TERM SECURITIES LENDING FACILITY (TSLF) DATA

Trade date
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Mar 27 2008
Apr 3 2008
Apr 3 2008
Apr 3 2008
Apr 3 2008
Apr 3 2008
Apr 3 2008
Apr 3 2008
Apr 3 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 10 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008
Apr 17 2008

Loan date
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Mar 28
Apr 4
Apr 4
Apr 4
Apr 4
Apr 4
Apr 4
Apr 4
Apr 4
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 11
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18
Apr 18

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Maturity date
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
Apr 25 2008
May 2 2008
May 2 2008
May 2 2008
May 2 2008
May 2 2008
May 2 2008
May 2 2008
May 2 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 9 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008
May 16 2008

Schedule
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
1
1
1
1

Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
Apr 24
May 1
May 1
May 1
May 1
May 1
May 1
May 1
May 1
May 1
May 8
May 8
May 8
May 8
May 8
May 8
May 8
May 8
May 8
May 8
May 8
May 15
May 15
May 15
May 15
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 22
May 29
May 29
May 29

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
Apr 25
May 2
May 2
May 2
May 2
May 2
May 2
May 2
May 2
May 2
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 9
May 16
May 16
May 16
May 16
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 30
May 30
May 30

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 23
May 30
May 30
May 30
May 30
May 30
May 30
May 30
May 30
May 30
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 13
Jun 13
Jun 13
Jun 13
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 27
Jun 27
Jun 27

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1

May 29
May 29
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 5
Jun 12
Jun 12
Jun 12
Jun 12
Jun 12
Jun 12
Jun 12
Jun 12
Jun 12
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 19
Jun 26
Jun 26
Jun 26
Jun 26
Jul 3
Jul 3
Jul 3
Jul 3
Jul 3
Jul 3
Jul 3
Jul 3
Jul 3
Jul 10
Jul 10
Jul 10
Jul 10
Jul 10
Jul 10
Jul 10

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

May 30
May 30
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 6
Jun 13
Jun 13
Jun 13
Jun 13
Jun 13
Jun 13
Jun 13
Jun 13
Jun 13
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 20
Jun 27
Jun 27
Jun 27
Jun 27
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Jun 27
Jun 27
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 7
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 11
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 25
Jul 25
Jul 25
Jul 25
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 8
Aug 8
Aug 8
Aug 8
Aug 8
Aug 8
Aug 8

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

1
1
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1

Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 17
Jul 24
Jul 24
Jul 24
Jul 24
Jul 24
Jul 24
Jul 24
Jul 24
Jul 31
Jul 31
Jul 31
Jul 31
Jul 31
Jul 31
Jul 31
Jul 31
Jul 31
Aug 7
Aug 7
Aug 7
Aug 7
Aug 7
Aug 7
Aug 7
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 14
Aug 21
Aug 21
Aug 21
Aug 21
Aug 21

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 18
Jul 25
Jul 25
Jul 25
Jul 25
Jul 25
Jul 25
Jul 25
Jul 25
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 1
Aug 8
Aug 8
Aug 8
Aug 8
Aug 8
Aug 8
Aug 8
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 22
Aug 22
Aug 22
Aug 22
Aug 22

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 15
Aug 22
Aug 22
Aug 22
Aug 22
Aug 22
Aug 22
Aug 22
Aug 22
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Sep 5
Sep 5
Sep 5
Sep 5
Sep 5
Sep 5
Sep 5
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 19
Sep 19
Sep 19
Sep 19
Sep 19

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1

Aug 21
Aug 21
Aug 21
Aug 28
Aug 28
Aug 28
Aug 28
Aug 28
Aug 28
Aug 28
Aug 28
Aug 28
Sep 4
Sep 4
Sep 4
Sep 4
Sep 4
Sep 4
Sep 4
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 11
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 17
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 24
Sep 24

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Aug 22
Aug 22
Aug 22
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Aug 29
Sep 5
Sep 5
Sep 5
Sep 5
Sep 5
Sep 5
Sep 5
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 12
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 18
Sep 19
Sep 19
Sep 19
Sep 19
Sep 19
Sep 19
Sep 19
Sep 25
Sep 25

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Sep 19
Sep 19
Sep 19
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Oct 3
Oct 3
Oct 3
Oct 3
Oct 3
Oct 3
Oct 3
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 16
Oct 16
Oct 17
Oct 17
Oct 17
Oct 17
Oct 17
Oct 17
Oct 17
Oct 2
Oct 2

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

1
1
1
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
2
2

Sep 24
Sep 24
Sep 24
Sep 24
Sep 24
Sep 24
Sep 24
Sep 24
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Oct 1
Oct 1
Oct 1
Oct 1
Oct 1
Oct 1
Oct 1
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 9
Oct 9
Oct 9
Oct 9
Oct 9
Oct 9
Oct 15
Oct 15
Oct 15
Oct 15
Oct 15
Oct 15
Oct 15
Oct 15
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 25
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Sep 26
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 3
Oct 3
Oct 3
Oct 3
Oct 3
Oct 3
Oct 3
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 10
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 16
Oct 17
Oct 17
Oct 17
Oct 17
Oct 17
Oct 17
Oct 17

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 2
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 31
Oct 31
Oct 31
Oct 31
Oct 31
Oct 31
Oct 31
Nov 6
Nov 6
Nov 6
Nov 6
Nov 6
Nov 6
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 14
Nov 14
Nov 14
Nov 14
Nov 14
Nov 14
Nov 14

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1

Oct 22
Oct 22
Oct 22
Oct 22
Oct 22
Oct 22
Oct 22
Oct 22
Oct 22
Oct 22
Oct 29
Oct 29
Oct 29
Oct 29
Oct 29
Oct 29
Oct 29
Oct 29
Oct 29
Oct 29
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Nov 5
Nov 5
Nov 5
Nov 5
Nov 5
Nov 5
Nov 5
Nov 5
Nov 12
Nov 12
Nov 12
Nov 12
Nov 12
Nov 12
Nov 12
Nov 12
Nov 12
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 19
Nov 19
Nov 19
Nov 19

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 23
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 30
Oct 31
Oct 31
Oct 31
Oct 31
Oct 31
Oct 31
Nov 6
Nov 6
Nov 6
Nov 6
Nov 6
Nov 6
Nov 6
Nov 6
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 13
Nov 14
Nov 14
Nov 14
Nov 14
Nov 14
Nov 14
Nov 20
Nov 20
Nov 20
Nov 20

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 12
Dec 12
Dec 12
Dec 12
Dec 12
Dec 12
Dec 18
Dec 18
Dec 18
Dec 18

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
2
2
2
2

Nov 19
Nov 19
Nov 19
Nov 19
Nov 19
Nov 24
Nov 24
Nov 24
Nov 24
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Nov 26
Dec 3
Dec 3
Dec 3
Dec 3
Dec 3
Dec 3
Dec 3
Dec 10
Dec 10
Dec 10
Dec 10
Dec 10
Dec 10
Dec 10
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 17
Dec 17
Dec 17
Dec 17
Dec 17

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Nov 20
Nov 20
Nov 20
Nov 20
Nov 20
Nov 25
Nov 25
Nov 25
Nov 25
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Nov 28
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 4
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 11
Dec 12
Dec 12
Dec 12
Dec 12
Dec 12
Dec 12
Dec 12
Dec 18
Dec 18
Dec 18
Dec 18
Dec 18

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008

Dec 18
Dec 18
Dec 18
Dec 18
Dec 18
Dec 2
Dec 2
Dec 2
Dec 2
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Jan 2
Jan 2
Jan 2
Jan 2
Jan 2
Jan 2
Jan 2
Jan 8
Jan 8
Jan 8
Jan 8
Jan 8
Jan 8
Jan 8
Jan 9
Jan 9
Jan 9
Jan 9
Jan 9
Jan 9
Jan 9
Jan 15
Jan 15
Jan 15
Jan 15
Jan 15

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
2
1
2
2
2
2
2
2
2
2
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
1
1
1
1
2
2
2
2
2

Dec 17
Dec 17
Dec 17
Dec 22
Dec 22
Dec 22
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 24
Dec 31
Dec 31
Dec 31
Dec 31
Dec 31
Dec 31
Dec 31
Jan 7
Jan 7
Jan 7
Jan 7
Jan 8
Jan 8
Jan 8
Jan 14
Jan 14
Jan 14
Jan 14
Jan 14
Jan 14
Jan 14
Jan 14
Jan 14
Jan 21
Jan 21
Jan 21
Jan 21
Jan 21
Jan 21
Jan 21
Jan 21
Jan 21
Jan 22
Jan 22

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

Dec 18
Dec 18
Dec 18
Dec 23
Dec 23
Dec 23
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Dec 26
Jan 2
Jan 2
Jan 2
Jan 2
Jan 2
Jan 2
Jan 2
Jan 8
Jan 8
Jan 8
Jan 8
Jan 9
Jan 9
Jan 9
Jan 15
Jan 15
Jan 15
Jan 15
Jan 15
Jan 15
Jan 15
Jan 15
Jan 15
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 23
Jan 23

2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2008
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

Jan 15
Jan 15
Jan 15
Jan 5
Jan 5
Jan 5
Jan 23
Jan 23
Jan 23
Jan 23
Jan 23
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 22
Jan 29
Jan 29
Jan 29
Jan 29
Jan 29
Jan 29
Jan 29
Feb 5
Feb 5
Feb 5
Feb 5
Feb 6
Feb 6
Feb 6
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 20
Feb 20

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

2
2
2
2
2
2
1
1
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1

Jan 22
Jan 22
Jan 28
Jan 28
Jan 28
Jan 28
Jan 28
Feb 4
Feb 4
Feb 4
Feb 4
Feb 4
Feb 4
Feb 5
Feb 5
Feb 5
Feb 11
Feb 11
Feb 11
Feb 11
Feb 11
Feb 11
Feb 11
Feb 18
Feb 18
Feb 18
Feb 18
Feb 18
Feb 18
Feb 18
Feb 18
Feb 19
Feb 19
Feb 19
Feb 25
Feb 25
Feb 25
Feb 25
Feb 25
Mar 4
Mar 4
Mar 4
Mar 4
Mar 4
Mar 5
Mar 5
Mar 11
Mar 11
Mar 11
Mar 11
Mar 11
Mar 11
Mar 18

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

Jan 23
Jan 23
Jan 29
Jan 29
Jan 29
Jan 29
Jan 29
Feb 5
Feb 5
Feb 5
Feb 5
Feb 5
Feb 5
Feb 6
Feb 6
Feb 6
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 12
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 19
Feb 20
Feb 20
Feb 20
Feb 26
Feb 26
Feb 26
Feb 26
Feb 26
Mar 5
Mar 5
Mar 5
Mar 5
Mar 5
Mar 6
Mar 6
Mar 12
Mar 12
Mar 12
Mar 12
Mar 12
Mar 12
Mar 19

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

Feb 20
Feb 20
Feb 26
Feb 26
Feb 26
Feb 26
Feb 26
Mar 5
Mar 5
Mar 5
Mar 5
Mar 5
Mar 5
Mar 6
Mar 6
Mar 6
Mar 12
Mar 12
Mar 12
Mar 12
Mar 12
Mar 12
Mar 12
Mar 19
Mar 19
Mar 19
Mar 19
Mar 19
Mar 19
Mar 19
Mar 19
Mar 20
Mar 20
Mar 20
Mar 26
Mar 26
Mar 26
Mar 26
Mar 26
Apr 2
Apr 2
Apr 2
Apr 2
Apr 2
Apr 3
Apr 3
Apr 9
Apr 9
Apr 9
Apr 9
Apr 9
Apr 9
Apr 16

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

1
1
2
2
2
2
2
2
2
2
2
2
2
1
1
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
1
1
1
2
2
2
2
2
2
2
2
2
2
1
1
2
2
2
2
2
2
2

Mar 18
Mar 18
Mar 18
Mar 18
Mar 18
Mar 18
Mar 19
Mar 25
Mar 25
Mar 25
Mar 25
Apr 1
Apr 1
Apr 8
Apr 8
Apr 8
Apr 8
Apr 15
Apr 22
Apr 22
Apr 22
Apr 22
May 6
May 6
May 6
May 6
May 21
May 21
Jun 4
Jun 4
Jun 18
Jul 1
Jul 16

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

Mar 19
Mar 19
Mar 19
Mar 19
Mar 19
Mar 19
Mar 20
Mar 26
Mar 26
Mar 26
Mar 26
Apr 2
Apr 2
Apr 9
Apr 9
Apr 9
Apr 9
Apr 16
Apr 23
Apr 23
Apr 23
Apr 23
May 7
May 7
May 7
May 7
May 22
May 22
Jun 5
Jun 5
Jun 19
Jul 2
Jul 17

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

Apr 16
Apr 16
Apr 16
Apr 16
Apr 16
Apr 16
Apr 17
Apr 23
Apr 23
Apr 23
Apr 23
Apr 23
Apr 23
May 7
May 7
May 7
May 7
May 7
May 22
May 22
May 22
May 22
Jun 5
Jun 5
Jun 5
Jun 5
Jun 19
Jun 19
Jul 2
Jul 2
Jul 17
Jul 17
Aug 14

2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009
2009

2
2
2
2
2
2
1
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2
2

LOANS
TOP-related loan
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

Borrower
J.P. Morgan Securities LLC
Barclays Capital Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
Lehman Brothers Inc.
RBS Securities Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Countrywide Securities Corporation
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Bear, Stearns & Co., Inc.
Merrill Lynch Government Securities
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
BNP Paribas Securities Corp.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Countrywide Securities Corporation
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Deutsche Bank Securities Inc.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Lehman Brothers Inc.
J.P. Morgan Securities LLC
Goldman, Sachs & Co.
Countrywide Securities Corporation
Credit Suisse Securities (USA) LLC
Cantor Fitzgerald & Co.
Banc of America Securities LLC
Bear, Stearns & Co., Inc.
Barclays Capital Inc.
RBS Securities Inc.
J.P. Morgan Securities LLC
Barclays Capital Inc.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Dresdner Kleinwort Securities LLC
Deutsche Bank Securities Inc.
Banc of America Securities LLC
Countrywide Securities Corporation
RBS Securities Inc.

Lending fee

Inc.
Inc.

Inc.

Inc.

0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.33
0.16
0.16
0.16
0.16
0.16
0.16
0.16
0.16
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

Morgan Stanley & Co. Incorporated
UBS Securities LLC.
BNP Paribas Securities Corp.
Merrill Lynch Government Securities
Lehman Brothers Inc.
J.P. Morgan Securities LLC
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Countrywide Securities Corporation
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
RBS Securities Inc.
Citigroup Global Markets Inc.
Deutsche Bank Securities Inc.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Countrywide Securities Corporation
Barclays Capital Inc.
RBS Securities Inc.
Lehman Brothers Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Countrywide Securities Corporation
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Barclays Capital Inc.
RBS Securities Inc.
Countrywide Securities Corporation
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Countrywide Securities Corporation
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
J.P. Morgan Securities LLC
Lehman Brothers Inc.
Barclays Capital Inc.
Citigroup Global Markets Inc.
Deutsche Bank Securities Inc.

Inc.

Inc.

Inc.

Inc.

0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

Banc of America Securities LLC
Countrywide Securities Corporation
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
UBS Securities LLC.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Barclays Capital Inc.
Lehman Brothers Inc.
RBS Securities Inc.
Dresdner Kleinwort Securities LLC
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Lehman Brothers Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
RBS Securities Inc.
Merrill Lynch Government Securities
Credit Suisse Securities (USA) LLC
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
UBS Securities LLC.
Morgan Stanley & Co. Incorporated
Lehman Brothers Inc.
J.P. Morgan Securities LLC
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
Barclays Capital Inc.
Banc of America Securities LLC
Deutsche Bank Securities Inc.
Citigroup Global Markets Inc.
Lehman Brothers Inc.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Banc of America Securities LLC
Credit Suisse Securities (USA) LLC
RBS Securities Inc.
Lehman Brothers Inc.
Citigroup Global Markets Inc.
Merrill Lynch Government Securities
RBS Securities Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
BNP Paribas Securities Corp.

Inc.

Inc.

Inc.

Inc.

0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.11
0.11
0.11
0.11
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.10
0.10
0.10

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

J.P. Morgan Securities LLC
Lehman Brothers Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
RBS Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Merrill Lynch Government Securities
RBS Securities Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
J.P. Morgan Securities LLC
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Merrill Lynch Government Securities
Deutsche Bank Securities Inc.
Lehman Brothers Inc.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Banc of America Securities LLC
Credit Suisse Securities (USA) LLC
RBS Securities Inc.
Deutsche Bank Securities Inc.
Citigroup Global Markets Inc.
RBS Securities Inc.
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Barclays Capital Inc.
Lehman Brothers Inc.
J.P. Morgan Securities LLC
Lehman Brothers Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
RBS Securities Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Merrill Lynch Government Securities
Deutsche Bank Securities Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
RBS Securities Inc.

Inc.

Inc.

Inc.

Inc.

0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.12
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.13
0.13
0.13
0.13
0.13
0.13
0.13
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.14
0.14
0.14
0.14
0.14

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
Y
Y

Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Lehman Brothers Inc.
Lehman Brothers Inc.
Morgan Stanley & Co. Incorporated
Citigroup Global Markets Inc.
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Banc of America Securities LLC
RBS Securities Inc.
Credit Suisse Securities (USA) LLC
Lehman Brothers Inc.
UBS Securities LLC.
Morgan Stanley & Co. Incorporated
RBS Securities Inc.
Deutsche Bank Securities Inc.
Banc of America Securities LLC
Citigroup Global Markets Inc.
Credit Suisse Securities (USA) LLC
Lehman Brothers Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
J.P. Morgan Securities LLC
RBS Securities Inc.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
RBS Securities Inc.
UBS Securities LLC.
UBS Securities LLC.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
RBS Securities Inc.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Merrill Lynch Government Securities
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
RBS Securities Inc.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
Merrill Lynch Government Securities
Banc of America Securities LLC

Inc.

Inc.

Inc.

Inc.

Inc.

0.14
0.14
0.14
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.15
0.15
0.15
0.15
0.15
0.15
0.15
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
3.00
3.00
3.00
3.00
3.00
3.00
2.50
2.50
2.50
2.50
2.50
2.50
3.00
3.00
1.51
1.51
1.51
1.51
1.51
1.51
1.51
0.25
0.25

Y
Y
Y
Y
Y
Y
Y
Y
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
RBS Securities Inc.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
Barclays Capital Inc.
Banc of America Securities LLC
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
HSBC Securities (USA) Inc.
Merrill Lynch Government Securities
Morgan Stanley & Co. Incorporated
Credit Suisse Securities (USA) LLC
RBS Securities Inc.
Merrill Lynch Government Securities
Morgan Stanley & Co. Incorporated
Citigroup Global Markets Inc.
UBS Securities LLC.
Deutsche Bank Securities Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Barclays Capital Inc.
BNP Paribas Securities Corp.
Citigroup Global Markets Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
RBS Securities Inc.
Merrill Lynch Government Securities
Merrill Lynch Government Securities
UBS Securities LLC.
BNP Paribas Securities Corp.
Morgan Stanley & Co. Incorporated
Goldman, Sachs & Co.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
RBS Securities Inc.
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
BNP Paribas Securities Corp.

Inc.

Inc.

Inc.
Inc.

0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
1.02
1.02
1.02
1.02
1.02
1.02
1.02
1.02
1.02
1.02
1.51
1.51
1.51
1.51
1.51
1.51
1.51
0.42
0.42
0.42
0.42
0.42
0.42
0.42
3.05
3.05
3.05
3.05
3.05
3.05
3.22
3.22
3.22
3.22
3.22
3.22
3.22
3.22
0.46
0.46
0.46
0.46
0.46
0.46
0.46

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

J.P. Morgan Securities LLC
Credit Suisse Securities (USA) LLC
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
RBS Securities Inc.
Barclays Capital Inc.
Deutsche Bank Securities Inc.
HSBC Securities (USA) Inc.
Goldman, Sachs & Co.
Goldman, Sachs & Co.
UBS Securities LLC.
Citigroup Global Markets Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
RBS Securities Inc.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
J.P. Morgan Securities LLC
Banc of America Securities LLC
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
Barclays Capital Inc.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
RBS Securities Inc.
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Barclays Capital Inc.
Merrill Lynch Government Securities
Barclays Capital Inc.
UBS Securities LLC.
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
RBS Securities Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
J.P. Morgan Securities LLC
BNP Paribas Securities Corp.
Citigroup Global Markets Inc.
RBS Securities Inc.
Morgan Stanley & Co. Incorporated
Merrill Lynch Government Securities
HSBC Securities (USA) Inc.

Inc.

Inc.

Inc.

Inc.

Inc.

0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.50
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.38
0.12
0.12
0.12
0.12
0.12
0.12
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.10
0.10
0.25
0.25
0.25
0.25

N
N
N
N
N
Y
Y
Y
Y
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
J.P. Morgan Securities LLC
Morgan Stanley & Co. Incorporated
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Credit Suisse Securities (USA) LLC
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
UBS Securities LLC.
UBS Securities LLC.
Citigroup Global Markets Inc.
Merrill Lynch Government Securities
J.P. Morgan Securities LLC
RBS Securities Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Cantor Fitzgerald & Co.
Barclays Capital Inc.
Barclays Capital Inc.
Morgan Stanley & Co. Incorporated
Barclays Capital Inc.
Merrill Lynch Government Securities
RBS Securities Inc.
Goldman, Sachs & Co.
Credit Suisse Securities (USA) LLC
Cantor Fitzgerald & Co.
Citigroup Global Markets Inc.
RBS Securities Inc.
Merrill Lynch Government Securities
Citigroup Global Markets Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Cantor Fitzgerald & Co.
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
Citigroup Global Markets Inc.
Deutsche Bank Securities Inc.
Merrill Lynch Government Securities
Citigroup Global Markets Inc.
RBS Securities Inc.
Cantor Fitzgerald & Co.

Inc.

Inc.

Inc.

Inc.

0.25
0.25
0.25
0.25
0.25
0.50
0.50
0.50
0.50
0.25
0.10
0.10
0.10
0.10
0.10
0.25
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.25
0.31
0.31
0.31
0.31
0.31
0.31
0.31
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.10
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25

N
N
N
Y
Y
Y
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

Barclays Capital Inc.
HSBC Securities (USA) Inc.
Credit Suisse Securities (USA) LLC
Goldman, Sachs & Co.
Morgan Stanley & Co. Incorporated
BNP Paribas Securities Corp.
J.P. Morgan Securities LLC
Citigroup Global Markets Inc.
Goldman, Sachs & Co.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Citigroup Global Markets Inc.
Merrill Lynch Government Securities
RBS Securities Inc.
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Morgan Stanley & Co. Incorporated
Citigroup Global Markets Inc.
Barclays Capital Inc.
UBS Securities LLC.
RBS Securities Inc.
Goldman, Sachs & Co.
Credit Suisse Securities (USA) LLC
Cantor Fitzgerald & Co.
Goldman, Sachs & Co.
Merrill Lynch Government Securities
Citigroup Global Markets Inc.
Credit Suisse Securities (USA) LLC
Cantor Fitzgerald & Co.
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
RBS Securities Inc.
Banc of America Securities LLC
Citigroup Global Markets Inc.
Merrill Lynch Government Securities
HSBC Securities (USA) Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Goldman, Sachs & Co.
Deutsche Bank Securities Inc.
RBS Securities Inc.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
Merrill Lynch Government Securities
Goldman, Sachs & Co.
Credit Suisse Securities (USA) LLC
Banc of America Securities LLC
Barclays Capital Inc.
Morgan Stanley & Co. Incorporated
Citigroup Global Markets Inc.
Barclays Capital Inc.

Inc.

Inc.

Inc.

Inc.

0.25
0.25
0.25
0.50
0.50
0.50
0.10
0.10
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

Goldman, Sachs & Co.
RBS Securities Inc.
Citigroup Global Markets Inc.
RBS Securities Inc.
Goldman, Sachs & Co.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Banc of America Securities LLC
Credit Suisse Securities (USA) LLC
Goldman, Sachs & Co.
Merrill Lynch Government Securities Inc.
Citigroup Global Markets Inc.
Cantor Fitzgerald & Co.
Barclays Capital Inc.
Banc of America Securities LLC
RBS Securities Inc.
HSBC Securities (USA) Inc.
Citigroup Global Markets Inc.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Goldman, Sachs & Co.
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
BNP Paribas Securities Corp.
RBS Securities Inc.
Deutsche Bank Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Morgan Stanley & Co. Incorporated
Barclays Capital Inc.
Deutsche Bank Securities Inc.
RBS Securities Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
Credit Suisse Securities (USA) LLC
Barclays Capital Inc.
Citigroup Global Markets Inc.
Barclays Capital Inc.
Banc of America Securities LLC
Credit Suisse Securities (USA) LLC
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
Cantor Fitzgerald & Co.
Goldman, Sachs & Co.
Citigroup Global Markets Inc.
Credit Suisse Securities (USA) LLC
Deutsche Bank Securities Inc.
RBS Securities Inc.
HSBC Securities (USA) Inc.
Barclays Capital Inc.
RBS Securities Inc.

0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.10
0.10
0.25
0.25
0.25
0.25
0.25
0.25
0.25

N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N
N

BNP Paribas Securities Corp.
Citigroup Global Markets Inc.
Deutsche Bank Securities Inc.
Barclays Capital Inc.
Credit Suisse Securities (USA) LLC
Goldman, Sachs & Co.
RBS Securities Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
Citigroup Global Markets Inc.
Barclays Capital Inc.
Citigroup Global Markets Inc.
Citigroup Global Markets Inc.
Barclays Capital Inc.
RBS Securities Inc.
HSBC Securities (USA) Inc.
Citigroup Global Markets Inc.
Barclays Capital Inc.
Goldman, Sachs & Co.
RBS Securities Inc.
Citigroup Global Markets Inc.
HSBC Securities (USA) Inc.
Citigroup Global Markets Inc.
RBS Securities Inc.
Barclays Capital Inc.
RBS Securities Inc.
Barclays Capital Inc.
RBS Securities Inc.
HSBC Securities (USA) Inc.
Barclays Capital Inc.
HSBC Securities (USA) Inc.
Barclays Capital Inc.

0.25
0.25
0.25
0.25
0.25
0.25
0.11
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25
0.25

Par amount lent
3,000.0
500.0
15,000.0
1,000.0
1,500.0
5,000.0
8,000.0
4,000.0
7,000.0
6,000.0
1,000.0
5,000.0
7,000.0
1,000.0
10,000.0
2,000.0
4,000.0
5,000.0
5,000.0
400.0
1,000.0
4,600.0
3,000.0
2,500.0
6,000.0
4,000.0
3,000.0
3,000.0
3,000.0
4,000.0
750.0
1,000.0
300.0
2,400.0
1,000.0
500.0
2,500.0
3,000.0
2,250.0
223.0
5,000.0
4,000.0
1,115.0
223.0
223.0
5,000.0
1,115.0
850.0
2,000.0

Market value of loan
3,359.7
559.9
16,798.3
1,119.9
1,679.8
5,599.4
8,959.1
4,479.5
7,839.2
6,719.3
1,119.9
5,599.4
7,839.2
1,119.9
11,198.9
2,452.2
4,904.4
6,130.5
6,130.5
490.4
1,226.1
5,640.1
3,678.3
2,997.4
7,193.7
4,795.8
3,596.9
3,596.9
3,596.9
4,795.8
899.2
1,199.0
359.7
2,877.5
1,199.0
599.5
2,997.4
3,568.5
2,676.4
265.3
5,947.5
4,758.0
1,326.3
265.3
265.3
5,947.5
1,326.3
1,011.1
2,379.0

4,000.0
15,000.0
1,000.0
5,000.0
8,000.0
4,000.0
4,000.0
8,000.0
460.0
3,000.0
1,500.0
500.0
5,000.0
5,000.0
5,000.0
2,000.0
2,000.0
5,000.0
2,000.0
870.0
1,250.0
1,000.0
2,500.0
3,800.0
6,000.0
1,600.0
4,000.0
3,000.0
620.0
2,000.0
3,000.0
1,250.0
1,000.0
240.0
5,000.0
1,000.0
1,000.0
500.0
12,000.0
2,500.0
500.0
1,000.0
4,000.0
3,000.0
7,000.0
630.0
2,500.0
1,500.0
4,000.0
7,000.0
3,200.0
5,000.0
5,000.0

4,379.1
16,421.7
1,094.8
5,473.9
8,758.2
4,379.1
4,379.1
8,758.2
503.6
3,284.3
1,642.2
547.4
5,473.9
5,787.6
5,787.6
2,315.0
2,315.0
5,787.6
2,315.0
1,007.0
1,446.9
1,157.5
2,677.2
4,069.4
6,425.4
1,713.4
4,283.6
3,212.7
664.0
2,141.8
3,212.7
1,338.6
1,070.9
248.9
5,185.0
1,037.0
1,037.0
564.0
13,535.8
2,820.0
564.0
1,128.0
4,511.9
3,384.0
7,895.9
710.6
2,820.0
1,692.0
4,511.9
7,895.9
3,527.7
5,512.0
5,512.0

3,000.0
230.0
3,000.0
5,000.0
1,500.0
4,000.0
1,000.0
1,000.0
2,500.0
3,400.0
500.0
2,000.0
3,000.0
850.0
850.0
4,251.0
5,000.0
1,700.0
5,000.0
2,925.0
170.0
4,251.0
4,000.0
2,500.0
2,500.0
500.0
3,000.0
800.0
6,000.0
4,000.0
8,000.0
1,500.0
4,000.0
400.0
5,000.0
5,000.0
5,000.0
2,000.0
3,000.0
1,600.0
2,000.0
3,500.0
1,500.0
6,500.0
3,000.0
3,000.0
1,000.0
2,500.0
5,000.0
4,800.0
2,000.0
5,000.0
1,000.0

3,307.2
253.6
3,363.0
5,605.0
1,681.5
4,484.0
1,121.0
1,121.0
2,802.5
3,811.4
560.5
2,242.0
3,363.0
981.5
981.5
4,908.7
5,773.6
1,963.0
5,773.6
3,377.6
196.3
4,908.7
4,153.4
2,595.9
2,595.9
519.2
3,115.0
830.7
6,230.1
4,153.4
8,306.8
1,557.5
4,153.4
459.6
5,745.0
5,745.0
5,745.0
2,233.3
3,350.0
1,786.7
2,233.3
3,908.3
1,675.0
7,258.3
3,350.0
3,350.0
1,182.4
2,956.0
5,912.0
5,675.5
2,364.8
5,912.0
1,182.4

3,500.0
15,000.0
3,000.0
3,500.0
1,000.0
500.0
1,000.0
1,500.0
4,000.0
9,000.0
2,000.0
1,250.0
5,500.0
2,085.0
5,000.0
114.0
2,571.0
4,028.0
5,000.0
1,200.0
5,000.0
1,500.0
3,000.0
4,100.0
1,500.0
2,000.0
3,500.0
6,500.0
3,000.0
3,000.0
5,000.0
4,355.0
5,000.0
4,900.0
4,355.0
888.0
500.0
3,500.0
8,000.0
2,000.0
4,000.0
500.0
1,000.0
3,000.0
8,000.0
3,000.0
1,250.0
5,000.0
5,000.0
5,000.0
500.0
2,700.0
2,000.0

3,912.6
16,768.5
3,353.7
3,912.6
1,117.9
558.9
1,117.9
1,676.8
4,471.6
10,061.1
2,235.8
1,397.4
6,148.4
2,270.8
5,445.5
124.2
2,800.1
4,386.9
5,445.5
1,306.9
5,445.5
1,646.8
3,293.6
4,501.2
1,646.8
2,195.7
3,842.5
7,136.1
3,293.6
3,293.6
5,574.2
4,855.1
5,574.2
5,462.7
4,855.1
990.0
557.4
3,921.6
8,963.6
2,240.9
4,481.8
560.2
1,120.5
3,361.4
8,963.6
3,361.4
1,400.6
5,602.3
5,646.2
5,646.2
564.6
3,049.0
2,258.5

4,900.0
1,900.0
3,000.0
3,000.0
1,500.0
4,400.0
1,500.0
3,500.0
1,500.0
8,750.0
500.0
2,000.0
3,523.0
3,523.0
1,500.0
5,000.0
5,000.0
3,453.0
3,000.0
3,500.0
6,500.0
2,000.0
4,100.0
500.0
5,000.0
2,000.0
4,000.0
8,000.0
1,250.0
4,000.0
6,000.0
2,058.0
264.0
7,000.0
4,500.0
7,000.0
6,300.0
7,000.0
7,000.0
2,500.0
6,300.0
5,900.0
7,000.0
1,176.0
4,900.0
5,000.0
5,000.0
5,000.0
5,000.0
28.0
71.0
777.0
5,000.0

5,533.3
2,145.6
3,387.7
3,336.5
1,668.3
4,893.6
1,668.3
3,892.6
1,668.3
9,731.5
556.1
2,224.3
4,021.7
4,021.7
1,712.3
5,707.7
5,707.7
3,941.8
3,424.6
3,946.8
7,329.8
2,255.3
4,623.4
563.8
5,638.3
2,255.3
4,510.6
9,021.2
1,409.6
4,510.6
6,450.3
2,212.5
283.8
7,525.4
4,837.7
7,525.4
6,754.0
7,504.5
7,504.5
2,680.2
6,754.0
6,325.2
7,525.4
1,264.3
5,453.7
5,565.0
5,565.0
5,565.0
5,565.0
31.2
79.0
842.7
5,422.7

5,000.0
10,000.0
5,157.0
5,000.0
5,963.0
926.0
3,472.0
5,926.0
7,500.0
2,000.0
500.0
6,000.0
7,000.0
5,000.0
2,000.0
500.0
2,000.0
5,000.0
4,900.0
7,000.0
7,000.0
7,000.0
969.0
7,000.0
1,130.0
2,000.0
5,000.0
5,000.0
4,900.0
2,100.0
5,000.0
1,000.0
4,100.0
7,500.0
5,900.0
7,500.0
7,500.0
5,000.0
5,000.0
7,500.0
300.0
7,500.0
5,000.0
2,000.0
5,000.0
5,200.0
2,000.0
2,750.0
5,000.0
5,000.0
5,000.0
5,000.0
250.0

5,422.7
10,845.4
5,593.0
5,422.7
6,467.1
1,004.3
3,765.5
6,427.0
8,237.1
2,196.6
549.1
6,589.7
7,688.0
5,491.4
2,196.6
549.1
2,196.6
5,491.4
5,348.5
7,640.8
7,640.8
7,640.8
1,057.7
7,640.8
1,233.4
2,336.0
5,840.0
5,840.0
5,723.2
2,452.8
5,840.0
1,168.0
4,704.1
8,605.1
6,769.3
8,605.1
8,605.1
5,736.7
5,288.2
7,932.3
317.3
7,932.3
5,288.2
2,115.3
5,288.2
5,499.8
2,272.7
3,125.0
5,681.8
5,681.8
5,681.8
5,681.8
284.1

250.0
4,000.0
7,500.0
5,000.0
1,000.0
7,500.0
2,000.0
7,000.0
250.0
3,000.0
2,000.0
3,000.0
3,900.0
1,000.0
5,000.0
5,000.0
7,100.0
6,000.0
500.0
4,000.0
4,866.0
2,300.0
3,000.0
5,000.0
4,833.0
5,000.0
5,000.0
4,000.0
2,000.0
4,250.0
7,500.0
2,250.0
7,500.0
5,000.0
5,200.0
3,500.0
2,500.0
100.0
5,000.0
5,300.0
7,500.0
1,000.0
5,000.0
5,000.0
5,000.0
1,000.0
100.0
2,500.0
4,000.0
5,000.0
4,000.0
4,000.0
250.0

274.6
4,393.9
8,238.5
5,492.4
1,098.5
8,238.5
2,196.9
7,689.3
274.6
3,295.4
2,121.5
3,182.3
4,137.0
1,060.8
5,303.8
5,303.8
7,531.4
6,364.6
530.4
4,243.0
5,624.9
2,658.7
3,467.9
5,779.8
5,586.8
5,779.8
5,753.6
4,602.9
2,301.5
4,890.6
8,630.5
2,589.1
8,630.5
5,753.6
5,466.6
3,679.5
2,628.2
105.1
5,256.4
5,571.8
7,884.6
1,051.3
5,256.4
5,834.2
5,834.2
1,166.8
116.7
2,917.1
4,667.3
5,695.7
4,556.6
4,556.6
284.8

5,000.0
3,500.0
7,500.0
3,000.0
200.0
2,000.0
4,034.0
2,000.0
10.0
7,500.0
1,837.0
5,000.0
2,297.0
5,000.0
918.0
2,500.0
4,945.0
5,000.0
97.0
5,000.0
5,000.0
4,854.0
6,000.0
48.0
500.0
5,000.0
1,000.0
4,950.0
5,000.0
5,000.0
7,500.0
7,500.0
50.0
7,500.0
5,000.0
5,000.0
2,500.0
6,000.0
2,000.0
400.0
6,000.0
2,000.0
500.0
5,000.0
2,500.0
5,000.0
4,000.0
4,000.0
3,500.0
2,000.0
3,100.0
7,500.0
50.0

5,695.7
3,987.0
8,543.6
3,417.4
227.8
2,153.1
4,342.8
2,153.1
10.8
8,204.5
2,231.8
6,074.5
2,790.6
6,074.5
1,115.3
2,734.8
6,007.7
5,469.7
106.1
5,469.7
5,469.7
5,309.9
6,563.6
52.5
547.0
6,074.5
1,093.9
5,949.9
6,010.0
6,010.0
9,015.0
9,015.0
60.1
9,015.0
5,651.4
5,651.4
2,825.7
6,781.7
2,260.6
452.1
6,781.7
2,474.3
618.6
6,185.7
3,092.8
6,185.7
4,948.5
4,948.5
4,111.8
2,349.6
3,641.9
8,811.1
58.7

3,300.0
250.0
6,000.0
5,000.0
1,500.0
500.0
2,000.0
5,000.0
5,000.0
5,000.0
5,000.0
7,500.0
1,000.0
5,000.0
6,000.0
3,500.0
500.0
5,000.0
1,000.0
5,100.0
5,000.0
1,000.0
5,000.0
7,500.0
5,000.0
150.0
2,000.0
4,500.0
5,000.0
4,000.0
500.0
5,000.0
4,000.0
5,000.0
1,000.0
7,500.0
500.0
250.0
2,600.0
4,000.0
2,000.0
5,000.0
5,000.0
7,500.0
230.0
500.0
4,000.0
4,300.0
3,000.0
500.0
750.0
5,000.0
5,000.0

3,876.9
293.7
7,048.9
5,908.4
1,772.5
590.8
2,439.1
6,097.7
6,097.7
6,097.7
6,097.7
9,015.0
1,202.0
6,010.0
7,212.0
4,207.0
601.0
6,010.0
1,202.0
6,157.2
6,036.4
1,207.3
6,036.4
9,054.6
6,036.4
181.1
2,283.4
5,137.7
5,708.6
4,566.9
596.4
5,964.4
4,771.5
6,074.9
1,215.0
9,112.3
607.5
303.7
3,158.9
4,859.9
2,430.0
6,074.9
5,840.7
8,761.1
268.7
584.1
4,672.6
5,023.0
3,504.4
584.1
876.1
5,998.6
5,998.6

2,000.0
5,000.0
5,000.0
7,500.0
5,000.0
4,000.0
3,500.0
1,200.0
1,000.0
3,000.0
2,000.0
1,800.0
5,000.0
500.0
2,500.0
3,750.0
5,000.0
250.0
7,500.0
6,500.0
2,000.0
3,500.0
2,000.0
4,000.0
7,500.0
270.0
5,000.0
3,000.0
3,000.0
250.0
750.0
5,000.0
5,000.0
5,000.0
4,000.0
7,500.0
3,000.0
3,900.0
7,500.0
1,200.0
1,000.0
2,000.0
2,000.0
5,000.0
500.0
5,000.0
7,500.0
2,500.0
7,500.0
5,000.0
250.0
2,000.0
5,000.0

2,399.4
5,998.6
5,870.5
8,805.7
5,870.5
4,696.4
4,109.3
1,346.7
1,122.2
3,366.7
2,244.4
2,020.0
5,611.1
583.3
2,916.3
4,374.4
6,066.1
303.3
9,099.2
7,885.9
2,426.4
4,246.3
2,426.4
4,598.4
8,621.9
310.4
5,748.0
3,448.8
3,448.8
287.4
862.2
5,842.2
5,842.2
5,842.2
4,653.4
8,725.2
3,490.1
4,537.1
8,725.2
1,342.7
1,118.9
2,237.9
2,237.9
5,594.6
578.1
5,781.3
8,903.2
2,967.7
8,903.2
5,935.5
296.8
2,374.2
5,836.9

200.0
5,000.0
3,000.0
500.0
2,500.0
2,000.0
3,000.0
4,000.0
4,000.0
7,500.0
7,500.0
1,200.0
5,000.0
5,000.0
2,000.0
2,100.0
250.0
5,000.0
4,200.0
2,000.0
10,000.0
2,000.0
250.0
10,000.0
2,500.0
1,600.0
9,000.0
4,000.0
2,500.0
250.0
4,000.0
250.0
2,700.0

233.5
5,836.9
3,502.1
583.7
2,918.4
2,334.8
3,552.2
4,738.3
4,738.3
8,884.3
8,884.3
1,326.2
5,525.8
5,983.1
2,393.2
2,512.9
299.2
5,726.4
4,820.4
2,295.4
11,477.1
2,295.4
284.4
11,377.2
2,844.3
1,820.3
10,055.3
4,469.0
2,840.9
284.1
4,437.9
288.6
3,141.8

Total value of collateral pledged
3,621.6
603.6
18,108.6
1,206.8
1,771.9
6,007.8
9,617.9
4,814.5
8,416.8
7,243.2
1,198.3
6,036.0
8,393.6
1,207.2
11,974.1
8,564.4
16,956.4
8,294.4
13,715.2
1,121.3
2,456.1
7,172.9
7,473.6
17,068.8
15,101.3
13,827.9
21,028.9
13,538.5
11,403.3
13,641.7
3,437.3
7,348.9
391.9
11,530.3
2,525.8
1,785.2
8,052.4
15,117.8
4,636.4
15,198.9
14,628.6
18,751.9
22,185.1
13,778.7
275.3
23,305.2
12,831.1
4,532.9
10,490.3

U.S. Treasury/agency
0.0
0.0
0.0
0.0
835.1
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3,737.0
0.0
0.0
0.0
899.7
0.0
119.1
0.0
0.0
0.0
3,801.5
0.0
102.0
0.0
1,564.0
6.3
0.0
0.0
0.0
0.0
0.0
547.6
0.0
0.0
0.0
0.0
5,165.3
0.0
275.3
0.0
0.0
0.0
0.0

17,510.3
17,972.7
13,987.4
16,209.6
13,385.2
16,305.0
10,191.1
25,599.6
3,874.9
4,887.1
5,819.2
6,334.8
19,878.8
25,482.0
20,250.3
10,083.9
17,503.0
17,301.6
12,728.6
3,688.0
6,879.0
7,598.2
12,437.0
22,397.6
19,366.8
14,187.4
18,041.6
11,016.5
3,426.2
5,910.5
4,884.2
7,671.0
5,528.8
2,599.2
21,365.9
5,897.3
11,776.7
2,980.2
18,993.0
16,106.8
3,085.9
5,532.1
15,518.9
10,688.2
20,389.7
2,816.9
5,348.2
5,933.9
4,889.9
11,385.3
8,113.0
15,731.1
19,970.8

0.0
0.0
0.0
5,159.1
0.0
7.7
0.0
2.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
5,427.5
0.0
0.0
0.0
0.0
0.0
0.0
3.8
0.0
5,101.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3,605.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

6,947.5
2,000.0
8,365.6
14,947.4
3,022.1
9,645.6
15,775.4
21,221.6
6,050.7
7,636.7
7,307.4
10,876.5
4,222.8
1,033.8
15,907.2
5,984.6
17,075.3
9,328.5
21,803.8
9,686.8
6,352.5
9,562.4
9,295.4
9,448.1
15,758.8
5,951.5
4,595.3
2,707.3
15,487.2
4,526.7
22,457.3
6,260.9
10,255.5
3,030.1
10,273.3
22,920.4
16,140.6
15,699.5
13,737.9
2,838.7
6,987.4
10,946.8
23,620.1
13,977.2
10,156.1
9,058.8
10,602.0
15,927.5
13,200.4
9,749.2
11,372.6
23,689.2
1,856.8

0.0
0.0
0.0
0.0
0.0
0.0
2.1
0.0
0.0
0.0
0.0
0.0
0.0
1,033.8
0.0
0.0
0.0
0.0
0.0
0.0
1.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
6,169.5
0.0
0.0
0.0
0.0

4,341.8
22,095.9
3,721.5
17,219.9
2,500.5
2,529.1
10,872.3
2,352.2
11,631.9
25,418.7
6,063.8
15,444.1
15,334.6
13,263.1
9,477.9
11,218.1
5,530.2
9,038.3
25,140.4
3,263.8
20,987.4
25,193.4
23,340.1
12,582.1
5,423.3
21,031.7
11,673.2
9,361.7
6,091.3
13,322.1
24,954.8
14,693.5
13,287.0
11,878.3
14,644.6
4,353.1
22,762.0
8,931.2
13,789.3
8,166.8
15,112.7
5,401.8
13,184.5
7,790.4
23,342.3
12,967.8
3,980.9
14,103.1
23,797.5
8,574.2
15,657.3
3,369.2
13,268.8

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
6,141.4
0.0
5,755.7
0.0
0.0
0.0
0.0
0.0
11,803.2
0.0
0.0
0.0
0.0
11,819.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
6.3
0.0
0.0
0.0
0.0
0.0
5,746.6
0.0
0.0
0.0
0.0
0.0
6.3
0.0
5,678.9
0.0
6,143.8
3.7
0.0
0.0

19,117.7
4,957.7
17,583.6
17,669.0
2,442.9
16,127.1
7,901.9
7,887.1
23,886.5
15,949.8
10,303.0
17,975.7
21,475.5
12,649.8
4,307.4
10,514.9
24,100.8
14,992.5
14,577.0
12,453.0
19,725.6
13,135.1
14,767.5
4,327.1
7,966.7
2,456.0
14,188.2
24,213.2
3,933.1
9,171.7
26,980.8
34,230.6
3,749.0
20,724.4
22,552.5
28,522.7
28,522.7
20,724.4
24,283.6
22,552.5
34,230.6
26,980.8
24,283.6
5,337.5
26,805.5
20,198.7
26,571.8
26,164.0
33,560.7
2,896.7
9,200.2
24,833.1
20,826.7

6.3
0.0
0.0
0.0
0.0
3.6
1.6
0.0
0.0
0.0
0.0
0.0
0.0
10,206.2
0.0
0.0
0.0
0.0
0.0
6.4
120.9
10,457.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
10,527.3
10,527.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
181.9
0.0
0.0
15.8
85.4
0.0
0.0

6,158.1
38,380.1
26,199.0
8,292.9
32,750.6
34,623.3
6,598.0
16,135.9
29,835.9
9,350.3
10,722.8
31,151.4
41,166.3
17,866.9
34,406.1
605.8
25,345.2
42,429.4
30,208.3
32,909.1
24,729.1
30,976.0
24,983.6
22,885.4
34,213.1
13,562.3
33,241.3
34,543.1
36,587.1
3,265.4
11,670.5
1,566.8
21,261.5
19,351.1
39,209.3
33,736.2
37,273.2
24,774.2
22,378.0
16,630.4
1,570.3
28,799.9
14,171.6
20,113.8
37,843.2
37,785.8
16,598.6
18,606.9
6,272.7
31,438.0
38,232.8
26,347.1
1,882.7

0.0
0.0
2.5
1.2
0.0
0.0
136.7
0.0
24.3
142.3
360.0
0.0
0.0
0.0
0.0
20.1
2.1
0.0
0.0
0.0
2.4
157.2
24.4
4,247.7
0.0
0.0
0.0
0.0
0.0
0.0
77.1
0.0
0.0
0.0
5.8
0.0
0.6
0.0
3.2
919.1
0.0
0.0
0.0
83.9
0.0
0.0
0.0
24.2
0.0
0.0
0.0
0.0
0.0

6,663.3
36,228.6
18,831.2
23,013.6
21,419.4
38,739.3
26,645.2
31,793.3
310.2
14,375.0
16,474.7
11,949.7
21,895.3
15,651.4
18,760.2
35,904.9
38,171.0
36,903.7
26,805.8
11,164.3
6,082.3
16,859.0
25,576.3
26,882.3
38,023.2
37,081.5
26,993.6
25,753.6
13,762.8
34,503.0
39,522.6
8,976.6
27,279.9
18,924.5
30,978.7
7,474.9
28,675.0
13,979.9
18,904.8
17,417.4
42,469.3
35,791.6
26,791.2
31,044.7
42,402.0
30,590.1
8,705.5
3,252.8
30,265.3
24,002.4
6,130.1
22,756.3
309.1

0.0
0.0
24.6
123.5
8.4
0.0
0.0
0.0
0.0
0.0
0.0
317.1
24.1
929.8
23.1
0.0
0.0
5.8
45.7
0.5
293.3
0.0
23.9
110.3
0.0
5.8
0.0
24.2
0.5
0.0
5.8
82.9
0.0
0.0
30.4
597.6
24.4
0.0
495.5
0.0
5.8
0.0
0.6
30.6
5.8
0.0
0.5
0.0
24.3
0.6
0.0
57.1
0.0

17,482.9
26,729.2
47,279.1
32,725.0
7,720.0
8,415.0
26,189.4
9,992.3
47,262.8
33,286.6
7,881.6
24,798.5
21,034.5
47,854.5
8,241.6
8,241.6
33,286.6
22,994.3
7,881.6
24,267.1
24,798.5
21,034.5
47,854.5
56.4
33,165.2
33,165.2
8,511.2
30,590.7
23,519.0
24,809.1
34,923.8
48,904.9
122.4
33,703.6
24,880.8
23,569.3
33,715.5
35,824.0
17,255.2
24,839.4
47,211.6
20,723.1
800.9
47,244.5
19,321.2
42,733.4
30,398.1
33,709.9
19,743.5
21,603.6
38,651.0
34,244.7
886.3

0.0
0.0
5.9
34.6
0.0
0.0
24.9
0.0
5.9
25.4
0.0
0.0
0.0
5.9
352.3
352.3
25.4
59.4
0.0
0.0
0.0
0.0
5.9
0.0
32.6
32.6
275.7
0.0
0.0
0.0
0.0
5.9
0.0
25.6
0.6
0.0
743.4
0.0
0.0
0.0
5.9
0.0
0.0
5.9
0.0
0.0
0.0
517.3
0.0
0.0
26.6
0.0
0.0

21,572.0
321.5
46,331.6
43,824.1
3,193.2
633.6
2,587.6
38,702.3
44,871.9
44,942.4
21,223.5
38,702.3
16,661.7
34,475.6
44,871.9
15,055.2
21,223.5
44,942.4
3,235.6
35,349.3
21,130.7
1,281.8
34,251.6
44,599.3
41,426.4
948.5
32,833.5
9,290.9
37,805.5
38,350.6
906.9
32,677.1
37,723.3
19,630.9
1,336.4
44,198.6
7,570.1
333.9
17,180.0
29,777.7
35,717.0
11,193.6
19,305.5
43,435.6
293.7
6,802.3
32,571.0
28,366.8
5,147.8
16,838.0
962.1
43,337.8
16,871.4

89.4
3.1
6.0
0.0
0.0
0.0
9.3
609.4
0.0
80.7
0.0
609.4
5.8
45.1
0.0
0.0
0.0
80.7
0.0
582.3
0.0
952.2
25.6
0.0
87.7
0.0
0.0
0.0
0.0
479.8
0.0
0.0
26.1
8.5
0.0
26.4
0.0
12.2
0.0
89.9
0.0
0.0
27.9
16.7
0.0
0.0
0.0
88.2
0.0
1.5
0.0
16.6
0.0

28,674.2
25,626.4
42,945.4
28,595.0
25,291.7
15,431.6
19,883.9
16,734.4
6,240.3
18,505.0
25,100.4
3,411.7
42,536.9
639.6
19,957.1
11,051.6
28,769.7
331.7
38,084.4
8,643.1
19,456.7
18,182.7
18,972.4
18,858.9
37,776.5
340.2
28,566.7
12,324.3
16,442.6
18,953.4
945.8
18,746.4
18,413.2
28,291.9
14,942.2
28,227.2
15,640.0
18,561.9
34,250.8
18,450.2
5,917.8
14,359.7
14,835.4
34,045.5
637.5
21,390.5
34,151.2
13,117.7
19,596.7
28,169.9
322.3
15,408.1
28,719.9

0.0
28.0
9.5
28.8
0.0
1.5
89.3
31.2
15.9
250.7
0.0
0.5
6.3
0.0
6.8
15.6
62.8
67.8
88.7
9.0
30.8
423.5
0.0
0.0
920.5
0.0
66.3
9.0
244.4
0.0
0.0
2.1
17.9
85.6
0.0
111.6
224.5
2.1
1,732.5
302.5
10.7
256.9
0.0
1,855.3
0.0
0.0
1,703.2
252.8
9.4
149.8
77.1
0.0
182.0

253.2
31,653.1
19,982.2
16,011.3
12,735.5
16,575.8
26,221.6
9,808.9
16,478.5
26,065.2
31,502.0
9,856.0
31,649.3
28,095.5
9,743.0
22,305.9
328.3
28,092.6
7,781.7
2,466.7
15,028.2
15,066.8
311.2
14,851.7
15,345.3
7,149.2
13,964.4
6,791.1
13,814.2
310.3
4,739.0
309.1
3,400.0

0.0
2,323.3
41.2
1.5
211.4
0.0
176.1
0.0
0.0
160.4
2,284.1
0.0
2,754.5
2,362.4
0.0
196.2
14.8
2,084.8
0.0
0.0
263.0
310.4
15.8
122.7
378.0
0.0
0.0
785.4
0.0
13.2
0.0
42.4
0.0

Municipal

Corporate
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

BY COLLATERAL TYPE
MBS/CMO: agency backed
0.0
0.0
0.0
38.7
0.0
3,441.5
4,209.4
1,509.2
3,549.6
0.0
778.1
0.0
6,020.8
0.0
10,369.1
5,996.2
10,009.4
6,949.0
6,501.9
520.1
922.3
5,970.6
3,747.9
6,529.2
7,754.0
11,478.8
11,990.5
7,908.7
5,845.4
8,724.8
1,249.2
585.6
391.9
8,805.7
0.0
522.3
4,463.0
9,373.2
3,388.2
8,001.9
13,447.6
16,398.0
11,683.9
9,117.6
0.0
12,850.9
10,121.6
3,972.4
7,088.7

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

15,236.2
239.4
12,846.4
5,835.5
8,088.4
7,627.6
6,011.6
13,807.0
3,324.1
0.0
3,375.7
2,974.1
12,760.1
13,798.2
13,516.0
8,920.1
15,208.8
6,837.7
8,580.1
3,116.5
5,075.6
4,229.7
5,938.8
330.6
12,143.3
10,567.5
7,055.1
5,472.6
2,792.0
0.0
1,423.6
4,427.4
3,774.7
1,973.5
11,857.5
2,682.1
6,415.2
1,222.9
3,338.2
8,066.2
2,474.7
2,700.2
6,028.5
5,303.0
11,832.9
2,204.1
0.0
2,667.8
0.0
3,926.2
4,871.2
7,878.7
11,499.8

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

3,523.7
1,392.1
2,939.8
7,302.5
200.4
3,760.6
682.1
11,848.1
0.0
3,537.9
4,882.6
3,970.3
130.0
0.0
8,273.1
5,378.9
10,413.0
4,228.6
12,291.1
3,686.9
3,948.7
5,619.8
3,410.4
3,618.4
7,893.2
5,385.6
0.0
189.3
9,004.9
0.0
12,203.9
3,963.4
5,106.8
842.2
6,149.8
12,562.2
8,645.5
9,427.9
7,278.7
308.2
1,102.4
6,647.7
12,628.0
6,174.9
3,682.9
5,457.1
4,325.5
9,425.4
1,182.2
6,121.0
6,947.8
12,631.0
1,279.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
16,191.4
0.0
9,631.0
1,927.0
302.3
6,747.0
491.7
7,166.1
14,377.5
8.1
6,131.5
1,929.1
9,395.2
0.0
3,852.3
3,300.1
4,695.8
14,096.1
1,402.9
3,050.2
14,277.4
18,569.4
3,318.1
3,196.9
3,333.0
7,456.8
0.0
10.5
9,651.6
12,937.0
5,395.3
9,652.4
5,769.2
5,251.7
2,479.2
18,310.0
4,696.0
9,358.7
0.0
5,367.0
3,186.6
9,645.0
4,163.0
11,862.3
6,000.8
2,468.4
2,769.8
12,270.5
0.0
5,869.7
3,369.2
9,955.5

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
24.6
0.0
11.5
11.5
24.6
1,605.0
0.0
0.0
0.0
1,605.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
1,826.4
3,263.5
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
10,053.1
8,533.0
0.0
11,860.2
21.6
2,471.7
2,471.7
11,860.2
1,767.8
21.6
8,533.0
10,053.1
1,767.8
0.0
10,055.1
0.0
11,371.9
27.3
6,827.9
793.8
1,554.9
2,535.7
879.3

12,351.9
3,438.9
13,306.1
13,768.1
216.4
5,906.2
2,201.5
4,750.7
12,310.9
5,258.5
8,473.9
11,901.3
17,808.0
0.0
2,089.9
8,680.4
12,666.8
4,271.1
9,199.3
6,170.4
17,390.4
0.0
9,365.2
2,102.3
2,135.2
0.0
10,113.7
12,700.3
2,940.9
5,044.2
6,291.2
12,664.0
3,442.4
2,144.6
16,294.3
2,390.0
2,390.0
2,144.6
14,702.5
16,294.3
12,664.0
6,291.2
14,702.5
2,423.8
6,151.3
9,887.1
7,998.7
20,057.0
12,321.8
58.0
2,683.3
12,700.5
4,322.1

0.0
2,934.8
0.0
0.0
0.0
0.0
0.0
1,712.5
0.0
0.0
0.0
0.0
0.0
1,704.7
0.0
169.8
3,905.5
2,504.9
0.0
0.0
3,595.2
2,536.6
0.0
667.0
0.0
1,602.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
244.5
0.0
0.0
0.0
3,595.2
3,025.9
141.5
0.0
1,695.1
1,704.0
238.9
0.0
0.0
1,471.2
0.0
0.0
0.0
0.0
88.0
0.0

0.0
19,102.3
34.1
3,028.0
22.3
8,380.8
2,536.4
1,046.1
399.9
1,847.6
0.0
15,065.9
13,909.8
637.8
21.4
296.6
2,535.7
19,893.5
14,009.1
724.1
4,033.1
14,898.2
688.0
2,078.5
12,344.2
639.7
1,833.7
12,962.2
14,164.2
0.0
513.1
0.0
0.0
7,945.2
14,753.1
6,625.9
2,065.3
4,407.6
4,519.3
2,885.5
0.0
14,160.6
162.1
6,331.0
15,909.6
1,639.7
177.2
3,009.4
0.0
5,513.6
16,071.3
6,703.3
0.0

5,856.8
8,223.1
17,656.4
5,056.8
24,747.4
12,302.7
857.4
9,912.8
19,401.6
4,817.6
3,865.4
6,016.3
12,306.8
12,295.4
27,263.0
1.6
12,583.3
13,797.4
6,025.9
24,291.6
10,205.6
7,961.5
17,619.3
11,250.2
13,153.2
9,364.3
23,384.2
12,473.5
12,249.0
2,653.8
6,265.9
1,263.4
15,089.7
6,281.6
14,667.9
12,268.3
25,387.2
11,956.0
10,686.8
8,376.4
1,230.1
5,990.8
8,425.1
6,246.1
11,998.2
26,413.9
11,442.3
8,949.4
6,272.7
12,445.1
12,419.0
12,425.1
1,541.8

0.0
0.0
0.0
2,191.8
2,835.5
0.0
244.1
0.0
0.0
1,411.0
1,423.7
7.8
0.0
2,051.9
2,728.5
0.0
0.0
0.3
237.7
0.0
0.0
1,418.3
0.0
237.8
0.0
0.3
0.0
0.0
0.0
0.0
1.3
0.0
235.0
2,552.0
233.0
7.8
0.0
0.0
2,445.0
1,407.7
1.3
0.0
0.0
233.1
1.3
0.0
0.0
0.0
0.0
0.0
1,720.4
2,268.4
0.0

0.0
14,360.7
2,826.2
13,548.9
4,091.3
4,070.5
5,790.8
4,699.8
0.0
499.0
124.0
3,147.2
224.8
5,529.5
4,195.3
6,241.2
5,077.1
14,028.8
7,003.2
2,275.3
0.0
116.8
221.6
8,041.7
5,085.3
13,945.4
5,901.7
431.7
1,829.5
4,681.1
12,833.7
0.0
6,651.5
3,445.2
5,817.4
2,899.1
147.4
2,617.3
663.3
389.6
11,906.6
4,969.6
3,690.8
9,200.7
11,495.9
5,117.1
2,996.6
0.0
176.1
3,227.1
144.6
807.9
8.9

6,359.5
12,553.8
8,643.2
38.2
10,733.3
25,207.0
12,570.8
12,578.7
0.0
9,701.1
13,724.6
5,699.6
14,679.8
0.0
7,886.2
19,963.7
19,118.6
15,246.4
12,366.3
7,972.0
5,789.0
14,593.2
20,559.8
12,458.8
19,805.1
15,624.1
11,364.3
22,782.0
9,199.8
17,000.3
19,633.3
6,095.4
12,651.2
9,496.3
18,834.3
1,270.0
26,182.8
7,507.6
11,980.4
14,274.8
23,804.0
17,798.1
13,485.6
16,921.1
24,499.0
12,490.0
1,868.7
3,252.8
27,961.7
11,812.2
1.0
12,471.3
0.0

1,378.3
0.0
1.4
225.6
0.0
1,784.0
0.0
0.0
1.9
0.0
0.0
1,348.0
0.0
2.2
9.0
9.0
0.0
2,268.4
0.0
0.0
1,348.0
0.0
2.2
0.0
222.8
222.8
1,703.7
220.4
2,236.3
0.0
1,308.4
2.2
0.0
0.0
0.0
2,017.0
0.0
1,271.8
0.0
218.6
3.4
324.5
0.0
3.4
0.0
1,293.0
0.0
0.0
0.0
1,872.5
4,290.1
0.0
0.0

483.4
4,803.6
10,561.9
11,381.0
3,033.7
0.0
533.0
2,089.6
10,092.4
859.9
1,267.3
478.0
5,174.1
10,198.0
2,592.2
2,592.2
859.9
212.9
1,267.3
3,257.4
478.0
5,174.1
10,198.0
0.0
11,726.7
11,726.7
171.2
11,409.0
206.6
3,134.5
488.4
11,224.3
0.0
524.2
4,038.0
205.0
141.6
500.9
2,072.6
3,176.0
11,145.4
3,899.0
0.0
11,315.5
2,110.2
531.3
3,996.2
213.2
3,779.3
205.1
414.5
5,640.4
0.0

14,570.6
9,914.5
30,895.2
16,361.0
1,310.0
2,290.3
21,867.2
4,765.9
31,951.5
28,853.1
3,555.1
20,967.7
4,868.8
32,534.3
3,314.2
3,314.2
28,853.1
13,866.8
3,555.1
12,180.1
20,967.7
4,868.8
32,534.3
56.4
15,237.0
15,237.0
2,322.5
14,015.0
14,034.9
13,068.0
30,795.2
32,719.1
122.4
29,990.0
12,118.5
14,463.9
30,518.8
32,234.5
4,551.6
13,511.3
31,379.0
9,353.7
800.9
31,244.2
6,576.5
39,037.3
17,744.5
30,176.6
6,745.9
13,414.4
30,905.6
19,969.5
886.3

955.7
140.5
83.2
1,534.2
915.6
0.0
0.0
4,280.0
1,459.2
5.4
1.0
4,280.0
1,796.7
0.0
1,459.2
0.0
1.0
5.4
942.9
4,815.0
325.5
0.0
0.0
1,313.5
88.3
0.0
1,336.9
0.0
4,815.0
157.1
0.0
1,316.2
4,815.0
0.0
499.5
5,617.5
7.2
125.3
1.0
0.0
1,653.6
0.0
0.0
5,992.0
0.0
2.2
1,563.8
149.7
1,066.6
1.9
561.8
5,992.0
1.9

5,609.1
0.0
11,177.6
752.8
0.2
0.0
0.0
286.4
731.5
10,366.8
5,074.3
286.4
230.0
5,380.6
731.5
1,657.4
5,074.3
10,366.8
313.5
136.2
4,310.0
322.3
5,369.2
708.3
10,365.8
0.0
625.2
187.7
33.8
11,690.8
0.0
640.6
91.7
3,305.3
0.0
65.9
168.3
0.0
3,931.2
11,115.0
1,432.4
2,555.0
3,201.4
309.0
0.0
157.4
943.5
8,462.5
116.5
3,626.2
0.0
308.5
3,617.0

9,544.0
0.0
30,444.7
38,662.0
0.0
633.6
2,578.2
30,516.2
40,029.4
31,080.0
9,717.8
30,516.2
8,508.8
19,614.7
40,029.4
3,538.4
9,717.8
31,080.0
0.0
26,839.6
10,832.0
3.5
19,492.3
40,218.7
26,241.5
948.5
28,751.8
2,615.3
30,319.7
21,397.6
906.9
28,629.0
29,709.4
8,379.5
0.0
35,432.9
1,169.3
0.0
6,541.6
14,703.2
29,479.6
41.7
10,011.3
34,211.0
79.6
1,096.7
27,427.4
15,889.9
4.4
6,474.0
0.0
34,137.3
6,642.6

1,553.4
0.0
5,992.0
0.0
1,565.0
1.9
146.6
1.9
1,062.1
141.5
1,368.6
0.0
5,778.0
0.0
0.0
1,234.0
0.0
100.3
5,778.0
0.0
1.8
140.9
1,332.1
1,025.9
5,778.0
0.0
0.0
46.6
137.5
0.0
672.5
0.0
46.4
0.0
1,397.8
0.0
134.2
0.0
6,282.5
1.7
994.6
133.9
1,282.4
6,083.9
0.0
1,147.1
5,902.7
135.4
45.9
0.0
98.9
314.5
0.0

922.3
3,227.2
259.2
4,984.4
611.0
3,349.2
8,228.9
4,870.0
377.8
8,026.9
1,323.1
0.1
295.6
0.0
4,417.3
1,043.4
4,711.2
0.0
766.3
1,482.7
4,979.5
9,365.8
1,798.5
2,126.6
276.8
0.0
5,057.0
3,278.2
9,703.7
4,938.5
0.0
5,050.8
3,551.1
5,360.2
2,271.8
5,657.3
7,936.6
5,070.8
288.6
4,090.0
0.0
7,224.4
1,112.4
262.1
0.0
2,346.3
605.6
7,470.9
2,950.8
4,290.8
0.0
5,226.6
4,894.0

23,587.9
16,226.7
34,596.0
17,002.1
20,633.1
6,480.2
7,057.1
6,397.5
3.3
6,252.4
19,505.2
3,411.0
34,336.1
639.6
9,463.6
4,799.8
17,756.4
1.4
28,976.0
61.1
9,702.8
4,481.0
13,647.8
13,476.2
29,015.3
100.8
17,264.3
867.9
2,670.4
9,485.3
163.0
9,335.8
7,033.6
16,775.0
9,198.4
16,715.1
4,040.2
9,315.5
23,934.3
9,830.9
4,724.2
3,622.2
11,515.7
23,924.1
637.5
16,678.0
23,811.9
2,340.7
9,741.2
18,018.1
1.4
6,267.6
18,197.2

0.0
5,710.5
44.9
416.6
135.0
1,125.7
0.0
467.5
1,197.8
0.0
5,546.4
477.6
5,311.5
5,885.0
283.2
0.0
98.1
5,457.0
197.4
272.8
0.0
5,334.5
94.2
5,312.5
0.0
0.0
0.0
218.2
0.0
69.9
0.0
93.0
0.0

0.0
332.6
2,546.8
4,894.2
6,742.4
2,396.5
4,896.3
4,543.7
2,688.2
5,164.2
539.2
5,336.6
346.7
121.6
3,742.8
5,332.4
64.9
404.3
3,332.9
1,469.8
5,506.9
168.5
86.2
148.1
6,321.7
2,657.5
6,723.9
1,134.3
7,182.3
78.5
69.0
55.8
133.6

102.8
21,384.4
10,901.3
6,281.8
2,840.1
11,802.2
15,668.7
0.0
11,372.4
15,260.8
21,362.9
163.0
21,377.8
18,184.7
2,478.5
11,477.8
1.4
18,587.0
173.1
19.7
4,195.8
8,044.5
1.4
8,019.5
4,518.5
0.0
2,798.3
1,700.0
2,000.0
1.3
1,442.3
1.3
10.1

COLLATERAL

ERAL TYPE
MBS/CMO: other
3,621.6
603.6
18,108.6
1,168.2
936.8
2,566.3
5,408.4
3,305.3
4,867.2
7,243.2
420.2
6,036.0
2,372.8
1,207.2
1,605.0
2,568.2
3,210.0
1,345.4
7,213.3
601.1
634.0
1,202.2
3,606.7
10,539.6
7,347.3
2,349.1
4,923.9
5,549.9
5,455.9
4,917.0
624.1
6,310.0
0.0
2,724.6
2,525.8
1,262.9
3,365.8
5,197.0
1,248.2
7,197.1
1,181.0
2,353.8
5,016.0
4,661.1
0.0
10,454.3
2,709.5
560.6
3,180.9

Asset-backed

International
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
313.0
79.9
0.0
0.0
0.0
446.9
0.0
0.0
0.0
0.0
223.6
0.0
0.0
0.0
0.0
0.0
319.9
0.0
0.0
0.0
0.0
0.0
220.7

Other
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

2,274.1
17,321.2
1,141.0
4,893.3
5,281.7
8,669.7
4,179.5
11,790.0
550.8
4,887.1
2,443.5
3,139.4
7,118.7
11,683.8
6,734.3
1,163.9
2,294.2
4,733.5
4,148.5
571.5
1,803.3
3,148.7
4,965.6
17,488.9
7,219.8
2,592.6
4,770.0
4,244.5
569.7
5,910.5
3,460.5
1,801.6
1,754.1
563.3
9,508.4
2,472.4
3,950.3
1,757.3
12,956.1
8,040.6
611.2
2,831.9
4,356.7
3,981.8
8,556.9
550.5
5,348.2
1,890.8
4,889.9
5,811.4
3,010.1
7,852.4
8,470.9

0.0
412.0
0.0
321.6
15.1
0.0
0.0
0.0
0.0
0.0
0.0
221.3
0.0
0.0
0.0
0.0
0.0
302.8
0.0
0.0
0.0
219.8
1,532.6
4,578.1
0.0
1,027.3
1,115.0
1,299.4
64.5
0.0
0.0
1,441.9
0.0
62.4
0.0
742.8
1,411.2
0.0
2,698.6
0.0
0.0
0.0
1,528.3
1,403.4
0.0
62.2
0.0
1,375.3
0.0
1,647.8
231.7
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

3,423.8
546.4
3,869.5
7,644.9
2,821.8
4,819.5
12,530.8
9,373.4
6,050.7
4,098.8
0.0
5,373.4
2,381.0
0.0
7,634.1
605.7
5,530.8
3,765.2
9,512.7
5,998.1
2,402.4
2,646.5
4,489.5
5,829.7
7,865.6
565.8
4,595.3
2,518.0
5,385.0
4,526.7
9,292.5
2,297.6
3,723.9
2,187.9
4,123.5
9,492.6
7,495.1
5,120.0
6,459.2
2,530.5
4,236.3
3,621.9
9,191.6
7,802.3
5,623.0
2,948.1
5,141.7
6,502.1
4,227.1
2,967.1
3,847.4
9,244.5
566.9

0.0
61.6
1,556.3
0.0
0.0
1,065.5
2,560.5
0.0
0.0
0.0
2,424.8
1,532.8
1,711.8
0.0
0.0
0.0
1,131.5
1,334.7
0.0
1.8
0.0
1,296.1
1,395.5
0.0
0.0
0.0
0.0
0.0
1,097.2
0.0
960.8
0.0
1,424.7
0.0
0.0
865.5
0.0
1,151.6
0.0
0.0
1,648.8
677.2
1,800.5
0.0
850.2
653.5
1,134.8
0.0
1,621.7
661.1
577.4
1,813.7
10.9

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

4,341.8
4,807.2
3,721.5
7,588.8
573.5
2,226.8
2,811.9
1,683.7
3,930.1
9,249.9
5,168.7
9,312.6
3,733.8
2,593.1
3,722.2
7,365.8
2,230.2
4,341.5
9,094.2
1,685.8
3,183.7
9,300.4
3,782.2
9,264.0
2,226.3
3,021.2
3,858.3
9,361.7
4,436.1
2,440.3
9,404.0
9,298.2
2,327.7
4,173.6
9,392.9
1,873.9
3,457.6
4,235.3
3,472.9
2,420.2
9,745.6
2,215.2
2,336.0
3,128.7
8,988.3
4,109.7
1,512.5
2,503.0
8,987.2
2,430.3
9,783.9
0.0
2,112.2

0.0
1,097.3
0.0
0.0
0.0
0.0
1,313.3
176.8
535.7
1,791.3
887.0
0.0
3,530.4
1,274.8
0.0
0.0
0.0
1.0
1,950.0
175.1
2,950.3
1,615.6
988.5
0.0
0.0
2,858.6
358.0
0.0
1,644.6
1,230.3
2,613.7
0.0
1,306.9
1,929.2
0.0
0.0
994.5
0.0
957.7
0.0
0.0
0.0
1,203.6
498.8
2,491.7
2,851.0
0.0
3,151.4
2,539.9
0.0
0.0
0.0
1,201.1

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

3,994.6
1,518.8
3,406.9
3,206.3
2,226.5
10,217.3
2,472.6
3,123.6
9,050.3
10,305.0
1,829.1
3,782.5
3,044.2
2,443.7
2,217.5
1,834.5
8,802.7
10,334.0
5,377.8
3,651.0
1,677.3
2,667.1
5,402.3
2,224.8
2,805.4
2,456.0
1,938.8
8,880.5
992.2
3,786.5
5,732.2
9,597.9
306.6
3,260.8
3,467.9
11,580.2
11,580.2
3,260.8
3,926.4
3,467.9
9,597.9
5,732.2
3,926.4
1,075.2
5,782.6
10,311.5
4,385.2
3,318.4
9,241.3
1,032.4
2,651.8
2,179.8
15,251.3

2,764.7
0.0
870.6
694.6
0.0
0.0
3,226.2
12.7
2,525.3
386.2
0.0
2,292.0
623.3
0.0
0.0
0.0
2,631.4
387.4
0.0
2,625.2
536.9
10.8
0.0
0.0
3,026.1
0.0
2,135.7
2,632.4
0.0
341.0
4,894.2
3,435.8
0.0
3,434.2
2,768.7
1,538.3
1,538.3
3,434.2
2,281.9
2,768.7
3,435.8
4,894.2
2,281.9
1,838.4
4,816.5
0.0
2,634.2
2,761.4
5,169.7
996.4
398.4
4,153.5
374.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.6
3.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.3
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
10.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
10.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

301.3
3,829.6
7,755.5
204.5
5,167.6
9,895.1
1,942.4
2,483.4
8,092.0
1,460.0
6,497.4
5,518.1
9,999.8
2,583.1
5,129.4
1.9
2,483.5
2,934.9
5,553.1
5,813.9
2,591.7
2,773.7
5,266.7
2,369.4
4,378.1
1,456.8
5,864.0
4,306.9
5,555.9
611.6
2,957.5
303.4
6,171.8
2,417.5
5,302.2
9,966.3
5,968.6
2,354.2
1,599.8
3,172.8
340.2
3,112.5
2,162.1
4,786.5
5,501.9
6,045.7
1,937.9
5,292.0
0.0
8,889.7
5,403.4
4,251.1
340.9

0.0
4,290.2
745.9
2.4
2,813.3
4,044.7
1,122.8
981.1
1,913.5
1,080.4
0.0
4,541.1
4,950.1
645.9
1,992.3
109.3
3,835.1
3,298.7
4,606.4
2,079.5
4,301.2
2,631.3
1,380.4
2,240.3
4,337.5
499.1
2,159.4
4,800.4
4,604.1
0.0
1,856.9
0.0
0.0
2,462.3
4,466.4
4,875.8
3,851.5
2,461.1
2,543.1
1,131.0
0.0
3,840.9
1,718.3
2,422.7
4,429.4
3,686.5
1,570.0
1,327.1
0.0
4,589.7
4,322.7
2,879.6
0.0

0.0
0.0
4.8
0.0
0.0
0.0
2.3
0.0
4.8
2.3
0.0
0.0
0.0
0.0
0.0
6.4
0.0
0.0
0.0
0.0
0.0
17.6
4.8
31.7
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.5
0.0
0.0
0.0
4.7
0.0
0.0
0.0
4.7
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
9.9
0.0
0.0
0.0
0.0
0.0
0.0
13.8
0.0
0.0
0.0
0.0
0.7
0.0
0.0
0.0
0.0
13.9
0.0
0.0
0.0
0.0
0.0
13.9
0.0
0.0
0.0
0.0
0.6
0.0
0.0
0.0
0.0
4.2
0.0
0.0
0.0
0.0
0.0
16.4
0.0
0.0

303.8
5,156.7
4,516.6
3,324.5
1,689.8
5,705.6
4,841.1
9,879.1
113.1
2,154.0
939.4
1,972.9
5,521.6
3,703.7
1,902.1
6,032.5
9,472.9
4,678.4
4,523.4
238.7
0.0
474.7
3,787.9
3,166.6
8,625.2
4,634.8
6,131.5
1,786.8
2,523.2
8,625.0
4,304.5
2,798.3
4,664.4
1,626.2
4,126.8
1,884.0
1,642.5
3,769.5
1,511.2
1,128.0
4,306.2
8,698.2
5,939.2
2,712.2
3,956.2
8,619.9
3,677.1
0.0
1,385.1
5,503.2
1,667.7
3,478.3
150.2

0.0
4,143.4
2,820.6
3,752.9
2,061.2
3,756.3
3,198.4
4,635.6
197.1
609.8
262.9
801.2
1,445.1
3,436.6
2,024.9
3,667.6
4,502.5
2,941.1
2,629.5
677.7
0.0
255.8
982.9
2,867.2
4,507.5
2,868.5
3,596.1
728.9
209.7
4,196.6
2,743.9
0.0
3,077.7
1,804.8
1,933.5
812.6
678.0
85.4
1,809.4
217.4
2,441.8
4,325.6
3,675.0
1,943.8
2,443.8
4,363.1
162.6
0.0
718.1
3,459.4
2,596.4
3,673.4
150.0

0.0
0.0
0.0
33.9
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.3
3.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
14.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.4
0.0
0.0
0.0
0.0
0.0
2.9
0.0
0.0
0.0
0.0
0.0
0.0
0.0
2.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.3
0.0
0.0
0.0
0.0
3.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

818.6
8,154.6
3,470.5
2,636.0
3,237.5
1,301.2
2,931.1
3,052.6
3,248.0
2,471.8
2,962.3
1,046.9
7,438.7
3,227.3
1,354.3
1,354.3
2,471.8
3,091.5
2,962.3
5,442.4
1,046.9
7,438.7
3,227.3
0.0
2,870.9
2,870.9
1,718.6
2,663.3
2,802.4
5,298.1
1,655.0
3,058.7
0.0
1,539.9
5,415.1
2,752.0
1,401.2
1,378.6
7,340.1
3,462.6
2,847.7
3,335.7
0.0
2,836.5
7,333.4
1,426.0
5,352.0
1,427.7
6,353.0
2,704.7
1,996.8
5,355.8
0.0

232.0
3,856.6
2,341.1
2,083.5
138.8
3,039.5
833.2
84.2
1,959.8
1,076.4
96.9
957.8
3,552.9
1,883.7
616.0
616.0
1,076.4
3,495.4
96.9
3,387.1
957.8
3,552.9
1,883.7
0.0
3,075.3
3,075.3
2,319.5
2,282.9
4,238.8
3,308.5
676.8
1,891.5
0.0
1,624.0
3,308.6
4,131.4
888.5
438.2
3,290.9
4,470.9
1,829.9
3,810.2
0.0
1,838.6
3,301.1
445.8
3,305.5
1,375.1
2,865.4
3,406.8
1,017.5
3,278.9
0.0

0.0
0.0
0.0
3.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.6
3.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
22.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
3.2
0.0
0.0
0.0
0.0
0.0
3.4
0.0
0.0
0.0
0.0
3.2
0.1
0.1
0.0
0.0
0.0
0.0
0.0
0.0
3.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.2
0.0
0.0
0.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

1,250.9
78.8
2,744.8
1,664.7
1,569.6
0.0
0.0
1,633.9
1,525.9
1,425.2
2,457.9
1,633.9
2,779.0
6,224.6
1,525.9
6,703.5
2,457.9
1,425.2
774.2
1,602.7
1,547.1
0.0
6,169.3
1,378.6
2,728.0
0.0
1,368.9
2,841.8
2,227.6
2,758.1
0.0
1,370.0
2,253.8
5,072.2
288.8
2,262.8
2,692.8
56.6
2,004.1
2,091.9
2,016.5
6,427.8
3,111.1
2,262.1
214.1
2,372.1
1,313.0
1,874.9
2,214.4
1,922.5
394.6
2,238.7
1,492.5

4,122.9
99.0
1,875.2
1,210.4
707.7
0.0
0.0
1,303.0
1,126.0
1,984.3
3,972.6
1,303.0
3,341.3
3,210.6
1,126.0
3,155.9
3,972.6
1,984.3
1,205.0
1,294.4
4,116.1
0.0
3,195.1
980.3
1,915.1
0.0
750.7
3,646.1
409.4
1,867.1
0.0
721.3
827.3
2,865.5
548.1
793.0
3,532.3
139.8
4,702.3
1,777.7
1,135.0
2,169.0
2,953.7
644.8
0.0
3,173.8
1,323.3
1,901.7
1,745.9
4,812.0
5.8
644.7
5,117.5

0.0
0.0
0.0
0.0
0.0
0.0
0.0
73.4
0.0
0.0
0.0
73.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
79.0
0.0
3.8
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

1,298.7
3,173.9
1,416.9
3,782.8
1,346.3
853.0
2,667.9
587.0
1,839.6
2,197.3
1,592.6
0.0
1,388.4
0.0
489.0
2,308.2
3,484.2
53.4
1,151.5
4,970.8
500.1
2,185.2
1,612.0
1,624.9
1,003.5
239.4
3,475.2
5,336.3
2,153.7
441.0
71.0
402.3
4,960.6
3,405.5
1,519.5
3,111.2
1,843.0
390.8
1,243.2
312.9
83.7
1,737.9
503.2
1,120.9
0.0
706.0
1,098.6
1,636.2
4,104.3
3,111.2
54.6
410.9
3,078.1

1,311.9
2,970.7
671.8
2,796.8
1,136.3
4,745.7
1,694.0
4,843.6
2,941.6
1,628.4
1,310.8
0.0
732.6
0.0
5,580.3
1,650.6
2,755.2
99.5
1,323.8
2,119.6
4,238.4
1,584.0
582.0
605.3
731.4
0.0
2,704.0
2,786.3
1,530.6
4,088.7
39.3
3,955.4
2,803.4
2,665.6
554.7
2,632.0
1,460.1
3,782.7
709.9
3,908.9
104.6
1,383.3
421.7
750.7
0.0
513.1
980.5
1,280.6
2,745.1
2,600.0
90.3
3,188.6
2,368.6

0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
9.4
0.0
0.0
3.3
0.0
0.0
0.0
51.1
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
1.1
0.0
59.7
3.2
0.0
1.1
0.0
48.5
0.0
0.0
48.7
1.1
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
7.7
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
2.3
0.0
0.0
0.0
0.0
0.0
0.0
2.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.1
0.0
0.0
0.0
0.0
0.0

150.4
1,130.3
3,985.6
459.7
1,724.7
728.0
3,142.4
960.3
773.2
3,200.9
737.9
502.9
638.4
644.7
365.7
3,068.0
29.2
886.8
1,037.8
473.5
2,952.2
612.3
16.3
545.5
1,891.7
785.8
2,262.5
387.4
2,251.2
17.6
315.2
16.0
382.9

0.0
711.6
2,462.4
3,957.6
1,069.4
523.3
2,338.1
3,837.4
446.9
2,279.0
972.1
3,375.9
1,147.5
831.1
2,872.9
2,231.5
88.9
607.5
3,039.7
231.1
2,110.3
586.1
91.2
680.2
2,230.1
3,705.8
2,179.7
2,565.8
2,380.6
90.1
2,912.5
100.6
2,870.2

0.0
60.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
59.3
0.0
73.0
66.0
0.0
0.0
1.6
65.2
0.9
0.0
0.0
10.6
6.2
23.1
0.0
0.0
0.0
0.0
0.0
39.8
0.0
0.0
3.2

0.0
0.0
0.0
0.0
12.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
29.4
0.0
0.0
0.0
0.0
0.0
0.0
0.0
5.3
0.0
0.0
0.0
0.1
0.0
0.0
0.0
0.0

BY R
U.S. Treasury/agency
0.0
0.0
0.0
0.0
835.1
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3,737.0
0.0
0.0
0.0
899.7
0.0
119.1
0.0
0.0
0.0
3,801.5
0.0
102.0
0.0
1,564.0
6.3
0.0
0.0
0.0
0.0
0.0
547.6
0.0
0.0
0.0
0.0
5,165.3
0.0
275.3
0.0
0.0
0.0
0.0

MBS/CMO: agency backed
0.0
0.0
0.0
38.7
0.0
3,441.5
4,209.4
1,509.2
3,549.6
0.0
778.1
0.0
6,020.8
0.0
10,369.1
5,996.2
10,009.4
6,949.0
6,501.9
520.1
922.3
5,970.6
3,747.9
6,529.2
7,754.0
11,478.8
11,990.5
7,908.7
5,845.4
8,724.8
1,249.2
585.6
391.9
8,805.7
0.0
522.3
4,463.0
9,373.2
3,388.2
8,001.9
13,447.6
16,398.0
11,683.9
9,117.6
0.0
12,850.9
10,121.6
3,972.4
7,088.7

Aaa/AAA
3,621.6
603.6
18,108.6
1,168.2
936.8
2,566.3
5,408.4
3,305.3
4,867.2
7,243.2
420.2
6,036.0
2,372.8
1,207.2
1,605.0
2,568.2
3,210.0
1,345.4
7,213.3
601.1
634.0
1,202.2
3,606.7
10,539.6
7,347.3
2,349.1
5,236.9
5,629.8
5,455.9
4,917.0
624.1
6,756.9
0.0
2,724.6
2,525.8
1,262.9
3,589.4
5,197.0
1,248.2
7,197.1
1,181.0
2,353.8
5,335.9
4,661.1
0.0
10,454.3
2,709.5
560.6
3,401.6

0.0
0.0
0.0
5,159.1
0.0
7.7
0.0
2.6
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
5,427.5
0.0
0.0
0.0
0.0
0.0
0.0
3.8
0.0
5,101.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3,605.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

15,236.2
239.4
12,846.4
5,835.5
8,088.4
7,627.6
6,011.6
13,807.0
3,324.1
0.0
3,375.7
2,974.1
12,760.1
13,798.2
13,516.0
8,920.1
15,208.8
6,837.7
8,580.1
3,116.5
5,075.6
4,229.7
5,938.8
330.6
12,143.3
10,567.5
7,055.1
5,472.6
2,792.0
0.0
1,423.6
4,427.4
3,774.7
1,973.5
11,857.5
2,682.1
6,415.2
1,222.9
3,338.2
8,066.2
2,474.7
2,700.2
6,028.5
5,303.0
11,832.9
2,204.1
0.0
2,667.8
0.0
3,926.2
4,871.2
7,878.7
11,499.8

2,274.1
17,733.2
1,141.0
5,214.9
5,296.7
8,669.7
4,179.5
11,790.0
550.8
4,887.1
2,443.5
3,360.7
7,118.7
11,683.8
6,734.3
1,163.9
2,294.2
5,036.4
4,148.5
571.5
1,803.3
3,368.5
6,498.2
22,067.0
7,219.8
3,619.9
5,885.0
5,543.9
634.2
5,910.5
3,460.5
3,243.5
1,754.1
625.7
9,508.4
3,215.2
5,361.5
1,757.3
15,654.8
8,040.6
611.2
2,831.9
5,885.0
5,385.1
8,556.9
612.8
5,348.2
3,266.1
4,889.9
7,459.1
3,241.8
7,852.4
8,470.9

0.0
0.0
0.0
0.0
0.0
0.0
2.1
0.0
0.0
0.0
0.0
0.0
0.0
1,033.8
0.0
0.0
0.0
0.0
0.0
0.0
1.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
6,169.5
0.0
0.0
0.0
0.0

3,523.7
1,392.1
2,939.8
7,302.5
200.4
3,760.6
682.1
11,848.1
0.0
3,537.9
4,882.6
3,970.3
130.0
0.0
8,273.1
5,378.9
10,413.0
4,228.6
12,291.1
3,686.9
3,948.7
5,619.8
3,410.4
3,618.4
7,893.2
5,385.6
0.0
189.3
9,004.9
0.0
12,203.9
3,963.4
5,106.8
842.2
6,149.8
12,562.2
8,645.5
9,427.9
7,278.7
308.2
1,102.4
6,647.7
12,628.0
6,174.9
3,682.9
5,457.1
4,325.5
9,425.4
1,182.2
6,121.0
6,947.8
12,631.0
1,279.0

3,423.8
607.9
5,425.8
7,644.9
2,821.8
5,885.0
15,091.2
9,373.4
6,050.7
4,098.8
2,424.8
6,906.2
4,092.8
0.0
7,634.1
605.7
6,662.3
5,099.9
9,512.7
5,999.9
2,402.4
3,942.6
5,885.0
5,829.7
7,865.6
565.8
4,595.3
2,518.0
6,482.3
4,526.7
10,253.4
2,297.6
5,148.6
2,187.9
4,123.5
10,358.1
7,495.1
6,271.6
6,459.2
2,530.5
5,885.0
4,299.1
10,992.1
7,802.3
6,473.2
3,601.7
6,276.6
6,502.1
5,848.7
3,628.2
4,424.7
11,058.2
577.8

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
6,141.4
0.0
5,755.7
0.0
0.0
0.0
0.0
0.0
11,803.2
0.0
0.0
0.0
0.0
11,819.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
6.3
0.0
0.0
0.0
0.0
0.0
5,746.6
0.0
0.0
0.0
0.0
0.0
6.3
0.0
5,678.9
0.0
6,143.8
3.7
0.0
0.0

0.0
16,191.4
0.0
9,631.0
1,927.0
302.3
6,747.0
491.7
7,166.1
14,377.5
8.1
6,131.5
1,929.1
9,395.2
0.0
3,852.3
3,300.1
4,695.8
14,096.1
1,402.9
3,050.2
14,277.4
18,569.4
3,318.1
3,196.9
3,333.0
7,456.8
0.0
10.5
9,651.6
12,937.0
5,395.3
9,652.4
5,769.2
5,251.7
2,479.2
18,310.0
4,696.0
9,358.7
0.0
5,367.0
3,186.6
9,645.0
4,163.0
11,862.3
6,000.8
2,468.4
2,769.8
12,270.5
0.0
5,869.7
3,369.2
9,955.5

4,341.8
5,904.5
3,721.5
7,588.8
573.5
2,226.8
4,125.2
1,860.5
4,465.9
11,041.2
6,055.7
9,312.6
7,264.1
3,867.9
3,722.2
7,365.8
2,230.2
4,342.6
11,044.3
1,860.9
6,134.0
10,916.0
4,770.7
9,264.0
2,226.3
5,879.8
4,216.3
9,361.7
6,080.8
3,670.5
12,017.7
9,298.2
3,634.6
6,102.8
9,392.9
1,873.9
4,452.0
4,235.3
4,430.6
2,420.2
9,745.6
2,215.2
3,539.5
3,627.5
11,480.0
6,960.7
1,512.5
5,654.4
11,527.1
2,430.3
9,783.9
0.0
3,313.3

6.3
0.0
0.0
0.0
0.0
3.6
1.6
0.0
0.0
0.0
0.0
0.0
0.0
10,206.2
0.0
0.0
0.0
0.0
0.0
6.4
120.9
10,457.2
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
10,527.3
10,527.3
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
181.9
0.0
0.0
15.8
85.4
0.0
0.0

12,351.9
3,438.9
13,306.1
13,768.1
216.4
5,906.2
2,201.5
4,750.7
12,310.9
5,258.5
8,473.9
11,901.3
17,808.0
0.0
2,089.9
8,680.4
12,666.8
4,271.1
9,199.3
6,170.4
17,390.4
0.0
9,365.2
2,102.3
2,135.2
0.0
10,113.7
12,700.3
2,940.9
5,044.2
6,291.2
12,664.0
3,442.4
2,144.6
16,294.3
2,390.0
2,390.0
2,144.6
14,702.5
16,294.3
12,664.0
6,291.2
14,702.5
2,423.8
6,151.3
9,887.1
7,998.7
20,057.0
12,321.8
58.0
2,683.3
12,700.5
4,322.1

6,759.4
1,518.8
4,277.4
3,900.9
2,226.5
10,217.3
5,698.8
3,136.3
11,575.6
10,691.3
1,829.1
6,074.4
3,667.4
2,443.7
2,217.5
1,834.5
11,434.0
10,721.4
5,377.8
6,276.2
2,214.2
2,677.9
5,402.3
2,224.8
5,831.5
2,456.0
4,074.5
11,512.9
992.2
4,127.5
7,901.5
11,772.6
275.8
4,933.4
5,186.5
9,342.8
9,342.8
4,933.4
5,522.9
5,186.5
11,772.6
7,901.5
5,522.9
2,469.4
7,833.0
9,469.2
5,113.8
4,982.0
11,905.2
1,919.9
3,291.2
6,039.1
15,079.4

0.0
0.0
2.5
1.2
0.0
0.0
136.7
0.0
24.3
142.3
360.0
0.0
0.0
0.0
0.0
20.1
2.1
0.0
0.0
0.0
2.4
157.2
24.4
4,247.7
0.0
0.0
0.0
0.0
0.0
0.0
77.1
0.0
0.0
0.0
5.8
0.0
0.6
0.0
3.2
919.1
0.0
0.0
0.0
83.9
0.0
0.0
0.0
24.2
0.0
0.0
0.0
0.0
0.0

5,856.8
8,223.1
17,656.4
5,056.8
24,747.4
12,302.7
857.4
9,912.8
19,401.6
4,817.6
3,865.4
6,016.3
12,306.8
12,295.4
27,263.0
1.6
12,583.3
13,797.4
6,025.9
24,291.6
10,205.6
7,961.5
17,619.3
11,250.2
13,153.2
9,364.3
23,384.2
12,473.5
12,249.0
2,653.8
6,265.9
1,263.4
15,089.7
6,281.6
14,667.9
12,268.3
25,387.2
11,956.0
10,686.8
8,376.4
1,230.1
5,990.8
8,425.1
6,246.1
11,998.2
26,413.9
11,442.3
8,949.4
6,272.7
12,445.1
12,419.0
12,425.1
1,541.8

301.3
6,903.0
7,173.2
142.3
6,870.1
11,699.4
2,489.0
3,532.8
8,871.8
1,900.9
6,026.5
7,507.0
12,572.2
3,310.9
6,012.9
178.5
6,186.7
5,885.1
7,387.1
6,611.9
6,186.7
4,771.1
5,973.3
2,610.5
6,505.6
2,091.4
6,773.0
6,765.3
7,320.1
149.6
4,152.1
303.4
5,736.9
5,096.6
7,204.1
12,401.4
7,703.6
4,259.6
3,536.2
2,141.1
340.2
6,317.3
3,745.4
7,118.9
7,444.5
7,681.8
3,436.2
5,229.5
0.0
11,346.4
7,379.4
6,316.2
340.9

0.0
0.0
24.6
123.5
8.4
0.0
0.0
0.0
0.0
0.0
0.0
317.1
24.1
929.8
23.1
0.0
0.0
5.8
45.7
0.5
293.3
0.0
23.9
110.3
0.0
5.8
0.0
24.2
0.5
0.0
5.8
82.9
0.0
0.0
30.4
597.6
24.4
0.0
495.5
0.0
5.8
0.0
0.6
30.6
5.8
0.0
0.5
0.0
24.3
0.6
0.0
57.1
0.0

6,359.5
12,553.8
8,643.2
38.2
10,733.3
25,207.0
12,570.8
12,578.7
0.0
9,701.1
13,724.6
5,699.6
14,679.8
0.0
7,886.2
19,963.7
19,118.6
15,246.4
12,366.3
7,972.0
5,789.0
14,593.2
20,559.8
12,458.8
19,805.1
15,624.1
11,364.3
22,782.0
9,199.8
17,000.3
19,633.3
6,095.4
12,651.2
9,496.3
18,834.3
1,270.0
26,182.8
7,507.6
11,980.4
14,274.8
23,804.0
17,798.1
13,485.6
16,921.1
24,499.0
12,490.0
1,868.7
3,252.8
27,961.7
11,812.2
1.0
12,471.3
0.0

281.3
7,107.4
6,541.7
6,503.8
3,392.2
7,396.5
7,396.5
12,441.8
206.3
2,585.9
1,254.9
1,476.8
5,883.2
5,832.6
3,632.2
7,654.1
11,931.1
5,762.1
6,759.3
642.0
0.0
774.0
3,928.3
5,546.9
11,124.0
5,731.8
7,717.5
1,496.1
1,773.1
10,790.3
5,280.7
2,367.5
7,182.6
3,359.4
5,913.9
1,399.7
1,351.4
3,036.6
3,204.7
1,148.0
5,066.9
11,034.1
7,625.8
3,998.1
4,672.8
10,990.3
2,994.2
0.0
1,129.1
7,203.6
3,269.4
5,071.1
214.8

0.0
0.0
5.9
34.6
0.0
0.0
24.9
0.0
5.9
25.4
0.0
0.0
0.0
5.9
352.3
352.3
25.4
59.4
0.0
0.0
0.0
0.0
5.9
0.0
32.6
32.6
275.7
0.0
0.0
0.0
0.0
5.9
0.0
25.6
0.6
0.0
743.4
0.0
0.0
0.0
5.9
0.0
0.0
5.9
0.0
0.0
0.0
517.3
0.0
0.0
26.6
0.0
0.0

14,570.6
9,914.5
30,895.2
16,361.0
1,310.0
2,290.3
21,867.2
4,765.9
31,951.5
28,853.1
3,555.1
20,967.7
4,868.8
32,534.3
3,314.2
3,314.2
28,853.1
13,866.8
3,555.1
12,180.1
20,967.7
4,868.8
32,534.3
56.4
15,237.0
15,237.0
2,322.5
14,015.0
14,034.9
13,068.0
30,795.2
32,719.1
122.4
29,990.0
12,118.5
14,463.9
30,518.8
32,234.5
4,551.6
13,511.3
31,379.0
9,353.7
800.9
31,244.2
6,576.5
39,037.3
17,744.5
30,176.6
6,745.9
13,414.4
30,905.6
19,969.5
886.3

855.6
10,454.7
4,254.4
4,387.0
2,592.3
2,768.9
2,402.3
2,318.8
3,941.7
2,105.3
2,322.4
1,811.1
9,684.5
3,940.1
1,153.7
1,153.7
2,105.3
4,390.6
2,322.4
6,884.7
1,811.1
9,684.5
3,940.1
0.0
5,547.1
5,547.1
2,155.5
4,541.7
4,699.2
6,738.0
2,133.4
3,771.8
0.0
1,711.9
6,908.4
4,492.4
1,121.9
1,502.1
9,322.3
7,319.7
3,480.5
6,232.3
0.0
3,500.9
9,347.6
1,495.5
6,823.1
1,651.7
8,255.5
3,902.7
3,529.5
6,853.0
0.0

89.4
3.1
6.0
0.0
0.0
0.0
9.3
609.4
0.0
80.7
0.0
609.4
5.8
45.1
0.0
0.0
0.0
80.7
0.0
582.3
0.0
952.2
25.6
0.0
87.7
0.0
0.0
0.0
0.0
479.8
0.0
0.0
26.1
8.5
0.0
26.4
0.0
12.2
0.0
89.9
0.0
0.0
27.9
16.7
0.0
0.0
0.0
88.2
0.0
1.5
0.0
16.6
0.0

9,544.0
0.0
30,444.7
38,662.0
0.0
633.6
2,578.2
30,516.2
40,029.4
31,080.0
9,717.8
30,516.2
8,508.8
19,614.7
40,029.4
3,538.4
9,717.8
31,080.0
0.0
26,839.6
10,832.0
3.5
19,492.3
40,218.7
26,241.5
948.5
28,751.8
2,615.3
30,319.7
21,397.6
906.9
28,629.0
29,709.4
8,379.5
0.0
35,432.9
1,169.3
0.0
6,541.6
14,703.2
29,479.6
41.7
10,011.3
34,211.0
79.6
1,096.7
27,427.4
15,889.9
4.4
6,474.0
0.0
34,137.3
6,642.6

5,417.7
232.2
3,469.9
2,482.7
2,186.2
0.0
0.0
4,086.0
2,296.4
2,227.7
5,452.2
4,086.0
3,946.9
7,617.9
2,296.4
8,593.9
5,452.2
2,227.7
1,189.1
4,315.3
5,154.7
149.9
7,547.7
1,990.0
3,410.1
0.0
1,816.5
3,959.6
4,173.2
3,445.5
0.0
1,851.4
4,378.8
6,161.5
267.4
4,882.3
3,894.8
235.5
6,199.2
3,163.8
2,998.5
7,585.7
4,237.8
4,800.5
46.7
3,407.2
2,294.5
2,437.7
3,256.6
5,929.6
735.7
4,665.6
5,538.3

0.0
28.0
9.5
28.8
0.0
1.5
89.3
31.2
15.9
250.7
0.0
0.5
6.3
0.0
6.8
15.6
62.8
67.8
88.7
9.0
30.8
423.5
0.0
0.0
920.5
0.0
66.3
9.0
244.4
0.0
0.0
2.1
17.9
85.6
0.0
111.6
224.5
2.1
1,732.5
302.5
10.7
256.9
0.0
1,855.3
0.0
0.0
1,703.2
252.8
9.4
149.8
77.1
0.0
182.0

23,587.9
16,226.7
34,596.0
17,002.1
20,633.1
6,480.2
7,057.1
6,397.5
3.3
6,252.4
19,505.2
3,411.0
34,336.1
639.6
9,463.6
4,799.8
17,756.4
1.4
28,976.0
61.1
9,702.8
4,481.0
13,647.8
13,476.2
29,015.3
100.8
17,264.3
867.9
2,670.4
9,485.3
163.0
9,335.8
7,033.6
16,775.0
9,198.4
16,715.1
4,040.2
9,315.5
23,934.3
9,830.9
4,724.2
3,622.2
11,515.7
23,924.1
637.5
16,678.0
23,811.9
2,340.7
9,741.2
18,018.1
1.4
6,267.6
18,197.2

2,290.6
4,294.8
4,299.6
4,884.4
2,218.0
4,721.8
3,079.1
4,859.6
2,833.4
2,746.2
2,515.3
0.0
4,029.8
0.0
4,914.0
3,401.2
4,678.7
192.2
4,798.4
5,929.2
3,711.5
2,678.1
2,499.6
2,221.2
3,537.0
59.5
4,596.4
7,074.2
2,635.6
4,155.2
470.8
4,074.3
6,829.7
4,496.4
1,678.1
4,193.7
2,210.5
4,076.1
3,336.5
3,953.6
445.7
2,184.0
639.0
3,127.4
0.0
683.4
3,180.0
1,995.5
5,916.0
4,256.4
150.5
3,210.5
3,124.2

0.0
2,323.3
41.2
1.5
211.4
0.0
176.1
0.0
0.0
160.4
2,284.1
0.0
2,754.5
2,362.4
0.0
196.2
14.8
2,084.8
0.0
0.0
263.0
310.4
15.8
122.7
378.0
0.0
0.0
785.4
0.0
13.2
0.0
42.4
0.0

102.8
21,384.4
10,901.3
6,281.8
2,840.1
11,802.2
15,668.7
0.0
11,372.4
15,260.8
21,362.9
163.0
21,377.8
18,184.7
2,478.5
11,477.8
1.4
18,587.0
173.1
19.7
4,195.8
8,044.5
1.4
8,019.5
4,518.5
0.0
2,798.3
1,700.0
2,000.0
1.3
1,442.3
1.3
10.1

38.6
2,936.1
5,562.8
4,083.6
1,847.1
696.2
3,161.3
4,106.6
726.8
3,092.2
3,006.0
3,572.0
3,038.9
3,241.8
2,435.7
2,871.1
193.0
3,111.8
3,143.4
401.7
2,805.3
2,853.5
105.3
2,842.4
2,932.5
3,369.0
3,306.3
2,068.1
3,567.9
209.9
2,232.4
106.8
2,908.4

Aa/AA
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

BY RATING
A
Baa/BBB
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

Ba/BB
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

B
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

Caa/CCC or Lower
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0

0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
0.0
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3,650.5
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547.2
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162.6
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577.9
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686.7
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330.4
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2,295.1
1,299.5
899.7
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355.6
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562.1
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2,115.4
1,690.2
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3,543.8
403.5
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322.6
661.8
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114.4
5,270.5
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392.6
322.2
206.7
1,191.1
3,088.1
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364.0
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1,073.9
225.5
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105.8
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254.1
3,683.4
390.8
514.5
2,434.9
2,698.5
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190.3
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6,023.4
622.4
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4,377.9
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843.7
258.6
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5.6
1,923.1
678.2
3,304.5
1,959.4
1,331.9
1,145.8
1,486.0
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1,268.3
1,091.0
517.7
484.5
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1,319.5
1,514.3
1,823.4
1,829.3
32.3
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223.5
1,886.8
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1,871.2
1,275.3
229.9
361.4
1,560.4
1,687.9
147.8
1,490.0
1,522.4
1,110.7
387.8
210.2
315.5
1,489.6
1,223.9
1,619.0
1,515.3
1,212.8
2,093.6
1,589.6
1,570.7
314.7
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210.2
1,064.9
1,895.6
2,781.8
64.2

13.8
4,658.3
408.3
866.4
666.8
1,068.1
2,236.6
2,464.7
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309.1
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2,071.3
273.1
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727.6
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3,410.2
3,872.8
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909.8
25.9

3.1
5,833.4
536.0
582.4
4,124.3
954.0
3,295.5
2,678.8
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510.7
197.2
1,867.1
550.7
350.4
3,206.7
976.6
2,916.3
6,292.8
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340.7
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186.6
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6,317.7
899.8
658.6
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6,121.5
167.1
3,599.0
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3,350.8
1,509.2
455.5
220.5
741.6
589.0
6,034.5
2,973.3
870.6
4,591.2
5,975.3
2,966.5
515.8
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471.3
831.7
379.7
876.7
4.3

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0.0
0.0

1,267.4
973.6
1,590.5
2,526.9
275.2
2,488.0
587.2
249.9
1,383.2
733.8
228.7
1,096.9
1,093.4
1,498.8
359.2
359.2
733.8
2,749.1
228.7
1,148.7
1,096.9
1,093.4
1,498.8
0.0
2,566.5
2,566.5
2,645.3
2,406.6
2,807.0
1,087.1
1,080.7
1,449.5
0.0
963.4
1,062.6
2,629.2
672.1
1,079.9
756.9
1,643.2
1,551.5
1,234.6
0.0
1,491.4
605.7
1,115.4
1,050.4
682.7
872.4
2,452.8
2,626.6
999.3
0.0

159.4
2,492.5
3,920.4
4,332.9
272.0
538.3
473.5
326.2
4,040.8
558.9
279.6
304.4
2,418.8
3,922.8
1,775.9
1,775.9
558.9
983.9
279.6
970.6
304.4
2,418.8
3,922.8
0.0
4,822.9
4,822.9
551.5
4,571.2
983.9
927.1
273.9
4,387.7
0.0
419.2
947.3
1,001.6
320.1
366.7
1,408.6
1,401.3
4,225.5
1,563.7
0.0
4,231.8
1,128.1
414.9
934.0
329.8
1,766.6
1,041.0
961.6
829.4
0.0

629.9
2,893.8
5,982.2
5,078.8
319.8
329.6
834.3
242.0
5,716.8
1,010.0
228.6
618.3
2,824.0
5,902.1
1,286.5
1,286.5
1,010.0
944.5
228.6
901.2
618.3
2,824.0
5,902.1
0.0
4,959.1
4,959.1
389.5
5,056.0
994.1
868.6
640.6
6,275.6
0.0
593.6
828.8
982.2
339.1
640.8
1,215.8
963.9
6,533.1
2,338.8
0.0
6,603.4
1,663.3
670.2
832.0
351.9
2,103.2
792.6
601.1
916.4
0.0

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1,629.9
60.1
1,404.7
1,220.5
655.8
0.0
0.0
2,428.1
1,206.1
727.8
1,281.6
2,428.1
2,334.5
997.7
1,206.1
724.0
1,281.6
727.8
1,219.5
2,339.0
1,031.9
3.8
968.8
1,130.7
939.6
0.0
1,090.0
1,429.6
2,038.4
1,031.3
0.0
1,060.1
2,295.4
898.7
587.9
2,455.2
1,302.0
67.9
913.7
798.7
1,772.6
641.2
890.3
2,462.1
10.5
1,205.2
1,411.9
848.2
1,109.3
839.7
186.7
2,479.9
1,143.7

2,298.1
26.1
4,226.5
611.2
218.5
0.0
0.0
785.9
549.2
4,283.0
2,294.2
785.9
1,074.9
839.3
549.2
1,097.9
2,294.2
4,283.0
607.0
1,006.9
1,893.8
136.1
832.1
483.4
4,593.0
0.0
464.4
822.5
1,070.4
4,688.7
0.0
418.3
1,104.1
917.6
238.2
1,220.9
779.2
18.3
1,081.3
4,148.6
720.1
1,301.0
944.0
1,266.2
108.5
677.5
730.2
3,537.1
382.2
1,356.1
37.2
1,276.3
1,226.3

2,592.9
0.0
6,346.2
847.7
132.7
0.0
0.0
276.7
790.8
6,244.1
2,477.8
276.7
790.7
857.4
790.8
1,100.9
2,477.8
6,244.1
220.0
266.2
2,218.4
36.3
882.4
776.4
6,007.5
0.0
710.8
463.8
203.7
6,356.2
0.0
718.4
209.5
827.9
242.9
180.9
424.6
0.0
2,444.2
5,864.4
746.2
1,623.9
862.2
679.0
48.4
415.6
707.0
5,297.4
395.2
2,237.1
2.7
762.1
2,320.4

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0.0

1,359.1
901.7
2,140.8
820.7
1,287.7
784.1
856.8
1,012.9
1,982.4
694.3
1,346.0
0.0
1,725.5
0.0
1,489.1
977.8
692.8
47.6
1,637.3
639.4
1,191.1
767.8
1,184.6
928.6
1,772.3
13.3
690.3
875.5
841.5
1,090.6
237.0
1,102.7
918.7
691.0
1,223.7
685.5
746.8
783.1
1,923.2
459.4
430.9
555.6
1,144.6
1,980.6
0.0
1,072.0
1,912.8
573.2
741.3
657.7
22.8
1,036.4
1,653.7

739.6
952.9
1,251.3
920.3
450.6
1,220.8
3,227.8
1,724.2
953.8
3,009.0
801.1
0.0
1,354.8
0.0
2,029.8
656.6
925.2
22.6
1,826.8
893.6
2,171.1
3,165.6
1,047.3
1,024.0
1,505.5
108.6
1,035.3
1,604.7
2,945.0
1,986.0
74.0
1,932.9
1,586.5
1,044.9
1,562.7
997.8
2,480.8
1,884.6
1,770.3
1,346.5
250.5
2,154.6
1,345.5
1,770.7
0.0
1,623.7
1,915.1
2,041.0
1,688.1
906.1
70.0
2,045.4
890.2

697.0
890.3
648.1
861.9
702.3
2,223.2
4,602.9
2,709.0
451.5
4,652.1
932.9
0.1
1,084.5
0.0
2,053.8
1,200.5
966.9
0.1
757.1
1,110.8
2,649.4
5,304.4
593.1
1,208.9
1,025.9
57.9
994.8
1,893.0
5,088.2
2,236.3
1.0
2,298.6
2,026.6
1,008.2
1,279.3
988.1
4,807.7
2,500.4
1,554.0
2,557.3
55.8
4,674.6
190.6
1,387.4
0.0
1,333.4
1,267.2
4,487.6
1,500.6
970.7
0.5
2,848.2
980.0

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2.4
1,827.3
652.8
1,042.1
570.4
1,083.8
1,641.7
1,169.5
1,125.6
1,643.9
1,731.2
1,217.4
1,497.4
1,650.4
641.8
1,693.9
32.4
1,820.1
570.6
296.5
1,702.1
1,727.4
16.8
1,855.9
655.0
372.0
550.0
388.9
575.5
5.5
239.4
59.4
73.3

54.8
1,764.2
1,467.4
1,974.1
1,943.3
1,766.8
905.9
2,127.3
1,777.1
918.0
1,668.8
2,113.5
1,765.7
1,859.3
1,258.2
871.4
69.4
1,559.2
1,159.9
832.5
818.7
1,465.1
69.9
1,422.3
806.8
951.6
819.4
630.5
793.9
62.3
522.4
82.3
233.0

54.6
1,243.2
1,356.8
2,628.3
4,341.5
1,226.8
972.3
2,405.5
1,476.5
1,008.8
1,110.4
2,790.2
962.1
796.9
2,928.9
1,117.5
17.3
929.7
2,734.7
916.4
1,064.1
666.0
102.1
588.8
1,068.7
2,456.6
1,220.5
1,218.2
1,262.0
18.2
302.4
16.8
175.2

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P-1/A-1

P-2/A-2
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P-3/A-3
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397.5
4,862.2
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7,763.2
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7,763.2
0.0
0.0
4,862.2
397.5
0.0
0.0
706.3
0.0
8,034.2
0.0
6,761.3
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0.0
14,733.8
0.0
2,725.7
0.0
8,380.8
4.8
0.0
0.0
8.3
0.0
3,691.7
6,430.4
0.0
0.0
18.5
0.0
15,692.1
2,870.5
700.9
1,070.0
13,777.7
99.9
0.0
5,523.5
0.0
734.2
5,523.5
2,841.4
0.0
0.0
0.0
0.0
0.0
4,695.3
6,389.7
550.4
856.0
749.0
0.0
0.0
10,704.8
0.0
1.7
4,241.6
292.9
0.0
2,020.9
0.0
485.6
4,201.3
0.0
0.0

0.0
0.0
0.0
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4,152.5
1,999.2
11,594.8
535.0
2,781.9
0.0
143.2
0.0
0.0
0.0
0.0
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3,813.5
1,551.5
4,923.4
143.2
3,216.2
0.0
2,051.2
0.0
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0.0
40.0
143.2
2,878.3
4,653.7
0.0
1,546.5
0.0
2,188.4
0.0
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588.5
0.9
0.0
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2,617.3
481.5
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1,880.2
0.0
2,554.1
0.0
1,786.7
0.0
2,717.2
0.0
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2,142.7
80.9
588.5
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630.4
3.7
2,950.8
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2,089.4
222.9
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1,267.1
0.0
144.9
50.6
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1,267.1
2,181.7
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144.9
50.6
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2,120.2
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295.3
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1,426.9
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TERM SECURITIES LENDING FACILITY (TSLF) DATA DEFINITIONS
Trade date
The date upon which the TSLF loan was requested (operation date).
Loan date
The start date of the TSLF loan; the initial date on which the loan (of
Maturity date
The date upon which the loan (of Treasury securities) matured.
Schedule
Identifies the type of eligible collateral for a given operation. Schedul
TOP-related loan
Identifies whether the loan was related to the exercise (in part or in f
Borrower
The name of the primary dealer that borrowed from the facility.
Lending fee
The nominal annual rate charged to the borrower based on the marke
Par amount lent
The par value of the loan (of Treasury securities), in millions of dollar
Market value of loan
The market value of the loan (of Treasury securities). Market value ac
Total value of collateral pledged
The total market value of the collateral pledged to secure all outstand
U.S. Treasury/agency
Securities issued by the U.S. Department of the Treasury, federal gov
Municipal
Securities issued by state and local governments and agencies, in mi
Corporate
Unsecured securities issued by private corporations, in millions of dol
MBS/CMO: agency backed
Mortgage-backed securities (MBS) and collateralized mortgage obliga
MBS/CMO: other
Mortgage-backed securities (MBS) and collateralized mortgage obliga
Asset-backed
Securities collateralized by a non-mortgage pool of assets, in millions
International
Securities issued by non-U.S. entities, government and private, in mil
Other
Other categories of program-eligible collateral, in millions of dollars.
Credit rating
A composite credit rating for the pledged collateral based on ratings

requested (operation date).
ial date on which the loan (of Treasury securities) and collateral were exchanged.
ury securities) matured.
for a given operation. Schedule 1-eligible collateral includes collateral accepted for triparty repurchase agreements arrang
to the exercise (in part or in full) of an option purchased from the TOP. "Y" indicates that the loan was related to the exerc
rrowed from the facility.
e borrower based on the market value of Treasury securities borrowed, in percent.
ecurities), in millions of dollars.
ry securities). Market value accounts for accrued interest and inflation accretion (for Treasury Inflation-Protected Securitie
pledged to secure all outstanding loans (of Treasury securities) on the loan settlement date. Market value accounts for acc
nt of the Treasury, federal government agencies, and government-sponsored enterprises, in millions of dollars.
ernments and agencies, in millions of dollars.
corporations, in millions of dollars.
collateralized mortgage obligations (CMO) issued by government-sponsored enterprises, in millions of dollars.
collateralized mortgage obligations (CMO) issued by private corporations, in millions of dollars.
gage pool of assets, in millions of dollars.
overnment and private, in millions of dollars.
llateral, in millions of dollars.
ed collateral based on ratings information used by the borrower’s clearing bank, in millions of dollars.

nged by the Open Market Trading Desk. Schedule 2 includes investment-grade corporate securities, municipal securities, m
ercise of an option purchased from the TOP, while "N" indicates that the loan was not related to the exercise of an option p

ties (TIPS)), in millions of dollars.
accrued interest.

municipal securities, mortgage-backed securities (MBS), and asset-backed securities (ABS) in addition to Schedule 1-eligib
exercise of an option purchased from the TOP.

ion to Schedule 1-eligible collateral.

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