0001145549-15-002124.txt : 20150429 0001145549-15-002124.hdr.sgml : 20150429 20150306135508 ACCESSION NUMBER: 0001145549-15-002124 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150228 FILED AS OF DATE: 20150306 DATE AS OF CHANGE: 20150306 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 15680840 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-800-648-5300 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004505 Schwab Advisor Cash Reserves C000012379 Sweep Shares SWQXX C000012380 Premier Sweep Shares SWZXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-02-28 0000857156 S000004505 2 N N N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 51 95 22201428169.32 7837048.73 1682737.16 22207582480.89 0.0025 1.0001 2015-02-28 1.0001 2015-02-28 C000012379 1.00 5536410328.85 1.00 -210663994.33 1298719566.83 1509383561.16 0.0001 1.0001 2015-02-28 1.0001 2015-02-28 C000012380 1.00 16671172152.04 1.00 -488340585.77 4581191074.03 5069531659.80 0.0001 1.0001 2015-02-28 1.0001 2015-02-28 Abbey National North America, LLC Abbey National North America, LLC 0.070000% 0027A1Q28 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N Y Santander UK Plc N/A N/A N 140000000.00 140000000.00 0.0063 N 139998950.00 139998950.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.270000% 00279H4G8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-04-22 N Y Santander UK Plc N/A N/A N 11000000.00 11000000.00 0.0005 N 11001980.00 11001980.00 Abbey National Treasury Services Plc Abbey National Treasury Services Plc 0.319500% 00279HS23 Certificate of Deposit N First Tier Security N/A N/A 2015-03-04 2015-03-04 N Y Santander UK Plc N/A N/A N 70000000.00 70000000.00 0.0032 N 70000000.00 70000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.090000% 052992005 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 193000000.00 193000000.00 0.0087 Security is a time deposit. N 193000000.00 193000000.00 Australia & New Zealand Banking Group Ltd Australia & New Zealand Banking Group Ltd 0.100000% 052992005_M150305 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 100000000.00 100000000.00 0.0045 Security is a time deposit. N 99999305.00 99999305.00 Bank of America, NA Bank of America, NA 0.371000% 06050TLW0 Other Note N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 63000000.00 63000000.00 0.0028 N 63000000.00 63000000.00 Bank of America, NA Bank of America, NA 0.250000% 06053PAS6 Other Note N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 26000000.00 26000000.00 0.0012 N 26002340.00 26002340.00 Bank of America, NA Bank of America, NA 0.240000% 06053PAX5 Other Note N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 15000000.00 15000000.00 0.0007 N 15000750.00 15000750.00 Bank of America, NA Bank of America, NA 0.240000% 06053PBC0 Other Note N First Tier Security N/A N/A 2015-05-05 2015-05-05 N N N 12000000.00 12000000.00 0.0005 N 12000720.00 12000720.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBH9 Other Note N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N N 70000000.00 70000000.00 0.0032 N 70002100.00 70002100.00 Bank of America, NA Bank of America, NA 0.250000% 06053PBR7 Other Note N First Tier Security N/A N/A 2015-06-15 2015-06-15 N N N 24000000.00 24000000.00 0.0011 N 24000720.00 24000720.00 Bank of America, NA Bank of America, NA 0.280000% 06053PBY2 Other Note N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 97000000.00 97000000.00 0.0044 N 97011640.00 97011640.00 Bank of America, NA Bank of America, NA 0.280000% 06053PBZ9 Other Note N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 105000000.00 105000000.00 0.0047 N 105012600.00 105012600.00 Bank of America, NA Bank of America, NA 0.280000% 06053PCL9 Other Note N First Tier Security N/A N/A 2015-07-07 2015-07-07 N N N 61000000.00 61000000.00 0.0027 N 61000000.00 61000000.00 Bank of America, NA Bank of America, NA 0.300000% 06053PCS4 Other Note N First Tier Security N/A N/A 2015-07-20 2015-07-20 N N N 33000000.00 33000000.00 0.0015 N 33002640.00 33002640.00 Bank of America, NA Bank of America, NA 0.300000% 06053PDC8 Other Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 26000000.00 26000000.00 0.0012 N 26000000.00 26000000.00 Bank of America, NA Bank of America, NA 0.320000% 06053PDW4 Other Note N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 99000000.00 99000000.00 0.0045 N 99000000.00 99000000.00 Bank of Montreal Bank of Montreal 0.230000% 06366CAG3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 139000000.00 139000000.00 0.0063 N 139005560.00 139005560.00 Bank of Montreal Bank of Montreal 0.220000% 06366CET1 Certificate of Deposit N First Tier Security N/A N/A 2015-04-09 2015-04-09 N N N 50000000.00 50000000.00 0.0023 N 50004000.00 50004000.00 Bank of Nova Scotia Bank of Nova Scotia 0.340000% 06417HA71 Certificate of Deposit N First Tier Security N/A N/A 2015-11-09 2015-11-09 N N N 166000000.00 166000000.00 0.0075 N 165965140.00 165965140.00 Bank of Nova Scotia Bank of Nova Scotia 0.242000% 06417HRB4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-30 2015-04-28 N N N 65000000.00 65000000.00 0.0029 N 65000650.00 65000650.00 Bank of Nova Scotia Bank of Nova Scotia 0.241000% 06417HUB0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-06-09 N N N 73000000.00 73000000.00 0.0033 N 73000730.00 73000730.00 Bank of Nova Scotia Bank of Nova Scotia 0.300000% 06417HZJ8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 107000000.00 107000000.00 0.0048 N 107014980.00 107014980.00 Bank of Nova Scotia Bank of Nova Scotia 0.080000% 924HZZ001_0.0800_M150302_2M47 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2042-07-01 2.593999 Government Agency Debt 44747382.00 25522627.27 Fannie Mae 2044-05-01 2.857000 Government Agency Debt 18325056.00 15265085.21 Fannie Mae 2044-05-01 2.867999 Government Agency Debt 15727974.00 13073587.81 Fannie Mae 2044-12-01 1.956000 Government Agency Debt 18101631.00 18298919.73 GNMA 2061-06-20 4.770999 Government Agency Debt 28578146.00 30839781.05 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 100000000.00 100000000.00 0.0045 N 100000000.00 100000000.00 Bank of the West Bank of the West 0.240000% 06426GGF8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 27000000.00 27000000.00 0.0012 N 27004590.00 27004590.00 Bank of the West Bank of the West 0.250000% 06426GGN1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 61000000.00 61000000.00 0.0027 N 61014030.00 61014030.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HJW1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 140000000.00 140000000.00 0.0063 N 140001400.00 140001400.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKA7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 61000000.00 61000000.00 0.0027 N 61000610.00 61000610.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKK5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 16000000.00 16000000.00 0.0007 N 16000160.00 16000160.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HKV1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 11000000.00 11000000.00 0.0005 N 11000110.00 11000110.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HMB3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-11 2015-03-11 N N N 9000000.00 9000000.00 0.0004 N 9000360.00 9000360.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.300000% 06538HRC6 Certificate of Deposit N First Tier Security N/A N/A 2015-04-06 2015-04-06 N N N 102000000.00 102000000.00 0.0046 N 102009180.00 102009180.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HYJ3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 102000000.00 102000000.00 0.0046 N 102001020.00 102001020.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HZ37 Certificate of Deposit N First Tier Security N/A N/A 2015-05-07 2015-05-07 N N N 74000000.00 74000000.00 0.0033 N 74000000.00 74000000.00 Bank of Tokyo Mitsubishi UFJ, Ltd Bank of Tokyo Mitsubishi UFJ, Ltd 0.250000% 06538HZM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-10 2015-03-10 N N N 40000000.00 40000000.00 0.0018 N 40000800.00 40000800.00 Barclays Bank Plc Barclays Bank Plc 0.360000% 06741XL30 Certificate of Deposit N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 104000000.00 104000000.00 0.0047 N 104031200.00 104031200.00 Barclays Bank Plc Barclays Bank Plc 0.450000% 06741XQ68 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-08-17 N N N 108000000.00 108000000.00 0.0049 N 107994600.00 107994600.00 Barclays Bank Plc Barclays Bank Plc 0.530000% 06741XR42 Certificate of Deposit N First Tier Security N/A N/A 2015-08-26 2015-08-26 N N N 137000000.00 137000000.00 0.0062 N 137047950.00 137047950.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 00799J004_0.0500_M150302_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-10-31 1.250000 Treasury Debt 33550600.00 33934724.71 United States Treasury Department 2019-09-30 1.750000 Treasury Debt 197954700.00 201671208.13 United States Treasury Department 2021-11-15 8.000000 Treasury Debt 69522400.00 98494707.89 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 327549646.00 327549646.00 0.0147 N 327549646.00 327549646.00 Barclays Capital, Inc Barclays Capital, Inc 0.050000% 992JYM004_0.0500_M150303_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2040-01-25 4.000000 Government Agency Debt 138338.00 19277.52 Fannie Mae 2042-08-25 3.000000 Government Agency Debt 14580606.00 10940225.34 Fannie Mae 2043-01-25 3.000000 Government Agency Debt 41835907.00 37054205.79 Fannie Mae 2043-02-25 1.750000 Government Agency Debt 2409252.00 1855459.43 Fannie Mae 2044-09-25 6.030800 Government Agency Debt 13.00 14.69 Fannie Mae 2044-10-25 3.500000 Government Agency Debt 1605174.00 1654144.29 Fannie Mae 2045-03-25 0.521700 Government Agency Debt 467728.00 456860.81 Freddie Mac 2024-01-25 3.490000 Government Agency Debt 177.00 190.97 Freddie Mac 2026-07-15 4.500000 Government Agency Debt 3641083.00 3573364.94 Freddie Mac 2039-03-15 2.750000 Government Agency Debt 120224676.00 31592898.47 Freddie Mac 2039-11-15 2.750000 Government Agency Debt 4748838.00 1618650.57 Freddie Mac 2041-04-15 3.000000 Government Agency Debt 3674721.00 3407679.16 GNMA 2036-01-20 3.500000 Government Agency Debt 572084.00 185750.08 GNMA 2037-10-16 2.250000 Government Agency Debt 59035441.00 30279805.15 GNMA 2038-03-20 3.500000 Government Agency Debt 16178000.00 11479275.48 GNMA 2038-04-20 2.600000 Government Agency Debt 3836296.00 2198924.44 GNMA 2038-04-20 2.750000 Government Agency Debt 18945153.00 10871526.07 GNMA 2039-03-20 3.500000 Government Agency Debt 257500.00 30773.52 GNMA 2039-06-20 2.600000 Government Agency Debt 2958677.00 1562927.72 GNMA 2040-01-20 3.000000 Government Agency Debt 5121121.00 2778550.15 GNMA 2041-11-16 3.000000 Government Agency Debt 5877426.00 5939495.54 First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 150000000.00 150000000.00 0.0068 N 150001500.00 150001500.00 Barclays Capital, Inc Barclays Capital, Inc 0.060000% 992JYM004_0.0600_M150305_2M47 0000851376 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-25 2.000000 Government Agency Debt 7272000.00 5443548.87 Fannie Mae 2041-09-25 2.500000 Government Agency Debt 4587115.00 3759132.45 Fannie Mae 2042-03-25 3.500000 Government Agency Debt 1092980.00 377078.93 Fannie Mae 2042-03-25 4.000000 Government Agency Debt 2073224.00 2248852.79 Fannie Mae 2043-01-25 2.500000 Government Agency Debt 7677917.00 7553682.07 Fannie Mae 2043-02-25 1.750000 Government Agency Debt 12044961.00 9276296.74 Fannie Mae 2044-07-25 3.500000 Government Agency Debt 123908.00 125092.11 Fannie Mae 2045-03-25 3.000000 Government Agency Debt 119935.00 123879.50 Freddie Mac 2033-11-15 5.000000 Government Agency Debt 2000000.00 1318750.82 Freddie Mac 2039-04-15 3.000000 Government Agency Debt 14843000.00 4517125.27 Freddie Mac 2039-09-15 4.500000 Government Agency Debt 4439700.00 4760290.74 Freddie Mac 2039-11-15 4.000000 Government Agency Debt 2308303.00 2459134.19 GNMA 2037-10-16 2.250000 Government Agency Debt 2891437.00 1483043.87 GNMA 2038-04-20 2.600000 Government Agency Debt 34194191.00 19599749.96 GNMA 2038-04-20 2.750000 Government Agency Debt 14359994.00 8240368.87 GNMA 2038-10-20 2.500000 Government Agency Debt 6032483.00 3004509.32 GNMA 2039-03-20 5.000000 Government Agency Debt 5000000.00 5366805.56 GNMA 2039-07-20 6.405999 Government Agency Debt 252712.00 296817.07 GNMA 2040-01-20 3.000000 Government Agency Debt 7456854.00 4045841.29 First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 80000000.00 80000000.00 0.0036 N 79999200.00 79999200.00 Barclays Capital, Inc Barclays Capital, Inc 0.070000% 992JYM004_0.0700_M150306_2M47 0000851376 Treasury Repurchase Agreement Y United States Treasury Department 2015-02-28 0.250000 Treasury Debt 675000.00 675839.09 United States Treasury Department 2016-04-15 0.250000 Treasury Debt 14400.00 14402.11 United States Treasury Department 2018-07-31 1.375000 Treasury Debt 35403000.00 35643972.38 United States Treasury Department 2021-04-30 2.250000 Treasury Debt 34377900.00 35620537.63 United States Treasury Department 2023-02-15 2.000000 Treasury Debt 12987200.00 13091188.30 United States Treasury Department 2025-08-15 6.875000 Treasury Debt 12320800.00 17974100.58 First Tier Security N/A N/A 2015-03-06 2015-03-06 Y BARCLAYS CAPITAL INC N/A N/A N N 101000000.00 101000000.00 0.0045 N 100994950.00 100994950.00 Barclays US Funding LLC Barclays US Funding LLC 0.300000% 06737JR15 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N Y Barclays Bank Plc N/A N/A N 31000000.00 30992250.00 0.0014 N 30996280.00 30996280.00 Barclays US Funding LLC Barclays US Funding LLC 0.350000% 06737JRT4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-04-27 N Y Barclays Bank Plc N/A N/A N 31000000.00 30983122.22 0.0014 N 30992870.00 30992870.00 Bennington Stark Capital Co, LLC Bennington Stark Capital Co, LLC 0.280000% 08224MQ23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Guaranty SOCIETE GENERALE N/A N/A 35000000.00 35000000.00 0.0016 N 34999650.00 34999650.00 BNP Paribas BNP Paribas 0.310000% 05572NWF9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 86000000.00 86000000.00 0.0039 N 86006880.00 86006880.00 BNP Paribas BNP Paribas 0.300000% 05572NWM4 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 102000000.00 102000000.00 0.0046 N 102005100.00 102005100.00 BNP Paribas BNP Paribas 0.260000% 05572NWR3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N N 52000000.00 52000000.00 0.0023 N 52002600.00 52002600.00 BNP Paribas BNP Paribas 0.360000% 05572NXD3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 111000000.00 111000000.00 0.0050 N 111000000.00 111000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.070000% 987WVU007_0.0700_M150302_2M47 0001197610 Treasury Repurchase Agreement Y United States Treasury Department 2019-04-15 0.125000 Treasury Debt 16093700.00 16320046.40 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 16000000.00 16000000.00 0.0007 N 16000000.00 16000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.090000% 987WVU007_0.0900_M150302_2M47 0001197610 Government Agency Repurchase Agreement Y Fannie Mae 2027-01-01 3.500000 Government Agency Debt 1707496.00 1145374.18 Fannie Mae 2027-08-01 3.000000 Government Agency Debt 5887068.00 6070191.63 Fannie Mae 2028-10-01 3.500000 Government Agency Debt 103337.00 95289.07 Fannie Mae 2030-02-01 3.000000 Government Agency Debt 14506537.00 15251297.77 Fannie Mae 2030-04-01 2.956000 Government Agency Debt 12142637.00 156580.11 Fannie Mae 2030-08-01 2.399999 Government Agency Debt 1948959.00 123761.21 Fannie Mae 2030-09-01 2.621999 Government Agency Debt 8300000.00 135007.94 Fannie Mae 2030-11-01 1.514000 Government Agency Debt 5300000.00 119205.72 Fannie Mae 2032-03-01 2.595000 Government Agency Debt 20781346.00 148649.93 Fannie Mae 2032-04-01 2.149999 Government Agency Debt 2360661.00 144265.43 Fannie Mae 2032-04-01 2.532999 Government Agency Debt 42470010.00 140017.40 Fannie Mae 2032-05-01 2.524999 Government Agency Debt 2714180.00 155985.36 Fannie Mae 2032-07-01 1.314000 Government Agency Debt 4561785.00 142093.02 Fannie Mae 2032-10-01 2.145000 Government Agency Debt 8810011.00 131275.78 Fannie Mae 2033-04-01 2.339999 Government Agency Debt 3000000.00 129657.25 Fannie Mae 2033-05-01 3.126999 Government Agency Debt 5641313.00 143271.76 Fannie Mae 2033-09-01 2.145000 Government Agency Debt 5476740.00 153232.08 Fannie Mae 2033-09-01 2.524999 Government Agency Debt 1166683.00 120480.49 Fannie Mae 2034-02-01 1.948000 Government Agency Debt 19566955.00 148674.64 Fannie Mae 2034-05-01 1.917999 Government Agency Debt 1122108.00 139330.74 Fannie Mae 2034-11-01 2.259999 Government Agency Debt 947887.00 156609.50 Fannie Mae 2034-12-01 2.354000 Government Agency Debt 792462.00 120912.40 Fannie Mae 2035-01-01 1.879999 Government Agency Debt 2470909.00 137206.07 Fannie Mae 2035-03-01 2.294999 Government Agency Debt 1176260.00 140078.11 Fannie Mae 2035-05-01 1.911999 Government Agency Debt 800000.00 145309.01 Fannie Mae 2035-07-01 2.017999 Government Agency Debt 1540382.00 133049.31 Fannie Mae 2035-07-01 2.077000 Government Agency Debt 1150000.00 116632.34 Fannie Mae 2035-07-01 2.402000 Government Agency Debt 3679620.00 148197.98 Fannie Mae 2035-09-01 2.346000 Government Agency Debt 6565999.00 116133.89 Fannie Mae 2035-11-01 1.879999 Government Agency Debt 739771.00 133216.35 Fannie Mae 2036-03-01 2.370000 Government Agency Debt 430000.00 146807.86 Fannie Mae 2036-05-01 2.584000 Government Agency Debt 148497704.00 35810559.52 Fannie Mae 2036-07-01 1.897000 Government Agency Debt 642294.00 122882.02 Fannie Mae 2036-07-01 2.564000 Government Agency Debt 1250000.00 117101.32 Fannie Mae 2037-07-01 1.595000 Government Agency Debt 1070002.00 138073.40 Fannie Mae 2037-09-01 2.345000 Government Agency Debt 1219218.00 143270.03 Fannie Mae 2038-02-01 4.500000 Government Agency Debt 1006573.00 139024.08 Fannie Mae 2038-09-01 2.250000 Government Agency Debt 3935000.00 126779.06 Fannie Mae 2040-05-01 1.514000 Government Agency Debt 9173661.00 127207.18 Fannie Mae 2041-10-01 1.314000 Government Agency Debt 8640765.00 139884.60 Fannie Mae 2042-01-01 1.364000 Government Agency Debt 26311780.00 129075.17 Fannie Mae 2042-01-01 2.424999 Government Agency Debt 644191.00 133667.68 Fannie Mae 2042-08-01 2.088000 Government Agency Debt 562629.00 135986.84 Fannie Mae 2042-12-01 2.212000 Government Agency Debt 10681068.00 8297031.92 Fannie Mae 2043-12-01 4.500000 Government Agency Debt 43858901.00 40628600.47 Fannie Mae 2044-04-01 4.500000 Government Agency Debt 26184221.00 25060890.14 Freddie Mac 2025-09-01 4.000000 Government Agency Debt 9304.00 3539.16 GNMA 2041-07-20 3.500000 Government Agency Debt 113447729.00 40845081.06 GNMA 2042-11-15 3.000000 Government Agency Debt 8993766.00 7544194.98 GNMA 2042-12-20 3.500000 Government Agency Debt 72998728.00 58176403.12 GNMA 2044-08-15 4.000000 Government Agency Debt 2931.00 2954.61 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 237000000.00 237000000.00 0.0107 N 237000000.00 237000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.230000% 988VYS000_0.2300_M150304_2M47 0001197610 Other Repurchase Agreement N 144A FREMF 2014-K36 C 2046-12-25 4.362000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5835.00 6034.45 ALT LOAN TR 2046-09-25 0.418300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2027884.00 928534.12 ALTERNATIVE LOAN 2036-07-25 0.521000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10894255.00 2636599.11 AMERICAN HOME MTGE ASSETS 2046-10-25 1.054200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2.00 0.77 BEAR STEARNS ASSET 2042-12-25 0.648299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3762885.00 294138.30 CHL MORTGAGE PASS THROUGH TRUST 2007 4 2037-05-25 0.468299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11749999.00 1702155.40 CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 1.368300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31366.00 27560.29 CWALT 2007-9T1 2A3 2037-05-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5700000.00 2171046.63 CWMBS INC 2035-03-25 0.488300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14725000.00 1657322.32 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2023-07-25 3.571000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.77 GNMA 2023-10-25 3.527000 Government Agency Debt 79.00 85.50 GREENPOINT MTGE FDG TR 2037-06-25 0.391000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8580118.00 3591387.80 HANA BANK 2017-10-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 552.00 581.67 IMPWERIAL CMB TRUST SERIES 1998-2 2035-10-25 0.508299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3.00 0.84 MORGAN STANLEY MORTGAGE 2037-02-25 0.398299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6200000.00 2067823.55 MTG TRUST 2035-05-25 0.428300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5.00 0.94 RALI SERIES 2003 QS4 TRUST 2035-04-25 3.046199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18864.00 4449.27 RIO OIL FIN TR 2024-07-06 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7541179.00 6896121.21 STRUCT ASSET MTG INV II TRUST 200 2036-10-25 0.368300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5170493.00 1797297.07 SVENSK EXPORTKREDIT 2017-03-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 288649.00 319997.89 WASHINGTON MUTUAL MSC MTG 2035-03-25 2.396199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2522011.00 511549.32 First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 22000000.00 22000000.00 0.0010 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 22000000.00 22000000.00 BNP Paribas Securities Corp BNP Paribas Securities Corp 0.410000% 988VYS000_0.4100_M150306_2M47 0001197610 Other Repurchase Agreement N BERA STAERNS ALT-AM TRUST 2006-4 2036-08-25 2.571699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.56 CHL MORTGAGE PASS THROUGH TRUST 2007 4 2037-05-25 0.468299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.14 CONNECTICUT AVENUE SECURITIES SERIES 2014-C01 2024-01-25 4.568299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 390759.00 407943.72 CONNECTICUT AVENUE SECURITIES, SERIES 2014-C03 2024-07-25 3.168299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1259227.00 1195303.62 CWALT INC 2005 13CB 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 138327.00 76065.24 CWMBS INC 2036-03-20 2.470400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5380599.00 1806600.18 EDP FINANCE BV 2018-02-02 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44108.00 48698.61 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-02-25 4.671000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9500000.00 9938914.25 FEDERAL HOME LN MTG CORP STACR SERIES 2014-DN2 2024-04-25 3.770999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 286049.00 278773.77 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2024-08-25 2.669500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1427772.00 1442492.77 GNMA 2023-10-25 3.527000 Government Agency Debt 114468.00 123885.88 GREENPOINT MTG FDG GRANTOR TRUST 1 A1A 2046-10-25 0.511000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 811117.00 315380.09 GREENPOINT MTGE FDG TR 2037-06-25 0.391000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32031490.00 13407449.91 HOMEBANC MTG TR 2004-1 2034-12-25 1.145999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26567000.00 2797835.98 HVMLT 2036-03-19 0.413499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 654.00 162.81 IMM 2004-11 1A2 2035-03-25 0.688200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6314301.00 396392.69 MARM 2007-3 12A1 2047-05-25 0.371000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24668903.00 8856028.35 MASTR ALTERNATIVE LOAN TRUST 2002 1 2036-02-25 0.868299 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3321779.00 653992.84 NOVELIS INC 2020-12-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3857632.00 4233751.12 STRUCT ASSET MTG INV II TRUST 200 2036-10-25 0.368300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24536.00 8528.87 First Tier Security N/A N/A 2015-03-06 2015-03-06 Y BNP PARIBAS SECURITIES CORP N/A N/A N N 40000000.00 40000000.00 0.0018 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations N 40006000.00 40006000.00 BPCE SA BPCE SA 0.260000% 05571CR11 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 116000000.00 115974866.67 0.0052 N 115981440.00 115981440.00 Breckenridge Terrace, LLC Housing Facilities Revenue Notes Series 1999B 0.210000% 106538AB7 Variable Rate Demand Note N First Tier Security N/A N/A 2015-03-06 2015-03-06 Y Bank of America NA N/A N/A Y Bank of America NA N/A N/A N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FQ33 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N Y Letter of Credit Citibank NA N/A N/A 14000000.00 13999902.78 0.0006 N 13999860.00 13999860.00 CAFCO, LLC CAFCO, LLC 0.250000% 12476FQ90 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N Y Letter of Credit Citibank NA N/A N/A 44000000.00 43997861.11 0.0020 N 43998680.00 43998680.00 CAFCO, LLC CAFCO, LLC 0.270000% 12476FV52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-05 2015-08-05 N N Y Letter of Credit Citibank NA N/A N/A 34000000.00 33960220.00 0.0015 N 33957160.00 33957160.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.070000% 13606JVE6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 100000000.00 100000000.00 0.0045 N 99999000.00 99999000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.070000% 13606JVK2 Certificate of Deposit N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 100000000.00 100000000.00 0.0045 N 99999000.00 99999000.00 Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 0.291500% 13606YA22 Other Note N First Tier Security N/A N/A 2015-03-10 2015-11-04 N N N 182000000.00 182000000.00 0.0082 N 182003640.00 182003640.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.260000% 13738KQ26 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 6000000.00 6000000.00 0.0003 N 5999940.00 5999940.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.270000% 13738KRH2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 29000000.00 28989995.00 0.0013 N 28992170.00 28992170.00 Cancara Asset Securitisation, LLC Cancara Asset Securitisation, LLC 0.290000% 13738KSM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-21 2015-05-21 N N Y Credit / Liquidity Lloyds Bank Plc N/A N/A 20000000.00 19987111.11 0.0009 N 19989600.00 19989600.00 Cedar Springs Capital Co Cedar Springs Capital Co 0.300000% 15060YQ60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N Y Guaranty UBS AG N/A N/A 16000000.00 15999466.67 0.0007 N 15999520.00 15999520.00 Charta, LLC Charta, LLC 0.250000% 16115XQR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N Y Letter of Credit Citibank NA N/A N/A 20000000.00 19996805.55 0.0009 N 19998000.00 19998000.00 Charta, LLC Charta, LLC 0.280000% 16115XTR6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N Y Letter of Credit Citibank NA N/A N/A 37000000.00 36966905.55 0.0017 N 36971140.00 36971140.00 Charta, LLC Charta, LLC 0.280000% 16115XTV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-29 2015-06-29 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24976861.19 0.0011 N 24979500.00 24979500.00 Chase Bank USA, NA Chase Bank USA, NA 0.350000% 16144RUX9 Certificate of Deposit N First Tier Security N/A N/A 2015-10-23 2015-10-23 N N N 136000000.00 136000000.00 0.0061 N 136017680.00 136017680.00 Ciesco, LLC Ciesco, LLC 0.250000% 17178CS46 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Letter of Credit Citibank NA N/A N/A 7000000.00 6996937.50 0.0003 N 6997550.00 6997550.00 Ciesco, LLC Ciesco, LLC 0.280000% 17178CTR4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-25 2015-06-25 N N Y Letter of Credit Citibank NA N/A N/A 28000000.00 27974955.49 0.0013 N 27978160.00 27978160.00 Citibank, NA Citibank, NA 0.250000% 17304UA42 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 24000000.00 24000000.00 0.0011 N 24001440.00 24001440.00 Citibank, NA Citibank, NA 0.250000% 17304UB66 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 10000000.00 10000000.00 0.0005 N 10000600.00 10000600.00 Citibank, NA Citibank, NA 0.250000% 17304UD80 Certificate of Deposit N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 3000000.00 3000000.00 0.0001 N 3000270.00 3000270.00 Citibank, NA Citibank, NA 0.250000% 17304UG20 Certificate of Deposit N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 64000000.00 64000000.00 0.0029 N 64005760.00 64005760.00 Citibank, NA Citibank, NA 0.250000% 17304UG53 Certificate of Deposit N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 169000000.00 169000000.00 0.0076 N 169015210.00 169015210.00 Citibank, NA Citibank, NA 0.280000% 17304UL57 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 49000000.00 49000000.00 0.0022 N 49000000.00 49000000.00 Citibank, NA Citibank, NA 0.250000% 17304UZN3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-20 2015-03-20 N N N 30000000.00 30000000.00 0.0014 N 30001500.00 30001500.00 Citibank, NA Citibank, NA 0.250000% 17304UZT0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-27 2015-03-27 N N N 6000000.00 6000000.00 0.0003 N 6000420.00 6000420.00 Citibank, NA Citibank, NA 0.250000% 17304UZW3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 77000000.00 77000000.00 0.0035 N 77005390.00 77005390.00 Citibank, NA Citibank, NA 0.110000% 17299S003 0000036684 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 50000000.00 50000000.00 0.0023 Security is a time deposit. N 49999175.00 49999175.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.280000% 19422GQ23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Guaranty JP Morgan Securities LLC N/A N/A 190000000.00 190000000.00 0.0086 N 189998100.00 189998100.00 Collateralized Commercial Paper Co, LLC Collateralized Commercial Paper Co, LLC 0.300000% 19422GT20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Guaranty JP Morgan Securities LLC N/A N/A 12000000.00 11990800.00 0.0005 N 11992200.00 11992200.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.400000% 19422DTA9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 8000000.00 7991111.11 0.0004 N 7994240.00 7994240.00 Collateralized Commercial Paper II Co, LLC Collateralized Commercial Paper II Co, LLC 0.330000% 19422DU66 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 19000000.00 18978055.00 0.0009 N 18981190.00 18981190.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.262000% 20272AKD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-30 2015-10-29 N N N 90000000.00 89994611.29 0.0041 N 90002700.00 90002700.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.273500% 20272AKN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-19 2015-11-19 N N N 84000000.00 83996908.99 0.0038 N 84002520.00 84002520.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.249500% 923TBC003 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 50000000.00 50000000.00 0.0023 N 50000000.00 50000000.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VQR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-25 2015-03-25 N N Y Letter of Credit Citibank NA N/A N/A 25000000.00 24996006.94 0.0011 N 24997250.00 24997250.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VS47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Letter of Credit Citibank NA N/A N/A 56000000.00 55975500.00 0.0025 N 55980400.00 55980400.00 CRC Funding, LLC CRC Funding, LLC 0.250000% 12622VT87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N Y Letter of Credit Citibank NA N/A N/A 23000000.00 22984347.22 0.0010 N 22986200.00 22986200.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.280000% 22533MVK4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 117000000.00 117000000.00 0.0053 N 117011700.00 117011700.00 Credit Agricole Corporate and Investment Bank Credit Agricole Corporate and Investment Bank 0.130000% 22533MZD6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 105000000.00 105000000.00 0.0047 N 105000000.00 105000000.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T4L9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-03-09 N N N 155000000.00 155000000.00 0.0070 N 155006200.00 155006200.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T4U9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 7000000.00 7000000.00 0.0003 N 7000420.00 7000420.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5C8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-16 2015-03-16 N N N 34000000.00 34000000.00 0.0015 N 34002380.00 34002380.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5E4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 5000000.00 5000000.00 0.0002 N 5000550.00 5000550.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549T5F1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 25000000.00 25000000.00 0.0011 N 25002750.00 25002750.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549VPN7 Certificate of Deposit N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N N 32000000.00 32000000.00 0.0014 N 32004800.00 32004800.00 Credit Suisse AG Credit Suisse AG 0.350000% 22549VR21 Certificate of Deposit N First Tier Security N/A N/A 2015-08-20 2015-08-20 N N N 75000000.00 75000000.00 0.0034 N 75000000.00 75000000.00 Credit Suisse AG Credit Suisse AG 0.330000% 22549VTS2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 15000000.00 15000000.00 0.0007 N 15001050.00 15001050.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.650000% 988WZK004_0.6500_M150402_2M47 0001230485 Other Repurchase Agreement N 144A CCMFC 2006-2A A2 2047-04-25 0.350999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9630000.00 1620884.72 144A CCMFC 2006-3A A1 2047-08-25 0.300999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 72170000.00 18270875.51 144A CCMFC 2006-4A A1 2047-11-25 0.300999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 2771951.56 144A WBCMT 2004-C15 H 2041-10-15 6.072300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 643207.06 ADJ RATE MTGE TR 2035-01-25 0.820999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12695000.00 5471546.82 AHM 2007-1 GA1A 2047-05-25 0.328199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6900000.00 2745612.72 BEAR STEARNS 2041-10-12 5.597999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26000000.00 26433053.97 BSARM 2003-8 B1 2034-01-25 2.617999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2955950.00 654270.28 BVMBS 2004-1 2M 2034-11-20 2.471099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5605000.00 1837967.15 CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4680000.00 3989227.84 CFLX 2006-2 A4 2036-09-25 5.293300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 191240.97 CNFH 01-4 M-1 CMO SE 01-4 2030-08-01 1.920900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7873000.00 7146450.23 CSMC 2007-C3 AJ 2039-06-15 5.698599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 698885.77 CWALT INC. 2005-13CB 2035-07-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1330000.00 827418.60 CWALT 2005-51 3A3A 2035-11-20 0.493499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5666666.00 1687089.85 CWALT 2005-79CB A1 2036-01-25 0.720999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 2909516.39 CWALT 2006-HY12 A5 2036-08-25 3.562700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 586695.00 560633.38 CWHL 2003-HYB3 M 2033-11-19 2.531699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7425000.00 1955102.53 CWHL 2005-HYB7 6A1 2035-11-20 4.787700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9381000.00 2193611.98 HARBORVIEW MTGE LOAN TRUST 2000-1 2035-07-19 0.413499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295000.00 48559.12 HMBT 2036-12-25 0.350999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 4647034.65 HMBT 2005-1 B2 2035-03-25 1.471000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1576000.00 209711.38 HVMLT 2046-08-19 0.373500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6059000.00 1421065.40 HVMLT 2004-6 B1 2034-08-19 2.526899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1267000.00 521146.22 HVMLT 2005-9 B4 2035-06-20 1.073499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1225000.00 672652.30 IMM 2005-6 1A2 2035-10-25 0.451000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13300000.00 1774152.92 IMSA 2005-2 A1 2036-05-25 0.490999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1783000.00 282431.50 IMSA 2005-2 A2C 2036-03-25 0.451000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6294750.00 2264596.55 INDA 2007-AR1 1A2 2037-03-25 2.809800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24695000.00 7083859.50 INDX 2004-AR7 A5 2034-09-25 1.391000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12035000.00 2032689.24 JPMCC 2006-LDP7 B 2045-04-15 5.875499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4210000.00 3376868.36 JPMMT 2007-A1 7A1 2035-07-25 2.517199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29620000.00 5219431.60 LUM 2006-1 A1 2036-04-25 0.410999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 341.00 79.11 MARM 2007-1 I2A1 2047-01-25 0.331000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19140000.00 6750758.33 MERRILL LYNCH MORTGAGE INVESTO 2036-05-25 2.739100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31487200.00 6996433.52 MERRILL LYNCH MTG INV 2004 A1 2035-04-25 0.610999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1629095.79 MLCFC 2007-9 AJ 2049-09-12 6.192999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3920000.00 3811865.75 MLMI 2005-A5 A8 2035-06-25 2.471099 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 275871.57 RALI 2006-QA6 A3 2036-07-25 0.360999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7890000.00 1609375.15 RALI 2007-QA1 A3 2037-01-25 0.341000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000000.00 3569833.04 RFMSI 2007-SA1 2A1 2037-02-25 3.335799 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8575000.00 1768404.36 SARM 2004-16 M 2034-11-25 0.720999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 925000.00 478281.48 SARM 2004-20 1A3 2035-01-25 2.476700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8275000.00 509852.76 SASC 2001-15A B2 2031-10-25 2.208200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5128000.00 145630.15 TMST 2005-1 B1 2045-04-25 2.375599 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10699000.00 7892266.97 WAMMS 2002-AR3 B2 2032-12-25 2.186199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8457400.00 412121.14 WBCMT 2006-C28 C 2048-10-15 5.690999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19211000.00 17106626.19 WBCMT 2006-C29 2048-11-15 5.368000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1200000.00 1223281.00 WBCMT 2007-C33 B 2051-02-15 5.941700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 409486.53 First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 145000000.00 145000000.00 0.0065 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 145059450.00 145059450.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150519_2M47 0001230485 Other Repurchase Agreement N INDX 2036-10-25 0.480999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 138473500.00 26165711.26 INDX 2006-AR29 A1 2036-11-25 0.341000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20185000.00 4530400.67 MARM 2007-3 12A1 2047-05-25 0.371000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 94255000.00 33705150.12 First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 56000000.00 56000000.00 0.0025 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 56000000.00 56000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150522_2M47 0001230485 Other Repurchase Agreement N BEAR STEARNS COMMERCIAL MTGE SEC TRUST 2040-12-11 5.434000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2330000.00 2317949.48 COBALT COMMERCIAL MTGE TRUST 2007-C3 2046-05-15 5.768399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14999000.00 15626725.59 DEUTSCHE MORTGAGE SEC 2036-04-15 0.442000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37729000.00 4266524.44 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1031800.00 984902.75 MSC 2007-IQ13 AJ 2044-03-15 5.437999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10600000.00 10840762.28 WFMBS 2006-AR1 2A5 2036-03-25 5.430600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 3916593.73 First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 33000000.00 33000000.00 0.0015 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 33000000.00 33000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150526_2M47 0001230485 Other Repurchase Agreement N CD 2007-CD4 AJ 2049-12-11 5.397999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8060000.00 6870336.83 CMSI 2007-3 3A1 2037-04-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 547596.10 CSMC 2006-5 1A1 2036-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40253000.00 8797027.89 CSMC 2006-5 2A1 2036-06-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99651000.00 25276973.07 CWALT 2006-J2 A3 2036-04-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12100000.00 1842269.80 RALI 2005-QS12 A3 2035-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000000.00 2667939.53 First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 40000000.00 40000000.00 0.0018 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 40000000.00 40000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150602_2M47 0001230485 Other Repurchase Agreement N CSMC TR 2013-6 2043-08-25 3.300399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1604000.00 1314178.90 GSR 2005-AR2 1A3 2035-04-25 2.683100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8206000.00 372664.02 JPMCC 2006-LDP7 B 2045-04-15 5.875499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5070000.00 4066679.95 First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 5000000.00 5000000.00 0.0002 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 5000000.00 5000000.00 Credit Suisse Securities (USA), LLC Credit Suisse Securities (USA), LLC 0.660000% 988WZK004_0.6600_M150610_2M47 0001230485 Other Repurchase Agreement N 144A CSMC 2008-C1 B 2041-02-15 5.970600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8372000.00 8284162.25 AMSI 2035-11-25 0.641000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2270000.00 1855640.83 BSABS 2034-10-25 1.971000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14333000.00 1210210.07 BSABS 2005-AC3 1M1 2035-07-25 0.621000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9002000.00 324197.04 BSABS 2006-AC1 1A2 2036-02-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 116730.42 CWALT 2005-14 2A2 2035-05-25 0.420999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1867931.64 CWALT 2005-16 A5 2035-06-25 0.451000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1130959.31 CWALT 2006-OA17 1A1A 2046-12-20 0.368499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85797619.00 32810349.88 DSLA 2045-08-19 0.473499 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 3166293.97 FHLT 2005-E 2036-01-25 0.621000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 8595772.68 HVMLT 2037-07-19 0.403500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 10842524.56 INDX 2004-AR3 B1 2034-07-25 0.671000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16770000.00 1920337.32 MASTR 2004-5 B2 2034-05-25 5.220200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1645000.00 332101.61 MLMI 2035-12-25 2.530899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8815000.00 8460572.94 PHHAM 2007-2 1A5 2037-05-25 0.490999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 2478375.54 RAST 2005-A2 A2 2035-03-25 0.621000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13550000.00 2408474.02 SAMI 2005-AR5 B2 2035-07-19 0.873500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9138000.00 2786798.12 TMST 2038-04-25 4.495800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 96385000.00 23544874.23 WAMU 2005-AR11 B1 2045-08-25 0.781000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 7464737.45 First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 104000000.00 104000000.00 0.0047 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 104000000.00 104000000.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.260000% 2284K1R70 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 46000000.00 45988040.00 0.0021 N 45990800.00 45990800.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.300000% 2284K1T37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 104000000.00 103919400.00 0.0047 N 103934480.00 103934480.00 Crown Point Capital Co, LLC Crown Point Capital Co, LLC 0.300000% 2284K1T45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 6000000.00 5995300.00 0.0003 N 5996160.00 5996160.00 Deutsche Bank Securities, Inc Deutsche Bank Securities, Inc 0.070000% 21599B009_0.0700_M150302_2M47 0001074042 Government Agency Repurchase Agreement Y Fannie Mae 2015-12-21 0.375000 Government Agency Debt 75074000.00 75209696.26 Fannie Mae 2017-10-12 1.060000 Government Agency Debt 16267000.00 16220069.70 Freddie Mac 2016-05-13 0.500000 Government Agency Debt 61894000.00 62040344.92 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 149000000.00 149000000.00 0.0067 N 149000000.00 149000000.00 DNB Bank ASA DNB Bank ASA 0.240000% 2332K1R85 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-08 2015-04-08 N N N 109000000.00 108973113.34 0.0049 N 108984740.00 108984740.00 DNB Bank ASA DNB Bank ASA 0.310000% 2332K1VM9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-21 2015-08-21 N N N 50000000.00 49925944.45 0.0022 N 49927000.00 49927000.00 DNB Bank ASA DNB Bank ASA 0.090000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 144000000.00 144000000.00 0.0065 Security is a time deposit. N 144000036.00 144000036.00 DNB Bank ASA DNB Bank ASA 0.100000% 939RWC006_M150304 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 142000000.00 142000000.00 0.0064 Security is a time deposit. N 142000156.20 142000156.20 Eagle Cnty Housing Facilities RB (The Tarnes at BC) Series 1999B 0.210000% 269476AD9 Variable Rate Demand Note N First Tier Security N/A N/A 2015-03-06 2015-03-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2410000.00 2410000.00 0.0001 N 2410000.00 2410000.00 Federal Home Loan Bank Federal Home Loan Bank 0.060000% 313384CN7 Government Agency Debt N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 260076000.00 260076000.00 0.0117 N 260076000.00 260076000.00 Federal Home Loan Bank Federal Home Loan Bank 0.085000% 313384CN7 Government Agency Debt N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 11803000.00 11803000.00 0.0005 N 11803000.00 11803000.00 Federal Home Loan Bank Federal Home Loan Bank 0.090000% 313384CZ0 Government Agency Debt N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 9000000.00 8999752.50 0.0004 N 8999973.00 8999973.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% 98599G006_0.0500_M150302_2M47 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2018-08-15 4.000000 Treasury Debt 336457700.00 369156666.88 United States Treasury Department 2021-08-15 2.125000 Treasury Debt 3588300.00 3663716.81 United States Treasury Department 2022-02-15 2.000000 Treasury Debt 227794200.00 230579208.11 United States Treasury Department 2022-08-15 1.625000 Treasury Debt 2898200.00 2852213.32 United States Treasury Department 2040-02-15 4.625000 Treasury Debt 255566400.00 353752237.77 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 960000000.00 960000000.00 0.0432 N 960000000.00 960000000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.060000% 985YBN003_0.0600_M150305_2M47 0001457970 Treasury Repurchase Agreement Y United States Treasury Department 2021-08-15 2.125000 Treasury Debt 6034700.00 6161533.82 United States Treasury Department 2022-11-15 1.625000 Treasury Debt 54155900.00 53418703.26 United States Treasury Department 2041-08-15 3.750000 Treasury Debt 6841000.00 8420266.02 First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 68000000.00 68000000.00 0.0031 N 67999320.00 67999320.00 General Electric Capital Corp General Electric Capital Corp 0.220000% 36959JRE5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-14 2015-04-14 N N N 46000000.00 45987912.22 0.0021 N 45994020.00 45994020.00 General Electric Capital Corp General Electric Capital Corp 0.250000% 36959JTS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-26 2015-06-26 N N N 125000000.00 124899305.55 0.0056 N 124917500.00 124917500.00 GFRE Holdings, LLC Taxable Notes Series 2009A 0.170000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-03-06 2015-03-06 Y Federal Home Loan Bank N/A N/A Y Federal Home Loan Bank N/A N/A N 2355000.00 2355000.00 0.0001 N 2355000.00 2355000.00 Goldman Sachs & Co Goldman Sachs & Co 0.070000% 38399H002_0.0700_M150302_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2027-09-01 3.500000 Government Agency Debt 53505462.00 24346926.65 Freddie Mac 2044-07-01 4.000000 Government Agency Debt 6171082.00 6253073.69 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 30000000.00 30000000.00 0.0014 N 30000000.00 30000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M150304_2M47 0000769993 Government Agency Repurchase Agreement Y FHDN 05/29/15 2015-05-29 0.00 Government Agency Debt 137716000.00 137700851.24 First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 135000000.00 135000000.00 0.0061 N 134998650.00 134998650.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M150305_2M47 0000769993 Government Agency Repurchase Agreement Y Freddie Mac 2041-10-15 4.000000 Government Agency Debt 70000000.00 42962714.88 GNMA 2043-10-20 4.000000 Government Agency Debt 32343331.00 27632493.03 GNMA 2044-09-20 4.000000 Government Agency Debt 32010498.00 32424792.42 First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 101000000.00 101000000.00 0.0045 N 101000000.00 101000000.00 Goldman Sachs & Co Goldman Sachs & Co 0.060000% 992JYE002_0.0600_M150306_2M47 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2026-07-01 4.000000 Government Agency Debt 2864359.00 1471862.70 Fannie Mae 2037-10-01 3.500000 Government Agency Debt 7528462.00 7208340.39 Freddie Mac 2038-04-01 5.500000 Government Agency Debt 15438163.00 4996510.39 GNMA 2044-04-20 4.500000 Government Agency Debt 100353532.00 92540956.51 GNMA 2044-09-20 4.000000 Government Agency Debt 17989502.00 18222330.32 First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 122000000.00 122000000.00 0.0055 N 122000000.00 122000000.00 HSBC Bank Plc HSBC Bank Plc 0.350000% 926EXU009 0001050258 Certificate of Deposit N First Tier Security N/A N/A 2015-10-28 2015-10-28 N N N 216000000.00 216000000.00 0.0097 N 215984880.00 215984880.00 HSBC Bank USA HSBC Bank USA 0.240000% 40428AYZ4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-22 2015-04-22 N N N 108000000.00 108000000.00 0.0049 N 108010800.00 108010800.00 HSBC Bank USA HSBC Bank USA 0.245000% 40428AZR1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 5000000.00 5000000.00 0.0002 N 4999400.00 4999400.00 Illinois Regional Transportation Auth General Obligation Working Cash Notes Series 2014A1 0.140000% 46640KMH4 Variable Rate Demand Note N First Tier Security N/A N/A 2015-03-02 2015-03-02 Y JP Morgan Chase & Co N/A N/A N N 5185000.00 5185000.00 0.0002 N 5185000.00 5185000.00 ING Bank NV ING Bank NV 0.290000% 924RUL005 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 159000000.00 159000000.00 0.0072 N 159014310.00 159014310.00 ING Bank NV ING Bank NV 0.300000% 924TBU002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 72000000.00 72000000.00 0.0032 N 72012240.00 72012240.00 ING Bank NV ING Bank NV 0.300000% 924UWV004 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-05-12 2015-05-12 N N N 40000000.00 40000000.00 0.0018 N 40004000.00 40004000.00 ING Bank NV ING Bank NV 0.300000% 924WBT008 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-05-11 2015-05-11 N N N 177000000.00 177000000.00 0.0080 N 177017700.00 177017700.00 ING Bank NV ING Bank NV 0.330000% 926FDG009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-07-30 2015-07-30 N N N 10000000.00 10000000.00 0.0005 N 10000400.00 10000400.00 JP Morgan Chase & Co JP Morgan Chase & Co 0.707100% 46623EJX8 Other Note N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N N 24531000.00 24543255.22 0.0011 N 24543805.18 24543805.18 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.330000% 46590ERQ3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-24 2015-04-24 N N N 111000000.00 110946072.49 0.0050 N 110965590.00 110965590.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.060000% 46899T004_0.0600_M150302_2M47 0001168163 Treasury Repurchase Agreement Y United States Treasury Department 2018-10-31 1.250000 Treasury Debt 2043900.00 2050062.60 United States Treasury Department 2020-07-31 2.000000 Treasury Debt 35665700.00 36432216.98 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 275100.00 277800.32 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 38000000.00 38000000.00 0.0017 N 38000000.00 38000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.080000% 46899T004_0.0800_M150302_2M47 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2032-10-01 3.000000 Government Agency Debt 1077651.00 890013.56 Fannie Mae 2042-03-01 3.500000 Government Agency Debt 21955745.00 18330069.43 Fannie Mae 2042-09-01 3.500000 Government Agency Debt 21958146.00 19464245.28 Freddie Mac 2042-12-01 3.000000 Government Agency Debt 26188595.00 23115672.39 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 60000000.00 60000000.00 0.0027 N 60000000.00 60000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.610000% 921ACP006_0.6100_M150528_2M47 0001168163 Other Repurchase Agreement N 144A CGCMT 2007-C6 AJFL 2049-12-10 5.712699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 272207.00 267990.42 144A CGCMT 2007-C6 AJFL 2049-12-10 5.712699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 135729.00 133626.51 AMERICAN HOMES 4 RENT 2014-SFR3 TR 2036-12-18 4.200999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4661446.00 4819864.98 APOLLO MGMT HLDGS L P 2024-05-30 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2495999.00 2573990.65 AUSTRALIA NEW ZEALAND 2017-06-13 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36100.00 36214.78 BANC OF AMERICA COMM MTGE 2045-10-10 5.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2320613.00 2407566.18 BANC OF AMERICA COMM MTGE 2045-10-10 5.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1766780.00 1832981.10 BANK OF NY COMPANY 2019-01-15 2.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2192000.00 2221372.80 BARCLAYS BANK PLC,GB 2019-05-22 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4160000.00 4994631.20 BHMS 2014-ATLS MTG TR 2033-07-08 4.690500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6359378.00 6473268.10 BNP PARIBAS / BNP PARIBAS US SR NT 5%21 2021-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5850486.00 6691922.40 BP CAPITAL MARKETS PLC 2020-10-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7160999.00 8033208.68 CGWF COML MTG 2013 RKWH 2030-11-15 3.972000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14583448.00 14552244.28 CITIGROUP COML MTG TR 2014 GC23 2047-07-12 3.208000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15341043.00 11429397.49 CITIGROUP COML MTG TR 2014 GC23 2047-07-12 3.208000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6923964.00 5158497.81 CITIGROUP COMMERCIAL MTGE TRUST 200.NY 2022-04-15 0.472999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3954000.00 3923390.11 COMM 2014 KY0 MTG TR 2027-06-11 2.523000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12406250.00 12353692.99 COMMONWEALTH BK AUSTRA 2018-09-20 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3881404.00 4039698.44 Credit Suisse 2021-10-29 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2659187.00 2733041.49 CWALT INC 2005-53T2 2037-09-17 4.373300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10149455.00 8958099.46 CWALT INC 2005-53T2 2037-09-17 4.373300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25558.00 22557.97 DEVON ENERGY CORPORATION 2018-12-15 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2399000.00 2425580.92 DOMINION RESOURCES INC 2019-12-01 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5846299.00 5921014.70 DOMINION RESOURCES INC 2019-12-01 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3968456.00 4019172.87 ENTERGY TEXAS INC 2019-02-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3689585.00 4404316.03 EQTY 2014 INNS MTG TR 2031-05-08 4.070999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2170186.00 2160261.74 EQTY 2014 INNS MTG TR 2031-05-08 4.070999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1154093.00 1148815.33 EXPORKLORE SA 2031-12-05 4.092699 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7428945.00 7472724.37 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4808227.00 4978745.64 EXPORKLORE SA 2031-12-05 5.052999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105551.00 109294.25 FIRSTENEGRY SOLUTIONS CORP 2039-08-15 6.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2761329.00 3005338.44 FLORIDA POWER COMPANY 2021-08-15 3.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10704342.00 11236276.44 GCMO 144A COMMERCIAL 2028-11-15 7.965600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185071.00 188105.64 GENERAL ELEC CAPT CORP 2021-01-07 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1606504.00 1818616.53 GENERAL ELEC CAPT CORP 2021-01-07 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 515573.00 583645.97 GS MTG SECS TR 2012-GCJ7 2045-05-12 5.722900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6450081.00 6900596.28 GULFSTREAM NAT GAS SYS LLC 2025-11-01 6.190000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 431254.44 J P MORGAN CHASE COML MTG SECSTR 2014 FL4 2030-12-16 4.173000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6005808.00 5892466.39 JEFFERIES GROUP INC NEW 2023-01-20 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6109819.00 6493927.20 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.912999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4916482.00 4925574.21 JP COMPANY LLC PROMISSORY NOTE 8% DUE 10/01/2016 2030-04-15 3.912999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2771.00 2776.12 JP MORGAN CHASE COML MTG SECSTR 2014 FL4 2030-12-16 3.273000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10292434.00 10214561.44 JP MORGAN MTG TR 2014 IVR3 2044-09-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2530484.00 2417592.58 LB UBS COMMERCIAO 2039-03-15 5.719999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9656015.00 9797704.14 Lloyds TSB Bank Plc 2016-01-21 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2912471.00 3033207.49 Lloyds TSB Bank Plc 2016-01-21 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 522837.00 544511.21 MASS MUTUAL LIFE INS CO 2039-06-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190319.00 310854.00 MASS MUTUAL LIFE INS CO 2039-06-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 98720.00 161242.47 MOODY'S CORPORATION 2019-07-15 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7784000.00 7930510.02 PACKAGING CORP OF AMER 2018-03-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1502582.00 1730012.81 PEOPLES UNITED FINANCIAL INC 2022-12-06 3.649999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33569.00 34383.47 PEOPLES UNITED FINANCIAL INC 2022-12-06 3.649999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20375.00 20869.35 PHLIP MORRIS INTERNATIONAL 2023-03-06 2.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3822000.00 3827040.26 PPL CAPITAL FUNDING, INC. 2022-06-15 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3254691.00 3554480.59 PRUDENTIAL FINANCIAL INC 2068-06-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11936000.00 14356024.01 RIO TINTO FINANCE USA LTD 2021-09-20 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 155362.00 165745.49 RIO TINTO FINANCE USA LTD 2021-09-20 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 123207.00 131441.44 SPECTRA ENERGY PARTNERS LP 2016-06-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4583561.00 4711671.53 SPRINGLEAF MTG LN TR 2013 1 2058-06-25 3.790000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4860386.00 4897016.57 SPRINGLEAF MTG LN TR 2013 1 2058-06-25 3.790000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1187838.00 1196790.21 TESCO PLC 2017-11-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150603.00 164086.99 TESCO PLC 2017-11-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 59224.00 64526.52 UBS AG STAMFORD BRANCH 2018-04-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6748000.00 7681964.43 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000902.00 4082174.99 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3978271.00 4059084.27 Wells Fargo & Co 2019-04-22 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 156469.00 158834.57 WELLS FARGO BK 2036-08-26 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6200000.00 7957608.72 WFRBS COML MTG TR 2011 C4 2044-06-17 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4030398.00 4463585.04 WFRBS COML MTG TR 2011 C4 2044-06-17 5.245000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 294223.00 325846.08 WFRBS COML MTG TR 2011-C5 2044-11-18 5.634800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4762460.00 5407646.15 WFRBS COML MTG TR 2012 C8 2045-08-17 4.876000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4309472.00 4697826.02 WFRBS COML MTG TR 2013 C16 2046-09-17 4.983100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5735977.00 5804424.86 WFRBS COML MTG TR 2013 C16 2046-09-17 4.983100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2952748.00 2987983.37 WFRBS COML MTG TR 2013-C15 2046-08-17 4.482199 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.86 WR BERKLEY CORP 2044-08-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62542.00 66759.87 YUM BRANDS INC COM 2037-11-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38555.00 50727.17 First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 256000000.00 256000000.00 0.0115 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 256000000.00 256000000.00 JP Morgan Securities, LLC JP Morgan Securities, LLC 0.070000% 992JYG007_0.0700_M150306_2M47 0001168163 Treasury Repurchase Agreement Y United States Treasury Department 2018-10-31 1.250000 Treasury Debt 1241400.00 1245142.97 United States Treasury Department 2020-10-31 1.750000 Treasury Debt 99777500.00 100756892.24 First Tier Security N/A N/A 2015-03-06 2015-03-06 Y JP MORGAN SECURITIES LLC N/A N/A N N 100000000.00 100000000.00 0.0045 N 99996000.00 99996000.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.313500% 46639XAS8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-23 2015-10-22 N N N 66000000.00 66000000.00 0.0030 N 66003960.00 66003960.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.313500% 46639XAT6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-23 2015-10-23 N N N 75000000.00 75000000.00 0.0034 N 75004500.00 75004500.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.311000% 46639XBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-12-08 N N N 61000000.00 61000000.00 0.0027 N 61002440.00 61002440.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.406600% 48125LEB4 Other Note N First Tier Security N/A N/A 2015-04-20 2016-03-17 N N N 90000000.00 90000000.00 0.0041 N 90049050.00 90049050.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.355400% 48125LJX1 Other Note N First Tier Security N/A N/A 2015-03-09 2015-11-06 N N N 200000000.00 200083000.00 0.0090 N 200125800.00 200125800.00 JPMorgan Chase Bank, NA JPMorgan Chase Bank, NA 0.376700% 48125LLP5 Other Note N First Tier Security N/A N/A 2015-04-22 2016-03-22 N N N 30000000.00 30000000.00 0.0014 N 30006960.00 30006960.00 Jupiter Securitization Corp Jupiter Securitization Corp 0.290000% 4820P3TH6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-17 2015-06-17 N N Y Letter of Credit JPMorgan Chase Bank NA N/A N/A 29000000.00 28975003.61 0.0013 N 28979120.00 28979120.00 Lexington Parker Capital Co, LLC Lexington Parker Capital Co, LLC 0.260000% 52952MRD4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-13 2015-04-13 N N Y Credit / Liquidity BNP Paribas N/A N/A Credit / Liquidity Credit Suisse AG N/A N/A Credit / Liquidity SOCIETE GENERALE N/A N/A Credit / Liquidity United States Treasury Department N/A N/A 14000000.00 13995753.33 0.0006 N 13996640.00 13996640.00 Lloyds Bank Plc Lloyds Bank Plc 0.120000% 53943SQ26 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 15000000.00 15000000.00 0.0007 N 14999850.00 14999850.00 Lloyds Bank Plc Lloyds Bank Plc 0.270000% 53943SRL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 92000000.00 91966190.00 0.0041 N 91975160.00 91975160.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB34 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 61000000.00 61000000.00 0.0027 N 61006710.00 61006710.00 Lloyds Bank Plc Lloyds Bank Plc 0.480000% 53944LB67 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 27000000.00 27000000.00 0.0012 N 27004320.00 27004320.00 Lloyds Bank Plc Lloyds Bank Plc 0.110000% 53999C006 0001167831 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 194000000.00 194000000.00 0.0087 Security is a time deposit. N 193999796.30 193999796.30 Macquarie Bank Ltd Macquarie Bank Ltd 0.260000% 55607LQH0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 170000000.00 169981583.32 0.0077 N 169988100.00 169988100.00 Macquarie Bank Ltd Macquarie Bank Ltd 0.260000% 55607LS13 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 4000000.00 3998266.67 0.0002 N 3998640.00 3998640.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.080000% 06399U000_0.0800_M150302_2M47 0000728612 Government Agency Repurchase Agreement Y Freddie Mac 2042-08-01 3.500000 Government Agency Debt 5924624.00 5150000.69 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 5000000.00 5000000.00 0.0002 N 5000000.00 5000000.00 Merrill Lynch, Pierce, Fenner & Smith, Inc Merrill Lynch, Pierce, Fenner & Smith, Inc 0.550000% 921ACQ004_0.5500_M150403_2M47 0000728612 Other Repurchase Agreement N 1839688 ALBERTA ULC 2020-11-14 14.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 212.00 179.07 AAR CORP 2022-01-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 273364.58 ABENGOA GREENFIELD S A 2019-10-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 195416.67 ABENGOA GREENFIELD S A 2019-10-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 190390.42 ACADIA HEALTHCARE CO INC 2023-02-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 103437.50 ADT CORP 2022-07-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 234366.25 ADVANCED MICRO DEVICE INC 2024-07-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 140383.33 AERCAP AVIATION SOLUTIONS B V 2017-05-30 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 173665.00 AHERN RENTALS INC 2018-06-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105650.00 AI CHS/COMMUNITY HEALTH SYSTEMS, INC 2021-08-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 260625.00 AI REG S ENERGY XXI 2021-12-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 270937.50 AIRCASTLE LIMITED 2018-12-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 516000.00 542075.92 AIRCASTLE LTD 2019-12-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 248000.00 277742.78 AK STEEL CORP 2021-10-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 126875.00 ALCOA INC 2021-04-15 5.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 203000.00 226803.78 ALERE INC 2018-10-01 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 80623.44 ALERE INC INNOVATIONS INC 2018-07-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 184000.00 200238.00 ALLEGHENY TECHNOLOGIES INC NEW 2023-08-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 493461.17 ALLIANCE DATA SYSTEMS CORP 2017-12-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 315762.50 ALLY FINL INC 2024-09-30 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 31687.50 ALTEGRITY INC 2019-07-01 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 199831.67 ALTICE FINCO S A 2024-01-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 319000.00 341163.85 ALUMINUM CO AMER. 2028-01-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 274267.33 AMERICAS CASH EXPRESS 2019-02-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 230461.39 AMRENENERGY GENERAL COMANY 2020-04-01 6.299999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 67000.00 59666.85 ANGLOGOLD ASHANTI HLDG PLC 2020-04-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 399000.00 410223.21 ANGLOGOLD ASHANTI HLDG PLC 2040-04-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 125007.13 ARAMAR CORP CL B 2020-03-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 20850.00 ARDAGH FIN HLDGS S A 2019-06-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 58186.00 60222.51 ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC 2020-11-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1717000.00 307494.51 ARDAGH PACKAGING FIN PLC ARDAGH HLDGS USA INC 2021-01-31 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 2017.25 ASHLAND INC KY 2016-03-15 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 153900.00 ASTON ESCROW CORP 2021-08-15 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 183000.00 135420.00 ATHE AES CORP 2023-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 129195.63 AUDATEX NORTH AMERICA INC 2023-11-01 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 215947.22 AVIANCA HLDGS S A AVIANCA LEASING LLC 2020-05-10 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 102000.00 AWAS AVIATION CAPITAL LIMITED 2016-10-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400.00 258.58 BA CREDIT CARD TRUST 2044-10-26 2.418200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32103297.00 32075982.67 BALL CORP 2022-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 186593.75 BAMILL COML MTG SECS TR 2014 INLD 2029-12-17 2.700899 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34675000.00 31981496.66 BANCO CONTL 2017-10-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105754.17 BANCO DE COSTA RICA 2018-08-12 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 116401.56 BANCO DO BRASIL S A 2049-01-01 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 512000.00 442803.20 BANCO NACIONAL DE COSTA RICA 2023-11-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 25597.22 BANCO SANTANDER MEXICO S A INSTITUCION DE BANCA 2024-01-30 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 210560.00 Barclays Bank Plc 2023-04-10 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 452297.22 BARCLAYS PLC 2049-01-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19047.00 18805.48 BAYTEX ENERGY CORP 2021-06-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 139525.24 BEAZER HOMES USA INC 2019-05-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 203000.00 215353.40 BEAZER HOMES USA INC 2019-06-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 176000.00 171424.00 BMC SOFTWARE FIN INC 2021-07-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 163096.35 BOMBARDIER INC 2018-03-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 208000.00 226460.00 BUILDING MATERIALS CORP OF AMERICA 2021-05-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 486000.00 533020.50 CALIFORNIA RES CORP 2024-11-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 222812.50 CALPINE CORP 2023-01-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 278000.00 315304.12 CARMIKE CINEMAS INC 2019-05-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 162134.37 CARRIZO OIL GAS INC 2020-09-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 210411.00 221194.56 CB GEO GROUP INC THE 2022-01-15 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 265463.54 CB PECO ENERGY CAP TR 2028-04-06 7.379999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 159424.85 CB US WEST CAPITAL FDG 2018-11-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 255000.00 286292.75 CBS OUTDOOR AMERS CAP LLC CBS OUTDOOR AMERS CA 2024-02-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 107853.75 CDW LLC 2019-04-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 272000.00 294486.84 CE GENERATION LLC 2018-12-15 7.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 148901.16 CEMENTOS PACASMAYO 2023-02-08 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 145200.75 CEMEX ESPANA S A LUXEMBOURG BRANCH 2019-04-30 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 114059.37 CEMEX ESPANA SA LUXEMBOURG BRANCH 2020-05-12 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 108370.83 CEMEX S A B DE C V 2018-01-11 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 479000.00 506063.50 CEMEX S A B DE C V 2018-10-15 5.003300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 524168.59 CENTENE CORP 2022-05-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 209000.00 218082.79 CENTRE SQUARE CDO LTD 2022-02-09 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76000.00 80436.50 CENTURYTEL INC 2022-03-15 5.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 374000.00 407136.40 CENTURYTEL, INC 2039-09-15 7.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43000.00 45330.60 CERIDIAN HCM HLDG INC 2021-03-15 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 134000.00 145323.00 CEVA GROUP PLC 2018-05-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 177577.78 CHASSIX INC 2018-08-01 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 1453.36 CHESAPEAKE ENERGY CORP 2017-08-15 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 268041.67 CHESAPEAKE ENERGY CORPORATION 2016-03-15 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 402000.00 407376.75 CHIQUITA BRANDS INTL INC CHIQUITA BRANDS LLC 2021-02-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 381000.00 420314.44 CIMAREX ENERGY CO 2024-06-01 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 474000.00 465705.00 CIT GROUP INC 2022-08-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 482000.00 514133.33 CITIZENS COMM CO CLASS 2019-03-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 394471.88 CLAIRES STORE INC 2020-06-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 458513.89 CLEANHARBORS 2021-06-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 227643.47 CLEAR CHANNEL COMMU 2027-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19157.00 15930.64 CLEAR CHANNEL COMMUNICATIONS,INC 2016-12-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500.00 489.25 COLUMBIA/HCA HEALT 2025-09-15 7.580000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 187857.60 COMMSCOPE HLDG CO INC 2020-06-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 112840.90 COMSTOCK RESOURCES INC 2019-04-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 170982.64 CONSTELLIUM N V 2024-05-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 320357.71 COTT BEVERAGES INC 2022-07-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 305534.17 COVERIS HLDGS S A 2019-11-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 391000.00 397842.50 CREDIT ARGICOLE S A 2049-01-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 425748.00 CROWNROCK LP CROWN ROCK FIN INC 2021-04-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 329000.00 339733.62 CSC HOLDINGS,INC 2019-02-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 496878.13 CSMC SERIES 2009-4R 2036-04-26 4.460600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 47117325.00 27841466.51 CWMBS INC ALTERNATIVE LOAN TR 2003 19CB MORTGAGE P 2018-04-15 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 517000.00 525164.29 D. R. HORTON, INC 2022-09-15 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 509843.75 D. R. HORTON, INC. 2019-03-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 377000.00 380887.81 DAIMLER ATO TRUST 2006 A 2017-12-01 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 1953.72 DAIMLERCHRYSLER AUTO TR 2006-A 2015-10-01 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 382000.00 388941.15 DAIMLERCHRYSLER AUTO TRUST 2006 A 2019-04-01 2.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 59000.00 56361.52 DARDEN RESTAURANTS INC 2035-08-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 179156.25 DARDEN RESTAURANTS INC 2037-10-15 7.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 157000.00 191943.49 DENURY RESOURCES INC 2023-07-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 263000.00 236146.60 DIGICEL GROUP LTD 2022-04-01 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 95000.00 DIRECTVUY HLDGS INC 2017-02-01 12.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 156537.33 DISH DBS CORP 2017-07-15 4.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 154371.88 DISH DBS CORP 2018-04-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 119000.00 121646.10 DISH DBS CORP 2021-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 297309.37 DOWNSTREAM DEV AUTH 2019-07-01 10.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 241000.00 213606.33 DPL INC 2019-10-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 80400.00 DR HORTON INC 2018-02-15 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 508729.17 DYNACAST INTL LLC DYNACAST FIN INC 2019-07-15 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 542895.83 DYNCORP INTL 2017-07-01 10.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 92363.89 DYNEGY FIN I INC DYNEGY FIN II INC 2022-11-01 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 470000.00 508868.02 E TRADE GROUP 2019-11-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68000.00 74158.25 ECHOSTAR DBS CORP,CO 2015-05-31 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 155059.37 ESAL GMBH 2023-02-05 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 116858.33 FELCOR LODGING LIMITED PARTNERSHIP UNITS 2019-06-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 531187.50 FFH 8.597 01/15/27 0 2027-01-15 8.596999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 124822.03 FIDELITY & GTY LIFE HLDGS INC 2021-04-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 540427.08 FINANCIERA INDEPENDENCIA S A B DE C V 2019-06-03 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167000.00 167000.00 FIRST DATA CORP 2022-01-15 8.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 126000.00 137681.25 FIRST QUANTUM VENTRUES 2021-02-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 94970.50 FIRST QUANTUM VENTURES 2019-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000.00 1923.17 FMG RESOURCES PTY LTD 2018-02-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 201000.00 90335.23 FOREST OIL CORPORATION 2020-09-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1368000.00 504450.00 FREMF 2014 KFO6 MTG TR MULTIFAMILY MTC PASS THRU C 2021-11-25 4.521200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30456000.00 30440532.75 GANNETT CO INC 2020-07-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 106944.88 GATES GLOBAL LLC GATES GLOBAL OC 2022-07-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 425000.00 409912.50 GCB 144A DRESDNER FDG 2031-06-30 8.150999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 184935.86 GCB SPRINT CAPITAL 2028-11-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24500.00 23384.74 GENERAL MTRS FINL CO INC 2018-05-15 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76000.00 78314.83 GENWORTH FINANCIAL 2018-05-22 6.514999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 442000.00 470319.98 GENWORTH FINANCIAL 2021-02-15 7.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 417960.00 GEOPARK LATIN AMER LTD AGENCIAEN CHILE 2020-02-11 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 130000.00 95333.33 GIBSONS ENERGY INC 2021-07-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 255718.75 GOODYEAR TIRE AND RUBBER COMPANY 2021-03-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 277631.94 GRIFOLS WORLDWIDE OPERATIONS LTD 2022-04-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 456342.19 GRUPO CEMENTOS DE CHIHUAAA 2020-02-08 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 195000.00 209486.20 GRUPO IDESA S A DE C V 2020-12-18 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 151514.06 HAPAG LLOYD AG 2017-10-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44000.00 47553.00 HARLAND CLARKE HOLDINGS CORP 2020-03-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 213000.00 222821.67 HAWKER BEECHCRAFT 2017-04-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1400000.00 77317.33 HCA/-THE HEALTHCARE COMPY 2033-11-06 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 300543.75 HDS ACQUISITION SUBSIDIARY INC 2020-07-15 11.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 460000.00 547821.67 HECKMAMN CORP 2018-04-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 709000.00 521971.71 HERCULES OFFSHORE INC 2019-04-01 10.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 401569.44 HERCULES OFFSHORE INC 2021-10-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 37720.83 HEXION U S FIN CORP 2020-04-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 244822.92 HEXION US FINANCE CORP 2020-11-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 131100.00 HILAND PARTNERS HILAND 2020-10-01 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405000.00 453864.37 HOSPIRA INC 2023-08-12 5.799999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000.00 1208.91 HUB HLDGS LLC HUB HLDGS FIN INC 2019-07-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 204000.00 204913.75 IAI ANTERO RESOURCES FINANCE CORP 2020-12-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520000.00 539153.33 IASIS HEALTHCARE LLC 2019-05-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 435000.00 467615.94 IHEARTCOMMUNICATIONS INC 2023-03-15 10.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 511250.00 INDUSTRIAL SR TR 2022-11-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 520000.00 518815.56 INEOS FINANCE PLC 2019-02-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 214090.33 INKIA ENERGY LTD 2021-04-04 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 413000.00 431673.91 INMAN SQUARE FUNDING II LTD 2040-10-06 4.180399 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 511030.81 INTELSAT JACKSON HOLDINGS 2020-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 342000.00 365626.50 INTELSAT JACKSON HOLDINGS S A 2023-08-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 191794.44 INTERNATIONAL LEASE FINANCE CORP 2019-04-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 259055.07 INTERNATIONAL WIRE GROUP INC 11.75 2017-10-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 190000.00 204471.67 INTL LEASE FIN CORP 2016-05-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10575.42 INTL LEASE FIN CORP 2016-09-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 330150.00 INVENTIV HEALTH INC 2018-01-15 9.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 123970.00 ISTAR FINANCIAL INC SER 2017-03-15 5.849999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 245000.00 261249.62 ISTAR FINL INC 2018-02-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 505000.00 541549.38 J2 GLOBAL INC 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 114006.67 JABIL CIRCUIT, INC. 2016-07-15 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70000.00 75882.92 JAGUAR HOLDING CO II 2019-12-01 9.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000.00 18682.06 JBL 8 1/4 03/15/18 2018-03-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 447046.87 JBS INVTS GMBH 2020-10-28 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 134921.01 JURASSIC HLDGS III INC 2021-02-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 109586.46 K HOVNANIAN ENETERPRISES 2020-11-15 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 241504.69 K HOVNANIAN ENTERPRISES INC 2020-10-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 240543.75 KINDRED ESCROW CORP II 2020-01-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 174924.44 KODIAK OIL & GAS CORP 2021-01-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 457387.50 LAGACY RESVS LP LEGACY RESVS FIN CORP 2020-12-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 515000.00 445475.00 LAMAR MEDIA CORP 2022-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 248000.00 264552.28 LAND OLAKES CAPITAL TRUST I 2028-03-15 7.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 370098.50 LENNAR CORP 2017-06-01 12.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 131263.74 LENNAR CORP 2018-06-01 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 270000.00 301482.75 LEVEL 3 COMMUNICATIONS INC 2019-06-01 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 161992.71 LIBERTY MEDIAS 2029-07-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 33000.00 36957.25 LIFEPOINT HOSPITALS INC 2021-12-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 516306.67 LIFEPOINT HOSPITLS INC 2020-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 349982.12 LIN ACQUISITON COMPANY LIN HOLDINGS CO 2021-01-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 481000.00 497804.94 LINN ENERGY LLC LINN ENERGY FINANCE CO 2019-11-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 438819.44 LLOYDS BANKING GRP PLC 2049-01-01 6.413000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 51964.12 LOUISANA PAC CORP 2020-06-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 423000.00 459131.25 M D C HOLDINGS INC 2043-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 8345.00 MARFRIG HLDGS EUROPE B V 2019-06-24 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 304000.00 274217.50 MARIPOSA BORROWER INC MARIPOSA MERGER SUB 2021-10-15 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 539666.67 MEDIACOM LLC MEDIACOM CAPITAL CORP 2022-02-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 207000.00 224060.25 MEMORIAL PROD PARTNERS 2021-05-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 227025.97 MERITAGE CORP 2020-04-15 7.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5456.08 MHGE PARENT LLC 2019-08-01 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 204000.00 206691.67 MIGRANT AMERICAS GENERATION INC 2031-05-01 9.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 4772.01 MOBILE MINI INC 2020-12-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000.00 16144.69 MPH MERGER SUB LLC 2022-04-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 315000.00 333900.00 MPT OPER PARTNERSHIP L P MPTFIN CORP 2024-05-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 200303.61 MURRAY ENERGY CORP 2021-06-15 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 217631.25 NAVIOS MARITIME HOLDINGS INC. 2022-01-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 136822.60 NCR CORP 2022-07-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 129000.00 131042.50 NEXEO SOLUTIONS LLC 2018-03-01 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 486722.22 NORBORD INC F 2020-12-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 120000.00 118840.83 NUMERICABLE GROUP S A 2019-05-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 385000.00 390201.51 NXP BV NXP FDG LLC 2021-02-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 294029.08 ODEBRECHT DRILLING NORBE VIII IX LTD 2021-06-30 6.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 126953.66 OFFICE DEPOT DE MEXICO S A DE C V 2020-09-20 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 21000.00 OFFSHORE DRILLING HOLDING 2020-09-20 8.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 426307.29 OMNICARE INC 2024-12-01 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 235000.00 247631.25 OXFORD FIN LLC OXFORD FIN CO-ISSUER INC 2018-01-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 259614.58 PACIFIC DRILLING SA 2020-06-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 468000.00 373389.25 PARAGON OFFSHORE PLC 2024-08-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 378000.00 165343.50 PARAGON OFFSHORE PLC 2024-08-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 50302.92 PETROBRAS GLOBAL FIN BV 2043-05-20 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 302000.00 241798.19 PETROLEOS DE VENEZUELA S A 2035-05-17 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1095459.00 443204.46 PETROLES DE VENEZUELA SA 2017-11-02 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 473656.95 PFD KB HOME INCOME PRIDES 2019-05-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 103000.00 101718.22 PLASTIPAK HOLDINGS INC 2021-10-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 480000.00 501053.33 POLYMER GROUP INC 2019-02-01 7.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 278000.00 290676.03 PREFERRED TERM SEC XXI 2038-03-22 0.590600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 127708.40 PRESTAGE BRANDS INC 2021-12-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 310000.00 314107.50 PRESTIGE BRANDS INC 2020-02-01 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 422000.00 457181.32 PROVIDENT FDG ASSOCIATES 2021-06-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 340725.00 PULTE CORP 2035-02-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 220000.00 219340.00 QEP RES INC 2022-10-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 504649.31 QEP RES INC 2023-05-01 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 528000.00 527692.00 QUALITYTECH LP QTS FIN CORP 2022-08-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 234000.00 242012.88 QUEBECOR MEDIA INC 2023-01-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 330000.00 347820.00 QUICKSILVER RESOURCES 2021-07-01 11.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1670000.00 199750.56 R R DONNELLEY & SONS CO 2017-01-15 6.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 133080.73 R.R.DONNELLY & SONS COMPANY 2016-08-15 8.599999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 119000.00 130051.13 RAYONIER A M PRODS INC 2024-06-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 370000.00 322136.39 REGAL ENTERTAINMENT GROUP CLASS A 2022-03-15 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 1.05 REGENCY ENERGY PARTNERS LP 2022-03-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 547637.15 RENAISSANCE ACQ CORP 2021-08-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 314369.79 RENAISSANCE ACQ CORP 2021-08-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 96500.00 RESC EQUIP RENTAL INC RSC HOLDINGS 2021-02-01 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 283649.17 RESTRUCTURED ASSET CERTIFICATES WITH ENHANCED 2046-06-05 2.457100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5250000.00 29492.20 REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO 2019-04-15 7.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 532437.50 ROYAL CARIBBEAN 2018-03-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 382000.00 441257.75 RRI ENERGY INC 2017-06-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 117000.00 119427.75 RSP PERMIAN INC 2022-10-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 481000.00 498239.17 SABINE PASS LIQUEFACTION LLC 2023-04-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 149000.00 155239.38 SALIX PHARMACEUTICALS LTD DELAWARE 2021-01-15 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 254000.00 284480.00 SALLY HLDGS LLC SLLY CAPITAL INC 2019-11-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 135403.65 SAPPA PAPIER HLDG GMBH 2021-04-15 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 105929.17 SAPPI PAPIER HOLDINS AG 2032-06-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 464000.00 438480.00 SCHAHIN II FIN CO SPV LTD 2022-09-25 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 180000.00 112690.00 SCIENTIFIC GAMES INTERN INC 2020-09-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 118958.33 SCIENTIFIC GAMES INTERNATIONAL INC 2022-12-01 10.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 176263.89 SEMINOLE TRIBE OF FLORIDA 2020-10-01 7.804000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 303000.00 342889.81 SERVICE CORP INTERNATIONAL 2016-04-01 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 267468.75 SERVICE CORPORATION INTERNATIONAL 2020-11-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 174000.00 178828.50 SERVICE CORPORATION INTERNATIONAL 2024-05-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 351000.00 374772.94 SEVEN GENERATIONS ENERGY LTD 2020-05-15 8.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 371306.25 SHINGLE SPRINGS TRIBAL GAMING AUTHORITY 2021-09-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 385000.00 451476.67 SLM CORP 2017-01-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99000.00 105468.00 SLM CORP 2018-06-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 30375.00 SLM CORP 2018-06-15 8.449999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 121737.00 SLM CORP 2022-01-25 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49000.00 54460.78 SLM CORP 2033-08-01 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 253968.75 SLM CORP FR 5.5% 2023-01-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 106000.00 104349.64 SOPHIA L P SOHIA FIN INC 2019-01-15 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 364000.00 393620.50 SPEEDWAY MOTORSPORTS INC 2023-02-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 205740.28 SPRING CORP 2023-09-15 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 321506.25 SPRINT NEXTEL 2020-08-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 174221.67 STEEL DYNAMICS INC 2021-10-01 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 532615.31 STEEL DYNAMICS INC 2022-08-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 81000.00 86943.38 STONE ENERGY CORP 2022-11-15 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 211000.00 205461.25 STONEMOR PARTNERS CFS WEST VA 2021-06-01 7.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 465000.00 494672.81 SUGARHOUSE HSP GAMING PROP MEZZ LP SUGARHOUS 2021-06-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 280641.46 SUN MERGER SUB INC 2021-08-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 353000.00 371265.30 SUNCOKE ENERGY INC 2019-08-01 7.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29000.00 30174.70 SUNGARD DATA SYS INC 2019-11-01 6.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 426000.00 453198.92 SUPERVALU INC 2016-05-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 280000.00 305417.78 T MOBILE USA INC 2021-04-01 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 212000.00 226913.61 TARGA RESOURCES PARTNERS LP FINANCE COR 2018-01-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 104666.67 TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC 2021-04-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 129000.00 128903.25 TEKNI PLEZ INC 2019-06-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 260000.00 286855.83 TELECOM ITALIA CAPITAL 2033-11-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 146000.00 159347.69 TELEFLEX INC 2019-06-01 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 264730.90 TELESAT CANADA / TELESAT LLC 2017-05-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 207650.00 TEMPUR PEDIC INTERNATIONAL INC 2020-12-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 271562.50 TENET HEALTHCARE CORP 2020-08-01 8.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 621.00 661.07 TENET HEALTHCARE CORP 2021-10-01 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000.00 4027.22 TENNECO 2017-06-15 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 254437.50 TERRAFORM PWR OPER LLC 2023-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 350000.00 364610.07 TERRAFORM PWR OPER LLC 2023-02-01 5.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 156359.37 TERVITA CORP 2019-11-01 9.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 207425.00 TESORO PETRO CORP 2017-10-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 158585.42 THE HERTZ CORP 2021-01-15 7.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 407000.00 433501.47 THE RYLAND GROUP INC 2022-10-01 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 43000.00 42647.34 THE SABRE GROUP HOLDINGS 2016-03-15 8.349999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 335000.00 369362.63 T-MOBILE USA INC 2023-03-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 113812.33 T-MOBILE USA INC 2025-03-01 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 185000.00 199977.29 TOLL BROTHERS FIN CORP 2015-05-15 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 307002.50 TOLL BROTHERS FINANCE CORP 2017-10-15 8.910000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 375000.00 445376.25 TONON BIOENERGIA S A 2020-01-24 9.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 445000.00 200685.73 UHS UNIVERSAL HEALTH SERVICES, INC 2019-08-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 101833.33 UNITED STATES STEEL CORP 2017-06-01 6.049999 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 106695.28 UNIVISION COMMUNICATIONS INC 2021-05-15 8.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365000.00 400709.17 UPCB FIN VI LTD 2022-01-15 6.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 183000.00 200709.06 VALEANT PAHARM INTER 2022-07-15 7.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 386000.00 413389.92 VIRGIN MEDIA SECURED FINANCE PLC 2021-01-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145000.00 156400.63 VRG LINHAS AEREAS 2023-02-12 10.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 170000.00 182236.46 WACHOVIA NATIONAL BANK ASSOCIATION 2021-01-15 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000.00 14413.00 WACHOVIA NATIONAL BANK ASSOCIATION 2022-04-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 212625.00 WALTER ENERGY INC 2020-12-15 9.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 72000.00 9360.00 WAMU MTGE CTFS 2047-01-25 0.814200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 82717773.00 22996388.91 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31670481.00 32313824.59 WBCMT 2006-C29 2048-11-18 5.368000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27785681.00 28266743.76 WEST COAST FDG I 2041-11-02 0.570000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 122130.00 WEX INC 2023-02-01 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 325000.00 324489.93 WHITING PETROLEUM CORP 2018-10-01 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 234306.25 WILLIAM CARTER CO 2021-08-15 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 450000.00 469912.50 WIND ACQ FIN S A 2020-04-30 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 265000.00 286665.07 WOODSIDE HOMES CO LLC WOODSIDE HOMES FIN I 2021-12-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 225000.00 220162.50 WTS KINDRED HEALTHCARE INC EXP 4 20 06 2022-04-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 68000.00 69419.50 First Tier Security N/A N/A 2015-04-03 2015-04-03 N N N 246000000.00 246000000.00 0.0111 Repurchase agreement collateralized by common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations Y 246169740.00 246169740.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682AQL3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 1000000.00 1000000.00 0.0000 N 1000010.00 1000010.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.255000% 60682AQQ2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 24000000.00 24000000.00 0.0011 N 24001200.00 24001200.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ARC2 Certificate of Deposit N First Tier Security N/A N/A 2015-04-21 2015-04-21 N N N 18000000.00 18000000.00 0.0008 N 18001260.00 18001260.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ARV0 Certificate of Deposit N First Tier Security N/A N/A 2015-05-06 2015-05-06 N N N 12000000.00 12000000.00 0.0005 N 12000000.00 12000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.250000% 60682ASC1 Certificate of Deposit N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 26000000.00 26000000.00 0.0012 N 26000000.00 26000000.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.260000% 60682ASP2 Certificate of Deposit N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N N 74000000.00 74000000.00 0.0033 N 73997780.00 73997780.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.280000% 60682ASX5 Certificate of Deposit N First Tier Security N/A N/A 2015-06-29 2015-06-29 N N N 140000000.00 140000000.00 0.0063 N 140004200.00 140004200.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATB2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 27000000.00 27000000.00 0.0012 N 27001890.00 27001890.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATG1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-06 2015-07-06 N N N 10000000.00 10000000.00 0.0005 N 10000700.00 10000700.00 Mitsubishi UFJ Trust & Banking Corp Mitsubishi UFJ Trust & Banking Corp 0.310000% 60682ATT3 Certificate of Deposit N First Tier Security N/A N/A 2015-07-15 2015-07-15 N N N 20000000.00 20000000.00 0.0009 N 20001600.00 20001600.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.260000% 60688L2Y1 Certificate of Deposit N First Tier Security N/A N/A 2015-06-16 2015-06-16 N N N 18000000.00 18000000.00 0.0008 N 17998920.00 17998920.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.300000% 60688L3L8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-24 2015-06-24 N N N 160000000.00 160000000.00 0.0072 N 160009600.00 160009600.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4T0 Certificate of Deposit N First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 70000000.00 70000000.00 0.0032 N 70001400.00 70001400.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4V5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-28 2015-04-28 N N N 55000000.00 55000000.00 0.0025 N 55001100.00 55001100.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L4W3 Certificate of Deposit N First Tier Security N/A N/A 2015-04-29 2015-04-29 N N N 25000000.00 25000000.00 0.0011 N 25000500.00 25000500.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.300000% 60688L5B8 Certificate of Deposit N First Tier Security N/A N/A 2015-07-29 2015-07-29 N N N 54000000.00 54000000.00 0.0024 N 54002160.00 54002160.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6F8 Certificate of Deposit N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 28000000.00 28000000.00 0.0013 N 27998600.00 27998600.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6L5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-26 2015-05-26 N N N 16000000.00 16000000.00 0.0007 N 15999200.00 15999200.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.250000% 60688L6U5 Certificate of Deposit N First Tier Security N/A N/A 2015-05-27 2015-05-27 N N N 81000000.00 81000000.00 0.0036 N 80995950.00 80995950.00 Mizuho Bank Ltd Mizuho Bank Ltd 0.210000% 60688LZ66 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 46000000.00 46000000.00 0.0021 N 46000000.00 46000000.00 Mizuho Securities USA Inc Mizuho Securities USA Inc 0.090000% 60686N005_0.0900_M150302_2M47 0000812291 Government Agency Repurchase Agreement Y United States Treasury Department 2015-03-26 0.00 Treasury Debt 45901000.00 45900081.98 First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 45000000.00 45000000.00 0.0020 N 45000000.00 45000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.370000% 926FSN008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 135000000.00 135000000.00 0.0061 N 135000000.00 135000000.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 926HQC000 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-09-01 2015-09-01 N N N 75000000.00 75000000.00 0.0034 N 74984250.00 74984250.00 National Australia Bank Ltd National Australia Bank Ltd 0.270000% 926HQE006 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-09-02 N N N 11000000.00 11000000.00 0.0005 N 10997690.00 10997690.00 National Bank of Canada National Bank of Canada 0.330000% 63307UGA3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-18 2015-08-18 N N N 123000000.00 123000000.00 0.0055 N 123052890.00 123052890.00 National Bank of Canada National Bank of Canada 0.060000% 63499C000 0000926171 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 95000000.00 95000000.00 0.0043 Security is a time deposit. N 95000000.00 95000000.00 Nationwide Building Society Nationwide Building Society 0.240000% 6385E1QS3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-26 2015-03-26 N N N 56000000.00 55991040.00 0.0025 N 55993840.00 55993840.00 Nationwide Building Society Nationwide Building Society 0.250000% 6385E1R29 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 21000000.00 20995479.17 0.0009 N 20996850.00 20996850.00 Nationwide Building Society Nationwide Building Society 0.300000% 6385E1S10 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 31000000.00 30984500.00 0.0014 N 30989460.00 30989460.00 Nationwide Building Society Nationwide Building Society 0.320000% 6385E1SN2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-05-22 2015-05-22 N N N 52000000.00 51962560.00 0.0023 N 51975040.00 51975040.00 Nationwide Building Society Nationwide Building Society 0.350000% 6385E1T19 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 15000000.00 14986729.16 0.0007 N 14991600.00 14991600.00 Nationwide Building Society Nationwide Building Society 0.340000% 6385E1TA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 38000000.00 37964111.11 0.0017 N 37975300.00 37975300.00 Natixis SA Natixis SA 0.250000% 63873FGY8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 114000000.00 114000000.00 0.0051 N 114001140.00 114001140.00 Natixis SA Natixis SA 0.310000% 63873FKG2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 95000000.00 95000000.00 0.0043 N 95009500.00 95009500.00 Natixis SA Natixis SA 0.290000% 63873FLQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-03 2015-06-03 N N N 8000000.00 8000000.00 0.0004 N 8000240.00 8000240.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.220000% 65558E4P0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-23 2015-03-23 N N N 53000000.00 52999845.58 0.0024 N 53003710.00 53003710.00 Nordea Bank Finland Plc Nordea Bank Finland Plc 0.220000% 65558E4R6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-23 2015-03-23 N N N 161000000.00 160999530.91 0.0072 N 161011270.00 161011270.00 NRW.BANK NRW.BANK 0.120000% 62939MQ59 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 192000000.00 191998080.00 0.0086 N 191996160.00 191996160.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983URH8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 15000000.00 14995783.33 0.0007 N 14996700.00 14996700.00 Old Line Funding, LLC Old Line Funding, LLC 0.220000% 67983URT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-27 2015-04-27 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 14109000.00 14104171.59 0.0006 N 14104908.39 14104908.39 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UT29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 50000000.00 49968055.56 0.0023 N 49972500.00 49972500.00 Old Line Funding, LLC Old Line Funding, LLC 0.250000% 67983UT45 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-04 2015-06-04 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 56000000.00 55963444.44 0.0025 N 55968640.00 55968640.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.230000% 69033PN63 Certificate of Deposit N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 61000000.00 60999729.21 0.0027 N 61002440.00 61002440.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.230000% 69033PS68 Certificate of Deposit N First Tier Security N/A N/A 2015-05-19 2015-05-19 N N N 22000000.00 22000000.00 0.0010 N 22000440.00 22000440.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.100000% 69033PY20 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 112000000.00 112000000.00 0.0050 N 111998880.00 111998880.00 Oversea-Chinese Banking Corp Ltd Oversea-Chinese Banking Corp Ltd 0.225000% 69033RRL2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-20 2015-04-20 N N N 25000000.00 24992343.75 0.0011 N 24993500.00 24993500.00 PNC Bank NA PNC Bank NA 0.320000% 69349KTA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-10 2015-06-10 N N N 56000000.00 55950222.23 0.0025 N 55963600.00 55963600.00 Rabobank Nederland Rabobank Nederland 0.246000% 21684BUN2 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-05-07 N N N 36000000.00 36000000.00 0.0016 N 36000720.00 36000720.00 Rabobank Nederland Rabobank Nederland 0.250000% 21685VDD8 Certificate of Deposit N First Tier Security N/A N/A 2015-06-11 2015-06-11 N N N 196000000.00 196000000.00 0.0088 N 196011760.00 196011760.00 Rabobank Nederland Rabobank Nederland 0.280000% 21685VDP1 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 63000000.00 63000000.00 0.0028 N 63001890.00 63001890.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.260000% 76582KQ20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N Y Guaranty BNP Paribas N/A N/A 32000000.00 32000000.00 0.0014 N 31999680.00 31999680.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.310000% 76582KR86 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-08 2015-04-08 N N Y Guaranty BNP Paribas N/A N/A 6000000.00 5998088.33 0.0003 N 5998740.00 5998740.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KT27 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-02 2015-06-02 N N Y Guaranty BNP Paribas N/A N/A 16000000.00 15985688.89 0.0007 N 15987840.00 15987840.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.350000% 76582KTJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-06-18 2015-06-18 N N Y Guaranty BNP Paribas N/A N/A 25000000.00 24973750.00 0.0011 N 24975750.00 24975750.00 Ridgefield Funding Co, LLC Ridgefield Funding Co, LLC 0.400000% 76582KVM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-08-21 2015-08-21 N N Y Guaranty BNP Paribas N/A N/A 88000000.00 87831822.23 0.0040 N 87826640.00 87826640.00 Royal Bank of Canada Royal Bank of Canada 0.343600% 78008FBG8 Other Note N First Tier Security N/A N/A 2015-04-07 2016-03-04 N N N 60000000.00 60000000.00 0.0027 N 60067980.00 60067980.00 Royal Bank of Canada Royal Bank of Canada 0.375600% 78009NJE7 Other Note N First Tier Security N/A N/A 2015-04-07 2016-03-03 N N N 137000000.00 137000000.00 0.0062 N 137000000.00 137000000.00 Royal Bank of Canada Royal Bank of Canada 0.345200% 78009NLP9 Other Note N First Tier Security N/A N/A 2015-04-01 2016-02-29 N N N 125000000.00 125000000.00 0.0056 N 124997500.00 124997500.00 Royal Bank of Canada Royal Bank of Canada 0.249500% 78009NQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-03-04 2015-03-04 N N N 125000000.00 125000000.00 0.0056 N 125000000.00 125000000.00 Royal Bank of Canada Royal Bank of Canada 0.259500% 78009NRX6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-04 2015-09-04 N N N 25000000.00 25000000.00 0.0011 N 25000750.00 25000750.00 Royal Bank of Canada Royal Bank of Canada 0.281500% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-10 2015-12-10 N N N 124000000.00 124000000.00 0.0056 N 124004960.00 124004960.00 Royal Bank of Canada Royal Bank of Canada 0.281000% 78009NTQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-25 2016-02-25 N N N 150000000.00 150000000.00 0.0068 N 150000000.00 150000000.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MQ37 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N Y Letter of Credit Barclays Bank Plc N/A N/A 50000000.00 49999652.78 0.0023 N 49999500.00 49999500.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MQ52 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N Y Letter of Credit Barclays Bank Plc N/A N/A 12000000.00 11999750.00 0.0005 N 11999760.00 11999760.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MQ60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 34000000.00 33999055.55 0.0015 N 33999320.00 33999320.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.240000% 82124MQ60 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N Y Letter of Credit Barclays Bank Plc N/A N/A 15600000.00 15599584.00 0.0007 N 15599688.00 15599688.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MQA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-10 2015-03-10 N N Y Letter of Credit Barclays Bank Plc N/A N/A 3000000.00 2999833.33 0.0001 N 2999880.00 2999880.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MQC7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N Y Letter of Credit Barclays Bank Plc N/A N/A 80000000.00 79994444.45 0.0036 N 79996000.00 79996000.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.250000% 82124MQD5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N Y Letter of Credit Barclays Bank Plc N/A N/A 31000000.00 30997631.94 0.0014 N 30998450.00 30998450.00 Sheffield Receivables Company LLC Sheffield Receivables Company LLC 0.260000% 82124MRP7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-23 2015-04-23 N N Y Letter of Credit Barclays Bank Plc N/A N/A 6000000.00 5997746.67 0.0003 N 5998320.00 5998320.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.265000% 83050UQH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-17 2015-03-17 N N N 19000000.00 18997902.08 0.0009 N 18999240.00 18999240.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.255000% 83050URG5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-16 2015-04-16 N N N 5000000.00 4998406.25 0.0002 N 4999200.00 4999200.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.100000% 923CYV003 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 308000000.00 308000000.00 0.0139 Security is a time deposit. N 308000000.00 308000000.00 Societe Generale Societe Generale 0.270000% 83369CT12 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 186000000.00 185873055.00 0.0084 N 185895840.00 185895840.00 State Street Bank & Trust Co NA State Street Bank & Trust Co NA 0.241700% 8574P1DK9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-04-13 N N N 175000000.00 175000000.00 0.0079 N 174998250.00 174998250.00 State Street Corp State Street Corp 0.300000% 85747KTH7 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-06-17 2015-06-17 N N N 6000000.00 5994650.00 0.0003 N 5996460.00 5996460.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U5H1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 34000000.00 34000000.00 0.0015 N 34000340.00 34000340.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562U6W7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 27000000.00 27000000.00 0.0012 N 27000270.00 27000270.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y2Q6 Certificate of Deposit N First Tier Security N/A N/A 2015-07-01 2015-07-01 N N N 52000000.00 52000000.00 0.0023 N 52000000.00 52000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.310000% 86562Y3W2 Certificate of Deposit N First Tier Security N/A N/A 2015-07-09 2015-07-09 N N N 15000000.00 15000000.00 0.0007 N 15000000.00 15000000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.370000% 86562Y6X7 Certificate of Deposit N First Tier Security N/A N/A 2015-10-27 2015-10-27 N N N 13000000.00 13000000.00 0.0006 N 12997400.00 12997400.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YBM5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-12 2015-03-12 N N N 1000000.00 1000000.00 0.0000 N 1000040.00 1000040.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.260000% 86562YQ64 Certificate of Deposit N First Tier Security N/A N/A 2015-06-08 2015-06-08 N N N 44000000.00 44000000.00 0.0020 N 43996480.00 43996480.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YQL1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 79000000.00 79000000.00 0.0036 N 79000790.00 79000790.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.300000% 86562YRQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-06-09 2015-06-09 N N N 9000000.00 9000000.00 0.0004 N 9000270.00 9000270.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YRZ9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-13 2015-03-13 N N N 89000000.00 89000000.00 0.0040 N 89002670.00 89002670.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YUQ5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-24 2015-03-24 N N N 14000000.00 14000000.00 0.0006 N 14000700.00 14000700.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YUU6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-27 2015-03-27 N N N 62000000.00 62000000.00 0.0028 N 62003100.00 62003100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YVH4 Certificate of Deposit N First Tier Security N/A N/A 2015-04-01 2015-04-01 N N N 70000000.00 70000000.00 0.0032 N 70003500.00 70003500.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.250000% 86562YXY5 Certificate of Deposit N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N N 12000000.00 12000000.00 0.0005 N 12000840.00 12000840.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RBQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-06 2015-11-06 N N N 14000000.00 14000000.00 0.0006 N 13995100.00 13995100.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.400000% 86563RCE6 Certificate of Deposit N First Tier Security N/A N/A 2015-11-10 2015-11-10 N N N 23000000.00 23000000.00 0.0010 N 22991950.00 22991950.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.430000% 86563REK0 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 60000000.00 60000000.00 0.0027 N 59991000.00 59991000.00 Sumitomo Mitsui Banking Corp Sumitomo Mitsui Banking Corp 0.430000% 86563RET1 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 33000000.00 33000000.00 0.0015 N 32995050.00 32995050.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.260000% 86563KUR2 Certificate of Deposit N First Tier Security N/A N/A 2015-03-30 2015-03-30 N N N 44000000.00 44000000.00 0.0020 N 44003080.00 44003080.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KVM2 Certificate of Deposit N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N N 57000000.00 57000000.00 0.0026 N 56998860.00 56998860.00 Sumitomo Mitsui Trust Bank Ltd Sumitomo Mitsui Trust Bank Ltd 0.250000% 86563KWA7 Certificate of Deposit N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 13000000.00 13000000.00 0.0006 N 12999740.00 12999740.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.050000% 869999003 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-02 2015-03-02 N N N 440000000.00 440000000.00 0.0198 Security is a time deposit. N 440000000.00 440000000.00 Swedbank AB Swedbank AB 0.235000% 87019SRH9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-17 2015-04-17 N N N 55000000.00 54983484.72 0.0025 N 54991200.00 54991200.00 Swedbank AB Swedbank AB 0.260000% 87019TYC0 Certificate of Deposit N First Tier Security N/A N/A 2015-06-01 2015-06-01 N N N 57000000.00 57000000.00 0.0026 N 57005700.00 57005700.00 Swedbank AB Swedbank AB 0.110000% 870999000 0001367624 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 114000000.00 114000000.00 0.0051 Security is a time deposit. N 114000136.80 114000136.80 Tenderfoot Seasonal Housing, LLC Taxable Housing Facilities Revenue Notes Series 2000B 0.210000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-03-06 2015-03-06 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 2885000.00 2885000.00 0.0001 N 2885000.00 2885000.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602URF9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-04-15 2015-04-15 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 7000000.00 6998117.78 0.0003 N 6998180.00 6998180.00 Thunder Bay Funding, LLC Thunder Bay Funding, LLC 0.220000% 88602US43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N Y Standby Purchase Agreement Royal Bank of Canada N/A N/A 45000000.00 44982675.00 0.0020 N 44982450.00 44982450.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.263000% 89112UB34 Certificate of Deposit N First Tier Security N/A N/A 2015-03-16 2015-10-14 N N N 85000000.00 85000000.00 0.0038 N 85002550.00 85002550.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.263000% 89112UC25 Certificate of Deposit N First Tier Security N/A N/A 2015-03-17 2015-10-19 N N N 64000000.00 64000000.00 0.0029 N 64001280.00 64001280.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.243000% 89112UHR5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-16 2015-06-16 N N N 134000000.00 134000000.00 0.0060 N 134001340.00 134001340.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.243000% 89112UJB8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-17 2015-06-17 N N N 50000000.00 50000000.00 0.0023 N 50013500.00 50013500.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.243500% 89112UPL9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-23 2015-07-21 N N N 3000000.00 3000000.00 0.0001 N 3000030.00 3000030.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.380000% 89113ECZ7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-02 2015-11-02 N N N 152000000.00 152000000.00 0.0068 N 152031920.00 152031920.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.390000% 89113EDL7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-12 2015-11-12 N N N 122000000.00 122000000.00 0.0055 N 122035380.00 122035380.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.090000% 89113EEZ5 Certificate of Deposit N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 100000000.00 100000000.00 0.0045 N 100000000.00 100000000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.420000% 89113EFB7 Certificate of Deposit N First Tier Security N/A N/A 2015-11-20 2015-11-20 N N N 75000000.00 75000000.00 0.0034 N 75039000.00 75039000.00 Toronto-Dominion Bank Toronto-Dominion Bank 0.060000% 89113EFK7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-06 2015-03-06 N N N 102000000.00 102000000.00 0.0046 N 102000000.00 102000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.240000% 89233HQJ6 Other Commercial Paper N First Tier Security N/A N/A 2015-03-18 2015-03-18 N N N 100000000.00 99989333.34 0.0045 N 99995000.00 99995000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.220000% 89233HS47 Other Commercial Paper N First Tier Security N/A N/A 2015-05-04 2015-05-04 N N N 137000000.00 136947255.00 0.0062 N 136964380.00 136964380.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSD7 Other Commercial Paper N First Tier Security N/A N/A 2015-05-13 2015-05-13 N N N 41000000.00 40981140.00 0.0018 N 40987290.00 40987290.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSE5 Other Commercial Paper N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 55000000.00 54974348.62 0.0025 N 54982400.00 54982400.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.230000% 89233HSJ4 Other Commercial Paper N First Tier Security N/A N/A 2015-05-18 2015-05-18 N N N 26000000.00 25987209.44 0.0012 N 25991160.00 25991160.00 UBS AG UBS AG 0.250000% 90267RA41 Certificate of Deposit N First Tier Security N/A N/A 2015-04-02 2015-04-02 N N N 3000000.00 3000000.00 0.0001 N 3000180.00 3000180.00 UBS AG UBS AG 0.250000% 90267RZY8 Certificate of Deposit N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 144000000.00 144000000.00 0.0065 N 144008640.00 144008640.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.250000% 91127QQ36 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-03 2015-03-03 N N N 3000000.00 2999979.17 0.0001 N 2999970.00 2999970.00 United Overseas Bank Ltd United Overseas Bank Ltd 0.240000% 91127QR76 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-04-07 2015-04-07 N N N 54000000.00 53987040.00 0.0024 N 53992440.00 53992440.00 United States Treasury Department United States Treasury Department 0.104000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-03-02 2017-01-31 N N N 85000000.00 84999318.17 0.0038 N 85004505.00 85004505.00 United States Treasury Department United States Treasury Department 0.065000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-03-02 2016-01-31 N N N 160000000.00 159982422.50 0.0072 N 160003680.00 160003680.00 United States Treasury Department United States Treasury Department 0.090000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-03-02 2016-07-31 N N N 95000000.00 95000000.00 0.0043 N 95001615.00 95001615.00 Versailles Commercial Paper LLC Versailles Commercial Paper LLC 0.250000% 92512MS18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-01 2015-05-01 N N Y Credit / Liquidity Natixis SA N/A N/A 2000000.00 1999166.67 0.0001 N 1999260.00 1999260.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.330600% 94985H2R4 Other Note N First Tier Security N/A N/A 2015-03-16 2016-03-14 N N N 55000000.00 55000000.00 0.0025 N 54999890.00 54999890.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.387100% 94985HD27 Other Note N First Tier Security N/A N/A 2015-03-23 2016-03-21 N N N 225000000.00 225000000.00 0.0101 N 225004275.00 225004275.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.240900% 94988E2C1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-02 2015-05-01 N N N 21000000.00 21000000.00 0.0009 N 21000210.00 21000210.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.253500% 94988E3E6 Certificate of Deposit N First Tier Security N/A N/A 2015-03-20 2015-05-20 N N N 200000000.00 200000000.00 0.0090 N 200020000.00 200020000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.251500% 94988E4K1 Certificate of Deposit N First Tier Security N/A N/A 2015-03-10 2015-06-10 N N N 105000000.00 105000000.00 0.0047 N 105009450.00 105009450.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.261000% 94988E6F0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2015-08-10 N N N 100000000.00 100000000.00 0.0045 N 100002000.00 100002000.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.301000% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2016-02-08 N N N 95000000.00 95000000.00 0.0043 N 95013300.00 95013300.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.301000% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2016-02-09 N N N 64000000.00 64000000.00 0.0029 N 64008960.00 64008960.00 Wells Fargo Bank, NA Wells Fargo Bank, NA 0.302000% 94988EDL9 Certificate of Deposit N First Tier Security N/A N/A 2015-03-16 2016-02-12 N N N 65000000.00 65000000.00 0.0029 N 65009100.00 65009100.00 Westpac Banking Corp Westpac Banking Corp 0.556100% 91621CAT8 Other Note N First Tier Security N/A N/A 2015-04-28 2015-07-28 N N N 100000000.00 100000000.00 0.0045 N 100013200.00 100013200.00 Westpac Banking Corp Westpac Banking Corp 0.251000% 96121TWN4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-05 2015-05-05 N N N 195000000.00 195000000.00 0.0088 N 195001950.00 195001950.00 Westpac Banking Corp Westpac Banking Corp 0.263500% 96121TXC7 Certificate of Deposit N First Tier Security N/A N/A 2015-03-19 2015-08-19 N N N 60000000.00 60000000.00 0.0027 N 60001200.00 60001200.00 Westpac Banking Corp Westpac Banking Corp 0.261000% 96121TXF0 Certificate of Deposit N First Tier Security N/A N/A 2015-03-25 2015-08-25 N N N 23000000.00 23000000.00 0.0010 N 23000460.00 23000460.00 Westpac Banking Corp Westpac Banking Corp 0.301000% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-03-09 2016-02-08 N N N 71000000.00 71000000.00 0.0032 N 71009940.00 71009940.00 Westpac Banking Corp Westpac Banking Corp 0.252000% 9612C4MN8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-27 2015-07-27 N N N 75000000.00 75000000.00 0.0034 N 75001500.00 75001500.00 Westpac Banking Corp Westpac Banking Corp 0.273000% 9612C4NS6 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-03-16 2015-11-16 N N N 145000000.00 145000000.00 0.0065 N 145004350.00 145004350.00 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 147661.54 147661.54 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 145712.41 145712.41 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 491936.09 491936.09 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 485442.53 485442.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 1082233.85 1082233.85 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 1067948.36 1067948.36 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKC6 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 529017.61 529017.61 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 522034.58 522034.58 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-04-29 2015-04-29 N N N 123002.19 123002.19 0.0000 All Whistlejacket notes were sold at auction on 4/29/09. The remaining investment represents an interest in a small residual fund that is being held to cover any remaining expenses and liabilities associated with receivership. Y 121378.56 121378.56