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C000003903 1.00 15760140.64 1.00 -763808.50 1467253.98 2231062.48 0.0001 1.0001 2013-11-30 1.0001 2013-11-30 ALLEN CNTY OHIO ALLEN CNTY OHIO HOSP FACS REV 0.040000% 01757LFA9 Variable Rate Demand Note N First Tier Security N/A N/A 2013-12-06 2013-12-06 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 0.260000% 03663UB79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-02-07 2014-02-07 N N N 194800000.00 194705738.00 0.0035 N 194729170.72 194729170.72 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKING GR 0.240000% 05252TBC3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-17 2014-01-17 N N N 400000000.00 400000000.00 0.0071 N 400096800.00 400096800.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKING GR 0.280000% 05253MBY9 Financial Company Commercial Paper N First Tier 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0.0050 N 280036680.00 280036680.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.200000% 06366AP71 Certificate of Deposit N First Tier Security N/A N/A 2014-05-15 2014-05-15 N N N 300000000.00 300000000.00 0.0053 N 299999970.00 299999970.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.080000% 06366AR79 Certificate of Deposit N First Tier Security N/A N/A 2013-12-12 2013-12-12 N N N 375000000.00 375000000.00 0.0067 N 374997300.00 374997300.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.210000% 06366AT44 Certificate of Deposit N First Tier Security N/A N/A 2014-05-27 2014-05-27 N N N 110000000.00 110000000.00 0.0020 N 110005467.00 110005467.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.240000% 06366AUE0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-05 2014-09-05 N N N 431500000.00 431500000.00 0.0077 N 431435275.00 431435275.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.180000% 06366AYH9 Certificate of Deposit N First Tier Security N/A N/A 2014-01-06 2014-01-06 N N N 250000000.00 250000000.00 0.0044 N 250015825.00 250015825.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.240000% 06366AZL9 Certificate of Deposit N First Tier Security N/A N/A 2013-12-09 2014-10-09 N N N 100000000.00 100000000.00 0.0018 N 99983100.00 99983100.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.340000% 06366LAD0 Certificate of Deposit N First Tier Security N/A N/A 2014-01-10 2014-01-10 N N N 300000000.00 300000000.00 0.0053 N 300075900.00 300075900.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.200000% 06417F4S6 Certificate of Deposit N First Tier Security N/A N/A 2014-02-04 2014-02-04 N N N 200000000.00 200000000.00 0.0036 N 200022300.00 200022300.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.260000% 06417F7E4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-11-06 N N N 231000000.00 231000000.00 0.0041 N 231105567.00 231105567.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.250000% 06417F7K0 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-11-07 N N N 401000000.00 401000000.00 0.0071 N 401000000.00 401000000.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.280000% 06417FF70 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-08-08 N N N 394000000.00 394000000.00 0.0070 N 394270284.00 394270284.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.200000% 06417HAD8 Certificate of Deposit N First Tier Security N/A N/A 2014-04-21 2014-04-21 N N N 257000000.00 257000000.00 0.0046 N 256887819.50 256887819.50 BANK OF TOKYO MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO MITSUBISHI UFJ LTD ( 0.250000% 06538GHZ8 Certificate of Deposit N First Tier Security N/A N/A 2014-03-26 2014-03-26 N N N 500000000.00 500000000.00 0.0089 N 500048550.00 500048550.00 BANK OF TOKYO-MITSUBISHI UFJ LTD BANK OF TOKYO-MITSUBISHI UFJ LTD 0.060000% BRSLF0WU6 0000852743 Other Instrument TD N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 1225000000.00 1225000000.00 0.0218 N 1225000000.00 1225000000.00 BARCLAYS BANK PLC BARCLAYS BANK PLC 0.120000% BRSLF1450 0001505713 Other Instrument TD N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 854000000.00 854000000.00 0.0152 N 854000000.00 854000000.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC 0.660000% BRSFDZF33 0001484219 Other Repurchase Agreement N ABS BSA 12/25/35 0.701 2035-12-25 0.606000 Other Note 2397000.00 1704225.77 ABS GMA 08/25/37 5.952 2037-08-25 5.952000 Other Note 1750000.00 1501416.58 ABS GMA 12/25/36 0.411 2036-12-25 0.346000 Other Note 5000000.00 1551971.44 ABS HEM 02/25/36 5.223 2036-02-25 0.866000 Other Note 1084745.00 183387.32 ABS JPM 02/15/51 6.062 2051-02-15 6.191800 Other Note 2007000.00 1921646.83 ABS LBU 02/15/40 5.484 2040-02-15 5.484000 Other Note 2000000.00 2043301.33 ABS LXS 08/25/46 3.407 2046-08-25 0.366000 Other Note 1655000.00 1265847.19 ABS MLM 06/25/36 0.7600 2036-06-25 0.666000 Other Note 1430000.00 1289523.95 ABS NCH 03/25/35 3.415 2035-03-25 0.946000 Other Note 13521428.00 2842218.95 ABS RAS 09/25/36 5.300 2036-09-25 0.316000 Other Note 2850000.00 1559490.42 ACCR_05-2 2035-07-25 0.766000 Other Note 7629000.00 3166937.49 Accredited Mortgage Loan Trust 2037-02-25 0.296000 Other Note 2750000.00 1996904.82 ACE Securities Corp Home Equity Loan Trust 2037-07-25 0.346000 Other Note 4000000.00 1879080.69 ACE_06-SL4 2036-09-25 0.366000 Other Note 2064660.00 399917.78 Adjustable Rate Mortgage Trust 2035-11-25 2.844570 Other Note 7086000.00 80426.98 AHM_07-2 2047-03-25 0.966000 Other Note 5740000.00 520147.02 AIRPLANES PASS THRU TR 2019-03-15 0.717700 Other Note 4484000.00 1114923.25 ALTERNATIVE LN TR 2006-OA11 2046-09-25 0.356000 Other Note 10110000.00 2838296.63 American Home Mortgage Assets Trust 2035-11-25 2.576865 Other Note 5649249.00 2218249.76 American Home Mortgage Investment Trust 2035-08-25 0.346000 Other Note 9969427.00 744969.10 AMERICAN HOME MTG INVT TR 2045-09-25 0.466000 Other Note 11287500.00 2002558.37 AMERICAN HOME MTGE ASSET TR 2027-09-25 0.866000 Other Note 14126039.00 1696637.85 ARES_07-11A 2021-10-11 6.245600 Other Note 2500000.00 2519042.50 ARSI_06-M1 2036-07-25 0.316000 Other Note 3589845.00 1122132.62 BANC OF AMERICA 2035-11-20 2.618570 Other Note 21466929.00 6277932.05 Banc of America Commercial Mortgage 2049-06-10 5.796520 Other Note 13365000.00 12805715.72 Banc of America Funding Corp 2037-06-20 5.308590 Other Note 3256000.00 2110180.62 BANC OF AMERICA FUNDING CORPORATION BAFC_04-C 2034-12-20 0.768000 Other Note 8239000.00 790692.07 BAYVIEW COML ASSET TR 2008-1 2038-01-25 1.666000 Other Note 4000000.00 2475402.31 BAYVIEW COMMERCIAL ASSET TRUST B 2037-07-25 0.486000 Other Note 5000000.00 1712803.00 BBUBST_12-SHOW 2036-11-05 3.882200 Other Note 215.00 204.14 BCAP Trust 2047-05-25 0.446000 Other Note 46387.00 170.43 BCAP_08-IND1 2047-10-25 1.644000 Other Note 4600000.00 651096.93 BCP_11-RR6 2037-04-26 2.788650 Other Note 10155179.00 5742538.72 BEACON HILL CBI II 2037-09-19 0.771950 Other Note 11500000.00 1817757.79 BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST BSARM_07-4 2037-05-25 5.503248 Other Note 11767000.00 5495005.23 Bear Stearns ALT-A Trust 2035-10-25 0.866000 Other Note 4714000.00 115553.64 Bear Stearns ARM Trust 2035-10-25 2.658560 Other Note 2170000.00 628707.13 Bear Stearns ARM Trust 2047-02-25 2.820700 Other Note 12300000.00 3592478.56 BEAR STEARNS ASSET BACKED SECS 2036-07-25 3.232880 Other Note 7191000.00 1549086.84 Bear Stearns Asset Backed Securities Trust 2036-10-25 2.503890 Other Note 6700000.00 1933733.49 BEAR STEARNS COML MTG SECS TR 2041-10-12 5.598000 Other Note 1935441.00 1824301.21 Bear Stearns Commercial Mortgage Securities 2050-06-11 6.339400 Other Note 204000.00 191046.28 BEAR STEARNS MTG FDG TRUST 2006 AR3 2036-10-25 0.400000 Other Note 315017929.00 2119377.73 BOMBARDIER CAP MTG 2029-03-15 6.785000 Other Note 1111956.00 417480.96 BOMBARDIER CAPITAL MTGE SEC CORP 2030-06-15 0.327700 Other Note 51975000.00 1501747.95 BSABS_06-HE8 2036-10-25 0.426000 Other Note 1934000.00 762299.26 C-BASS 2007-CB1 TR 2037-01-25 4.441190 Other Note 23539983.00 2388551.53 C-BASS Mortgage Loan Asset-Backed Certificates 2037-04-25 4.834170 Other Note 4765000.00 1473121.97 CCMFC_05-3A 2036-07-25 0.396000 Other Note 65492120.00 6002718.19 CD 2007-CD4 COML MTG TR 2049-12-11 5.398000 Other Note 2074000.00 1467045.98 Chase Mortgage Finance Corporation 2037-03-25 6.000000 Other Note 795858.00 40805.05 CHEVY CHASE FDG LLC MTG BACKED CTFS SER 2006-3 2047-08-25 0.346000 Other Note 2095538.00 456210.79 CHL MTG 2007-HY3,NY 2047-06-25 5.347450 Other Note 7348000.00 2679068.26 CITICORP MORTGAGE SEC INC 2035-03-25 5.381030 Other Note 411000.00 184374.84 Citigroup Mortgage Loan Trust 2036-10-25 0.456000 Other Note 2385900.00 1813126.85 Citigroup Mortgage Loan Trust 2037-03-25 0.750000 Other Note 1266115.00 12635.39 CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-AR6 2036-08-25 5.626600 Other Note 15227000.00 4057615.18 CITIGROUP/DEUTSCHE BANK COMMERCIAL MORTGAGE CD_06-CD2 2046-01-15 5.531608 Other Note 9000000.00 9715678.93 CMO 059B99 5.5000 2035-06-25 5.500000 Other Note 4465000.00 293132.33 CMO 251AF1 0.6820 2047-01-25 0.326000 Other Note 4585512.00 1540811.14 CMO 617AH4 6.3549 2049-12-12 6.340180 Other Note 688000.00 673796.51 CMO 933AG6 5.9250 2037-07-25 4.493480 Other Note 4743000.00 1730764.30 CNF_02-2 2030-06-01 7.424000 Other Note 1800000.00 2041792.60 COMM_12-CR5 2045-12-10 4.479610 Other Note 2043000.00 1782084.30 COMM_13-FL3 2028-10-13 3.768000 Other Note 4000000.00 3962168.00 CORP 045AF6 2016-01-02 0.00 Other Note 441.00 214.25 COUNTRYWIDE ALTERNATIVE LOAN TRU 2036-08-25 3.853810 Other Note 642000.00 589655.75 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-58 2035-12-20 0.558000 Other Note 445000.00 30349.89 COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_04-13 2035-04-25 5.071000 Other Note 2390000.00 1637456.08 Countrywide Home Equity Loan Trust 2027-07-25 5.841000 Other Note 6018000.00 3258882.26 Countrywide Home Equity Loan Trust 2032-05-25 0.226000 Other Note 15675000.00 1406099.58 Countrywide Home Equity Loan Trust 2034-07-25 5.932000 Other Note 2533290.00 1490914.61 COUNTRYWIDE HOME EQUITY LOAN TRUST CWHEL_06-H 2036-11-15 0.317700 Other Note 7681835.00 1353641.74 Countrywide Home Loans 2035-03-25 0.786000 Other Note 484562.00 32428.36 Countrywide Home Loans 2035-03-25 2.714160 Other Note 7890000.00 540958.80 Countrywide Home Loans 2046-04-25 0.366000 Other Note 3697000.00 775404.06 Countrywide Home Loans 2046-04-25 0.366000 Other Note 345249.00 132943.30 CRDIT SUISSE FIRST BOSTON 2005 1 2035-07-25 5.663620 Other Note 7418000.00 1405496.36 CREDIT SUISSE FIRST BOSTON MTGE SEC CORP 2035-03-15 4.891000 Other Note 424000.00 424172.17 CSMC_07-3 2037-04-25 5.698100 Other Note 3778000.00 730803.38 CWA_05-3CB 2035-03-25 6.984000 Other Note 27529000.00 1076598.03 CWA_05-64C 2035-12-25 5.500000 Other Note 395000.00 361628.03 CWA_05-J13 2035-11-25 7.034000 Other Note 20000000.00 755446.92 CWABS INC 2033-12-25 0.866000 Other Note 30000000.00 1452489.65 CWABS INC 2034-02-15 0.447700 Other Note 41836000.00 1722026.47 CWABS INC 2034-11-25 5.014000 Other Note 3079000.00 1577072.81 CWALT 2005 79CB 2036-05-25 6.000000 Other Note 3000000.00 1375726.16 CWALT Alternative Loan Trust 2035-04-25 5.500000 Other Note 20000.00 677.14 CWALT Alternative Loan Trust 2035-07-25 0.426000 Other Note 5085000.00 760528.24 CWALT Alternative Loan Trust 2035-09-25 0.506000 Other Note 3725000.00 640784.36 CWALT Alternative Loan Trust 2035-11-20 0.558000 Other Note 13118160.00 422892.16 CWALT Alternative Loan Trust 2036-10-25 6.500000 Other Note 40026.00 7770.59 CWALT Alternative Loan Trust 2046-06-25 0.376000 Other Note 9208999.00 894006.47 CWALT Alternative Loan Trust 2046-12-25 0.406000 Other Note 26742500.00 2268804.81 CWALT Alternative Loan Trust 2047-06-25 0.373075 Other Note 50267689.00 146207.54 CWALT Alternative Loan Trust 2047-09-25 0.416000 Other Note 117000.00 45019.64 CWALT INC 2035-03-25 5.281010 Other Note 9521040.00 489990.98 CWALT INC 2035-05-25 5.500000 Other Note 369000.00 337040.58 CWALT INC 2035-11-20 0.488000 Other Note 7500000.00 2390728.26 CWALT_05-64CB 2035-12-25 5.500000 Other Note 1000000.00 929589.59 CWALT_06-14CB 2036-06-25 5.434000 Other Note 101952000.00 2511065.18 CWALT_06-28CB 2036-10-25 6.500000 Other Note 220588.00 37676.27 CWALT_06-OA11 2046-09-25 0.356000 Other Note 4400000.00 1587196.86 CWALT_06-OA9 2046-07-20 0.368000 Other Note 10850000.00 2526898.21 CWALT_07-22 2037-09-25 6.500000 Other Note 135865.00 7024.98 CWHEQ HOME EQUITY LN TR SER 2036-04-25 5.555000 Other Note 4142633.00 1868543.61 CWHEQ INC 2036-05-15 0.337700 Other Note 12649000.00 1408095.22 CWHEQ LOAN 2007 2037-05-25 5.934000 Other Note 4500000.00 2050818.40 CWHEQ REVOLVING HME EQUITY LOAN TRU 2005-B 2036-02-15 0.407700 Other Note 13282000.00 1396938.47 CWHL_04-7 2034-06-25 2.692450 Other Note 86000.00 11551.52 CWHL_06-16 2036-11-25 6.500000 Other Note 2930000.00 721697.73 CWHL_07-HYB1 2037-03-25 2.584060 Other Note 3327000.00 929073.23 CWL 2006-26 2A3 FLT 2034-01-25 0.336000 Other Note 1735232.00 1414182.50 CWMBS INC 2036-04-25 0.466000 Other Note 20100000.00 1408201.15 DBALT_05-AR2 2035-10-25 2.919860 Other Note 11803627.00 2942244.83 DSLA_06-AR1 2047-04-19 0.427500 Other Note 23120662.00 849431.50 EQABS_01-3 2032-05-25 6.252000 Other Note 7873000.00 1784140.72 FHAMS_05-FA10-1A 2036-01-25 0.966000 Other Note 12499999.00 3348668.73 FHAMS_05-FA6 2035-09-25 0.666000 Other Note 3250000.00 846347.27 FHAMS_06-AA1 2036-04-25 2.211030 Other Note 7750000.00 1517509.25 FHAMS_06-FA3 2036-07-25 0.636000 Other Note 15000000.00 3129288.90 FHLT_04-2 2034-07-25 1.141000 Other Note 14900000.00 1734394.92 First Franklin Mortgage Loan Trust ABS Certificates 2035-11-25 0.596000 Other Note 1600000.00 1330728.36 FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES FHAMS_07-FA2 2037-04-25 0.466000 Other Note 15000000.00 3309838.53 FIRST HORIZON ALTERNATIVE MTG 2036-11-25 2.184980 Other Note 16310000.00 3169625.79 FMIC_05-3 2036-02-25 0.430200 Other Note 7000000.00 1325204.65 GMAC Commercial Mortgage Securities 2029-07-15 1.416770 Other Note 457385000.00 515782.65 GMAC Home Equity Loan-backed Notes 2030-06-25 0.606000 Other Note 272070000.00 1720963.02 GMACM_02-HE1 2029-01-25 0.646000 Other Note 54400000.00 1732103.32 GMFT_05-AR4 2045-10-25 0.476000 Other Note 1121985.00 167034.06 GPHE_05-H4 2030-07-25 0.871000 Other Note 2250000.00 1998099.55 GREENPOINT CREDIT LLC 2031-11-17 3.638360 Other Note 2376739.00 819499.42 GreenPoint Mortgage-Backed Pass-Through Certificates 2036-03-25 0.486000 Other Note 2117360.00 55557.15 GreenPoint Mortgage-Backed Pass-Through Certificates 2036-03-25 2.144200 Other Note 3900000.00 1231954.25 GreenPoint Mortgage-Backed Pass-Through Certificates 2046-09-25 0.346000 Other Note 750000.00 256365.57 GREENPOINT MTG FDG TR 2036-04-25 0.416000 Other Note 8115974.00 1520120.36 GS Mortgage Securities Corp II 2044-03-10 5.542703 Other Note 8521000.00 8677680.48 GSA_07-HE2 2037-03-25 0.436000 Other Note 2740000.00 1584908.92 GSAA HOME EQUITY TR 2006-14 2036-09-25 0.336000 Other Note 53359.00 19771.66 GSAA HOME EQUITY TR 2006-17 2036-11-25 0.226000 Other Note 36757000.00 3400890.09 GSAA_06-16 2036-10-25 0.336000 Other Note 7700000.00 2868938.79 GSAA_06-19 2036-12-25 0.406000 Other Note 1620000.00 635651.70 GSAMP 2036-08-25 0.246000 Other Note 6718352.00 1326899.74 GSR Mortgage Loan Trust 2037-05-25 0.291000 Other Note 6221000.00 166830.26 HALO_07-1 2037-06-25 6.000000 Other Note 6000000.00 1852182.28 HarborView Mortgage Loan Trust 2034-12-19 0.567500 Other Note 25350000.00 2551980.80 HarborView Mortgage Loan Trust 2035-01-19 0.517500 Other Note 18000000.00 1504136.05 HarborView Mortgage Loan Trust 2036-02-19 0.447500 Other Note 5100000.00 984048.58 HarborView Mortgage Loan Trust 2046-02-19 0.417500 Other Note 3799719.00 551653.00 HarborView Mortgage Loan Trust 2046-07-19 0.397500 Other Note 4375000.00 82636.52 HarborView Mortgage Loan Trust 2047-07-19 0.387500 Other Note 1375000.00 563188.98 HARBORVIEW MORTGAGE LOAN TRUST HVMLT_05-15 2045-10-20 0.528000 Other Note 44975000.00 2653716.47 HEAT_05-2 2035-07-25 0.931000 Other Note 1415000.00 1350638.67 HEMT_05-HF1 2036-02-25 0.866000 Other Note 7500000.00 1910021.64 HERTZ FLEET LEASE FUNDING HFLF_1 2027-12-10 0.717500 Other Note 3021500.00 3009806.79 HFLF_13-3 2027-12-10 1.217500 Other Note 4300000.00 4245170.70 HMBT_05-1 2035-03-25 0.476000 Other Note 43905713.00 8283509.97 HOME EQUITY ASSET TR 2007-3 2037-08-25 0.346000 Other Note 2429000.00 2010422.78 HOME EQUITY MTG TR 2006-4 2036-11-25 6.254630 Other Note 15038300.00 1375468.64 Home Loan Trust 2037-03-25 5.720000 Other Note 1846000.00 1485198.34 HSI ASSET LOAN OBLIGATION TRUST 2007 AR2 2037-09-25 5.794640 Other Note 2030000.00 753616.28 HSI Asset Securitization Corporation Trust 2037-04-25 0.446000 Other Note 3556000.00 2170625.15 HVMLT 2006-8 2036-07-21 0.357000 Other Note 15533000.00 3254431.03 HVMLT_04-8 2034-11-19 0.567500 Other Note 4090000.00 169920.60 HVMLT_05-3 2035-06-19 0.407500 Other Note 2520000.00 437308.63 HVMLT_05-9 2035-06-20 0.818000 Other Note 4750000.00 1694800.07 IMJA_07-A1 2037-08-25 6.000000 Other Note 1455000.00 717832.23 IMPAC CMB TRUST IMM_05-2 2035-04-25 0.931000 Other Note 10000000.00 895230.22 IMPAC Secured Assets Corp 2036-05-25 3.759300 Other Note 8278000.00 1727049.94 INDA_07-AR8 2038-01-25 5.010360 Other Note 32500000.00 1177552.39 INDX_06-AR3 2036-03-25 2.730380 Other Note 18000000.00 3136130.82 INDYMAC INDX MORTGAGE 2037-02-25 0.346000 Other Note 9740000.00 3216208.78 IndyMac INDX Mortgage Loan Trust 2036-09-25 0.360000 Other Note 7529000.00 76188.62 INDYMAC INDX MORTGAGE LOAN TRUST 2004 AR14 2035-04-25 4.976200 Other Note 24310700.00 5321188.68 INDYMAC INDX MORTGAGE LOAN TRUST INDX_05-AR21 2035-10-25 2.633040 Other Note 2705000.00 642785.68 INDYMAC MBS INC 2046-05-25 0.466000 Other Note 14300000.00 969695.82 INX_06-A27 2036-10-25 0.296000 Other Note 5590000.00 1723151.00 JP MORGAN MORTGAGE 2036-07-25 6.000000 Other Note 1216500.00 552474.64 JP Morgan Mortgage Acquisition Corp 2036-08-01 6.080000 Other Note 2389000.00 1423958.44 JP Morgan Mortgage Trust 2036-06-25 2.481780 Other Note 4274175.00 21005.16 JP Morgan Mortgage Trust 2037-04-25 5.242530 Other Note 2399000.00 1688528.17 JP MORGAN MORTGAGE TRUST JPMMT_06-A3 2036-05-25 2.748780 Other Note 15951000.00 2727386.91 JP MORGANMORTGAGE TRUST JPMMT_06-A6 2036-10-25 5.592470 Other Note 15000000.00 1161248.00 JPMBB_13-C14 2046-08-15 4.712628 Other Note 7150000.00 7057336.00 JPMBB_13-C15 2045-11-15 4.926700 Other Note 6995824.00 7260531.56 JPMCC_04-C3 2042-01-15 5.487820 Other Note 2868000.00 2434788.60 JPMCC_05-CB11 2037-08-12 5.369089 Other Note 4910000.00 3147187.47 JPMCC_07-LD12 2051-02-15 6.191800 Other Note 4057000.00 3295632.00 LB-UBS COMMERCIAL MORTGAGE TRUST LBUBS_05-C2 2040-04-15 5.158039 Other Note 5000000.00 4229747.06 LB-UBS COMMERCIAL MORTGAGE TRUST LBUBS_07-C6 2040-07-15 5.858000 Other Note 5195781.00 5729736.41 Lehman Mortgage Trust 2021-08-25 6.000000 Other Note 2860000.00 583200.21 Lehman Mortgage Trust 2036-07-25 0.516000 Other Note 23587000.00 2945806.11 LEHMAN MORTGAGE TRUST LMT_06-9 2037-01-25 0.436000 Other Note 34976000.00 2241325.66 Lehman XS Trust 2035-07-25 5.110000 Other Note 3210000.00 2647565.84 Lehman XS Trust 2037-05-25 0.376000 Other Note 2226499.00 439448.44 Lehman XS Trust 2047-08-25 1.066000 Other Note 10426164.00 3984817.83 LEHMAN XS TRUST LXS_06-14N 2036-08-25 0.286000 Other Note 7930101.00 1470358.47 LEHMAN XS TRUST LXS_06-14N 2046-09-25 0.376000 Other Note 4838000.00 1156274.55 LMT 2008-4 A2 2037-11-25 0.546000 Other Note 51560561.00 2213.00 LMT_08-4 2037-11-25 0.546000 Other Note 7452000.00 2375945.35 Long Beach Mortgage Loan Trust 2032-11-25 1.411000 Other Note 4226000.00 1873303.20 LONG BEACH MORTGAGE LOAN TRUST LBMLT_06-7 2036-08-25 0.326000 Other Note 1878601.00 859295.90 Luminent Mortgage Trust 2037-01-25 0.306000 Other Note 6316000.00 2002929.26 LUMINENT MTG TR 2006-3 2036-05-25 0.366000 Other Note 5723604.00 1029459.02 LXS_05-8 2035-12-25 5.560000 Other Note 1500000.00 756514.40 LXS_06-8 2036-06-25 0.346000 Other Note 42169693.00 4724434.14 MARM_04-9 2034-11-25 1.316000 Other Note 2710000.00 1731924.93 MASTR Adjustable Rate Mortgages 2047-01-25 0.884200 Other Note 5414000.00 1515015.97 MASTR ADJUSTABLE RATE MORTGAGES TRUST MARM_06-01 2046-04-25 0.376000 Other Note 1850000.00 357958.53 MERRILL LYNCH MORT INVESTORS TRU 2004-A1 2035-12-25 2.501960 Other Note 2905000.00 757680.51 Merrill Lynch Mortgage Investors 2036-08-25 6.250000 Other Note 800000.00 266159.57 Merrill Lynch Mortgage Investors Trust 2036-07-25 0.856000 Other Note 1440017.00 737192.69 Merrill Lynch Mortgage Investors Trust, Series MLCC 2028-03-25 2.416000 Other Note 3000000.00 378200.96 MLMI_03-A2 2033-02-25 2.292070 Other Note 53300000.00 1406764.94 MLMI_06-FF1 2036-08-25 0.536000 Other Note 2443000.00 1908749.01 MLMI_06-HE5 2037-08-25 0.316000 Other Note 3919000.00 2078719.82 MORGAN STANLE 2007-11AR 2037-06-25 2.007190 Other Note 2500000.00 709128.43 Morgan Stanley Capital I 2041-11-12 5.389000 Other Note 1229000.00 1256542.88 Morgan Stanley Mortgage Loan Trust 2036-11-25 0.416000 Other Note 87000.00 5478.21 MORGAN STANLEY MTG LN TR 2037-07-25 0.486000 Other Note 9352250.00 1321293.63 MORGAN STANLEY MTG LN TR 2046-09-25 5.965000 Other Note 265000.00 81482.69 MORTGAGEIT TRUST MHL_05-3 2035-08-25 0.746000 Other Note 14133000.00 1246214.38 MRMX_11-1A 2021-10-20 10.000000 Other Note 1768000.00 1711353.63 MSAB_07-H5 2037-03-25 0.506000 Other Note 4457000.00 2012098.89 MSAC_04-HE1 2034-01-25 1.021000 Other Note 4348000.00 1994578.75 MSAC_04-NC3 2034-03-25 1.816000 Other Note 15970000.00 1515404.65 MSC_04-IQ7 2038-06-15 5.485410 Other Note 3594000.00 3754669.77 MSDWC_03-NC1 2032-11-25 1.741000 Other Note 4200000.00 1393425.65 MSHEL_05-1 2034-12-25 1.216000 Other Note 432000.00 325278.97 MSM_07-10XS 2037-02-25 6.000000 Other Note 9500000.00 2610880.56 NATIONAL COLLEGIATE STUDENT LN 2033-12-26 0.966000 Other Note 13109000.00 1574139.86 NATL COLL STUDENT LOAN TR 2028-11-27 0.476000 Other Note 1483000.00 1415306.03 NCSLT_06-2 2027-11-25 0.376000 Other Note 697000.00 581514.93 NOVASTAR MTG FDG TR SER 2007-1 2037-03-25 0.346000 Other Note 3557000.00 1572703.45 OOHE_04-1 2034-01-25 1.816000 Other Note 15500000.00 1667071.91 RAAC_06-RP4 2046-01-25 0.456000 Other Note 2031681.00 388481.16 RACC SERIES 2007-SP1 TR 2037-03-25 0.646000 Other Note 1454000.00 1329708.07 RALI 2036-12-25 0.396000 Other Note 16172333.00 319350.55 RALI 2037-04-25 6.000000 Other Note 375270.00 13225.55 RALI 2045-10-25 0.566000 Other Note 682500.00 152086.52 RALI SER 2006-QO6 TR 2046-06-25 0.426000 Other Note 7971781.00 1627717.69 RALI SERIES 2035-07-25 3.176370 Other 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215062.30 ACAP_05-3A 2035-12-25 3.416000 Other Note 153957.00 60869.18 Access Group Private Student Loan 2034-07-25 1.038350 Other Note 58584.00 36752.02 AERCO LTD 2025-07-15 0.627700 Other Note 887403.00 144989.29 AIR CANADA 2018-05-15 6.625000 Other Note 761000.00 762057.32 AIR CANADA 2022-11-15 5.375000 Other Note 1005960.00 982913.74 ALM_12-5X 2023-02-13 5.764700 Other Note 436261.00 382298.61 AMERICAN AIRLINES 2013-2 CLASS A 2024-07-15 4.950000 Other Note 182756.00 191436.91 AMERICAN AIRLS 2013 1A 2021-01-15 5.625000 Other Note 2000000.00 2038437.50 AMERICAN AIRLS PASS THRU TR 2013 1C 2018-07-15 6.125000 Other Note 456520.00 464228.15 Apidos CDO 2018-10-27 1.738100 Other Note 2000000.00 1893149.96 BAA_05-1 2035-02-25 5.500000 Other Note 1129876.00 74568.43 Bayview Commercial Asset Trust 2036-07-25 0.00 Other Note 5306000.00 104589.97 BB-UBS TR 2012-TFT 2030-06-05 3.677840 Other Note 5432895.00 4466941.48 BB-UBS Trust 2030-06-05 3.583960 Other Note 2025629.00 1780366.31 BSABS_04-FR2 2034-06-25 1.141000 Other Note 822016.00 60940.42 BSARM_05-4 2035-08-25 2.644580 Other Note 9562903.00 9011753.67 CALD_5A 2020-11-20 1.687350 Other Note 2180939.00 2041224.83 CapitalSource Real Estate Loan Trust 2037-01-20 0.502050 Other Note 793457.00 252806.14 CAS_13-C01 2023-10-25 2.166000 Other Note 10457357.00 10518025.94 CD 2007-CD4 COML MTG TR 2049-12-11 5.366000 Other Note 9837772.00 10272316.22 CFIP_13-1A 2024-04-20 5.416200 Other Note 1252631.00 1194387.97 CGCMT_13-GC15 2046-09-12 4.250000 Other Note 24985.00 20076.95 Chase Mortgage Finance Corporation 2037-02-25 2.720120 Other Note 4070184.00 902648.46 CIFC_12-2A 2024-12-05 6.259500 Other Note 2727368.00 2689963.51 CITIGROUP MTG LN TR INC ASSET 2046-11-25 0.566000 Other Note 4943017.00 1437215.79 CKE REST HOLDINGS HNGRY_13-1A 2043-03-20 4.474000 Other Note 10299796.00 10533792.29 COMM 2046-06-10 5.969400 Other Note 9441026.00 10213131.57 COMM 2046-12-10 5.377000 Other Note 492405.00 474162.31 COMM 2049-12-10 5.650000 Other Note 462000.00 486841.72 COMM 13-THL 2030-06-08 0.00 Other Note 26568.00 23.96 COMM_13-FL3 2028-10-13 3.750000 Other Note 3155819.00 3279463.99 CONTINENTAL AIRLS INC 2018-04-29 6.125000 Other Note 375000.00 397822.92 CONTINENTAL AIRLS PASS THRU TR 2022-04-19 6.903000 Other Note 10000.00 9768.17 CORP 327AA2 2018-01-31 7.000000 Other Note 833689.00 732434.18 CORP 369AB7 2017-06-30 9.125000 Other Note 805000.00 586367.43 CORP 903AA1 2025-04-22 7.125000 Other Note 1435845.00 1427702.27 Countrywide Home Equity Loan Trust 2034-12-25 0.346000 Other Note 8481548.00 2064519.79 Countrywide Home Equity Loan Trust 2036-12-25 0.316000 Other Note 3687099.00 1467969.07 CREDIT SUISSE COMMERCIAL MTG 2039-03-15 5.857660 Other Note 3864512.00 4062628.15 Credit Suisse First Boston Mortgage Securities Corp 2037-07-15 4.981000 Other Note 1364088.00 735935.10 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.907700 Other Note 433879.00 429553.66 CSFB_03-A28 2033-12-25 2.538950 Other Note 9360156.00 896727.65 CSMC_07-C2 2049-01-15 0.397500 Other Note 3154171.00 2942714.42 CWABS INC 2036-01-25 0.436000 Other Note 722883.00 176825.04 CWALT Alternative Loan Trust 2035-02-25 0.566000 Other Note 4953.00 735.41 CWALT Alternative Loan Trust 2035-08-25 2.604310 Other Note 53021.00 13294.98 CWALT Alternative Loan Trust 2037-08-25 5.434000 Other Note 22986630.00 1551882.42 CWALT INC 2036-01-25 4.909000 Other Note 4608278.00 194566.34 Davis Square Funding 2016-01-08 0.368500 Other Note 8172054.00 1708813.41 DEL CORONADO TR 2013-DEL 2026-03-15 0.00 Other Note 128250000.00 3607159.50 DELTA AIR LINES 2007-1 CLASS B PASS THROUGH TRUST 2024-02-10 8.021000 Other Note 1268988.00 834527.83 DEUTSCHE MTG SECS INC MTG LN 2036-04-15 11.875220 Other Note 3444610.00 1653558.24 ESA_13-ESFL 2031-12-05 1.668500 Other Note 823410.00 801600.62 EXTENDED STAY AMER TR 2013-ESH 2031-12-05 0.00 Other Note 2604493.00 5263.68 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 5.521060 Other Note 60786.00 62088.38 First Horizon Mortgage Pass Through Trust 2033-09-25 1.768000 Other Note 3500000.00 1273184.72 First Union-lehman Brothers Commercial Mortgage Trust 2029-11-18 1.375050 Other Note 450000.00 772.40 FOURC_06-3A 2020-07-22 3.890550 Other Note 2100000.00 1937415.10 GALL_12-1A 2023-10-15 5.694000 Other Note 2602241.00 2255506.29 GCCFC Commercial Pass-Through Certificates 2019-11-05 0.648500 Other Note 170074.00 156271.85 GCCFC Commercial Pass-Through Certificates 2035-07-15 2.024550 Other Note 226500000.00 42794.28 GCCFC Commercial Pass-Through Certificates 2049-12-10 5.867000 Other Note 85261.00 94511.86 GCCFC_04-FL2A 2019-11-05 0.968500 Other Note 1733648.00 1492531.42 GCCFC_04-GG1 2036-06-10 5.450000 Other Note 796500.00 766373.49 GCCFC_07-GG9 2039-03-10 5.475000 Other Note 3017313.00 3216937.17 GE BUSINESS LN TR 2006 2 2034-11-15 0.917700 Other Note 3000000.00 935181.87 GECMC_05-C3 2045-07-10 5.337020 Other Note 151017.00 151723.96 GMAC Commercial Mortgage Securities 2029-07-15 1.416770 Other Note 7800000.00 8795.89 GMAC Commercial Mortgage Securities 2030-05-15 0.109680 Other Note 573315263.00 850.23 GMAC Commercial Mortgage Securities 2043-05-10 4.936000 Other Note 1395400.00 569609.41 GREENWICH CAP COML FDG CORP 2036-06-10 5.482184 Other Note 1782000.00 1787937.07 GSAA_07-6 2037-05-25 0.240000 Other Note 7616987.00 986961.01 GSMS_05-GG4 2039-07-10 4.841000 Other Note 56770.00 56950.47 GSMS_06-GG8 2039-11-10 5.672000 Other Note 1667860.00 1089101.83 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 10638069.00 3335957.86 GTP ACQUISITION PARTNERS 2041-06-15 7.628000 Other Note 351541.00 380187.18 GTP CELLULAR SITES LLC 2042-03-15 7.358000 Other Note 249024.00 237053.03 GTP_13-1 2043-05-15 2.364000 Other Note 1450000.00 1430609.63 HARBORVIEW MTG LN TR 2035-05-19 0.387500 Other Note 7891374.00 1075953.45 HOME EQUITY ASSET TR 2007-3 2037-08-25 0.346000 Other Note 374.00 309.55 INGIM_13-2A 2025-04-25 5.275600 Other Note 339864.00 304160.38 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.337000 Other Note 1463842.00 1489604.88 J P MORGAN MTG TR 2007-A1 2035-07-25 2.812290 Other Note 6389851.00 1863090.09 JMA_06-A7 2036-12-25 3.937290 Other Note 2418115.00 759459.64 JP MORGAN CHASE COMMERCIAL MORTG 2028-04-15 3.918000 Other Note 4286338.00 4282476.01 JP MORGAN CHASE COMMERCIAL MORTG 2049-01-15 5.464000 Other Note 208.00 214.69 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2049-02-12 5.894940 Other Note 2250000.00 624812.78 JP Morgan Chase Commercial Mortgage Securities Corp 2018-11-15 0.817700 Other Note 1333931.00 413653.32 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-12 5.369089 Other Note 2555092.00 1297629.14 JP Morgan Chase Commercial Mortgage Securities Corp 2047-05-15 5.372000 Other Note 926753.00 988308.04 JP Morgan Commercial Mortgage Finance Corp 2029-09-15 1.064920 Other Note 1010000.00 480.49 JP Morgan Commercial Mortgage Finance Corp 2031-07-15 1.734470 Other Note 334666500.00 70483.53 JPA_07-CH1 2036-11-25 0.306000 Other Note 3216.00 609.59 JPMCC_12-LC9 2047-12-15 4.574540 Other Note 913882.00 805816.06 KEYCORP STU LOAN TRU 2042-04-28 1.038100 Other Note 201310.00 150389.64 LB Commercial Mortgage Trust 2032-10-15 1.299520 Other Note 25000000.00 8581.01 LB-UBS Commercial Mortgage Trust 2032-07-15 1.366160 Other Note 50000000.00 39832.09 LB-UBS Commercial Mortgage Trust 2040-07-15 6.114000 Other Note 9481241.00 10495130.15 LBUBS_05-C7 2040-11-15 5.350000 Other Note 1333972.00 1223207.71 LCM X LTD PARTNERSHIP / LCM X 2022-04-15 6.018100 Other Note 666935.00 657008.01 LEHMAN XS TR SER 2007-16N 2047-09-25 1.016000 Other Note 5000000.00 2141084.87 MADISON PK IV LTD / MADISON PK 2021-03-22 1.680200 Other Note 1000000.00 927013.69 MASTR Adjustable Rate Mortgages 2047-05-25 0.382540 Other Note 3198953.00 1051256.40 MERRILL LYNCH MORTGAGE TRUST MLMT_06-C1 2039-05-12 5.865950 Other Note 3765206.00 833887.35 Morgan Stanley Capital I 2032-07-15 0.098420 Other Note 593751289.00 21651.95 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 2703943.00 2190000.62 Morgan Stanley Dean Witter Capital I Trust 2039-01-15 0.940400 Other Note 242361500.00 102409.85 Motel 6 Trust 2025-10-05 3.781200 Other Note 321946.00 322481.01 MSC_05-IQ10 2042-09-15 5.440740 Other Note 228400.00 206213.91 MSC_06-HQ8 2044-03-12 5.677590 Other Note 2765515.00 2636790.02 MSC_08-T29 2043-01-11 6.459330 Other Note 1980.00 2102.78 MULBERRY STR CDO 2038-08-12 0.865000 Other Note 5561808.00 1891756.69 NEUB 13-14A 2025-04-28 4.863800 Other Note 2617377.00 2446316.24 NORTHWEST AIRLS PASS THRU TRS 2021-04-01 7.150000 Other Note 427409.00 148495.65 RALI 2035-08-25 4.834000 Other Note 4717846.00 298815.01 RASC 2034-03-25 0.931000 Other Note 6944707.00 1889297.55 SABR_06-F1 2035-11-25 0.386000 Other Note 9664178.00 392709.55 Salomon Brothers Commercial Mortgage Trust 2036-03-18 1.928080 Other Note 218809000.00 9890.95 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.644400 Other Note 16397728.00 10554276.29 SLMA_05-9 2041-01-25 0.538350 Other Note 3223324.00 2252962.78 STRIPS 2012-1 / STRIPS 2012-1 CORP 2044-12-25 0.500000 Other Note 7191825.00 5067939.24 SYMPH_12 2025-10-15 3.730050 Other Note 10995401.00 10549999.30 TIASF-1A 2030-11-25 0.717600 Other Note 22069816.00 1891014.13 U.S AWYS 2011-1 PASS THRU TR 2020-04-22 9.750000 Other Note 1039333.00 1046785.74 UBS Commercial Mortgage Trust 2045-05-10 5.719560 Other Note 2610977.00 2473208.80 UNISON GROUND LEASE FUNDING LLC 2040-04-15 9.522000 Other Note 751782.00 836117.66 UNITED AIRLS PASS THRU TRS 2018-07-15 9.750000 Other Note 1365000.00 1055665.99 US AIRWAYS GROUP INC 2014-10-22 10.875000 Other Note 1149830.00 627819.14 US AWYS PASS THRU TR 2010-1 2024-10-22 6.250000 Other Note 20000.00 18263.51 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.632000 Other Note 11167586.00 10552891.04 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.368000 Other Note 3364122.00 3161482.61 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.144200 Other Note 893125.00 285180.82 WAMU MTG PASS-THROUGH CTFS 2035-05-25 2.401740 Other Note 4105336.00 1612114.92 WBCMT_05-C21 2044-10-15 5.414310 Other Note 694558.00 699206.25 WBCMT_07-C30 2043-12-15 0.367700 Other Note 11136659.00 10550891.40 WFCMT_11-C3 2044-03-15 5.000000 Other Note 1772230.00 1507791.03 WF-RBS Commercial Mortgage Trust 2045-08-15 5.041070 Other Note 3424729.00 2911147.22 WTHRS_6 2025-02-03 5.515600 Other Note 1049025.00 980310.40 First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 211000000.00 211000000.00 0.0037 N 211077141.60 211077141.60 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.350000% BRSL5GFE7 0001074042 Other Repurchase Agreement N AACCSS_05-B 2035-07-25 0.765900 Other Note 53510.00 35214.34 ABFC_07-NC1 2037-05-25 0.390200 Other Note 678453.00 157470.11 ABS ACC 02/25/37 0.838 2037-02-25 0.787600 Other Note 34639.00 27329.33 ABS ARM 02/21/40 0.935 2040-02-21 0.872050 Other Note 426374.00 400514.96 ABS CDA 10/15/48 5.688 2048-10-15 5.688000 Other Note 4464202.00 4204947.94 ABS CDC 03/25/34 1.239 2034-03-25 1.141000 Other Note 6300000.00 3661355.62 ABS CWL 09/25/47 0.641 2047-09-25 0.336000 Other Note 2963967.00 1999672.35 ABS MLC 03/12/51 5.526 2051-03-12 5.526000 Other Note 5000000.00 5188787.50 ABS NSL 03/25/48 1.700 2048-03-25 1.666000 Other Note 1109223.00 986015.59 Access Group Private Student Loan 2034-07-25 1.038350 Other Note 56988.00 35750.79 Accredited Mortgage Loan Trust 2034-07-25 0.766000 Other Note 25400000.00 2531772.25 ACE_04-HE2 2034-10-25 1.966000 Other Note 260905.00 23315.40 AGPSL_02-A 2037-09-25 0.00 Other Note 2790706.00 488073.75 AIR CANADA 2022-11-15 5.375000 Other Note 1515.00 1480.30 ALM_12-5X 2023-02-13 5.764700 Other Note 2673616.00 2342908.65 AMERICAN AIRLINES 2013-2 CLASS B 2022-01-15 5.600000 Other Note 334449.00 334449.00 AMERICAN AIRLS PASS THRU TR 2011-1A 2022-07-31 5.250000 Other Note 1.00 0.92 AMERICAN AIRLS PASS THRU TR 2013 1C 2018-07-15 6.125000 Other Note 215709.00 219351.16 ARMT_05-7 2035-10-25 0.486000 Other Note 28860000.00 3095142.80 ASSET BACKED CTFS TR 2006-8 2035-12-25 0.326000 Other Note 822652.00 566367.00 Banc of America Commercial Mortgage 2047-09-10 6.923330 Other Note 4765505.00 4426416.14 Banc of America Commercial Mortgage 2049-01-15 5.543000 Other Note 180721.00 54714.29 Banc of America Commercial Mortgage 2049-04-10 5.802890 Other Note 4060479.00 3809134.57 BAYVIEW COMMERCIAL ASSET TRUST BAYC_06-2A 2036-07-25 0.396000 Other Note 10000000.00 3177755.36 BB-UBS TR 2012-TFT 2030-06-05 3.677840 Other Note 1567105.00 1288478.12 BB-UBS Trust 2030-06-05 3.583960 Other Note 4974371.00 4372075.31 BB-UBS Trust 2036-11-05 4.160200 Other Note 4661609.00 4074936.19 BEAR STEARNS ARM TR 2035-10-25 2.658560 Other Note 1696489.00 1471468.58 Bear Stearns Commercial Mortgage Securities 2041-09-11 5.611000 Other Note 1550000.00 1589299.48 BSABS_04-FR2 2034-06-25 1.141000 Other Note 4010832.00 297344.31 CapitalSource Real Estate Loan Trust 2037-01-20 0.502050 Other Note 4200574.00 1338359.72 CD 2007-CD4 COML MTG TR 2049-12-11 5.366000 Other Note 17957054.00 18750235.04 CGCMT_04-C1 2040-04-15 5.250000 Other Note 2000000.00 1753627.33 CGCMT_13-GC15 2046-09-12 4.250000 Other Note 43553.00 34997.45 Chase Mortgage Finance Corporation 2037-02-25 2.720120 Other Note 23325506.00 5172918.94 CIFC 13-1 2025-04-16 6.407100 Other Note 2050000.00 1914726.50 CKE REST HOLDINGS HNGRY_13-1A 2043-03-20 4.474000 Other Note 25314.00 25889.10 CMLTI_04-OPT1 2034-10-25 1.111000 Other Note 5000000.00 4097834.56 CMO 059BN5 0.0540 2047-09-10 0.836590 Other Note 96588000.00 1095774.80 CMO 073AH4 5.2730 2038-12-11 5.273000 Other Note 3384529.00 3309688.60 CMO 362AH1 5.0000 2039-11-10 5.622000 Other Note 4857000.00 4782188.44 COMM 2046-12-10 5.377000 Other Note 1959890.00 1887279.73 COMM_03-LB1A 2038-06-10 4.820000 Other Note 2000000.00 1919457.78 COMM_07-C9 2049-12-10 5.993070 Other Note 4787000.00 3723792.98 COMM_13-CR12 2046-10-10 5.086000 Other Note 1404468.00 1253601.45 COMM_13-CR7 2046-03-10 4.500440 Other Note 8192000.00 6841442.30 COMM_13-CR9 2045-07-10 4.403250 Other Note 1799751.00 1538139.26 COMM_2013-FL3 2028-11-13 3.417500 Other Note 2024603.00 2086331.12 COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES COMM_07-C9 2049-12-10 5.993070 Other Note 1343872.00 910716.52 CONTINENTAL AIRLS PASS THRU TR 2014-04-19 7.339000 Other Note 35000.00 3865.50 CONTINENTAL AIRLS PASS THRU TR 2022-04-19 6.903000 Other Note 3825000.00 3736323.85 CORP 000PL8 2020-01-02 7.875000 Other Note 18050.00 8711.67 CORP 327AA2 2018-01-31 7.000000 Other Note 1821710.00 1600456.13 Countrywide Home Equity Loan Trust 2034-12-25 0.346000 Other Note 7842068.00 1908861.99 Countrywide Home Equity Loan Trust 2036-12-25 0.316000 Other Note 5182269.00 2063250.97 Countrywide Home Loans 2033-09-25 7.364000 Other Note 46380428.00 384628.23 CRDIT SUISSE FIRST BOSTON 2005 1 2035-07-25 5.663620 Other Note 6339063.00 1201069.01 CREDIT SUISSE COMMERCIAL MTG 2039-03-15 5.857660 Other Note 10024218.00 10538114.58 Credit Suisse First Boston Mortgage Securities Corp 2037-07-15 4.981000 Other Note 12958912.00 6991424.45 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.907700 Other Note 467800.00 463136.50 CSFB_03-A28 2033-12-25 2.538950 Other Note 6141266.00 588349.50 CSMC_07-C2 2049-01-15 0.397500 Other Note 210062.00 195979.38 CWABS INC 2036-01-25 0.436000 Other Note 26901969.00 6580514.24 CWALT Alternative Loan Trust 2035-02-25 0.566000 Other Note 49838697.00 7399953.10 CWALT Alternative Loan Trust 2035-08-25 2.604310 Other Note 1033961.00 259264.96 CWALT Alternative Loan Trust 2037-08-25 5.434000 Other Note 21104.00 1424.78 CWALT INC 2036-01-25 4.909000 Other Note 34699202.00 1465036.80 CWHL_04-R1 2034-11-25 5.807390 Other Note 118374383.00 2085558.66 Davis Square Funding 2016-01-08 0.368500 Other Note 4040610.00 844909.80 DBALT_05-1 2035-02-25 4.440200 Other Note 183201.00 4996.52 DELMR_1 2018-07-25 4.241900 Other Note 605773.00 515292.31 DEUTSCHE MTG SECS INC MTG LN 2036-04-15 11.875220 Other Note 51297.00 24624.73 DRYD_06-11X 2020-04-12 6.962000 Other Note 2098048.00 1766217.11 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 5.521060 Other Note 29524.00 30156.57 GALL_12-1A 2023-10-15 5.694000 Other Note 2623016.00 2273513.14 GCCFC Commercial Pass-Through Certificates 2049-12-10 5.867000 Other Note 322110.00 357059.08 GCCFC_07-GG9 2039-03-10 5.475000 Other Note 3182235.00 3392770.34 GE COML MTG CORP SER 2007-C1 2049-12-10 0.397500 Other Note 9393683.00 7813855.48 GMAC Commercial Mortgage Securities 2034-04-15 7.833530 Other Note 1707531.00 770814.61 GMACC_03-C2 2040-05-10 5.236430 Other Note 5000000.00 3592927.73 GPM_06-AR2 2036-03-25 0.306000 Other Note 27101597.00 4493221.55 GS MORTGAGE SECURITIES CORPORATION II GSMS 06-RR3 2056-07-18 5.684220 Other Note 5031993.00 2000700.81 GSAA_07-6 2037-05-25 0.240000 Other Note 50084048.00 6489574.23 GSMS_05-GG4 2039-07-10 4.841000 Other Note 4897601.00 4913170.33 GSMS_06-GG8 2039-11-10 5.672000 Other Note 400990.00 261843.89 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Note 3075411.00 1202556.49 GTP ACQUISITION PARTNERS 2041-06-15 7.628000 Other Note 2093459.00 2264049.62 HMBT_05-1 2035-03-25 0.416000 Other Note 16695000.00 3367657.96 HOME EQUITY ASSET TR 2007-3 2037-08-25 0.346000 Other Note 10045399.00 8314326.48 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.337000 Other Note 3476845.00 3538035.73 J P MORGAN CHASE COML MTG SECS 2049-06-15 6.002250 Other Note 15000000.00 15423048.13 J P MORGAN CHASE COML MTG SECS TR 2012-LC9 2047-12-15 4.574540 Other Note 11438000.00 8762156.15 J P MORGAN MTG TR 2006-A5 2036-08-25 5.469390 Other Note 50000000.00 8332845.04 J P MORGAN MTG TR 2007-A1 2035-07-25 2.812290 Other Note 13880951.00 4047271.57 JP MORGAN CHASE COMMERCIAL MORTG 2028-04-15 3.918000 Other Note 130274.00 130156.63 JP MORGAN CHASE COMMERCIAL MORTG 2049-01-15 5.464000 Other Note 4555.00 4701.53 JP Morgan Chase Commercial Mortgage Securities Corp 2018-11-15 0.817700 Other Note 5166069.00 1602003.10 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-12 5.369089 Other Note 1444908.00 733811.04 JP Morgan Chase Commercial Mortgage Securities Corp 2047-05-15 5.372000 Other Note 1001012.00 1067499.33 JP Morgan Chase Commercial Mortgage Securities Corp 2051-02-15 6.139430 Other Note 10225000.00 10903583.14 JP MORGAN MORTGAGE TRUST JPMMT_05-A3 2035-06-25 5.071100 Other Note 20000000.00 3177829.14 JPA_07-CH1 2036-11-25 0.306000 Other Note 4172813.00 790956.03 JPMCC 13-JWRZ 2030-04-15 3.907700 Other Note 2747000.00 2750994.14 JPMCC_12-LC9 2047-12-15 4.574540 Other Note 7045063.00 6211989.00 LB-UBS Commercial Mortgage Trust 2040-07-15 6.114000 Other Note 4728068.00 5233670.26 LBUBS_05-C7 2040-11-15 5.350000 Other Note 6571911.00 6026222.60 LCM X LTD PARTNERSHIP / LCM X 2022-04-15 6.018100 Other Note 1210731.00 1192709.88 LXS_07-10H 2037-07-25 0.326000 Other Note 3730327.00 707052.14 MASTR Adjustable Rate Mortgages 2047-05-25 0.382540 Other Note 24054154.00 7904799.95 Merrill Lynch Mortgage Investors 2036-08-25 0.536000 Other Note 3310343.00 2424167.56 MERRILL LYNCH MTG INVS INC 2036-02-25 0.376000 Other Note 8643899.00 1709343.39 MLMI_97-C1 2029-06-18 2.234690 Other Note 3165000.00 9.90 MLMT_05-MCP1 2043-06-12 4.953000 Other Note 4455645.00 4436868.54 MORGAN STANLEY CAP I TR 2049-04-15 5.874370 Other Note 5684507.00 5918359.63 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 1211621.00 981326.44 Morgan Stanley Mortgage Loan Trust 2036-08-25 6.914000 Other Note 63027.00 8092.56 Motel 6 Trust 2025-10-05 3.781200 Other Note 4678054.00 4685827.99 MSC_05-IQ10 2042-09-15 5.440740 Other Note 1406.00 1269.43 MSC_08-T29 2043-01-11 6.459330 Other Note 112186.00 119142.47 NEUB 13-14A 2025-04-28 4.863800 Other Note 1000000.00 934644.20 NWOODS_5 2020-12-07 1.020000 Other Note 62931.00 56881.02 OZLMF_13-4A 2025-07-22 2.489100 Other Note 768943.00 748473.74 RALI 2035-08-25 4.834000 Other Note 43630486.00 2763431.50 RAMP 2032-08-25 6.160000 Other Note 343954.00 235539.30 RASC 2034-03-25 0.931000 Other Note 16055293.00 4367819.37 RASC 2035-05-25 0.326000 Other Note 6846579.00 3899490.93 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.644400 Other Note 153363.00 98710.96 SLMA_03-A 2032-06-15 1.854400 Other Note 2000000.00 723557.02 SLMA_05-9 2041-01-25 0.538350 Other Note 257202.00 179772.97 STRIPS 2012-1 / STRIPS 2012-1 CORP 2044-12-25 0.500000 Other Note 10990848.00 7745036.87 Structured Asset Securities Corporation 2035-02-25 6.484000 Other Note 33393755.00 966025.80 SURF_06-BC1 2036-12-25 0.556000 Other Note 5958596.00 4599554.92 SYMPH_12 2025-10-15 5.130000 Other Note 5000000.00 4939975.00 TIASF_1A 2030-11-25 7.060000 Other Note 15000000.00 2029549.59 TIASF-1A 2030-11-25 0.717600 Other Note 3296182.00 282427.67 UBS Commercial Mortgage Trust 2045-05-10 5.719560 Other Note 19004855.00 18002063.83 UBSCM 07-FL1 2024-07-15 0.743000 Other Note 11038641.00 3714921.32 UBSCMT_07-FL1 2024-07-15 0.747000 Other Note 1900000.00 1648296.54 UNISON GROUND LEASE FUNDING LLC 2040-04-15 9.522000 Other Note 1885224.00 2096710.31 US AIRWAYS 2012-1 CLASS C PASS THROUGH TRUST 2015-10-01 9.125000 Other Note 1774737.00 1568972.74 Wachovia Bank Commercial Mortgage Trust 2035-10-15 5.358000 Other Note 5500000.00 991100.00 Wachovia Bank Commercial Mortgage Trust 2043-12-15 5.383000 Other Note 1000000.00 1087909.39 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.368000 Other Note 5709212.00 5365315.08 WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT 07-C30 2043-12-15 5.413000 Other Note 4710327.00 4568405.11 WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C23 2045-01-15 5.668670 Other Note 1000000.00 1030235.00 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.144200 Other Note 17706875.00 5653924.23 WAMU MTG PASS-THROUGH CTFS 2035-05-25 2.401740 Other Note 9869664.00 3875695.57 WAMU_05-AR19 2045-12-25 0.576000 Other Note 4746726.00 2391860.77 WBCMT_07-C30 2043-12-15 0.367700 Other Note 19792642.00 18751585.76 WFCMT_11-C3 2044-03-15 5.000000 Other Note 3052664.00 2597168.21 WF-RBS Commercial Mortgage Trust 2045-08-15 5.041070 Other Note 5038184.00 4282644.07 WFRBS_11-C2 2044-02-15 5.000000 Other Note 1957667.00 1725600.15 WWCAP_05-1A 2040-11-21 0.559100 Other Note 3000000.00 1953752.23 First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 375000000.00 375000000.00 0.0067 N 375145087.50 375145087.50 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.350000% BRSL95VD1 0001074042 Other Repurchase Agreement N ABS CDA 10/15/48 5.688 2048-10-15 5.688000 Other Note 2337369.00 2201628.63 ABS CWL 09/25/47 0.641 2047-09-25 0.336000 Other Note 4778703.00 3224003.58 ABS NCS 05/25/32 0.503 2032-05-25 0.476000 Other Note 1974682.00 1048098.72 ABS OOM 01/25/37 5.611 2037-01-25 5.611000 Other Note 1357000.00 1081171.35 Access Group Private Student Loan 2034-07-25 1.038350 Other Note 350555.00 219916.79 AIR CANADA 2022-11-15 5.375000 Other Note 153.00 149.50 AMERICAN AIRLINES 2013-2 CLASS A 2024-07-15 4.950000 Other Note 266464.00 279121.04 AMERICAN AIRLINES 2013-2 CLASS B 2022-01-15 5.600000 Other Note 3165551.00 3165551.00 AMERICAN AIRLS PASS THRU TR 2011-1A 2022-07-31 5.250000 Other Note 767000.00 705885.53 BANC AMER FDG 2006-D TR 2036-05-20 0.448000 Other Note 8630991.00 2267076.51 Banc of America Commercial Mortgage 2047-09-10 6.923330 Other Note 234495.00 217809.54 Banc of America Commercial Mortgage 2049-04-10 5.802890 Other Note 552463.00 518265.44 BB-UBS Trust 2036-11-05 4.160200 Other Note 338391.00 295803.81 Bear Stearns ARM Trust 2035-10-25 2.430000 Other Note 816232.00 275286.48 Bear Stearns ARM Trust 2035-10-25 2.658560 Other Note 2200000.00 637398.93 BSABS 06-HE8 2036-10-25 0.496000 Other Note 4075605.00 1373797.26 CapitalSource Real Estate Loan Trust 2037-01-20 0.502050 Other Note 1232366.00 392648.48 CD 2007-CD4 COML MTG TR 2049-12-11 5.366000 Other Note 6993752.00 7302673.02 CGCMT_13-GC15 2046-09-12 4.250000 Other Note 703.00 564.90 CIFC_12-2A 2024-12-05 6.259500 Other Note 3902632.00 3849109.35 CITIGROUP MTG LN TR INC ASSET 2046-11-25 0.566000 Other Note 14569413.00 4236155.85 CMO 059BN5 0.0540 2047-09-10 0.836590 Other Note 162692845.00 1845723.27 CMO 073AH4 5.2730 2038-12-11 5.273000 Other Note 71958.00 70366.83 COMM 2046-06-10 5.969400 Other Note 918974.00 994129.49 COMM 2046-12-10 5.377000 Other Note 1379505.00 1328396.90 COMM 2049-12-10 5.650000 Other Note 232000.00 244474.63 COMM 13-THL 2030-06-08 0.00 Other Note 523502.00 472.20 COMM 2012-LTRT MTG TR 2030-10-05 4.328150 Other Note 3565608.00 3358422.49 COMM 2012-LTRT MTG TR 2030-10-05 4.328150 Other Note 144301.00 128415.96 COMM_13-CR12 2046-10-10 5.086000 Other Note 2929189.00 2614538.45 COMM_13-CR9 2045-07-10 4.403250 Other Note 3782158.00 3606223.51 COMM_13-CR9 2045-07-10 4.403250 Other Note 99510.00 85045.23 COMM_13-FL3 2028-10-13 3.750000 Other Note 1837994.00 1910006.60 CORP 272AA3 2021-05-10 7.250000 Other Note 92894.00 90658.43 CORP 327AA2 2018-01-31 7.000000 Other Note 887252.00 779491.74 CORP 903AA1 2025-04-22 7.125000 Other Note 5155.00 5125.77 Countrywide Home Equity Loan Trust 2034-12-25 0.346000 Other Note 1228104.00 298936.59 Countrywide Home Equity Loan Trust 2036-12-25 0.316000 Other Note 9250009.00 3682767.16 Credit Suisse Commercial Mortgage Trust 2021-10-15 0.417700 Other Note 623861.00 615320.28 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.907700 Other Note 4001380.00 3961490.24 CREDIT SUISSE FIRST BOSTON MTG 2036-03-25 2.801590 Other Note 2322012.00 622521.10 CSFB_03-A28 2033-12-25 2.538950 Other Note 10662770.00 1021521.51 CSMC_07-C2 2049-01-15 0.397500 Other Note 820919.00 765884.34 CWABS INC 2036-01-25 0.436000 Other Note 4707702.00 1151555.12 CWALT Alternative Loan Trust 2035-08-25 2.604310 Other Note 463945.00 116333.87 CWALT Alternative Loan Trust 2037-08-25 5.434000 Other Note 12577340.00 849126.33 CWALT Alternative Loan Trust 2046-10-25 0.446000 Other Note 499717.00 319950.32 CWALT INC 2036-01-25 4.909000 Other Note 56148410.00 2370644.92 Davis Square Funding 2016-01-08 0.368500 Other Note 2127237.00 444814.87 DEUTSCHE MTG SECS INC MTG LN 2036-04-15 11.875220 Other Note 42102.00 20210.74 EXTENDED STAY AMER TR 2013-ESH 2031-12-05 0.00 Other Note 3844527.00 7769.79 First Horizon Alternative Mortgage Securities Trust 2035-07-25 2.327500 Other Note 28165614.00 4109960.75 GCCFC Commercial Pass-Through Certificates 2049-12-10 5.867000 Other Note 2227460.00 2469140.46 GCCFC_07-GG9 2039-03-10 5.475000 Other Note 4010723.00 4276070.76 GE COML MTG CORP SER 2007-C1 2049-12-10 0.397500 Other Note 1749633.00 1455380.11 GEBL 03-2 2029-01-15 1.817700 Other Note 4460711.00 683977.67 GMAC Commercial Mortgage Securities 2034-04-15 7.833530 Other Note 891737.00 402548.42 GPM_06-AR2 2036-03-25 0.306000 Other Note 14208810.00 2355703.66 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Note 4181337.00 1634999.01 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 11859585.00 3719009.13 HarborView Mortgage Loan Trust 2036-01-19 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Other Note 1513290.00 958297.34 SBAC_13-2 2048-04-15 3.722000 Other Note 1300937.00 1231064.25 SHARPS SP I LLC NET INT MARGIN 2033-09-25 4.798300 Other Note 245235.00 69697.99 SLM PRIVATE CR STUDENT LN TR 2032-06-15 3.130000 Other Note 1168410.00 843020.67 SLM PRIVATE CR STUDENT LN TR 2032-09-15 1.054400 Other Note 251154.00 164492.67 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.644400 Other Note 71746.00 46178.78 SLMA_05-9 2041-01-25 0.538350 Other Note 2210560.00 1545084.95 SONIC CAP LLC / SONIC INDS LLC 2041-05-20 5.438000 Other Note 1323297.00 830853.55 STRIPS 2012-1 / STRIPS 2012-1 CORP 2044-12-25 0.500000 Other Note 5100109.00 3593947.64 Structured Adjustable Rate Mortgage Loan Trust 2036-07-25 5.371860 Other Note 13465155.00 3483663.52 UBS BARCLAYS COML MTG TR 2013 C6 2046-04-10 4.221540 Other Note 2833348.00 2669111.71 UBS Commercial Mortgage Trust 2045-05-10 5.719560 Other Note 1403144.00 1329107.11 UBSCM 07-FL1 2024-07-15 0.743000 Other Note 1993102.00 670754.41 UNITED AIRLS PASS THRU TRS 2018-07-15 9.750000 Other Note 1491808.00 1153736.97 US AIRWAYS GROUP INC 2014-10-22 10.875000 Other Note 293511.00 160260.06 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.368000 Other Note 1550166.00 1456791.06 WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT 07-C30 2043-12-15 5.413000 Other Note 1692664.00 1641664.13 WAMU 05-A12 2035-10-25 2.361250 Other Note 4243111.00 1404328.19 WBCMT_05-C21 2044-10-15 5.414310 Other Note 804446.00 809829.67 WBCMT_07-C30 2043-12-15 0.367700 Other Note 5155544.00 4884371.96 WFRBS_11-C2 2044-02-15 5.000000 Other Note 4542333.00 4003873.23 WTHRS_6 2025-02-03 5.515600 Other Note 1092927.00 1021336.67 First Tier Security N/A N/A 2013-12-06 2013-12-06 N N N 152500000.00 152500000.00 0.0027 N 152563684.00 152563684.00 DNB BANK ASA DNB BANK ASA 0.080000% BRSLCQWZ1 0001498632 Other Instrument TD N First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 1000000000.00 1000000000.00 0.0178 N 1000000000.00 1000000000.00 DNB BANK ASA/NEW YORK DNB 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124977375.00 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) IN 0.180000% BRSLF1NL4 0000853784 Other Repurchase Agreement N APPLE INC 2016-05-03 0.450000 Other Note 1253352.00 1249999.29 APPLE INC 2018-05-03 1.000000 Other Note 544000.00 530286.95 APPLE INC 2023-05-03 2.400000 Other Note 500000.00 454216.66 ARCELORMITTAL 2039-10-15 7.500000 Other Note 1269142.00 1249999.13 ARCELORMITTAL SA LUXEMBOURG 2041-03-01 7.250000 Other Note 94000.00 91086.00 BANK OF NOVA SCOTIA CB 2016-08-03 2.150000 Other Note 1197687.00 1249999.34 CFGN 001AB4 B 2022-12-05 5.125000 Other Note 5000.00 4323.85 CFGN 001BR0 2041-01-07 5.625000 Other Note 840000.00 827137.51 CHEVRON CORP 2022-12-05 2.355000 Other Note 1343374.00 1249999.54 COM BANK OF AUSTRALIA - 2014-06-25 3.625000 Other Note 1208059.00 1249999.14 COM BANK OF AUSTRALIA - 2014-09-17 2.900000 Other Note 1217314.00 1249999.01 CORP 002DK7 2014-10-21 2.750000 Other Note 1219354.00 1249999.75 CORP 027AN2 2040-03-25 5.500000 Other Note 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MORGAN SECURITIES L 0.310000% BRSHPJH97 0000782124 Other Repurchase Agreement N 144A GEORGIA-PACIFIC LLC 2023-07-15 3.734000 Other Note 9058.00 8961.97 ABBVIE INC 4.400 2042-11-06 4.400000 Other Note 3597000.00 3336409.42 ABS NHE 06/25/35 3.279 2035-06-25 0.846000 Other Note 5891110.00 5255747.73 AMERIPRISE FINL INC 2019-06-28 7.300000 Other Note 2853000.00 3642994.15 AMGEN INC 3.625 2022-05-15 3.625000 Other Note 707000.00 704907.14 AMGEN INC FORMERLY AMGEN TO 02/17/1987 2014-11-18 4.850000 Other Note 1517000.00 1582218.86 AMSI 2005-R11 M1 2036-01-25 0.616000 Other Note 2534325.00 2186520.45 BANK AMER CORP 2014-11-15 5.125000 Other Note 355000.00 370198.64 BANK AMER CORP 2015-08-01 4.750000 Other Note 4548000.00 4900376.68 BANK AMER CORP 2017-09-01 6.000000 Other Note 805000.00 934693.59 BANK OF AMERICA CORP 2015-09-01 3.700000 Other Note 2570000.00 2717993.45 BANK OF AMERICA CORP 2021-05-13 5.000000 Other Note 4737395.00 5191958.82 BANK ONE CORP MERGED INTO J P MORGAN CHASE & CO 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Other Note 393433.00 402289.18 ROYAL BANK OF CANADA 2035-12-28 3.000000 Other Note 17000.00 15974.79 SARA_06-1A 2019-12-15 1.682300 Other Note 766851.00 723478.45 SONIC CAP LLC / SONIC INDS LLC 2041-05-20 5.438000 Other Note 2990253.00 1877478.99 STA_06-1F 2036-04-25 6.000000 Other Note 8797025.00 3190807.50 TALISMAN ENERGY INC. 2042-05-15 5.500000 Other Note 750000.00 685260.00 WFMBS_05-AR13 2035-05-25 5.239000 Other Note 36019.00 21087.58 WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_12-C10 2045-12-15 4.543900 Other Note 2292185.00 2214210.19 WMALT_05-4 2035-06-25 5.500000 Other Note 290000.00 209623.99 WTHRS_6 2025-02-03 0.00 Other Note 5473290.00 5160469.58 First Tier Security N/A N/A 2013-12-02 2013-12-02 N N N 164000000.00 164000000.00 0.0029 N 163780978.00 163780978.00 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 0.470000% BRSKP99Y6 0000276523 Other Repurchase Agreement N ABS CAR 01/25/36 5.530 2036-01-25 0.376000 Other Note 9519913.00 5055635.22 ABS CSM 12/15/39 5.373 2039-12-15 5.373000 Other Note 818828.00 724290.62 ABS NSL 06/26/34 2.058 2034-06-26 1.950600 Other Note 626734.00 654546.41 ABS RAM 11/25/34 3.109 2035-01-25 0.991000 Other Note 1.00 0.47 ACAC_13-1 2020-06-15 4.940000 Other Note 1283321.00 1259103.45 ACE INA HOLDINGS INC 2043-03-13 4.150000 Other Note 1792431.00 1669346.76 AGL CAPITAL CORPORATION 2043-06-01 4.400000 Other Note 490000.00 457707.91 ALLSTATE CORP 2042-01-15 5.200000 Other Note 70000.00 73755.03 ALLSTATE CORP 2043-06-15 4.500000 Other Note 1008642.00 994657.17 AMERICAN HONDA FINANCE CORPORATION 2015-08-11 1.000000 Other Note 523000.00 527707.00 AMQ_05-R9 2035-11-25 0.516000 Other Note 817530.00 750341.13 APPALACHIAN POWER CO 2037-08-15 6.700000 Other Note 1950000.00 2290929.33 Ares IIIR/IVR 2021-04-16 0.00 Other Note 1937481.00 1258351.28 ARES_07-11X 2021-10-11 0.00 Other Note 1899896.00 1071322.86 BAFC_06-I 2036-06-20 2.423650 Other Note 4286228.00 1263131.24 BANK AMER CORP 2016-07-12 3.750000 Other Note 30000.00 32302.83 BANK AMER CORP 2016-08-01 6.500000 Other Note 375000.00 433768.33 BANK AMER CORP SR INTERNOTES BOOK ENTRY 2016-09-15 5.450000 Other Note 99000.00 108424.08 BANK AMER CORP SR INTERNOTES BOOK ENTRY 2020-06-15 5.350000 Other Note 6000.00 6527.83 BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY 2014-01-31 0.521900 Other Note 550000.00 550487.26 BANK OF AMERICA CORP 2016-05-15 4.600000 Other Note 15000.00 15834.73 BANK OF AMERICA CORP 2016-08-15 3.650000 Other Note 12000.00 12514.49 BANK OF AMERICA CORP 2019-08-15 6.750000 Other Note 20000.00 23912.60 BANK OF AMERICA CORP 7.375 2014-05-15 7.375000 Other Note 394000.00 407139.13 BARCLAYS BANK PLC 2025-01-06 4.750000 Other Note 1000.00 1044.38 BB&T CORP 2022-03-22 3.950000 Other Note 2311000.00 2326995.33 BEAR STEARNS & CO. INC. 2024-03-15 5.260000 Other Note 1000.00 996.76 BEAR STEARNS ASSET BACKED SECURITIES, INC. BSABS_06-AC1 2036-02-25 5.750000 Other Note 949067.00 302084.79 BP AMI LEASING INC 2019-05-08 5.523000 Other Note 395301.00 451928.56 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-02-17 4.750000 Other Note 325000.00 346104.96 CBS_06-CB1 2036-01-25 0.596000 Other Note 5500000.00 1823.55 CHASE FDG TR 2032-02-25 1.066000 Other Note 14744279.00 3278343.53 CHASE ISSUANCE TRUST CHAIT_12-A3 2017-06-15 0.790000 Other Note 1050000.00 1055083.28 CMO 225AV8 0.8851 2021-09-15 0.767700 Other Note 728481.00 614250.09 CMO 313B34 1.6850 2020-08-25 1.661121 Government Agency Debt 2414619.00 173396.19 CMO 313B35 1.4429 2045-05-25 1.492688 Other Note 9.00 0.66 CMO 313CF6 0.9040 2022-10-25 1.027650 Government Agency Debt 600000.00 37604.64 CMO 313V85 2.0931 2018-05-25 2.248274 Government Agency Debt 1341500.00 108559.47 COMCAST CORP 2015-01-15 6.500000 Other Note 119689.00 130511.81 CORP 0004B7 2039-01-10 6.875000 Other Note 103161.00 133281.44 CORP 000AJ0 2038-05-15 6.900000 Other Note 130000.00 159783.43 CORP 000EP2 2038-03-05 6.875000 Other Note 523000.00 661773.69 CORP 002EC0 2036-10-01 6.350000 Other Note 176000.00 205541.70 CORP 005CY2 2038-04-01 6.300000 Other Note 1274000.00 1556127.30 CORP 006AF7 2013-12-16 5.000000 Other Note 583000.00 597183.74 CORP 018AP6 2039-02-01 6.750000 Other Note 1614000.00 1946056.29 CORP 063EG0 2016-03-17 3.625000 Other Note 818000.00 869615.80 CORP 272AE8 2021-04-01 7.125000 Other Note 387000.00 449237.02 CORP 558AC4 E 2042-01-15 4.950000 Other Note 55565.00 56874.95 COUNTRYWIDE HOME LOANS CWHL 07-16 2037-10-25 6.500000 Other Note 7212766.00 2246639.05 COUNTRYWIDE HOME LOANS CWHL_05-23 2035-11-25 5.500000 Other Note 1411133.00 524392.54 CSFB_04-AR6 2034-10-25 2.551600 Other Note 12705194.00 2289977.27 CSFB_05-C2 2037-04-15 0.417500 Other Note 980000.00 890207.34 CWHL_07-17 2037-10-25 6.000000 Other Note 968845.00 333785.86 CWL_04-12 2035-02-25 1.166000 Other Note 2.00 1.00 CWL_05-14 2036-04-25 0.416000 Other Note 2800000.00 349454.19 DOMINION RES INC VA NEW 2038-06-15 7.000000 Other Note 53000.00 68123.49 ENTERPRISE PRODS OPER L P 2035-03-01 5.750000 Other Note 724032.00 771995.90 Enterprise Products Operating LLC 2042-02-15 5.700000 Other Note 138000.00 146928.14 EquiFirst Mortgage Loan Trust 2034-12-25 0.816000 Other Note 2000000.00 1235404.45 EXELON GENERATION CO LLC 2039-10-01 6.250000 Other Note 5000.00 5084.60 FAIRF_04-1A 2039-11-28 0.586600 Other Note 4495566.00 2798782.12 FHAMS_05-AA7 2035-09-25 2.237650 Other Note 4631212.00 1434635.94 FHAMS_06-AA7 2037-01-25 2.204420 Other Note 3556615.00 717970.98 FHAMS_06-FA1 2036-04-25 0.916000 Other Note 16450000.00 2589010.46 FHMS_12- K022 2022-07-25 1.430858 Government Agency Debt 613716.00 52568.60 FHMS_K704 2018-08-25 2.160301 Government Agency Debt 1540000.00 123555.66 FINANCING CORP 2014-04-05 0.00 Government Agency Debt 16000.00 15965.60 FINANCING CORP 2015-11-30 0.00 Government Agency Debt 14000.00 13805.82 FINANCING CORP 2015-12-06 0.00 Government Agency Debt 15000.00 14789.70 FINANCING CORP 2016-11-11 0.00 Government Agency Debt 8000.00 7805.36 FINANCING CORP 2017-12-06 0.00 Government Agency Debt 13000.00 12265.63 FIRST HORIZON MORTGAGE PASS-THROUGH TRUST FHASI_06-AR4 2037-01-25 2.550570 Other Note 490027.00 148746.27 FIRST HORIZON MTG PASSTHRU TR 2035-12-25 2.234600 Other Note 2153878.00 482517.87 FM LEVERAGED CAPITAL FUND FMLCF_ 2017-08-01 0.00 Other Note 1525535.00 977582.82 FREMF MORTGAGE TRUST FREMF_11-K7 2044-07-25 5.051330 Government Agency Debt 1234821.00 1326862.87 FREMF_12-K711 2019-08-25 0.00 Government Agency Debt 94783.00 87820.19 FREMF_13-KF02 2045-12-25 4.200000 Government Agency Debt 348698.00 353780.27 FREMF_K024 2040-11-25 1.711480 Government Agency Debt 8656397.00 950472.39 FREMF_K-501 2046-11-25 1.821308 Other Note 6001341.00 263752.94 FRS I LLC 2043-04-15 1.800000 Other Note 1250000.00 1180979.24 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2037-08-07 6.150000 Other Note 356000.00 420561.79 GENERAL ELECTRIC CAP CORP 2015-01-09 2.150000 Other Note 975000.00 1001833.08 GLOBAL MARINE INC 2028-06-01 7.000000 Other Note 775000.00 850191.36 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2020-06-15 6.000000 Other Note 68000.00 80458.51 GOLDMAN SACHS GROUP INC/THE 2032-06-15 5.850000 Other Note 9000.00 9263.11 GOLDMAN SACHS GROUP INC/THE 2033-12-15 6.000000 Other Note 15000.00 15524.90 GOLDMAN SACHS GROUP INC/THE 2037-02-15 5.750000 Other Note 9000.00 9013.64 GOLDMAN SACHS GROUP INC/THE 2041-05-15 5.750000 Other Note 11000.00 11046.38 HARTFORD FINANCIAL SERVICES GROUP INC 2043-04-15 4.300000 Other Note 550000.00 496598.06 HVMLT_07-1 2037-03-19 0.347500 Other Note 11960000.00 1249872.44 IMPAC CMB Trust 2037-05-25 0.566000 Other Note 1602.00 540.79 J P MORGAN CHASE COML MTG SECS 2051-02-15 6.191800 Other Note 4871409.00 5446556.39 JERSEY CTL PWR & LT CO 2024-04-01 4.700000 Other Note 2096580.00 2139802.16 JPMCC_13-C16 2046-12-15 1.385990 Other Note 17298172.00 1339795.18 LIBERTY PPTY LP 2015-03-02 5.125000 Other Note 10000.00 10728.80 LIBERTY PPTY LP 2022-06-15 4.125000 Other Note 2500000.00 2484375.00 LightPt CLO VIII 2018-07-25 0.00 Other Note 2371519.00 1587957.26 LMT_07-1 2037-02-25 7.084000 Other Note 4092442.00 852327.62 LOCKHEED MARTIN CORPORATION 2042-12-15 4.070000 Other Note 1998364.00 1772770.91 MARKEL CORP 2019-09-30 7.125000 Other Note 1282000.00 1566113.10 METLIFE CAP TR X 2068-04-08 9.250000 Other Note 315000.00 403200.00 MLCC_05-3 2035-11-25 2.146530 Other Note 6515356.00 1838055.16 MLMI_05-WMC1 2035-09-25 0.961000 Other Note 4003811.00 3554748.54 MONONGAHELA POWER COMPANY 2043-12-15 5.400000 Other Note 250000.00 252082.50 MORGAN STANLEY 2019-09-23 5.625000 Other Note 470000.00 544684.18 MSAC_05-NC1 2035-01-25 1.261000 Other Note 1.00 0.14 NCC_05-3 2035-07-25 0.676000 Other Note 2229740.00 1830306.61 NCHET_05-2 2035-06-25 0.656000 Other Note 1996652.00 1464112.97 NEWS AMER HLDGS INC 2036-10-17 8.150000 Other Note 191000.00 245921.73 NHEL_05-1 2035-06-25 1.246000 Other Note 210000.00 154238.26 OAK_02-A 2032-03-15 6.970000 Other Note 91645.00 43568.34 OCT10_06-10X 2020-10-18 0.00 Other Note 1901309.00 833488.23 OMAC_06-1 2036-04-25 5.750000 Other Note 57940.00 17966.06 OOMLT_07-1 2037-01-25 0.266000 Other Note 329989.00 114879.84 PCHLT_05-1 2035-02-25 1.666000 Other Note 2000000.00 799358.00 PPL ENERGY SUPPLY LLC 2036-12-15 6.000000 Other Note 500000.00 494631.67 PRUDENTIAL FINANCIAL INC 2043-06-15 5.625000 Other Note 400000.00 392500.00 QWEST CORP 2043-11-15 7.125000 Other Note 1847000.00 1756073.73 RALI_06-QS16 2036-11-25 6.000000 Other Note 4085000.00 1048970.24 RAMP_05-RZ3 2035-09-25 0.666000 Other Note 6059710.00 5048765.35 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC RAMP_04-RS8 2034-08-25 1.066000 Other Note 6000000.00 3490938.48 ROWAN COMPANIES INC 2042-12-01 5.400000 Other Note 116876.00 108850.13 ROYAL BANK OF CANADA 2016-04-19 2.875000 Other Note 638000.00 671383.00 ROYAL BANK OF SCOTLAND PLC - GTD 2015-02-15 4.250000 Other Note 60000.00 61677.17 SEMT_12-1 2042-01-25 4.273950 Other Note 1498679.00 1395848.70 SNAAC_12-1A 2018-12-17 6.210000 Other Note 709280.00 740064.88 SONIC CAP LLC / SONIC INDS LLC 2041-05-20 5.438000 Other Note 4480693.00 2813276.00 STA_06-1F 2036-04-25 6.000000 Other Note 588605.00 213495.50 STCDO_05-2A 2040-11-17 0.888450 Other Note 75137.00 61992.11 SYMPHONY CLO LTD SYMP_06-2A 2020-10-25 0.567600 Other Note 3760589.00 3569918.87 TOTAL CAPITAL INTERNATIONAL SA 2024-01-15 3.700000 Other Note 275542.00 275409.74 WASHINGTON GAS LIGHT CO 2013-12-05 0.00 Other Commercial Paper 1404685.00 1404666.32 First Tier Security N/A N/A 2014-01-03 2014-01-03 N N N 101325000.00 101325000.00 0.0018 Y 101354708.49 101354708.49 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.280000% 9612C4JE2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-01-13 2014-07-11 N N N 166850000.00 166850000.00 0.0030 N 166900722.40 166900722.40 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.300000% 9612C4JJ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-02 2014-07-14 N N N 200000000.00 200000000.00 0.0036 N 200207000.00 200207000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.240000% 9612C4JK8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-02-01 2014-08-01 N N N 100000000.00 100000000.00 0.0018 N 100010700.00 100010700.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 144A 0.260000% 9612C4JM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-02 2014-08-22 N N N 345000000.00 345000000.00 0.0061 N 345000000.00 345000000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.230000% 9612C4KB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-30 2014-09-29 N N N 160000000.00 160000000.00 0.0028 N 160000000.00 160000000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.230000% 9612C4KE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2013-12-30 2014-10-30 N N N 14000000.00 14000000.00 0.0002 N 13998740.00 13998740.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH WESTPAC BANKING CORPORATION NEW YO 0.290000% 96121TSP4 Certificate of Deposit N First Tier Security N/A N/A 2013-12-02 2014-04-15 N N N 256000000.00 256000000.00 0.0045 N 256176640.00 256176640.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH WESTPAC BANKING CORPORATION NEW YO 0.240000% 96121TTS7 Certificate of Deposit N First Tier Security N/A N/A 2013-12-28 2014-08-28 N N N 378000000.00 378000000.00 0.0067 N 378059346.00 378059346.00