0001145549-15-007511.txt : 20151130 0001145549-15-007511.hdr.sgml : 20151130 20151007143316 ACCESSION NUMBER: 0001145549-15-007511 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151007 DATE AS OF CHANGE: 20151007 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GOLDMAN SACHS TRUST CENTRAL INDEX KEY: 0000822977 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05349 FILM NUMBER: 151148675 BUSINESS ADDRESS: STREET 1: 71 SOUTH WACKER DRIVE STREET 2: C/O GOLDMAN SACHS & CO CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 3126554400 MAIL ADDRESS: STREET 1: 200 WEST STREET CITY: NEW YORK STATE: NY ZIP: 10282 FORMER COMPANY: FORMER CONFORMED NAME: GOLDMAN SACHS SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19910711 FORMER COMPANY: FORMER CONFORMED NAME: SHORT INTERMEDIATE GOVERNMENT FUND DATE OF NAME CHANGE: 19900104 0000822977 S000009259 Financial Square Money Market Fund C000025295 FST Shares FSMXX C000025296 FST Administration Shares FADXX C000025297 FST Service Shares FSVXX C000025298 FST Preferred Shares GPMXX C000025299 FST Select Shares GSMXX C000025300 FST Capital Shares GCKXX C000088816 FST Cash Management Shares GSCXX C000088817 FST Premier Shares GPRXX C000088818 FST Resource Shares GREXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-09-30 0000822977 S000009259 9 N N N N 033-17619 Goldman Sachs Asset Management, L.P. 801-37591 PricewaterhouseCoopers LLP Boston MA Goldman Sachs Asset Management, L.P. The Bank of New York Mellon Goldman, Sachs & Co. 0000734700 84-01100 N N N Prime 31 59 35943030837.10 224599363.42 109334014.32 36058296186.20 0.0031 1.0001 2015-09-30 1.0001 2015-09-30 C000025295 10000000.00 32909842597.76 1.00 163379069.78 39784387274.68 39621008204.90 0.0014 1.0001 2015-09-30 1.0001 2015-09-30 C000025296 10000000.00 437551247.97 1.00 6511944.78 115708889.84 109196945.06 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 C000025297 10000000.00 95247839.83 1.00 74178825.81 83764784.18 9585958.37 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 C000025298 10000000.00 116279039.21 1.00 -568827.02 39428495.98 39997323.00 0.0004 1.0001 2015-09-30 1.0001 2015-09-30 C000025299 10000000.00 2215981914.81 1.00 298847408.50 775769414.80 476922006.30 0.0011 1.0001 2015-09-30 1.0001 2015-09-30 C000025300 10000000.00 274894133.05 1.00 73447491.17 167344467.29 93896976.12 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 C000088816 10000000.00 8497413.51 1.00 456028.94 1134126.70 678097.76 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 C000088817 10000000.00 1000.03 1.00 0.00 0.00 0.00 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 C000088818 10000000.00 1000.03 1.00 0.00 0.00 0.00 0.0001 1.0001 2015-09-30 1.0001 2015-09-30 ABN AMRO Bank N.V. Joint Account III 0.140000% 89830873779157ABN 0001238161 Government Agency Repurchase Agreement N FANNIE MAE 2026-02-01 4.000000 Government Agency Debt 460243.48 201490.14 FANNIE MAE 2026-09-01 3.500000 Government Agency Debt 56813.20 31195.30 FANNIE MAE 2027-04-01 3.500000 Government Agency Debt 2987257.73 1209178.95 FANNIE MAE 2028-05-01 3.000000 Government Agency Debt 697810.45 524063.32 FANNIE MAE 2028-09-01 3.000000 Government Agency Debt 465706.02 366234.49 FANNIE MAE 2028-11-01 3.500000 Government Agency Debt 22065.40 18817.24 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 106432.89 103706.16 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 185.57 188.72 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 1145558.23 1123390.21 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 3889887.59 3899576.78 FANNIE MAE 2030-06-01 3.000000 Government Agency Debt 1120282.52 1147442.10 FANNIE MAE 2034-05-01 5.500000 Government Agency Debt 801.28 52.52 FANNIE MAE 2034-09-01 3.500000 Government Agency Debt 4678617.53 3828625.42 FANNIE MAE 2034-11-01 4.500000 Government Agency Debt 2454777.46 2097306.74 FANNIE MAE 2037-03-01 3.500000 Government Agency Debt 23671.67 7856.16 FANNIE MAE 2037-05-01 3.500000 Government Agency Debt 1855421.63 1062661.92 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 338492.97 201278.41 FANNIE MAE 2037-06-01 3.500000 Government Agency Debt 82413.46 49814.16 FANNIE MAE 2037-07-01 3.500000 Government Agency Debt 1613204.35 1171962.56 FANNIE MAE 2037-08-01 3.500000 Government Agency Debt 474186.62 284402.97 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 3613346.91 1998514.95 FANNIE MAE 2037-09-01 3.500000 Government Agency Debt 1862048.04 1124806.45 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 3180586.08 2011958.54 FANNIE MAE 2037-10-01 3.500000 Government Agency Debt 2117666.78 1088288.91 FANNIE MAE 2039-12-01 5.000000 Government Agency Debt 2411667.46 1333444.82 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 125119.48 81421.61 FANNIE MAE 2041-07-01 4.500000 Government Agency Debt 4135217.38 2293858.58 FANNIE MAE 2041-09-01 4.500000 Government Agency Debt 34964323.98 12154040.91 FANNIE MAE 2042-02-01 4.000000 Government Agency Debt 19148.66 12796.33 FANNIE MAE 2043-07-01 4.000000 Government Agency Debt 4582294.89 4184868.80 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 40158.56 38062.95 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 24274.58 22419.28 FANNIE MAE 2044-04-01 4.500000 Government Agency Debt 161100.00 154683.46 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 6783871.36 6527015.07 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 8339085.46 8338728.99 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 6754589.63 6771678.68 FREDDIE MAC 2015-11-17 4.750000 Government Agency Debt 5694494.85 5826456.93 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 4557342.43 3985358.47 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 48868658.72 22848301.48 FREDDIE MAC 2040-12-01 4.000000 Government Agency Debt 9278462.04 3873764.04 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 8271341.63 6536422.02 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 1479809.32 1138780.58 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-06-15 4.500000 Government Agency Debt 6907390.33 1702811.13 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 16932455.07 4002492.62 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-07-15 5.000000 Government Agency Debt 15411759.96 3123186.87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-08-15 5.000000 Government Agency Debt 73859.38 21868.52 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-10-20 4.000000 Government Agency Debt 10034665.79 5051363.75 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-12-15 4.000000 Government Agency Debt 33782111.63 16494361.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-12-20 4.000000 Government Agency Debt 6156.00 2789.26 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-12-20 4.500000 Government Agency Debt 460106.91 208503.28 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-01-15 4.000000 Government Agency Debt 10678817.88 4816152.93 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-01-20 4.000000 Government Agency Debt 2325.71 1098.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-05-20 4.000000 Government Agency Debt 27041535.28 13786195.73 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-08-20 4.500000 Government Agency Debt 7814752.52 4464660.06 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-09-20 4.500000 Government Agency Debt 2211.77 1302.87 US TREASURY N/B 2017-06-15 0.875000 Treasury Debt 18.56 18.74 US TREASURY N/B 2018-12-31 1.500000 Treasury Debt 4246144.33 4327746.68 US TREASURY N/B 2020-06-30 1.875000 Treasury Debt 185.57 190.76 US TREASURY N/B 2021-02-15 3.625000 Treasury Debt 12268521.65 13664056.82 US TREASURY N/B 2021-02-15 7.875000 Treasury Debt 74.23 99.46 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 176288659.79 176288659.79 0.0049 N 176288659.79 176288659.79 Albion Capital LLC Albion Capital LLC 0.223322% 01329XXF1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 26475000.00 26472734.92 0.0007 N 26473411.50 26473411.50 Albion Capital LLC Albion Capital LLC 0.284359% 01329XXL8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-20 2015-10-20 N N N 125000000.00 124981527.78 0.0035 N 124988750.00 124988750.00 Albion Capital LLC Albion Capital LLC 0.253845% 01329XYG8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-16 2015-11-16 N N N 48850000.00 48834395.14 0.0014 N 48836810.50 48836810.50 Australia and New Zealand Banking Group Limited Australia and New Zealand Banking Group Limited 3.250000% 05252ABN0 Other Note N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 171150000.00 173057523.26 0.0048 N 172988151.00 172988151.00 Australia and New Zealand Banking Group Limited Australia and New Zealand Banking Group Limited 0.458499% 05252TBD1 Other Note N First Tier Security N/A N/A 2015-10-19 2016-05-16 N N N 260000000.00 260000000.00 0.0072 N 259974000.00 259974000.00 Australia and New Zealand Banking Group Limited Australia and New Zealand Banking Group Limited 0.354301% 05253MEZ3 Other Note N First Tier Security N/A N/A 2015-10-26 2016-02-26 N N N 175000000.00 175000000.00 0.0049 N 174986350.00 174986350.00 Australia and New Zealand Banking Group Limited Australia and New Zealand Banking Group Limited 0.120000% 89345009 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 600000000.00 600000000.00 0.0166 N 600000000.00 600000000.00 Banco Del Estado De Chile Banco Del Estado De Chile 0.362800% 05962P7D5 Other Note N First Tier Security N/A N/A 2015-10-19 2015-12-18 N N N 65000000.00 65000000.00 0.0018 N 64998375.00 64998375.00 Banco Del Estado De Chile Banco Del Estado De Chile 0.343598% 05969YAH6 Other Note N First Tier Security N/A N/A 2015-10-30 2015-12-30 N N N 100000000.00 100000000.00 0.0028 N 99994400.00 99994400.00 Banco Del Estado De Chile Banco Del Estado De Chile 0.383601% 05969YBT9 Other Note N First Tier Security N/A N/A 2015-10-30 2016-01-29 N N N 75000000.00 75000000.00 0.0021 N 74995275.00 74995275.00 Bank of America, N.A. Joint Account III 0.140000% 89830873779157BAN 0001085917 Government Agency Repurchase Agreement N FANNIE MAE 2044-11-01 3.500000 Government Agency Debt 103466505.71 95567010.49 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 92783505.15 92783505.15 0.0026 N 92783505.15 92783505.15 Bedford Row Funding Corp. Bedford Row Funding Corp. 0.519119% 07644ABK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-19 2016-02-19 N N N 100000000.00 99800250.00 0.0028 N 99826000.00 99826000.00 Blackrock Municipal Bond Trust Blackrock Municipal Bond Trust 0.150000% 46636YLF5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 19375000.00 19375000.00 0.0005 N 19375000.00 19375000.00 Blackrock Munivest Fund II Inc. Blackrock Munivest Fund II Inc. 0.150000% 46636YHW3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 33000000.00 33000000.00 0.0009 N 33000000.00 33000000.00 Blackrock Munivest Fund, Inc. Blackrock Munivest Fund, Inc. 0.150000% 46636YJA9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 29110000.00 29110000.00 0.0008 N 29110000.00 29110000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.802000% 73482831779157BNP 0001197610 Other Repurchase Agreement N ACCESS GROUP INC 2039-07-01 0.00 Other Note 10150000.00 4404207.00 ACCESS GROUP INC DE 2039-07-01 0.00 Other Note 26454522.00 24999999.00 ACCESS GROUP INC DE 2039-07-01 0.00 Other Note 22026166.00 18606890.00 AEGIS ASSET BACKED SECURITIES TRUST 2037-01-25 0.363900 Other Note 16500000.00 7350439.00 ALM LOAN FUNDING 2024-04-24 5.292500 Other Note 665013.00 641633.00 ARGENT SECURITIES INC. 2034-03-25 1.228900 Other Note 24500000.00 10268666.00 ARROWPOINT CLO LTD 2024-04-25 5.282000 Other Note 1862971.00 1718135.00 ARROWPOINT CLO LTD 2026-10-15 7.638799 Other Note 6600000.00 6656325.00 ASSET BACKED FUNDING CERTIFICATES 2034-06-25 0.893900 Other Note 3.00 0.00 BALLYROCK LTD 2026-10-20 5.286999 Other Note 10308.00 9362.00 BEAR STEARNS ALT-A TRUST 2036-01-25 0.693899 Other Note 4301443.00 428615.00 BEAR STEARNS ASSET BACKED SECURITIES TRUST 2033-10-25 0.673900 Other Note 874045.00 61599.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2046-09-25 0.393899 Other Note 679472.00 221630.00 BELLEMEADERELT 2025-07-25 2.689000 Other Note 1113000.00 1028640.00 BELLEMEADERELT 2025-07-25 4.488999 Other Note 23102422.00 23138288.00 BNC MORTGAGE LOAN TRUST 2037-03-25 0.293899 Other Note 8000000.00 6476384.00 CARLYLE GLOBAL MARKET STRATEGIES 2028-07-28 6.164229 Other Note 4021953.00 3904325.00 CAVALRY CLO LTD 2024-01-17 5.288500 Other Note 7500000.00 6924104.00 CIT GROUP INC 2017-05-15 5.000000 Other Note 2000.00 2083.00 CITIGROUP MORTGAGE LOAN TRUST INC 2037-03-25 0.593899 Other Note 16000000.00 12711704.00 CONNECTICUT AVENUE SECURITIES 2023-10-25 2.193900 Other Note 3990998.00 2572878.00 CONNECTICUT AVENUE SECURITIES 2023-10-25 5.443900 Other Note 1146273.00 1210791.00 CONNECTICUT AVENUE SECURITIES 2024-01-25 1.793900 Other Note 10000000.00 7134502.00 CONNECTICUT AVENUE SECURITIES 2024-01-25 4.593899 Other Note 183325.00 184955.00 CONNECTICUT AVENUE SECURITIES 2024-05-25 2.793899 Other Note 7595000.00 6825382.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 1.393899 Other Note 310000.00 212814.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.193900 Other Note 12576106.00 11362909.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 2.293899 Other Note 295000.00 189734.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 5.093899 Other Note 70918.00 71190.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 5.193900 Other Note 3413161.00 3436324.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 1.693900 Other Note 270000.00 114253.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 4.743900 Other Note 10377000.00 10300084.00 CONNECTICUT AVENUE SECURITIES 2025-07-25 1.693900 Other Note 5000000.00 4969305.00 CONNECTICUT AVENUE SECURITIES 2025-07-25 1.693900 Other Note 21711.00 21521.00 CONNECTICUT AVENUE SECURITIES 2025-07-25 5.193900 Other Note 1624390.00 1618518.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2035-10-25 0.523900 Other Note 181058.00 28409.00 COUNTRYWIDE ASSET-BACKED CERTIFICATES 2036-02-25 0.723899 Other Note 7500000.00 6400182.00 CREDIT SUISSE MORTGAGE TRUST 2044-11-25 3.766092 Other Note 1437866.00 1360066.00 CROWN CASTLE TOWERS LLC 2020-01-15 6.113000 Other Note 703540.00 783600.00 DCALAVIATIONFINANCELIMITED 2040-02-15 4.750000 Other Note 18000000.00 15006406.00 DORAL CLO II LTD 2023-05-26 6.000000 Other Note 1500000.00 1477615.00 DORCHESTER PK CLO LTD DORCHESTER PK CLO LL 2027-01-20 4.000000 Other Note 4775817.00 4800287.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2019-06-17 5.059999 Other Note 3578762.00 3657904.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2020-08-17 6.809999 Other Note 8304.00 8673.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2021-02-16 5.530000 Other Note 14661085.00 14900767.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2021-04-15 5.690000 Other Note 3083.00 3166.00 FANNIEMAE WHOLE LOAN 2044-02-25 6.500000 Government Agency Debt 3673.00 487.00 FANNIEMAE WHOLE LOAN 2044-06-25 7.500000 Government Agency Debt 6350.00 749.00 FELCOR LODGING LP 2025-06-01 6.000000 Other Note 21775214.00 22308707.00 FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES 2036-09-25 0.503900 Other Note 26048000.00 16526466.00 FREMONT HOME LOAN TRUST 2034-01-25 1.018899 Other Note 23000000.00 6425737.00 GE-WMC MORTGAGE SECURITIES LLC 2035-10-25 0.853899 Other Note 20606000.00 17283068.00 HARBORVIEW MORTGAGE LOAN TRUST 2036-11-19 0.396000 Other Note 22021.00 6290.00 HOME EQUITY ASSET TRUST 2036-01-25 0.643900 Other Note 7000000.00 6367931.00 HOME EQUITY LOAN TRUST 2037-04-25 0.353899 Other Note 16000000.00 12952824.00 HSI ASSET SECURITIZATION CORPORATION TRUST 2037-04-25 0.473899 Other Note 9855000.00 7085142.00 JP MORGAN MADISON AVENUE SECURITIES TRUST 2024-11-25 4.443900 Other Note 6749590.00 6691622.00 K HOVNANIAN ENTERPRISES 2020-10-15 7.250000 Other Note 24986000.00 24504499.00 KEYCORP STUDENT LOAN TRUST 2038-12-27 1.626400 Other Note 18976381.00 13865473.00 LONG BEACH MORTGAGE LOAN TRUST 2035-06-25 1.093900 Other Note 3132372.00 2890377.00 LONG BEACH MORTGAGE LOAN TRUST 2035-06-25 1.243900 Other Note 1150826.00 905290.00 LONG BEACH MORTGAGE LOAN TRUST 2036-06-25 0.343899 Other Note 30000000.00 9606218.00 MASTR SPECIALIZED LOAN TRUST 2046-06-25 0.453900 Other Note 2684000.00 626665.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2035-08-25 1.393899 Other Note 23729000.00 13307636.00 MORGAN STANLEY CAPITAL INC 2036-03-25 0.463899 Other Note 10137000.00 6528253.00 MORGAN STANLEY CAPITAL INC 2036-10-25 0.293899 Other Note 26000000.00 6441147.00 MORGAN STANLEY CAPITAL INC 2037-02-25 0.303900 Other Note 87900066.00 1501396.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2029-04-25 0.473899 Other Note 15000000.00 14369322.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2030-07-25 0.433900 Other Note 13000000.00 11584251.00 NELDER GROVE CLO LTD 2026-08-28 7.075199 Other Note 10000000.00 9765300.00 NUMERICABLE-SFR SAS 2022-05-15 6.000000 Other Note 388000.00 379723.00 NUMERICABLE-SFR SAS 2024-05-15 6.250000 Other Note 333000.00 320617.00 OAKS MORTGAGE TRUST SERIES 2046-04-25 3.856471 Other Note 1273.00 1154.00 OCP CLO 2015 9 LTD 2027-07-15 6.000000 Other Note 7316659.00 7076407.00 OCP CLO LTD 2026-10-20 5.373499 Other Note 8620000.00 7723384.00 OZLM FUNDING LTD 2026-01-17 5.038500 Other Note 6832438.00 6115558.00 PULTE GROUP INC 2032-06-15 7.875000 Other Note 1000.00 1168.00 RESIDENTIAL ASSET MORTGAGE PRODUCTS, INC. 2035-09-25 0.673900 Other Note 17848000.00 15199492.00 SEQUOIA MORTGAGE TRUST 2041-09-25 4.494520 Other Note 1054.00 990.00 SEQUOIA MORTGAGE TRUST 2043-05-25 3.532890 Other Note 3908323.00 3567193.00 SEQUOIA MORTGAGE TRUST 2045-01-25 3.898585 Other Note 3187869.00 3008335.00 SMITHFIELD FOODS INC 2022-08-15 6.625000 Other Note 783000.00 828634.00 SOCIAL PROFESSIONAL LOAN PROGRAM LLC 2029-12-25 3.750000 Other Note 18000000.00 7865869.00 SOUND HARBOR LOAN FUND LTD 2026-10-30 7.296800 Other Note 8900000.00 8884698.00 SOUNDVIEW HOME EQUITY LOAN TRUST 2036-11-25 0.353899 Other Note 25959000.00 9314403.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-07-25 3.593900 Other Note 1081996.00 684581.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-11-25 4.443900 Other Note 657588.00 656961.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 2.393899 Other Note 5125000.00 5163558.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-04-25 3.793899 Other Note 13594766.00 12773641.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-08-25 4.293899 Other Note 2460403.00 2328851.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-09-25 2.393899 Other Note 3325657.00 3301129.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-09-25 3.943900 Other Note 734127.00 688654.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2027-12-25 4.093899 Other Note 11334769.00 10971265.00 STRUCTURED ASSET INVESTMENT LOAN TRUST 2033-11-25 1.093900 Other Note 2.00 0.00 STRUCTURED ASSET SECURITIES CORPORATION 2035-11-25 0.813899 Other Note 22565000.00 18155809.00 SUN PRODUCTS CORP 2021-03-15 7.750000 Other Note 3000.00 2560.00 TRALEE CDO LTD 2026-07-20 7.286999 Other Note 7600000.00 7673486.00 VENTURE CDO LTD 2025-07-15 5.138799 Other Note 13730000.00 12724083.00 VENTURE CDO LTD 2027-01-15 5.588800 Other Note 13800000.00 12547834.00 WHITEHORSE LTD 2020-01-17 1.036999 Other Note 1598257.00 1554145.00 WHITEHORSE LTD 2020-01-17 3.936999 Other Note 7000000.00 6817160.00 First Tier Security N/A N/A 2015-10-15 2015-12-14 N N N 500000000.00 500000000.00 0.0139 Y 500000000.00 500000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.470001% 818399857791572BN 0001197610 Other Repurchase Agreement N ALM LOAN FUNDING 2024-04-24 5.292500 Other Note 764813.00 737924.00 BALLYROCK LTD 2026-10-20 5.286999 Other Note 7357581.00 6682084.00 CONNECTICUT AVENUE SECURITIES 2023-10-25 5.443900 Other Note 23026592.00 24322646.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.093900 Other Note 8821275.00 8008171.00 CONNECTICUT AVENUE SECURITIES 2024-07-25 3.193900 Other Note 328062.00 296414.00 CONNECTICUT AVENUE SECURITIES 2024-11-25 2.293899 Other Note 11317922.00 7279290.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 1.693900 Other Note 18440000.00 7803024.00 CONNECTICUT AVENUE SECURITIES 2025-02-25 4.743900 Other Note 25000000.00 24814697.00 CONNECTICUT AVENUE SECURITIES 2025-05-25 1.393899 Other Note 5000000.00 4904558.00 CROWN CASTLE TOWERS LLC 2020-01-15 6.113000 Other Note 5763285.00 6419124.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2021-02-16 5.530000 Other Note 555428.00 564508.00 EXETER AUTOMOBILE RECEIVABLES TRUST 2021-04-15 5.690000 Other Note 6399341.00 6571117.00 LONG BEACH MORTGAGE LOAN TRUST 2035-06-25 1.243900 Other Note 12064598.00 9490540.00 MORGAN STANLEY CAPITAL INC 2037-02-25 0.303900 Other Note 37577.00 642.00 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2028-03-27 0.443900 Other Note 9864609.00 9435091.00 NUMERICABLE-SFR SAS 2022-05-15 6.000000 Other Note 562000.00 550011.00 NUMERICABLE-SFR SAS 2024-05-15 6.250000 Other Note 550000.00 529547.00 OCP CLO 2015 9 LTD 2027-07-15 6.000000 Other Note 2046612.00 1979409.00 SEQUOIA MORTGAGE TRUST 2043-05-25 3.532890 Other Note 2906796.00 2653082.00 SEQUOIA MORTGAGE TRUST 2043-06-25 3.554704 Other Note 2041690.00 1892351.00 SLM STUDENT LOAN TRUST 2041-12-16 0.767199 Other Note 10000000.00 7126664.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-07-25 3.593900 Other Note 14000000.00 8857827.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2023-11-25 4.443900 Other Note 9394100.00 9385140.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-02-25 4.693900 Other Note 29574522.00 29613647.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-04-25 3.793899 Other Note 6978976.00 6557445.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-08-25 4.293899 Other Note 7539597.00 7136473.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-09-25 3.943900 Other Note 12325337.00 11561878.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-10-25 1.843900 Other Note 2470000.00 1296449.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2024-10-25 4.743900 Other Note 15166491.00 15188658.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2025-05-25 2.143899 Other Note 9613986.00 9431250.00 USG CORP 2018-01-15 9.750000 Other Note 2007000.00 2293625.00 First Tier Security N/A N/A 2015-10-01 2015-10-07 N N N 190000000.00 190000000.00 0.0053 N 190000000.00 190000000.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.300000% 897387247791571BN 0001197610 Other Repurchase Agreement N CONNECTICUT AVENUE SECURITIES 2024-05-25 2.793899 Other Note 71797554.00 63228933.00 FED REPUBLIC OF BRAZIL 2019-01-15 5.875000 Other Instrument SOVEREIGN DEBT 19000000.00 19755052.00 FED REPUBLIC OF BRAZIL 2019-10-14 8.875000 Other Instrument SOVEREIGN DEBT 50000000.00 58921181.00 FED REPUBLIC OF BRAZIL 2024-04-15 8.875000 Other Instrument SOVEREIGN DEBT 50000000.00 59908854.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2025-01-25 4.343899 Other Note 993371.00 992419.00 STRUCTURED AGENCY CREDIT RISK DEBT NOTES 2027-10-25 3.493900 Other Note 9646967.00 9124075.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 185000000.00 185000000.00 0.0051 N 185000000.00 185000000.00 BNP Paribas Securities Corp. Joint Account III 0.080000% 89830873779157BNP 0001197610 Government Agency Repurchase Agreement N FANNIE MAE 2029-03-01 3.500000 Government Agency Debt 2664558.93 2392540.70 FANNIE MAE 2032-01-01 4.000000 Government Agency Debt 3728579.94 1962216.56 FANNIE MAE 2041-05-01 6.000000 Government Agency Debt 5143770.37 1923630.87 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 727905.53 624618.56 FANNIE MAE 2043-10-01 4.000000 Government Agency Debt 3129403.92 2378927.32 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 1781560.76 1794929.75 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 2355120.00 2307080.04 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 1553342.47 1608822.00 FANNIE MAE 2045-10-01 3.500000 Government Agency Debt 1697561.44 1776512.41 FREDDIE MAC 2021-09-01 6.000000 Government Agency Debt 652156.52 6729.96 FREDDIE MAC 2021-11-01 6.000000 Government Agency Debt 392474.23 4251.71 FREDDIE MAC 2022-06-01 6.000000 Government Agency Debt 293825.69 4450.64 FREDDIE MAC 2023-03-01 5.000000 Government Agency Debt 251254.39 8911.30 FREDDIE MAC 2024-02-01 5.000000 Government Agency Debt 105773.20 6989.38 FREDDIE MAC 2025-03-01 6.000000 Government Agency Debt 183704.47 19520.35 FREDDIE MAC 2029-12-01 3.000000 Government Agency Debt 1852999.79 1800888.12 FREDDIE MAC 2038-12-20 7.000000 Government Agency Debt 170709.77 69688.02 FREDDIE MAC 2041-11-01 4.000000 Government Agency Debt 7453412.35 5021690.10 FREDDIE MAC 2041-11-01 4.000000 Government Agency Debt 5061054.43 3409853.94 FREDDIE MAC 2042-06-01 3.500000 Government Agency Debt 17701422.68 13742035.42 FREDDIE MAC 2042-10-01 3.500000 Government Agency Debt 8580422.78 6504834.06 FREDDIE MAC 2045-01-01 4.000000 Government Agency Debt 7086248.91 7212258.93 FREDDIE MAC 2045-02-01 3.500000 Government Agency Debt 30255.03 31263.03 FREDDIE MAC 2045-05-01 4.000000 Government Agency Debt 11498.29 12305.32 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2035-06-20 4.500000 Government Agency Debt 0.56 0.19 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-09-15 4.000000 Government Agency Debt 6996802.64 2098032.49 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-03-15 4.000000 Government Agency Debt 2764306.76 2412352.76 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-06-20 4.000000 Government Agency Debt 4360901.94 3021774.68 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-04-20 3.500000 Government Agency Debt 2061996.87 2142817.79 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-08-20 3.500000 Government Agency Debt 1856570.29 1947496.45 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 64948453.61 64948453.61 0.0018 N 64948453.61 64948453.61 BNZ International Funding Limited BNZ International Funding Limited 0.335599% 0556X4CL8 Other Note N First Tier Security N/A N/A 2015-10-27 2016-03-24 N N N 100000000.00 100000000.00 0.0028 N 99989800.00 99989800.00 California State University California State University 0.169998% 52522NMY2 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-07 2015-10-07 Y Citibank, N.A. N/A N/A Y Assured Guaranty Municipal Corp. N/A N/A N 15000000.00 15000000.00 0.0004 N 15000000.00 15000000.00 Chariot Funding LLC Chariot Funding LLC 0.508990% 15963TAK5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 150000000.00 149770833.34 0.0042 N 149815500.00 149815500.00 Chariot Funding LLC Chariot Funding LLC 0.406984% 15963TAN9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 35000000.00 34956055.56 0.0010 N 34954850.00 34954850.00 Chariot Funding LLC Chariot Funding LLC 0.508880% 15963TBB4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-11 2016-02-11 N N N 50000000.00 49907638.89 0.0014 N 49915500.00 49915500.00 Chariot Funding LLC Chariot Funding LLC 0.509226% 15963TBN8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 50000000.00 49900000.00 0.0014 N 49903500.00 49903500.00 Chariot Funding LLC Chariot Funding LLC 0.508876% 15963TBP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N N 50000000.00 49899305.55 0.0014 N 49902500.00 49902500.00 Chariot Funding LLC Chariot Funding LLC 0.508873% 15963TBQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 100000000.00 99797222.22 0.0028 N 99803000.00 99803000.00 Citibank, N.A. Citibank, N.A. 0.100000% 89738713779157CIT 0000840464 Government Agency Repurchase Agreement N FANNIE MAE 2015-10-15 4.375000 Government Agency Debt 3000.00 3065.00 FANNIE MAE 2015-11-01 7.000000 Government Agency Debt 30000.00 4.00 FANNIE MAE 2015-11-01 7.000000 Government Agency Debt 50000.00 0.00 FANNIE MAE 2015-12-01 7.000000 Government Agency Debt 42000.00 2.00 FANNIE MAE 2016-01-01 6.000000 Government Agency Debt 493174.00 2.00 FANNIE MAE 2016-01-01 7.000000 Government Agency Debt 137094.00 41.00 FANNIE MAE 2016-02-01 7.000000 Government Agency Debt 60000.00 16.00 FANNIE MAE 2016-02-01 7.000000 Government Agency Debt 22000.00 2.00 FANNIE MAE 2016-03-01 6.000000 Government Agency Debt 11000.00 9.00 FANNIE MAE 2016-03-01 7.000000 Government Agency Debt 808975.00 7.00 FANNIE MAE 2016-03-01 7.500000 Government Agency Debt 25000.00 8.00 FANNIE MAE 2016-04-01 6.000000 Government Agency Debt 135364.00 45.00 FANNIE MAE 2016-04-01 6.000000 Government Agency Debt 20000.00 11.00 FANNIE MAE 2016-04-01 6.500000 Government Agency Debt 25000.00 14.00 FANNIE MAE 2016-06-01 6.000000 Government Agency Debt 48994.00 41.00 FANNIE MAE 2016-06-01 6.000000 Government Agency Debt 25000.00 34.00 FANNIE MAE 2016-06-01 6.000000 Government Agency Debt 10000.00 16.00 FANNIE MAE 2016-06-01 6.000000 Government Agency Debt 16292.00 14.00 FANNIE MAE 2016-06-01 6.000000 Government Agency Debt 6000.00 7.00 FANNIE MAE 2016-06-01 6.000000 Government Agency Debt 5000.00 4.00 FANNIE MAE 2016-06-01 7.000000 Government Agency Debt 5000.00 2.00 FANNIE MAE 2016-06-01 7.500000 Government Agency Debt 10000.00 3.00 FANNIE MAE 2016-07-01 7.000000 Government Agency Debt 10000.00 3.00 FANNIE MAE 2016-07-01 7.000000 Government Agency Debt 5000.00 1.00 FANNIE MAE 2016-07-01 7.500000 Government Agency Debt 18000.00 5.00 FANNIE MAE 2016-08-01 6.000000 Government Agency Debt 35000.00 29.00 FANNIE MAE 2016-08-01 6.000000 Government Agency Debt 20000.00 29.00 FANNIE MAE 2016-08-01 6.500000 Government Agency Debt 5000.00 11.00 FANNIE MAE 2016-09-01 6.000000 Government Agency Debt 25000.00 56.00 FANNIE MAE 2016-09-01 6.000000 Government Agency Debt 40358.00 53.00 FANNIE MAE 2016-09-01 6.500000 Government Agency Debt 158618.00 36.00 FANNIE MAE 2016-10-01 6.000000 Government Agency Debt 40000.00 46.00 FANNIE MAE 2016-10-01 6.000000 Government Agency Debt 7737.00 17.00 FANNIE MAE 2016-10-01 6.000000 Government Agency Debt 14000.00 10.00 FANNIE MAE 2016-10-01 6.000000 Government Agency Debt 9000.00 3.00 FANNIE MAE 2016-11-01 5.500000 Government Agency Debt 7351149.00 23271.00 FANNIE MAE 2016-12-01 5.500000 Government Agency Debt 13000.00 44.00 FANNIE MAE 2016-12-01 6.000000 Government Agency Debt 55000.00 67.00 FANNIE MAE 2017-01-01 6.000000 Government Agency Debt 6000.00 10.00 FANNIE MAE 2017-01-01 7.000000 Government Agency Debt 5000.00 13.00 FANNIE MAE 2017-01-30 1.250000 Government Agency Debt 19.00 19.00 FANNIE MAE 2017-02-01 6.000000 Government Agency Debt 10000.00 31.00 FANNIE MAE 2017-02-01 8.000000 Government Agency Debt 60000.00 17.00 FANNIE MAE 2017-03-01 6.000000 Government Agency Debt 20000.00 35.00 FANNIE MAE 2017-03-01 6.500000 Government Agency Debt 2931556.00 23498.00 FANNIE MAE 2017-06-01 7.000000 Government Agency Debt 5000.00 8.00 FANNIE MAE 2017-08-01 5.500000 Government Agency Debt 13000.00 65.00 FANNIE MAE 2017-08-01 7.000000 Government Agency Debt 28000.00 54.00 FANNIE MAE 2017-08-01 8.000000 Government Agency Debt 5935.00 57.00 FANNIE MAE 2017-10-01 7.000000 Government Agency Debt 5000.00 5.00 FANNIE MAE 2017-11-01 6.000000 Government Agency Debt 14397.00 44.00 FANNIE MAE 2018-02-01 5.500000 Government Agency Debt 1168691.00 23744.00 FANNIE MAE 2018-02-01 6.000000 Government Agency Debt 49000.00 81.00 FANNIE MAE 2018-03-01 5.500000 Government Agency Debt 2875319.00 23370.00 FANNIE MAE 2018-04-01 5.500000 Government Agency Debt 1603.00 32.00 FANNIE MAE 2018-04-01 6.500000 Government Agency Debt 16842283.00 23887.00 FANNIE MAE 2018-07-01 4.500000 Government Agency Debt 3144359.00 92418.00 FANNIE MAE 2018-08-01 4.000000 Government Agency Debt 1000.00 39.00 FANNIE MAE 2018-11-01 4.500000 Government Agency Debt 3099433.00 182106.00 FANNIE MAE 2018-12-01 5.500000 Government Agency Debt 966283.00 23381.00 FANNIE MAE 2019-07-01 5.500000 Government Agency Debt 487802.00 24108.00 FANNIE MAE 2019-11-01 5.500000 Government Agency Debt 821599.00 23881.00 FANNIE MAE 2020-01-01 4.500000 Government Agency Debt 425000.00 28548.00 FANNIE MAE 2020-08-01 5.500000 Government Agency Debt 260906.00 24492.00 FANNIE MAE 2020-08-01 6.500000 Government Agency Debt 416656.00 24288.00 FANNIE MAE 2020-12-01 3.549999 Government Agency Debt 85809.00 89552.00 FANNIE MAE 2020-12-01 4.500000 Government Agency Debt 215024.00 12951.00 FANNIE MAE 2021-02-01 5.500000 Government Agency Debt 1000.00 73.00 FANNIE MAE 2021-06-01 5.500000 Government Agency Debt 3126.00 79.00 FANNIE MAE 2021-08-01 5.000000 Government Agency Debt 2000.00 69.00 FANNIE MAE 2021-09-01 6.500000 Government Agency Debt 2606428.00 24382.00 FANNIE MAE 2022-01-25 8.500000 Government Agency Debt 6991.00 56.00 FANNIE MAE 2022-02-01 3.069999 Government Agency Debt 2400000.00 2476177.00 FANNIE MAE 2022-06-01 2.750000 Government Agency Debt 3912841.00 4049291.00 FANNIE MAE 2022-06-01 5.500000 Government Agency Debt 1000.00 55.00 FANNIE MAE 2022-07-01 6.500000 Government Agency Debt 1250734.00 24453.00 FANNIE MAE 2022-08-01 5.500000 Government Agency Debt 1000.00 78.00 FANNIE MAE 2022-09-13 2.500000 Government Agency Debt 1000.00 1003.00 FANNIE MAE 2022-10-01 5.500000 Government Agency Debt 280146.00 24642.00 FANNIE MAE 2023-03-01 5.500000 Government Agency Debt 1000.00 80.00 FANNIE MAE 2023-04-01 2.129999 Government Agency Debt 1000.00 3.00 FANNIE MAE 2023-05-01 4.500000 Government Agency Debt 2997.00 53.00 FANNIE MAE 2023-10-01 5.500000 Government Agency Debt 130709.00 24555.00 FANNIE MAE 2024-06-01 7.000000 Government Agency Debt 1020000.00 24857.00 FANNIE MAE 2025-07-01 3.040000 Government Agency Debt 2600547.00 2679831.00 FANNIE MAE 2025-08-01 3.129999 Government Agency Debt 3000000.00 3107445.00 FANNIE MAE 2025-09-01 4.000000 Government Agency Debt 1000.00 450.00 FANNIE MAE 2025-09-01 4.000000 Government Agency Debt 1000.00 329.00 FANNIE MAE 2025-09-01 5.500000 Government Agency Debt 1000.00 248.00 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 19568847.00 4455955.00 FANNIE MAE 2025-10-01 3.500000 Government Agency Debt 1000.00 372.00 FANNIE MAE 2025-10-01 4.500000 Government Agency Debt 1000.00 359.00 FANNIE MAE 2025-11-01 3.500000 Government Agency Debt 1000.00 335.00 FANNIE MAE 2025-11-01 4.000000 Government Agency Debt 1000.00 580.00 FANNIE MAE 2025-12-01 4.000000 Government Agency Debt 1000.00 418.00 FANNIE MAE 2026-01-01 4.000000 Government Agency Debt 1000.00 365.00 FANNIE MAE 2026-02-01 4.500000 Government Agency Debt 41831.00 1857.00 FANNIE MAE 2026-08-01 4.000000 Government Agency Debt 2776102.00 1393117.00 FANNIE MAE 2026-08-01 4.000000 Government Agency Debt 1339777.00 497936.00 FANNIE MAE 2026-09-01 6.500000 Government Agency Debt 380130.00 29950.00 FANNIE MAE 2026-11-01 4.000000 Government Agency Debt 1000.00 507.00 FANNIE MAE 2026-12-01 3.310000 Government Agency Debt 2875000.00 2983405.00 FANNIE MAE 2027-04-01 2.500000 Government Agency Debt 9511951.00 5368826.00 FANNIE MAE 2027-08-01 2.500000 Government Agency Debt 1289859.00 1066548.00 FANNIE MAE 2027-09-01 6.500000 Government Agency Debt 254780.00 24791.00 FANNIE MAE 2027-09-01 6.500000 Government Agency Debt 271901.00 24391.00 FANNIE MAE 2028-03-01 6.500000 Government Agency Debt 5000000.00 866815.00 FANNIE MAE 2028-05-01 3.500000 Government Agency Debt 5731849.00 5032377.00 FANNIE MAE 2028-07-01 6.500000 Government Agency Debt 1000.00 3.00 FANNIE MAE 2028-12-01 4.000000 Government Agency Debt 5289599.00 5013736.00 FANNIE MAE 2028-12-01 6.000000 Government Agency Debt 2403707.00 24805.00 FANNIE MAE 2029-06-01 3.000000 Government Agency Debt 407622.00 368103.00 FANNIE MAE 2029-09-01 7.000000 Government Agency Debt 3681660.00 24887.00 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 1905554.00 1894684.00 FANNIE MAE 2029-11-01 8.000000 Government Agency Debt 1000.00 6.00 FANNIE MAE 2030-02-01 7.000000 Government Agency Debt 1000.00 7.00 FANNIE MAE 2030-02-01 7.500000 Government Agency Debt 1000.00 2.00 FANNIE MAE 2030-02-01 7.500000 Government Agency Debt 1000.00 2.00 FANNIE MAE 2030-04-01 7.500000 Government Agency Debt 1000.00 2.00 FANNIE MAE 2030-06-01 4.500000 Government Agency Debt 1000.00 211.00 FANNIE MAE 2030-07-01 3.000000 Government Agency Debt 1000.00 1033.00 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 297358.00 299246.00 FANNIE MAE 2030-09-01 3.500000 Government Agency Debt 271100.00 286303.00 FANNIE MAE 2030-11-01 3.980000 Government Agency Debt 1873081.00 1775518.00 FANNIE MAE 2031-06-01 8.000000 Government Agency Debt 863282.00 24943.00 FANNIE MAE 2031-09-01 4.000000 Government Agency Debt 1000.00 391.00 FANNIE MAE 2032-05-01 6.500000 Government Agency Debt 19599.00 150.00 FANNIE MAE 2032-06-01 3.000000 Government Agency Debt 9675000.00 6353143.00 FANNIE MAE 2032-10-01 8.500000 Government Agency Debt 1000.00 425.00 FANNIE MAE 2033-01-01 2.339999 Government Agency Debt 1455.00 12.00 FANNIE MAE 2033-01-01 3.500000 Government Agency Debt 1436000.00 1061372.00 FANNIE MAE 2033-01-01 6.500000 Government Agency Debt 9334045.00 1035844.00 FANNIE MAE 2033-04-01 8.000000 Government Agency Debt 1000.00 406.00 FANNIE MAE 2033-07-01 5.000000 Government Agency Debt 5376124.00 923933.00 FANNIE MAE 2033-08-01 2.331000 Government Agency Debt 39994778.00 2393603.00 FANNIE MAE 2033-11-01 3.500000 Government Agency Debt 1360000.00 1136525.00 FANNIE MAE 2033-12-01 6.000000 Government Agency Debt 115900985.00 5081136.00 FANNIE MAE 2034-02-01 5.500000 Government Agency Debt 248749.00 36015.00 FANNIE MAE 2034-04-01 5.500000 Government Agency Debt 275006.00 14399.00 FANNIE MAE 2034-07-01 6.000000 Government Agency Debt 9100000.00 964017.00 FANNIE MAE 2034-08-01 1.780000 Government Agency Debt 17487550.00 1549294.00 FANNIE MAE 2034-08-01 3.000000 Government Agency Debt 1197684.00 1117687.00 FANNIE MAE 2034-08-01 6.000000 Government Agency Debt 16515163.00 1081580.00 FANNIE MAE 2034-08-01 6.000000 Government Agency Debt 14153585.00 801526.00 FANNIE MAE 2034-08-01 6.500000 Government Agency Debt 3001675.00 272027.00 FANNIE MAE 2035-01-01 4.000000 Government Agency Debt 23769.00 22695.00 FANNIE MAE 2035-04-01 3.100000 Government Agency Debt 20219585.00 1873462.00 FANNIE MAE 2035-05-01 2.388999 Government Agency Debt 29376480.00 1636697.00 FANNIE MAE 2035-05-01 5.000000 Government Agency Debt 25860.00 2331.00 FANNIE MAE 2035-06-01 3.000000 Government Agency Debt 24718.00 25147.00 FANNIE MAE 2035-07-01 1.948000 Government Agency Debt 32130000.00 2153242.00 FANNIE MAE 2035-08-01 2.330000 Government Agency Debt 16541864.00 1310075.00 FANNIE MAE 2035-09-01 3.500000 Government Agency Debt 23805.00 25062.00 FANNIE MAE 2035-11-01 5.000000 Government Agency Debt 18007.00 1901.00 FANNIE MAE 2035-11-01 7.000000 Government Agency Debt 2386255.00 24961.00 FANNIE MAE 2036-04-01 5.500000 Government Agency Debt 1000.00 90.00 FANNIE MAE 2036-04-01 6.000000 Government Agency Debt 44810068.00 4882525.00 FANNIE MAE 2036-07-01 5.500000 Government Agency Debt 116000.00 16245.00 FANNIE MAE 2036-07-01 6.000000 Government Agency Debt 1000.00 246.00 FANNIE MAE 2036-09-01 6.000000 Government Agency Debt 1000.00 106.00 FANNIE MAE 2036-11-01 2.200000 Government Agency Debt 25010005.00 1925059.00 FANNIE MAE 2036-12-01 2.637999 Government Agency Debt 25019842.00 2649789.00 FANNIE MAE 2036-12-01 6.500000 Government Agency Debt 1000.00 282.00 FANNIE MAE 2037-02-01 5.500000 Government Agency Debt 15000.00 915.00 FANNIE MAE 2037-02-01 5.500000 Government Agency Debt 22006.00 628.00 FANNIE MAE 2037-03-01 2.221000 Government Agency Debt 12192944.00 2017501.00 FANNIE MAE 2037-04-01 5.500000 Government Agency Debt 1000.00 187.00 FANNIE MAE 2037-05-01 6.000000 Government Agency Debt 50609.00 24589.00 FANNIE MAE 2037-05-01 6.000000 Government Agency Debt 1000.00 121.00 FANNIE MAE 2037-06-01 2.500999 Government Agency Debt 10288512.00 1602936.00 FANNIE MAE 2037-08-01 2.726000 Government Agency Debt 1010.00 19.00 FANNIE MAE 2037-08-01 5.500000 Government Agency Debt 2426404.00 351956.00 FANNIE MAE 2037-08-01 6.000000 Government Agency Debt 5577921.00 1085772.00 FANNIE MAE 2037-08-01 7.500000 Government Agency Debt 1000.00 382.00 FANNIE MAE 2037-09-01 1.581000 Government Agency Debt 21340712.00 1935336.00 FANNIE MAE 2037-09-01 2.220000 Government Agency Debt 33798675.00 1786064.00 FANNIE MAE 2037-09-01 5.500000 Government Agency Debt 10000.00 790.00 FANNIE MAE 2037-10-01 1.752000 Government Agency Debt 32885275.00 1641437.00 FANNIE MAE 2037-10-01 2.458000 Government Agency Debt 49993594.00 1574932.00 FANNIE MAE 2037-10-01 6.000000 Government Agency Debt 19000.00 780.00 FANNIE MAE 2037-10-01 6.500000 Government Agency Debt 834621.00 24838.00 FANNIE MAE 2037-10-01 7.500000 Government Agency Debt 96082000.00 6547465.00 FANNIE MAE 2037-11-01 6.500000 Government Agency Debt 5820000.00 178374.00 FANNIE MAE 2038-01-01 5.500000 Government Agency Debt 1905.00 73.00 FANNIE MAE 2038-02-01 2.399999 Government Agency Debt 11229837.00 1120576.00 FANNIE MAE 2038-02-01 5.500000 Government Agency Debt 76000.00 6811.00 FANNIE MAE 2038-02-01 5.500000 Government Agency Debt 2000.00 385.00 FANNIE MAE 2038-05-01 6.500000 Government Agency Debt 10162165.00 745411.00 FANNIE MAE 2038-07-01 2.464000 Government Agency Debt 2510000.00 1583239.00 FANNIE MAE 2038-07-01 5.500000 Government Agency Debt 3935059.00 1007288.00 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 1000.00 93.00 FANNIE MAE 2038-10-01 6.500000 Government Agency Debt 28000.00 2553.00 FANNIE MAE 2038-11-01 6.500000 Government Agency Debt 208946.00 24447.00 FANNIE MAE 2039-01-01 6.000000 Government Agency Debt 1244013.00 113282.00 FANNIE MAE 2039-01-01 6.000000 Government Agency Debt 1000.00 115.00 FANNIE MAE 2039-01-01 7.000000 Government Agency Debt 1001.00 284.00 FANNIE MAE 2039-03-01 5.500000 Government Agency Debt 1100000.00 480248.00 FANNIE MAE 2039-04-01 6.000000 Government Agency Debt 48000.00 3865.00 FANNIE MAE 2039-09-01 5.500000 Government Agency Debt 1000.00 326.00 FANNIE MAE 2039-09-01 6.000000 Government Agency Debt 1000.00 194.00 FANNIE MAE 2039-09-01 6.000000 Government Agency Debt 1288.00 153.00 FANNIE MAE 2039-10-01 6.500000 Government Agency Debt 97022.00 24375.00 FANNIE MAE 2039-12-01 5.500000 Government Agency Debt 3.00 0.00 FANNIE MAE 2039-12-01 6.000000 Government Agency Debt 1000.00 139.00 FANNIE MAE 2040-01-01 3.978000 Government Agency Debt 16350000.00 1734711.00 FANNIE MAE 2040-03-01 4.500000 Government Agency Debt 1000.00 253.00 FANNIE MAE 2040-04-01 5.000000 Government Agency Debt 427964.00 133411.00 FANNIE MAE 2040-04-01 5.500000 Government Agency Debt 1001.00 380.00 FANNIE MAE 2040-04-01 5.500000 Government Agency Debt 1000.00 231.00 FANNIE MAE 2040-05-01 5.000000 Government Agency Debt 1000.00 286.00 FANNIE MAE 2040-06-01 4.500000 Government Agency Debt 1000.00 457.00 FANNIE MAE 2040-06-01 5.000000 Government Agency Debt 1313000.00 267967.00 FANNIE MAE 2040-06-01 5.000000 Government Agency Debt 1000.00 371.00 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 1000.00 635.00 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 1000.00 625.00 FANNIE MAE 2040-07-01 5.000000 Government Agency Debt 1000.00 298.00 FANNIE MAE 2040-07-01 5.500000 Government Agency Debt 1999.00 844.00 FANNIE MAE 2040-07-01 5.500000 Government Agency Debt 1001.00 332.00 FANNIE MAE 2040-10-01 4.000000 Government Agency Debt 1000.00 629.00 FANNIE MAE 2040-10-01 5.000000 Government Agency Debt 1000.00 585.00 FANNIE MAE 2040-10-01 5.500000 Government Agency Debt 1000.00 354.00 FANNIE MAE 2040-11-01 4.000000 Government Agency Debt 4007.00 2607.00 FANNIE MAE 2040-11-01 4.000000 Government Agency Debt 1000.00 544.00 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 1972.00 978.00 FANNIE MAE 2040-11-01 4.500000 Government Agency Debt 1000.00 649.00 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 6457254.00 2300131.00 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 1000.00 635.00 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 1000.00 622.00 FANNIE MAE 2040-11-01 5.000000 Government Agency Debt 1001.00 447.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 5543100.00 2745939.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1000.00 700.00 FANNIE MAE 2040-12-01 4.000000 Government Agency Debt 1000.00 630.00 FANNIE MAE 2040-12-01 4.500000 Government Agency Debt 1000.00 416.00 FANNIE MAE 2041-01-01 3.500000 Government Agency Debt 8896228.00 4592149.00 FANNIE MAE 2041-01-01 4.500000 Government Agency Debt 1000.00 581.00 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 1000.00 433.00 FANNIE MAE 2041-04-01 4.500000 Government Agency Debt 1000.00 582.00 FANNIE MAE 2041-05-01 5.000000 Government Agency Debt 1000.00 350.00 FANNIE MAE 2041-09-01 3.581999 Government Agency Debt 4222399.00 1739806.00 FANNIE MAE 2042-01-01 5.000000 Government Agency Debt 667577.00 268212.00 FANNIE MAE 2042-06-25 4.000000 Government Agency Debt 7767150.00 8587021.00 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 6209915.00 5130552.00 FANNIE MAE 2043-02-01 2.294000 Government Agency Debt 1769570.00 1542758.00 FANNIE MAE 2043-09-01 4.500000 Government Agency Debt 7626439.00 6635154.00 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 6454140.00 5043272.00 FANNIE MAE 2043-12-01 4.500000 Government Agency Debt 1000.00 650.00 FANNIE MAE 2044-01-01 3.000000 Government Agency Debt 1044910.00 1047465.00 FANNIE MAE 2044-01-01 3.500000 Government Agency Debt 80561.00 80024.00 FANNIE MAE 2044-09-01 4.500000 Government Agency Debt 1756790.00 1899262.00 FANNIE MAE 2044-10-01 4.500000 Government Agency Debt 1578490.00 1731958.00 FANNIE MAE 2044-10-01 4.500000 Government Agency Debt 1302800.00 1182942.00 FANNIE MAE 2044-10-01 5.000000 Government Agency Debt 1015813.00 982004.00 FANNIE MAE 2044-12-01 2.931999 Government Agency Debt 3003000.00 2721440.00 FANNIE MAE 2045-03-01 4.000000 Government Agency Debt 1001380.00 1069238.00 FANNIE MAE 2045-03-01 4.000000 Government Agency Debt 1002.00 964.00 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 1003.00 1045.00 FANNIE MAE 2045-06-01 3.500000 Government Agency Debt 1002.00 1044.00 FANNIE MAE 2045-08-01 4.500000 Government Agency Debt 70300.00 77939.00 FANNIE MAE 2045-08-01 4.500000 Government Agency Debt 1000.00 1107.00 FANNIE MAE 2045-09-01 3.500000 Government Agency Debt 1217780.00 1283818.00 FANNIE MAE 2045-09-01 4.000000 Government Agency Debt 2211249.00 2375131.00 FANNIE MAE 2045-09-01 4.000000 Government Agency Debt 1996496.00 2161523.00 FANNIE MAE 2048-02-01 6.099999 Government Agency Debt 3000.00 456.00 FANNIE MAE 2049-01-01 6.500000 Government Agency Debt 1066.00 682.00 FANNIEMAE-ACES 2024-06-25 3.056000 Government Agency Debt 3484267.00 3633456.00 FANNIEMAE-ACES 2024-09-25 2.532000 Government Agency Debt 4146900.00 4145157.00 Federal Farm Credit Bank 2017-03-27 0.174999 Government Agency Debt 1000.00 997.00 Federal Farm Credit Bank 2017-11-13 0.240000 Government Agency Debt 1000.00 997.00 FEDERAL HOME LOAN BK IL 2016-06-13 5.625000 Government Agency Debt 418.00 440.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-11-25 4.083999 Government Agency Debt 30000.00 33266.00 FHLMC MULTIFAMILY VRD CERTIFICATES (TE) 2041-09-15 3.874000 Government Agency Debt 484736.00 501953.00 FREDDIE MAC 2017-04-01 7.000000 Government Agency Debt 165917.00 81.00 FREDDIE MAC 2017-07-28 1.000000 Government Agency Debt 22.00 22.00 FREDDIE MAC 2019-01-30 1.250000 Government Agency Debt 170000.00 168930.00 FREDDIE MAC 2021-04-01 9.500000 Government Agency Debt 1000.00 0.00 FREDDIE MAC 2022-04-01 8.000000 Government Agency Debt 1000.00 1.00 FREDDIE MAC 2023-02-01 8.000000 Government Agency Debt 1000.00 4.00 FREDDIE MAC 2023-09-01 6.000000 Government Agency Debt 1000.00 11.00 FREDDIE MAC 2024-01-01 6.500000 Government Agency Debt 1000.00 10.00 FREDDIE MAC 2024-04-01 6.500000 Government Agency Debt 1000.00 167.00 FREDDIE MAC 2024-04-01 7.500000 Government Agency Debt 1000.00 7.00 FREDDIE MAC 2025-04-01 9.500000 Government Agency Debt 1000.00 1.00 FREDDIE MAC 2025-11-01 8.000000 Government Agency Debt 5000.00 33.00 FREDDIE MAC 2026-04-01 7.000000 Government Agency Debt 7461.00 81.00 FREDDIE MAC 2026-05-01 7.000000 Government Agency Debt 8000.00 90.00 FREDDIE MAC 2026-06-01 5.000000 Government Agency Debt 2989936.00 895256.00 FREDDIE MAC 2026-12-01 4.500000 Government Agency Debt 205932.00 135285.00 FREDDIE MAC 2027-02-01 6.500000 Government Agency Debt 43349.00 21.00 FREDDIE MAC 2027-06-01 2.500000 Government Agency Debt 1215000.00 685516.00 FREDDIE MAC 2027-09-01 2.500000 Government Agency Debt 13228544.00 8063548.00 FREDDIE MAC 2027-09-01 7.000000 Government Agency Debt 10000.00 81.00 FREDDIE MAC 2028-03-01 6.500000 Government Agency Debt 5543.00 35.00 FREDDIE MAC 2028-05-01 2.500000 Government Agency Debt 1000.00 786.00 FREDDIE MAC 2028-10-01 3.000000 Government Agency Debt 1000.00 847.00 FREDDIE MAC 2028-11-01 2.500000 Government Agency Debt 4703000.00 3963421.00 FREDDIE MAC 2029-03-01 3.500000 Government Agency Debt 1108587.00 1079118.00 FREDDIE MAC 2029-03-01 3.500000 Government Agency Debt 226207.00 220389.00 FREDDIE MAC 2029-04-01 3.500000 Government Agency Debt 3903492.00 3529610.00 FREDDIE MAC 2029-05-01 3.500000 Government Agency Debt 1617107.00 1442219.00 FREDDIE MAC 2029-06-01 3.500000 Government Agency Debt 3859057.00 3717131.00 FREDDIE MAC 2029-06-01 3.500000 Government Agency Debt 1000.00 989.00 FREDDIE MAC 2029-07-01 6.000000 Government Agency Debt 721646.00 4671.00 FREDDIE MAC 2029-08-01 6.500000 Government Agency Debt 3674.00 30.00 FREDDIE MAC 2029-09-15 6.750000 Government Agency Debt 3000.00 4384.00 FREDDIE MAC 2029-10-01 3.000000 Government Agency Debt 1046149.00 1034535.00 FREDDIE MAC 2029-10-01 3.500000 Government Agency Debt 1147810.00 1162301.00 FREDDIE MAC 2029-10-01 7.000000 Government Agency Debt 6897.00 54.00 FREDDIE MAC 2030-01-01 7.500000 Government Agency Debt 5321.00 31.00 FREDDIE MAC 2030-03-01 2.500000 Government Agency Debt 1446827.00 1433078.00 FREDDIE MAC 2030-03-01 6.500000 Government Agency Debt 3346.00 14.00 FREDDIE MAC 2030-07-01 7.500000 Government Agency Debt 3000.00 9.00 FREDDIE MAC 2031-01-01 7.000000 Government Agency Debt 201091.00 433.00 FREDDIE MAC 2031-06-01 6.500000 Government Agency Debt 100069.00 497.00 FREDDIE MAC 2031-06-01 6.500000 Government Agency Debt 3179.00 21.00 FREDDIE MAC 2031-10-01 6.500000 Government Agency Debt 219656.00 1836.00 FREDDIE MAC 2031-10-01 7.000000 Government Agency Debt 2076.00 9.00 FREDDIE MAC 2032-08-01 6.500000 Government Agency Debt 25088469.00 773425.00 FREDDIE MAC 2033-01-01 5.500000 Government Agency Debt 92554188.00 3073499.00 FREDDIE MAC 2033-06-01 5.500000 Government Agency Debt 2920.00 45.00 FREDDIE MAC 2033-10-01 5.000000 Government Agency Debt 124000.00 10651.00 FREDDIE MAC 2033-12-01 5.500000 Government Agency Debt 18025873.00 1386828.00 FREDDIE MAC 2034-10-01 3.500000 Government Agency Debt 759400.00 721789.00 FREDDIE MAC 2035-01-01 5.500000 Government Agency Debt 35693.00 4168.00 FREDDIE MAC 2035-04-01 3.500000 Government Agency Debt 5000000.00 5085620.00 FREDDIE MAC 2035-12-01 4.500000 Government Agency Debt 1996.00 213.00 FREDDIE MAC 2036-03-01 5.500000 Government Agency Debt 1057.00 42.00 FREDDIE MAC 2037-01-01 2.407000 Government Agency Debt 1855.00 71.00 FREDDIE MAC 2037-11-01 6.000000 Government Agency Debt 53432.00 2359.00 FREDDIE MAC 2037-11-01 6.000000 Government Agency Debt 1000.00 204.00 FREDDIE MAC 2038-02-01 6.000000 Government Agency Debt 12881336.00 656313.00 FREDDIE MAC 2038-03-15 20.289999 Government Agency Debt 2300000.00 639202.00 FREDDIE MAC 2038-08-01 6.000000 Government Agency Debt 3498574.00 370605.00 FREDDIE MAC 2038-08-01 6.500000 Government Agency Debt 4190000.00 959926.00 FREDDIE MAC 2038-12-01 6.000000 Government Agency Debt 368462.00 24950.00 FREDDIE MAC 2039-01-01 6.000000 Government Agency Debt 5140.00 2106.00 FREDDIE MAC 2039-02-01 7.000000 Government Agency Debt 188584.00 115836.00 FREDDIE MAC 2039-07-01 4.500000 Government Agency Debt 10185.00 2976.00 FREDDIE MAC 2040-02-01 5.000000 Government Agency Debt 1011.00 377.00 FREDDIE MAC 2040-08-01 5.000000 Government Agency Debt 65080.00 22653.00 FREDDIE MAC 2040-09-01 5.000000 Government Agency Debt 1365005.00 957572.00 FREDDIE MAC 2040-09-01 5.000000 Government Agency Debt 2306227.00 852963.00 FREDDIE MAC 2041-04-01 4.500000 Government Agency Debt 2119682.00 659566.00 FREDDIE MAC 2041-05-01 4.500000 Government Agency Debt 1349494.00 386628.00 FREDDIE MAC 2041-06-01 4.500000 Government Agency Debt 450000.00 215910.00 FREDDIE MAC 2041-08-01 5.000000 Government Agency Debt 2254493.00 1475581.00 FREDDIE MAC 2041-12-15 4.000000 Government Agency Debt 10000000.00 3897996.00 FREDDIE MAC 2042-01-01 5.000000 Government Agency Debt 3173258.00 1436799.00 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 1022422.00 932295.00 FREDDIE MAC 2042-11-15 1.097000 Government Agency Debt 4700084.00 4554245.00 FREDDIE MAC 2042-11-15 1.097000 Government Agency Debt 132883.00 133215.00 FREDDIE MAC 2043-02-01 3.500000 Government Agency Debt 1600000.00 1547783.00 FREDDIE MAC 2043-09-01 2.373000 Government Agency Debt 1000.00 731.00 FREDDIE MAC 2043-10-01 4.500000 Government Agency Debt 1599741.00 1698529.00 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 7279857.00 5489238.00 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 1226963.00 1224578.00 FREDDIE MAC 2044-01-01 5.000000 Government Agency Debt 1030269.00 1136777.00 FREDDIE MAC 2044-02-01 5.000000 Government Agency Debt 1533502.00 1437517.00 FREDDIE MAC 2044-04-01 3.125000 Government Agency Debt 1000.00 627.00 FREDDIE MAC 2044-06-01 4.500000 Government Agency Debt 1264591.00 891670.00 FREDDIE MAC 2044-06-01 4.500000 Government Agency Debt 1000.00 1002.00 FREDDIE MAC 2044-07-01 4.500000 Government Agency Debt 1096275.00 994591.00 FREDDIE MAC 2045-01-01 3.500000 Government Agency Debt 4539.00 4612.00 FREDDIE MAC 2045-01-01 3.500000 Government Agency Debt 1000.00 991.00 FREDDIE MAC 2045-02-01 4.000000 Government Agency Debt 1734.00 1750.00 FREDDIE MAC 2045-03-01 3.000000 Government Agency Debt 1331063.00 1223556.00 FREDDIE MAC 2045-04-01 3.000000 Government Agency Debt 1002.00 1009.00 FREDDIE MAC 2045-06-01 3.500000 Government Agency Debt 2652309.00 2773690.00 FREDDIE MAC 2045-06-01 3.500000 Government Agency Debt 1000.00 1043.00 FREDDIE MAC 2045-06-01 3.500000 Government Agency Debt 1000.00 1039.00 FREDDIE MAC 2045-06-01 4.000000 Government Agency Debt 1019.00 1092.00 FREDDIE MAC 2045-06-01 4.000000 Government Agency Debt 1007.00 1074.00 FREDDIE MAC 2045-06-01 4.000000 Government Agency Debt 1000.00 1067.00 FREDDIE MAC 2045-06-01 4.000000 Government Agency Debt 1000.00 1065.00 FREDDIE MAC 2045-06-01 4.500000 Government Agency Debt 1004.00 1089.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-04-15 8.000000 Government Agency Debt 205000.00 97.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-01-20 5.000000 Government Agency Debt 4.00 0.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-03-15 4.500000 Government Agency Debt 25095.00 328.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-05-15 9.500000 Government Agency Debt 25000.00 197.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-03-15 10.000000 Government Agency Debt 80000.00 107.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-12-20 9.500000 Government Agency Debt 75000.00 101.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2020-10-15 9.000000 Government Agency Debt 45000.00 140.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-02-15 9.750000 Government Agency Debt 25000.00 538.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-12-15 8.500000 Government Agency Debt 425000.00 443.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-01-15 8.000000 Government Agency Debt 75249.00 477.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-03-15 7.500000 Government Agency Debt 57001.00 455.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-03-15 8.000000 Government Agency Debt 35000.00 232.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-05-15 8.000000 Government Agency Debt 25000.00 17.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-10-15 7.000000 Government Agency Debt 25000.00 741.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-10-15 8.000000 Government Agency Debt 50000.00 189.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2022-12-15 7.000000 Government Agency Debt 45000.00 234.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-01-15 7.000000 Government Agency Debt 25000.00 593.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-02-15 7.500000 Government Agency Debt 25000.00 123.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-02-15 8.000000 Government Agency Debt 25000.00 243.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-04-15 8.000000 Government Agency Debt 159000.00 225.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-05-15 7.000000 Government Agency Debt 25000.00 169.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-06-15 7.000000 Government Agency Debt 25000.00 245.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-06-15 7.000000 Government Agency Debt 25000.00 207.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-06-15 7.000000 Government Agency Debt 25000.00 115.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-07-15 6.500000 Government Agency Debt 25000.00 330.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-07-15 7.000000 Government Agency Debt 25000.00 261.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-07-15 7.500000 Government Agency Debt 25000.00 192.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-11-15 6.500000 Government Agency Debt 25000.00 326.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-11-15 7.000000 Government Agency Debt 100000.00 296.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-12-15 6.500000 Government Agency Debt 60000.00 962.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-12-15 6.500000 Government Agency Debt 30000.00 512.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2023-12-15 6.500000 Government Agency Debt 50000.00 195.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-01-15 7.000000 Government Agency Debt 25000.00 208.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-02-15 6.000000 Government Agency Debt 25000.00 615.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-05-15 7.500000 Government Agency Debt 25000.00 246.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-06-15 7.500000 Government Agency Debt 25000.00 429.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-08-15 8.000000 Government Agency Debt 114093.00 450.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-08-15 8.000000 Government Agency Debt 25000.00 179.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-11-15 8.000000 Government Agency Debt 25000.00 430.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-09-20 7.000000 Government Agency Debt 50000.00 346.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-12-15 7.000000 Government Agency Debt 25000.00 222.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2025-12-15 7.000000 Government Agency Debt 25000.00 136.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-01-15 6.500000 Government Agency Debt 175000.00 611.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-01-15 7.000000 Government Agency Debt 25176.00 222.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-02-20 6.500000 Government Agency Debt 100088.00 769.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-03-15 7.500000 Government Agency Debt 25000.00 52.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-07-15 7.500000 Government Agency Debt 25000.00 132.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-07-15 8.000000 Government Agency Debt 125000.00 372.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-11-15 8.000000 Government Agency Debt 25037.00 91.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-11-20 8.000000 Government Agency Debt 25000.00 2168.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2026-12-20 8.000000 Government Agency Debt 35000.00 170.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-01-15 7.000000 Government Agency Debt 50000.00 237.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-05-15 3.000000 Government Agency Debt 1002.00 610.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-05-15 7.000000 Government Agency Debt 75000.00 665.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-06-15 7.500000 Government Agency Debt 25000.00 141.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-06-15 8.000000 Government Agency Debt 30000.00 554.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-07-20 2.500000 Government Agency Debt 3078100.00 2074920.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2027-12-15 7.250000 Government Agency Debt 31000.00 524.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-03-20 6.000000 Government Agency Debt 34000.00 578.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-05-15 6.500000 Government Agency Debt 89000.00 809.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-06-15 7.000000 Government Agency Debt 157000.00 1054.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-07-15 7.250000 Government Agency Debt 40000.00 556.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-07-20 7.000000 Government Agency Debt 25000.00 247.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-09-20 6.500000 Government Agency Debt 85000.00 1029.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-09-20 7.000000 Government Agency Debt 80000.00 876.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-12-15 6.500000 Government Agency Debt 95000.00 1044.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2028-12-20 7.000000 Government Agency Debt 176086.00 1910.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-02-20 3.500000 Government Agency Debt 1000.00 701.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-03-15 6.000000 Government Agency Debt 35000.00 830.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-05-15 6.500000 Government Agency Debt 25000.00 898.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-07-15 7.000000 Government Agency Debt 30000.00 232.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-08-15 7.000000 Government Agency Debt 25000.00 129.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-08-20 7.000000 Government Agency Debt 255000.00 2600.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-09-20 3.500000 Government Agency Debt 5114.00 4338.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-10-20 7.500000 Government Agency Debt 25000.00 136.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2029-12-15 7.500000 Government Agency Debt 50000.00 473.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-02-15 8.000000 Government Agency Debt 50000.00 152.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-03-20 3.000000 Government Agency Debt 1001.00 1004.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-03-20 4.000000 Government Agency Debt 1001.00 650.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-06-15 8.500000 Government Agency Debt 226872.00 579.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-07-15 8.000000 Government Agency Debt 25000.00 303.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-10-20 8.000000 Government Agency Debt 26000.00 141.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-11-20 7.500000 Government Agency Debt 371.00 2.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2030-12-20 8.000000 Government Agency Debt 25000.00 156.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-04-15 7.000000 Government Agency Debt 38113.00 188.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-09-20 6.500000 Government Agency Debt 25000.00 304.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-11-15 6.500000 Government Agency Debt 25000.00 426.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2031-11-20 6.500000 Government Agency Debt 25000.00 341.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-01-15 6.000000 Government Agency Debt 27000.00 417.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-01-15 6.500000 Government Agency Debt 75414.00 709.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-06-20 7.000000 Government Agency Debt 150000.00 2141.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2032-12-15 6.000000 Government Agency Debt 91607.00 1313.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-01-15 6.000000 Government Agency Debt 25000.00 1311.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-02-15 6.000000 Government Agency Debt 25000.00 347.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-15 5.500000 Government Agency Debt 50000.00 2705.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-05-15 5.500000 Government Agency Debt 25000.00 553.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2033-06-15 5.500000 Government Agency Debt 25000.00 520.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2034-12-15 5.500000 Government Agency Debt 35000.00 3787.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2037-11-20 5.500000 Government Agency Debt 1000.00 274.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-07-20 6.000000 Government Agency Debt 73002.00 771.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2038-12-15 5.500000 Government Agency Debt 54426.00 4026.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2039-10-15 5.500000 Government Agency Debt 29921.00 2959.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2040-10-20 5.000000 Government Agency Debt 2167.00 625.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-05-15 4.250000 Government Agency Debt 1000.00 510.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-06-15 4.500000 Government Agency Debt 1000.00 344.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 4.000000 Government Agency Debt 1000.00 687.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 4.500000 Government Agency Debt 1000.00 507.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-15 4.500000 Government Agency Debt 1000.00 406.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-20 3.000000 Government Agency Debt 23034200.00 8178959.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2041-07-20 4.500000 Government Agency Debt 1000.00 472.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-01-20 4.000000 Government Agency Debt 2384.00 1023.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-09-20 4.000000 Government Agency Debt 192.00 107.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2043-12-15 4.000000 Government Agency Debt 2007384.00 1665702.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-01-20 5.000000 Government Agency Debt 1001.00 586.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-02-20 2.500000 Government Agency Debt 2001.00 1950.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-02-20 5.000000 Government Agency Debt 1028.00 1006.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-02-20 5.500000 Government Agency Debt 1000.00 984.00 TENN VALLEY AUTHORITY 2024-09-15 2.875000 Government Agency Debt 2000.00 2047.00 TSY INFL IX N/B 2018-04-15 0.125000 Treasury Debt 100.00 103.00 TSY INFL IX N/B 2020-01-15 1.375000 Treasury Debt 100.00 116.00 TSY INFL IX N/B 2022-07-15 0.125000 Treasury Debt 100.00 101.00 TSY INFL IX N/B 2025-07-15 0.375000 Treasury Debt 125636100.00 123129454.00 TSY INFL IX N/B 2026-01-15 2.000000 Treasury Debt 100.00 135.00 US TREASURY N/B 2015-10-15 0.250000 Treasury Debt 100.00 100.00 US TREASURY N/B 2015-11-30 0.250000 Treasury Debt 100.00 100.00 US TREASURY N/B 2015-12-15 0.250000 Treasury Debt 100.00 100.00 US TREASURY N/B 2016-02-29 2.125000 Treasury Debt 100.00 101.00 US TREASURY N/B 2016-04-15 0.250000 Treasury Debt 569400.00 570142.00 US TREASURY N/B 2017-01-31 3.125000 Treasury Debt 2992200.00 3112893.00 US TREASURY N/B 2020-02-15 8.500000 Treasury Debt 900.00 1186.00 US TREASURY N/B 2020-05-31 1.375000 Treasury Debt 500.00 503.00 US TREASURY N/B 2020-09-30 2.000000 Treasury Debt 200.00 206.00 US TREASURY N/B 2020-11-30 2.000000 Treasury Debt 25830000.00 26699610.00 US TREASURY N/B 2023-02-15 2.000000 Treasury Debt 93517900.00 95008388.00 US TREASURY N/B 2026-11-15 6.500000 Treasury Debt 1400.00 2043.00 US TREASURY N/B 2039-11-15 4.375000 Treasury Debt 100.00 130.00 First Tier Security N/A N/A 2015-10-07 2015-10-07 N N N 500000000.00 500000000.00 0.0139 N 499987490.00 499987490.00 Collateralized Commercial Paper Co., LLC Collateralized Commercial Paper Co., LLC 0.401198% 19422EAG4 Other Note N First Tier Security N/A N/A 2015-10-05 2015-12-03 N N N 500000000.00 500000000.00 0.0139 N 499990000.00 499990000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.305600% 20272ALN4 Other Note N First Tier Security N/A N/A 2015-10-26 2016-03-24 N N N 115500000.00 115497417.29 0.0032 N 115488103.50 115488103.50 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.372999% 20272ANJ1 Other Note N First Tier Security N/A N/A 2015-10-13 2016-03-10 N N N 200000000.00 200000000.00 0.0055 N 199982800.00 199982800.00 Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A. Cooperatieve Centrale Raiffeisen-Boerenleenbank B.A. 0.412801% 127945659 Other Note N First Tier Security N/A N/A 2015-10-19 2016-04-18 N N N 750000000.00 750000000.00 0.0208 N 749814000.00 749814000.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.050000% 89525581 0001330437 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 300000000.00 300000000.00 0.0083 N 300000000.00 300000000.00 Credit Industriel Et Commercial Credit Industriel Et Commercial 0.070000% 89524406 0001274419 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 500000000.00 500000000.00 0.0139 N 500000000.00 500000000.00 Credit Industriel Et Commercial Credit Industriel Et Commercial 0.410000% CRINDE 0001274419 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 450000000.00 450017792.77 0.0125 N 450184365.00 450184365.00 Credit Industriel Et Commercial Credit Industriel Et Commercial 0.410000% CRINDE2 0001274419 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 200000000.00 200005159.42 0.0055 N 200075132.00 200075132.00 Credit Suisse AG Credit Suisse AG 0.340000% 22549VA37 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 300000000.00 300000000.00 0.0083 N 300060000.00 300060000.00 Credit Suisse Securities (USA) LLC Credit Suisse Securities (USA) LLC 0.825001% 84662542779157CS 0000029646 Other Repurchase Agreement N AMERICAN HOME MORTGAGE INVESTMENT TRUST 2035-06-25 1.093900 Other Note 865763.00 160.00 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2045-11-25 0.953899 Other Note 20000000.00 1681752.00 AMERICAN HOME MORTGAGE INVESTMENT TRUST 2046-12-25 0.423900 Other Note 10000000.00 772840.00 BANC OF AMERICA FUNDING CORPORATION 2047-01-20 4.992676 Other Note 75631200.00 5821564.00 BANC OF AMERICA MORTGAGE SECURITIES 2035-05-25 2.735014 Other Note 17050000.00 10480204.00 BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2046-12-25 2.277650 Other Note 8000000.00 2320313.00 BEAR STEARNS ALT-A TRUST 2036-02-25 0.833899 Other Note 7876000.00 162591.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2036-08-25 0.453900 Other Note 40447000.00 2391340.00 BEAR STEARNS MORTGAGE FUNDING TRUST 2037-03-25 0.393899 Other Note 10948029.00 1036659.00 CITIGROUP MORTGAGE LOAN TRUST INC 2036-03-25 2.509999 Other Note 20339000.00 4385812.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2035-07-20 0.495800 Other Note 23670531.00 2095616.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2035-11-25 5.500000 Other Note 10504000.00 5896527.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2036-06-25 0.543900 Other Note 21215000.00 4357981.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-04-25 5.750000 Other Note 20000000.00 4956319.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2037-09-25 0.593899 Other Note 38098000.00 8091983.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-11-25 0.433900 Other Note 4.00 0.00 COUNTRYWIDE ALTERNATIVE LOAN TRUST 2046-11-25 1.079248 Other Note 5.00 0.00 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES 2021-09-30 7.852210 Other Note 10787000.00 1047.00 CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES 2035-09-25 0.593899 Other Note 9000000.00 1793150.00 CREDIT SUISSE MORTGAGE TRUST 2036-02-25 6.000000 Other Note 24277000.00 6973026.00 CREDIT SUISSE MORTGAGE TRUST 2054-07-25 3.500000 Other Note 73018000.00 69793668.00 DEUTSCHE ALT-A SECURITIES INC MORTGAGE LOAN TRUST 2037-01-27 0.894299 Other Note 100000000.00 28704077.00 DSLA MORTGAGE LOAN TRUST 2045-03-19 0.436000 Other Note 105000000.00 11745772.00 DSLA MORTGAGE LOAN TRUST 2045-03-19 0.526000 Other Note 36224000.00 2096862.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2018-03-25 1.383000 Other Note 76.00 58.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2020-10-25 4.333000 Other Note 175000.00 196394.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2022-07-25 2.355000 Other Note 100700.00 101634.00 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS. 2023-01-25 2.521999 Other Note 20000.00 20473.00 GREENPOINT MORTGAGE FUNDING TRUST 2046-11-25 0.463899 Other Note 12963359.00 2451071.00 GSR MORTGAGE LOAN TRUST 2036-05-25 5.000000 Other Note 8800000.00 1238380.00 HARBORVIEW MORTGAGE LOAN TRUST 2038-05-25 0.393899 Other Note 20520000.00 132181.00 HARBORVIEW MORTGAGE LOAN TRUST 2045-06-19 0.695999 Other Note 27984000.00 1060717.00 HARBORVIEW MORTGAGE LOAN TRUST 2046-05-19 0.436000 Other Note 31240000.00 3711002.00 IMPAC CMB TRUST 2035-03-25 0.893900 Other Note 20000000.00 460227.00 INDYMAC INDX MORTGAGE LOAN TRUST 2035-03-25 0.523900 Other Note 5000000.00 144667.00 INDYMAC INDX MORTGAGE LOAN TRUST 2047-06-25 0.443900 Other Note 10000000.00 22692.00 J.P. MORGAN ALTERNATIVE LOAN TRUST 2047-04-25 0.573899 Other Note 2786000.00 347454.00 JEFFERIES & CO 2036-06-25 2.919870 Other Note 17222974.00 1454406.00 JP MORGAN MORTGAGE TRUST 2036-02-25 2.756057 Other Note 15000000.00 7783651.00 JP MORGAN MORTGAGE TRUST 2036-06-25 2.701293 Other Note 20000000.00 883526.00 JP MORGAN MORTGAGE TRUST 2037-04-25 2.602059 Other Note 30130000.00 16077529.00 LEHMAN MORTGAGE TRUST 2036-11-25 0.443900 Other Note 12852500.00 339458.00 LEHMAN XS TRUST 2047-03-25 0.353899 Other Note 22878490.00 14091043.00 LUMINENT MORTGAGE TRUST 2035-11-25 0.683899 Other Note 4815000.00 116858.00 LUMINENT MORTGAGE TRUST 2036-12-25 0.413899 Other Note 28000000.00 847643.00 MASTR ADJUSTABLE RATE MORTGAGES TRUST 2046-12-25 0.999249 Other Note 217901000.00 59792456.00 MASTR ADJUSTABLE RATE MORTGAGES TRUST 2046-12-25 1.049249 Other Note 22716000.00 5749349.00 MASTR ADJUSTABLE RATE MORTGAGES TRUST 2046-12-25 1.399249 Other Note 21175000.00 5501777.00 MASTR ADJUSTABLE RATE MORTGAGES TRUST 2047-03-25 0.453900 Other Note 17390000.00 245451.00 MASTR ADJUSTABLE RATE MORTGAGES TRUST 2047-05-25 0.403899 Other Note 55599000.00 13130675.00 MASTR ALTERNATIVE LOANS TRUST 2036-03-25 0.543900 Other Note 46700000.00 2467148.00 MERRILL LYNCH MORTGAGE INVESTORS TRUST 2035-08-25 0.843899 Other Note 5000000.00 212941.00 MORTGAGEIT TRUST 2036-04-25 0.473899 Other Note 10000000.00 325496.00 NOMURA ASSET ACCEPTANCE CORPORATION 2037-04-25 0.323900 Other Note 8644000.00 1585380.00 NOMURA ASSET ACCEPTANCE CORPORATION 2037-04-25 0.473899 Other Note 10354620.00 2402635.00 NOVASTAR MORTGAGE-BACKED NOTES 2046-09-25 0.433900 Other Note 10000000.00 62226.00 PTA CRE 07/30/29 2027-11-01 0.00 Other Note 100.00 0.00 PTA CSF 08/25/34 2034-08-25 0.00 Other Note 25.00 0.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-04-25 0.693899 Other Note 36060000.00 4555272.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-05-25 0.493900 Other Note 33000000.00 3739143.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-05-25 6.000000 Other Note 6000000.00 2263189.00 RESIDENTIAL ACCREDIT LOANS, INC. 2036-12-25 0.643900 Other Note 36000000.00 6108960.00 RESIDENTIAL ACCREDIT LOANS, INC. 2037-01-25 0.553899 Other Note 39826500.00 7848587.00 RESIDENTIAL ACCREDIT LOANS, INC. 2037-04-25 53.967500 Other Note 3250000.00 2469406.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-04-25 6.000000 Other Note 15500000.00 3903576.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-11-25 6.250000 Other Note 1644000.00 288334.00 SPRINGLEAF MORTGAGE LOAN TRUST 2057-09-25 5.000000 Other Note 154871000.00 113542474.00 STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST 2034-07-25 0.843899 Other Note 13571000.00 4737422.00 STRUCTURED ASSET INVESTMENT LOAN TRUST 2035-11-25 0.643900 Other Note 5000000.00 1591890.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2036-05-25 0.463899 Other Note 21500000.00 1166201.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2036-10-25 0.443900 Other Note 24000000.00 1346343.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2046-05-25 0.453900 Other Note 15000000.00 411395.00 STRUCTURED ASSET MORTGAGE INVESTMENTS INC 2046-05-25 0.463899 Other Note 40500000.00 1362880.00 STRUCTURED ASSET SECURITIES CORPORATION 2035-08-25 5.373680 Other Note 27000000.00 6114443.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2018-01-25 5.250000 Other Note 693986.00 2203.00 WAMU MORTGAGE PASS-THROUGH CERTIFICATES 2046-07-25 0.513900 Other Note 16000000.00 35079.00 First Tier Security N/A N/A 2015-10-01 2015-12-31 N N N 400000000.00 400000000.00 0.0111 Y 400004724.00 400004724.00 DNB Bank ASA DNB Bank ASA 0.296550% 23290QZB2 Other Note N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 500000000.00 500000000.00 0.0139 N 499995500.00 499995500.00 DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 0.330000% 23328ALE2 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 495000000.00 495000000.00 0.0137 N 495054450.00 495054450.00 Electricite De France Electricite De France 0.766469% 28504JBE9 Other Commercial Paper N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 197000000.00 196564958.33 0.0055 N 196818760.00 196818760.00 Erste Abwicklungsanstalt Erste Abwicklungsanstalt 0.358549% 29604BAH7 Other Note N First Tier Security N/A N/A 2015-10-01 2016-03-01 N N N 200000000.00 199991548.13 0.0055 N 199984000.00 199984000.00 Erste Abwicklungsanstalt Erste Abwicklungsanstalt 0.325117% 29604CAE2 Other Commercial Paper N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 100000000.00 99910222.22 0.0028 N 99923000.00 99923000.00 Fairway Finance Company, LLC Fairway Finance Company, LLC 0.284364% 30601WYC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 65000000.00 64978766.67 0.0018 N 64981150.00 64981150.00 Federal Farm Credit Bank System Federal Farm Credit Bank System 0.300000% 3130A44Z2 Government Agency Debt N First Tier Security N/A N/A 2016-03-07 2016-03-07 N N N 300000000.00 299983263.60 0.0083 N 300178800.00 300178800.00 Federal Home Loan Bank System Federal Home Loan Bank System 0.340000% 3130A45U2 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 89000000.00 88994815.18 0.0025 N 89068886.00 89068886.00 Federal Home Loan Bank System Federal Home Loan Bank System 0.330000% 3130A46B3 Government Agency Debt N First Tier Security N/A N/A 2016-03-09 2016-03-09 N N N 148000000.00 147984918.50 0.0041 N 148108040.00 148108040.00 Federal Home Loan Bank System Federal Home Loan Bank System 0.340000% 3130A46C1 Government Agency Debt N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N N 74000000.00 73995704.96 0.0021 N 74057128.00 74057128.00 Federal Reserve Bank-New York Federal Reserve Bank-New York 0.070000% 893718037791571FE 0001457970 Government Agency Repurchase Agreement N US TREASURY N/B 2023-05-15 1.750000 Treasury Debt 9012400.00 8995479.00 US TREASURY N/B 2043-08-15 3.625000 Treasury Debt 757197700.00 879016612.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 888000000.00 888000000.00 0.0246 N 888000000.00 888000000.00 Federal Reserve Bank-New York Federal Reserve Bank-New York 0.050000% 89749674779157FED 0001457970 Government Agency Repurchase Agreement N US TREASURY N/B 2042-02-15 3.125000 Treasury Debt 3297827500.00 3500004937.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 3500000000.00 3500000000.00 0.0971 N 3500000000.00 3500000000.00 Gotham Funding Corporation Gotham Funding Corporation 0.243653% 38346MXE9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 15000000.00 14998700.00 0.0004 N 14998800.00 14998800.00 Gotham Funding Corporation Gotham Funding Corporation 0.253821% 38346MXG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 50000000.00 49994791.67 0.0014 N 49995500.00 49995500.00 HSBC Bank PLC HSBC Bank PLC 0.200000% 89738668779157GSA 0000853784 Other Repurchase Agreement N ARMSTRONG WORLD INDS INC N USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 9364941.20 BERRY PLASTICS GROUP INC USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 39110724.00 DISH NETWORK CORP USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 74999821.40 KAR AUCTIO USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 26416159.00 OIL STS INTL INC USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2607360.00 REALOGY HLDGS CORP USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3132573.30 T-MOBILE US INC USD 0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 20281331.28 TWENTY-FIRST CENTY FOX INC USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 77.61 VISTEON CORP USD 0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 4028108.16 ACCELERATEDIAGNOSTICSINCNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1574069.86 ACORDATHERAPEUTICSINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 5642004.56 ALLISONTRANSMISSIONHLDGSUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 15632025.30 AMBACFINLGROUPINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1586234.00 AMERICANSTSWTRCONPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1228591.00 ARAMARK 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 47318696.40 ARCELORMITTALSALUXEMBOURGNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2375557.90 ASSUREDGUARANTYLTDUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 852683.79 AT+TINCUSD1.0 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 32.06 ATARABIOTHERAPEUTICSINUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2293130.00 BEAZERHOMESUSAINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3088455.12 BIORADLABSINCUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 12605822.25 BWXTECHNOLOGIESINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 7193850.07 CABELASINCOMSTKUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1264172.79 CADENCEDESIGNSYSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 10089388.40 CAESARSENTMTCORPUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 8542461.00 CDKGLOBALINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 16074228.96 CENTURYALUMCOUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1653450.00 CENTURYLINKINCUSD1.0 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 24.67 CHUBBCORPCOMUSD1 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 121.70 CITYNATLCORPUSD1.0 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 21221325.78 CLECOCORPCOMUSD1 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 12245200.00 COEURMNGINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2.76 CON-WAYINCOMUSD0.625 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1306055.00 CREDICORPLTDUSD5.0 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 29326325.00 DELEKUSHLDGSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 11839101.60 DHTHOLDINGSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 6260800.00 DYCOMINDSINCUSD0.333 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 10488000.00 ENPROINDSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 6177600.00 EVERBANKFINLCORPUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 8001759.60 EXTERRANHLDGSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 11211500.00 EZCORPINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 135176.00 GRACE(WR)+COMUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 5630369.06 GRAPHICPACKAGINGHLDGCOUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 11822557.00 GREATWESTNBANCORPINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 9150100.00 HDSUPPLYHLDGSINC.USD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 57078687.00 HEICOCORPNEWUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1509846.00 HUNTSMANCORPUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 17835963.60 IMPAXLABORATORIESINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 731187.84 INFOBLOXINCUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 701739.18 INSULETCOCOMSTKUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 830607.80 INTEGRATEDSILICONSOLUTUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1979943.96 INVESTORSBANCORPINCNEWUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 5253665.56 IPCHEALTHCAREINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 17502337.65 ITTEDLSVCSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 62614.20 KCGHLDGSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 4348563.12 KYTHERABIOPHARMACEUTICUSD0.00001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 23240700.00 LIBERTYBROADBANDCORPUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 5202297.80 LIBERTYGLOBALPLCUSDA 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1942005.45 LIBERTYGLOBALPLCUSDCSHARE 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3281315.40 LIBERTYTRIPADVISORHLDGSUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 8113695.48 LOWESCOSINCUSD0.5 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 66.76 MARKETVECGOLDMINERSETF 2015-09-30 0.00 Other Instrument EXCHANGE-TRADED FUND 0.00 74999934.00 MOBILEIRONINCUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 24852.66 MOMENTAPHARMACEUTICALSUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 650060.62 NATIONALPENNBANCSHARESINCNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1389932.40 NCRCORPNEWUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1039327.20 NEWJERSEYRESCORPUSD2.5 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1970946.00 NORTHWESTERNCORPUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1027253.62 NORTHWESTNATGASCOUSD3.167 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 973679.00 NUANCECOMMUNICATIONSINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2408924.28 NXPSEMICONDUCTORSNVUSD0.2 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 131648.00 OMGROUPICOMUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 12243300.00 OXFORDIMMUNOTECGLOBALPLC0.6705P 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 746309.20 PACIFICBIOSCIENCESCALIUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 893047.68 QLIKTECHNOLOGIESINCUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 9782932.32 REALPAGEINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3127399.64 REGIONSFINLCORPNEWUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 17.66 REMYINTLINCNEWUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 9284771.88 RENEWABLEENERGYGROUPIUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 403504.00 RUDOPLHTECHNOLOGIESINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2412793.00 SABRECORPUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 528531.68 SAGENTPHARMACEUTICALSINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 438383.40 SCIENCEAPPLICATIONSINTUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 5459450.00 SEMGROUPCNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1454988.00 SOHUCOMINCUSD0.001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 20101950.00 SPIRITAEROSYSTEMSHLDGSIUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 10350937.71 SUPERVALUCOMUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 6278443.88 THORATECCCOMNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 13856402.67 TIMEWARNERINCNEWUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 66.57 UILHLDGSCORPNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2267177.00 UNILEVER0.00NOV6,2006EUR0.16 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 7182875.88 VIVINTSOLARINCUSD0.01 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 853796.16 WGLHLDGSINCNPV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1482888.00 XOOMCORPUSD0.0001 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2846272.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 750000000.00 750000000.00 0.0208 N 750000000.00 750000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.150000% 89738666779157ING 0000877559 Other Repurchase Agreement N 3M COMPANY 2016-09-29 1.375000 Other Note 303000.00 305593.00 ASTRAZENECA PLC 2037-09-15 6.450000 Other Note 4705000.00 6114230.00 AUST & NZ BANKING GRP NY 2016-02-12 0.900000 Other Note 3100000.00 3107564.00 BANK OF NEW YORK MELLON 2019-01-15 2.100000 Other Note 110000.00 111403.00 BHP BILLITON FIN USA LTD 2043-09-30 5.000000 Other Note 270000.00 274080.00 BNP Paribas Securities Corp. 2018-12-12 2.399999 Other Note 100000.00 101880.00 CCO SAFARI II LLC 2025-07-23 4.908000 Other Note 6000000.00 6021806.00 CHOICE HOTELS INTL INC 2022-07-01 5.750000 Other Note 119000.00 129914.00 COCA-COLA CO/THE 2021-09-01 3.299999 Other Note 103000.00 108432.00 COLGATE-PALMOLIVE CO 2024-03-15 3.250000 Other Note 1042000.00 1084049.00 DUKE ENERGY CAROLINAS 2038-04-15 6.049999 Other Note 10000000.00 12848091.00 FLEXTRONICS INTL LTD 2025-06-15 4.750000 Other Note 1700000.00 1669872.00 FLORIDA POWER & LIGHT CO 2035-06-01 4.950000 Other Note 4020000.00 4528420.00 HSBC USA INC 2020-03-05 2.350000 Other Note 6000000.00 5927892.00 IBM CORP 2024-02-12 3.625000 Other Note 610000.00 633042.00 IBM CORP 2025-10-30 7.000000 Other Note 195000.00 255991.00 MERCK & CO INC 2033-12-01 6.500000 Other Note 285000.00 386513.00 NATIONAL AUSTRALIA BANK 2016-07-27 3.000000 Other Note 590000.00 604178.00 NAVIENT CORP 2024-03-25 6.125000 Other Note 395000.00 324236.00 NEXEN ENERGY ULC 2028-05-01 7.400000 Other Note 240000.00 317395.00 ONTARIO (PROVINCE OF) 2016-01-19 4.750000 Other Note 761000.00 777916.00 ONTARIO (PROVINCE OF) 2016-05-10 2.299999 Other Note 530000.00 540523.00 ORACLE CORP 2019-01-15 2.375000 Other Note 930000.00 953341.00 PRES & FELLOWS OF HARVAR 2037-10-01 3.619000 Other Note 272000.00 272105.00 PROCTER & GAMBLE CO/THE 2015-11-15 1.800000 Other Note 248000.00 250123.00 PROCTER & GAMBLE CO/THE 2016-08-15 1.450000 Other Note 100000.00 100912.00 QVC INC 2023-03-15 4.375000 Other Note 915000.00 891359.00 QVC INC 2024-04-01 4.849999 Other Note 2595000.00 2577731.00 QVC INC 2025-02-15 4.450000 Other Note 640000.00 620853.00 STATOIL ASA 2018-01-17 1.200000 Other Note 600000.00 598304.00 STATOIL ASA 2027-09-23 7.250000 Other Note 343000.00 456310.00 TOYOTA MOTOR CREDIT CORP 2017-01-12 2.049999 Other Note 110000.00 112162.00 TOYOTA MOTOR CREDIT CORP 2018-01-12 1.450000 Other Note 6210000.00 6234540.00 TOYOTA MOTOR CREDIT CORP 2020-03-12 2.149999 Other Note 5930000.00 5949954.00 TRANSOCEAN INC 2018-03-15 6.000000 Other Note 625000.00 572575.00 US Bancorp 2016-11-15 2.200000 Other Note 494000.00 505238.00 WACHOVIA CORP 2018-02-01 5.750000 Other Note 102000.00 112600.00 WELLS FARGO & COMPANY 2016-06-15 3.676000 Other Note 8600000.00 8822267.00 WELLS FARGO & COMPANY 2018-01-16 1.500000 Other Note 1438000.00 1441801.00 Westpac Banking Corp 2019-01-17 2.250000 Other Note 2100000.00 2139506.00 Westpac Banking Corp 2020-05-26 2.299999 Other Note 250000.00 253363.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 75000000.00 75000000.00 0.0021 N 75000000.00 75000000.00 J.P. Morgan Securities LLC J.P. Morgan Securities LLC 0.530758% 46590DCP3 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-23 2016-03-23 N N N 200000000.00 199497333.33 0.0055 N 199618000.00 199618000.00 JPMorgan Chase Bank, National Association JPMorgan Chase Bank, National Association 0.492001% 48125LKC5 Other Note N First Tier Security N/A N/A 2015-12-07 2016-04-07 N N N 222000000.00 222000000.00 0.0062 N 221997114.00 221997114.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC 0.508869% 4820P2BN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 50000000.00 49900000.00 0.0014 N 49903500.00 49903500.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC 0.508876% 4820P2BP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N N 50000000.00 49899305.55 0.0014 N 49902500.00 49902500.00 Jupiter Securitization Company LLC Jupiter Securitization Company LLC 0.508873% 4820P2BQ7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 100000000.00 99797222.22 0.0028 N 99803000.00 99803000.00 Kells Funding, LLC Kells Funding, LLC 0.274227% 48802TSP1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-13 2015-11-13 N N N 200000000.00 199935500.00 0.0055 N 199946000.00 199946000.00 Kells Funding, LLC Kells Funding, LLC 0.320500% 48803AKG9 Other Note N First Tier Security N/A N/A 2015-10-08 2015-10-08 N N N 120000000.00 119999753.60 0.0033 N 119998800.00 119998800.00 Kells Funding, LLC Kells Funding, LLC 0.320500% 48803AKH7 Other Note N First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 150000000.00 149999631.02 0.0042 N 149998500.00 149998500.00 Kells Funding, LLC Kells Funding, LLC 0.345801% 48803AKY0 Other Note N First Tier Security N/A N/A 2015-10-22 2016-02-22 N N N 250000000.00 249990060.00 0.0069 N 249980500.00 249980500.00 Liberty Street Funding LLC Liberty Street Funding LLC 0.267437% 53127UXS4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 150000000.00 149972569.45 0.0042 N 149977500.00 149977500.00 Liberty Street Funding LLC Liberty Street Funding LLC 0.427193% 53127UZE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N N 100000000.00 99913666.67 0.0028 N 99933000.00 99933000.00 LMA-Americas LLC LMA-Americas LLC 0.289249% 50202XAM0 Other Note N First Tier Security N/A N/A 2015-10-08 2015-11-04 Y Lma-Americas LLC N/A N/A N N 100000000.00 100000000.00 0.0028 N 99994500.00 99994500.00 LMA-Americas LLC LMA-Americas LLC 0.213163% 53944RXD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 117000000.00 116991810.00 0.0032 N 116991810.00 116991810.00 LMA-Americas LLC LMA-Americas LLC 0.213162% 53944RXE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-14 2015-10-14 N N N 111000000.00 110991582.50 0.0031 N 110991120.00 110991120.00 Matchpoint Finance PLC Matchpoint Finance PLC 0.304744% 57666BXS4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 170000000.00 169964583.33 0.0047 N 169974500.00 169974500.00 Matchpoint Finance PLC Matchpoint Finance PLC 0.345465% 57666BYP9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-11-23 2015-11-23 N N N 150000000.00 149924916.67 0.0042 N 149938500.00 149938500.00 Matchpoint Finance PLC Matchpoint Finance PLC 0.386204% 57666BZF0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-15 2015-12-15 N N N 75000000.00 74940625.00 0.0021 N 74949000.00 74949000.00 Merrill Lynch, Pierce, Fenner and Smith, Incorporated Merrill Lynch, Pierce, Fenner and Smith, Incorporated 0.450000% 897386567791571ME 0000728612 Other Repurchase Agreement N ALLIANCE CA MUNI INCOME 2049-01-01 0.154000 Other Note 294.00 6774618.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.00 Other Note 369.00 8731020.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.142999 Other Note 60.00 1448477.00 ALLIANCEBERNSTEIN NATL 2049-01-01 0.154000 Other Note 270.00 6518148.00 ALLIANZGI CVT & INC FUND 2049-01-01 0.00 Other Note 108.00 2443825.00 ALLIANZGI CVT&INC FD II 2049-01-01 0.00 Other Note 110.00 2486301.00 ALLIANZGI CVT&INC FD II 2049-01-01 0.195000 Other Note 104.00 2350738.00 BLACKROCK MUN 2020 TERM 2049-01-01 0.142999 Other Note 46.00 1104169.00 BLACKROCK MUN 2020 TERM 2049-01-01 0.154000 Other Note 113.00 2712415.00 DREYFUS STRATEGIC MUNI 2049-01-01 0.143999 Other Note 75.00 1873180.00 DREYFUS STRATEGIC MUNI 2049-01-01 0.155000 Other Note 116.00 2899458.00 DREYFUS STRATEGIC MUNI 2049-01-01 0.155000 Other Note 74.00 1849253.00 EATON VANCE MUNI INCOME 2049-01-01 0.00 Other Note 124.00 2867675.00 EATON VANCE MUNI INCOME 2049-01-01 0.143999 Other Note 42.00 971309.00 EATON VANCE MUNI INCOME 2049-01-01 0.155000 Other Note 100.00 2312641.00 EATON VANCE NJ MUNI INCO 2049-01-01 0.155000 Other Note 113.00 2823253.00 EATON VANCE NY MUNI INCO 2049-01-01 0.00 Other Note 160.00 3700226.00 EATON VANCE OH MUNI INCO 2049-01-01 0.155000 Other Note 133.00 3324519.00 EATON VANCE PA MUNI INCO 2049-01-01 0.155000 Other Note 159.00 3971319.00 EATONVAN-INSMIMUNIBD 2049-01-01 0.155000 Other Note 99.00 2473883.00 PIMCO CA MUNI INC FD II 2049-01-01 0.143999 Other Note 10.00 230114.00 PIMCO CA MUNI INC FD II 2049-01-01 0.155000 Other Note 155.00 3566762.00 PIMCO CORP & INC OPPOR 2049-01-01 0.220000 Other Note 106.00 2460703.00 PIMCO CORP & INC STRAT 2049-01-01 0.195000 Other Note 123.00 2794833.00 PIMCO CORP INCOME FUND 2049-01-01 0.00 Other Note 101.00 2342183.00 PIMCO CORP INCOME FUND 2049-01-01 0.175999 Other Note 111.00 2574082.00 PIMCO INCOME STRATEGY 2049-01-01 0.00 Other Note 131.00 2960069.00 PIMCO INCOME STRATEGY 2049-01-01 1.403999 Other Note 153.00 3457180.00 PIMCO INCOME STRATEGY II 2049-01-01 0.00 Other Note 84.00 1891567.00 PIMCO MUNI INCOME FD III 2049-01-01 0.155000 Other Note 145.00 3332893.00 PIMCO NEW YORK MUNI FUND 2049-01-01 0.155000 Other Note 221.00 5103078.00 PIMCO NY MUNI INC FD II 2049-01-01 0.143999 Other Note 2.00 46023.00 PIMCO NY MUNI INC FD II 2049-01-01 0.155000 Other Note 137.00 3152558.00 PIONEER MUNI HI INC ADV 2049-01-01 0.175999 Other Note 181.00 4146978.00 PIONEER MUNI HI INC TR 2049-01-01 0.164000 Other Note 114.00 2613673.00 WESTERN ASSET MUNI PATNR 2049-01-01 0.155000 Other Note 144.00 6931693.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 103000000.00 103000000.00 0.0029 N 103000000.00 103000000.00 Merrill Lynch, Pierce, Fenner and Smith, Incorporated Merrill Lynch, Pierce, Fenner and Smith, Incorporated 0.450000% 89738661779157MER 0000728612 Other Repurchase Agreement N CONNECTICUT AVENUE SECURITIES 2025-05-25 4.193900 Other Note 131205290.00 125000000.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 100000000.00 100000000.00 0.0028 N 100000000.00 100000000.00 Mitsubishi UFJ Trust and Banking Corporation Mitsubishi UFJ Trust and Banking Corporation 0.371001% 60682AWF9 Other Note N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 300000000.00 300000000.00 0.0083 N 299997000.00 299997000.00 Mitsubishi UFJ Trust and Banking Corporation Mitsubishi UFJ Trust and Banking Corporation 0.310000% 60682AXM3 Certificate of Deposit N First Tier Security N/A N/A 2015-10-13 2015-10-13 N N N 250000000.00 250000000.00 0.0069 N 250012500.00 250012500.00 Mitsubishi UFJ Trust and Banking Corporation Mitsubishi UFJ Trust and Banking Corporation 0.320000% 60682AXQ4 Certificate of Deposit N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 100000000.00 100000000.00 0.0028 N 100007000.00 100007000.00 Mizuho Bank, Ltd. Mizuho Bank, Ltd. 0.345168% 125788238 Certificate of Deposit N First Tier Security N/A N/A 2015-10-05 2015-10-05 N N N 200000000.00 199992450.93 0.0055 N 199995400.00 199995400.00 Mizuho Bank, Ltd. Mizuho Bank, Ltd. 0.300000% 60689DHT3 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 350000000.00 350000000.00 0.0097 N 350028000.00 350028000.00 Mizuho Bank, Ltd. Mizuho Bank, Ltd. 0.370000% 60689DKH5 Certificate of Deposit N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 125000000.00 125000000.00 0.0035 N 125006250.00 125006250.00 National Australia Bank Limited National Australia Bank Limited 0.364298% 63254GAY1 Other Note N First Tier Security N/A N/A 2015-10-26 2016-02-26 N N N 600000000.00 600000000.00 0.0166 N 599970000.00 599970000.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.350000% 63375PPQ6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 100000000.00 100000000.00 0.0028 N 100000000.00 100000000.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.370000% 63375PPW3 Certificate of Deposit N First Tier Security N/A N/A 2015-10-20 2015-10-20 N N N 155000000.00 155000000.00 0.0043 N 155013950.00 155013950.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.350000% 63375PQA0 Certificate of Deposit N First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 75000000.00 75000000.00 0.0021 N 75000750.00 75000750.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.390000% 63375PQL6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 100000000.00 100000000.00 0.0028 N 100023000.00 100023000.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.420000% 63375PQV4 Certificate of Deposit N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 200000000.00 200000000.00 0.0055 N 200050000.00 200050000.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.420000% 63375PRE1 Certificate of Deposit N First Tier Security N/A N/A 2016-01-25 2016-01-25 N N N 50000000.00 50000000.00 0.0014 N 50010500.00 50010500.00 National Bank of Kuwait SAK National Bank of Kuwait SAK 0.100000% 89525582 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 550000000.00 550000000.00 0.0153 N 550000000.00 550000000.00 Natixis Natixis 0.060000% 89524504 0001274981 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 500000000.00 500000000.00 0.0139 N 500000000.00 500000000.00 Nederlandse Waterschapsbank N.V. Nederlandse Waterschapsbank N.V. 0.385999% 63975WBX5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-21 2016-03-21 N N N 250000000.00 250000000.00 0.0069 N 249976750.00 249976750.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corporation 0.406632% 65409RA42 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 100000000.00 99894444.45 0.0028 N 99903000.00 99903000.00 Nieuw Amsterdam Receivables Corporation Nieuw Amsterdam Receivables Corporation 0.406653% 65409RAE0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-14 2016-01-14 N N N 50000000.00 49941666.67 0.0014 N 49943000.00 49943000.00 Nordea Bank AB Nordea Bank AB 0.354301% 65558LGZ9 Other Note N First Tier Security N/A N/A 2015-10-26 2016-02-26 N N N 500000000.00 500000000.00 0.0139 N 499961500.00 499961500.00 Nordea Bank AB Nordea Bank AB 0.050000% 89524405 0001002614 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 600000000.00 600000000.00 0.0166 N 600000000.00 600000000.00 NRW.Bank NRW.Bank 0.233542% 62939MXW2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-10-30 2015-10-30 N N N 710000000.00 709868452.77 0.0197 N 709893500.00 709893500.00 NV Bank Nederlandse Gemeenten NV Bank Nederlandse Gemeenten 0.303001% 62944FAK1 Other Note N First Tier Security N/A N/A 2015-10-13 2016-02-10 N N N 125000000.00 125000000.00 0.0035 N 124991125.00 124991125.00 Old Line Funding Corp. Old Line Funding Corp. 0.508890% 67983TBN5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 125363000.00 125112274.01 0.0035 N 125137346.60 125137346.60 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.139999% 690353A72 Government Agency Debt N First Tier Security N/A N/A 2015-10-07 2015-10-07 N Y UNITED STATES OF AMERICA N/A N/A N 6100000.00 6100000.00 0.0002 N 6100000.00 6100000.00 Overseas Private Investment Corp. Overseas Private Investment Corp. 0.139999% 690353VV6 Government Agency Debt N First Tier Security N/A N/A 2015-10-07 2015-10-07 N Y UNITED STATES OF AMERICA N/A N/A N 86000000.00 86000000.00 0.0024 N 85892500.00 85892500.00 Portland Maine (City of) Portland Maine (City of) 0.209999% 7365594Y8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-10-07 2015-10-07 Y JPMORGAN CHASE BANK, NATIONAL AS N/A N/A N N 80275000.00 80275000.00 0.0022 N 80275000.00 80275000.00 RBC Capital Markets, LLC RBC Capital Markets, LLC 0.450000% 86887473779157RBC 0000050916 Other Repurchase Agreement N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2042-11-20 4.000000 Government Agency Debt 37677295.00 22481888.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-05-20 4.000000 Government Agency Debt 118791865.00 79691051.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-06-20 4.500000 Government Agency Debt 18773289.00 12838961.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-07-20 4.500000 Government Agency Debt 8204560.00 5676314.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2044-09-20 4.000000 Government Agency Debt 176302263.00 132438540.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-01-20 4.500000 Government Agency Debt 36800750.00 30957227.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2045-09-20 4.000000 Government Agency Debt 12262888.00 13131986.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2056-08-15 3.210000 Government Agency Debt 4141052.00 4280555.00 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2063-09-20 3.500000 Government Agency Debt 4800906.00 4500727.00 SCIENTIFIC GAMES INTERNA 2022-12-01 10.000000 Other Note 154000.00 139071.00 First Tier Security N/A N/A 2015-10-07 2015-10-07 Y RBC CAPITAL MARKETS, LLC N/A N/A N N 300000000.00 300000000.00 0.0083 N 300000000.00 300000000.00 Royal Bank of Canada Royal Bank of Canada 0.403700% 78009NST4 Other Note N First Tier Security N/A N/A 2015-10-01 2016-03-31 N N N 300000000.00 300000000.00 0.0083 N 299956200.00 299956200.00 SG Americas Securities, LLC SG Americas Securities, LLC 0.350000% 897385727791574so 0001313360 Other Repurchase Agreement N ALTRIA GROUP INC 2039-02-06 10.199999 Other Note 1060000.00 1734722.00 AMERICAMOVILSABDECV 2042-07-16 4.375000 Other Note 3000000.00 2729229.00 BLACKROCK INC 2022-06-01 3.375000 Other Note 799630.00 840024.00 BORGWARNER INC 2045-03-15 4.375000 Other Note 1060000.00 962142.00 CHUBB CORP 2038-05-15 6.500000 Other Note 3761000.00 4999629.00 CITIGROUP COMMERCIAL MORTGAGE TRUST 2048-04-10 3.109999 Other Note 4368387.00 3239564.00 CITIGROUP INC 2049-01-01 6.299999 Other Note 100000.00 98231.00 CLAIRE'S STORES INC 2019-03-15 9.000000 Other Note 6000000.00 4792500.00 CRIMSON MERGER SUB INC 2022-05-15 6.625000 Other Note 5498000.00 4877604.00 FERMACAENTERPRISESSRL 2038-03-30 6.375000 Other Note 1232000.00 1140028.00 FORBES ENERGY SERVICES 2019-06-15 9.000000 Other Note 1870000.00 1259912.00 HALLIBURTON CO 2038-09-15 6.700000 Other Note 4006000.00 4999655.00 HARLEY-DAVIDSONINC 2045-07-28 4.625000 Other Note 286780.00 294616.00 HEINEKEN NV 2042-10-01 4.000000 Other Note 2035000.00 1909357.00 HONEYWELL INTERNATIONAL 2037-03-15 5.700000 Other Note 4081000.00 4999858.00 IBERDROLA INTL BV 2036-07-15 6.750000 Other Note 3938000.00 4998986.00 ILLINOIS PWR GENERATING 2020-04-01 6.299999 Other Note 4611000.00 4017680.00 ILLINOIS PWR GENERATING 2032-06-01 7.950000 Other Note 3577000.00 3170221.00 INTEL CORP 2041-10-01 4.799999 Other Note 3900000.00 4141826.00 JPMORGAN CHASE & CO 2049-01-01 7.900000 Other Note 255000.00 274073.00 KRAFT FOODS GROUP INC 2040-02-09 6.500000 Other Note 1475000.00 1789689.00 L BRANDS INC 2033-03-01 6.950000 Other Note 1494000.00 1558389.00 MICROSOFT CORP 2039-06-01 5.200000 Other Note 912000.00 1063646.00 NEW ALBERTSONS INC 2031-05-01 8.000000 Other Note 581000.00 590070.00 ODBRCHT OFFSHRE DRLL FIN 2022-10-01 6.750000 Other Note 3488000.00 811255.00 PHH ALTERNATIVE MORTGAGE TRUST 2037-07-25 0.543900 Other Note 20.00 5.00 PNC Bank NA 2017-01-15 5.250000 Other Note 1998450.00 2120490.00 PNC Bank NA 2025-11-01 4.200000 Other Note 2778917.00 2968893.00 PROVIDENT FINANCING TR I 2038-03-15 7.405000 Other Note 4355000.00 4999912.00 RESIDENTIAL ASSET SECURITIZATION TRUST 2036-05-25 6.000000 Other Note 14100000.00 4866744.00 SPRINT CAPITAL CORP 2032-03-15 8.750000 Other Note 6001000.00 4702659.00 THOMSON REUTERS CORP 2043-05-23 4.500000 Other Note 2000000.00 1893790.00 TIME WARNER CABLE INC 2041-09-01 5.500000 Other Note 2000.00 1806.00 T-MOBILE USA INC 2025-03-01 6.375000 Other Note 5091000.00 4858988.00 UNITEDHEALTH GROUP INC 2036-03-15 5.799999 Other Note 2918000.00 3504742.00 WAL-MART STORES INC 2037-08-15 6.500000 Other Note 3769000.00 4999484.00 WALT DISNEY COMPANY/THE 2042-12-01 3.700000 Other Note 464498.00 444548.00 WESTERN UNION CO/THE 2036-11-17 6.200000 Other Note 1559000.00 1536886.00 WESTMORELAND COAL CO 2022-01-01 8.750000 Other Note 5867000.00 4999988.00 Second Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 100000000.00 100000000.00 0.0028 N 100000000.00 100000000.00 SG Americas Securities, LLC SG Americas Securities, LLC 0.200000% 897385747791571so 0001313360 Other Repurchase Agreement N AERCAP HOLDINGS NV 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2242953.00 APPLIED MATERIALS INC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2620397.00 ARAMARK 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 147507.00 ASHFORD INC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 97967.00 ASSURED GUARANTY LTD 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 410400.00 CFINDUSTRIESHOLDINGSINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 513709.00 CITYNATIONALCORP/CA 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 4783990.00 CORELOGICINC/UNITEDSTATES 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3616424.00 COUNTRYWIDE CAPITAL IV 2033-04-01 6.750000 Other Note 12300.00 312297.00 DOTHILLSYSTEMSCORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 222569.00 DOW CHEMICAL CO/THE 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2968140.00 E*TRADE FINANCIAL CORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 442429.00 FACEBOOKINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1722393.00 FIRST BANCORP/PUERTO RICO 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3503986.00 FLEETCORTECHNOLOGIESINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3235807.00 FPL GROUP CAP TRUST I 2044-03-15 5.875000 Other Note 1600.00 40272.00 HAWAIIANELECTRICINDUSTRIESINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1344762.00 HCCINSURANCEHOLDINGSINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2294197.00 HCP INC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 4378925.00 INTERPUBLICGROUPOFCOSINC/THE 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 876564.00 LIBERTY INTERACTIVE CORP QVC GROUP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1433802.00 MCDONALD'S CORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 1528194.00 MICROSOFT CORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 4271716.00 MONDELEZINTERNATIONALINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 4999960.00 SIGMA-ALDRICHCORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 173502.00 SYMETRAFINANCIALCORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 3233427.00 UNITED TECHNOLOGIES CORP 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 2483236.00 VMWAREINC 2015-09-30 0.00 Other Instrument COMMON SHARES 0.00 100478.00 Second Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 50000000.00 50000000.00 0.0014 N 50000000.00 50000000.00 SG Americas Securities, LLC SG Americas Securities, LLC 0.350000% 89738576779157soc 0001313360 Other Repurchase Agreement N ADVANCED MICRO DEVICES 2024-07-01 7.000000 Other Note 7699000.00 4945110.00 AK STEEL CORP 2019-11-15 5.000000 Other Note 2497350.00 1788727.00 ANI PHARMACEUTICALS INC 2019-12-01 3.000000 Other Note 654041.00 606163.00 ARRAY BIO INC 2020-06-01 3.000000 Other Note 5864674.00 5864185.00 CHESAPEAKE ENERGY CORP 2037-05-15 2.500000 Other Note 6255000.00 5523947.00 CIENA CORP 2018-10-15 3.750000 Other Note 6573000.00 8226553.00 COBALT INTL ENERGY INC 2019-12-01 2.625000 Other Note 325422.00 234892.00 COBALT INTL ENERGY INC 2024-05-15 3.125000 Other Note 452000.00 284407.00 COLONY CAPITAL INC 2021-01-15 3.875000 Other Note 3001943.00 2906100.00 DANAHER CORP 2021-01-22 0.00 Other Note 1000.00 2414.00 ENERGY XXI LTD 2018-12-15 3.000000 Other Note 17888000.00 1922960.00 GENERAL CABLE CORP 2029-11-15 4.500000 Other Note 1756000.00 1077754.00 HOST HOTELS & RESORTS LP 2029-10-15 2.500000 Other Note 1000000.00 1225208.00 INTEL CORP 2039-08-01 3.250000 Other Note 100000.00 148096.00 J2 GLOBAL COMMUNICATIONS 2029-06-15 3.250000 Other Note 4101000.00 4875511.00 JARDEN CORP 2018-09-15 1.875000 Other Note 2490340.00 3921118.00 JARDEN CORP 2034-03-15 1.125000 Other Note 2703000.00 3043845.00 JETBLUE AIRWAYS CORP 2039-10-15 6.750000 Other Note 100000.00 517938.00 K HOVNANIAN ENTERPRISES 2017-12-01 6.000000 Other Note 932000.00 820005.00 LENNAR CORP 2020-12-15 2.750000 Other Note 4644000.00 9870919.00 M/I HOMES INC 2017-09-15 3.250000 Other Note 2100000.00 2340417.00 MERITOR INC 2026-03-01 7.875000 Other Note 6950604.00 9868337.00 MERRIMACK PHARMACEUTI 2020-07-15 4.500000 Other Note 4613599.00 7015554.00 MICROCHIP TECHNOLOGY INC 2037-12-15 2.125000 Other Note 500000.00 851224.00 MICRON TECHNOLOGY INC 2033-02-15 1.625000 Other Note 466514.00 671272.00 MICRON TECHNOLOGY INC 2033-02-15 2.125000 Other Note 4866424.00 7245649.00 NAVISTAR INTL CORP 2019-04-15 4.750000 Other Note 1908000.00 1379524.00 NEWPARK RESOURCES INC 2017-10-01 4.000000 Other Note 1146000.00 1096457.00 PEABODY ENERGY CORP 2041-12-15 4.750000 Other Note 1822000.00 216552.00 SANDISK CORP 2017-08-15 1.500000 Other Note 163000.00 191730.00 SINA CORP 2018-12-01 1.000000 Other Note 6983841.00 6560481.00 SOLARCITY CORP 2018-11-01 2.750000 Other Note 3325229.00 3007709.00 TELEFLEX INC 2017-08-01 3.875000 Other Note 688000.00 1393269.00 TESLA MOTORS INC 2018-06-01 1.500000 Other Note 100000.00 202184.00 THERAVANCE INC 2023-01-15 2.125000 Other Note 8371802.00 5599120.00 UNITED STATES STEEL CORP 2019-04-01 2.750000 Other Note 2111.00 2127.00 VECTOR GROUP LTD 2019-01-15 2.500000 Other Note 2188000.00 3261126.00 VERINT SYSTEMS INC 2021-06-01 1.500000 Other Note 6214000.00 5837307.00 VISHAY INTERTECHNOLOGY 2040-11-15 2.250000 Other Note 500000.00 399219.00 Second Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 100000000.00 100000000.00 0.0028 N 100000000.00 100000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.050000% 89525466 0000917311 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 500000000.00 500000000.00 0.0139 N 500000000.00 500000000.00 Societe Generale Societe Generale 0.300000% 897387187791573SO 0000865845 Other Repurchase Agreement N 1011778 BC / NEW RED FIN 2022-04-01 6.000000 Other Note 940000.00 947050.00 ANGLOGOLD HOLDINGS PLC 2040-04-15 6.500000 Other Note 520000.00 415892.00 BANCO BMG SA 2016-01-15 9.150000 Other Note 900000.00 180731.00 BANCO BMG SA 2018-04-15 8.000000 Other Note 446000.00 428903.00 BANCO BMG SA 2020-08-05 8.875000 Other Note 4000000.00 3574236.00 BANCO BRADESCO (CAYMAN) 2016-05-16 4.125000 Other Note 5000000.00 5064271.00 BANCO DO BRASIL (CAYMAN) 2022-10-10 3.875000 Other Note 19028000.00 14999746.00 BANCO DO BRASIL (CAYMAN) 2049-01-01 6.250000 Other Note 2000000.00 967292.00 BANCO DO BRASIL (CAYMAN) 2049-01-01 8.500000 Other Note 2500000.00 2043694.00 BANCO DO BRASIL (CAYMAN) 2049-01-01 9.000000 Other Note 8100000.00 4702050.00 BANCO GNB SUDAMERIS SA 2018-05-02 3.875000 Other Note 3000000.00 2872500.00 BANCO PAN SA 2020-04-23 8.500000 Other Note 576000.00 551272.00 Banco Santander SA 2022-11-09 4.125000 Other Note 400000.00 401423.00 BANCODONORDESTEBRASIL 2015-11-09 3.625000 Other Note 3000000.00 3028344.00 BANCODONORDESTEBRASIL 2019-05-03 4.375000 Other Note 800000.00 730292.00 BANK OF AMERICA CORP 2049-01-01 5.125000 Other Note 631000.00 623707.00 BANKOFBARODA/LONDON 2019-07-23 4.875000 Other Note 5200000.00 5594019.00 BBVABANCOMERSA 2022-05-17 6.008000 Other Note 1585000.00 1636031.00 BR MALLS INTL FINANCE 2049-01-01 8.500000 Other Note 4865000.00 3959096.00 BRASKEM FINANCE LTD 2024-02-03 6.450000 Other Note 7723000.00 6315194.00 CAIXA ECONOMICA FEDERAL 2018-10-03 4.500000 Other Note 1000000.00 894625.00 CAIXA ECONOMICA FEDERAL 2019-05-13 4.250000 Other Note 16914000.00 14999396.00 CEMEX ESPANA LUXEMBOURG 2019-04-30 9.875000 Other Note 1300000.00 1450600.00 CEMEX SAB DE CV 2018-06-15 9.500000 Other Note 800000.00 885927.00 CENT ELET BRASILEIRAS SA 2021-10-27 5.750000 Other Note 3283000.00 2427573.00 CENTURYLINK INC 2042-03-15 7.650000 Other Note 2879000.00 2233204.00 CHESAPEAKE ENERGY CORP 2019-04-15 3.538800 Other Note 5550000.00 3967542.00 CIA SANEAMENTO BASICO 2020-12-16 6.250000 Other Note 3142000.00 2790271.00 COMMERZBANK AG 2023-09-19 8.125000 Other Note 2605000.00 3021025.00 CORPGROUP BANKING SA 2023-03-15 6.750000 Other Note 566000.00 539999.00 CSN ISLANDS XI CORP 2019-09-21 6.875000 Other Note 730000.00 322455.00 CSN RESOURCES SA 2020-07-21 6.500000 Other Note 1500000.00 663687.00 Deutsche Bank AG 2028-05-24 4.296000 Other Note 300000.00 290318.00 DIRECTV HOLDINGS/FING 2040-03-15 6.349999 Other Note 13000.00 14039.00 DOLPHIN ENERGY LTD 2021-12-15 5.500000 Other Note 4899000.00 5613233.00 DRIVETIME AUTO GP & ACCE 2021-06-01 8.000000 Other Note 27000.00 24879.00 DUN & BRADSTREET CORP 2017-12-01 3.250000 Other Note 12939000.00 13277912.00 EMBOTELLADORAANDINASA 2023-10-01 5.000000 Other Note 6302000.00 6849651.00 EXPORTCREDITBANKOFTU 2021-09-23 5.000000 Other Note 200000.00 192276.00 GENERAL ELEC CAP CORP 2016-10-20 5.375000 Other Note 4000.00 4281.00 GLOBOCOMMUNICACOESPART 2022-05-11 5.307000 Other Note 1742000.00 1760275.00 GOLDMAN SACHS GROUP INC 2016-03-22 0.769199 Other Note 10000000.00 9999196.00 GRUPO AVAL LTD 2022-09-26 4.750000 Other Note 400000.00 361211.00 HRG GROUP INC 2019-07-15 7.875000 Other Note 2924000.00 3059692.00 INDUSTRIAL SENIOR TRUST 2022-11-01 5.500000 Other Note 592000.00 559596.00 ING Bank NV 2017-03-07 3.750000 Other Note 6790000.00 7021335.00 ITAU UNIBANCO HLDG SA/KY 2022-08-06 5.500000 Other Note 14400000.00 12718800.00 JBS SA 2016-08-04 10.500000 Other Note 772000.00 827069.00 JBS USA LLC/JBS USA FINA 2021-06-01 7.250000 Other Note 368000.00 384179.00 LPGINTERNATIONALINC 2015-12-20 7.250000 Other Note 6419000.00 6583576.00 MDC PARTNERS INC 2020-04-01 6.750000 Other Note 1041000.00 1062926.00 MYRIADINTLHOLDINGSBV 2017-07-28 6.375000 Other Note 14047000.00 14999515.00 MYRIADINTLHOLDINGSBV 2020-07-18 6.000000 Other Note 500000.00 538540.00 MYRIADINTLHOLDINGSBV 2025-07-21 5.500000 Other Note 6000000.00 5889240.00 NEWMONT MINING CORP 2019-10-01 5.125000 Other Note 4936000.00 5384449.00 NUMERICABLE-SFR SAS 2019-05-15 4.875000 Other Note 1870000.00 1833496.00 NUMERICABLE-SFR SAS 2022-05-15 6.000000 Other Note 1100000.00 1076533.00 PACIFIC EXPLORATION AND 2019-01-26 5.375000 Other Note 4138000.00 1606808.00 PERTAMINA PERSERO PT 2021-05-23 5.250000 Other Note 799000.00 803811.00 PERTAMINA PERSERO PT 2022-05-03 4.875000 Other Note 300000.00 290612.00 PETROBRAS GLOBAL FINANCE 2016-01-27 3.875000 Other Note 3112000.00 3074753.00 PETROBRAS GLOBAL FINANCE 2019-01-15 2.428799 Other Note 20000000.00 13260720.00 PETROBRAS GLOBAL FINANCE 2019-03-15 7.875000 Other Note 12647000.00 10038951.00 PETROBRAS GLOBAL FINANCE 2020-03-17 4.875000 Other Note 845000.00 576890.00 PETROBRAS GLOBAL FINANCE 2021-01-27 5.375000 Other Note 3934000.00 2660982.00 PETROBRAS GLOBAL FINANCE 2023-05-20 4.375000 Other Note 4256000.00 2671911.00 PHH CORP 2021-08-15 6.375000 Other Note 5000000.00 4564844.00 REPUBLIC OF TURKEY 2019-11-07 7.500000 Other Instrument SOVEREIGN DEBT 200000.00 229918.00 REPUBLIC OF TURKEY 2022-09-26 6.250000 Other Instrument SOVEREIGN DEBT 6879000.00 7330912.00 ROYAL BK SCOTLND GRP PLC 2023-12-19 6.000000 Other Note 3000000.00 3252250.00 SAMARCOMINERACAOSA 2022-11-01 4.125000 Other Note 15000000.00 12031094.00 SAMARCOMINERACAOSA 2023-10-24 5.750000 Other Note 17218000.00 14999748.00 SAMARCOMINERACAOSA 2024-09-26 5.375000 Other Note 2000000.00 1616194.00 SCHAEFFLER HLDG FIN BV 2018-08-15 6.875000 Other Note 2777619.00 2895234.00 SPRINGLEAF FINANCE CORP 2017-09-15 6.500000 Other Note 900000.00 938438.00 SPRINT CORP 2024-06-15 7.125000 Other Note 3260000.00 2610547.00 TAM CAPITAL INC 2017-04-25 7.375000 Other Note 9273000.00 9048162.00 TAMCAPITAL3INC 2021-06-03 8.375000 Other Note 500000.00 458609.00 TECK RESOURCES LIMITED 2022-01-15 4.750000 Other Note 2179000.00 1363827.00 TELEMAR NORTE LESTE SA 2020-10-23 5.500000 Other Note 21741000.00 11908331.00 TEMBEC INDUSTRIES INC 2019-12-15 9.000000 Other Note 2881000.00 2106731.00 TENCENT HOLDINGS LTD 2020-02-11 2.875000 Other Note 5806000.00 5811592.00 TRAD&DEVBANKMONGOLIA 2020-05-19 9.375000 Other Note 14864000.00 14999479.00 WAL-MART STORES INC 2019-02-01 4.125000 Other Note 1188000.00 1297879.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 300000000.00 300000000.00 0.0083 N 300000000.00 300000000.00 Societe Generale Societe Generale 0.210000% 897387227791572SO 0000865845 Other Repurchase Agreement N ABBEY NATL TREASURY SERV 2024-03-13 4.000000 Other Note 63000.00 65666.00 ABBVIE INC 2022-11-06 3.200000 Other Note 11047000.00 11174470.00 ANADARKO PETROLEUM CORP 2017-09-15 6.375000 Other Note 11986000.00 12985707.00 ARCHER DANIELS 2042-03-26 4.535000 Other Note 12077000.00 12808672.00 AXIS BANK/DUBAI 2020-05-21 3.250000 Other Note 10400000.00 10574885.00 BANK OF AMERICA CORP 2019-06-01 7.625000 Other Note 3390000.00 4082119.00 DEVON ENERGY CORPORATION 2019-01-15 6.299999 Other Note 2000.00 2266.00 DIRECTV HOLDINGS/FING 2021-03-01 5.000000 Other Note 8865000.00 9711854.00 ECOPETROL SA 2023-09-18 5.875000 Other Note 13145000.00 12874980.00 EMPRESA NACIONAL DE TELE 2024-10-30 4.875000 Other Note 9832000.00 9954728.00 FREEPORT-MCMORAN INC 2023-03-15 3.875000 Other Note 12002000.00 8720828.00 GENERAL ELEC CAP CORP 2016-10-20 5.375000 Other Note 12146000.00 12999243.00 HOME DEPOT INC 2046-04-01 4.250000 Other Note 12231000.00 12670100.00 HSBC HOLDINGS PLC 2022-03-30 4.000000 Other Note 12179000.00 12789533.00 ICICI BANK LTD/DUBAI 2016-11-25 4.750000 Other Note 12379000.00 12999349.00 ICICI BANK LTD/DUBAI 2019-05-22 4.799999 Other Note 10000000.00 10790367.00 ICICIBANKLTD/HONGKONG 2016-01-15 5.000000 Other Note 161000.00 164319.00 INDU & COML BNK CHINA NY 2019-11-13 3.230999 Other Note 7770000.00 8013945.00 JPMORGAN CHASE & CO 2049-01-01 5.000000 Other Note 10420000.00 10236203.00 KEBHANABANK 2017-10-25 3.500000 Other Note 5722000.00 6000429.00 MACQUARIE BANK LTD 2025-07-29 4.000000 Other Note 12781000.00 12999271.00 MILLENNIUMOFFSHORESERV 2018-02-15 9.500000 Other Note 11000000.00 9508125.00 MORGAN STANLEY 2024-04-29 3.875000 Other Note 2000.00 2078.00 REPUBLIC OF PHILIPPINES 2031-01-14 7.750000 Other Instrument SOVEREIGN DEBT 13153000.00 18760928.00 REPUBLIC OF POLAND 2015-10-19 5.000000 Other Instrument SOVEREIGN DEBT 1000.00 1025.00 REPUBLIC OF TURKEY 2022-09-26 6.250000 Other Instrument SOVEREIGN DEBT 331000.00 352745.00 REPUBLIC OF TURKEY 2043-04-16 4.875000 Other Instrument SOVEREIGN DEBT 9358000.00 7937534.00 ROMANIA 2023-08-22 4.375000 Other Instrument SOVEREIGN DEBT 26000.00 27202.00 SIGMAALIMENTOSSA 2018-04-14 5.625000 Other Note 12167000.00 12999679.00 STATE GRID OVERSEAS INV 2019-05-07 2.750000 Other Note 7796000.00 7922529.00 STATEBANKINDIA/LONDON 2019-04-17 3.621999 Other Note 12476000.00 12999987.00 WELLS FARGO & COMPANY 2022-03-08 3.500000 Other Note 9916000.00 10301424.00 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 260000000.00 260000000.00 0.0072 N 260000000.00 260000000.00 Standard Chartered Bank Standard Chartered Bank 0.519112% 85324TBG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-16 2016-02-16 N N N 500000000.00 499022499.99 0.0138 N 499235000.00 499235000.00 Standard Chartered Bank Standard Chartered Bank 0.450000% 85325TBS3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2015-12-10 N N N 250000000.00 250000000.00 0.0069 N 250087500.00 250087500.00 Standard Chartered Bank Standard Chartered Bank 0.450000% 85325TBT1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-23 2015-12-23 N N N 250000000.00 250000000.00 0.0069 N 250080000.00 250080000.00 State Street Bank And Trust Company State Street Bank And Trust Company 0.406350% 8574P1FW1 Other Note N First Tier Security N/A N/A 2015-10-14 2016-03-14 N N N 350000000.00 350000000.00 0.0097 N 349968500.00 349968500.00 Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 0.330000% 86563RD21 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 500000000.00 500000000.00 0.0139 N 500065000.00 500065000.00 Sumitomo Mitsui Banking Corporation Sumitomo Mitsui Banking Corporation 0.320000% 86563RZG6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 300000000.00 300000000.00 0.0083 N 300033000.00 300033000.00 Sumitomo Mitsui Trust Bank, Limited Sumitomo Mitsui Trust Bank, Limited 0.320000% 86563KC43 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 500000000.00 500000000.00 0.0139 N 500040000.00 500040000.00 Sumitomo Mitsui Trust Bank, Limited Sumitomo Mitsui Trust Bank, Limited 0.300000% 86563KZZ9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 250000000.00 250000000.00 0.0069 N 250000000.00 250000000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.344300% 86958DXD9 Other Note N First Tier Security N/A N/A 2015-10-27 2016-01-27 N N N 500000000.00 500000000.00 0.0139 N 500020000.00 500020000.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.483501% 86959JJH2 Other Note N First Tier Security N/A N/A 2015-10-05 2016-05-04 N N N 195000000.00 195000000.00 0.0054 N 194977380.00 194977380.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.040000% 89525583 Other Note N First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 360000000.00 360000000.00 0.0100 N 360000000.00 360000000.00 Swedbank AB Swedbank AB 0.120000% 89457897 0000946431 Other Note N First Tier Security N/A N/A 2015-10-02 2015-10-02 N N N 1200000000.00 1200000000.00 0.0333 N 1200000000.00 1200000000.00 TD Securities USA LLC Joint Account III 0.130000% 89830873779157TD 0001335977 Government Agency Repurchase Agreement N Federal Farm Credit Bank 2017-03-30 0.130000 Government Agency Debt 25222082.47 25176934.95 US TREASURY N/B 2017-09-30 0.625000 Treasury Debt 6449084.54 6446053.48 US TREASURY N/B 2024-05-15 2.500000 Treasury Debt 45729463.92 48081558.80 US TREASURY N/B 2024-08-15 2.375000 Treasury Debt 69413696.91 71718144.87 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 148453608.25 148453608.25 0.0041 N 148453608.25 148453608.25 The Bank of Nova Scotia The Bank of Nova Scotia 0.499100% 06417HW36 Other Note N First Tier Security N/A N/A 2015-11-23 2016-05-23 N N N 350000000.00 350000000.00 0.0097 N 349956950.00 349956950.00 The Bank of Nova Scotia The Bank of Nova Scotia 0.320000% 06417HZT6 Certificate of Deposit N First Tier Security N/A N/A 2015-10-21 2015-10-21 N N N 397000000.00 397000000.00 0.0110 N 397055580.00 397055580.00 The Bank of Nova Scotia The Bank of Nova Scotia 0.355787% 06417KY29 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 92500000.00 92471222.22 0.0026 N 92491675.00 92491675.00 The Norinchukin Bank The Norinchukin Bank 0.340000% 65602TVN8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 990000000.00 990000000.00 0.0275 N 990128700.00 990128700.00 The Toronto-Dominion Bank The Toronto-Dominion Bank 0.343000% 89113EGJ9 Other Note N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 450000000.00 450000000.00 0.0125 N 449937900.00 449937900.00 The Toronto-Dominion Bank The Toronto-Dominion Bank 0.550000% 89113EZC3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-15 2016-04-15 N N N 250000000.00 250000000.00 0.0069 N 250167500.00 250167500.00 United Overseas Bank Limited United Overseas Bank Limited 0.304863% 91127QYC7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 100000000.00 99965000.00 0.0028 N 99980000.00 99980000.00 Victory Receivables Corporation Victory Receivables Corporation 0.243658% 92646LXF2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-15 2015-10-15 N N N 155000000.00 154985533.34 0.0043 N 154986050.00 154986050.00 Victory Receivables Corporation Victory Receivables Corporation 0.243655% 92646LXG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-16 2015-10-16 N N N 80000000.00 79992000.00 0.0022 N 79992800.00 79992800.00 Victory Receivables Corporation Victory Receivables Corporation 0.253822% 92646LXK1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-10-19 2015-10-19 N N N 150000000.00 149981250.00 0.0042 N 149983500.00 149983500.00 Wells Fargo Bank, National Association Wells Fargo Bank, National Association 0.515098% 94985HQ72 Other Note N First Tier Security N/A N/A 2015-12-21 2016-05-19 N N N 150000000.00 150000000.00 0.0042 N 149998500.00 149998500.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.630000% 851987497791572WE 0000740906 Other Repurchase Agreement N AGATEBAYMORTGAGELOANTRUST 2045-09-25 0.500000 Other Note 4999928.00 61369.00 B2R MORTGAGE TRUST 2048-05-15 5.867295 Other Note 2950000.00 2882677.00 COMM MORTGAGE TRUST 2047-08-10 4.843460 Other Note 8502016.00 7500000.00 GE COMMERCIAL MORTGAGE CORPORATION TRUST 2043-05-10 0.244252 Other Note 92017000.00 12283.00 LSTAR COMMERCIAL MORTGAGE TRUST 2048-04-20 3.499642 Other Note 4000000.00 3154881.00 LSTAR SECURITIES INVESTMENT TRUST 2021-09-01 3.293600 Other Note 8381152.00 7500000.00 LSTAR SECURITIES INVESTMENT TRUST 2021-12-01 2.329000 Other Note 8540781.00 7500000.00 NATIONSTAR MORTGAGE LOAN TRUST 2052-12-25 5.609300 Other Note 8848077.00 7500000.00 PFP III 2031-06-14 4.293999 Other Note 3977412.00 3979279.00 PFP III 2034-07-14 3.456350 Other Note 7498755.00 7500000.00 PFP III 2034-07-14 4.206349 Other Note 7498837.00 7499999.00 PFP III 2034-07-14 4.806350 Other Note 7498860.00 7500000.00 RESOURCE CAPITAL CORP LTD 2028-12-15 4.834249 Other Note 8992242.00 7500000.00 WACHOVIA BANK COMMERCIAL MORTGAGE TRUST 2035-04-15 1.134239 Other Note 1000000.00 163.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2047-12-15 1.350734 Other Note 97411718.00 7500000.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2047-12-15 3.956999 Other Note 4000000.00 3353067.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2048-02-15 1.147369 Other Note 25000000.00 1755992.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2048-05-15 4.276309 Other Note 4290000.00 3468897.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2050-04-15 0.622081 Other Note 7000000.00 288296.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2050-04-15 4.511281 Other Note 2700000.00 2273869.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2050-08-15 3.938000 Other Note 8986051.00 7499999.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2058-07-15 4.394300 Other Note 9030596.00 7500000.00 WELLS FARGO MORTGAGE LOAN TRUST 2037-08-27 3.089240 Other Note 7507136.00 7500000.00 WELLS FARGO MORTGAGE LOAN TRUST 2037-08-27 3.089240 Other Note 7511015.00 7500000.00 WELLS FARGO MORTGAGE LOAN TRUST 2037-08-27 3.089240 Other Note 10706730.00 7500000.00 WELLS FARGO REREMIC TRUST 2043-12-27 0.00 Other Note 9955532.00 7500000.00 WELLS FARGO REREMIC TRUST 2043-12-27 0.00 Other Note 10396682.00 7500000.00 WELLS FARGO REREMIC TRUST 2043-12-27 0.00 Other Note 7500000.00 4580153.00 WELLS FARGO REREMIC TRUST 2045-01-27 0.00 Other Note 13291745.00 7500000.00 WELLS FARGO REREMIC TRUST 2045-05-27 0.00 Other Note 13301197.00 7500000.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2047-05-15 0.733812 Other Note 7992000.00 372297.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2047-11-15 0.435029 Other Note 1400000.00 39622.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2047-11-15 1.098654 Other Note 24032200.00 1482974.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2047-11-15 1.199400 Other Note 20799000.00 1443945.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2047-11-15 1.199400 Other Note 10947000.00 850240.00 First Tier Security N/A N/A 2015-10-09 2015-10-09 N N N 150000000.00 150000000.00 0.0042 Y 150000000.00 150000000.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.750000% 88874271779157WEL 0000740906 Other Repurchase Agreement N ADS TACTICAL INC 2018-04-01 11.000000 Other Note 73000.00 78635.00 AIRCASTLE LTD 2019-12-01 6.250000 Other Note 66000.00 72149.00 ALCOA INC 2022-02-23 5.870000 Other Note 304000.00 278474.00 ALLIANCE DATA SYSTEMS CO 2017-12-01 5.250000 Other Note 7626000.00 7882265.00 ALLY FINANCIAL INC 2017-12-01 6.250000 Other Note 240000.00 256958.00 ALLY FINANCIAL INC 2018-12-31 8.000000 Other Note 980000.00 1090250.00 ALLY FINANCIAL INC 2020-03-15 8.000000 Other Note 1451000.00 1658977.00 ALLY FINANCIAL INC 2020-09-15 7.500000 Other Note 1604000.00 1821543.00 ALLY FINANCIAL INC 2031-11-01 8.000000 Other Note 1810000.00 2145956.00 AMC NETWORKS INC 2021-07-15 7.750000 Other Note 79000.00 84826.00 AMERICAN EXPRESS CO 2066-09-01 6.799999 Other Note 8057000.00 8181704.00 AMERICAN GREETINGS CORP 2021-12-01 7.375000 Other Note 1682000.00 1794490.00 ANIXTER INC 2019-05-01 5.625000 Other Note 113000.00 120857.00 ARCELORMITTAL 2019-06-01 10.600000 Other Note 135000.00 149106.00 AWAS AVIATION CAPITAL LT 2016-10-17 7.000000 Other Note 212000.00 108744.00 B2R MORTGAGE TRUST 2048-05-15 4.831000 Other Note 9000000.00 8596934.00 BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2051-02-10 6.423980 Other Note 7178840.00 6166568.00 BANCO BRADESCO (CAYMAN) 2016-05-16 4.125000 Other Note 200000.00 202571.00 BANCO DO BRASIL (CAYMAN) 2022-10-10 3.875000 Other Note 364000.00 286941.00 BANCO DO BRASIL (CAYMAN) 2049-01-01 8.500000 Other Note 306000.00 250148.00 BANCO INTERNAC DEL PERU 2029-03-19 6.625000 Other Note 703000.00 697042.00 BANCONALCOSTARICA 2018-11-01 4.875000 Other Note 450000.00 454580.00 BBVABANCOMERSA 2022-05-17 6.008000 Other Note 150000.00 154829.00 BOISE CASCADE COMPANY 2020-11-01 6.375000 Other Note 1118000.00 1185231.00 BOYD GAMING CORP 2020-07-01 9.000000 Other Note 5000.00 5461.00 BRANDYWINE OPER PARTNERS 2017-05-01 5.700000 Other Note 3143000.00 3395011.00 BRANDYWINE OPER PARTNERS 2018-04-15 4.950000 Other Note 625000.00 675430.00 BRIGGS & STRATTON CORP 2020-12-15 6.875000 Other Note 55000.00 60503.00 BWAY MORTGAGE TRUST 2035-01-13 2.916999 Other Note 5994672.00 5807024.00 CALATLANTICGROUPINC 2016-09-15 10.750000 Other Note 5815000.00 6277171.00 CALATLANTICGROUPINC 2021-12-15 6.250000 Other Note 41000.00 44412.00 CASE NEW HOLLAND INDUSTR 2017-12-01 7.875000 Other Note 2628000.00 2860870.00 CEMEX FINANCE LLC 2022-10-12 9.375000 Other Note 1502000.00 1653627.00 CEMEX FINANCE LLC 2024-04-01 6.000000 Other Note 295000.00 278726.00 CEMEX SAB DE CV 2019-12-10 6.500000 Other Note 213000.00 214568.00 CEMEX SAB DE CV 2021-01-15 7.250000 Other Note 300000.00 304531.00 CENT ELET BRASILEIRAS SA 2019-07-30 6.875000 Other Note 368000.00 328977.00 CHECKERS DRIVE-IN RESTAU 2017-12-01 11.000000 Other Note 400000.00 438544.00 CHIQUITA BRANDS INTL / L 2021-02-01 7.875000 Other Note 4973000.00 5298265.00 CHOICE HOTELS INTL INC 2020-08-28 5.700000 Other Note 75000.00 80724.00 CHOICE HOTELS INTL INC 2022-07-01 5.750000 Other Note 5000.00 5459.00 CHS/COMMUNITY HEALTH SYS 2019-11-15 8.000000 Other Note 1075000.00 1148906.00 CIT GROUP INC 2020-05-15 5.375000 Other Note 1332000.00 1422118.00 CITIGROUP COMMERCIAL MORTGAGE TRUST 2030-01-12 2.109999 Other Note 2215000.00 2068026.00 COLONIAL BANK 2015-12-01 6.375000 Other Note 1077000.00 21649.00 COMMERCIAL METALS CO 2018-08-15 7.349999 Other Note 40000.00 42951.00 CONSTELLATION BRANDS INC 2022-05-01 6.000000 Other Note 81000.00 89492.00 CORP LINDLEY SA 2021-11-23 6.750000 Other Note 62000.00 70451.00 DELL INC 2018-04-15 5.650000 Other Note 89000.00 95087.00 DELUXE CORP 2020-11-15 6.000000 Other Note 27000.00 28924.00 DISCOVER FINANCIAL SVS 2017-06-12 6.450000 Other Note 780000.00 855652.00 DYCOM INVESTMENTS INC 2021-01-15 7.125000 Other Note 300000.00 320158.00 EKSPORTFINANS ASA 2016-02-05 0.00 Other Note 127500.00 164832.00 ENTERCOM RADIO LLC 2019-12-01 10.500000 Other Note 3280000.00 3492243.00 EXIDE TECHNOLOGIES 2020-04-30 11.000000 Other Note 50000.00 43838.00 FERREYCORP SAA 2020-04-26 4.875000 Other Note 276000.00 255300.00 FIDELITY NATL FINANCIAL 2017-05-15 6.599999 Other Note 31000.00 33918.00 FIRST DATA CORPORATION 2020-11-01 6.750000 Other Note 6000.00 6468.00 FIRST DATA CORPORATION 2021-01-15 8.250000 Other Note 9046000.00 9495473.00 FIRST DATA CORPORATION 2021-01-15 11.250000 Other Note 615000.00 695527.00 FIRST DATA CORPORATION 2021-01-15 12.625000 Other Note 10403000.00 12107033.00 FIRST DATA CORPORATION 2021-06-15 10.625000 Other Note 5729000.00 6335021.00 FIRST TENNESSEE BANK 2016-04-01 5.650000 Other Note 337000.00 353649.00 FLY LEASING LTD 2020-12-15 6.750000 Other Note 331000.00 345792.00 FLY LEASING LTD 2021-10-15 6.375000 Other Note 700000.00 725703.00 FRESENIUS MED CARE II 2018-09-15 6.500000 Other Note 3963000.00 4350218.00 FRESENIUS MED CARE II 2022-01-31 5.875000 Other Note 667000.00 721780.00 GENERAL MOTORS FINL CO 2018-06-01 6.750000 Other Note 789000.00 882214.00 GNB SUDAMERIS BANK SA 2022-07-30 7.500000 Other Note 101000.00 102263.00 GREIF INC 2019-08-01 7.750000 Other Note 79000.00 88496.00 GRUPO AVAL LTD 2017-02-01 5.250000 Other Note 1170000.00 1213851.00 GRUPO KUO SAB DE CV 2022-12-04 6.250000 Other Note 278000.00 275954.00 GS MORTGAGE SECURITIES TRUST 2027-12-10 2.706000 Other Note 5251307.00 4881187.00 H.B.P.W.H. BUILDING CO 2022-11-01 0.239999 Other Note 54500.00 54510.00 HCA HOLDINGS INC 2021-02-15 6.250000 Other Note 1387000.00 1486257.00 HCA INC 2018-10-01 8.000000 Other Note 1183000.00 1383847.00 HD SUPPLY INC 2020-04-15 11.000000 Other Note 50000.00 57871.00 HD SUPPLY INC 2020-07-15 7.500000 Other Note 985000.00 1053334.00 HD SUPPLY INC 2020-07-15 11.500000 Other Note 3429000.00 4055507.00 HOSPIRA INC 2020-08-12 5.200000 Other Note 30000.00 34179.00 HOSPIRA INC 2023-08-12 5.799999 Other Note 20000.00 23328.00 HSBCBANKBRASILSA 2016-05-11 4.000000 Other Note 205000.00 207803.00 HUGHES SATELLITE SYSTEMS 2021-06-15 7.625000 Other Note 5000.00 5461.00 INDUSTRIAL SENIOR TRUST 2022-11-01 5.500000 Other Note 140000.00 132337.00 INRETAIL CONSUMER 2021-10-10 5.250000 Other Note 36000.00 37163.00 INTERCORP PERU LTD 2025-02-12 5.875000 Other Note 117000.00 111150.00 INTL GAME TECHNOLOGY 2019-06-15 7.500000 Other Note 525000.00 565690.00 INTL LEASE FINANCE CORP 2017-09-01 8.875000 Other Note 4785000.00 5261822.00 INTL LEASE FINANCE CORP 2018-09-01 7.125000 Other Note 320000.00 353437.00 INTL LEASE FINANCE CORP 2019-04-01 5.875000 Other Note 761000.00 825085.00 INTL LEASE FINANCE CORP 2019-05-15 6.250000 Other Note 1080000.00 1176863.00 INTL LEASE FINANCE CORP 2020-12-15 8.250000 Other Note 217000.00 259112.00 INTL LEASE FINANCE CORP 2022-08-15 5.875000 Other Note 598000.00 643056.00 IRON MOUNTAIN INC 2019-10-01 7.750000 Other Note 5000.00 5380.00 ISLE OF CAPRI CASINOS 2020-06-15 8.875000 Other Note 1568000.00 1714428.00 ISTAR INC 2017-06-01 9.000000 Other Note 250000.00 270562.00 ITAU UNIBANCO HLDG SA/KY 2021-01-22 5.750000 Other Note 35000.00 33455.00 ITAU UNIBANCO HLDG SA/KY 2021-12-21 6.200000 Other Note 139000.00 133030.00 ITAU UNIBANCO HLDG SA/KY 2022-03-19 5.650000 Other Note 670000.00 595782.00 ITAU UNIBANCO HLDG SA/KY 2023-05-13 5.125000 Other Note 452000.00 394146.00 JABIL CIRCUIT INC 2018-03-15 8.250000 Other Note 22000.00 24574.00 JABIL CIRCUIT INC 2020-12-15 5.625000 Other Note 25000.00 26866.00 JAMES HARDIE INTL FIN 2023-02-15 5.875000 Other Note 5820000.00 5935491.00 JBS INVESTMENTS GMBH 2020-10-28 7.750000 Other Note 2380000.00 2478704.00 JC PENNEY CORP INC 2015-10-15 6.875000 Other Note 6000.00 6189.00 JM HUBER CORP 2019-11-01 9.875000 Other Note 3154000.00 3450607.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST 2047-12-15 4.567936 Other Note 1711000.00 1638637.00 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC TRUST 2051-02-12 5.793999 Other Note 6985000.00 6655379.00 KINETICS CONCEPT/KCI USA 2018-11-01 10.500000 Other Note 683000.00 745125.00 KINETICS CONCEPT/KCI USA 2019-11-01 12.500000 Other Note 3605000.00 4003302.00 KRAFT HEINZ FOODS CO 2025-02-15 4.875000 Other Note 120000.00 128843.00 L BRANDS INC 2019-06-15 8.500000 Other Note 23000.00 27480.00 L BRANDS INC 2021-04-01 6.625000 Other Note 60000.00 68426.00 L BRANDS INC 2037-07-15 7.599999 Other Note 145000.00 162158.00 LEVI STRAUSS & CO 2022-05-01 6.875000 Other Note 650000.00 715621.00 LSTAR COMMERCIAL MORTGAGE TRUST 2041-01-20 5.109833 Other Note 6500000.00 6100233.00 MANITOWOC COMPANY INC 2022-10-15 5.875000 Other Note 60000.00 65216.00 MASCO CORP 2020-03-15 7.125000 Other Note 115000.00 132879.00 MASCO CORP 2022-03-15 5.950000 Other Note 25000.00 27566.00 MGM RESORTS INTL 2016-11-01 10.000000 Other Note 433000.00 479066.00 MGM RESORTS INTL 2019-02-01 8.625000 Other Note 147000.00 163778.00 MORGAN STANLEY 2017-08-04 0.00 Other Note 50000.00 40940.00 MPT OPER PARTNERSP/FINL 2021-05-01 6.875000 Other Note 115000.00 123447.00 NAVIENT CORP 2016-01-25 6.250000 Other Note 226000.00 229540.00 NAVIENT CORP 2017-01-25 6.000000 Other Note 401000.00 409354.00 NAVIENT CORP 2018-03-15 5.650000 Other Note 3000.00 2846.00 NAVIENT CORP 2018-06-15 5.000000 Other Note 143000.00 138650.00 NAVIENT CORP 2018-06-15 8.449999 Other Note 8000.00 8477.00 NAVIENT CORP 2019-03-15 5.250000 Other Note 92000.00 81767.00 NAVIENT CORP 2019-03-15 5.500000 Other Note 14000.00 12578.00 NAVIENT CORP 2019-03-15 6.599999 Other Note 32000.00 29838.00 NAVIENT CORP 2019-06-15 6.000000 Other Note 65000.00 58564.00 NAVIENT CORP 2019-06-17 4.875000 Other Note 298000.00 276081.00 NAVIENT CORP 2019-09-15 6.000000 Other Note 3000.00 2663.00 NAVIENT CORP 2020-12-15 7.000000 Other Note 45000.00 40158.00 NAVIENT CORP 2020-12-15 7.150000 Other Note 28000.00 25161.00 NAVIENT CORP 2021-06-15 6.000000 Other Note 87000.00 72602.00 NAVIENT CORP 2021-06-15 6.099999 Other Note 51000.00 42783.00 NAVIENT CORP 2021-06-15 6.150000 Other Note 53000.00 44577.00 NAVIENT CORP 2021-06-15 6.150000 Other Note 18000.00 15139.00 NAVIENT CORP 2022-01-25 7.250000 Other Note 192000.00 173633.00 NAVIENT CORP 2023-01-25 5.500000 Other Note 8000.00 6596.00 NAVIENT CORP 2029-03-15 5.650000 Other Note 2000.00 1232.00 NAVIENT CORP 2029-03-15 5.700000 Other Note 71000.00 44255.00 NAVIENT CORP 2029-03-15 5.700000 Other Note 40000.00 24933.00 NAVIENT CORP 2029-03-15 5.700000 Other Note 29000.00 17884.00 NAVIENT CORP 2029-03-15 5.700000 Other Note 13000.00 8055.00 NAVIENT CORP 2029-03-15 5.750000 Other Note 12000.00 7477.00 NAVIENT CORP 2029-03-15 6.000000 Other Note 71000.00 44931.00 NAVIENT CORP 2029-06-15 5.750000 Other Note 8000.00 4944.00 NAVIENT CORP 2029-06-15 6.000000 Other Note 48000.00 31380.00 NAVIENT CORP 2029-06-15 6.000000 Other Note 4000.00 2615.00 NAVIENT CORP 2029-06-15 6.250000 Other Note 91000.00 59422.00 NAVIENT CORP 2029-06-15 6.250000 Other Note 32000.00 21138.00 NAVIENT CORP 2029-09-15 6.150000 Other Note 38000.00 24480.00 NAVIENT CORP 2029-09-15 6.150000 Other Note 30000.00 19427.00 NAVIENT CORP 2029-12-15 5.599999 Other Note 5000.00 3098.00 NAVIENT CORP 2029-12-15 5.650000 Other Note 20000.00 12115.00 NAVIENT CORP 2029-12-15 5.750000 Other Note 18000.00 11055.00 NAVIENT CORP 2030-03-15 5.400000 Other Note 4000.00 2354.00 NAVIENT CORP 2030-03-15 5.500000 Other Note 3000.00 1808.00 NAVIENT CORP 2030-03-15 5.750000 Other Note 37000.00 22698.00 NAVIENT CORP 2030-06-15 5.400000 Other Note 10000.00 5834.00 NAVIENT CORP 2030-06-15 5.500000 Other Note 36000.00 21836.00 NAVIENT CORP 2030-06-15 5.750000 Other Note 10000.00 6083.00 NAVIENT CORP 2031-09-15 6.299999 Other Note 10000.00 6356.00 NAVIENT CORP 2031-12-15 5.849999 Other Note 10000.00 5999.00 NAVIENT CORP 2031-12-15 6.000000 Other Note 86000.00 52557.00 NAVIENT CORP 2031-12-15 6.099999 Other Note 58000.00 35879.00 NAVIENT CORP 2031-12-15 6.200000 Other Note 40000.00 25043.00 NAVIENT CORP 2032-03-15 5.799999 Other Note 42000.00 24947.00 NAVIENT CORP 2032-03-15 5.799999 Other Note 5000.00 2999.00 NAVIENT CORP 2032-03-15 5.849999 Other Note 20000.00 11955.00 NAVIENT CORP 2032-06-15 5.750000 Other Note 9000.00 5293.00 NAVIENT CORP 2033-08-01 5.625000 Other Note 38000.00 24290.00 NEWRESIDENTIALMORTGAGELOANTRUST 2052-04-25 4.599999 Other Note 2751000.00 2610168.00 NOKIA OYJ 2019-05-15 5.375000 Other Note 2663000.00 2876456.00 NOKIA OYJ 2039-05-15 6.625000 Other Note 725000.00 782887.00 NUMERICABLE-SFR SAS 2019-05-15 4.875000 Other Note 475000.00 465728.00 NUSTAR LOGISTICS LP 2018-04-15 8.150000 Other Note 526000.00 582468.00 NXP BV/NXP FUNDING LLC 2023-03-15 5.750000 Other Note 200000.00 207479.00 OFFICE DEPOT INC 2019-03-15 9.750000 Other Note 170000.00 179191.00 OI SA 2022-02-10 5.750000 Other Note 306000.00 140144.00 OMNICARE INC 2022-12-01 4.750000 Other Note 3030000.00 3272400.00 OMNICARE INC 2024-12-01 5.000000 Other Note 45000.00 48938.00 ONEOK INC 2028-09-30 6.500000 Other Note 64000.00 61688.00 OPPENHEIMER HOLDINGS INC 2018-04-15 8.750000 Other Note 10000.00 10701.00 PACIFIC EXPLORATION AND 2025-01-19 5.625000 Other Note 169000.00 60840.00 PINNACLE ENTERTAINMENT 2020-05-15 8.750000 Other Note 231000.00 249263.00 PINNACLE ENTERTAINMENT 2021-04-15 7.500000 Other Note 6417000.00 6990519.00 PINNACLE ENTERTAINMENT I 2021-08-01 6.375000 Other Note 51000.00 54593.00 PLAYARESORTSHOLDINGS 2020-08-15 8.000000 Other Note 250000.00 251250.00 PMTLOANTRUST 2043-09-25 3.500000 Other Note 17490779.00 15000000.00 PRESTIGE BRANDS INC 2021-12-15 5.375000 Other Note 474000.00 468396.00 R.R. DONNELLEY & SONS 2020-06-15 7.625000 Other Note 110000.00 116846.00 REYNOLDS GRP ISS/REYNOLD 2018-05-15 8.500000 Other Note 14449000.00 14999868.00 REYNOLDS GRP ISS/REYNOLD 2019-04-15 9.000000 Other Note 1343000.00 1411829.00 Royal Bank of Canada 2016-02-02 0.00 Other Note 48500.00 64005.00 Royal Bank of Canada 2016-03-01 0.00 Other Note 103000.00 138710.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 231000.00 351721.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 145000.00 205175.00 Royal Bank of Canada 2017-02-06 0.00 Other Note 261500.00 255276.00 Royal Bank of Canada 2017-03-06 0.00 Other Note 124000.00 138285.00 Royal Bank of Canada 2017-10-03 0.00 Other Note 89500.00 90127.00 Royal Bank of Canada 2017-12-04 0.00 Other Note 109500.00 89900.00 Royal Bank of Canada 2017-12-04 0.00 Other Note 55000.00 42576.00 Royal Bank of Canada 2018-01-03 0.00 Other Note 48500.00 39799.00 Royal Bank of Canada 2018-02-05 0.00 Other Note 64000.00 61920.00 Royal Bank of Canada 2020-02-04 0.00 Other Note 62000.00 68287.00 Royal Bank of Canada 2020-03-04 0.00 Other Note 21000.00 22739.00 ROYAL BK CANADA TORONTO 2019-11-04 0.00 Other Note 50000.00 51695.00 ROYAL BK SCOTLND GRP PLC 2019-09-15 4.000000 Other Note 3000.00 3071.00 ROYAL BK SCOTLND GRP PLC 2019-10-21 6.400000 Other Note 258000.00 297496.00 ROYAL BK SCOTLND GRP PLC 2022-12-15 6.125000 Other Note 106000.00 116649.00 ROYAL BK SCOTLND GRP PLC 2023-12-19 6.000000 Other Note 195000.00 211396.00 SAMARCOMINERACAOSA 2024-09-26 5.375000 Other Note 726000.00 586679.00 SAPPI PAPIER HOLDNG GMBH 2017-07-15 7.750000 Other Note 1850000.00 1953870.00 SAPPI PAPIER HOLDNG GMBH 2021-04-15 6.625000 Other Note 2450000.00 2551956.00 SCHAEFFLER HLDG FIN BV 2018-08-15 6.875000 Other Note 950000.00 990227.00 SCOTTS MIRACLE-GRO CO/TH 2020-12-15 6.625000 Other Note 4044000.00 4243462.00 SEALED AIR CORP 2020-12-01 6.500000 Other Note 150000.00 167473.00 SENSATA TECHNOLOGIES BV 2025-10-01 5.000000 Other Note 2000.00 1905.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.238102 Other Note 2455421.00 2151216.00 SEQUOIA MORTGAGE TRUST 2045-05-25 3.500000 Other Note 15506224.00 14999999.00 SERVICE CORP INTL 2021-11-15 8.000000 Other Note 195000.00 234000.00 SPRINGLEAF FINANCE CORP 2015-12-01 5.400000 Other Note 100000.00 101905.00 SPRINGLEAF FINANCE CORP 2016-09-15 5.750000 Other Note 1500000.00 1529844.00 SPRINT COMMUNICATIONS 2018-11-15 9.000000 Other Note 687000.00 744962.00 SUMMITMATERIALSLLC/FIN 2020-01-31 10.500000 Other Note 2153000.00 2340760.00 SUNGARD DATA SYSTEMS INC 2019-11-01 6.625000 Other Note 14219000.00 14999909.00 SUNGARD DATA SYSTEMS INC 2020-11-15 7.625000 Other Note 2500000.00 2668359.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 273500.00 411071.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 45500.00 65365.00 TEGNA INC 2016-04-01 10.000000 Other Note 15000.00 16233.00 TENET HEALTHCARE CORP 2018-11-01 6.250000 Other Note 1209000.00 1327927.00 TENET HEALTHCARE CORP 2020-10-01 6.000000 Other Note 23000.00 24951.00 TOLL BROS FINANCE CORP 2022-02-15 5.875000 Other Note 4375000.00 4724316.00 UNION ANDINA DE CEMENTOS 2021-10-30 5.875000 Other Note 150000.00 144375.00 UNITED RENTALS NORTH AM 2022-04-15 7.625000 Other Note 52000.00 56677.00 UNIVISION COMMUNICATIONS 2021-05-15 8.500000 Other Note 3526000.00 3779431.00 US CONCRETE INC 2018-12-01 8.500000 Other Note 441000.00 473787.00 US FOODS INC 2019-06-30 8.500000 Other Note 9947000.00 10506519.00 USG CORP 2018-01-15 9.750000 Other Note 5730000.00 6548316.00 VULCAN MATERIALS CO 2018-06-15 7.000000 Other Note 1852000.00 2102792.00 VULCAN MATERIALS CO 2037-11-30 7.150000 Other Note 109000.00 120318.00 WELLS FARGO & COMPANY 2015-12-07 0.00 Other Note 32000.00 45525.00 WELLS FARGO & COMPANY 2016-01-07 0.00 Other Note 10000.00 12950.00 WELLS FARGO & COMPANY 2016-02-05 0.00 Other Note 5000.00 6448.00 WELLS FARGO & COMPANY 2016-04-07 0.00 Other Note 25000.00 41319.00 WELLS FARGO & COMPANY 2016-05-06 0.00 Other Note 270000.00 389885.00 WELLS FARGO & COMPANY 2016-09-08 0.00 Other Note 36000.00 36308.00 WELLS FARGO & COMPANY 2016-10-07 0.00 Other Note 7000.00 7054.00 WELLS FARGO & COMPANY 2017-02-07 0.00 Other Note 10000.00 12223.00 WELLS FARGO & COMPANY 2018-01-08 0.00 Other Note 100000.00 96183.00 WELLS FARGO & COMPANY 2018-05-07 0.00 Other Note 210000.00 257588.00 WELLS FARGO & COMPANY 2018-07-06 0.00 Other Note 100000.00 120459.00 WELLS FARGO & COMPANY 2019-10-07 0.00 Other Note 10000.00 8756.00 WELLS FARGO & COMPANY 2020-02-07 0.00 Other Note 19000.00 21358.00 WELLS FARGO & COMPANY 2020-06-05 0.00 Other Note 6000.00 6238.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2048-03-15 4.494722 Other Note 2000000.00 1881154.00 WINWATER MORTGAGE LOAN TRUST 2045-03-20 3.500000 Other Note 9324019.00 8689183.00 ZAYO GROUP LLC/ZAYO CAP 2020-07-01 10.125000 Other Note 27000.00 29971.00 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 300000000.00 300000000.00 0.0083 Y 300333312.00 300333312.00 Wells Fargo Securities, LLC Wells Fargo Securities, LLC 0.300000% 896078267791571we 0000740906 Other Repurchase Agreement N BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2051-02-10 6.423980 Other Note 8731160.00 7499999.00 BCAP LLC TRUST 2036-11-26 6.000000 Other Note 5530239.00 7499999.00 CITIGROUP COMMERCIAL MORTGAGE TRUST 2049-12-10 5.899490 Other Note 4200000.00 3641751.00 COMM MORTGAGE TRUST 2047-08-10 4.843460 Other Note 1497984.00 1321437.00 CREDIT SUISSE MORTGAGE TRUST 2045-03-25 3.948134 Other Note 5472000.00 5541843.00 EKSPORTFINANS ASA 2016-02-05 0.00 Other Note 127500.00 164832.00 FIRST UNION NATIONAL BANK COMMERCIAL MORTGAGE 2043-01-12 0.00 Other Note 881334.00 985252.00 GS MORTGAGE SECURITIES TRUST 2027-12-10 2.706000 Other Note 8068693.00 7500000.00 JP MORGAN MORTGAGE TRUST 2043-07-25 3.456405 Other Note 5000000.00 4463017.00 LADDER CAPITAL COMMERCIAL MORTGAGE SECURITIES LLC 2031-05-15 4.027820 Other Note 2000000.00 2075735.00 LSTAR SECURITIES INVESTMENT TRUST 2021-09-01 3.293600 Other Note 8381152.00 7500000.00 LSTAR SECURITIES INVESTMENT TRUST 2021-12-01 2.329000 Other Note 4459219.00 3915818.00 NATIONSTAR MORTGAGE LOAN TRUST 2052-12-25 5.609300 Other Note 4758004.00 4033083.00 PFP III 2031-06-14 4.293999 Other Note 7496480.00 7499999.00 PFP III 2034-07-14 2.906350 Other Note 7000000.00 7010057.00 PFP III 2034-07-14 3.456350 Other Note 2501245.00 2501660.00 PFP III 2034-07-14 4.206349 Other Note 2501163.00 2501551.00 PFP III 2034-07-14 4.806350 Other Note 1501140.00 1501368.00 PMTLOANTRUST 2043-09-25 3.500000 Other Note 8745389.00 7499999.00 RESOURCE CAPITAL CORP LTD 2028-12-15 4.834249 Other Note 4857758.00 4051624.00 Royal Bank of Canada 2016-02-02 0.00 Other Note 48500.00 64005.00 Royal Bank of Canada 2016-03-01 0.00 Other Note 103000.00 138710.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 231000.00 351721.00 Royal Bank of Canada 2016-04-04 0.00 Other Note 145000.00 205175.00 Royal Bank of Canada 2017-02-06 0.00 Other Note 261500.00 255276.00 Royal Bank of Canada 2017-03-06 0.00 Other Note 124000.00 138285.00 Royal Bank of Canada 2017-12-04 0.00 Other Note 109500.00 89900.00 Royal Bank of Canada 2018-02-05 0.00 Other Note 22000.00 21285.00 Royal Bank of Canada 2020-02-04 0.00 Other Note 62000.00 68287.00 Royal Bank of Canada 2020-03-04 0.00 Other Note 6000.00 6497.00 SEQUOIA MORTGAGE TRUST 2042-01-25 4.238102 Other Note 8560579.00 7499999.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 273500.00 411071.00 SWEDISH EXPORT CREDIT 2016-02-05 0.00 Other Note 45500.00 65365.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2047-12-15 1.350734 Other Note 97411718.00 7500000.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2048-02-15 1.454000 Other Note 145000.00 133983.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2048-05-15 1.342000 Other Note 70000.00 65041.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2050-08-15 3.938000 Other Note 8986051.00 7499999.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2058-07-15 4.394300 Other Note 234404.00 194675.00 WELLS FARGO COMMERCIAL MORTGAGE TRUST 2058-09-15 4.645800 Other Note 2000000.00 1751154.00 WELLS FARGO MORTGAGE LOAN TRUST 2037-08-27 3.089240 Other Note 7507136.00 7500000.00 WELLS FARGO MORTGAGE LOAN TRUST 2037-08-27 3.089240 Other Note 7511015.00 7500000.00 WELLS FARGO MORTGAGE LOAN TRUST 2037-08-27 3.089240 Other Note 10706730.00 7500000.00 WELLS FARGO REREMIC TRUST 2043-12-27 0.00 Other Note 5044468.00 3800250.00 WELLS FARGO REREMIC TRUST 2043-12-27 0.00 Other Note 4303318.00 3104345.00 WELLS FARGO REREMIC TRUST 2045-01-27 0.00 Other Note 13174641.00 7433923.00 WELLS FARGO REREMIC TRUST 2045-05-27 0.00 Other Note 3498803.00 1972832.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2044-03-15 3.240000 Other Note 1200000.00 1037109.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2046-06-15 4.132822 Other Note 500000.00 453795.00 WF-RBS COMMERCIAL MORTGAGE TRUST 2047-11-15 1.389999 Other Note 135000.00 120488.00 WINWATER MORTGAGE LOAN TRUST 2045-03-20 3.500000 Other Note 7603981.00 7086255.00 First Tier Security N/A N/A 2015-10-06 2015-10-06 N N N 150000000.00 150000000.00 0.0042 N 150000000.00 150000000.00 Wells Fargo Securities, LLC Joint Account III 0.140000% 89830873779157WEL 0000740906 Government Agency Repurchase Agreement N FANNIE MAE 2020-05-01 6.889999 Government Agency Debt 43608.25 38380.82 FANNIE MAE 2021-08-01 3.500000 Government Agency Debt 23607.09 20583.84 FANNIE MAE 2024-09-01 2.000000 Government Agency Debt 130824.74 121252.27 FANNIE MAE 2024-10-01 3.000000 Government Agency Debt 732220.14 664542.37 FANNIE MAE 2025-02-01 2.500000 Government Agency Debt 207695.32 202987.11 FANNIE MAE 2025-04-01 2.500000 Government Agency Debt 307159.61 298756.95 FANNIE MAE 2025-05-01 5.500000 Government Agency Debt 53498.97 47921.01 FANNIE MAE 2025-09-01 5.500000 Government Agency Debt 24129.09 21403.48 FANNIE MAE 2028-06-01 3.500000 Government Agency Debt 61237.11 53358.68 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 292039.79 248651.26 FANNIE MAE 2028-08-01 2.500000 Government Agency Debt 227890.76 196814.78 FANNIE MAE 2028-08-01 3.500000 Government Agency Debt 711655.42 614883.90 FANNIE MAE 2028-09-01 3.500000 Government Agency Debt 11237.57 9843.96 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 199359.09 186599.51 FANNIE MAE 2028-10-01 3.000000 Government Agency Debt 43337.32 38213.07 FANNIE MAE 2028-11-01 3.000000 Government Agency Debt 2428538.10 2054897.63 FANNIE MAE 2028-12-01 3.000000 Government Agency Debt 60204.62 52974.00 FANNIE MAE 2028-12-01 3.000000 Government Agency Debt 50480.35 47460.62 FANNIE MAE 2029-01-01 2.500000 Government Agency Debt 477114.68 435813.77 FANNIE MAE 2029-01-01 3.000000 Government Agency Debt 12585.90 10716.49 FANNIE MAE 2029-02-01 3.500000 Government Agency Debt 37113.40 32695.61 FANNIE MAE 2029-03-01 3.000000 Government Agency Debt 1815491.88 1540969.05 FANNIE MAE 2029-03-01 3.000000 Government Agency Debt 210370.08 177471.65 FANNIE MAE 2029-04-01 3.000000 Government Agency Debt 53406.37 50604.12 FANNIE MAE 2029-04-01 3.500000 Government Agency Debt 92931.03 91268.91 FANNIE MAE 2029-05-01 3.000000 Government Agency Debt 8976.06 7585.61 FANNIE MAE 2029-06-01 3.000000 Government Agency Debt 5403759.40 4919072.47 FANNIE MAE 2029-07-01 3.000000 Government Agency Debt 8443298.97 7811513.63 FANNIE MAE 2029-08-01 3.500000 Government Agency Debt 188382.99 169526.97 FANNIE MAE 2029-08-01 3.500000 Government Agency Debt 93848.47 92385.46 FANNIE MAE 2029-08-01 3.500000 Government Agency Debt 28890.74 24467.38 FANNIE MAE 2029-09-01 2.500000 Government Agency Debt 67121.07 59656.27 FANNIE MAE 2029-09-01 3.500000 Government Agency Debt 84630.62 75638.78 FANNIE MAE 2029-09-01 4.000000 Government Agency Debt 2013474.80 1734618.25 FANNIE MAE 2029-10-01 2.500000 Government Agency Debt 189058.27 181513.11 FANNIE MAE 2029-10-01 2.500000 Government Agency Debt 168791.57 162342.00 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 54069.77 50942.04 FANNIE MAE 2029-10-01 3.500000 Government Agency Debt 52886.60 49409.26 FANNIE MAE 2029-11-01 2.500000 Government Agency Debt 99390.43 87694.14 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 116757.65 111797.81 FANNIE MAE 2029-11-01 3.000000 Government Agency Debt 29765.69 28399.92 FANNIE MAE 2029-11-01 3.500000 Government Agency Debt 282748.45 286970.85 FANNIE MAE 2029-12-01 2.500000 Government Agency Debt 188381.51 180312.31 FANNIE MAE 2029-12-01 3.000000 Government Agency Debt 1484536.08 1373273.81 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 191941.05 187334.91 FANNIE MAE 2029-12-01 3.500000 Government Agency Debt 40875.22 38894.29 FANNIE MAE 2030-01-01 2.500000 Government Agency Debt 650489.75 575305.05 FANNIE MAE 2030-01-01 3.000000 Government Agency Debt 36128.23 34979.75 FANNIE MAE 2030-01-01 3.500000 Government Agency Debt 56327.57 48953.69 FANNIE MAE 2030-01-01 3.500000 Government Agency Debt 9652.27 9348.68 FANNIE MAE 2030-02-01 3.500000 Government Agency Debt 428268.62 421014.62 FANNIE MAE 2030-03-01 2.500000 Government Agency Debt 46263.71 44953.42 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 146991.34 137697.03 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 38148.12 36990.93 FANNIE MAE 2030-03-01 3.000000 Government Agency Debt 30004.70 30509.63 FANNIE MAE 2030-03-01 3.500000 Government Agency Debt 302471.07 308693.13 FANNIE MAE 2030-04-01 2.500000 Government Agency Debt 2529516.25 2466688.64 FANNIE MAE 2030-04-01 2.500000 Government Agency Debt 1383342.31 1361645.81 FANNIE MAE 2030-04-01 2.500000 Government Agency Debt 837396.74 822581.26 FANNIE MAE 2030-04-01 2.500000 Government Agency Debt 193522.08 189680.85 FANNIE MAE 2030-04-01 2.500000 Government Agency Debt 88768.95 86743.48 FANNIE MAE 2030-04-01 2.500000 Government Agency Debt 72866.78 71130.62 FANNIE MAE 2030-04-01 3.000000 Government Agency Debt 703404.00 716108.10 FANNIE MAE 2030-04-01 3.000000 Government Agency Debt 703434.99 715898.97 FANNIE MAE 2030-05-01 2.500000 Government Agency Debt 2501134.33 2439642.25 FANNIE MAE 2030-05-01 2.500000 Government Agency Debt 298528.89 291432.25 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 886.27 849.34 FANNIE MAE 2030-06-01 3.500000 Government Agency Debt 753948.19 723485.13 FANNIE MAE 2030-07-01 2.500000 Government Agency Debt 2872743.40 2918495.51 FANNIE MAE 2030-07-01 2.500000 Government Agency Debt 69827.94 70995.15 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 3731047.98 3794304.62 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 633165.22 644022.74 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 581526.19 590307.77 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 456543.28 464500.95 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 353396.60 358813.86 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 332209.86 338083.98 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 333219.53 337939.61 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 292118.85 297225.28 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 189261.84 192513.15 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 186393.15 189680.85 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 177257.13 167500.58 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 109484.54 111410.35 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 67667.57 68694.31 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 46252.21 47032.89 FANNIE MAE 2030-08-01 2.500000 Government Agency Debt 37113.40 37769.38 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 2226804.12 2266665.22 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 448679.69 456366.06 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 264525.77 269505.84 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 160869.34 163954.39 FANNIE MAE 2030-09-01 2.500000 Government Agency Debt 83208.06 84717.09 FANNIE MAE 2033-06-01 3.500000 Government Agency Debt 923042.97 786856.08 FANNIE MAE 2033-08-01 3.500000 Government Agency Debt 815951.51 698803.05 FANNIE MAE 2033-08-01 3.500000 Government Agency Debt 210490.70 181270.39 FANNIE MAE 2033-08-01 4.000000 Government Agency Debt 38969.07 33577.79 FANNIE MAE 2033-09-01 3.500000 Government Agency Debt 723412.95 651314.97 FANNIE MAE 2033-09-01 3.500000 Government Agency Debt 534988.39 453025.67 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 544267.30 469986.12 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 362000.78 324630.56 FANNIE MAE 2033-10-01 3.500000 Government Agency Debt 196592.47 193509.65 FANNIE MAE 2033-11-01 3.500000 Government Agency Debt 824977.11 772596.56 FANNIE MAE 2033-12-01 3.500000 Government Agency Debt 1684766.60 1564864.89 FANNIE MAE 2034-01-01 3.500000 Government Agency Debt 1670103.09 1411750.21 FANNIE MAE 2034-06-01 3.500000 Government Agency Debt 185567.01 157468.45 FANNIE MAE 2034-09-01 3.500000 Government Agency Debt 393657.03 343180.76 FANNIE MAE 2034-10-01 5.000000 Government Agency Debt 1493116.33 1351258.89 FANNIE MAE 2034-11-01 4.000000 Government Agency Debt 270742.27 253615.92 FANNIE MAE 2035-03-01 3.200000 Government Agency Debt 974226.80 990605.32 FANNIE MAE 2038-07-01 3.500000 Government Agency Debt 742268.04 651897.09 FANNIE MAE 2039-01-01 3.500000 Government Agency Debt 444196.39 376090.70 FANNIE MAE 2039-09-01 3.500000 Government Agency Debt 641118.25 652005.09 FANNIE MAE 2039-10-01 3.500000 Government Agency Debt 851968.76 747818.35 FANNIE MAE 2040-01-01 3.500000 Government Agency Debt 5244788.41 5067004.08 FANNIE MAE 2041-09-01 5.000000 Government Agency Debt 121980.43 109640.78 FANNIE MAE 2042-05-01 5.000000 Government Agency Debt 139309.79 131764.82 FANNIE MAE 2042-05-01 5.000000 Government Agency Debt 17989.05 16007.75 FANNIE MAE 2042-09-01 3.000000 Government Agency Debt 180927.84 156303.28 FANNIE MAE 2042-09-01 3.000000 Government Agency Debt 167010.31 142247.88 FANNIE MAE 2042-10-01 3.000000 Government Agency Debt 4639.18 4188.25 FANNIE MAE 2042-12-01 3.000000 Government Agency Debt 11893.55 10367.44 FANNIE MAE 2042-12-01 3.000000 Government Agency Debt 2226.80 1922.66 FANNIE MAE 2042-12-01 3.500000 Government Agency Debt 161443.30 138224.23 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 1804639.18 1525297.18 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 708874.52 623988.56 FANNIE MAE 2043-01-01 2.500000 Government Agency Debt 42854.29 36352.58 FANNIE MAE 2043-01-01 3.000000 Government Agency Debt 92783.51 79493.38 FANNIE MAE 2043-01-01 3.500000 Government Agency Debt 51030.93 43054.70 FANNIE MAE 2043-02-01 2.500000 Government Agency Debt 1087483.18 925737.40 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 148453.61 137351.13 FANNIE MAE 2043-02-01 3.000000 Government Agency Debt 68352.87 58170.25 FANNIE MAE 2043-03-01 2.500000 Government Agency Debt 518405.75 436228.89 FANNIE MAE 2043-03-01 2.500000 Government Agency Debt 187579.48 158688.37 FANNIE MAE 2043-03-01 2.500000 Government Agency Debt 7608.25 6441.40 FANNIE MAE 2043-03-01 3.000000 Government Agency Debt 15000.87 12916.21 FANNIE MAE 2043-04-01 2.500000 Government Agency Debt 292917.15 251460.00 FANNIE MAE 2043-04-01 2.500000 Government Agency Debt 20982.43 19537.05 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 1410309.28 1194674.10 FANNIE MAE 2043-04-01 3.000000 Government Agency Debt 1118969.07 948715.42 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 4963682.04 4233819.53 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 37369.67 33990.31 FANNIE MAE 2043-05-01 2.500000 Government Agency Debt 36565.24 30813.22 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 81344.97 69514.33 FANNIE MAE 2043-05-01 3.000000 Government Agency Debt 77620.64 69198.49 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 3364042.45 3026385.28 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 64948.45 60310.95 FANNIE MAE 2043-05-01 3.500000 Government Agency Debt 55670.10 50955.03 FANNIE MAE 2043-06-01 2.500000 Government Agency Debt 463948.89 410140.95 FANNIE MAE 2043-06-01 2.500000 Government Agency Debt 13905.65 11784.43 FANNIE MAE 2043-06-01 3.500000 Government Agency Debt 3040418.41 2667902.47 FANNIE MAE 2043-07-01 3.000000 Government Agency Debt 177958.76 158260.82 FANNIE MAE 2043-07-01 3.500000 Government Agency Debt 2264659.79 1968038.35 FANNIE MAE 2043-07-01 3.500000 Government Agency Debt 5155.42 4481.81 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 345512.97 311598.37 FANNIE MAE 2043-08-01 2.500000 Government Agency Debt 48121.42 44847.28 FANNIE MAE 2043-08-01 3.000000 Government Agency Debt 58971.90 55884.25 FANNIE MAE 2043-08-01 3.500000 Government Agency Debt 3940787.32 3517640.16 FANNIE MAE 2043-08-01 4.000000 Government Agency Debt 305257.73 257444.16 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 98519.94 93301.98 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 96558.68 93211.24 FANNIE MAE 2043-09-01 3.000000 Government Agency Debt 36329.94 33786.00 FANNIE MAE 2043-09-01 4.000000 Government Agency Debt 111340.21 106740.19 FANNIE MAE 2043-10-01 3.000000 Government Agency Debt 127033.79 116713.30 FANNIE MAE 2043-10-01 3.500000 Government Agency Debt 278350.52 242010.93 FANNIE MAE 2043-12-01 3.000000 Government Agency Debt 157428.56 140833.30 FANNIE MAE 2043-12-01 4.000000 Government Agency Debt 59043.90 56242.95 FANNIE MAE 2043-12-01 4.500000 Government Agency Debt 1353931.42 1134890.72 FANNIE MAE 2044-01-01 3.500000 Government Agency Debt 138333.34 127645.61 FANNIE MAE 2044-01-01 4.000000 Government Agency Debt 640206.19 558068.47 FANNIE MAE 2044-04-01 4.000000 Government Agency Debt 519587.63 485747.07 FANNIE MAE 2044-05-01 3.500000 Government Agency Debt 137816.35 130999.55 FANNIE MAE 2044-05-01 4.000000 Government Agency Debt 519587.63 529886.97 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt 526168.39 496581.03 FANNIE MAE 2044-06-01 4.000000 Government Agency Debt 192042.00 188250.31 FANNIE MAE 2044-06-01 4.500000 Government Agency Debt 528865.98 462943.67 FANNIE MAE 2044-06-01 4.500000 Government Agency Debt 7963.79 7171.24 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 510309.28 481959.84 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 186156.19 170897.75 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 79979.38 68478.87 FANNIE MAE 2044-07-01 4.500000 Government Agency Debt 13205485.30 11686592.97 FANNIE MAE 2044-07-01 4.500000 Government Agency Debt 4815635.38 4223122.33 FANNIE MAE 2044-07-01 4.500000 Government Agency Debt 3194510.10 2928834.93 FANNIE MAE 2044-07-01 4.500000 Government Agency Debt 965966.10 840278.04 FANNIE MAE 2044-08-01 4.500000 Government Agency Debt 14732394.49 13332204.19 FANNIE MAE 2044-08-01 4.500000 Government Agency Debt 102943.48 88958.78 FANNIE MAE 2044-09-01 3.500000 Government Agency Debt 380412.37 355083.77 FANNIE MAE 2044-09-01 3.500000 Government Agency Debt 340178.10 329974.89 FANNIE MAE 2044-09-01 3.500000 Government Agency Debt 3711.34 3776.85 FANNIE MAE 2044-09-01 3.500000 Government Agency Debt 3739.73 3269.32 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 36185.57 34238.78 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 14105.32 12922.33 FANNIE MAE 2044-09-01 4.000000 Government Agency Debt 13844.60 12276.37 FANNIE MAE 2044-09-01 4.500000 Government Agency Debt 4665228.12 4053887.44 FANNIE MAE 2044-10-01 3.500000 Government Agency Debt 308969.07 303891.77 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 3233471.01 3055182.12 FANNIE MAE 2044-10-01 4.000000 Government Agency Debt 186756.31 169434.93 FANNIE MAE 2044-10-01 4.500000 Government Agency Debt 1076920.14 1033843.36 FANNIE MAE 2044-10-01 4.500000 Government Agency Debt 240846.87 225340.33 FANNIE MAE 2044-11-01 3.500000 Government Agency Debt 429110.16 395786.04 FANNIE MAE 2044-11-01 4.000000 Government Agency Debt 7447.55 6970.27 FANNIE MAE 2044-11-01 5.000000 Government Agency Debt 4662.93 4324.08 FANNIE MAE 2044-12-01 3.000000 Government Agency Debt 320103.09 302707.48 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 176912.35 167434.33 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 164280.99 158082.31 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 52004.04 49698.74 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 33340.64 32514.12 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 515.32 489.34 FANNIE MAE 2045-01-01 3.000000 Government Agency Debt 371134.02 355411.48 FANNIE MAE 2045-01-01 3.000000 Government Agency Debt 54742.27 53078.10 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 565.79 530.16 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 314247.71 297991.67 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 54674.72 53281.30 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 48247.42 46807.61 FANNIE MAE 2045-02-01 4.000000 Government Agency Debt 63371.69 59120.91 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 443379.53 431359.05 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 295060.08 286985.69 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 251035.05 244699.61 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 175581.46 170847.46 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 158506.14 154255.73 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 143728.70 139759.98 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 113486.10 109933.42 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 103347.09 100447.61 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 80098.14 77887.48 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 81012.43 77534.72 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 29292.87 28506.06 FANNIE MAE 2045-04-01 2.500000 Government Agency Debt 11900.41 11578.08 FANNIE MAE 2045-04-01 3.500000 Government Agency Debt 14927127.22 15240554.54 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 897193.30 873732.80 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 340304.47 331365.34 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 336659.94 327935.51 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 330516.56 321607.48 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 125421.59 122150.41 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 40284.00 39196.76 FANNIE MAE 2045-05-01 2.500000 Government Agency Debt 18556.70 17997.77 FANNIE MAE 2045-06-01 2.500000 Government Agency Debt 365844.99 357136.89 FANNIE MAE 2045-06-01 2.500000 Government Agency Debt 258027.40 251695.11 FANNIE MAE 2045-07-01 2.500000 Government Agency Debt 1063469.88 1035329.20 FANNIE MAE 2045-07-01 2.500000 Government Agency Debt 475597.67 465048.56 FANNIE MAE 2045-07-01 2.500000 Government Agency Debt 139227.40 136146.43 FANNIE MAE 2045-07-01 3.000000 Government Agency Debt 602311.55 589579.24 FANNIE MAE 2045-08-01 2.500000 Government Agency Debt 411022.76 402637.92 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 42533340.31 43219899.28 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 37113401.88 37712473.98 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 27660851.44 28107343.67 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 959391.09 973476.37 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 673868.78 684000.00 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 371816.35 362970.00 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 347982.12 353300.29 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 246785.94 250647.96 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 237067.98 240558.31 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 206108.91 209437.24 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 201989.13 205072.89 FANNIE MAE 2045-08-01 3.000000 Government Agency Debt 197045.07 200079.84 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 32892374.41 33423312.25 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 2041237.11 2074186.02 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 1083381.59 1100869.24 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 588330.37 597169.30 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 416139.96 423125.63 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 359833.55 365819.57 FANNIE MAE 2045-09-01 3.000000 Government Agency Debt 122474.04 124450.89 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 9255408.68 9404806.45 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 5230010.23 5314431.34 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 2770288.14 2815005.15 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 1383745.36 1406081.32 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 1287592.89 1308376.76 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 1189670.10 1208873.32 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 906105.15 920731.18 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 814676.29 827826.49 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 762216.12 774519.59 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 730679.38 742473.84 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 673623.28 684496.76 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 542134.02 550884.99 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 459129.90 466541.07 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 365232.99 371128.45 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 227087.63 230753.13 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 223450.52 227057.38 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 222086.60 225671.38 FANNIE MAE 2045-10-01 3.000000 Government Agency Debt 210804.12 214206.87 FREDDIE MAC 2022-06-01 3.500000 Government Agency Debt 29836.58 26087.20 FREDDIE MAC 2025-03-01 2.500000 Government Agency Debt 4669704.19 4595129.63 FREDDIE MAC 2028-08-01 2.500000 Government Agency Debt 342676.39 291848.47 FREDDIE MAC 2028-08-01 3.000000 Government Agency Debt 31546.39 27362.97 FREDDIE MAC 2028-09-01 2.500000 Government Agency Debt 126185.57 108194.66 FREDDIE MAC 2028-11-01 2.500000 Government Agency Debt 49755.53 43314.87 FREDDIE MAC 2028-12-01 3.500000 Government Agency Debt 32979.34 29699.81 FREDDIE MAC 2029-01-01 2.000000 Government Agency Debt 144677.13 128711.51 FREDDIE MAC 2029-01-01 3.500000 Government Agency Debt 89900.72 77552.16 FREDDIE MAC 2029-01-01 3.500000 Government Agency Debt 19990.02 17462.97 FREDDIE MAC 2029-04-01 3.000000 Government Agency Debt 520254.37 476384.29 FREDDIE MAC 2029-04-01 3.000000 Government Agency Debt 5087.51 4489.05 FREDDIE MAC 2029-04-01 3.000000 Government Agency Debt 4639.18 4179.71 FREDDIE MAC 2029-05-01 3.500000 Government Agency Debt 86399.81 76535.63 FREDDIE MAC 2029-05-01 3.500000 Government Agency Debt 57564.37 49395.71 FREDDIE MAC 2029-06-01 3.000000 Government Agency Debt 54742.27 49150.76 FREDDIE MAC 2029-07-01 3.000000 Government Agency Debt 183857.20 178144.14 FREDDIE MAC 2029-08-01 3.000000 Government Agency Debt 417525.77 383791.55 FREDDIE MAC 2029-08-01 3.500000 Government Agency Debt 377267.75 354491.26 FREDDIE MAC 2029-11-01 3.500000 Government Agency Debt 23067.65 21175.79 FREDDIE MAC 2029-12-01 3.500000 Government Agency Debt 11057.38 9604.58 FREDDIE MAC 2030-03-01 3.000000 Government Agency Debt 134764.14 137109.15 FREDDIE MAC 2030-04-01 2.000000 Government Agency Debt 328046.85 318978.56 FREDDIE MAC 2030-04-01 3.000000 Government Agency Debt 608585.38 618800.10 FREDDIE MAC 2030-04-01 3.000000 Government Agency Debt 381935.88 387666.56 FREDDIE MAC 2030-04-01 3.000000 Government Agency Debt 361294.33 350818.33 FREDDIE MAC 2030-04-01 3.000000 Government Agency Debt 255566.78 259526.78 FREDDIE MAC 2030-04-01 3.000000 Government Agency Debt 222583.73 227049.77 FREDDIE MAC 2030-05-01 2.000000 Government Agency Debt 287321.75 278780.10 FREDDIE MAC 2030-05-01 3.500000 Government Agency Debt 2625606.74 2664345.53 FREDDIE MAC 2033-04-01 3.500000 Government Agency Debt 463917.53 422134.14 FREDDIE MAC 2033-06-01 3.500000 Government Agency Debt 693754.14 604983.90 FREDDIE MAC 2033-08-01 3.500000 Government Agency Debt 821801.88 707238.93 FREDDIE MAC 2033-09-01 3.500000 Government Agency Debt 274792.27 252349.24 FREDDIE MAC 2033-10-01 3.500000 Government Agency Debt 964948.45 818135.07 FREDDIE MAC 2033-10-01 3.500000 Government Agency Debt 436376.60 378060.68 FREDDIE MAC 2033-12-01 3.500000 Government Agency Debt 1197576.00 1023394.27 FREDDIE MAC 2034-02-01 3.500000 Government Agency Debt 2307687.22 2051423.44 FREDDIE MAC 2034-05-01 3.500000 Government Agency Debt 9286911.46 7983144.19 FREDDIE MAC 2034-05-01 4.000000 Government Agency Debt 175372.14 153694.39 FREDDIE MAC 2034-05-01 4.500000 Government Agency Debt 84443.01 76978.58 FREDDIE MAC 2034-07-01 3.500000 Government Agency Debt 3726588.80 3403624.45 FREDDIE MAC 2034-08-01 3.500000 Government Agency Debt 5938145.07 5474170.76 FREDDIE MAC 2034-08-01 3.500000 Government Agency Debt 566091.46 508019.38 FREDDIE MAC 2034-10-01 3.500000 Government Agency Debt 1865995.42 1708664.10 FREDDIE MAC 2034-11-01 3.500000 Government Agency Debt 3627854.16 3539034.74 FREDDIE MAC 2034-11-01 3.500000 Government Agency Debt 532711.48 514455.22 FREDDIE MAC 2035-06-01 3.000000 Government Agency Debt 22769210.60 23234860.21 FREDDIE MAC 2041-01-01 5.500000 Government Agency Debt 14298.12 12210.49 FREDDIE MAC 2042-11-01 3.500000 Government Agency Debt 9278350.52 7861721.57 FREDDIE MAC 2042-12-01 3.500000 Government Agency Debt 47946.99 41048.72 FREDDIE MAC 2043-02-01 3.500000 Government Agency Debt 60627.15 52162.52 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 1410309.28 1216020.62 FREDDIE MAC 2043-03-01 3.500000 Government Agency Debt 4751.63 4336.14 FREDDIE MAC 2043-04-01 3.000000 Government Agency Debt 2041237.11 1757880.00 FREDDIE MAC 2043-06-01 3.500000 Government Agency Debt 19665.09 18532.58 FREDDIE MAC 2043-07-01 3.000000 Government Agency Debt 279590.66 242239.18 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt 134273.51 116499.71 FREDDIE MAC 2043-07-01 3.500000 Government Agency Debt 113629.36 103234.45 FREDDIE MAC 2043-08-01 3.000000 Government Agency Debt 241237.11 215728.89 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 248152.45 224722.39 FREDDIE MAC 2043-08-01 3.500000 Government Agency Debt 3711.34 3171.71 FREDDIE MAC 2043-09-01 3.000000 Government Agency Debt 2386731.34 2150505.84 FREDDIE MAC 2043-09-01 3.000000 Government Agency Debt 47319.59 42153.77 FREDDIE MAC 2043-11-01 4.000000 Government Agency Debt 4184.54 3985.98 FREDDIE MAC 2044-01-01 3.500000 Government Agency Debt 63961.24 62858.60 FREDDIE MAC 2044-04-01 3.500000 Government Agency Debt 7366.64 6744.62 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 18748.58 17648.54 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 10674.56 9546.12 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 6689.69 6332.29 FREDDIE MAC 2044-05-01 3.500000 Government Agency Debt 4673.32 4573.48 FREDDIE MAC 2044-05-01 4.500000 Government Agency Debt 18556.70 16690.27 FREDDIE MAC 2044-06-01 3.500000 Government Agency Debt 9195.59 8845.24 FREDDIE MAC 2044-07-01 3.500000 Government Agency Debt 7892.54 7652.97 FREDDIE MAC 2044-07-01 4.500000 Government Agency Debt 1380842.35 1237993.79 FREDDIE MAC 2044-07-01 4.500000 Government Agency Debt 478627.98 418491.09 FREDDIE MAC 2044-08-01 3.500000 Government Agency Debt 55684.21 53377.79 FREDDIE MAC 2044-08-01 4.000000 Government Agency Debt 1319195.88 1209985.98 FREDDIE MAC 2044-08-01 4.500000 Government Agency Debt 393394.08 348386.47 FREDDIE MAC 2044-09-01 3.500000 Government Agency Debt 55582.14 53729.63 FREDDIE MAC 2044-09-01 3.500000 Government Agency Debt 25051.55 24499.11 FREDDIE MAC 2044-09-01 4.500000 Government Agency Debt 437960.04 397677.15 FREDDIE MAC 2044-10-01 3.500000 Government Agency Debt 16311.34 14721.96 FREDDIE MAC 2044-10-01 4.000000 Government Agency Debt 36107.63 33762.06 FREDDIE MAC 2044-11-01 4.000000 Government Agency Debt 173485.86 168646.64 FREDDIE MAC 2044-11-01 4.000000 Government Agency Debt 68627.32 61954.70 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 1555191.84 1528871.38 FREDDIE MAC 2044-12-01 4.000000 Government Agency Debt 461.88 441.84 FREDDIE MAC 2044-12-01 4.500000 Government Agency Debt 968274.74 868856.85 FREDDIE MAC 2044-12-01 4.500000 Government Agency Debt 390612.99 356686.52 FREDDIE MAC 2045-03-01 4.000000 Government Agency Debt 246535.42 251071.24 FREDDIE MAC 2045-04-01 2.500000 Government Agency Debt 115387.61 111367.86 First Tier Security N/A N/A 2015-10-01 2015-10-01 N N N 417525773.20 417525773.20 0.0116 N 417525773.20 417525773.20 Westpac Banking Corporation Westpac Banking Corporation 0.584398% 91621CNQ0 Other Note N First Tier Security N/A N/A 2015-12-01 2016-05-31 N N N 246000000.00 246000000.00 0.0068 N 245950800.00 245950800.00 Westpac Banking Corporation Westpac Banking Corporation 0.320180% 9612C1Z83 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 100000000.00 99940500.00 0.0028 N 99963000.00 99963000.00 Westpac Banking Corporation Westpac Banking Corporation 0.356000% 9612C4RG8 Other Note N First Tier Security N/A N/A 2015-10-20 2016-01-20 N N N 150000000.00 149989437.98 0.0042 N 149986650.00 149986650.00