOK ENTRY 2028-04-10 6.519999 Other Note 155000000.00 5159.34 ALLY FINL INC MEDIUM TERM NTS BOOK ENTRY 2015-10-15 3.250000 Other Note 155000000.00 24794.69 AMBAC FINL GROUP INC FORMERLY AMBAC INC TO 07/11 2021-02-15 9.500000 Other Instrument CORPORATE BOND 155000000.00 6550358.04 AMERICAN GEN FIN CORP MEDIUM TERM SR NTS-BOOK EN 2016-09-15 5.750000 Other Note 155000000.00 45098.96 AMERICAN STORES CO MEDIUM TERM 2028-03-20 7.099999 Other Note 155000000.00 2924509.72 AMERICAN STORES CO NEW NEW NAME FOR SKAGGS COS" 2017-05-01 7.900000 Other Instrument CORPORATE BOND 155000000.00 7729109.93 AMR CORP DEL MEDIUM TERM NTS 2021-03-12 10.550000 Other Note 155000000.00 17250.00 AVAYA INC 2015-11-01 10.125000 Other Instrument CORPORATE BOND 155000000.00 7061939.58 CEDC FINANCE CORP 2016-12-01 9.125000 Other Instrument CORPORATE BOND 155000000.00 6343647.92 CIT GROUP INC NEW 2018-03-15 5.250000 Other Instrument CORPORATE BOND 155000000.00 6020807.81 CIT GROUP INC REORGANIZED AS CIT EXCHANGECO INC 2018-04-01 6.625000 Other Instrument CORPORATE BOND 155000000.00 2958719.57 CIT GRP INC INT NTS 2021-08-16 0.00 Other Note 155000000.00 99536.56 CIT GRP INC INT NTS 2022-03-15 0.00 Other Note 155000000.00 251656.87 CLEAR CHANNEL COMMUNICATIONS 2016-08-01 11.000000 Other Instrument CORPORATE BOND 155000000.00 4484896.50 CORP 000HK1 2019-03-15 6.000000 Other Note 155000000.00 25105.25 CORP 000HS4 2019-03-15 6.000000 Other Note 155000000.00 34035.36 CORP 000KD3 2019-04-15 6.250000 Other Note 155000000.00 9950.40 CORP 000PZ9 2016-08-15 6.750000 Other Note 155000000.00 15143.96 CORP 000SB9 2019-10-15 6.150000 Other Note 155000000.00 11859.81 CORP 000SJ2 2019-10-15 6.049999 Other Note 155000000.00 5945.48 CORP 000TF9 2019-11-15 6.400000 Other Note 155000000.00 2986.97 CORP 000VY5 2017-01-16 7.000000 Other Note 155000000.00 10260.30 CORP 001B72 2013-03-25 6.375000 Other Note 155000000.00 15341.41 CORP 032AF1 2029-08-01 7.450000 Other Instrument CORPORATE BOND 155000000.00 7009538.62 CORP 032AQ5 C 2019-01-15 11.750000 Other Instrument CORPORATE BOND 155000000.00 222131.89 CORP 151AA4 A 2020-04-15 11.500000 Other Instrument CORPORATE BOND 155000000.00 3777331.25 CORP 170AA8 A 2018-11-01 10.500000 Other Instrument CORPORATE BOND 155000000.00 7581871.03 CORP 733AC2 2018-07-15 12.500000 Other Instrument CORPORATE BOND 155000000.00 31711.19 CORP 868AS2 2014-11-15 7.500000 Other Instrument CORPORATE BOND 155000000.00 64076.39 COURT STR ASSOCS LP 2028-01-01 0.00 Other Instrument CORPORATE BOND 155000000.00 1356974.23 DRESDNER FDG TR I 2031-06-30 8.150999 Other Instrument CORPORATE BOND 155000000.00 506007.12 EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY 2012-12-15 7.375000 Other Note 155000000.00 3106.45 EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY 2030-10-15 8.050000 Other Note 155000000.00 24521.33 EL PASO ENERGY CORP MEDIUM TERM NTS BOOK ENTRY 2032-01-15 7.750000 Other Note 155000000.00 47846.90 ENERGY FUTURE HLDGS CORP 2020-01-15 10.000000 Other Instrument CORPORATE BOND 155000000.00 853876.10 FORD MTR CR CO LLC MEDIUM TERM NTS BOOK ENTRY 2013-12-20 1.500000 Other Note 155000000.00 43177.52 FORD MTR CR CO LLC MEDIUM TERM NTS BOOK ENTRY 2014-10-20 1.250000 Other Note 155000000.00 97672.57 FORD MTR CR CO LLC MEDIUM TERM NTS BOOK ENTRY 2016-12-20 4.750000 Other Note 155000000.00 25535.28 FREESCALE SEMICONDUCTOR INC 2018-03-15 10.125000 Other Instrument CORPORATE BOND 155000000.00 27353.70 GENERAL MTRS ACCEP CORP 2016-11-15 7.375000 Other Note 155000000.00 5022.56 GENERAL MTRS ACCEP CORP 2017-09-15 7.250000 Other Note 155000000.00 9052.24 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2016-04-15 6.849999 Other Note 155000000.00 49969.62 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2016-08-15 6.750000 Other Note 155000000.00 7057.10 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2016-10-17 6.500000 Other Note 155000000.00 9080.84 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2016-11-15 7.000000 Other Note 155000000.00 64711.51 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2016-12-15 7.000000 Other Note 155000000.00 25330.08 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2017-06-15 6.750000 Other Note 155000000.00 17883.58 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2017-06-15 6.900000 Other Note 155000000.00 13355.48 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2017-07-15 7.000000 Other Note 155000000.00 2026.16 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2017-08-15 7.500000 Other Note 155000000.00 25456.62 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2018-01-16 7.299999 Other Note 155000000.00 3006.70 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2018-02-15 7.000000 Other Note 155000000.00 10042.87 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2018-03-15 7.049999 Other Note 155000000.00 4986.59 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2018-07-15 6.750000 Other Note 155000000.00 15290.89 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-01-15 5.900000 Other Note 155000000.00 4960.08 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-06-15 6.750000 Other Note 155000000.00 5104.19 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-08-15 6.049999 Other Note 155000000.00 20040.92 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-08-15 6.049999 Other Note 155000000.00 9976.41 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2019-08-15 6.150000 Other Note 155000000.00 17223.34 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2024-11-15 7.000000 Other Note 155000000.00 11894.72 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2024-11-15 7.000000 Other Note 155000000.00 8971.80 GENERAL MTRS ACCEP CORP SMARTNOTES BOOK ENTRY 2025-02-18 7.250000 Other Note 155000000.00 15251.49 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2031-11-01 8.000000 Other Instrument CORPORATE BOND 155000000.00 4492831.18 GREATWIDE LOGISTICS SVCS LLC 2014-03-01 0.00 Other Instrument CORPORATE BOND 155000000.00 6704648.93 HBOS PLC MEDIUM TERM SUB NTS BOOK ENTRY REG S 2018-05-21 6.750000 Other Note 155000000.00 2113375.00 HERTZ CORP 2019-04-15 6.750000 Other Instrument CORPORATE BOND 155000000.00 3464065.52 HOMER CITY FDG LLC 2026-10-01 8.734000 Other Instrument CORPORATE BOND 155000000.00 7701792.00 IASIS HEALTHCARE LLC / IASIS 2019-05-15 8.375000 Other Instrument CORPORATE BOND 155000000.00 7596333.56 INEOS FIN PLC 2020-05-01 7.500000 Other Instrument CORPORATE BOND 155000000.00 7947695.59 INTELSAT LUXEMBOURG S A FORMERLY INTELSAT BERMUD 2017-02-04 11.500000 Other Instrument CORPORATE BOND 155000000.00 33.98 INTERNATIONAL LEASE FIN CORP- MEDIUM TERM NTS BO 2013-11-15 6.625000 Other Note 155000000.00 103901.04 LEVEL 3 COMMUNICATIONS INC 2019-02-01 11.875000 Other Instrument CORPORATE BOND 155000000.00 765077.83 LEVEL 3 FING INC 2015-02-15 4.469000 Other Instrument CORPORATE BOND 155000000.00 7082495.15 LOUISIANA-PAC CORP 2020-06-01 7.500000 Other Instrument CORPORATE BOND 155000000.00 1123559.41 MBIA GLOBAL FDG LLC MEDIUM TERM NTS BOOK ENTRY 1 2014-06-20 5.375000 Other Note 155000000.00 2504219.66 MF GLOBAL HLDGS LTD 2016-08-08 6.250000 Other Instrument CORPORATE BOND 155000000.00 299876.86 MOMENTIVE PERFORMANCE MATLS 2021-01-15 9.000000 Other Instrument CORPORATE BOND 155000000.00 6114338.76 MTN GMA 09/15/17 7.25 2017-09-15 7.250000 Other Note 155000000.00 15045.31 MTN GMA 10/15/17 7.125 2017-10-15 7.125000 Other Note 155000000.00 34808.51 MULTICANAL SA 2016-07-20 2.500000 Other Note 155000000.00 16866.67 NII CAP CORP 2016-08-15 10.000000 Other Instrument CORPORATE BOND 155000000.00 752180.00 NORSKE SKOGINDUSTRIER ASA 2033-10-15 7.125000 Other Instrument CORPORATE BOND 155000000.00 384774.67 NORTEL NETWORKS LTD FORMERLY NORTEL NETWORKS COR 2014-07-15 4.527999 Other Instrument CORPORATE BOND 155000000.00 5810470.52 NORTHERN TELECOM LTD NAME CHANGED TO NORTEL NETW 2023-09-01 6.875000 Other Instrument CORPORATE BOND 155000000.00 6023920.00 OPPENHEIMER HLDGS INC 2018-04-15 8.750000 Other Instrument CORPORATE BOND 155000000.00 19283.95 PENNEY J C INC 2023-11-15 7.125000 Other Instrument CORPORATE BOND 155000000.00 4736505.47 PHH CORP INTERNOTES BOOK ENTRY 2018-04-17 7.650000 Other Note 155000000.00 24634.69 PULTE CORP 2033-05-15 6.375000 Other Instrument CORPORATE BOND 155000000.00 753022.26 RADIO ONE INC 2016-05-24 0.00 Other Instrument CORPORATE BOND 155000000.00 82762.45 REALOGY CORP 2017-04-15 11.500000 Other Instrument CORPORATE BOND 155000000.00 7831712.73 REGIONS BK BIRMINGHAM ALA MEDIUM TERM SUB NTS BO 2018-05-15 7.500000 Other Note 155000000.00 12006.25 REGIONS BK BIRMINGHAM ALA MEDIUM TERM SUB NTS BO 2037-06-26 6.450000 Other Note 155000000.00 10700.92 REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER 2019-08-15 9.875000 Other Instrument CORPORATE BOND 155000000.00 622470.04 RITE AID CORP 2028-12-15 6.875000 Other Instrument CORPORATE BOND 155000000.00 5509392.94 ROYAL BK SCOTLAND PLC MEDIUM 2013-12-15 2.299999 Other Note 155000000.00 992.02 ROYAL BK SCOTLAND PLC MEDIUM 2015-12-15 3.375000 Other Note 155000000.00 5949.40 ROYAL BK SCOTLAND PLC MEDIUM 2018-12-15 4.549999 Other Note 155000000.00 9919.06 SEAGATE TECH HDD HOLDINGS 2016-10-01 6.799999 Other Note 155000000.00 1659683.57 SEARS ROEBUCK ACCEP CORP 2013-01-15 7.500000 Other Note 155000000.00 12281.82 SLM CORP 2014-03-17 0.00 Other Note 155000000.00 1975.40 SLM CORP EDNOTES BOOK ENTRY 2013-03-15 5.000000 Other Note 155000000.00 25260.67 SLM CORP EDNOTES BOOK ENTRY 2019-03-15 5.900000 Other Note 155000000.00 49392.33 SLM CORP EDNOTES BOOK ENTRY 2031-12-15 6.000000 Other Note 155000000.00 11218.08 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2014-06-16 0.00 Other Note 155000000.00 25210.02 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2017-09-25 4.625000 Other Note 155000000.00 1911561.86 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 8.449999 Other Note 155000000.00 932611.29 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2019-05-03 0.00 Other Note 155000000.00 19028.38 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2022-01-25 7.250000 Other Note 155000000.00 677084.17 SPRINT NEXTEL CORP 2018-11-15 9.000000 Other Instrument CORPORATE BOND 155000000.00 2650257.29 VENOCO INC 2017-10-01 11.500000 Other Instrument CORPORATE BOND 155000000.00 108081.41 WASHING 10 29 SRFRN 2015-06-16 0.00 Other Note 155000000.00 1061562.50 WASHINGTON MUT BK FA 2013-01-15 5.500000 Other Note 155000000.00 1675.30 WASHINGTON MUT BK FA 2013-02-04 0.484999 Other Note 155000000.00 1646250.00 WASHINGTON MUT BK FA 2013-05-20 5.950000 Other Note 155000000.00 1329.21 WASHINGTON MUT BK FA 2014-08-15 5.650000 Other Note 155000000.00 143536.50 WASHINGTON MUT BK FA 2015-01-15 5.125000 Other Note 155000000.00 1148.30 WASHINGTON MUT BK FA 2015-05-01 1.260000 Other Note 155000000.00 736875.00 WASHINGTON MUT BK FA CHATSWORTH CALIF GLOBAL MED 2014-11-06 0.604999 Other Note 155000000.00 781250.00 WASHINGTON MUT BK FA CHATSWORTH CALIF GLOBAL MED 2015-06-16 5.549999 Other Note 155000000.00 2619992.50 WINDSTREAM CORP 2021-10-01 7.750000 Other Instrument CORPORATE BOND 155000000.00 6376208.33 First Tier Security N/A N/A 2012-12-21 2012-12-21 N N N 155000000.00 155000000.00 0.0029 Y 155020909.50 155020909.50 UBS SECURITIES LLC TRI-PARTY UBS SECURITIES LLC 0.360000% BRSGDEGG8 0000230611 Other Repurchase Agreement N 10.25 ARANT13 NTS-S 2013-06-19 0.00 Other Instrument CORPORATE BOND 225000000.00 12014.86 9.5 URBI DES20SRN-S 2020-01-21 9.500000 Other Instrument CORPORATE BOND 225000000.00 626500.25 ADS WASTE ESCROW CORP 2020-10-01 0.00 Other Instrument CORPORATE BOND 225000000.00 5016215.28 ADS WASTE ESCROW CORP 2020-10-01 0.00 Other Instrument CORPORATE BOND 225000000.00 522500.00 AFFINION GROUP INC 2015-10-15 11.500000 Other Instrument CORPORATE BOND 225000000.00 34203.75 AGENCY STRIPS 2017-08-12 0.00 Other Instrument CORPORATE BOND 225000000.00 1901.92 AGFC CAP TR I 2067-01-15 0.00 Other Instrument CORPORATE BOND 225000000.00 3529338.93 AK STL CORP 2020-05-15 7.625000 Other Instrument CORPORATE BOND 225000000.00 19805.16 ALERE INC 2018-10-01 8.625000 Other Instrument CORPORATE BOND 225000000.00 3703571.15 ALERIS INTL INC 2014-12-15 9.000000 Other Instrument CORPORATE BOND 225000000.00 3275.00 ALERIS INTL INC 2016-12-15 10.000000 Other Instrument CORPORATE BOND 225000000.00 1.10 ALION SCIENCE & TECHNOLOGY 2015-02-01 10.250000 Other Instrument CORPORATE BOND 225000000.00 3263.29 ALPHA NAT RES INC 2018-04-15 9.750000 Other Instrument CORPORATE BOND 225000000.00 4585941.21 AMBAC FINL GROUP INC 2023-05-01 7.500000 Other Instrument CORPORATE BOND 225000000.00 543960.00 AMBAC FINL GROUP INC FORMERLY AMBAC INC TO 07/11 2021-02-15 9.500000 Other Instrument CORPORATE BOND 225000000.00 4683406.32 AMBAC FINL GROUP INC FORMERLY AMBAC INC TO 07/11 2035-12-05 5.950000 Other Instrument CORPORATE BOND 225000000.00 94680.00 AMERICAN PRESIDENT COS LTD 2024-01-15 8.000000 Other Instrument CORPORATE BOND 225000000.00 3770.00 AMERICAN RESIDENTIAL SVCS LLC / ARS FIN INC 2015-04-15 12.000000 Other Instrument CORPORATE BOND 225000000.00 277830.00 AMERICAN STORES CO NEW NEW NAME FOR SKAGGS COS" 2017-05-01 7.900000 Other Instrument CORPORATE BOND 225000000.00 1918657.69 AMR CORP DEL 2016-09-15 9.000000 Other Instrument CORPORATE BOND 225000000.00 3236100.00 AVAYA INC 2015-11-01 10.125000 Other Instrument CORPORATE BOND 225000000.00 178038.43 AVIS BUDGET CAR RENTAL LLC FIN 2018-03-15 9.625000 Other Instrument CORPORATE BOND 225000000.00 6795.31 AXTEL SAB DE CV 2017-02-01 7.625000 Other Instrument CORPORATE BOND 225000000.00 15306.97 BANCO BEMGE S.A. 2020-08-05 8.875000 Other Instrument CORPORATE BOND 225000000.00 41897.57 BANCO DE GALICIA Y BUENOS AIRES SA BUENOS AIRES 2019-01-01 6.000000 Other Instrument CORPORATE BOND 225000000.00 14253.13 BANK OF AMERICA CORP 2080-11-15 8.125000 Other Instrument CORPORATE BOND 225000000.00 227875.01 BEAZER HOMES USA INC 2018-06-15 9.125000 Other Instrument CORPORATE BOND 225000000.00 80386.72 BILL BARRETT CORP B 2016-07-15 9.875000 Other Instrument CORPORATE BOND 225000000.00 114335.16 BRESNAN BROADBAND HLDGS LLC 2018-12-15 8.000000 Other Instrument CORPORATE BOND 225000000.00 272291.67 BROOKSTONE CO INC 2014-10-15 13.000000 Other Instrument CORPORATE BOND 225000000.00 38805.00 BROWN SHOE CO 2019-05-15 7.125000 Other Instrument CORPORATE BOND 225000000.00 1297460.94 CABCO TR FOR TEXACO CAP INC 2019-04-01 0.00 Other Instrument CORPORATE BOND 225000000.00 1666.20 CABCO TR FOR TEXACO CAP INC GTD DEB TR CTFS 2014-10-01 0.00 Other Instrument CORPORATE BOND 225000000.00 4782.15 CABCO TR FOR TEXACO CAP INC GTD DEB TR CTFS 2015-04-01 0.00 Other Instrument CORPORATE BOND 225000000.00 942.68 CABCO TR FOR TEXACO CAP INC GTD DEB TR CTFS 2017-04-01 0.00 Other Instrument CORPORATE BOND 225000000.00 893.49 CADETS TR 2013-07-15 0.00 Other Instrument CORPORATE BOND 225000000.00 526664.50 CAESARS ENTMT OPER CO INC 2018-04-15 12.750000 Other Instrument CORPORATE BOND 225000000.00 1856048.44 CAPEX SA CAPEX 2018-03-10 10.000000 Other Instrument CORPORATE BOND 225000000.00 13094.44 CATALYST PAPER CORP NEW 2017-10-30 0.00 Other Instrument CORPORATE BOND 225000000.00 4041300.00 CCO HLDGS LLC / CCO HLDGS CAP CORP 2021-04-30 6.500000 Other Instrument CORPORATE BOND 225000000.00 4388657.92 CEDC FINANCE CORPORATION INTERNATIONAL INC 2016-12-01 9.125000 Other Instrument CORPORATE BOND 225000000.00 384245.71 CENGAGE LEARNING ACQUISITIONS INC 2019-06-30 0.00 Other Instrument CORPORATE BOND 225000000.00 928666.67 CENTRAIS ELETRICAS DO PARA S.A. 2016-06-03 0.00 Other Instrument CORPORATE BOND 225000000.00 14813.75 CENVEO CORP 2013-12-01 7.875000 Other Instrument CORPORATE BOND 225000000.00 93411.56 CENVEO CORP 2017-05-15 11.500000 Other Instrument CORPORATE BOND 225000000.00 414895.83 CENVEO CORP 2018-02-01 8.875000 Other Instrument CORPORATE BOND 225000000.00 5091201.25 CHRYSLER GROUP LLC/ CG CO-ISSUER INC 2019-06-15 8.000000 Other Instrument CORPORATE BOND 225000000.00 16900.00 CIT GROUP INC NEW 2018-03-15 5.250000 Other Instrument CORPORATE BOND 225000000.00 2778834.38 CIT GROUP INC REORGANIZED AS CIT EXCHANGECO INC 2018-04-01 6.625000 Other Instrument CORPORATE BOND 225000000.00 2246984.88 CITYCENTER HLDGS LLC / 2017-01-15 10.750000 Other Instrument CORPORATE BOND 225000000.00 4704864.37 CITYCENTER HLDGS LLC DE. 2016-01-15 0.00 Other Instrument CORPORATE BOND 225000000.00 80231.31 CLEAR CHANNEL COMMUNICATIONS 2016-08-01 11.000000 Other Instrument CORPORATE BOND 225000000.00 5167788.78 CLEAR CHANNEL COMMUNICATIONS INC 2016-12-15 5.500000 Other Instrument CORPORATE BOND 225000000.00 15630.21 CLEAR CHANNEL COMMUNICATIONS INC 2019-12-15 0.00 Other Instrument CORPORATE BOND 225000000.00 2775568.75 CLEAR CHANNEL WORLDWIDE HLDGS 2020-03-15 7.625000 Other Instrument CORPORATE BOND 225000000.00 1210481.77 CLEARWIRE COMMUNICATIONS LLC 2016-12-01 14.750000 Other Instrument CORPORATE BOND 225000000.00 3112500.00 CLEARWIRE COMMUNICATIONS LLC 2017-12-01 12.000000 Other Instrument CORPORATE BOND 225000000.00 231933.33 CLOUD PEAK ENERGY RES LLC 2017-12-15 8.250000 Other Instrument CORPORATE BOND 225000000.00 70107.19 COLONIAL BK MONTGOMERY ALA 2014-06-01 9.375000 Other Instrument CORPORATE BOND 225000000.00 1.00 COLUMBIA / HCA HEALTHCARE CORP REORGANIZED AS HC 2015-11-15 7.190000 Other Instrument CORPORATE BOND 225000000.00 65879.75 COMSTOCK RESOURCES INC COMSTOCK RES INC 2017-10-15 8.375000 Other Instrument CORPORATE BOND 225000000.00 11555.16 COOPER TIRE & RUBR CO 2019-12-15 8.000000 Other Instrument CORPORATE BOND 225000000.00 28916.67 CORP 001BL9 2046-03-01 7.625000 Other Instrument CORPORATE BOND 225000000.00 162520.14 CORP 001R75 2016-08-01 13.000000 Other Instrument CORPORATE BOND 225000000.00 2215955.75 CORP 002AD2 2015-02-01 8.500000 Other Instrument CORPORATE BOND 225000000.00 10393.57 CORP 002BJ4 2016-08-15 7.650000 Other Instrument CORPORATE BOND 225000000.00 1458468.75 CORP 002BX1 2016-06-12 9.750000 Other Instrument CORPORATE BOND 225000000.00 33196.87 CORP 005AX8 2018-01-15 6.625000 Other Instrument CORPORATE BOND 225000000.00 7582.97 CORP 005AY7 2016-04-01 6.875000 Other Instrument CORPORATE BOND 225000000.00 10550.17 CORP 008AR0 2016-02-15 6.500000 Other Instrument CORPORATE BOND 225000000.00 22079.17 CORP 010AZ4 2019-06-15 7.250000 Other Instrument CORPORATE BOND 225000000.00 257274.06 CORP 010BA8 2020-08-15 8.750000 Other Instrument CORPORATE BOND 225000000.00 11505.21 CORP 010BB6 2020-08-15 8.250000 Other Instrument CORPORATE BOND 225000000.00 4337112.50 CORP 012AT0 2016-05-01 8.000000 Other Instrument CORPORATE BOND 225000000.00 3070530.00 CORP 014AX9 2019-05-15 7.200000 Other Instrument CORPORATE BOND 225000000.00 25150.00 CORP 023AK2 2016-03-15 7.750000 Other Instrument CORPORATE BOND 225000000.00 1064.87 CORP 052AK3 2016-05-15 7.750000 Other Instrument CORPORATE BOND 225000000.00 108194.38 CORP 079AD0 2020-01-15 7.500000 Other Instrument CORPORATE BOND 225000000.00 1110625.00 CORP 151AA4 A 2020-04-15 11.500000 Other Instrument CORPORATE BOND 225000000.00 1194270.00 CORP 170AA8 A 2018-11-01 10.500000 Other Instrument CORPORATE BOND 225000000.00 2559145.06 CORP 175AA2 2065-12-21 0.00 Other Instrument CORPORATE BOND 225000000.00 268870.94 CORP 264AA1 J 2020-04-15 6.625000 Other Instrument CORPORATE BOND 225000000.00 2459160.00 CORP 420BH3 2018-10-01 7.250000 Other Instrument CORPORATE BOND 225000000.00 2188.76 CORP 563AB2 A 2015-10-15 9.500000 Other Instrument CORPORATE BOND 225000000.00 5092475.33 CORP 723AK6 2021-05-01 6.625000 Other Instrument CORPORATE BOND 225000000.00 3076.01 CORP 755AJ0 2017-02-15 6.809999 Other Instrument CORPORATE BOND 225000000.00 1622912.50 CORP 923AL6 2019-02-01 8.750000 Other Instrument CORPORATE BOND 225000000.00 93085.38 CORP 983AZ9 2018-11-01 7.625000 Other Instrument CORPORATE BOND 225000000.00 1000028.12 COTT BEVERAGES INC 2017-11-15 8.375000 Other Instrument CORPORATE BOND 225000000.00 116960.16 CRESTWOOD MIDSTREAM PARTNERS 2019-04-01 0.00 Other Instrument CORPORATE BOND 225000000.00 255000.00 CROWN CASTLE INTERNATIONAL CORP 2019-11-01 7.125000 Other Instrument CORPORATE BOND 225000000.00 1113239.58 CROWN CASTLE INTL CORP 2015-01-15 9.000000 Other Instrument CORPORATE BOND 225000000.00 166630.00 DANA HLDG CORP 2019-02-15 6.500000 Other Instrument CORPORATE BOND 225000000.00 2145.42 DELTA AIR LINES INC DEL 2015-12-01 8.000000 Other Instrument CORPORATE BOND 225000000.00 75.77 DESARROLLADORA METROPOLITANA S.A 2017-05-09 10.875000 Other Instrument CORPORATE BOND 225000000.00 1939.55 DEX ONE CORP 2017-01-29 14.000000 Other Instrument CORPORATE BOND 225000000.00 1961384.27 DJO FIN LLC / DJO FIN CORP 2017-10-15 9.750000 Other Instrument CORPORATE BOND 225000000.00 3092605.31 DOLE FOOD COMPANY 2014-03-15 13.875000 Other Instrument CORPORATE BOND 225000000.00 4535.63 DPL CAP TR II 2031-09-01 8.125000 Other Instrument CORPORATE BOND 225000000.00 5125.78 DRESDNER FDG TR I 2031-06-30 8.150999 Other Instrument CORPORATE BOND 225000000.00 7811630.28 E TRADE GROUP 2017-11-30 12.500000 Other Instrument CORPORATE BOND 225000000.00 112.54 EARTHLINK INC 2019-05-15 8.875000 Other Instrument CORPORATE BOND 225000000.00 5218.49 EASTMAN KODAK CO 2013-11-15 7.250000 Other Instrument CORPORATE BOND 225000000.00 2850.00 EASTMAN KODAK CO 2018-03-01 9.750000 Other Instrument CORPORATE BOND 225000000.00 4243125.00 EDISON MISSION ENERGY 2013-06-15 7.500000 Other Instrument CORPORATE BOND 225000000.00 8015.63 EDISON MISSION ENERGY 2016-06-15 7.750000 Other Instrument CORPORATE BOND 225000000.00 68546.67 EDUCATION MANAGEMENT LLC/EDU MGMT 2014-06-01 8.750000 Other Instrument CORPORATE BOND 225000000.00 1260935.76 ENERGY FUTURE HLDGS CORP 2017-11-01 10.875000 Other Instrument CORPORATE BOND 225000000.00 14220.17 ENERGY FUTURE HLDGS CORP 2017-11-01 11.250000 Other Instrument CORPORATE BOND 225000000.00 629.34 ENERGY FUTURE HLDGS CORP 2019-10-15 9.750000 Other Instrument CORPORATE BOND 225000000.00 72953.12 ENERGY FUTURE HLDGS CORP 2020-01-15 10.000000 Other Instrument CORPORATE BOND 225000000.00 4976123.91 ENERGY FUTURE INTER HLDG CO LLC 2019-10-15 9.750000 Other Instrument CORPORATE BOND 225000000.00 101092.19 ENGELHARD CORP 2013-05-15 4.250000 Other Instrument CORPORATE BOND 225000000.00 10083.41 EOP OPER LTD PARTNERSHIP 2028-06-15 7.250000 Other Instrument CORPORATE BOND 225000000.00 48619.13 EXIDE TECHNOLOGIES FORMERLY EXIDE CORP TO 05/15/ 2018-02-01 8.625000 Other Instrument CORPORATE BOND 225000000.00 2135686.03 EXPEDIA INC DEL 2018-08-15 7.456000 Other Instrument CORPORATE BOND 225000000.00 480372.39 FAIRPOINT COMMUNICATIONS INC 2018-04-02 13.125000 Other Instrument CORPORATE BOND 225000000.00 160000.00 FEDERAL JUDICIARY OFFICE BLDG TR 2022-02-15 0.00 Other Instrument CORPORATE BOND 225000000.00 5571.58 FERRELLGAS L P / FERRELLGAS 2017-10-01 9.125000 Other Instrument CORPORATE BOND 225000000.00 179842.55 FINANCING CORP PRINCIPAL FICO 2017-11-30 0.00 Other Instrument CORPORATE BOND 225000000.00 8461.80 FINANCING CORP PRINCIPAL FICO 2018-08-03 0.00 Other Instrument CORPORATE BOND 225000000.00 231145.00 FIRST AMERN CORP CALIF 2028-04-01 7.549999 Other Instrument CORPORATE BOND 225000000.00 5054.24 FIRST DATA CORP 2015-09-24 9.875000 Other Instrument CORPORATE BOND 225000000.00 387531.46 FIRST DATA CORP 2021-01-15 8.250000 Other Instrument CORPORATE BOND 225000000.00 959251.56 FIRST DATA CORP 2022-01-15 8.750000 Other Instrument CORPORATE BOND 225000000.00 38756.53 FREESCALE SEMICONDUCTOR INC 2016-12-15 10.125000 Other Instrument CORPORATE BOND 225000000.00 2405745.16 FREESCALE SEMICONDUCTOR INC 2018-03-15 10.125000 Other Instrument CORPORATE BOND 225000000.00 2765754.24 FREESCALE SEMICONDUCTOR INC 2020-08-01 10.750000 Other Instrument CORPORATE BOND 225000000.00 5065302.28 GAMCO INVS INC 2015-12-31 0.00 Other Instrument CORPORATE BOND 225000000.00 2214.92 GAYLORD ENTMT CO NEW 2014-11-15 6.750000 Other Instrument CORPORATE BOND 225000000.00 30084.38 GCB ALBERTSON'S INC 2031-05-01 8.000000 Other Instrument CORPORATE BOND 225000000.00 11928.89 GENON ESCROW CORP 2018-10-15 9.500000 Other Instrument CORPORATE BOND 225000000.00 67823.75 GEOKINETICS HLDGS USA INC 2014-12-15 9.750000 Other Instrument CORPORATE BOND 225000000.00 11512.50 GEVO INC 2022-07-01 7.500000 Other Instrument CORPORATE BOND 225000000.00 907467.92 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2031-11-01 8.000000 Other Instrument CORPORATE BOND 225000000.00 1639680.99 GOODYEAR TIRE AND RUBBER COMPANY 2022-05-15 7.000000 Other Instrument CORPORATE BOND 225000000.00 2284375.00 HANGER ORTHOEPEDIC GROUP INC 2018-11-15 7.125000 Other Instrument CORPORATE BOND 225000000.00 5239.84 HARBINGER GROUP INC 2015-11-15 0.00 Other Instrument CORPORATE BOND 225000000.00 20390.36 HARRAHS OPER INC 2016-06-01 6.500000 Other Instrument CORPORATE BOND 225000000.00 40083.08 HARRAHS OPER INC 2017-10-01 5.750000 Other Instrument CORPORATE BOND 225000000.00 14682.71 HAWKER BEECHCRAFT ACQUISITION 2017-04-01 9.750000 Other Instrument CORPORATE BOND 225000000.00 1085.00 HCA- THE HEALTHCARE CO 2013-07-15 6.750000 Other Instrument CORPORATE BOND 225000000.00 931840.94 HCA THE HEALTHCARE COMPANY 2015-01-15 6.375000 Other Instrument CORPORATE BOND 225000000.00 163780.00 HECKMANN CORP 2018-04-15 9.875000 Other Instrument CORPORATE BOND 225000000.00 87505.00 HERTZ CORP 2019-04-15 6.750000 Other Instrument CORPORATE BOND 225000000.00 5029170.91 HILTON HOTELS CORP 2012-12-01 7.625000 Other Instrument CORPORATE BOND 225000000.00 10379.13 HILTON HOTELS CORP 2017-12-15 7.500000 Other Instrument CORPORATE BOND 225000000.00 32081.25 HOMER CITY FDG LLC 2019-10-01 8.137000 Other Instrument CORPORATE BOND 225000000.00 1247000.00 HOVNANIAN K ENTERPRISES INC 2016-05-15 7.500000 Other Instrument CORPORATE BOND 225000000.00 964.38 IASIS HEALTHCARE LLC / IASIS 2019-05-15 8.375000 Other Instrument CORPORATE BOND 225000000.00 1855785.97 INDEPENDENCIA INTERNATIONAL LTD 2016-12-30 0.00 Other Instrument CORPORATE BOND 225000000.00 3533.69 INEOS FIN PLC 2015-05-15 9.000000 Other Instrument CORPORATE BOND 225000000.00 275000.00 INEOS FIN PLC 2020-05-01 7.500000 Other Instrument CORPORATE BOND 225000000.00 1559114.83 INEOS GROUP HLDGS PLC 2016-02-15 8.500000 Other Instrument CORPORATE BOND 225000000.00 407945.42 ING CAP FDG TR III 2049-12-29 3.960000 Other Instrument CORPORATE BOND 225000000.00 3846590.67 INTELSAT JACKSON HLDGS LTD 2019-11-01 8.500000 Other Instrument CORPORATE BOND 225000000.00 1846560.53 INTELSAT LUXEMBOURG S A 2017-02-04 11.500000 Other Instrument CORPORATE BOND 225000000.00 2192083.33 INVERSORA ELECTRICA DE BUENOS AIRES INVERSORA, ARGENTINA 2017-09-26 0.00 Other Instrument CORPORATE BOND 225000000.00 8171.95 ITT CORP 2025-11-15 7.400000 Other Instrument CORPORATE BOND 225000000.00 13724.83 JAMES RIV COAL CO 2019-04-01 7.875000 Other Instrument CORPORATE BOND 225000000.00 1568017.81 K N CAP TR I 2027-04-15 0.00 Other Instrument CORPORATE BOND 225000000.00 19519.77 K N CAP TR III 2028-04-15 7.629999 Other Instrument CORPORATE BOND 225000000.00 49075.15 LAMAR MEDIA CORP 2018-04-15 7.875000 Other Instrument CORPORATE BOND 225000000.00 8878.75 LEHMAN BROS INC 2026-08-01 7.500000 Other Instrument CORPORATE BOND 225000000.00 178000.00 LEUCADIA NATL CORP 2013-08-15 7.000000 Other Instrument CORPORATE BOND 225000000.00 1114243.33 LEVEL 3 FING INC 2015-02-15 4.469000 Other Instrument CORPORATE BOND 225000000.00 2023570.04 LIFECARE HLDGS INC 2013-08-15 9.250000 Other Instrument CORPORATE BOND 225000000.00 8126.56 LINN ENERGY LLC LINN ENERGY FIN CO 2021-02-01 7.750000 Other Instrument CORPORATE BOND 225000000.00 1150410.62 LIPATECH FINANCE LTD 2099-12-29 9.875000 Other Instrument CORPORATE BOND 225000000.00 1709.72 LUCENT TECHNOLOGIES INC 2028-01-15 6.500000 Other Instrument CORPORATE BOND 225000000.00 2265500.62 LUMBERMENS MUT CAS CO 2026-07-01 0.00 Other Instrument CORPORATE BOND 225000000.00 233.60 LUMBERMENS MUT CAS CO 2037-12-01 0.00 Other Instrument CORPORATE BOND 225000000.00 179.20 MASHANTUCKET WESTERN PEQUOT 2015-11-15 8.500000 Other Instrument CORPORATE BOND 225000000.00 140000.00 MASTEC INC 2017-02-01 7.625000 Other Instrument CORPORATE BOND 225000000.00 2110.41 MCMORAN EXPLORATION CO 2014-11-15 11.875000 Other Instrument CORPORATE BOND 225000000.00 9089.53 METROPCS WIRELESS INC 2018-09-01 7.875000 Other Instrument CORPORATE BOND 225000000.00 1652953.12 MF GLOBAL HLDGS LTD 2016-08-08 6.250000 Other Instrument CORPORATE BOND 225000000.00 5028541.40 MGM RESORTS INTL FORMERLY MGM GRAND INC TO 08/01 2014-02-27 5.875000 Other Instrument CORPORATE BOND 225000000.00 393347.66 MIG LLC 2016-12-31 15.500000 Other Instrument CORPORATE BOND 225000000.00 188.87 MOHEGAN TRIBAL GAMING AUTH 2016-12-15 10.500000 Other Instrument CORPORATE BOND 225000000.00 3424750.00 MOLYCORP INC DEL 2020-06-01 10.000000 Other Instrument CORPORATE BOND 225000000.00 4048000.00 MOMENTIVE PERFORMANCE MATLS 2020-10-15 10.000000 Other Instrument CORPORATE BOND 225000000.00 3890000.00 MOOG INC 2018-06-15 7.250000 Other Instrument CORPORATE BOND 225000000.00 145152.71 MTN AA5 12/21/35 5.90 2065-12-21 5.900000 Other Instrument CORPORATE BOND 225000000.00 2140622.50 MTN ALB 06/01/28 6.625 2028-06-01 6.625000 Other Instrument CORPORATE BOND 225000000.00 5741.91 MTR GAMING GROUP INC 2019-08-01 11.500000 Other Instrument CORPORATE BOND 225000000.00 456965.83 NATIONAL MONEY MART COMPANY 2016-12-15 10.375000 Other Instrument CORPORATE BOND 225000000.00 3465.16 NAVIOS MARITIME HOLDINGS INC 2017-11-01 8.875000 Other Instrument CORPORATE BOND 225000000.00 18443.69 NEEBO INC 2016-12-01 0.00 Other Instrument CORPORATE BOND 225000000.00 858132.00 NEWPAGE CORP 2013-05-01 10.000000 Other Instrument CORPORATE BOND 225000000.00 42000.00 NEWPAGE CORP 2014-12-31 11.375000 Other Instrument CORPORATE BOND 225000000.00 3152500.00 NFR ENERGY LLC / NFR ENERGY 2017-02-15 9.750000 Other Instrument CORPORATE BOND 225000000.00 2040356.25 NIELSEN FIN LLC / NIELSEN FIN CO 2018-10-15 7.750000 Other Instrument CORPORATE BOND 225000000.00 22468.75 NORANDA ALUM ACQUISITION 2015-05-15 5.274000 Other Instrument CORPORATE BOND 225000000.00 942.16 NORSKE SKOGINDUSTRIER ASA 2033-10-15 7.125000 Other Instrument CORPORATE BOND 225000000.00 4932479.24 NORTEK INC 2021-04-15 0.00 Other Instrument CORPORATE BOND 225000000.00 541250.00 NRG ENERGY INC 2020-09-01 8.250000 Other Instrument CORPORATE BOND 225000000.00 85530.08 OVERSEAS SHIPHOLDING GROUP INC 2013-12-01 8.750000 Other Instrument CORPORATE BOND 225000000.00 477650.00 OVERSEAS SHIPHOLDING GROUP INC 2018-03-30 8.125000 Other Instrument CORPORATE BOND 225000000.00 1480462.50 PENN VA CORP 2016-06-15 10.375000 Other Instrument CORPORATE BOND 225000000.00 8780.42 PENNEY J C INC 2023-11-15 7.125000 Other Instrument CORPORATE BOND 225000000.00 4939477.36 PETROPLUS FINANCE LTD 2014-05-01 6.750000 Other Instrument CORPORATE BOND 225000000.00 36501.75 PETROQUEST ENERGY INC 2017-09-01 0.00 Other Instrument CORPORATE BOND 225000000.00 24488.61 PHI INC VTG 2018-10-15 8.625000 Other Instrument CORPORATE BOND 225000000.00 247429.69 PLAINS EXPL & PROD 2020-11-15 6.500000 Other Instrument CORPORATE BOND 225000000.00 1370250.00 PLY GEM INDS INC 2018-02-15 8.250000 Other Instrument CORPORATE BOND 225000000.00 1233248.44 PLY GEM INDUSTRIES INC 2017-04-15 0.00 Other Instrument CORPORATE BOND 225000000.00 63150.00 PMI GROUP INC 2036-09-15 6.625000 Other Instrument CORPORATE BOND 225000000.00 71875.00 POLYMER GROUP INC 2019-02-01 7.750000 Other Instrument CORPORATE BOND 225000000.00 2135.00 PULTE CORP 2017-10-15 7.625000 Other Instrument CORPORATE BOND 225000000.00 35235.94 PULTE CORP 2033-05-15 6.375000 Other Instrument CORPORATE BOND 225000000.00 8122590.38 QUICKSILVER RES INC 2015-08-01 8.250000 Other Instrument CORPORATE BOND 225000000.00 6630.90 QUICKSILVER RESOURCES 2016-04-01 7.125000 Other Instrument CORPORATE BOND 225000000.00 32867.08 RADIATION THERAPY SVCS INC 2017-01-15 8.875000 Other Instrument CORPORATE BOND 225000000.00 2271585.00 RADIOSHACK CORPORATION COM 2019-05-15 6.750000 Other Instrument CORPORATE BOND 225000000.00 1795678.12 RADNET MGMT INC 2018-04-01 10.375000 Other Instrument CORPORATE BOND 225000000.00 4148.01 REALOGY CORP 2017-04-15 0.00 Other Instrument CORPORATE BOND 225000000.00 2190000.00 REALOGY CORP 2017-04-15 11.500000 Other Instrument CORPORATE BOND 225000000.00 1595927.90 REGIONS FING TR II 2047-05-15 6.625000 Other Instrument CORPORATE BOND 225000000.00 2027057.08 REYNOLDS GROUP ISSUER INC/ 2021-02-15 8.250000 Other Instrument CORPORATE BOND 225000000.00 98500.00 REYNOLDS GROUP ISSUER INC/ REYNOLDS GROUP ISSUER 2019-08-15 9.875000 Other Instrument CORPORATE BOND 225000000.00 4976414.96 RITE AID CORP 2027-02-15 7.700000 Other Instrument CORPORATE BOND 225000000.00 404153.75 RITE AID CORP 2028-12-15 6.875000 Other Instrument CORPORATE BOND 225000000.00 4826283.05 ROYAL BK SCOTLAND N V 2016-03-15 0.00 Other Instrument CORPORATE BOND 225000000.00 14457.33 RRI ENERGY INC 2017-06-15 7.875000 Other Instrument CORPORATE BOND 225000000.00 234379.69 SABRE INC 2019-05-15 8.500000 Other Instrument CORPORATE BOND 225000000.00 530520.83 SEAGRAM LTD 2022-01-15 8.349999 Other Instrument CORPORATE BOND 225000000.00 24903.55 SEARS ROEBUCK ACCEP CORP 2028-12-01 6.500000 Other Instrument CORPORATE BOND 225000000.00 3329.26 SELECT MED CORP 2015-02-01 7.625000 Other Instrument CORPORATE BOND 225000000.00 1033.95 SHORPKO STORES INC 2022-03-15 0.00 Other Instrument CORPORATE BOND 225000000.00 7476.30 SIGNATURE GROUP HLDGS INC 2016-12-31 0.00 Other Instrument CORPORATE BOND 225000000.00 33284.15 SINO-FOREST CORP, MISSISSAUGA ON 2014-07-28 10.250000 Other Instrument CORPORATE BOND 225000000.00 3756.11 SPHERIS INC 2012-12-15 11.000000 Other Instrument CORPORATE BOND 225000000.00 14457.00 SPIEKER PPTYS L P 2017-12-01 7.349999 Other Instrument CORPORATE BOND 225000000.00 72022.19 SPRINT CAP CORP 2019-05-01 6.900000 Other Instrument CORPORATE BOND 225000000.00 48737.62 SPRINT NEXTEL CORP 2018-11-15 9.000000 Other Instrument CORPORATE BOND 225000000.00 5019199.97 SPRINT NEXTEL CORP FORMERLY SPRINT CORP TO 08/12 2022-04-15 9.250000 Other Instrument CORPORATE BOND 225000000.00 43706.25 STALLION OILFIELD HLDGS INC 2015-02-15 10.500000 Other Instrument CORPORATE BOND 225000000.00 2964555.00 STANDARD PAC CORP NEW 2016-09-15 10.750000 Other Instrument CORPORATE BOND 225000000.00 101876.46 SUNGARD DATA SYS INC 2018-11-15 7.375000 Other Instrument CORPORATE BOND 225000000.00 2128645.83 SWIFT ENERGY CO 2017-06-01 7.125000 Other Instrument CORPORATE BOND 225000000.00 1065.43 SWIFT SVCS HLDGS INC 2018-11-15 10.000000 Other Instrument CORPORATE BOND 225000000.00 8793.33 TAMINCO GLOBAL CHEM CORP 2020-03-31 9.750000 Other Instrument CORPORATE BOND 225000000.00 2224837.70 TENNECO PACKAGING INC 2027-04-15 8.375000 Other Instrument CORPORATE BOND 225000000.00 22422.66 TEXAS COMPETITIVE ELEC HLDGS 2015-11-01 10.250000 Other Instrument CORPORATE BOND 225000000.00 57398.90 TOUSA INC 2014-03-15 7.500000 Other Instrument CORPORATE BOND 225000000.00 33.75 TOUSA INC 2015-01-15 7.500000 Other Instrument CORPORATE BOND 225000000.00 273.75 TOYS R US PPTY CO I LLC 2017-07-15 10.750000 Other Instrument CORPORATE BOND 225000000.00 11303.12 TRAVELPORT LLC / TRAVELPORT 2016-09-01 11.875000 Other Instrument CORPORATE BOND 225000000.00 319486.11 TXU CORP 2024-11-15 6.500000 Other Instrument CORPORATE BOND 225000000.00 16719.79 UNIVISION COMMICATIONS INC 2020-11-01 7.875000 Other Instrument CORPORATE BOND 225000000.00 79600.78 URBI DESARROLLOS URBANOS SAB DE CV 2016-04-19 8.500000 Other Instrument CORPORATE BOND 225000000.00 22992.01 USG CORP 2018-01-15 7.750000 Other Instrument CORPORATE BOND 225000000.00 1151562.50 VENOCO INC 2017-10-01 11.500000 Other Instrument CORPORATE BOND 225000000.00 5011154.70 VICORP RESTAURANTS INC 2013-04-15 10.500000 Other Instrument CORPORATE BOND 225000000.00 510.00 WASHINGTON MUT BK FA 2015-06-15 6.875000 Other Instrument CORPORATE BOND 225000000.00 67.00 WCI CMNTYS INC 2013-05-01 9.125000 Other Instrument CORPORATE BOND 225000000.00 2620.00 WCI CMNTYS INC 2013-10-01 7.875000 Other Instrument CORPORATE BOND 225000000.00 250.00 WEST CORP BECAME A PRIVATE COMPANY 10/23/2006 2019-01-15 7.875000 Other Instrument CORPORATE BOND 225000000.00 2031562.50 WINDSTREAM CORP 2013-08-01 8.125000 Other Instrument CORPORATE BOND 225000000.00 10668.58 XINERGY CORP 2019-05-15 0.00 Other Instrument CORPORATE BOND 225000000.00 540000.00 XINERGY CORP 2019-05-15 9.250000 Other Instrument CORPORATE BOND 225000000.00 1087708.33 YCC HLDGS LLC / YANKEE FIN 2016-02-15 11.000000 Other Instrument CORPORATE BOND 225000000.00 2907165.62 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 225000000.00 225000000.00 0.0042 N 225000000.00 225000000.00 UBS SECURITIES LLC TRI-PARTY UBS SECURITIES LLC 0.230000% BRSGDF1T3 0000230611 Government Agency Repurchase Agreement Y FANNIE MAE 2021-05-25 0.00 Government Agency Debt 325000000.00 2.52 Fannie Mae REMIC Trust 2022-08-25 11.010000 Government Agency Debt 325000000.00 135.89 Fannie Mae REMIC Trust 2036-11-25 4.500000 Government Agency Debt 325000000.00 54506274.53 Fannie Mae REMIC Trust 2039-01-25 2.000000 Government Agency Debt 325000000.00 7678661.39 Fannie Mae REMIC Trust 2039-05-25 5.842500 Government Agency Debt 325000000.00 6806568.81 Fannie Mae REMIC Trust 2040-05-25 1.711000 Government Agency Debt 325000000.00 54150610.86 Fannie Mae REMIC Trust 2040-11-25 1.310999 Government Agency Debt 325000000.00 72154663.42 Fannie Mae REMIC Trust 2042-04-25 6.289299 Government Agency Debt 325000000.00 2130603.38 Fannie Mae Stripped Mortgage-Backed Securities 2018-01-25 9.500000 Government Agency Debt 325000000.00 2.84 Fannie Mae Stripped Mortgage-Backed Securities 2018-08-25 10.000000 Government Agency Debt 325000000.00 1.91 Fannie Mae Stripped Mortgage-Backed Securities 2019-12-25 10.000000 Government Agency Debt 325000000.00 10.52 Fannie Mae Stripped Mortgage-Backed Securities 2020-04-25 10.000000 Government Agency Debt 325000000.00 7.76 Fannie Mae Stripped Mortgage-Backed Securities 2021-02-25 10.500000 Government Agency Debt 325000000.00 4.54 Fannie Mae Stripped Mortgage-Backed Securities 2023-02-25 8.000000 Government Agency Debt 325000000.00 20.52 FEDERAL HOME LN MTG CORP 2027-09-15 4.000000 Government Agency Debt 325000000.00 2351023.16 FEDERAL HOME LN MTG CORP 2039-05-15 5.886000 Government Agency Debt 325000000.00 8776013.71 FEDERAL HOME LN MTG CORP 2041-09-15 5.735999 Government Agency Debt 325000000.00 5870943.84 FEDERAL HOME LN MTG CORP PARTN 2042-08-15 4.000000 Government Agency Debt 325000000.00 3219095.11 FEDERAL HOME LOAN MORTGAGE CORPORATION 2021-07-15 5.150999 Government Agency Debt 325000000.00 2086.92 FEDERAL HOME LOAN MORTGAGE CORPORATION 2021-09-15 11.500000 Government Agency Debt 325000000.00 5442.96 FEDERAL HOME LOAN MORTGAGE CORPORATION 2021-09-15 110.666600 Government Agency Debt 325000000.00 6323.95 FEDERAL HOME LOAN MORTGAGE CORPORATION 2021-09-15 130.500000 Government Agency Debt 325000000.00 3057.44 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-04-15 1.214000 Government Agency Debt 325000000.00 52184729.21 FEDERAL HOME LOAN MORTGAGE CORPORATION 2040-11-15 1.014000 Government Agency Debt 325000000.00 47871121.81 FEDERAL HOME LOAN MORTGAGE CORPORATION 2041-04-15 4.500000 Government Agency Debt 325000000.00 430007.15 FEDERAL NATL MTG ASSN GTD 2042-03-25 4.500000 Government Agency Debt 325000000.00 844582.62 Freddie Mac Structured Pass Through Certificates 2044-11-25 0.00 Government Agency Debt 325000000.00 6037333.11 Ginnie Mae Remic Trust 2039-07-20 5.792500 Government Agency Debt 325000000.00 4169934.82 GOVERNMENT NATL MTG ASSN GTD 2036-04-20 6.042500 Government Agency Debt 325000000.00 2292745.85 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2040-12-20 6.442499 Government Agency Debt 325000000.00 13485316.94 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2041-04-16 4.500000 Government Agency Debt 325000000.00 1197162.10 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2042-10-16 4.000000 Government Agency Debt 325000000.00 2160819.05 First Tier Security N/A N/A 2012-12-03 2012-12-03 N N N 325000000.00 325000000.00 0.0060 N 325000000.00 325000000.00 UINTA CNTY WYO UINTA CNTY WY - CHEVRON 0.180000% 903592AQ6 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-03 2012-12-03 Y CHEVRON CORP N/A N/A Y CHEVRON CORP N/A N/A N 60805000.00 60805000.00 0.0011 N 60805000.00 60805000.00 UNITED STATES TREASURY TREASURY BILL 0.120000% 9127956E6 Treasury Debt N First Tier Security N/A N/A 2013-03-07 2013-03-07 N N N 150000000.00 149951629.00 0.0028 N 149969700.00 149969700.00 UNITED STATES TREASURY TREASURY BILL 0.140000% 9127956L0 Treasury Debt N First Tier Security N/A N/A 2013-05-02 2013-05-02 N N N 815000000.00 814530365.00 0.0151 N 814592500.00 814592500.00 UNITED STATES TREASURY TREASURY BILL 0.140000% 9127956R7 Treasury Debt N First Tier Security N/A N/A 2013-05-30 2013-05-30 N N N 155000000.00 154891173.00 0.0029 N 154900490.00 154900490.00 UNITED STATES TREASURY TREASURY BILL 0.130000% 9127956V8 Treasury Debt N First Tier Security N/A N/A 2012-12-06 2012-12-06 N N N 100000000.00 99998908.00 0.0019 N 99999600.00 99999600.00 UNITED STATES TREASURY TREASURY BILL 0.150000% 9127956W6 Treasury Debt N First Tier Security N/A N/A 2013-06-27 2013-06-27 N N N 950000000.00 949177431.00 0.0176 N 949266600.00 949266600.00 UNITED STATES TREASURY TREASURY BILL 0.160000% 9127956X4 Treasury Debt N First Tier Security N/A N/A 2012-12-20 2012-12-20 N N N 1000000000.00 999926924.00 0.0185 N 999965000.00 999965000.00 UNITED STATES TREASURY TREASURY BILL 0.160000% 9127957A3 Treasury Debt N First Tier Security N/A N/A 2013-07-25 2013-07-25 N N N 400000000.00 399577500.00 0.0074 N 399642800.00 399642800.00 UNITED STATES TREASURY TREASURY BILL 0.130000% 9127957H8 Treasury Debt N First Tier Security N/A N/A 2013-02-28 2013-02-28 N N N 65000000.00 64979307.00 0.0012 N 64987455.00 64987455.00 UNITED STATES TREASURY TREASURY BILL 0.100000% 9127957L9 Treasury Debt N First Tier Security N/A N/A 2013-03-14 2013-03-14 N N N 300000000.00 299915833.00 0.0056 N 299928600.00 299928600.00 UNITED STATES TREASURY TREASURY BILL 0.130000% 912795Z61 Treasury Debt N First Tier Security N/A N/A 2013-03-28 2013-03-28 N N N 325000000.00 324865035.00 0.0060 N 324909325.00 324909325.00 UNITED STATES TREASURY TREASURY BILL 0.150000% 912795Z95 Treasury Debt N First Tier Security N/A N/A 2013-04-11 2013-04-11 N N N 370000000.00 369810406.00 0.0068 N 369860880.00 369860880.00 UNITED STATES TREASURY TREASURY BILL 0.130000% 912796AA7 Treasury Debt N First Tier Security N/A N/A 2013-04-18 2013-04-18 N N N 500000000.00 499756333.00 0.0092 N 499801500.00 499801500.00 UNITED STATES TREASURY TREASURY BILL 0.150000% 912796AF6 Treasury Debt N First Tier Security N/A N/A 2013-05-09 2013-05-09 N N N 550000000.00 549640099.00 0.0102 N 549712350.00 549712350.00 UNITED STATES TREASURY TREASURY BILL 0.150000% 912796AG4 Treasury Debt N First Tier Security N/A N/A 2013-05-16 2013-05-16 N N N 500000000.00 499669722.00 0.0092 N 499715500.00 499715500.00 UNITED STATES TREASURY TREASURY BILL 0.170000% 912796DM8 Treasury Debt N First Tier Security N/A N/A 2012-12-31 2012-12-31 N N N 1000000000.00 999871278.00 0.0185 N 999907000.00 999907000.00 UNITED STATES TREASURY TREASURY NOTE 0.170000% 912828HM5 Treasury Debt N First Tier Security N/A N/A 2012-12-31 2012-12-31 N N N 100000000.00 100262914.00 0.0019 N 100257800.00 100257800.00 UNITED STATES TREASURY TREASURY NOTE 0.200000% 912828PU8 Treasury Debt N First Tier Security N/A N/A 2013-11-15 2013-11-15 N N N 75000000.00 75213867.00 0.0014 N 75207975.00 75207975.00 UNITED STATES TREASURY TREASURY NOTE 0.200000% 912828QE3 Treasury Debt N First Tier Security N/A N/A 2013-04-30 2013-04-30 N N N 100000000.00 100171843.00 0.0019 N 100199200.00 100199200.00 UNITED STATES TREASURY TREASURY NOTE 0.190000% 912828QW3 Treasury Debt N First Tier Security N/A N/A 2013-07-31 2013-07-31 N N N 450000000.00 450559614.00 0.0083 N 450615150.00 450615150.00 UNIV OF TEXAS PERMANENT UNIV FUND (TX) UNIVERSITY TEX PERM UNIV FD 0.130000% 9151153V9 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y UNIVERSITY OF TEXAS SYSTEM N/A N/A Y UNIVERSITY OF TEXAS SYSTEM N/A N/A N 98395000.00 98395000.00 0.0018 N 98395000.00 98395000.00 UNIVERSITY COLO HOSP AUTH UNIVERSITY COLO HOSP AUTH REV 0.150000% 914174DE4 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 66400000.00 66400000.00 0.0012 N 66400000.00 66400000.00 UNIVERSITY OF MICHIGAN UNIVERSITY MICH UNIV 0.130000% 914455FM7 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y JPMORGAN CHASE BANK NA N/A N/A N N 29855000.00 29855000.00 0.0006 N 29855000.00 29855000.00 UNIVERSITY OF TEXAS SYSTEM UNIVERSITY TEX UNIV REVS 0.130000% 915137U27 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y UNIV OF TX INVST MGT CO N/A N/A N N 35816000.00 35816000.00 0.0007 N 35816000.00 35816000.00 VERMONT ST STUDENT ASSISTANCE CORP VERMONT ST STUDENT ASSISTANCE 0.150000% 92428CFL3 Variable Rate Demand Note N First Tier Security N/A N/A 2012-12-07 2012-12-07 Y STATE STREET BANK AND TRUST COMP N/A N/A Y STATE STREET BANK AND TRUST COMP N/A N/A N 43825000.00 43825000.00 0.0008 N 43825000.00 43825000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.500000% 9612C0R27 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-04-02 2013-04-02 N N N 451000000.00 450248333.00 0.0083 N 450716456.30 450716456.30 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.480000% 9612C0V97 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-08-09 2013-08-09 N N N 500000000.00 498340000.00 0.0092 N 498992000.00 498992000.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH WESTPAC BANKING CORPORATION NEW YO 0.420000% 96121TPR3 Certificate of Deposit N First Tier Security N/A N/A 2013-01-14 2013-07-10 N N N 500000000.00 500000000.00 0.0093 N 500451000.00 500451000.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH WESTPAC BANKING CORPORATION NEW YO 0.430000% 96121TPY8 Certificate of Deposit N First Tier Security N/A N/A 2013-06-05 2013-06-05 N N N 350000000.00 350000000.00 0.0065 N 350235235.00 350235235.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH WESTPAC BANKING CORPORATION NEW YO 0.410000% 96121TPZ5 Certificate of Deposit N First Tier Security N/A N/A 2013-05-07 2013-05-07 N N N 185000000.00 185000000.00 0.0034 N 185105135.50 185105135.50