N-MFP LIVE N 2014-02-28 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 48 84 51251342147.00 8695655.81 8706856.03 51251330946.78 0.0020 1.0001 2014-02-28 1.0001 2014-02-28 C000003896 3000000.00 45334638526.28 1.00 -2030941116.17 44484216241.71 46515157357.88 0.0003 1.0001 2014-02-28 1.0001 2014-02-28 C000003897 5000.00 2444325975.78 1.00 -32333550.91 3067369845.57 3099703396.48 0.0002 1.0001 2014-02-28 1.0001 2014-02-28 C000003898 5000.00 2713814392.21 1.00 -189761675.31 667057785.69 856819461.00 0.0002 1.0001 2014-02-28 1.0001 2014-02-28 C000003899 5000.00 233321658.61 1.00 669050.65 32898727.55 32229676.90 0.0002 1.0001 2014-02-28 1.0001 2014-02-28 C000003900 5000.00 15319508.59 1.00 423649.68 15576258.32 15152608.64 0.0002 1.0001 2014-02-28 1.0001 2014-02-28 C000003901 1.00 472879962.30 1.00 11674761.47 53444582.04 41769820.57 0.0001 1.0001 2014-02-28 1.0001 2014-02-28 C000003902 1.00 19800966.05 1.00 -558065.34 956176.09 1514241.43 0.0001 1.0001 2014-02-28 1.0001 2014-02-28 C000003903 1.00 17229956.96 1.00 -600603.07 3478712.28 4079315.35 0.0001 1.0001 2014-02-28 1.0001 2014-02-28 ALLEN CNTY OHIO ALLEN CNTY OHIO HOSP FACS REV 0.020000% 01757LFA9 Variable Rate Demand Note N First Tier Security N/A N/A 2014-03-07 2014-03-07 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 0.240000% 03663UE92 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-05-09 2014-05-09 N N N 194800000.00 194712989.00 0.0038 N 194726891.56 194726891.56 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING 0.220000% 05253MDB7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-26 2014-11-26 N N N 200000000.00 200000000.00 0.0039 N 200000000.00 200000000.00 BANK NEDERLANDSE GEMEENTEN BANK NEDERLANDSE GEMEENTEN 0.220000% 62944HH61 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 55000000.00 54948758.00 0.0011 N 54950687.00 54950687.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.230000% 06366A5H1 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2015-01-08 N N N 312000000.00 312000000.00 0.0061 N 311973792.00 311973792.00 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 0.0059 N 300037950.00 300037950.00 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 0.0021 N 110018799.00 110018799.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.230000% 06366AUE0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-05 2014-09-05 N N N 81500000.00 81500000.00 0.0016 N 81512225.00 81512225.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.180000% 06366AZ21 Certificate of Deposit N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 240000000.00 240000000.00 0.0047 N 240006408.00 240006408.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.230000% 06366AZL9 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-10-09 N N N 100000000.00 100000000.00 0.0020 N 100012100.00 100012100.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366BEM8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 50000000.00 50000000.00 0.0010 N 50011585.00 50011585.00 BANK OF MONTREAL CHICAGO BRANCH BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366BEU0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 285000000.00 285000000.00 0.0056 N 285070366.50 285070366.50 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.240000% 06417F7E4 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-11-06 N N N 231000000.00 231000000.00 0.0045 N 231097713.00 231097713.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.250000% 06417F7K0 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-11-07 N N N 401000000.00 401000000.00 0.0078 N 401170024.00 401170024.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.280000% 06417FF70 Certificate of Deposit N First Tier Security N/A N/A 2014-03-03 2014-08-08 N N N 394000000.00 394000000.00 0.0077 N 394166662.00 394166662.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.210000% 06417HEY8 Certificate of Deposit N First Tier Security N/A N/A 2014-03-10 2014-09-10 N N N 330000000.00 330000000.00 0.0064 N 329966010.00 329966010.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.220000% 06417HFD3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 145000000.00 145000000.00 0.0028 N 144993272.00 144993272.00 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 0.0098 N 500028800.00 500028800.00 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD 0.210000% 06538GK50 Certificate of Deposit N First Tier Security N/A N/A 2014-05-28 2014-05-28 N N N 175000000.00 175000000.00 0.0034 N 174999982.50 174999982.50 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD 0.250000% 06538GU75 Certificate of Deposit N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N N 362000000.00 362000000.00 0.0071 N 362017231.20 362017231.20 BARCLAYS BANK PLC BARCLAYS BANK PLC 0.080000% BRSMFH7E1 0001505713 Other Instrument TD N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 901000000.00 901000000.00 0.0176 N 901000000.00 901000000.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC 0.660000% BRSFDZF33 0001484219 Other Repurchase Agreement N ABS ACE 09/25/33 2.076 2033-09-25 2.030500 Other Note 40128000.00 2611939.50 ABS AFC 10/25/30 0.697 2030-10-25 0.905499 Other Note 5013.00 186.67 ABS BSA 12/25/35 0.701 2035-12-25 0.595500 Other Note 2397000.00 1741199.58 ABS CAR 04/19/22 3.759 2022-04-19 3.436350 Other Note 1000000.00 936881.80 ABS GMA 09/25/37 7.014 2037-09-25 7.000000 Other Note 4000.00 1650.59 ABS GMA 12/25/37 6.193 2037-12-25 6.192999 Other Note 1445000.00 553332.45 ABS LBM 02/25/34 4.135 2034-02-25 1.655500 Other Note 9000000.00 973688.26 ABS LBU 02/15/40 5.484 2040-02-15 5.484000 Other Note 342000.00 352350.40 ABS NCH 03/25/35 3.415 2035-03-25 0.935500 Other Note 5720254.00 909774.66 ABS PPS 03/25/35 3.349 2035-03-25 0.905499 Other Note 3272000.00 2585117.76 ABS PPS 06/25/35 0.866 2035-06-25 0.785499 Other Note 2035000.00 1704871.68 ABS RAA 11/25/46 0.635 2037-06-25 0.505499 Other Note 71000.00 22476.19 ABS RAM 07/25/34 5.671 2034-07-25 5.662259 Other Note 968572.00 753000.74 ABS SAI 09/25/34 1.430 2034-09-25 1.395500 Other Note 609977.00 283357.15 ABS SAI 10/25/33 1.332 2033-10-25 1.280500 Other Note 15000000.00 999047.52 ACCR_06-1 2036-04-25 0.495500 Other Note 3000000.00 944878.50 ACE SEC CORP 2035-02-25 1.325499 Other Note 70000.00 52138.22 ACE Securities Corp Home Equity Loan Trust 2034-04-25 0.935500 Other Note 1800000.00 1262435.91 ACE Securities Corp Home Equity Loan Trust 2037-07-25 0.335500 Other Note 4000000.00 1789836.72 ACE_05-SD1 2050-11-25 3.655500 Other Note 4081000.00 1155581.56 ADAMS OUTDOOR ADVERTISING LP 2040-12-20 10.756000 Other Note 1045000.00 1159518.65 Adjustable Rate Mortgage Trust 2035-07-25 3.130630 Other Note 3200000.00 941547.75 ADPK_13-1 2024-04-15 4.888899 Other Note 1816448.00 1597981.11 Aegis Asset Backed Securities Trust 2037-01-25 2.005500 Other Note 4725000.00 837.90 AESOP_14-1A 2020-07-20 2.960000 Other Note 7722073.00 7835985.59 ALTERNATIVE LN TR 2006-OA11 2046-09-25 0.345499 Other Note 15135000.00 4452677.83 American Home Mortgage Assets Trust 2035-11-25 2.559492 Other Note 2128751.00 814797.46 American Home Mortgage Investment Trust 2046-07-25 0.607999 Other Note 4481098.00 623845.95 Ameriquest Mortgage Securities Asset-Backed PTC 2035-10-25 0.735500 Other Note 6000000.00 3673857.00 AMSI_05-R1 2035-03-25 0.635499 Other Note 444000.00 416877.89 ARGENT SEC INC 2036-09-25 0.395500 Other Note 10000000.00 3195561.78 ARSI_04-W1 2034-03-25 2.075499 Other Note 7000000.00 1071705.25 ARSI_04-W10 2034-10-25 1.955500 Other Note 3983.00 858.38 ARSI_04-W11 2034-11-25 1.205500 Other Note 1086000.00 1023608.93 AVCLO_5A 2019-04-25 1.218329 Other Note 4414195.00 4132184.40 BACM_07-3 2049-06-10 5.617560 Other Note 3156637.00 3142945.88 BAF_05-H 2035-11-20 2.745000 Other Note 500000.00 162018.66 BAFC_05-E 2035-05-20 2.839580 Other Note 8938000.00 1085915.96 BAFC_06-B 2036-03-20 2.749670 Other Note 15585000.00 3480155.88 BALLANTYNE RE PLC 2036-05-02 2.158500 Other Note 3000000.00 159860.75 BALLANTYNE RE PLC 2036-05-02 7.512439 Other Note 2000000.00 298061.30 BALTA_05-9 2035-11-25 4.976560 Other Note 15179500.00 4005015.76 Banc of America Commercial Mortgage 2051-02-10 6.261059 Other Note 1659000.00 1774700.68 BANC OF AMERICA FUNDING CORP BAFC_07-1 2037-01-25 5.846700 Other Note 592000.00 284085.53 BANC OF AMERICA FUNDING CORPORATION BAFC_04-C 2034-12-20 1.054000 Other Note 8239000.00 786619.44 BAYV_07-A 2037-05-28 0.504499 Other Note 19966000.00 4365345.98 Bayview Commercial Asset Trust 2034-04-25 1.250000 Other Note 113723583.00 659328.58 BCAP Trust 2037-04-25 0.425499 Other Note 13116781.00 1485341.80 BCAP Trust 2047-05-25 0.438000 Other Note 46387.00 11.45 Bear Stearns ALT-A Trust 2035-04-25 2.563380 Other Note 1240000.00 106581.69 Bear Stearns ALT-A Trust 2035-10-25 0.855500 Other Note 4714000.00 114424.05 BEAR STEARNS ALT-A TRUST II 2007-1 2047-09-25 0.697999 Other Note 219252112.00 1301171.17 Bear Stearns ARM Trust 2035-01-25 3.163730 Other Note 522000.00 317990.61 BEAR STEARNS ASSET BACKED SECS 2036-07-25 3.150350 Other Note 833000.00 167403.26 Bear Stearns Asset Backed Securities Trust 2036-10-25 2.525609 Other Note 6249000.00 1799110.54 BLACK_13-1A 2026-02-06 1.762250 Other Note 748000.00 746412.74 BOMBARDIER CAP MTG 2020-01-15 7.440000 Other Note 2843000.00 917916.25 BOMBARDIER CAPITAL MTGE SEC CORP 2030-06-15 0.314500 Other Note 51975000.00 1893601.58 BRAZOS STUDENT FINANCE CORP. 2038-07-01 1.722000 Other Note 11674000.00 9943948.22 BSABS_05-FR1 2035-06-25 0.655499 Other Note 5315000.00 2395974.27 BSMF_06-AR4 2036-12-25 0.365499 Other Note 22000.00 7361.95 CAMBR_07-7A 2042-06-12 0.704749 Other Note 10000000.00 3176.89 CBA COML ASSETS SMALL 2039-01-25 5.540000 Other Note 23300000.00 7401416.98 CBA COMM ASSETS LLC 2038-06-25 0.505499 Other Note 917400.00 35185.23 CBA COMMERCIAL SMALL BALANCE CBAC_06-1 2038-06-25 0.405500 Other Note 12676322.00 3764701.87 C-BASS Mortgage Loan Asset-Backed Certificates 2036-12-25 3.841219 Other Note 252296.00 139832.87 CCMT_13-375P 2035-05-10 3.633999 Other Note 2284000.00 1944875.76 CHEVY CHASE FDG LLC MTG BACKED CTFS SER 2006-3 2047-08-25 0.335500 Other Note 2584538.00 544428.43 Citigroup Mortgage Loan Trust 2034-10-25 1.775500 Other Note 3300000.00 226400.48 Citigroup Mortgage Loan Trust 2037-03-25 0.750000 Other Note 16184900.00 156774.68 CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-AR6 2036-08-25 5.565190 Other Note 10409190.00 2549974.67 CML CHURCH MORTGAGE TRUST CML_05-WF2 2035-08-25 4.964000 Other Note 740000.00 42060.77 CMO 059B99 5.5000 2035-06-25 5.500000 Other Note 5277000.00 327219.94 CMO 553BD3 0.7360 2048-08-12 0.518765 Other Note 5700000.00 72641.38 COMM_06-C8 2046-12-10 5.455000 Other Note 10000000.00 6361125.00 CONTINENTAL AIRLS PASS THRU TR 2014-04-19 7.339000 Other Note 150000.00 16644.99 CORP 000PL8 2020-01-02 7.875000 Other Note 87000.00 37035.75 CORP 153AA2 2024-01-02 6.636000 Other Note 1985000.00 1505903.28 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-58 2035-12-20 0.544000 Other Note 11308000.00 924786.45 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-6CB 2035-04-25 5.500000 Other Note 138000.00 131405.58 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_06-41C 2037-01-25 6.000000 Other Note 7000000.00 2008970.15 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-5CB 2037-04-25 5.500000 Other Note 14108000.00 3631235.57 COUNTRYWIDE ASSET-BACKED CERTIFI 2047-04-25 5.714000 Other Note 1034834.00 753613.89 COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_04-13 2035-04-25 5.070999 Other Note 2390000.00 1649458.34 Countrywide Home Equity Loan Trust 2034-07-25 5.932000 Other Note 2533290.00 1464028.61 Countrywide Home Equity Loan Trust 2034-10-25 0.755499 Other Note 4104000.00 2639441.65 Countrywide Home Equity Loan Trust 2035-05-15 0.334500 Other Note 15598.00 907.73 Countrywide Home Equity Loan Trust 2036-11-25 0.425499 Other Note 8585000.00 145341.19 Countrywide Home Equity Loan Trust 2046-04-25 0.435500 Other Note 2520974.00 34587.59 Countrywide Home Equity Loan Trust 2047-06-25 0.405500 Other Note 4398218.00 9618.49 Countrywide Home Loans 2035-02-25 0.495500 Other Note 10710000.00 1388729.97 Countrywide Home Loans 2035-03-25 2.521450 Other Note 9609000.00 626148.26 Countrywide Home Loans 2037-04-25 6.000000 Other Note 4583333.00 274774.29 COUNTRYWIDE HOME LOANS CWHL_06-J4 2036-09-25 6.250000 Other Note 3855000.00 2079001.78 COUNTRYWIDE HOME LOANS CWHL_06-OA5 2046-04-25 0.455500 Other Note 20783880.00 993986.71 CREDIT SUISSE FIRST BOSTON MTGE SEC CORP 2035-03-15 4.891000 Other Note 424000.00 425449.32 CREDIT-BASED ASSET SERVICING AND SECURITIZATION CBS_04-CB8 2034-07-25 0.950500 Other Note 654000.00 498763.57 CSMC MTG BACKED TRUST 2007-1 2037-02-25 5.863100 Other Note 3395550.00 1437391.78 CSMC_06-TF2X 2021-10-15 1.116600 Other Note 76723.00 68758.85 CSMC_07-3 2037-04-25 5.698100 Other Note 727000.00 172580.71 CSMC_07-5 2037-08-25 6.000000 Other Note 2075000.00 1192646.56 CSMC_13-IVR3 2043-05-25 3.000000 Other Note 11901744.00 10873950.85 CWA_05-J13 2035-11-25 7.044500 Other Note 20000000.00 737629.72 CWA_06-2CB 2036-01-25 6.000000 Other Note 16184000.00 8396361.66 CWA_06-6CB 2036-05-25 0.855500 Other Note 12000000.00 2760923.05 CWABS ASSET BACKED CTFS TR 2036-05-25 0.395500 Other Note 9350673.00 2631244.79 CWABS ASSET BCKD CERT TR 2037-11-25 1.515500 Other Note 4000000.00 191567.86 CWABS INC 2034-02-15 0.434500 Other Note 11000.00 481.34 CWABS INC 2034-11-25 5.014000 Other Note 3079000.00 1591234.80 CWALT Alternative Loan Trust 2035-04-25 5.500000 Other Note 20000.00 480.34 CWALT Alternative Loan Trust 2035-07-25 0.415499 Other Note 5283000.00 776625.23 CWALT Alternative Loan Trust 2035-10-25 0.465500 Other Note 7650000.00 749888.23 CWALT Alternative Loan Trust 2035-10-25 0.635499 Other Note 5300993.00 934612.53 CWALT Alternative Loan Trust 2036-10-25 6.500000 Other Note 511654.00 96655.07 CWALT Alternative Loan Trust 2036-11-25 6.000000 Other Note 837000.00 193237.34 CWALT Alternative Loan Trust 2046-03-20 0.464000 Other Note 17128000.00 414569.00 CWALT Alternative Loan Trust 2046-06-25 0.365499 Other Note 9208999.00 893158.73 CWALT Alternative Loan Trust 2047-09-25 0.405500 Other Note 117000.00 44292.45 CWALT INC 2035-03-25 5.183959 Other Note 8422040.00 394005.21 CWALT INC 2035-05-25 5.500000 Other Note 323000.00 302074.87 CWALT_04-36CB 2035-02-25 5.500000 Other Note 167304.00 17011.49 CWALT_05-56 2035-11-25 0.545499 Other Note 5000000.00 392667.71 CWALT_05-86CB 2036-02-25 5.500000 Other Note 3146500.00 1309364.79 CWALT_06-14CB 2036-06-25 5.444499 Other Note 9822000.00 227987.17 CWALT_06-2CB 2036-03-25 6.944499 Other Note 42408000.00 2998296.01 CWALT_06-OA9 2046-07-20 0.353999 Other Note 10850000.00 2574911.85 CWALT_07-22 2037-09-25 6.500000 Other Note 5602500.00 280366.89 CWALT_07-OA8 2047-06-25 0.385500 Other Note 12420915.00 1267865.13 CWALT_08-2R 2037-08-25 6.000000 Other Note 5652000.00 1705902.97 CWHE_04-13 2035-05-25 5.192000 Other Note 1000000.00 968218.67 CWHEQ REVOLVING HME EQUITY LOAN TRU 2005-B 2036-02-15 0.394500 Other Note 7000.00 733.63 CWHL_07-HYB1 2037-03-25 2.463320 Other Note 3327000.00 985992.76 CWL_05-4 2035-10-25 5.147000 Other Note 607.00 584.16 CWL_07-6 2030-12-25 0.325500 Other Note 2742000.00 1734919.18 DBALT_05-AR2 2035-10-25 2.923160 Other Note 11803627.00 2636403.47 DELTA 2012-1B PASS THRU TR 2019-05-07 6.875000 Other Note 500000.00 516358.65 DMSI_05-WF1 2035-06-26 5.231099 Other Note 239000.00 233150.32 DMSI_06-PR1 2036-04-15 0.524499 Other Note 2265000.00 970834.73 DSLA_06-A2 2036-10-25 0.464500 Other Note 8373000.00 1910703.35 DSLA_06-AR1 2047-04-19 0.414499 Other Note 23120662.00 987813.13 Duke Funding HG 2050-07-03 3.246100 Other Note 3000000.00 19179.08 EQABS_01-3 2032-05-25 6.251999 Other Note 7873000.00 1734134.58 EquiFirst Mortgage Loan Trust 2034-12-25 1.130500 Other Note 1500000.00 944498.12 FFMER_07-H1 2037-10-25 1.655500 Other Note 3229768.00 1026175.29 FFML_05-FFH1 2036-06-25 0.605500 Other Note 559000.00 435575.46 FFML_05-FFH4 2035-12-25 0.805499 Other Note 3500000.00 21812.07 FFML_06-FF12 2036-09-25 0.465500 Other Note 1743000.00 801194.36 FFML_06-FF2 2036-02-25 0.455500 Other Note 5850000.00 3393632.78 FHAMS_06-FA3 2036-07-25 0.625499 Other Note 15000000.00 3017749.25 FHASI_07-2 2037-05-25 6.484499 Other Note 38527000.00 1955437.28 Fieldstone Mortgage Investment Corp 2037-04-25 0.705500 Other Note 2650000.00 182.85 FIELDSTONE MTG INVT TR SER 2036-11-25 0.315500 Other Note 997000.00 505445.69 GCCFC Commercial Pass-Through Certificates 2037-04-10 5.277000 Other Note 104160.00 110925.04 GE COML MTG CORP SER 2007-C1 2049-12-10 5.605999 Other Note 4000.00 4162.65 GECMC_05-C4 2045-11-10 5.311449 Other Note 100000.00 41341.67 GEMST_06-5A 2046-09-12 1.791849 Other Note 6000000.00 22756.76 GMAC Commercial Mortgage Securities 2029-07-15 1.433410 Other Note 457385000.00 470731.47 GMACM_02-HE1 2029-01-25 0.635499 Other Note 54400000.00 1491737.26 GNFL_06-1A 2032-12-19 0.394500 Other Note 19181945.00 11463359.11 GOLD5_07-5A 2021-10-18 1.336600 Other Note 4989326.00 4859971.38 GPM_05-HY1 2035-07-25 0.705500 Other Note 575000.00 322993.03 GPMF_06-AR1 2036-02-25 0.395500 Other Note 6438000.00 324088.97 GreenPoint Mortgage-Backed Pass-Through Certificates 2036-03-25 0.475499 Other Note 12462680.00 764528.56 GreenPoint Mortgage-Backed Pass-Through Certificates 2036-03-25 2.131699 Other Note 8906000.00 2672169.97 GREENPOINT MTG FDG TR 2036-04-25 0.405500 Other Note 10876733.00 2180686.45 GS MTG SECS CORP 2034-05-25 0.980500 Other Note 1579000.00 912001.93 GSAA_06-7 2036-03-25 6.205199 Other Note 2355000.00 1313254.73 GSAMP 2036-01-25 6.128000 Other Note 311114.00 75894.59 GSAMP 2036-10-25 0.315500 Other Note 8206000.00 4265871.00 GSAMP_06-HE7 2046-10-25 0.385500 Other Note 1367446.00 978615.92 GSC_06-7X 2020-05-25 0.00 Other Note 1000000.00 491791.00 GSR_07-3F 2037-05-25 5.000000 Other Note 2293000.00 131308.25 GT_98-2 2028-12-01 6.940000 Other Note 1207328.00 756240.79 GT_98-3 2030-03-01 6.860000 Other Note 12208836.00 6308191.78 GTMH_95-8 2026-12-15 7.299999 Other Note 2932000.00 2475502.96 GTP ACQUISITION PARTNERS 2043-05-15 4.703999 Other Note 3112000.00 3124904.43 HALO_07-1 2037-06-25 6.000000 Other Note 4200000.00 1302807.85 HarborView Mortgage Loan Trust 2034-12-19 0.554499 Other Note 25350000.00 2491169.32 HarborView Mortgage Loan Trust 2035-01-19 0.504499 Other Note 18000000.00 1498993.57 HarborView Mortgage Loan Trust 2036-02-19 0.434500 Other Note 75000.00 14869.67 HarborView Mortgage Loan Trust 2046-02-19 0.404500 Other Note 3799719.00 522213.79 HarborView Mortgage Loan Trust 2046-07-19 0.384500 Other Note 4375000.00 72478.04 HarborView Mortgage Loan Trust 2047-07-19 0.374500 Other Note 1375000.00 554556.01 HEAT_06-3 2036-07-25 0.545499 Other Note 2628000.00 1976956.80 HEMT 2006-3 A1NY 2036-09-25 5.972000 Other Note 2375000.00 390686.55 HEMT_07-2 2037-06-25 0.635499 Other Note 21291.00 2988.83 HEWETT_5 2018-12-05 3.841299 Other Note 2234000.00 1743941.50 HILT_13-HLT 2030-11-05 3.367200 Other Note 72595.00 74145.94 HOME EQUITY MTG TR 2006-4 2036-11-25 6.379629 Other Note 23096192.00 2050092.96 HOME EQUITY MTG TR 2006-4 2036-11-25 6.438329 Other Note 2573000.00 222497.74 Household Finance Corporation Home Equity Loan Trust 2036-07-20 0.524000 Other Note 592000.00 506714.77 HSI ASSET LOAN OBLIGATION TRUST 2007 AR2 2037-09-25 5.771119 Other Note 2030000.00 723171.01 HSI Asset Securitization Corporation Trust 2036-10-25 0.315500 Other Note 2445000.00 982174.13 HSI Asset Securitization Corporation Trust 2036-12-25 0.265500 Other Note 2800000.00 1039618.93 HVMLT_05-10 2035-11-19 0.534499 Other Note 5645000.00 251698.39 HVMLT_05-9 2035-06-20 0.804000 Other Note 4750000.00 1679858.89 HVMLT_07-7 2047-11-25 1.155500 Other Note 20000000.00 4048600.15 IMPAC CMB TRUST IMM_05-2 2035-04-25 0.920499 Other Note 10000000.00 870753.58 IMPAC Secured Assets Corp 2036-05-25 3.743970 Other Note 3676995.00 752953.11 INDX_06-AR2 2046-04-25 0.455500 Other Note 75474000.00 2772633.02 INDX_06-AR3 2036-03-25 2.700629 Other Note 18000000.00 3057692.57 INDX_06-AR6 2046-06-25 0.355499 Other Note 8941000.00 2366958.15 IndyMac Home Equity Loan Asset Backed Trust 2037-04-25 0.385500 Other Note 43300000.00 9386.26 INDYMAC INDX MORTGAGE 2037-02-25 0.335500 Other Note 15000000.00 4880415.94 INX_06-A27 2036-10-25 0.285499 Other Note 5590000.00 1712812.46 IXIS_05-H4 2036-02-25 0.575500 Other Note 3511686.00 2842569.94 JP Morgan Mortgage Acquisition Corp 2037-05-25 0.525499 Other Note 5000000.00 120425.00 JP Morgan Mortgage Acquisition Corp 2037-05-25 0.585500 Other Note 6109000.00 26403.10 JP MORGAN MORTGAGE TRUST JPMMT_06-A3 2036-05-25 2.768850 Other Note 15951000.00 2594449.60 JPA_06-FR2 2036-02-25 0.495500 Other Note 1315191.00 903423.77 JPA_06-WM4 2034-01-25 0.235499 Other Note 11060097.00 281427.32 JPALT_06-S1 2021-02-25 6.000000 Other Note 35000000.00 3723828.63 JPM_14-1 2043-12-01 4.000000 Other Note 10322467.00 10312330.34 JPMCC_05-LDP4 2042-10-15 5.191110 Other Note 4000000.00 846717.60 KEYCORP STUDENT LN TR 2042-07-27 1.488599 Other Note 6750248.00 1740320.93 KLROS_06-5A 2050-02-02 0.757600 Other Note 8500000.00 4556.95 LBMLT_06-11 2036-12-25 0.385500 Other Note 4775000.00 2061004.22 LBSBC_06-2A 2036-09-25 0.355499 Other Note 83.00 20.34 LB-UBS Commercial Mortgage Trust 2040-09-15 0.429099 Other Note 9000.00 40.91 Lehman XS Trust 2037-05-25 0.365499 Other Note 3629501.00 659859.02 LEXINGTON CAP FDG III LTD / 2047-04-10 0.890399 Other Note 20000000.00 23944.00 LMT 2008-4 A2 2037-11-25 0.535499 Other Note 51560561.00 1580.42 LMT_06-1 2036-02-25 5.500000 Other Note 1089000.00 686698.57 LNR CDO V LTD / LNR CDO V LLC 2049-04-26 0.854500 Other Note 18000000.00 1075.35 LOCAL INSIGHT MEDIA FINANCE LLC LIMAA_07-1A 2037-10-23 5.879999 Other Note 100000.00 41408.56 Long Beach Mortgage Loan Trust 2033-08-25 2.780500 Other Note 4525813.00 458148.98 LOOMSL_1 2020-10-26 4.088599 Other Note 815000.00 523253.77 Luminent Mortgage Trust 2037-01-25 0.295499 Other Note 6316000.00 1962900.46 LXS_06-7 2036-05-25 0.325500 Other Note 2850000.00 495769.88 LXS_06-8 2036-06-25 0.335500 Other Note 42169693.00 4380059.53 LXS_07-7N 2047-06-25 0.375500 Other Note 495000.00 210192.78 MABS_04-W3 2035-02-25 1.580500 Other Note 4018500.00 843867.19 MARM_06-1 2036-11-25 2.740209 Other Note 1481000.00 465752.72 MAST_04-1 2034-02-25 5.444530 Other Note 1452000.00 440781.90 MASTR ADJ RATE MTGS TR 2035-07-25 2.690399 Other Note 1000000.00 221387.38 MASTR Asset Backed Securities Trust 2037-05-25 0.305499 Other Note 2093000.00 1657706.11 MASTR Specialized Loan Trust 2046-06-25 0.415499 Other Note 1600000.00 397556.01 MERIT SEC CORP 2033-07-28 6.879999 Other Note 2284000.00 2563273.82 Merrill Lynch Home Equity Loan Trust 2037-03-25 4.791419 Other Note 20000000.00 2430588.30 MERRILL LYNCH MORT INVESTORS TRU 2004-A1 2035-12-25 2.501059 Other Note 2905000.00 746565.98 Merrill Lynch Mortgage Investors 2036-08-25 6.250000 Other Note 800000.00 259312.55 Merrill Lynch Mortgage Investors Trust 2036-07-25 0.845500 Other Note 959983.00 473349.72 Merrill Lynch Mortgage Investors Trust, Series MLCC 2028-03-25 2.405500 Other Note 3000000.00 438736.71 MLMI_03-A2 2033-02-25 2.218799 Other Note 53300000.00 1400537.82 MORGAN STANLE 2007-11AR 2037-06-25 2.451970 Other Note 2500000.00 677828.99 MORGAN STANLEY ABS CAP I INC 2036-10-25 0.255500 Other Note 2925000.00 785238.79 MORGAN STANLEY BAML TRUST MSBAM_ 2045-11-15 2.165049 Other Note 108928960.00 11650080.77 Morgan Stanley Mortgage Loan Trust 2036-11-25 0.405500 Other Note 87000.00 5419.37 MORGAN STANLEY MTGE LOAN 2006-14SL 2036-11-25 0.475499 Other Note 3513.00 395.60 MORTGAGEIT TRUST MHL_05-3 2035-08-25 0.735500 Other Note 14133000.00 3158217.27 MSAC_04-NC3 2034-03-25 1.805500 Other Note 15970000.00 1447487.17 MSAC_07-HE6 2037-05-25 0.215500 Other Note 21630000.00 1223820.67 MSAC_07-HE6 2037-05-25 0.335500 Other Note 18086000.00 10628750.63 NATIONAL COLLEGIATE STUDENT LN 2031-09-25 0.655499 Other Note 1211000.00 220.20 National Collegiate Trust 2033-09-25 0.525499 Other Note 2019048.00 5116.27 National Collegiate Trust 2038-03-25 3.653999 Other Note 5507000.00 971875.97 National Collegiate Trust 2038-03-25 3.658999 Other Note 2181000.00 363476.50 National Collegiate Trust 2038-03-25 3.664000 Other Note 4823000.00 1714909.29 National Collegiate Trust 2038-03-25 3.665000 Other Note 5292000.00 1516185.04 NCOVE_06-3A 2046-03-10 0.786499 Other Note 5000000.00 2647.74 NCSLT_07-3 2025-12-26 3.658999 Other Note 4954116.00 2278828.96 NCT_06-A 2031-09-25 0.956250 Other Note 9988086.00 4429965.84 NEWCASTLE MTG SECS TR 2036-03-25 0.505499 Other Note 66000.00 54424.67 NHELI_07-3 2037-03-25 0.295499 Other Note 5386000.00 976303.37 Nomura Asset Acceptance Corp Alternative Loan Trust 2036-08-25 0.475499 Other Note 2200000.00 186720.15 Nomura Asset Acceptance Corp Alternative Loan Trust 2036-08-25 0.495500 Other Note 10580000.00 994149.66 Nomura Home Equity Loan Trust 2035-11-25 0.575500 Other Note 9500000.00 76400.00 NovaStar Mortgage Funding Trust 2033-05-25 0.935500 Other Note 28942840.00 743130.04 OHAPK_1 2022-03-14 3.492849 Other Note 1500000.00 1171312.92 PARK PL SECS INC 2034-12-25 1.955500 Other Note 2974201.00 1603122.06 PPSI_05-WCW2 2035-07-25 0.685500 Other Note 1266000.00 1016813.64 RAAC SER 2007 RP3 TR 2046-10-25 0.535499 Other Note 7485205.00 1942713.08 RAAC_06-RP1 2045-10-25 0.655499 Other Note 297055.00 264683.09 RACC SERIES 2007-SP1 TR 2037-03-25 0.635499 Other Note 1804000.00 1660818.62 RALI 2036-03-25 6.000000 Other Note 8465833.00 494990.96 RALI 2036-12-25 6.500000 Other Note 1923076.00 154413.06 RALI 2037-04-25 6.000000 Other Note 7640476.00 606651.52 RALI 2037-04-25 6.000000 Other Note 4797125.00 162842.38 RALI SERIES 2035-07-25 3.162500 Other Note 6777299.00 1194042.89 RALI SERIES 2037-03-25 0.495500 Other Note 12751000.00 2062537.61 RALI_05-Q13 2035-09-25 0.555499 Other Note 2500000.00 547240.81 RALI_06-QO9 2046-12-25 0.250000 Other Note 548514000.00 2128974.19 RALI_07-QS7 2037-06-25 6.750000 Other Note 3000000.00 858290.03 RAMC_04-2 2034-07-25 5.913999 Other Note 5000000.00 2380840.19 RASC 2032-03-25 6.349000 Other Note 16710.00 2148.88 RASC 2037-05-25 0.655499 Other Note 7700000.00 12937.16 RASC HOME EQUITY MORTGAGE CERTS 2031-11-25 4.259999 Other Note 5500000.00 1366981.51 RAST_05-A7 2035-06-25 5.500000 Other Note 1304000.00 810311.42 RAST_06-A2 2036-05-25 6.000000 Other Note 2099000.00 1301255.76 RESIDENTIAL ASSET MORTGAGE PRODU 2034-10-25 5.280000 Other Note 1000.00 771.36 RESIDENTIAL ASSET MTG PRODS 2035-12-25 0.405500 Other Note 7500000.00 1350751.72 RESIDENTIAL ASSET SECURITIES COR 2033-07-25 0.735500 Other Note 116000000.00 1547985.75 RFMSI_06-QA7 2036-08-25 0.340500 Other Note 11000000.00 2737797.22 RFMSI_06-QO7 2046-09-25 1.500000 Other Note 6095000.00 142097.15 RFMSI_07-QS6 2037-05-25 6.000000 Other Note 1666666.00 217660.81 SACO I Trust 2036-06-25 0.415499 Other Note 1747667.00 265410.89 SACO_06-7 2036-07-25 0.415499 Other Note 5664000.00 723248.90 SAIL_04-8 2034-09-25 1.655500 Other Note 8700000.00 916982.47 SAMI_06-AR5 2036-05-25 0.365499 Other Note 5230000.00 1393418.38 SARM 2006-7 4AX 2036-08-25 0.469550 Other Note 74832000.00 181966.02 SASC_02-25A 2032-12-25 2.495590 Other Note 8663000.00 869843.23 SASC_03-30 2033-10-25 0.00 Other Note 5299707.00 817338.96 SASC_03-9A 2033-03-25 2.359929 Other Note 10519000.00 945137.46 SASC_04-GEL2 2034-05-25 1.605499 Other Note 3000000.00 688615.99 SASC_05-10 2035-06-25 5.750000 Other Note 1923000.00 333037.97 SASC_05-5 2035-04-25 5.500000 Other Note 1090000.00 924326.88 SASC_05-GEL3 2035-06-25 1.655500 Other Note 3863405.00 3680991.11 SAST_06-3 2036-11-25 0.475499 Other Note 9600000.00 478.40 SAXON ASSET SECS TR 2033-06-25 1.205500 Other Note 20000000.00 1851334.05 Saxon Asset Securities Trust 2035-05-25 0.845500 Other Note 500000.00 415802.14 SCGT_13-SRP1 2026-11-15 3.410000 Other Note 2033494.00 2033548.90 SECURITIZED ASSET BACKED 2036-01-25 3.563040 Other Note 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14775094.00 2805336.53 ACE_05-HE4 2035-07-25 0.805499 Other Note 740294.00 609024.18 AFIN_13-1 2021-09-20 2.189999 Other Note 1250000.00 1238680.48 ALESCO PREFERRED FUNDING LTD ALESC_4A 2034-07-30 0.716099 Other Note 14526243.00 6934589.94 AMSI_06-R1 2036-03-25 0.545499 Other Note 125000.00 103002.97 APID_12-11A 2023-01-17 4.487849 Other Note 3250000.00 3254028.11 APID_13-16A 2025-01-19 3.505630 Other Note 6250000.00 6003774.33 ARES_07-3RA 2021-04-16 1.586750 Other Note 2275000.00 2060326.54 BAKST_05-1 2018-12-15 2.142850 Other Note 1625000.00 1438525.68 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM 06-5 2047-09-10 5.448000 Other Note 120000.00 129462.45 BATLN_07-1A 2022-07-14 2.391649 Other Note 5500000.00 5277562.83 BDIAM_05-2 2018-01-07 4.739849 Other Note 5300000.00 5128788.86 BNC MTG LN TR 2007-1 2037-03-25 0.255500 Other Note 55000.00 49936.89 CapitalSource Real Estate Loan Trust 2037-01-20 0.496599 Other Note 17065783.00 5058861.28 CATLK_13 2026-01-15 3.890000 Other Note 5000000.00 4777988.79 CBASS_03-CB6 2033-12-25 1.205500 Other Note 300000.00 135448.77 CFCAT_13-1A 2019-03-15 3.450000 Other Note 2400000.00 2442332.84 CIFC_07-1X 2021-05-10 2.013250 Other Note 2000000.00 1804897.43 CIFC_07-3A 2021-07-26 2.838600 Other Note 3750000.00 3529542.09 CIFC_12-2A 2024-12-05 4.491299 Other Note 1610000.00 1617432.95 CIFC_13-3A 2025-10-24 3.505900 Other Note 8000000.00 7692537.31 CKE REST HOLDINGS HNGRY_13-1A 2043-03-20 4.474000 Other Note 12191662.00 12499999.46 CLYDE_06 2018-12-15 1.685850 Other Note 3000000.00 2817521.81 CRMN_13-1A 2025-01-27 4.025750 Other Note 1750000.00 1763297.83 DRYD_06-11A 2020-04-12 1.841650 Other Note 2300000.00 2240699.23 DUANE_06-3A 2021-01-11 1.741649 Other Note 9000000.00 8758620.50 EMLT_04-2 2034-07-25 2.030500 Other Note 2000000.00 332222.91 FIG_13-2 2025-12-18 4.097900 Other Note 4000000.00 3925526.14 FRANKLN_5A 2018-06-15 1.892849 Other Note 5250000.00 5004219.80 FRASR_12-7A 2023-04-20 4.236600 Other Note 3000000.00 2960348.90 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Other Note 182756.00 190809.31 AMERICAN AIRLS 2013 1A 2021-01-15 5.625000 Other Note 2000000.00 1993293.38 AMERICAN AIRLS PASS THRU TR 2013 1C 2018-07-15 6.125000 Other Note 480690.00 498627.41 Apidos CDO 2018-10-27 1.738599 Other Note 2000000.00 1900454.26 ARMT_05-7 2035-10-25 0.475499 Other Note 592398.00 60677.61 ASSET BACKED CTFS TR 2006-8 2035-12-25 0.315500 Other Note 1309309.00 871048.29 BACM_05-4 2045-07-10 5.165949 Other Note 676748.00 614204.96 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_08-1 2051-02-10 6.261059 Other Note 6497156.00 7428043.92 Bayview Commercial Asset Trust 2036-07-25 0.00 Other Note 5306000.00 100438.18 BBAIR_07-1A 2033-11-14 0.453500 Other Note 1233.00 993.76 BB-UBS TR 2012-TFT 2030-06-05 3.559200 Other Note 5432895.00 4707592.29 BEAR STEARNS ARM TR 2035-10-25 2.653999 Other Note 9740.00 8329.73 BEAR STEARNS COMMERCIAL MORTGAGE SECURI 2050-06-11 5.887240 Other Note 1681939.00 161970.74 BSABS_04-FR2 2034-06-25 1.130500 Other Note 822016.00 60546.19 BSARM_05-4 2035-08-25 2.636649 Other Note 11531322.00 10907182.39 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 141350.00 129936.60 CALD_5A 2020-11-20 1.684550 Other Note 2180939.00 2038643.56 CapitalSource Real Estate Loan Trust 2037-01-20 0.496599 Other Note 793457.00 235200.72 CFIP_13-1A 2024-04-20 5.386599 Other Note 1252631.00 1195626.68 CGCMT_13-GC15 2046-09-10 4.250000 Other Note 24985.00 18544.24 Chase Mortgage Finance Corporation 2037-02-25 2.717979 Other Note 4070184.00 791587.34 CIFC_06-2 2021-03-01 1.839100 Other Note 1476719.00 1413223.51 CITIGROUP MTG LN TR INC ASSET 2046-11-25 0.555499 Other Note 4943017.00 1408198.59 CITIGROUP MTGE LOAN TR INC 2045-11-25 0.605500 Other Note 4532000.00 3519354.81 CMO 073CR1 0.5460 2036-01-25 0.455500 Other Note 4356084.00 1205319.43 CMO 173AL3 2035-05-10 3.517577 Other Note 1348224.00 1223982.18 CMO 201AH4 5.5050 2039-03-10 5.504999 Other Note 250677.00 210072.47 COMM 2046-12-10 5.376999 Other Note 4145807.00 4115043.04 COMM 13-THL 2030-06-08 0.00 Other Note 26568.00 24.12 COMM_13-CR11 2046-10-10 1.202784 Other Note 38707966.00 3128528.04 COMM_13-FL3 2028-10-13 3.750000 Other Note 3227085.00 3271943.09 CONTINENTAL AIRLS INC 2018-04-29 6.125000 Other Note 230000.00 248169.20 CORP 000PL8 2020-01-02 7.875000 Other Note 117540.00 50036.59 CORP 327AA2 2018-01-31 7.000000 Other Note 833689.00 704906.79 CORP 369AB7 2017-06-30 9.125000 Other Note 330000.00 238077.15 CORP 903AA1 2025-04-22 7.125000 Other Note 1498681.00 1542974.31 Countrywide Home Equity Loan Trust 2034-12-25 0.335500 Other Note 8481548.00 1929414.37 Countrywide Home Equity Loan Trust 2036-12-25 0.305499 Other Note 15620734.00 6235828.00 CRDIT SUISSE FIRST BOSTON 2005 1 2035-07-25 5.661909 Other Note 8157772.00 1433961.52 Credit Suisse First Boston Mortgage Securities Corp 2037-07-15 4.980999 Other Note 1371912.00 772815.44 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.894499 Other Note 433879.00 431675.76 CSFB_03-A28 2033-12-25 2.526230 Other Note 65295619.00 6029884.72 CSMC_07-C2 2049-01-15 0.384500 Other Note 2500000.00 2316805.91 CWABS INC 2036-01-25 0.425499 Other Note 3863528.00 898238.71 CWALT Alternative Loan Trust 2035-02-25 0.555499 Other Note 11807.00 1644.50 CWALT Alternative Loan Trust 2035-08-25 2.591070 Other Note 53021.00 12286.71 CWALT Alternative Loan Trust 2037-08-25 5.444499 Other Note 32133204.00 2053912.49 CWALT INC 2036-01-25 4.919500 Other Note 4608278.00 169513.70 Davis Square Funding 2016-01-08 0.356499 Other Note 8172054.00 1518362.55 DBCCR_14-ARCP 2034-01-10 4.934499 Other Note 2509982.00 2329286.51 DBRR_13-EZ2 2015-07-25 3.898820 Other Note 298332361.00 9165940.82 DEL CORONADO TR 2013-DEL 2026-03-15 0.00 Other Note 128250000.00 3350274.75 DELTA AIR LINES 2007-1 CLASS B PASS THROUGH TRUST 2024-02-10 8.021000 Other Note 1088365.00 684289.17 EXAR_14-1 2019-07-15 3.569999 Other Note 687680.00 696140.30 EXTENDED STAY AMER TR 2013-ESH 2031-12-05 0.00 Other Note 2604493.00 5448.60 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 4.036200 Other Note 60786.00 62834.17 First Horizon Mortgage Pass Through Trust 2033-09-25 1.758500 Other Note 3500000.00 1274388.85 First Union-lehman Brothers Commercial Mortgage Trust 2029-11-18 1.423970 Other Note 450000.00 702.56 FLAGS_06-1A 2019-09-20 1.795099 Other Note 76954.00 72596.92 FLGC_13-2 2021-02-15 6.259999 Other Note 230.00 232.47 FOURC_06-3A 2020-07-22 3.886600 Other Note 2100000.00 1942766.91 GALL_12-1A 2023-10-15 5.694000 Other Note 1376984.00 1193510.26 GCCFC Commercial Pass-Through Certificates 2019-11-05 0.637100 Other Note 170074.00 169124.49 GCCFC Commercial Pass-Through Certificates 2035-07-15 1.869450 Other Note 226500000.00 61503.19 GCCFC_04-FL2A 2019-11-05 0.957099 Other Note 1733648.00 1716140.72 GCCFC_04-GG1 2036-06-10 5.450000 Other Note 796500.00 750880.46 GE BUSINESS LN TR 2006 2 2034-11-15 0.904499 Other Note 3000000.00 1159974.61 GECMC_05-C3 2045-07-10 5.168350 Other Note 151017.00 151819.69 GMAC Commercial Mortgage Securities 2029-07-15 1.433410 Other Note 7800000.00 8027.60 GMAC Commercial Mortgage Securities 2030-05-15 0.109180 Other Note 573315263.00 12512.47 GMAC Commercial Mortgage Securities 2043-05-10 4.935999 Other Note 1395400.00 615633.74 GPM_06-AR2 2036-03-25 0.295499 Other Note 85320088.00 14684649.62 GREENWICH CAP COML FDG CORP 2036-06-10 5.482184 Other Note 1782000.00 1788506.10 GSMS_05-GG4 2039-07-10 4.841000 Other Note 56770.00 57933.64 GSMS_06-GG8 2039-11-10 5.671999 Other Note 1667860.00 1128333.97 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 10638069.00 2891841.75 GTP_13-1 2043-05-15 2.363999 Other Note 1450000.00 1426563.17 HARBORVIEW MTG LN TR 2035-05-19 0.374500 Other Note 7891374.00 1066274.41 HILT_13-HLF 2030-11-05 0.749500 Other Note 36166462.00 849472.33 HOME EQUITY ASSET TR 2007-3 2037-08-25 0.335500 Other Note 1505.00 1092.15 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.336999 Other Note 4868026.00 4935089.14 J P MORGAN MTG TR 2006-A5 2036-08-25 5.396679 Other Note 148421.00 23743.54 J P MORGAN MTG TR 2007-A1 2035-07-25 2.811360 Other Note 10342683.00 2866532.04 JMA_06-A7 2036-12-25 3.250309 Other Note 2418115.00 702249.80 JP MORGAN CHASE COMMERCIAL MORTG 2028-04-15 3.115110 Other Note 4286338.00 4280103.22 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC 2049-02-12 5.711730 Other Note 2250000.00 604006.82 JP Morgan Chase Commercial Mortgage Securities Corp 2018-11-15 0.804499 Other Note 1333931.00 413640.84 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-12 5.369088 Other Note 2555092.00 1422309.64 JP Morgan Chase Commercial Mortgage Securities Corp 2047-05-15 5.371999 Other Note 4676753.00 4947774.99 JP Morgan Commercial Mortgage Finance Corp 2029-09-15 1.064950 Other Note 1010000.00 414.00 JP Morgan Commercial Mortgage Finance Corp 2031-07-15 1.565350 Other Note 334666500.00 49580.85 JPA_07-CH1 2036-11-25 0.295499 Other Note 320177.00 56065.99 JPM_09-RR 2051-03-18 0.854500 Other Note 1048629.00 819647.11 JPMCC_12-LC9 2047-12-15 4.426479 Other Note 39705.00 36327.24 KEYCORP STU LOAN TRU 2042-04-28 1.038600 Other Note 201310.00 152472.06 LB Commercial Mortgage Trust 2032-10-15 1.219340 Other Note 25000000.00 7741.82 LB-UBS Commercial Mortgage Trust 2032-07-15 1.154830 Other Note 50000000.00 32534.96 LBUBS_06-C3 2039-03-15 5.719999 Other Note 62455.00 63422.52 LCM X LTD PARTNERSHIP / LCM X 2022-04-15 6.018099 Other Note 666935.00 668237.80 LMT_05-1 2035-11-25 5.500000 Other Note 2007168.00 1358894.52 MADISON PK IV LTD / MADISON PK 2021-03-22 1.675850 Other Note 1000000.00 931795.84 MASTR Adjustable Rate Mortgages 2047-05-25 0.355499 Other Note 3198953.00 1182395.72 Merrill Lynch Home Equity Loan Trust 2034-10-25 1.805500 Other Note 700000.00 379351.61 MERRILL LYNCH MORTGAGE TRUST MLMT_06-C1 2039-05-12 5.686090 Other Note 3765206.00 759368.44 Morgan Stanley Capital I 2032-07-15 0.00 Other Note 593751289.00 21636.93 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 6139677.00 4941460.11 Morgan Stanley Dean Witter Capital I Trust 2039-01-15 0.720580 Other Note 242361500.00 92063.44 MORGAN STANLEY MORTGAGE LOAN TRUST MSM_06-15XS 2036-11-25 5.815839 Other Note 600000.00 265676.30 MORTGAGEIT TRUST MHL_05-AR1 2035-11-25 0.525499 Other Note 13820883.00 505171.23 Motel 6 Trust 2025-10-05 3.781200 Other Note 429231.00 434035.28 MSAB_05-H3 2035-07-25 1.265500 Other Note 950358.00 285482.27 MSC_05-IQ10 2042-09-15 5.266180 Other Note 229862.00 213171.65 MSC_06-HQ8 2044-03-12 5.497189 Other Note 1500000.00 1425297.28 MSC_08-T29 2043-01-11 6.280470 Other Note 1980.00 2097.33 NAAFT_13-T2A 2048-02-18 4.211999 Other Note 19161.00 19216.77 NEUB 13-14A 2025-04-28 4.835849 Other Note 3194349.00 2990164.49 NORTHWEST AIRLS PASS THRU TRS 2021-04-01 7.150000 Other Note 427409.00 153842.61 RALI 2035-08-25 4.844500 Other Note 4717846.00 256262.68 RASC 2034-03-25 0.920499 Other Note 6944707.00 1864544.73 Salomon Brothers Commercial Mortgage Trust 2036-03-18 1.928080 Other Note 218809000.00 2043.74 SHINN_06-1 2018-07-15 2.038899 Other Note 2000000.00 1886590.71 SLM PRIVATE CR STUDENT LN TR 2032-09-15 1.042850 Other Note 1990022.00 1267652.28 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.632850 Other Note 16217201.00 10720683.98 SOUNDVIEW HOME EQUITY LOAN TRUST SVHE_06-WF2 2036-12-25 0.295499 Other Note 387500.00 196915.20 STRIPS 2012-1 / STRIPS 2012-1 CORP 2044-12-25 0.500000 Other Note 7246743.00 5354565.26 SURF_06-BC1 2036-12-25 0.545499 Other Note 7500000.00 5897772.50 SYMPH_12 2025-10-15 3.730049 Other Note 5000000.00 4820881.69 TIASF-1A 2030-11-25 1.194850 Other Note 22069816.00 2172345.93 TRAINER WORTHAM FIRST REP CBO 2040-01-04 0.582849 Other Note 1975803.00 449168.79 U.S AWYS 2011-1 PASS THRU TR 2020-04-22 9.750000 Other Note 1039333.00 1098666.91 UBS Commercial Mortgage Trust 2045-05-10 5.534939 Other Note 2610977.00 2567288.79 UNITED AIRLS PASS THRU TRS 2018-07-15 9.750000 Other Note 1365000.00 952933.88 US AIRWAYS GROUP INC 2014-10-22 10.875000 Other Note 1149830.00 646136.78 US AWYS PASS THRU TR 2010-1 2024-10-22 6.250000 Other Note 1059203.00 1016493.03 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.631999 Other Note 9458026.00 9430482.12 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.131699 Other Note 9860315.00 3105194.28 WAMU MTG PASS-THROUGH CTFS 2035-05-25 2.401619 Other Note 4105336.00 1050023.99 WBCMT_05-C21 2044-10-15 5.238889 Other Note 694558.00 700342.17 WBCMT_07-C30 2043-12-15 0.354499 Other Note 11033953.00 10476870.97 WFCMT_11-C3 2044-03-15 5.000000 Other Note 1772230.00 1598660.55 WF-RBS Commercial Mortgage Trust 2045-08-15 4.877930 Other Note 3424729.00 2938422.75 WTHRS_6 2025-02-03 5.515600 Other Note 1049025.00 1013463.93 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 211000000.00 211000000.00 0.0041 N 211093747.30 211093747.30 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.350000% BRSM7TFV7 0001074042 Other Repurchase Agreement N ABS CDA 10/15/48 5.688 2048-10-15 5.687999 Other Note 6866064.00 6605146.71 ABS CDC 03/25/34 1.239 2034-03-25 1.130500 Other Note 6300000.00 3406125.74 ABS COM 12/10/49 0.930 2049-12-10 0.846500 Other Note 4909086.00 4418365.17 ABS MLC 03/12/51 5.526 2051-03-12 5.525999 Other Note 5000000.00 5218880.00 ARMT_05-7 2035-10-25 0.475499 Other Note 691011.00 70778.26 Banc of America Commercial Mortgage 2047-09-10 6.923330 Other Note 4765505.00 4372236.16 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_08-1 2051-02-10 6.261059 Other Note 10175032.00 11632872.07 BB-UBS Trust 2036-11-05 4.025999 Other Note 4661609.00 4181538.64 BEAR STEARNS ARM TR 2035-10-25 2.653999 Other Note 6388225.00 5463261.98 BSARM_05-4 2035-08-25 2.636649 Other Note 7496757.00 7090990.60 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 3338595.00 3069018.02 Chase Mortgage Finance Corporation 2037-02-25 2.717979 Other Note 23325506.00 4536447.32 CMLTI_04-OPT1 2034-10-25 1.100500 Other Note 5000000.00 4117794.58 CMO 059BN5 0.0540 2047-09-10 0.639519 Other Note 1.00 0.01 CMO 073CR1 0.5460 2036-01-25 0.455500 Other Note 8955018.00 2477834.97 CMO 173AL3 2035-05-10 3.517577 Other Note 5922266.00 5376516.10 COMM 2046-12-10 5.376999 Other Note 3067532.00 3044769.38 COMM 13-THL 2030-06-08 0.00 Other Note 8.00 0.01 COMM_07-C9 2049-12-10 5.799649 Other Note 4787000.00 4256135.30 COMM_2013-FL3 2028-11-13 3.418000 Other Note 7693936.00 7772889.89 Countrywide Home Equity Loan Trust 2036-12-25 0.305499 Other Note 11296648.00 4509644.29 Credit Suisse First Boston Mortgage Securities Corp 2034-06-15 6.256999 Other Note 5017398.00 616147.87 Credit Suisse First Boston Mortgage Securities Corp 2037-07-15 4.980999 Other Note 6234449.00 3511944.27 CSMC 2037-07-26 6.250000 Other Note 12829606.00 10155386.14 CWABS INC 2036-01-25 0.425499 Other Note 25032868.00 5819937.38 CWALT Alternative Loan Trust 2035-02-25 0.555499 Other Note 49843686.00 6942313.26 CWHL_04-R1 2034-11-25 5.828290 Other Note 11.00 0.18 DBALT_05-1 2035-02-25 4.443900 Other Note 390000000.00 9291813.02 DBUBSLCMT_11-LC1A 2046-11-10 4.652000 Other Note 1176938.00 988052.40 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 4.036200 Other Note 1351980.00 1397534.54 GECMC_05-C3 2045-07-10 5.168350 Other Note 6070332.00 6102597.18 GKKRE_06-1A 2041-08-25 0.608600 Other Note 3754669.00 3205789.23 GOLDK_07-2A 2019-04-15 1.638900 Other Note 2986180.00 2825994.06 GPM_06-AR2 2036-03-25 0.295499 Other Note 49596337.00 8536147.22 GSMS_05-GG4 2039-07-10 4.841000 Other Note 20584301.00 21006227.71 GSMS_13-GC14 2046-08-10 4.776340 Other Note 5000000.00 4490611.29 GSMS_14-GC18 2047-01-10 4.948000 Other Note 9724201.00 8782334.34 GSMSCII_11-GC3 2044-03-10 5.000000 Other Note 5622633.00 5153255.59 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 15796762.00 4294175.57 HILT_13-HLF 2030-11-05 0.749500 Other Note 45076755.00 1058755.94 HMBT_05-1 2035-03-25 0.405500 Other Note 23492601.00 4666128.46 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.336999 Other Note 6619701.00 6710895.66 J P MORGAN CHASE COML MTG SECS TR 2012-LC9 2047-12-15 4.426479 Other Note 11438000.00 9337348.45 J P MORGAN MTG TR 2006-A5 2036-08-25 5.396679 Other Note 23730385.00 3796250.61 J P MORGAN MTG TR 2007-A1 2035-07-25 2.811360 Other Note 13880951.00 3847182.66 JP Morgan Chase Commercial Mortgage Securities Corp 2047-05-15 5.371999 Other Note 503891.00 533091.93 JPMCC_12-LC9 2047-12-15 4.426479 Other Note 3651216.00 3340601.60 JPMCC_13-INMZ 2018-09-15 6.131999 Other Note 50000000.00 50836315.98 LCM IX LTD PARTNERSHIP / LCM 2022-07-14 4.441650 Other Note 5000000.00 4789343.42 Merrill Lynch Mortgage Investors 2036-08-25 0.525499 Other Note 3310343.00 2496438.90 MERRILL LYNCH MTG TR 2007-C1 2050-06-12 5.840959 Other Note 2900536.00 3046667.79 MLMT_05-MCP1 2043-06-12 4.953000 Other Note 4455645.00 4474052.75 MORGAN STANLEY CAP I TR 2049-04-15 5.692639 Other Note 7673917.00 8105848.28 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 3565812.00 2869909.56 MORGAN STANLEY MORTGAGE LOAN TRUST MSM_06-15XS 2036-11-25 5.987660 Other Note 9852000.00 4523764.11 Motel 6 Trust 2025-10-05 3.781200 Other Note 8676263.00 8773374.39 MSC_05-IQ10 2042-09-15 5.266180 Other Note 1821431.00 1689176.39 MSM_06-15X 2036-11-25 6.268910 Other Note 13845000.00 5907858.76 RALI 2035-08-25 4.844500 Other Note 43630486.00 2369908.95 RASC 2034-03-25 0.920499 Other Note 16055293.00 4310593.95 RESIDENTIAL ACCREDIT LOANS INC R 2046-05-25 0.345499 Other Note 50000000.00 16905334.42 SLMA_05-B 2039-06-15 0.942849 Other Note 5000000.00 4099358.15 SYMPH_12 2025-10-15 5.130049 Other Note 5000000.00 4971687.80 UBSCM 07-FL1 2024-07-15 0.728999 Other Note 11038641.00 3495189.65 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.631999 Other Note 1135765.00 1132457.40 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.339000 Other Note 533831.00 587101.98 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.368000 Other Note 18764000.00 18139711.29 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.131699 Other Note 2786988.00 877673.70 WAMU MTG PASS-THROUGH CTFS 2035-05-25 2.401619 Other Note 9869664.00 2524369.23 WAMU_05-AR19 2045-12-25 0.565500 Other Note 4746726.00 2395756.43 WBCMT_05-C21 2044-10-15 5.238889 Other Note 5692066.00 5739468.56 Wells Fargo Alternative Loan Trust 2037-03-25 6.524499 Other Note 154228650.00 11453506.49 WFCMT_11-C3 2044-03-15 5.000000 Other Note 3052664.00 2753690.83 WF-RBS Commercial Mortgage Trust 2045-08-15 4.877930 Other Note 5654839.00 4851860.56 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 347000000.00 347000000.00 0.0068 N 347158995.40 347158995.40 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.380000% BRSM7TJN1 0001074042 Other Repurchase Agreement N ABS ARM 02/21/40 0.935 2040-02-21 0.866600 Other Note 426374.00 407799.49 ABS CWL 09/25/47 0.641 2047-09-25 0.325500 Other Note 2963967.00 1863376.71 ABS NCS 10/25/33 3.564 2033-10-25 0.460500 Other Note 3337921.00 1938803.78 ABS SDA 09/16/19 4.690 2019-09-15 4.690000 Other Note 10395.00 11120.62 Access Group Private Student Loan 2034-07-25 1.038600 Other Note 56988.00 34673.33 ACCR_05-2 2035-07-25 1.285500 Other Note 3500000.00 572922.64 ACE_04-HE2 2034-10-25 1.955500 Other Note 260905.00 22662.74 AERCO LTD 2025-07-15 0.614500 Other Note 3250000.00 404909.54 AMERICAN AIRLS PASS THRU TR 2011-1A 2022-07-31 5.250000 Other Note 1.00 0.88 AMERICAN AIRLS PASS THRU TR 2013 1C 2018-07-15 6.125000 Other Note 215709.00 223758.39 ARMT_05-7 2035-10-25 0.475499 Other Note 1586058.00 162455.33 ASSET BACKED CTFS TR 2006-8 2035-12-25 0.315500 Other Note 822652.00 547288.38 BACM_04-6 2042-12-10 5.104000 Other Note 594204.00 591815.90 BACM_05-4 2045-07-10 5.165949 Other Note 253393.00 229975.18 Banc of America Commercial Mortgage 2049-01-15 5.543000 Other Note 298656.00 85767.92 Banc of America Commercial Mortgage 2049-01-15 5.671000 Other Note 15400000.00 1456037.06 Bayview Commercial Asset Trust 2036-04-25 0.425499 Other Note 1435695.00 422516.10 BB-UBS TR 2012-TFT 2030-06-05 3.559200 Other Note 1567105.00 1357893.24 BEAR STEARNS ARM TR 2035-10-25 2.653999 Other Note 2117151.00 1810604.76 BEAR STEARNS COMMERCIAL MORTGAGE SECURI 2050-06-11 5.887240 Other Note 774048.00 74540.83 BSABS_04-FR2 2034-06-25 1.130500 Other Note 4010832.00 295420.76 BSARM_05-4 2035-08-25 2.636649 Other Note 1845371.00 1745489.21 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 91871.00 84452.81 CapitalSource Real Estate Loan Trust 2037-01-20 0.496599 Other Note 4200574.00 1245156.37 CGCMT_04-C1 2040-04-15 5.250000 Other Note 2000000.00 1906373.67 CGCMT_13-GC15 2046-09-10 4.250000 Other Note 43553.00 32325.69 CMO 059BN5 0.0540 2047-09-10 0.639519 Other Note 96587999.00 1013765.23 CMO 201AH4 5.5050 2039-03-10 5.504999 Other Note 1944364.00 1629416.89 COMM 2046-12-10 5.376999 Other Note 1552610.00 1541088.86 COMM_03-LB1A 2038-06-10 4.820000 Other Note 2000000.00 1952504.00 COMM_13-FL3 2028-10-13 3.750000 Other Note 382567.00 387884.87 COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES COMM_07-C9 2049-12-10 5.799649 Other Note 1345010.00 952371.77 CONTINENTAL AIRLS PASS THRU TR 2014-04-19 7.339000 Other Note 35000.00 3883.83 CORP 000PL8 2020-01-02 7.875000 Other Note 18050.00 7683.86 CORP 327AA2 2018-01-31 7.000000 Other Note 1273724.00 1076968.39 Countrywide Home Equity Loan Trust 2034-12-25 0.335500 Other Note 7842068.00 1783943.06 Countrywide Home Equity Loan Trust 2036-12-25 0.305499 Other Note 5182269.00 2068772.06 Countrywide Home Loans 2033-09-25 7.374500 Other Note 46380428.00 263925.38 CRDIT SUISSE FIRST BOSTON 2005 1 2035-07-25 5.661909 Other Note 9269815.00 1629434.86 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.894499 Other Note 467800.00 465424.52 CWALT Alternative Loan Trust 2035-08-25 2.591070 Other Note 1033961.00 239602.87 CWALT Alternative Loan Trust 2036-11-25 5.244500 Other Note 22894614.00 724846.12 CWALT Alternative Loan Trust 2037-05-25 39.146999 Other Note 1947272.00 1658399.46 CWALT Alternative Loan Trust 2037-05-25 39.267000 Other Note 2536667.00 2167331.81 CWALT Alternative Loan Trust 2037-08-25 5.444499 Other Note 3451871.00 220639.09 CWALT INC 2036-01-25 4.919500 Other Note 34699202.00 1276396.54 CWHL_04-R1 2034-11-25 5.828290 Other Note 118374372.00 1980114.69 CWL_05-16 2036-05-25 0.875499 Other Note 22050000.00 1911694.58 CWL_05-17 2036-05-25 0.875499 Other Note 22350000.00 525047.44 Davis Square Funding 2016-01-08 0.356499 Other Note 1655892.00 307663.70 DBUBSLCMT_11-LC1A 2046-11-10 4.652000 Other Note 972852.00 816719.96 DEKA_03-1A 2034-04-10 4.366150 Other Note 1000000.00 624284.82 DRYD_06-11X 2020-04-12 6.961999 Other Note 2098048.00 1666527.55 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 4.036200 Other Note 29524.00 30518.80 FLAGS_06-1A 2019-09-20 1.795099 Other Note 25878.00 24412.81 GCCFC_06-FL4A 2021-11-05 0.297099 Other Note 12815000.00 642600.85 GCCFC_07-GG9 2039-03-10 5.474999 Other Note 33342.00 36051.55 GMAC Commercial Mortgage Securities 2034-04-15 7.848530 Other Note 1707531.00 739379.48 GNMA_13-116 2043-08-16 5.995499 Government Agency Debt 2540305.00 439788.67 GS MORTGAGE SECURITIES CORPORATION II GSMS 06-RR3 2056-07-18 5.597550 Other Note 5031993.00 1824305.58 GSMS_06-GG8 2039-11-10 5.671999 Other Note 400990.00 271276.15 GSMS_14-GC18 2047-01-10 4.948000 Other Note 104157.00 94068.56 GSMSC_06-GG6 2038-04-10 5.623120 Other Note 1500000.00 1466385.83 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Note 3075411.00 1151065.16 HILT_13-HLF 2030-11-05 0.749500 Other Note 45619498.00 1071503.80 INX_05-A35 2036-02-25 4.855640 Other Note 7500000.00 2224577.46 JP MORGAN CHASE COMMERCIAL MORTG 2028-04-15 3.115110 Other Note 130274.00 130084.50 JP MORGAN CHASE COMMERCIAL MORTG 2043-06-12 5.903999 Other Note 1207000.00 19787.58 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP JPMCC_10-C2 2043-11-15 5.508189 Other Note 227648.00 253249.08 JP Morgan Chase Commercial Mortgage Securities Corp 2018-11-15 0.804499 Other Note 5166069.00 1601954.75 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-12 5.369088 Other Note 1444908.00 804318.04 JP Morgan Chase Commercial Mortgage Securities Corp 2047-05-15 5.371999 Other Note 1001012.00 1059021.53 JPA_07-CH1 2036-11-25 0.295499 Other Note 4172813.00 730698.71 JPM_09-RR 2051-03-18 0.854500 Other Note 357783.00 279656.39 JPMCC_06-CB14 2044-12-12 5.536730 Other Note 3000000.00 457382.32 LBUBS_06-C3 2039-03-15 5.719999 Other Note 35336.00 35883.41 LCM X LTD PARTNERSHIP / LCM X 2022-04-15 6.018099 Other Note 1210731.00 1213096.05 Lehman Mortgage Trust 2021-08-25 6.000000 Other Note 1960.00 369.82 Lehman Mortgage Trust 2037-03-25 6.544500 Other Note 384941.00 31292.84 MALT_07-1 2036-10-25 5.750000 Other Note 1771356.00 902040.68 MERRILL LYNCH MTG INVS INC 2036-02-25 0.365499 Other Note 8643899.00 1684157.04 MHL_05-4 2035-10-25 0.695500 Other Note 18000000.00 1007004.88 MLMI_97-C1 2029-06-18 2.222240 Other Note 3163932.00 8.66 MORGAN STANLEY ABS CAPITAL I MSAC_06-HE4 2036-06-25 0.395500 Other Note 971101.00 615896.70 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 1212973.00 976249.68 Morgan Stanley Mortgage Loan Trust 2036-08-25 6.924500 Other Note 63027.00 7887.54 MSAC_07-HE7 2037-07-25 2.155500 Other Note 3000000.00 569435.67 MSC_05-IQ10 2042-09-15 5.266180 Other Note 1930.00 1789.86 MSC_08-T29 2043-01-11 6.280470 Other Note 112186.00 118833.89 NAAFT_13-T2A 2048-02-18 4.211999 Other Note 20841.00 20901.67 NEUB 13-14A 2025-04-28 4.835849 Other Note 1000000.00 936079.46 NORTHWEST AIRLS PASS THRU TRS 2021-04-01 7.150000 Other Note 2352457.00 846748.95 OZLMF_13-4A 2025-07-22 1.987100 Other Note 768943.00 748888.97 RACEP_6A 2023-05-24 5.737599 Other Note 1151696.00 1132379.19 RAMP 2032-08-25 6.160000 Other Note 343954.00 223156.24 RASC 2035-05-25 0.315500 Other Note 3825000.00 1972748.68 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.632850 Other Note 154847.00 102364.51 SLMA 05-A 2038-12-15 0.832849 Other Note 947567.00 844308.31 SLMA_03-A 2032-06-15 1.842850 Other Note 2000000.00 786743.83 Structured Asset Securities Corporation 2035-02-25 6.494500 Other Note 33393755.00 847443.16 THORNBURG MORTGAGE SECURITIES TRUST TMST_07-4 2037-09-25 6.051680 Other Note 879256.00 193653.30 TIASF_1A 2030-11-25 7.059999 Other Note 15000000.00 2063655.20 TIASF-1A 2030-11-25 1.194850 Other Note 3296182.00 324445.28 UBSCMT_07-FL1 2024-07-15 0.732999 Other Note 1900000.00 1644941.71 US AIRWAYS 2012-1 CLASS C PASS THROUGH TRUST 2015-10-01 9.125000 Other Note 1774737.00 1639592.08 US AWYS PASS THRU TR 2010-1 2024-10-22 6.250000 Other Note 355797.00 341450.28 Wachovia Bank Commercial Mortgage Trust 2035-10-15 5.357999 Other Note 5500000.00 803697.59 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.631999 Other Note 1601373.00 1596709.45 WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C23 2045-01-15 5.484350 Other Note 1000000.00 1042244.46 WAL_06-AR6 2046-08-25 1.131699 Other Note 71497460.00 416773.68 WFCM_13-LC12 2046-07-17 3.500000 Other Note 1750000.00 1236815.81 WFMBS_06-AR7 2036-05-25 2.613329 Other Note 452639.00 247334.76 WFRBS_12-C6 2045-04-15 5.562470 Other Note 650000.00 652609.55 WFRBS_12-C7 2045-06-15 4.847290 Other Note 31253.00 31332.68 WFRBS_12-C8 2045-08-15 4.877930 Other Note 64927.00 62240.87 WWCAP_05-1A 2040-11-21 0.553599 Other Note 3000000.00 2037996.38 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 76000000.00 76000000.00 0.0015 N 76054552.80 76054552.80 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.320000% BRSM9X4H9 0001074042 Other Repurchase Agreement N ABS CDA 10/15/48 5.688 2048-10-15 5.687999 Other Note 2187109.00 2103996.67 ABS CWL 09/25/47 0.641 2047-09-25 0.325500 Other Note 4778703.00 3004258.79 ABS NCS 05/25/32 0.503 2032-05-25 0.465500 Other Note 1974682.00 1131901.54 ABS SDA 09/16/19 4.690 2019-09-15 4.690000 Other Note 443.00 473.92 Access Group Private Student Loan 2034-07-25 1.038600 Other Note 350555.00 213288.92 Access Group Private Student Loan 2039-07-01 1.663999 Other Note 11041.00 7819.73 AMERICAN AIRLINES 2013-2 CLASS A 2024-07-15 4.950000 Other Note 266464.00 278205.99 AMERICAN AIRLINES 2013-2 CLASS B 2022-01-15 5.599999 Other Note 377543.00 382610.13 AMERICAN AIRLS PASS THRU TR 2011-1A 2022-07-31 5.250000 Other Note 767000.00 679090.77 BABS_06-2A 2020-10-16 1.636749 Other Note 4500000.00 4172352.94 BACM_05-4 2045-07-10 5.165949 Other Note 192475.00 174687.04 BANC AMER FDG 2006-D TR 2036-05-20 0.434000 Other Note 6095056.00 2127742.06 Banc of America Commercial Mortgage 2047-09-10 6.923330 Other Note 234495.00 215143.52 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_06-3 2044-07-10 5.889000 Other Note 345000.00 370116.49 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_08-1 2051-02-10 6.261059 Other Note 740794.00 846932.16 Bayview Commercial Asset Trust 2036-04-25 0.425499 Other Note 12419305.00 3654924.12 BBAIR_07-1A 2033-11-14 0.453500 Other Note 3334.00 2687.09 BB-UBS Trust 2036-11-05 4.025999 Other Note 338391.00 303542.20 BEAR STEARNS ARM TR 2035-10-25 2.653999 Other Note 60031.00 51339.00 Bear Stearns ARM Trust 2035-10-25 2.430000 Other Note 816232.00 261349.78 Bear Stearns ARM Trust 2035-10-25 2.653999 Other Note 2200000.00 356902.20 BEAR STEARNS COMMERCIAL MORTGAGE SECURI 2050-06-11 5.887240 Other Note 2103210.00 202539.15 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 1107702.00 1018259.89 CapitalSource Real Estate Loan Trust 2037-01-20 0.496599 Other Note 1232366.00 365304.45 CGCMT_13-GC15 2046-09-10 4.250000 Other Note 703.00 521.78 CIFC_06-2 2021-03-01 1.839100 Other Note 97341.00 93155.57 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_06-C5 2049-10-15 5.551000 Other Note 1869994.00 1548004.46 CITIGROUP MTG LN TR INC ASSET 2046-11-25 0.555499 Other Note 14569413.00 4150628.43 CMO 059BN5 0.0540 2047-09-10 0.639519 Other Note 162692845.00 1707586.36 CMO 173AL3 2035-05-10 3.517577 Other Note 365174.00 331522.40 COMM 13-THL 2030-06-08 0.00 Other Note 523502.00 475.34 COMM 2012-LTRT MTG TR 2030-10-05 4.188530 Other Note 3565608.00 3383751.32 COMM 2012-LTRT MTG TR 2030-10-05 4.188530 Other Note 144301.00 129543.63 COMM_13-CCRE8 2046-06-10 0.00 Other Note 21647929.00 503920.49 COMM_13-CR9 2045-07-10 4.260840 Other Note 3782158.00 3650378.08 COMM_13-FL3 2028-10-13 3.750000 Other Note 2533485.00 2568701.71 COMM_2013-FL3 2028-11-13 3.418000 Other Note 2758175.00 2786478.94 COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES COMM_07-C9 2049-12-10 5.799649 Other Note 27037.00 19144.30 CORP 272AA3 2021-05-10 7.250000 Other Note 83683.00 81519.87 CORP 327AA2 2018-01-31 7.000000 Other Note 887252.00 750195.76 CORP 903AA1 2025-04-22 7.125000 Other Note 5155.00 5307.36 Countrywide Home Equity Loan Trust 2034-12-25 0.335500 Other Note 1228104.00 279373.70 Countrywide Home Equity Loan Trust 2036-12-25 0.305499 Other Note 9250009.00 3692621.94 Credit Suisse Commercial Mortgage Trust 2021-10-15 0.404500 Other Note 623861.00 614604.81 Credit Suisse First Boston Mortgage Securities Corp 2037-07-15 4.980999 Other Note 693854.00 390856.76 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.894499 Other Note 4001380.00 3981060.99 CREDIT SUISSE FIRST BOSTON MTG 2036-03-25 2.786950 Other Note 2322012.00 620835.73 CSFB_03-A28 2033-12-25 2.526230 Other Note 7614768.00 703204.50 CWABS INC 2036-01-25 0.425499 Other Note 4707702.00 1094502.27 CWALT Alternative Loan Trust 2035-08-25 2.591070 Other Note 463945.00 107511.36 CWALT Alternative Loan Trust 2046-10-25 0.435500 Other Note 499717.00 342130.49 CWALT INC 2036-01-25 4.919500 Other Note 56148410.00 2065397.25 CWHL_04-12 2034-08-25 2.012999 Other Note 1324755.00 46185.41 DBCCR_14-ARCP 2034-01-10 4.934499 Other Note 3490018.00 3238768.99 DBUBSLCMT_11-LC1A 2046-11-10 4.652000 Other Note 1349817.00 1133186.22 DELTA AIR LINES 2007-1 CLASS B PASS THROUGH TRUST 2024-02-10 8.021000 Other Note 800000.00 502985.06 EXAR_14-1 2019-07-15 3.569999 Other Note 1312320.00 1328465.03 EXTENDED STAY AMER TR 2013-ESH 2031-12-05 0.00 Other Note 3844527.00 8042.75 FBRSI_05-5 2035-11-25 0.890499 Other Note 7896447.00 3559141.87 First Horizon Alternative Mortgage Securities Trust 2035-07-25 2.250000 Other Note 28165614.00 4129520.30 FLAGS_06-1A 2019-09-20 1.795099 Other Note 264989.00 249985.52 FOURC_06-3A-D 2020-07-22 1.736599 Other Note 650322.00 622915.54 GCCFC Commercial Pass-Through Certificates 2035-01-11 1.535210 Other Note 135000000.00 5265.09 GCCFC_07-GG9 2039-03-10 5.474999 Other Note 59392.00 64218.52 GEBL 03-2 2029-01-15 1.804500 Other Note 4460711.00 611335.16 GKKRE_06-1A 2041-08-25 0.608600 Other Note 6245331.00 5332351.49 GMAC Commercial Mortgage Securities 2034-04-15 7.848530 Other Note 891737.00 386131.81 GPM_06-AR2 2036-03-25 0.295499 Other Note 43686788.00 7519040.24 GS MORTGAGE SECURITIES CORPORATION II GSMS 06-RR3 2056-07-18 5.597550 Other Note 3691899.00 1338466.08 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Note 4181337.00 1564991.26 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 11859585.00 3223897.41 HarborView Mortgage Loan Trust 2036-01-19 2.131699 Other Note 5736164.00 2115355.13 HILT_13-HLF 2030-11-05 0.749500 Other Note 112177893.00 2634817.21 HMBT_05-1 2035-03-25 0.405500 Other Note 17202399.00 3416761.03 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.336999 Other Note 3438689.00 3486061.24 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.386000 Other Note 5700945.00 5167267.82 J P MORGAN MTG ACQUISITION TR 2036-08-25 5.777000 Other Note 4782904.00 3155237.30 J P MORGAN MTG TR 2007-A1 2035-07-25 2.811360 Other Note 31273493.00 8667622.28 JP Morgan Chase Commercial Mortgage Securities Corp 2046-08-15 5.324860 Other Note 515155.00 559254.38 JPA_07-CH1 2036-11-25 0.295499 Other Note 12880455.00 2255488.55 JPM_09-RR 2051-03-18 0.854500 Other Note 63692.00 49784.02 Key Commercial Mortgage Pass-Through Certificates 2040-12-15 5.543380 Other Note 96342.00 44567.54 LBUBS 06-C7 2038-11-15 5.496000 Other Note 17697000.00 2307842.17 LBUBS_06-C3 2039-03-15 5.719999 Other Note 26305.00 26712.50 Lehman Mortgage Trust 2021-08-25 6.000000 Other Note 2938369.00 554417.87 LMT_05-1 2035-11-25 5.500000 Other Note 40055.00 27118.07 LNR_06-1A 2043-05-28 0.504499 Other Note 183951.00 40934.27 MARM_05-5 2045-04-25 0.645249 Other Note 25049695.00 2332391.81 MASTR Adjustable Rate Mortgages 2047-05-25 0.355499 Other Note 7145000.00 2640932.03 MDPK_07-4A 2021-03-22 3.845850 Other Note 1638000.00 1345794.32 MLMI_97-C1 2029-06-18 2.222240 Other Note 1068.00 0.00 MLMT_05-MCP1 2043-06-12 4.953000 Other Note 22.00 22.09 MORGAN STANLEY CAP I TR 2049-04-15 5.692639 Other Note 2267542.00 2395172.04 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 4149197.00 3339441.38 MOTEL 6 TR 2012-MTL6 2025-10-05 0.00 Other Note 30587316.00 34349.56 Motel 6 Trust 2025-10-05 3.781200 Other Note 1454.00 1470.27 MSC 07-HQ12 2049-04-12 5.613768 Other Note 1260378.00 716949.20 MSC_05-IQ10 2042-09-15 5.266180 Other Note 2108746.00 1955629.36 MSC_08-T29 2043-01-11 6.280470 Other Note 137035.00 145155.38 NEUB 13-14A 2025-04-28 4.835849 Other Note 546.00 511.10 OPTEUM MORTGAGE ACCEPTANCE CORPORATION OPMAC_06-1 2036-04-25 0.345499 Other Note 30879339.00 6052933.01 PCHLT 05-4 2035-12-25 0.585500 Other Note 11168687.00 918535.16 RALI 2033-05-25 7.844500 Other Note 19940768.00 468523.79 RFMSI_07-QS4 2037-03-25 0.485499 Other Note 7462302.00 1204854.49 SASC_06-NC1 2036-05-25 0.305499 Other Note 1513290.00 896083.54 SBAC_13-2 2048-04-15 3.722000 Other Note 1300937.00 1250520.56 SLM PRIVATE CR STUDENT LN TR 2032-06-15 3.140000 Other Note 1168410.00 846635.73 SLM PRIVATE CR STUDENT LN TR 2032-09-15 1.042850 Other Note 251154.00 159986.14 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.632850 Other Note 71746.00 47429.04 SONIC CAP LLC / SONIC INDS LLC 2041-05-20 5.437999 Other Note 1263566.00 778076.74 STRIPS 2012-1 / STRIPS 2012-1 CORP 2044-12-25 0.500000 Other Note 5150361.00 3805563.98 Structured Adjustable Rate Mortgage Loan Trust 2036-07-25 5.321110 Other Note 13465155.00 3255988.35 TRAINER WORTHAM FIRST REP CBO 2040-01-04 0.582849 Other Note 14099.00 3205.19 UBS BARCLAYS COML MTG TR 2013 C6 2046-04-10 4.075759 Other Note 2833348.00 2710816.99 UBS Commercial Mortgage Trust 2045-05-10 5.534939 Other Note 1403144.00 1379665.87 UBSCM 07-FL1 2024-07-15 0.728999 Other Note 1993102.00 631080.36 UNITED AIRLS PASS THRU TRS 2018-07-15 9.750000 Other Note 1706808.00 1191556.90 US AIRWAYS 2013-1A PASS THROUGH 2021-11-15 5.375000 Other Note 1000000.00 1031628.47 US AIRWAYS GROUP INC 2014-10-22 10.875000 Other Note 293511.00 164935.90 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.631999 Other Note 75311.00 75091.68 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.339000 Other Note 3608311.00 3968384.25 WAMU 05-A12 2035-10-25 2.355200 Other Note 4243111.00 1326283.71 WBCMT_03-C6 2035-08-15 0.833729 Other Note 455577670.00 82943.48 WBCMT_05-C21 2044-10-15 5.238889 Other Note 804446.00 811145.28 WBCMT_07-C30 2043-12-15 0.354499 Other Note 5160568.00 4900021.33 WTHRS_6 2025-02-03 5.515600 Other Note 1092927.00 1055877.68 First Tier Security N/A N/A 2014-03-07 2014-03-07 N N N 153000000.00 153000000.00 0.0030 N 153067304.70 153067304.70 DNB BANK ASA DNB BANK ASA 0.060000% 2332K1C57 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-05 2014-03-05 N N N 328000000.00 327998907.00 0.0064 N 327997736.80 327997736.80 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.150000% 29604DC32 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-03 2014-03-03 N N N 75000000.00 75000000.00 0.0015 N 74999190.00 74999190.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.160000% 29604DCC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-12 2014-03-12 N N N 50000000.00 49998000.00 0.0010 N 49997840.00 49997840.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.180000% 29604DCK4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-19 2014-03-19 N N N 50000000.00 49996000.00 0.0010 N 49996560.00 49996560.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.180000% 29604DCM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-03-21 2014-03-21 N N N 150000000.00 149986500.00 0.0029 N 149988630.00 149988630.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.150000% 29604DDH0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-17 2014-04-17 N N N 175000000.00 174967188.00 0.0034 N 174962200.00 174962200.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.160000% 29604DDP2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-23 2014-04-23 N N N 150000000.00 149966000.00 0.0029 N 149962650.00 149962650.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.160000% 29604DDW7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-04-30 2014-04-30 N N N 100000000.00 99974222.00 0.0020 N 99971140.00 99971140.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.160000% 29604DE71 Financial Company Commercial Paper N 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MORGAN SECURITIES L 0.610000% BRSLRJ8N5 0000782124 Other Repurchase Agreement N ABS ABF 12/25/33 7.423 2033-12-15 7.923000 Other Note 1000000.00 6862.35 ABS API 12/21/18 0.0100 2018-12-21 0.00 Other Note 4512094.00 1872518.97 ABS ARC 01/25/32 5.1525 2032-01-25 0.540000 Other Note 210000.00 4424.10 ABS ARC 07/25/32 3.522 2032-07-25 3.155500 Other Note 6000000.00 137930.36 ABS ATL 07/02/20 7.20 2020-07-02 7.200000 Other Note 100000.00 26375.42 ABS CWH 02/15/34 0.4781 2034-02-15 0.434500 Other Note 3700000.00 138019.10 ABS CWH 02/15/34 0.4781 2034-02-15 0.434500 Other Note 2800000.00 104446.89 ABS CWL 05/25/36 5.564 2036-05-25 5.127069 Other Note 8241309.00 4999999.74 ABS GEC 10/25/29 9.159 2029-10-25 9.185999 Other Note 10420000.00 307359.76 ABS GEC 12/25/28 7.135 2028-12-25 7.134999 Other Note 675000.00 23082.71 ABS GSA 10/25/35 3.586 2035-10-25 0.475499 Other Note 4934000.00 1934690.40 ABS JPM 11/25/36 5.840 2036-11-25 5.776069 Other Note 385000.00 71152.99 ABS NEX 09/01/42 0.020 2042-09-01 1.520000 Other Note 14804834.00 1875355.72 ABS NEX 09/01/42 0.070 2042-09-01 1.520000 Other Note 35984574.00 4999999.91 ABS NHE 02/25/37 4.949 2037-02-25 0.315500 Other Note 25413000.00 4577766.51 ABS NHE 05/25/33 9.081 2033-05-25 6.155500 Other Note 3300000.00 17912.06 ABS RAM 01/25/34 6.056 2034-01-25 5.953739 Other Note 2250000.00 37099.88 ABS RAM 03/25/34 5.631 2034-03-25 5.631000 Other Note 3680000.00 2122.85 ABS RAS 02/25/37 2.879 2037-02-25 0.435500 Other Note 100000.00 556.45 ABS RES 06/25/31 6.1925 2031-06-25 1.475500 Other Note 6312500.00 9392.32 ABS SAB 03/25/36 5.785 2036-03-25 0.435500 Other Note 8000000.00 518346.01 ABS SAB 05/25/37 0.383 2037-05-25 0.335500 Other Note 8389153.00 4999999.82 ABS SAC 09/25/36 0.529 2036-09-25 0.295499 Other Note 30975927.00 4999999.90 ABS SAC 11/25/35 0.964 2035-11-25 0.875499 Other Note 7645979.00 4999999.83 ABS SBI 09/01/20 3.2151 2020-09-10 3.214999 Government Agency Debt 500000.00 518300.12 ABS VER 04/22/46 0.130 2046-04-22 1.287099 Other Note 4000000.00 394843.94 ABSHE_01-HE1 2031-04-15 3.904500 Other Note 6326000.00 936.13 AMHEL 98-1 2029-05-25 2.330499 Other Note 3376000.00 222312.53 AMSI_05-R8 2035-10-25 1.355499 Other Note 800000.00 1317.24 BALLANTYNE RE PLC 2036-05-02 2.158500 Other Note 6000000.00 305131.27 BALLANTYNE RE PLC 2036-05-02 7.512439 Other Note 3000000.00 414332.14 BSCMS 05-PW10 2040-12-11 5.503059 Other Note 3000000.00 81823.18 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_07-C6 2049-12-10 5.706030 Other Note 4745000.00 2184023.94 CMLTI_07-WFH1 2037-01-25 0.415499 Other Note 3000000.00 2068997.92 COUNTRYWIDE ASSET_BACKED CERTIFI 2036-05-25 5.127069 Other Note 6363995.00 4999999.46 COUNTRYWIDE ASSET-BACKED CERTIFI 2031-12-25 5.172620 Other Note 6404650.00 4999999.73 COUNTRYWIDE ASSET-BACKED CERTIFI 2046-09-25 6.150000 Other Note 7568582.00 4999999.75 COUNTRYWIDE ASSET-BACKED CERTIFI 2046-09-25 6.400000 Other Note 7145056.00 4999999.56 Countrywide Home Equity Loan Trust 2035-09-25 0.955500 Other Note 5000000.00 4059013.43 Countrywide Home Equity Loan Trust 2036-05-25 4.985100 Other Note 6306946.00 4999999.49 CWABS ASSET-BACKED CTFS 2035-12-25 5.172620 Other Note 6686915.00 4999999.49 CWABS ASSET-BACKED CTFS TR SER 2037-01-25 5.094929 Other Note 6000000.00 4412981.27 CWABS INC 2034-02-15 0.434500 Other Note 104544000.00 4574859.24 FFMER_2007-4 2037-07-25 0.275500 Other Note 1947000.00 828127.17 FREMONT HOME LN TR 2006-B 2036-08-25 0.535499 Other Note 58837000.00 3158730.66 FSPC_T-21 2029-10-25 0.518000 Other Note 7160000.00 117069.08 GALAX_14 2024-11-15 0.00 Other Note 1720000.00 1457700.05 GPMF 07-HE1 2032-12-13 0.454249 Other Note 3000000.00 257359.65 GSAA_06-19 2036-12-25 0.415499 Other Note 5072000.00 286044.10 GT_98-3 2030-03-01 6.860000 Other Note 15500000.00 1174373.30 GTMH 97-2 2027-03-15 7.540000 Other Note 10000.00 8784.19 IXIS REAL ESTATE CAPITAL TRUST I 2037-05-25 0.215500 Other Note 3394000.00 199992.00 JPMAC 06-CH2 2036-10-25 0.425499 Other Note 125000.00 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5.200000 Other Note 70000.00 76181.08 AMERICAN HOME MORTGAGE ASSETS AHMA_06-6 2046-12-25 0.345499 Other Note 1711541.00 681276.39 Ares IIIR/IVR 2021-04-16 0.00 Other Note 1937481.00 1244595.17 ARES_07-11X 2021-10-11 0.00 Other Note 1899896.00 1060854.43 BAFC_06-I 2036-06-20 2.392679 Other Note 4286228.00 1189691.59 BALL _10-UB5 2051-02-17 5.640709 Other Note 5694774.00 6118871.42 BANK AMER CORP 2016-08-01 6.500000 Other Note 293539.00 332105.62 BANK AMER CORP SR INTERNOTES BOOK ENTRY 2016-09-15 5.450000 Other Note 49000.00 54458.91 BANK OF AMERICA CORP 2016-05-15 4.599999 Other Note 14063.00 15146.28 BOMFT_12-4NR2 2034-01-28 3.949600 Other Note 723854.00 723826.49 BP AMI LEASING INC 2019-05-08 5.522999 Other Note 395301.00 456903.06 CARL_06-8X 2021-05-21 0.00 Other Note 1421221.00 913997.17 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-02-17 4.750000 Other Note 325000.00 339134.70 CBASS_05-RP2 2035-09-25 6.418129 Other Note 96064.00 82800.20 CBS_06-CB1 2036-01-25 0.585500 Other Note 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4631212.00 1427801.87 FHAMS_06-AA7 2037-01-25 2.196170 Other Note 3556615.00 764225.98 FHAMS_06-FA1 2036-04-25 0.905499 Other Note 16450000.00 2436051.13 FHLMC_K034 2023-07-25 0.171850 Government Agency Debt 20078264.00 263248.09 FHMS_13-KF02 2045-12-25 3.155500 Government Agency Debt 104.00 102.13 FIRST HORIZON MORTGAGE PASS-THROUGH TRUST FHASI_06-AR4 2037-01-25 2.547909 Other Note 50027.00 14538.29 FIRST HORIZON MTG PASSTHRU TR 2035-12-25 2.230300 Other Note 2153878.00 476711.16 FM LEVERAGED CAPITAL FUND FMLCF_ 2017-08-01 2.192850 Other Note 1525535.00 975459.60 FREMF_13-KF02 2045-12-25 4.155500 Government Agency Debt 348698.00 354715.13 GECMC_04-C2 2040-03-10 5.254999 Other Note 3000000.00 3007357.50 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2037-08-07 6.150000 Other Note 40000.00 48779.90 GLOBAL MARINE INC 2028-06-01 7.000000 Other Note 23000.00 25701.96 GOLDMAN SACHS GROUP INC MEDIUM TERM NTS BOOK ENT 2020-06-15 6.000000 Other Note 56652.00 66601.04 GS MTG SECS TR 2011-GC3 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733176.71 STCDO_05-2A 2040-11-17 0.885850 Other Note 75137.00 63171.19 STRUCTURED ASSET SECURITIES CORP SASC_04-2AC 2034-02-25 2.381549 Other Note 6700.00 1083.64 SYMPHONY CLO LTD SYMP_06-2A 2020-10-25 0.563300 Other Note 3760589.00 3653299.40 TAL_14-1A 2039-02-22 3.509999 Other Note 3591404.00 3608851.04 VERICREST OPPORTUNITY LOAN TRANSFEREE VOLT_13-1A 2058-08-25 4.250000 Other Note 3085348.00 2972697.95 WAMU_07-HY3 2037-03-25 4.460009 Other Note 155653.00 84422.73 WF-RBS COMMERCIAL MORTGAGE TRUST WFRBS_12-C10 2045-12-15 4.394739 Other Note 22696.00 22477.98 First Tier Security N/A N/A 2014-04-14 2014-04-14 N N N 101325000.00 101325000.00 0.0020 Y 101369431.01 101369431.01 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES L 0.380000% BRSM729M3 0000276523 Other Repurchase Agreement N ABS BSA 08/25/34 3.733 2034-08-25 2.030500 Other Note 1122063.00 781755.17 ABS CAR 01/25/36 5.530 2036-01-25 0.365499 Other Note 15832498.00 8053149.98 ABS CSM 12/15/39 5.373 2039-12-15 5.373000 Other Note 468011.00 437536.11 ABS MSA 02/25/35 0.905 2035-02-25 0.860500 Other Note 15584.00 13779.11 ABS SBI 08/25/36 0.588 2036-08-25 0.505499 Other Note 6369922.00 2332876.76 ACAR_14-1 2021-04-12 5.200000 Other Note 3286189.00 3309402.64 ACR_13-FL1 2030-06-15 0.00 Other Note 170000.00 171562.75 ACR_13-FL1 2030-06-15 0.00 Other Note 100000.00 100680.21 AIRCRAFT LEASE SECURITISATION LIMITED AERLS_07-1A 2032-05-10 0.417499 Other Note 976166.00 170187.01 ALLSTATE CORP 2053-08-15 5.750000 Other Note 1170000.00 1219346.38 Ameriquest Mortgage Securities Asset-Backed PTC 2034-11-25 2.930499 Other Note 1000000.00 63916.50 AMSI_04-R11 2034-11-25 5.405500 Other Note 2000000.00 13661.96 AON PLC 2042-12-12 4.250000 Other Note 20136.00 18686.05 ARMT_05-10 2036-01-25 2.708349 Other Note 2113557.00 485635.06 ARMT_06-3 2036-08-25 0.355499 Other Note 913000.00 536524.37 ASTRAZENECA PLC 2037-09-15 6.450000 Other Note 50000.00 64336.71 BABSN_05-3A 2019-11-10 1.936850 Other Note 1629507.00 1527790.61 BALL _10-UB5 2051-02-17 5.640709 Other Note 4144931.00 4453609.55 BALTIMORE GAS AND ELECTRIC CO 2022-08-15 2.799999 Other Note 524727.00 505207.74 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_08-1 2051-02-10 6.218060 Other Note 48812.00 56077.99 BANCO SANTANDER CHILE 2022-09-20 3.875000 Other Note 500000.00 493703.47 BANK AMER CORP SR INTERNOTES BOOK ENTRY 2016-09-15 5.450000 Other Note 10000.00 11114.06 BANK AMER CORP SUB INTERNOTES BOOK ENTRY 2038-02-15 6.049999 Other Note 7000.00 7297.46 BANK NEW YORK INC MEDIUM TERM SR NTS BOOK ENTRY 2014-05-15 4.299999 Other Note 20000.00 20409.86 BANK OF AMERICA CORP 2016-05-15 4.599999 Other Note 2000.00 2154.06 BANK OF AMERICA CORP 2016-08-15 3.649999 Other Note 10000.00 10359.78 BARCLAYS BANK PLC 2023-05-05 5.000000 Other Note 15000.00 15974.17 BAYV_06-D 2036-12-28 0.434500 Other Note 27250000.00 4919810.41 BAYVIEW FINL ASSET TR 2037-03-25 0.605500 Other Note 8120000.00 1579041.57 BB&T CORP 2016-03-15 3.200000 Other Note 19000.00 20175.70 BBAIR_07-1A 2033-11-14 0.453500 Other Note 2796333.00 2253744.57 BBVA BANCOMER SA/TEXAS 2016-03-10 4.500000 Other Note 192713.00 208322.75 BLEX_05-A 2038-09-25 0.705500 Other Note 1000000.00 128382.37 BLX_06-AA 2038-10-20 1.104000 Other Note 1500000.00 196817.68 BOEING CO 2043-10-15 6.875000 Other Note 47000.00 61733.06 BOMFT_12-4NR2 2034-01-28 3.949600 Other Note 50000.00 49998.10 BOMFT_13-2RPL 2018-03-28 3.721000 Other Note 2000000.00 1183139.86 BOMFT_13-2RPL 2018-04-28 3.721000 Other Note 1200000.00 773466.12 BSCMS_07-BBA8 2022-03-15 0.704999 Other Note 97000.00 92345.59 BUSINESS LOAN EXPRESS BLX_05-AA 2038-09-25 1.255500 Other Note 1000000.00 122977.54 CARR_06-FRE2 2036-10-25 0.315500 Other Note 3542232.00 1925915.23 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-11-06 0.699999 Other Note 52000.00 52314.48 CBASS_05-RP2 2035-09-25 6.418129 Other Note 823016.00 709380.12 CBRE_07-1 2052-04-07 1.339850 Other Note 5000000.00 10283.08 CBRE_07-1 2052-04-07 1.789849 Other Note 5000000.00 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2545710.63 CORP NACIONAL DEL COBRE DE CHILE 2020-11-04 3.750000 Other Note 121908.00 126436.28 Countrywide Home Equity Loan Trust 2047-03-25 0.605500 Other Note 8695210.00 1991554.01 CREDIT SUISSE MORTGAGE CAPITAL C 2049-01-15 5.192000 Other Note 4000000.00 3420.77 CSFB_02-CP3 2035-07-15 1.471030 Other Note 12664000.00 4571.77 CSFB_05-C2 2037-04-15 0.404500 Other Note 642247.00 594137.48 CSM_06-2 2036-03-25 6.000000 Other Note 314296.00 178665.31 CWC_COBALT II 2050-04-26 3.738599 Other Note 4000000.00 15232.89 CWHL_04-25 2035-02-25 0.545499 Other Note 34694899.00 3686313.31 CWHL_07-17 2037-10-25 6.000000 Other Note 11267023.00 3748664.53 CWL_04-9 2034-11-25 1.730499 Other Note 1600000.00 646709.47 CWL_05-13 2036-04-25 0.595500 Other Note 500000.00 378161.42 DANAHER CORPORATION 2014-06-23 1.300000 Other Note 75000.00 75409.29 DELTA AIR LINES 2007-1 CLASS B PASS THROUGH TRUST 2024-02-10 8.021000 Other Note 100000.00 62873.13 DEUTSCHE BANK AG (LONDON) 2014-08-18 3.875000 Other Note 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