0001145549-15-009160.txt : 20160129 0001145549-15-009160.hdr.sgml : 20160129 20151207170142 ACCESSION NUMBER: 0001145549-15-009160 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20151130 FILED AS OF DATE: 20151207 DATE AS OF CHANGE: 20151207 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: 151273369 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 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 S000004504 Schwab Cash Reserves C000012378 Schwab Cash Reserves SWSXX N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-11-30 0000857156 S000004504 1 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 43 81 39553103154.89 15157300.94 4330388.86 39563930066.97 0.0035 1.0001 2015-11-30 1.0001 2015-11-30 C000012378 1.00 39563930066.97 1.00 94901014.48 6016614638.50 5921713624.02 0.0007 1.0001 2015-11-30 1.0001 2015-11-30 3925 SEAPORT ASSOCIATES LLC 3925 SEAPORT ASSOCIATES LLC SERIES VRDN 0.220000% 88563FAA8 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 6260000.00 6260000.00 0.0002 N 6260000.00 6260000.00 ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC (CAYMAN ISLANDS BRANCH) 0.120000% ATD0EKCS9 0000931061 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-07 2015-12-07 N Y Santander UK Plc N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC (STAMFORD BRANCH) 0.400000% 00279JAT9 Certificate of Deposit N First Tier Security N/A N/A 2016-02-16 2016-02-16 N Y Santander UK Plc N/A N/A N 392000000.00 392000000.00 0.0099 N 392077188.72 392077188.72 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 0.120000% ATD0EIL62 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 495000000.00 495000000.00 0.0125 N 494997574.50 494997574.50 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 0.120000% ATD0EIKZ9 0000859994 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 132000000.00 132000000.00 0.0033 N 131999353.20 131999353.20 AUTOMATIC DATA PROCESSING INC AUTOMATIC DATA PROCESSING INC 0.110000% 0530A3Z19 Other Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 415000000.00 415000000.00 0.0105 N 414998618.05 414998618.05 BANK OF AMERICA NA BANK OF AMERICA NA 0.400000% 06050TMA7 Other Note N First Tier Security N/A N/A 2015-12-04 2016-04-04 N N N 100000000.00 100000000.00 0.0025 N 99997800.00 99997800.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.340000% 06053PGN1 Other Note N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 80000000.00 80000000.00 0.0020 N 80000000.80 80000000.80 BANK OF AMERICA NA BANK OF AMERICA NA 0.330000% 06053PJE8 Other Note N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 36000000.00 36000000.00 0.0009 N 35999964.00 35999964.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.460000% 06053PJF5 Other Note N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 186000000.00 186000000.00 0.0047 N 186071611.86 186071611.86 BANK OF AMERICA NA BANK OF AMERICA NA 0.530000% 06053PJV0 Other Note N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 123000000.00 123000000.00 0.0031 N 123077491.23 123077491.23 BANK OF AMERICA NA BANK OF AMERICA NA 0.340000% 06053PKK2 Other Note N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 100000000.00 100000000.00 0.0025 N 100007301.00 100007301.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.460000% 06053PKQ9 Other Note N First Tier Security N/A N/A 2016-04-07 2016-04-07 N N N 226000000.00 226000000.00 0.0057 N 225944856.00 225944856.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.500000% 06053PLM7 Other Note N First Tier Security N/A N/A 2016-05-05 2016-05-05 N N N 199000000.00 199000000.00 0.0050 N 198990647.00 198990647.00 BANK OF AMERICA NA BANK OF AMERICA NA 0.400000% 06053PLX3 Other Note N First Tier Security N/A N/A 2016-03-16 2016-03-16 N N N 132000000.00 132000000.00 0.0033 N 132008185.32 132008185.32 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.330000% 06427EEV9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 35000000.00 35000000.00 0.0009 N 34999681.50 34999681.50 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.395800% 06427EKG5 Certificate of Deposit N First Tier Security N/A N/A 2015-12-14 2016-05-13 N N N 271000000.00 271000000.00 0.0068 N 271002712.71 271002712.71 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.130000% 06427ELW9 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 34000000.00 34000000.00 0.0009 N 33999867.40 33999867.40 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.110000% 06427EME8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 1000000.00 1000000.00 0.0000 N 1000000.00 1000000.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.400400% 06417JBN1 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 25251000.00 25227712.97 0.0006 N 25233619.74 25233619.74 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.500000% 06417JE99 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-09 2016-05-09 N N N 50000000.00 49888888.89 0.0013 N 49876565.00 49876565.00 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.500000% 06417JEC2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-05-12 2016-05-12 N N N 259000000.00 258413652.74 0.0065 N 258336908.20 258336908.20 BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.140000% 924HZZ001_0.1400_M151201_2M49 0001041839 Government Agency Repurchase Agreement Y Fannie Mae 2020-06-22 1.500000 Government Agency Debt 381000.00 379557.28 Fannie Mae 2029-07-01 3.000000 Government Agency Debt 48709439.00 42678829.19 Fannie Mae 2030-11-15 6.625000 Government Agency Debt 18542000.00 26478910.83 Fannie Mae 2042-06-01 2.180000 Government Agency Debt 23006868.00 10515758.18 Fannie Mae 2043-07-01 1.793000 Government Agency Debt 50358305.00 33257026.26 Freddie Mac 2032-11-26 3.180000 Government Agency Debt 790000.00 749254.43 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 111000000.00 111000000.00 0.0028 N 111000000.00 111000000.00 BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.427000% 06417H6Y7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-14 2016-07-14 N N N 189000000.00 189000000.00 0.0048 N 189005293.89 189005293.89 BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.294800% 06417HH41 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 100000000.00 100000000.00 0.0025 N 99999700.00 99999700.00 BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 0.313300% 06417HK21 Certificate of Deposit N First Tier Security N/A N/A 2015-12-21 2015-12-21 N N N 166000000.00 166000000.00 0.0042 N 165995352.00 165995352.00 BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 0.427000% 06417GAA6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-15 2016-07-15 N N N 292000000.00 292000000.00 0.0074 N 292004966.92 292004966.92 BANK OF THE WEST (SAN FRANCISCO BRANCH) BANK OF THE WEST (SAN FRANCISCO BRANCH) 0.320000% 06426GHZ3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-03 2015-12-03 N N N 47000000.00 47000000.00 0.0012 N 47000879.37 47000879.37 BANK OF THE WEST (SAN FRANCISCO BRANCH) BANK OF THE WEST (SAN FRANCISCO BRANCH) 0.340000% 06426GJK4 Certificate of Deposit N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 149000000.00 149000000.00 0.0038 N 149047785.79 149047785.79 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.544500% 06538JF76 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2016-03-10 N N N 112000000.00 112000000.00 0.0028 N 112000337.12 112000337.12 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.500000% 06538JWR3 Certificate of Deposit N First Tier Security N/A N/A 2016-02-09 2016-02-09 N N N 117000000.00 117000000.00 0.0030 N 117035732.97 117035732.97 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBB4 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 182000000.00 182000000.00 0.0046 N 182011941.02 182011941.02 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBT5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-11 2016-04-11 N N N 83000000.00 83000000.00 0.0021 N 83001420.13 83001420.13 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MBZ1 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 77000000.00 77000000.00 0.0019 N 76999900.67 76999900.67 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.510000% 06538MCZ0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-25 2016-04-25 N N N 23000000.00 23000000.00 0.0006 N 22997348.10 22997348.10 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 0.300000% 06538MFG9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-26 2016-01-26 N N N 280000000.00 280000000.00 0.0071 N 279996446.80 279996446.80 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000% 06741X2A5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-28 2016-03-28 N N N 9000000.00 9000000.00 0.0002 N 9005843.79 9005843.79 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000% 06741X2C1 Certificate of Deposit N First Tier Security N/A N/A 2016-03-28 2016-03-28 N N N 110000000.00 110000000.00 0.0028 N 110071424.10 110071424.10 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.920000% 06741XW38 Certificate of Deposit N First Tier Security N/A N/A 2016-05-23 2016-05-23 N N N 113000000.00 113000000.00 0.0029 N 113230464.63 113230464.63 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000% 06741XY36 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 167000000.00 167000000.00 0.0042 N 167101337.27 167101337.27 BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 0.600000% 06741XY44 Certificate of Deposit N First Tier Security N/A N/A 2016-02-26 2016-02-26 N N N 96000000.00 96000000.00 0.0024 N 96058253.76 96058253.76 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.070000% 00799J004_0.0700_M151201_2M49 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2016-01-14 0.00 Treasury Debt 9400.00 9398.75 UNITED STATES TREASURY 2016-02-25 0.00 Treasury Debt 7000.00 6996.50 UNITED STATES TREASURY 2016-04-30 0.375000 Treasury Debt 7300.00 7303.13 UNITED STATES TREASURY 2016-06-30 3.250000 Treasury Debt 79000.00 81326.73 UNITED STATES TREASURY 2016-08-15 4.875000 Treasury Debt 100.00 104.46 UNITED STATES TREASURY 2016-09-15 0.875000 Treasury Debt 31500.00 31622.75 UNITED STATES TREASURY 2016-10-31 3.125000 Treasury Debt 135200.00 138559.12 UNITED STATES TREASURY 2016-12-31 3.250000 Treasury Debt 372200.00 387274.93 UNITED STATES TREASURY 2017-03-31 3.250000 Treasury Debt 17300.00 17966.77 UNITED STATES TREASURY 2017-05-15 8.750000 Treasury Debt 88250200.00 98717182.86 UNITED STATES TREASURY 2018-02-15 3.500000 Treasury Debt 115700.00 123114.36 UNITED STATES TREASURY 2018-04-30 2.625000 Treasury Debt 186100.00 193473.93 UNITED STATES TREASURY 2018-11-30 1.250000 Treasury Debt 200.00 200.08 UNITED STATES TREASURY 2019-02-15 2.750000 Treasury Debt 2477000.00 2610594.33 UNITED STATES TREASURY 2019-02-15 8.875000 Treasury Debt 1543000.00 1953137.16 UNITED STATES TREASURY 2019-03-31 1.500000 Treasury Debt 287400.00 289768.18 UNITED STATES TREASURY 2019-08-31 1.625000 Treasury Debt 46339300.00 46869537.44 UNITED STATES TREASURY 2021-12-31 2.125000 Treasury Debt 1800.00 1840.65 UNITED STATES TREASURY 2022-11-15 7.625000 Treasury Debt 7981300.00 10954471.29 UNITED STATES TREASURY 2025-08-15 2.000000 Treasury Debt 14510700.00 14295799.69 UNITED STATES TREASURY 2031-02-15 5.375000 Treasury Debt 245700.00 338337.35 UNITED STATES TREASURY 2037-05-15 5.000000 Treasury Debt 157000.00 216192.21 UNITED STATES TREASURY 2040-08-15 3.875000 Treasury Debt 18788200.00 22178474.02 UNITED STATES TREASURY 2043-08-15 3.625000 Treasury Debt 1002800.00 1141026.03 UNITED STATES TREASURY 2044-02-15 3.625000 Treasury Debt 29100000.00 33080591.37 United States Treasury Department 2041-05-15 4.375000 Treasury Debt 66104200.00 83575730.75 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 311000000.00 311000000.00 0.0079 N 311000000.00 311000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.110000% 00799J004_0.1100_M151201_2M49 0001484219 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2015-12-15 0.250000 Treasury Debt 2682700.00 2685778.51 UNITED STATES TREASURY 2016-01-15 0.375000 Treasury Debt 5951200.00 5959092.78 UNITED STATES TREASURY 2016-01-31 0.375000 Treasury Debt 4339300.00 4345519.11 UNITED STATES TREASURY 2016-02-29 0.250000 Treasury Debt 202300.00 202402.16 UNITED STATES TREASURY 2016-02-29 2.125000 Treasury Debt 4966000.00 5015672.41 UNITED STATES TREASURY 2016-02-29 2.625000 Treasury Debt 5009.00 5071.42 UNITED STATES TREASURY 2016-03-31 2.375000 Treasury Debt 112000.00 113200.45 UNITED STATES TREASURY 2016-04-30 2.000000 Treasury Debt 5000000.00 5042616.76 UNITED STATES TREASURY 2016-05-15 5.125000 Treasury Debt 2700000.00 2763922.37 UNITED STATES TREASURY 2016-05-31 0.375000 Treasury Debt 1100000.00 1099747.00 UNITED STATES TREASURY 2016-06-30 0.500000 Treasury Debt 940000.00 942132.68 UNITED STATES TREASURY 2016-07-15 0.625000 Treasury Debt 17506600.00 17558572.72 UNITED STATES TREASURY 2016-10-15 0.625000 Treasury Debt 934700.00 935181.86 UNITED STATES TREASURY 2016-10-31 0.375000 Treasury Debt 2614800.00 2609384.92 UNITED STATES TREASURY 2016-11-15 0.625000 Treasury Debt 100.00 99.97 UNITED STATES TREASURY 2016-11-15 4.625000 Treasury Debt 1006775.00 1046367.34 UNITED STATES TREASURY 2016-11-30 0.500000 Treasury Debt 10220800.00 10200041.56 UNITED STATES TREASURY 2016-12-31 0.875000 Treasury Debt 420000.00 422183.12 UNITED STATES TREASURY 2017-01-31 0.875000 Treasury Debt 7999100.00 8033550.65 UNITED STATES TREASURY 2017-01-31 3.125000 Treasury Debt 606400.00 629309.82 UNITED STATES TREASURY 2017-02-15 4.625000 Treasury Debt 1100.00 1165.84 UNITED STATES TREASURY 2017-02-28 0.875000 Treasury Debt 1000000.00 1003477.50 UNITED STATES TREASURY 2017-02-28 3.000000 Treasury Debt 400000.00 414032.00 UNITED STATES TREASURY 2017-03-31 1.000000 Treasury Debt 8453500.00 8492687.61 UNITED STATES TREASURY 2017-06-30 0.750000 Treasury Debt 15999100.00 16026493.76 UNITED STATES TREASURY 2017-07-31 2.375000 Treasury Debt 15442800.00 15952870.14 UNITED STATES TREASURY 2017-08-15 0.875000 Treasury Debt 26000.00 26067.19 UNITED STATES TREASURY 2017-08-15 4.750000 Treasury Debt 100000.00 108006.11 UNITED STATES TREASURY 2017-09-15 1.000000 Treasury Debt 100.00 100.39 UNITED STATES TREASURY 2017-09-30 0.625000 Treasury Debt 1638000.00 1631647.29 UNITED STATES TREASURY 2017-09-30 1.875000 Treasury Debt 11000.00 11231.16 UNITED STATES TREASURY 2017-10-15 0.875000 Treasury Debt 4389900.00 4392137.65 UNITED STATES TREASURY 2017-11-15 0.875000 Treasury Debt 18636000.00 18619424.71 UNITED STATES TREASURY 2017-11-15 4.250000 Treasury Debt 11000.00 11725.25 UNITED STATES TREASURY 2017-11-30 2.250000 Treasury Debt 4973000.00 5100060.15 UNITED STATES TREASURY 2017-12-31 0.750000 Treasury Debt 104000.00 103832.37 UNITED STATES TREASURY 2018-01-31 2.625000 Treasury Debt 43600.00 45484.98 UNITED STATES TREASURY 2018-02-15 3.500000 Treasury Debt 4000000.00 4256330.52 UNITED STATES TREASURY 2018-02-28 2.750000 Treasury Debt 6402400.00 6689259.53 UNITED STATES TREASURY 2018-03-31 0.750000 Treasury Debt 255000.00 253565.62 UNITED STATES TREASURY 2018-03-31 2.875000 Treasury Debt 32000.00 33498.33 UNITED STATES TREASURY 2018-04-30 0.625000 Treasury Debt 900.00 890.73 UNITED STATES TREASURY 2018-04-30 2.625000 Treasury Debt 450000.00 467830.56 UNITED STATES TREASURY 2018-05-15 3.875000 Treasury Debt 13999100.00 14976192.95 UNITED STATES TREASURY 2018-07-31 1.375000 Treasury Debt 1850000.00 1869847.58 UNITED STATES TREASURY 2018-07-31 2.250000 Treasury Debt 48700.00 50501.38 UNITED STATES TREASURY 2018-08-15 1.000000 Treasury Debt 8376000.00 8362402.47 UNITED STATES TREASURY 2018-08-15 4.000000 Treasury Debt 15038100.00 16380798.33 UNITED STATES TREASURY 2018-10-31 1.250000 Treasury Debt 1124800.00 1127229.82 UNITED STATES TREASURY 2018-11-15 1.250000 Treasury Debt 174981600.00 175215219.66 UNITED STATES TREASURY 2018-11-30 1.250000 Treasury Debt 4105000.00 4106600.95 UNITED STATES TREASURY 2019-01-31 1.500000 Treasury Debt 4968800.00 5025706.80 UNITED STATES TREASURY 2019-02-15 2.750000 Treasury Debt 1000000.00 1053933.92 UNITED STATES TREASURY 2019-02-28 1.375000 Treasury Debt 21315300.00 21423528.44 UNITED STATES TREASURY 2019-04-30 1.625000 Treasury Debt 17087900.00 17264234.92 UNITED STATES TREASURY 2019-06-30 1.625000 Treasury Debt 700.00 710.44 UNITED STATES TREASURY 2019-07-31 0.875000 Treasury Debt 1912100.00 1880599.71 UNITED STATES TREASURY 2019-08-31 1.000000 Treasury Debt 3552800.00 3505192.48 UNITED STATES TREASURY 2019-09-30 1.750000 Treasury Debt 10719800.00 10871663.83 UNITED STATES TREASURY 2019-10-31 1.250000 Treasury Debt 1876000.00 1863131.05 UNITED STATES TREASURY 2019-11-15 3.375000 Treasury Debt 10000000.00 10743597.97 UNITED STATES TREASURY 2019-11-30 1.000000 Treasury Debt 11087300.00 10872483.56 UNITED STATES TREASURY 2019-11-30 1.500000 Treasury Debt 629900.00 630000.78 UNITED STATES TREASURY 2020-02-15 3.625000 Treasury Debt 6542500.00 7166785.88 UNITED STATES TREASURY 2020-04-30 1.125000 Treasury Debt 1190000.00 1167910.27 UNITED STATES TREASURY 2020-08-15 2.625000 Treasury Debt 8809200.00 9261486.11 UNITED STATES TREASURY 2020-08-31 1.375000 Treasury Debt 8900500.00 8827137.63 UNITED STATES TREASURY 2020-09-30 2.000000 Treasury Debt 22000.00 22422.25 UNITED STATES TREASURY 2020-10-31 1.375000 Treasury Debt 762900.00 753480.66 UNITED STATES TREASURY 2021-02-28 2.000000 Treasury Debt 6459900.00 6573981.83 UNITED STATES TREASURY 2021-03-31 2.250000 Treasury Debt 9489900.00 9761216.24 UNITED STATES TREASURY 2021-09-30 2.125000 Treasury Debt 11204600.00 11415825.38 UNITED STATES TREASURY 2021-12-31 2.125000 Treasury Debt 3231000.00 3303971.87 UNITED STATES TREASURY 2022-02-15 2.000000 Treasury Debt 7029000.00 7113525.25 UNITED STATES TREASURY 2022-03-31 1.750000 Treasury Debt 7030000.00 6975001.97 UNITED STATES TREASURY 2022-05-31 1.875000 Treasury Debt 17764700.00 17678008.26 UNITED STATES TREASURY 2022-06-30 2.125000 Treasury Debt 1.00 1.02 UNITED STATES TREASURY 2022-11-15 1.625000 Treasury Debt 1612000.00 1574729.98 UNITED STATES TREASURY 2023-11-15 2.750000 Treasury Debt 800.00 840.38 UNITED STATES TREASURY 2024-05-15 2.500000 Treasury Debt 1000.00 1027.67 UNITED STATES TREASURY 2024-08-15 2.375000 Treasury Debt 18698000.00 19111890.90 UNITED STATES TREASURY 2025-02-15 2.000000 Treasury Debt 52.00 51.34 UNITED STATES TREASURY 2025-08-15 6.875000 Treasury Debt 39.00 55.81 UNITED STATES TREASURY 2036-02-15 4.500000 Treasury Debt 3.00 3.90 United States Treasury Department 2018-05-31 2.375000 Treasury Debt 10000.00 10316.40 United States Treasury Department 2018-10-31 1.750000 Treasury Debt 5000.00 5085.91 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 560000000.00 560000000.00 0.0142 N 560000000.00 560000000.00 BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.120000% 00799J004_0.1200_M151207_2M49 0001484219 Government Agency Repurchase Agreement Y Fannie Mae 2025-12-01 3.500000 Government Agency Debt 5177692.00 3030694.07 Fannie Mae 2026-03-01 4.500000 Government Agency Debt 6393093.00 3132834.84 Fannie Mae 2028-02-01 2.000000 Government Agency Debt 4400000.00 3221268.68 Fannie Mae 2029-01-01 3.000000 Government Agency Debt 3820000.00 3183277.22 Fannie Mae 2031-02-01 4.000000 Government Agency Debt 8250000.00 3179908.74 Fannie Mae 2032-05-01 3.500000 Government Agency Debt 4410706.00 3187247.87 Fannie Mae 2032-06-01 4.000000 Government Agency Debt 3400000.00 3117588.69 Fannie Mae 2032-09-01 2.505000 Government Agency Debt 3001.00 3125.60 Fannie Mae 2033-10-01 4.000000 Government Agency Debt 3228167.00 3129776.27 Fannie Mae 2033-10-01 4.000000 Government Agency Debt 4188354.00 3125563.70 Fannie Mae 2034-12-01 3.500000 Government Agency Debt 3113117.00 3049514.77 Fannie Mae 2035-01-25 5.000000 Government Agency Debt 5500000.00 219963.31 Fannie Mae 2035-09-01 5.000000 Government Agency Debt 10734717.00 2415462.64 Fannie Mae 2035-10-01 4.000000 Government Agency Debt 2972795.00 3193218.17 Fannie Mae 2037-04-01 2.378000 Government Agency Debt 4822609.00 5020924.33 Fannie Mae 2038-08-25 3.000000 Government Agency Debt 2395000.00 983357.25 Fannie Mae 2039-09-01 4.500000 Government Agency Debt 1246968.00 627099.29 Fannie Mae 2040-03-01 4.500000 Government Agency Debt 7089181.00 3211295.29 Fannie Mae 2040-07-01 2.389000 Government Agency Debt 12393102.00 12903164.90 Fannie Mae 2040-12-01 4.500000 Government Agency Debt 11206883.00 3314539.62 Fannie Mae 2041-06-01 2.922000 Government Agency Debt 31785163.00 33146426.18 Fannie Mae 2041-06-01 4.500000 Government Agency Debt 7044025.00 3009593.55 Fannie Mae 2041-07-01 4.500000 Government Agency Debt 7649000.00 3293750.39 Fannie Mae 2041-09-01 5.500000 Government Agency Debt 7000000.00 3264137.10 Fannie Mae 2042-01-01 2.922000 Government Agency Debt 2200000.00 867044.76 Fannie Mae 2042-06-01 2.771000 Government Agency Debt 2800000.00 1390525.23 Fannie Mae 2042-10-25 3.000000 Government Agency Debt 15163489.00 11305397.23 Fannie Mae 2043-02-01 3.500000 Government Agency Debt 3769000.00 3075043.43 Fannie Mae 2043-07-01 4.000000 Government Agency Debt 4116431.00 3219558.10 Fannie Mae 2044-08-01 2.534000 Government Agency Debt 12104414.00 12608090.77 Fannie Mae 2044-10-01 4.000000 Government Agency Debt 3339520.00 3157309.14 Fannie Mae 2044-12-01 4.000000 Government Agency Debt 3549862.00 3305879.35 Fannie Mae 2045-01-01 4.500000 Government Agency Debt 3098566.00 3203297.23 Fannie Mae 2045-06-01 4.000000 Government Agency Debt 2947357.00 3056229.96 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 2974900.00 3176197.52 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 2900087.00 3095351.98 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 2851003.00 3022045.89 Fannie Mae 2045-11-01 3.000000 Government Agency Debt 3305146.00 3326872.93 Fannie Mae 2045-11-01 4.500000 Government Agency Debt 2822271.00 3107732.42 Fannie Mae 2045-11-01 4.500000 Government Agency Debt 2811107.00 3075671.52 Fannie Mae 2045-12-01 2.924000 Government Agency Debt 4056323.00 4255111.22 Freddie Mac 2022-02-25 8.297000 Government Agency Debt 71181340.00 75078263.11 Freddie Mac 2025-08-01 4.500000 Government Agency Debt 17001158.00 3269008.57 Freddie Mac 2026-06-01 4.500000 Government Agency Debt 5100000.00 3301926.47 Freddie Mac 2026-08-01 4.000000 Government Agency Debt 7528160.00 3102065.61 Freddie Mac 2027-02-01 2.500000 Government Agency Debt 5000000.00 3017959.81 Freddie Mac 2027-03-01 5.500000 Government Agency Debt 35700000.00 3002381.52 Freddie Mac 2035-01-01 3.500000 Government Agency Debt 3190685.00 3265699.16 Freddie Mac 2040-09-01 4.000000 Government Agency Debt 5999460.00 3153303.59 Freddie Mac 2040-10-01 4.000000 Government Agency Debt 4222162.00 3216345.55 Freddie Mac 2040-12-01 4.000000 Government Agency Debt 4400000.00 3005672.69 Freddie Mac 2042-01-15 3.000000 Government Agency Debt 115000.00 76723.80 Freddie Mac 2043-02-01 3.000000 Government Agency Debt 4000000.00 3194046.71 Freddie Mac 2043-06-01 3.000000 Government Agency Debt 3753833.00 3165891.87 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 3496666.00 3134865.32 Freddie Mac 2043-06-01 3.500000 Government Agency Debt 3307542.00 3026144.83 Freddie Mac 2044-03-01 4.500000 Government Agency Debt 3669138.00 3077667.99 Freddie Mac 2044-05-01 4.500000 Government Agency Debt 4559049.00 3251565.22 Freddie Mac 2044-05-01 4.500000 Government Agency Debt 4543969.00 3071248.63 Freddie Mac 2045-03-01 3.500000 Government Agency Debt 3436440.00 3278020.70 Freddie Mac 2045-07-01 4.000000 Government Agency Debt 2872437.00 3058130.70 Freddie Mac 2045-08-01 3.500000 Government Agency Debt 2976172.00 3073092.15 Freddie Mac 2045-08-01 4.500000 Government Agency Debt 3044552.00 3330223.27 Freddie Mac 2045-08-01 4.500000 Government Agency Debt 3013640.00 3314923.83 GNMA 2036-07-20 5.500000 Government Agency Debt 1374.00 67.88 GNMA 2039-05-20 3.500000 Government Agency Debt 7000000.00 2134161.57 GNMA 2043-06-20 2.250000 Government Agency Debt 5300000.00 3397080.29 First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 308000000.00 308000000.00 0.0078 N 308000000.00 308000000.00 BENNINGTON STARK CAPITAL CO LLC BENNINGTON STARK CAPITAL CO LLC 0.190000% 08224MZ15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N Y Deal Sponsor SOCIETE GENERALE SA N/A N/A 100000000.00 100000000.00 0.0025 N 99999640.00 99999640.00 BENNINGTON STARK CAPITAL CO LLC BENNINGTON STARK CAPITAL CO LLC 0.180000% 08224MZ15 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N Y Deal Sponsor SOCIETE GENERALE SA N/A N/A 28000000.00 28000000.00 0.0007 N 27999899.20 27999899.20 BENNINGTON STARK CAPITAL CO LLC BENNINGTON STARK CAPITAL CO LLC 0.180000% 08224MZ72 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N Y Deal Sponsor SOCIETE GENERALE SA N/A N/A 10000000.00 9999700.00 0.0003 N 9999800.00 9999800.00 BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.120000% 34959TDD5 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 66000000.00 66000000.00 0.0017 N 65999986.80 65999986.80 BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.110000% 34959TDE3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 158000000.00 158000000.00 0.0040 N 157999826.20 157999826.20 BNP PARIBAS SA BNP PARIBAS SA 0.510000% 09658YD57 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 64000000.00 63885760.00 0.0016 N 63893433.60 63893433.60 BNP PARIBAS SA BNP PARIBAS SA 0.510000% 09658YDE8 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-14 2016-04-14 N N N 27000000.00 26948362.50 0.0007 N 26950938.30 26950938.30 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.520000% 05572NA89 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 233000000.00 233000000.00 0.0059 N 233077008.83 233077008.83 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.520000% 05572NA97 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 47000000.00 47000000.00 0.0012 N 47015533.97 47015533.97 BNP PARIBAS SA (SAN FRANCISCO BRANCH) BNP PARIBAS SA (SAN FRANCISCO BRANCH) 0.400000% 05572NYR1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 162000000.00 162000000.00 0.0041 N 162001232.82 162001232.82 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.120000% 987WVU007_0.1200_M151201_2M49 0001197610 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2015-12-17 0.00 Treasury Debt 54335000.00 54331957.24 UNITED STATES TREASURY 2016-01-15 0.375000 Treasury Debt 2036400.00 2039100.78 UNITED STATES TREASURY 2016-02-15 9.250000 Treasury Debt 100.00 104.50 UNITED STATES TREASURY 2016-05-15 0.250000 Treasury Debt 199800.00 199688.72 UNITED STATES TREASURY 2016-05-26 0.00 Treasury Debt 397500.00 396720.50 UNITED STATES TREASURY 2018-07-15 1.375000 Treasury Debt 700.00 806.82 UNITED STATES TREASURY 2021-02-15 7.875000 Treasury Debt 24999900.00 33201202.66 UNITED STATES TREASURY 2022-01-15 0.125000 Treasury Debt 41356800.00 42512023.30 UNITED STATES TREASURY 2022-02-15 2.000000 Treasury Debt 23100700.00 23378490.94 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 153000000.00 153000000.00 0.0039 N 153000000.00 153000000.00 BNP PARIBAS SECURITIES CORP. BNP PARIBAS SECURITIES CORP. 0.140000% 987WVU007_0.1400_M151201_2M49 0001197610 Government Agency Repurchase Agreement Y 0.625 FHLB 17 G4229 2017-10-26 0.625000 Government Agency Debt 5430000.00 5397150.01 05.500 FGPC G01749 G 2035-01-01 5.500000 Government Agency Debt 2619467.00 168043.43 Fannie Mae 2016-03-01 5.080000 Government Agency Debt 1333660.00 1346007.32 Fannie Mae 2017-01-30 1.250000 Government Agency Debt 28.00 28.28 Fannie Mae 2020-11-01 3.500000 Government Agency Debt 5555496.00 1108893.74 Fannie Mae 2022-03-01 4.000000 Government Agency Debt 6183641.00 996855.01 Fannie Mae 2022-05-01 6.000000 Government Agency Debt 2300.00 45.39 Fannie Mae 2022-07-01 2.500000 Government Agency Debt 2723000.00 1202868.82 Fannie Mae 2022-09-01 2.500000 Government Agency Debt 1700000.00 876552.55 Fannie Mae 2022-10-25 2.200000 Government Agency Debt 1362000.00 1341350.57 Fannie Mae 2024-07-01 4.500000 Government Agency Debt 6534703.00 1360148.73 Fannie Mae 2024-09-01 4.000000 Government Agency Debt 5797827.00 2185387.34 Fannie Mae 2024-09-01 5.000000 Government Agency Debt 2582610.00 942739.61 Fannie Mae 2025-09-01 3.000000 Government Agency Debt 1100000.00 1108906.78 Fannie Mae 2026-07-01 4.500000 Government Agency Debt 2478882.00 1319746.21 Fannie Mae 2027-04-01 2.500000 Government Agency Debt 2000000.00 1086046.04 Fannie Mae 2027-09-01 2.500000 Government Agency Debt 8756000.00 4461552.13 Fannie Mae 2027-10-01 2.500000 Government Agency Debt 984000.00 601249.22 Fannie Mae 2028-04-01 2.500000 Government Agency Debt 1511330.00 1301965.84 Fannie Mae 2028-06-01 3.000000 Government Agency Debt 1598085.00 1275527.73 Fannie Mae 2028-09-01 4.000000 Government Agency Debt 1125675.00 1044405.59 Fannie Mae 2029-03-01 3.500000 Government Agency Debt 1626626.00 1160755.59 Fannie Mae 2029-04-01 4.000000 Government Agency Debt 1055242.00 1016279.74 Fannie Mae 2029-11-01 3.500000 Government Agency Debt 1500000.00 1375505.39 Fannie Mae 2029-12-01 3.000000 Government Agency Debt 1494400.00 1463243.20 Fannie Mae 2030-04-01 3.000000 Government Agency Debt 1058891.00 1066482.58 Fannie Mae 2030-05-01 3.000000 Government Agency Debt 1014367.00 1025287.28 Fannie Mae 2030-05-01 3.000000 Government Agency Debt 1010701.00 1022734.18 Fannie Mae 2030-06-01 7.000000 Government Agency Debt 61388206.00 1037805.67 Fannie Mae 2030-08-01 3.000000 Government Agency Debt 1067405.00 1104157.66 Fannie Mae 2030-09-01 3.000000 Government Agency Debt 2893.00 2913.03 Fannie Mae 2030-09-01 3.500000 Government Agency Debt 1209629.00 1265520.59 Fannie Mae 2030-11-01 3.000000 Government Agency Debt 4741806.00 4915314.12 Fannie Mae 2032-04-01 3.500000 Government Agency Debt 1472300.00 967633.38 Fannie Mae 2032-05-01 2.516000 Government Agency Debt 1827.00 79.38 Fannie Mae 2033-01-01 7.500000 Government Agency Debt 3243299.00 1065962.26 Fannie Mae 2035-06-01 4.000000 Government Agency Debt 1282206.00 1369495.42 Fannie Mae 2035-08-01 5.500000 Government Agency Debt 11500000.00 1180637.32 Fannie Mae 2036-02-01 6.000000 Government Agency Debt 19192652.00 1211027.93 Fannie Mae 2036-04-01 6.000000 Government Agency Debt 22000000.00 1067785.80 Fannie Mae 2036-05-01 6.000000 Government Agency Debt 5201521.00 2365372.17 Fannie Mae 2036-05-01 6.500000 Government Agency Debt 10367607.00 4783323.93 Fannie Mae 2037-01-01 2.263000 Government Agency Debt 470856.00 69458.19 Fannie Mae 2038-05-01 7.000000 Government Agency Debt 5147443.00 581063.11 Fannie Mae 2038-11-01 5.500000 Government Agency Debt 3731.00 121.96 Fannie Mae 2039-11-25 4.500000 Government Agency Debt 1211.00 72.57 Fannie Mae 2040-10-01 4.500000 Government Agency Debt 2855.00 562.73 Fannie Mae 2040-11-25 0.721000 Government Agency Debt 43268600.00 6314018.35 Fannie Mae 2041-04-01 4.500000 Government Agency Debt 7256700.00 4466931.31 Fannie Mae 2041-12-25 2.500000 Government Agency Debt 46806944.00 47103507.60 Fannie Mae 2042-02-01 4.000000 Government Agency Debt 1669494.00 1290110.94 Fannie Mae 2042-06-01 3.000000 Government Agency Debt 7440000.00 5338520.55 Fannie Mae 2042-08-01 4.000000 Government Agency Debt 1805013.00 1341222.69 Fannie Mae 2043-02-01 4.000000 Government Agency Debt 5265539.00 4693056.83 Fannie Mae 2043-04-01 3.500000 Government Agency Debt 1437025.00 1196879.83 Fannie Mae 2043-06-01 3.000000 Government Agency Debt 1112990.00 921546.96 Fannie Mae 2043-06-01 4.000000 Government Agency Debt 2842464.00 2293898.84 Fannie Mae 2043-07-01 3.000000 Government Agency Debt 1479635.00 1283666.89 Fannie Mae 2043-08-01 4.000000 Government Agency Debt 1508987.00 1335853.32 Fannie Mae 2043-09-01 3.000000 Government Agency Debt 1712952.00 1444733.56 Fannie Mae 2043-10-01 4.000000 Government Agency Debt 1240000.00 851267.00 Fannie Mae 2044-01-01 4.500000 Government Agency Debt 516368.00 374403.25 Fannie Mae 2044-06-01 4.500000 Government Agency Debt 1214670.00 1273495.72 Fannie Mae 2044-06-01 4.500000 Government Agency Debt 1065426.00 1040080.64 Fannie Mae 2044-07-01 3.000000 Government Agency Debt 1045438.00 967079.37 Fannie Mae 2044-08-01 4.000000 Government Agency Debt 1106661.00 1092173.54 Fannie Mae 2044-09-01 4.500000 Government Agency Debt 1317844.00 1420720.60 Fannie Mae 2044-09-01 4.500000 Government Agency Debt 1177249.00 1041567.34 Fannie Mae 2044-10-01 4.500000 Government Agency Debt 1036608.00 1026932.75 Fannie Mae 2044-11-01 3.500000 Government Agency Debt 1045250.00 1066100.97 Fannie Mae 2044-11-01 4.000000 Government Agency Debt 4672077.00 4662579.61 Fannie Mae 2044-11-01 4.500000 Government Agency Debt 1260308.00 1006623.79 Fannie Mae 2044-12-01 4.000000 Government Agency Debt 1472308.00 1029875.36 Fannie Mae 2045-01-01 4.000000 Government Agency Debt 1098100.00 1153988.83 Fannie Mae 2045-01-01 4.500000 Government Agency Debt 1124000.00 1208064.73 Fannie Mae 2045-02-01 4.500000 Government Agency Debt 1042306.00 1130938.41 Fannie Mae 2045-02-01 4.500000 Government Agency Debt 1027375.00 1105954.49 Fannie Mae 2045-04-01 2.978000 Government Agency Debt 5021162.00 5100100.23 Fannie Mae 2045-06-01 3.500000 Government Agency Debt 1310090.00 1354607.80 Fannie Mae 2045-06-01 3.500000 Government Agency Debt 1181653.00 1223115.38 Fannie Mae 2045-06-01 4.000000 Government Agency Debt 1342833.00 1435935.27 Fannie Mae 2045-06-01 4.000000 Government Agency Debt 1219705.00 1292480.13 Fannie Mae 2045-06-01 4.000000 Government Agency Debt 1082349.00 1151603.93 Fannie Mae 2045-07-01 4.000000 Government Agency Debt 3809776.00 4036074.75 Fannie Mae 2045-08-01 4.000000 Government Agency Debt 825935.00 873871.03 Fannie Mae 2045-09-01 3.500000 Government Agency Debt 1302150.00 1222563.94 Fannie Mae 2045-09-01 4.000000 Government Agency Debt 1317972.00 1399729.06 Fannie Mae 2045-09-01 4.500000 Government Agency Debt 1270678.00 1392633.64 Fannie Mae 2045-10-01 3.500000 Government Agency Debt 2023336.00 2087371.34 Fannie Mae 2045-10-01 3.500000 Government Agency Debt 1305786.00 1347586.27 Fannie Mae 2045-11-01 3.500000 Government Agency Debt 1118529.00 1164587.17 Fannie Mae 2045-11-01 4.000000 Government Agency Debt 1264490.00 1353737.99 Fannie Mae 2049-01-01 6.000000 Government Agency Debt 17877290.00 983574.59 Farm Federal Credit Bank 2018-05-14 0.270000 Government Agency Debt 600000.00 597570.00 Farm Federal Credit Bank 2025-08-19 3.090000 Government Agency Debt 1820000.00 1842129.68 Freddie Mac 2018-06-12 1.200000 Government Agency Debt 19000.00 19003.04 Freddie Mac 2019-12-01 5.500000 Government Agency Debt 1380538.00 138071.04 Freddie Mac 2024-09-25 3.241000 Government Agency Debt 5.00 5.18 Freddie Mac 2024-11-01 5.000000 Government Agency Debt 5491304.00 362319.56 Freddie Mac 2025-03-25 3.205000 Government Agency Debt 40.00 41.20 Freddie Mac 2027-01-01 3.000000 Government Agency Debt 5310000.00 2803467.95 Freddie Mac 2029-04-15 6.000000 Government Agency Debt 3.00 0.08 Freddie Mac 2029-10-01 3.500000 Government Agency Debt 8619328.00 7988731.43 Freddie Mac 2036-08-15 6.000000 Government Agency Debt 1886787.00 68062.38 Freddie Mac 2037-01-01 7.500000 Government Agency Debt 1181135.00 92856.45 Freddie Mac 2038-02-01 6.000000 Government Agency Debt 2.00 0.12 Freddie Mac 2038-12-20 5.500000 Government Agency Debt 2539314.00 48053.00 Freddie Mac 2040-05-15 3.000000 Government Agency Debt 21909440.00 19180425.75 Freddie Mac 2040-06-01 4.500000 Government Agency Debt 4245476.00 886394.12 Freddie Mac 2041-08-01 4.500000 Government Agency Debt 309998.00 140418.31 Freddie Mac 2043-12-01 6.500000 Government Agency Debt 74966.00 41190.10 Freddie Mac 2044-03-01 4.500000 Government Agency Debt 1087952.00 797206.73 Freddie Mac 2044-09-01 4.500000 Government Agency Debt 12408320.00 10963017.45 Freddie Mac 2044-10-01 4.500000 Government Agency Debt 4034792.00 4157326.51 Freddie Mac 2045-11-01 4.000000 Government Agency Debt 7784711.00 8352288.22 GNMA 2017-09-20 2.000000 Government Agency Debt 3000000.00 4527.04 GNMA 2018-06-20 2.000000 Government Agency Debt 1616773.00 3247.60 GNMA 2022-05-20 1.750000 Government Agency Debt 62607558.00 539805.13 GNMA 2022-05-20 1.750000 Government Agency Debt 100000.00 892.96 GNMA 2022-06-20 1.750000 Government Agency Debt 40728539.00 411244.40 GNMA 2022-10-20 1.625000 Government Agency Debt 62799896.00 355565.43 GNMA 2023-01-20 1.750000 Government Agency Debt 21558978.00 202888.33 GNMA 2023-04-20 1.750000 Government Agency Debt 45672151.00 487973.55 GNMA 2024-08-20 1.875000 Government Agency Debt 1726.00 10.52 GNMA 2024-11-20 2.500000 Government Agency Debt 106313791.00 582605.70 GNMA 2025-05-20 1.750000 Government Agency Debt 60521000.00 338337.03 GNMA 2025-06-20 2.000000 Government Agency Debt 16500.00 74.53 GNMA 2026-03-20 1.750000 Government Agency Debt 1000000.00 3717.01 GNMA 2026-04-15 3.000000 Government Agency Debt 218102.00 95360.45 GNMA 2027-01-20 1.750000 Government Agency Debt 200000.00 1364.31 GNMA 2027-03-20 1.750000 Government Agency Debt 505000.00 3503.73 GNMA 2027-09-20 1.875000 Government Agency Debt 82303970.00 343091.30 GNMA 2027-11-20 1.625000 Government Agency Debt 163159536.00 780680.92 GNMA 2028-04-20 1.750000 Government Agency Debt 16127041.00 91732.98 GNMA 2030-05-20 1.750000 Government Agency Debt 32012126.00 346920.24 GNMA 2031-03-20 1.750000 Government Agency Debt 999999.00 3344.52 GNMA 2031-12-20 1.625000 Government Agency Debt 19399089.00 332595.03 GNMA 2032-12-15 5.500000 Government Agency Debt 2599980.00 124644.57 GNMA 2033-02-20 1.750000 Government Agency Debt 8502921.00 351503.44 GNMA 2033-08-20 2.375000 Government Agency Debt 9512879.00 366170.86 GNMA 2034-03-20 1.750000 Government Agency Debt 10.00 1.73 GNMA 2034-04-20 1.750000 Government Agency Debt 25072802.00 827412.74 GNMA 2034-07-20 1.875000 Government Agency Debt 1000000.00 119570.18 GNMA 2034-07-20 1.875000 Government Agency Debt 1000000.00 93533.78 GNMA 2034-07-20 2.375000 Government Agency Debt 16626201.00 680108.23 GNMA 2034-08-20 1.875000 Government Agency Debt 27335912.00 2133843.30 GNMA 2034-08-20 1.875000 Government Agency Debt 6000000.00 361767.55 GNMA 2034-11-20 1.625000 Government Agency Debt 4247801.00 356003.81 GNMA 2035-05-20 1.750000 Government Agency Debt 410627.00 49304.79 GNMA 2035-10-20 1.625000 Government Agency Debt 4201450.00 193112.75 GNMA 2035-11-20 1.625000 Government Agency Debt 1216032.00 327694.61 GNMA 2036-07-20 1.875000 Government Agency Debt 1380743.00 392947.76 GNMA 2036-08-20 6.500000 Government Agency Debt 5800000.00 410928.27 GNMA 2036-11-15 6.000000 Government Agency Debt 4067432.00 212636.26 GNMA 2036-11-20 1.625000 Government Agency Debt 1138.00 68.89 GNMA 2038-02-16 0.717000 Government Agency Debt 99998715.00 22709329.57 GNMA 2038-03-20 0.724200 Government Agency Debt 1550.00 109.25 GNMA 2038-06-15 6.000000 Government Agency Debt 5532440.00 338541.43 GNMA 2038-08-20 3.000000 Government Agency Debt 800000.00 81303.20 GNMA 2038-09-20 1.875000 Government Agency Debt 37610974.00 3372333.84 GNMA 2038-10-20 2.125000 Government Agency Debt 2007.00 55.64 GNMA 2038-10-20 5.500000 Government Agency Debt 2826.00 67.22 GNMA 2038-11-20 1.625000 Government Agency Debt 1046.00 40.13 GNMA 2038-11-20 5.500000 Government Agency Debt 233799.00 177344.96 GNMA 2038-12-20 3.000000 Government Agency Debt 3169.00 91.90 GNMA 2039-01-20 1.750000 Government Agency Debt 2000000.00 281779.39 GNMA 2039-02-20 3.000000 Government Agency Debt 1978832.00 146834.00 GNMA 2039-08-20 1.875000 Government Agency Debt 3173054.00 837823.73 GNMA 2039-10-15 6.000000 Government Agency Debt 25247.00 15708.88 GNMA 2039-11-15 4.500000 Government Agency Debt 20013.00 10347.69 GNMA 2039-11-15 5.000000 Government Agency Debt 18509.00 4459.60 GNMA 2039-11-20 2.125000 Government Agency Debt 1092.00 150.87 GNMA 2039-11-20 4.000000 Government Agency Debt 1830889.00 157245.08 GNMA 2040-01-15 5.000000 Government Agency Debt 294608.00 128507.23 GNMA 2040-02-15 4.000000 Government Agency Debt 888876.00 347010.08 GNMA 2040-02-20 1.750000 Government Agency Debt 1000000.00 319490.10 GNMA 2040-02-20 3.000000 Government Agency Debt 3999794.00 873730.15 GNMA 2040-03-20 3.500000 Government Agency Debt 741416.00 226430.74 GNMA 2040-04-20 3.000000 Government Agency Debt 6750000.00 1658651.37 GNMA 2040-05-20 2.500000 Government Agency Debt 8025000.00 2168592.14 GNMA 2040-05-20 2.750000 Government Agency Debt 5050000.00 1568186.62 GNMA 2040-05-20 3.000000 Government Agency Debt 3210000.00 719226.01 GNMA 2040-07-20 1.875000 Government Agency Debt 1000000.00 272765.74 GNMA 2040-07-20 2.000000 Government Agency Debt 5200000.00 1796277.40 GNMA 2040-07-20 3.000000 Government Agency Debt 2000000.00 531034.23 GNMA 2040-08-20 2.500000 Government Agency Debt 5965000.00 1647079.68 GNMA 2040-09-20 2.000000 Government Agency Debt 6935000.00 1809130.51 GNMA 2040-10-20 3.000000 Government Agency Debt 2000000.00 560211.25 GNMA 2040-10-20 3.500000 Government Agency Debt 500000.00 150525.55 GNMA 2040-11-20 3.000000 Government Agency Debt 1080000.00 391897.42 GNMA 2040-12-15 4.000000 Government Agency Debt 7114.00 2871.70 GNMA 2041-01-20 3.000000 Government Agency Debt 750000.00 171373.24 GNMA 2041-02-15 4.000000 Government Agency Debt 40719.00 27101.10 GNMA 2041-02-20 3.000000 Government Agency Debt 4000000.00 1180144.08 GNMA 2041-04-20 2.500000 Government Agency Debt 1000.00 407.54 GNMA 2041-05-15 4.500000 Government Agency Debt 264429.00 162848.62 GNMA 2041-05-20 1.750000 Government Agency Debt 11157934.00 3888858.11 GNMA 2041-05-20 3.000000 Government Agency Debt 819094.00 512239.27 GNMA 2041-07-20 0.513000 Government Agency Debt 21795404.00 20613440.34 GNMA 2041-07-20 1.875000 Government Agency Debt 8750000.00 2886787.48 GNMA 2041-07-20 3.000000 Government Agency Debt 6600000.00 2145303.98 GNMA 2041-07-20 3.500000 Government Agency Debt 4475000.00 1140107.63 GNMA 2041-08-15 5.500000 Government Agency Debt 1119.00 54.23 GNMA 2041-10-15 4.500000 Government Agency Debt 3784.00 684.50 GNMA 2041-12-20 3.000000 Government Agency Debt 1135000.00 379815.68 GNMA 2042-01-15 4.000000 Government Agency Debt 1039262.00 579788.12 GNMA 2042-01-20 1.750000 Government Agency Debt 1.00 0.30 GNMA 2042-01-20 1.750000 Government Agency Debt 1.00 0.30 GNMA 2042-01-20 3.000000 Government Agency Debt 1500000.00 507674.61 GNMA 2042-01-20 3.500000 Government Agency Debt 1075000.00 307021.99 GNMA 2042-02-20 3.500000 Government Agency Debt 1025000.00 356966.36 GNMA 2042-03-15 4.000000 Government Agency Debt 1960516.00 1119502.84 GNMA 2042-03-20 2.500000 Government Agency Debt 5000000.00 2270501.41 GNMA 2042-05-20 3.000000 Government Agency Debt 500000.00 177440.45 GNMA 2042-06-20 0.500000 Government Agency Debt 98207200.00 96902691.94 GNMA 2042-07-20 1.875000 Government Agency Debt 500000.00 169172.83 GNMA 2042-07-20 3.000000 Government Agency Debt 4835000.00 1633530.79 GNMA 2042-09-20 3.000000 Government Agency Debt 5035000.00 2011347.54 GNMA 2042-12-20 2.000000 Government Agency Debt 2000000.00 957296.82 GNMA 2042-12-20 2.000000 Government Agency Debt 1000000.00 478648.41 GNMA 2043-01-20 3.000000 Government Agency Debt 2480834.00 1836404.40 GNMA 2043-03-20 2.000000 Government Agency Debt 3068451.00 1740801.91 GNMA 2043-05-20 2.500000 Government Agency Debt 5731.00 2941.85 GNMA 2043-06-20 0.513000 Government Agency Debt 18229543.00 17142673.98 GNMA 2043-07-15 4.000000 Government Agency Debt 94359.00 56374.43 GNMA 2043-08-20 2.500000 Government Agency Debt 3000000.00 1846054.49 GNMA 2043-11-20 2.500000 Government Agency Debt 3443386.00 2009309.12 GNMA 2043-12-20 3.000000 Government Agency Debt 1787606.00 728025.31 GNMA 2044-02-20 2.000000 Government Agency Debt 806528.00 473880.34 GNMA 2044-02-20 3.500000 Government Agency Debt 4856028.00 1916090.59 GNMA 2044-09-15 4.000000 Government Agency Debt 2054320.00 1988649.85 GNMA 2044-11-20 2.500000 Government Agency Debt 117623.00 118425.12 GNMA 2045-03-15 4.000000 Government Agency Debt 103505.00 94549.25 GNMA 2045-05-20 3.000000 Government Agency Debt 761120.00 781877.20 GNMA 2045-05-20 3.000000 Government Agency Debt 400000.00 389350.91 GNMA 2045-08-20 4.000000 Government Agency Debt 27032512.00 28301258.79 GNMA 2045-09-20 2.500000 Government Agency Debt 495697.00 502487.38 GNMA 2045-09-20 3.000000 Government Agency Debt 845159.00 868348.94 UNITED STATES TREASURY 2016-02-15 9.250000 Treasury Debt 12330400.00 12885519.30 UNITED STATES TREASURY 2017-11-30 0.625000 Treasury Debt 24000000.00 23842512.00 UNITED STATES TREASURY 2019-01-15 2.125000 Treasury Debt 500000.00 593922.52 UNITED STATES TREASURY 2019-10-31 1.500000 Treasury Debt 100.00 100.23 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 521000000.00 521000000.00 0.0132 N 521000000.00 521000000.00 BPCE SA BPCE SA 0.405000% 05571BBA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 73000000.00 72941691.25 0.0018 N 72960434.00 72960434.00 BPCE SA BPCE SA 0.130000% 05571CZ79 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 118000000.00 117997443.33 0.0030 N 117996788.04 117996788.04 CAFCO LLC CAFCO LLC 0.500000% 12476EE47 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-04 2016-05-04 N N Y Deal Sponsor Citibank NA N/A N/A 162000000.00 161651250.00 0.0041 N 161641283.40 161641283.40 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.472800% 13606ADD7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-29 2016-06-28 N N N 116000000.00 116000000.00 0.0029 N 115999189.16 115999189.16 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.471500% 13606AJP4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-29 2016-05-26 N N N 113000000.00 113000000.00 0.0029 N 113000000.00 113000000.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.390000% 13606J2N8 Certificate of Deposit N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 27000000.00 27000000.00 0.0007 N 27007481.97 27007481.97 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.520000% 13606J4T3 Certificate of Deposit N First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 108000000.00 108000000.00 0.0027 N 108072501.48 108072501.48 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.550000% 13606J5V7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-14 2016-03-14 N N N 50000000.00 50000000.00 0.0013 N 50038545.50 50038545.50 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 0.364500% 13606YA22 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2016-06-10 N N N 312000000.00 312000000.00 0.0079 N 311997816.00 311997816.00 CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.310000% 13738KZM2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-21 2015-12-21 N N Y Deal Sponsor Bank of Scotland Plc N/A N/A Deal Sponsor Lloyds Bank Plc N/A N/A 149000000.00 148974338.89 0.0038 N 148981315.40 148981315.40 CHARTA LLC CHARTA LLC 0.350000% 16115UBP5 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N Y Deal Sponsor Citibank NA N/A N/A 63000000.00 62948550.00 0.0016 N 62946746.10 62946746.10 CHARTA LLC CHARTA LLC 0.410500% 16115UC17 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N Y Deal Sponsor Citibank NA N/A N/A 50000000.00 49948180.55 0.0013 N 49951570.00 49951570.00 CHARTA LLC CHARTA LLC 0.510000% 16115UCF6 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-15 2016-03-15 N N Y Deal Sponsor Citibank NA N/A N/A 21000000.00 20968762.50 0.0005 N 20974833.60 20974833.60 CHARTA LLC CHARTA LLC 0.470000% 16115UDE8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-14 2016-04-14 N N Y Deal Sponsor Citibank NA N/A N/A 27000000.00 26952412.50 0.0007 N 26952366.60 26952366.60 CHARTA LLC CHARTA LLC 0.450000% 16115UDR9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-25 2016-04-25 N N Y Deal Sponsor Citibank NA N/A N/A 50000000.00 49908750.00 0.0013 N 49900165.00 49900165.00 CHARTA LLC CHARTA LLC 0.340000% 16115XZ16 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N Y Deal Sponsor Citibank NA N/A N/A 150000000.00 150000000.00 0.0038 N 149999505.00 149999505.00 CHASE BANK USA NA CHASE BANK USA NA 0.380000% 16144RUY7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 81000000.00 81000000.00 0.0020 N 81004488.21 81004488.21 CHASE BANK USA NA CHASE BANK USA NA 0.480000% 16144RVM2 Certificate of Deposit N First Tier Security N/A N/A 2016-05-02 2016-05-02 N N N 282000000.00 282000000.00 0.0071 N 282123857.22 282123857.22 CHASE BANK USA NA CHASE BANK USA NA 0.491500% 161453BD6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-28 2016-07-27 N N N 67000000.00 67000000.00 0.0017 N 66999866.67 66999866.67 CHASE BANK USA NA CHASE BANK USA NA 0.450800% 161453BF1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2016-08-01 N N N 356000000.00 356000000.00 0.0090 N 355998579.56 355998579.56 CIESCO LLC CIESCO LLC 0.460000% 17178BB20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N Y Deal Sponsor Citibank NA N/A N/A 38000000.00 37969410.04 0.0010 N 37980544.00 37980544.00 COCA-COLA CO COCA-COLA CO 0.390000% 19121AAM3 Other Commercial Paper N First Tier Security N/A N/A 2016-01-21 2016-01-21 N N N 94650000.00 94597705.87 0.0024 N 94627170.42 94627170.42 COCA-COLA CO COCA-COLA CO 0.390000% 19121AAN1 Other Commercial Paper N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 100000000.00 99943666.68 0.0025 N 99974530.00 99974530.00 COCA-COLA CO COCA-COLA CO 0.380000% 19121AAN1 Other Commercial Paper N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 21000000.00 20988473.33 0.0005 N 20994651.30 20994651.30 COCA-COLA CO COCA-COLA CO 0.510000% 19121ACH2 Other Commercial Paper N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 210000000.00 209681674.98 0.0053 N 209817930.00 209817930.00 COCA-COLA CO COCA-COLA CO 0.500000% 19121AEJ6 Other Commercial Paper N First Tier Security N/A N/A 2016-05-18 2016-05-18 N N N 50000000.00 49882638.89 0.0013 N 49909805.00 49909805.00 COCA-COLA CO COCA-COLA CO 0.680000% 19121AF22 Other Commercial Paper N First Tier Security N/A N/A 2016-06-02 2016-06-02 N N N 27000000.00 26906159.99 0.0007 N 26943529.50 26943529.50 COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.520000% 19422FD11 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N Y Deal Sponsor JP Morgan Securities LLC N/A N/A 136000000.00 135760337.76 0.0034 N 135766732.80 135766732.80 COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.420000% 19422GZ98 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N Y Deal Sponsor JP Morgan Securities LLC N/A N/A 58000000.00 57994586.66 0.0015 N 57997825.00 57997825.00 COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.520000% 19422CD18 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N Y Deal Sponsor JP Morgan Securities LLC N/A N/A 102000000.00 101820253.32 0.0026 N 101825049.60 101825049.60 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.325500% 20272AME3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-14 2016-05-12 N N N 31000000.00 31000000.00 0.0008 N 31001240.31 31001240.31 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.441500% 20272ANZ5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-29 2016-06-27 N N N 300000000.00 300000000.00 0.0076 N 299999103.00 299999103.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.442800% 20272APA8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-29 2016-06-29 N N N 134000000.00 134000000.00 0.0034 N 133999063.34 133999063.34 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.404700% 20272APD2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-08 2016-07-08 N N N 55000000.00 55000000.00 0.0014 N 55001375.55 55001375.55 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.280000% 20272EZ19 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 93000000.00 93000000.00 0.0024 N 92999888.40 92999888.40 COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 0.400000% 927LZZ009 0000008565 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 351000000.00 351000000.00 0.0089 N 351117202.41 351117202.41 CRC FUNDING LLC CRC FUNDING LLC 0.460000% 12622UB21 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N Y Deal Sponsor Citibank NA N/A N/A 44000000.00 43964580.00 0.0011 N 43977472.00 43977472.00 CRC FUNDING LLC CRC FUNDING LLC 0.510000% 12622UC87 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N Y Deal Sponsor Citibank NA N/A N/A 37000000.00 36948631.67 0.0009 N 36960014.10 36960014.10 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.390000% 22533M2Q3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 104000000.00 104000000.00 0.0026 N 104000697.84 104000697.84 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.350000% 22533M3Z2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 91000000.00 91000000.00 0.0023 N 91006607.51 91006607.51 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.300000% 22533M4L2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 68000000.00 68000000.00 0.0017 N 68000286.28 68000286.28 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK(NEW YORK BRANCH) 0.390000% 22533M7J4 Certificate of Deposit N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 6000000.00 6000000.00 0.0002 N 6000346.86 6000346.86 CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.460000% 927LEW009 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 120000000.00 120000000.00 0.0030 N 120011797.20 120011797.20 CREDIT AGRICOLE SA (LONDON BRANCH) CREDIT AGRICOLE SA (LONDON BRANCH) 0.400000% 927RFF002 0001330437 Certificate of Deposit N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 202000000.00 202000000.00 0.0051 N 202023171.42 202023171.42 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.580000% 22549V4F7 Certificate of Deposit N First Tier Security N/A N/A 2016-02-18 2016-02-18 N N N 92000000.00 92000000.00 0.0023 N 92056084.12 92056084.12 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.590000% 22549VAY9 Certificate of Deposit N First Tier Security N/A N/A 2016-03-08 2016-03-08 N N N 108000000.00 108000000.00 0.0027 N 108073149.48 108073149.48 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.570000% 22549VCC5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N N 158000000.00 158000000.00 0.0040 N 158097092.58 158097092.58 CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 0.590000% 22549VEY5 Certificate of Deposit N First Tier Security N/A N/A 2016-04-01 2016-04-01 N N N 209000000.00 209000000.00 0.0053 N 209139467.79 209139467.79 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.100000% 22799D001_0.1000_M151201_2M49 0001230485 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2017-03-31 0.500000 Treasury Debt 286240000.00 285439486.92 UNITED STATES TREASURY 2017-07-31 0.500000 Treasury Debt 20646600.00 20563964.21 UNITED STATES TREASURY 2025-05-15 2.125000 Treasury Debt 60435000.00 59940384.60 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 358764321.00 358764321.00 0.0091 N 358764321.00 358764321.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.110000% 22799D001_0.1100_M151201_2M49 0001230485 Government Agency Repurchase Agreement Y Freddie Mac 2033-05-15 5.500000 Government Agency Debt 196000.00 106205.91 Freddie Mac 2039-12-15 5.500000 Government Agency Debt 21360000.00 7475437.77 Freddie Mac 2044-05-15 4.000000 Government Agency Debt 97513268.00 84218818.36 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 90000000.00 90000000.00 0.0023 N 90000000.00 90000000.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.360000% 921AER000_0.3600_M151202_2M49 0001230485 Other Repurchase Agreement N 144A ABMT 2014-3 B4 2044-11-25 3.835100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5772000.00 5376174.29 144A ABMT 2015-2 B2 2045-03-25 3.762440 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7360000.00 6319336.07 144A BAFC 2009-R7A 4A2 2035-08-26 2.740000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5410975.00 4578494.46 144A CBAC 2005-1A A 2035-07-25 0.541000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 37200000.00 4390395.20 144A CD 2007-CD5 D 2044-11-15 6.323400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12750000.00 12866200.80 144A COMM 2000-C1 G 2033-08-15 6.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 534577.48 144A COMM 2013-CR10 D 2046-08-10 4.951000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 695724.34 144A COMM 2014-CR18 D 2047-07-15 4.896500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2360000.00 2090766.25 144A CSMC 2014-OAK1 B4 2044-11-25 3.766000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8845000.00 8022516.80 144A CSMC 2014-USA D 2037-09-15 4.373300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1960000.00 1894299.66 144A CSMC 2014-WIN2 B3 2044-10-25 4.016300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4272000.00 4077672.46 144A FREMF 2013-K24 C 2045-11-25 3.622600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1961860.30 144A FREMF 2014-K36 C 2046-12-25 4.503200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 510000.00 525765.14 144A FREMF 2015-K43 C 2048-02-25 3.862800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11880000.00 11426428.76 144A FREMF 2015-K718 B 2022-02-25 3.669300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5357000.00 5114946.35 144A GSMS 2010-C2 D 2043-12-10 5.361200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 103363.65 144A JPMCC 2012-C6 G 2045-05-15 2.972000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 175000.00 134025.20 144A JPMCC 2012-C8 E 2045-10-15 4.820300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2067000.00 2029611.89 144A JPMCC 2014-PHH E 2027-08-15 3.497000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 400000.00 402339.70 144A MSC 2011-C2 D 2044-06-15 5.479041 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 660000.00 693499.34 144A TPMT 2015-2 1B1 2060-11-25 3.466855 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 36468000.00 32252886.46 144A TPMT 2015-2 2B1 2057-11-25 4.159379 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9493000.00 7901935.52 144A UBSBB 2012-C2 D 2063-05-10 5.046000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 630000.00 645137.53 144A UBSC 2011-C1 E 2045-01-10 6.084000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5641000.00 6162793.01 144A WBCMT 2004-C11 F 2041-01-15 5.342500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11320000.00 11554380.43 144A WFRBS 2011-C5 D 2044-11-15 5.822100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 107853.47 144A WFRBS 2014-C24 D 2047-11-15 3.692000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5600000.00 4405816.13 AGATE BAY MTG TR 2014-2 2044-09-25 3.906000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4679000.00 4346310.57 AGATE BAY MTG TR 2014-2 2044-09-25 3.906000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3744000.00 3535278.20 AGATE BAY MTG TR 2015-1 2045-01-25 3.823700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3214000.00 2978349.42 AGATE BAY MTG TR 2015-1 2045-01-25 3.823700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2795000.00 2216321.50 AGATE BAY VAR 07/45 2045-07-25 3.638900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1792000.00 1121477.31 AHM 2004-1 4A 2044-04-25 2.633100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 62160000.00 5157392.56 BANC OF AMERICA VAR 09/47 2047-09-10 5.587600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 100876.47 CHASE 2007-A1 2A1 2037-02-25 2.656800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1340000.00 188466.71 CITIGROUP COML MTG TR 2046-04-10 4.603800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 93589.07 CITIGROUP COML MTG TR 2013-375P 2035-05-10 3.634800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 585000.00 535023.50 CITIGROUP COML MTG TR 2013 GC17 2046-11-10 5.260300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 727114.14 CMLTI 2014-J2 B4 2044-11-25 3.962300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4566000.00 4204221.35 COMM 2013 CCRE11 MTG TR 2046-10-10 5.338100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 73000.00 69266.83 COMM 3.22% 04/47 2047-04-10 3.220000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3790000.00 2711069.09 CSAIL 2015-C3 VAR 08/48 2048-08-15 3.507600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4423000.00 3378373.45 CSFB 2003-AR18 CB1 2033-07-25 2.312700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5711900.00 1328710.86 CSFB 2003-AR28 6M3 2033-12-25 2.971000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 619684.76 CSFB 2004-AR5 11M1 2034-06-25 1.321000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6410000.00 2090775.66 CSFB 2004-AR5 IB1 2034-06-25 2.578700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5621000.00 2126346.80 CSMC 2015-2 2045-02-25 3.942200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7020000.00 5767046.76 CSMC 2015-2 2045-02-25 3.942200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4388000.00 4156338.71 CSMC TR 2013-7 2043-08-25 3.591900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7395000.00 6072308.64 CSMC TR 2013-IVR1 2043-03-25 3.483800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5848000.00 5436002.78 CSMC TR 2013-IVR1 2043-03-25 3.483800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5849000.00 5400942.80 CSMC TR 2013-IVR2 2043-04-25 3.444100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6103000.00 5675677.28 CSMC TR 2013-IVR2 2043-04-25 3.444100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6104000.00 5646939.00 CSMC TR 2014-WIN1 2044-09-25 3.944200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7687000.00 7489621.62 CSMLT 2015-2 VAR 08/45 2045-08-25 3.910940 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4936000.00 4246354.91 CWALT 2004-J4 M1 2034-06-25 1.121000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7000000.00 1812759.07 CWHL 2034-09-20 2.581400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 150000.00 18354.26 FHASI 2004-AR7 2A4 2035-02-25 2.586600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4307000.00 437212.47 FREMF 2013-K35 MTG TR 2023-08-25 4.077400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12391876.00 12400947.65 GS MTG SECS TR 2014-GC18 2047-01-10 5.112800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 143000.00 129107.24 J P MORGAN CHASE COML MTG SECSTR 2013 C13 2046-01-15 3.986000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 105000.00 85423.43 J P MORGAN CHASE COML MTG SECSTR 2014 FL4 2030-12-15 4.197000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 2960283.46 JP MORGAN CHASE COML MTG SECSTR 2011 C3 2046-02-15 5.728500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6460000.00 6931044.49 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC. 2007-LDP1 2049-06-15 5.960900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4234252.00 4375249.24 JPMMT 2013-2 B4 2043-05-25 3.677100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2434000.00 2119591.08 ML CFC COML MTGE TR 2007-8 2049-08-12 6.073000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3636186.00 3761969.50 ML-CFC 2007 2049-08-12 6.073000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 304873.97 MLMI 2005-A5 A8 2035-06-25 2.573400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 222083.24 MORGAN STANLEY CAP I TR 2012 C4 2045-03-15 5.708706 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 911000.00 956431.58 MSC 2006-IQ11 B 2042-10-15 5.952100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 20253.19 MSC 2007-HQ11 AJ 2044-02-12 5.508000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000.00 4068.73 MSC 2007-IQ14 AM 2049-04-15 5.865100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16695193.00 17279339.11 RBSSP 2045-07-26 2.648200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4200000.00 4010994.17 SARM 2034-06-25 0.626000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38800000.00 1377430.69 SEQUOIA 2034-02-20 1.055700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 567520.11 SHELLPOINT ASSET FDG TR CMO SE 2043-07-25 4.075000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2175035.00 1688150.93 STACR 2015-DNA1 M3 2027-10-25 3.496900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8641869.00 8257852.92 WACHOVIA BK COMM MTG TRUST 2045-03-15 5.658000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1258368.64 WFMBS 2035-03-25 2.628500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25857000.00 3377091.56 WFRBS COML MTG TR 2013 C14 2046-06-15 4.132400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1800000.00 1627870.85 WFRBS COML MTG TR 2014-C22 D 20570917 FLT 2057-09-15 4.056800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15517391.00 12706036.11 WIFC 1996-3 M2 2032-08-25 7.145500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 30133.31 WIN 2014-2 B2 2044-09-20 4.105000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3876000.00 3842992.62 First Tier Security N/A N/A 2015-12-02 2015-12-02 N Y Credit Suisse AG N/A N/A N 275000000.00 275000000.00 0.0070 N 275000000.00 275000000.00 CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.850000% 988WZK004_0.8500_M160304_2M49 0001230485 Other Repurchase Agreement N 144A AHM 2007-A 4A 2046-07-25 0.671000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10326000.00 1209949.11 144A ARMOR 2005-1A B2 2037-12-10 0.644500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5693000.00 536617.22 144A BACM 2006-4 F 2046-07-10 5.833000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23866000.00 5023048.71 144A BACM 2006-4 G 2046-07-10 5.892000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10300000.00 137719.58 144A BSCMS 2006-PW13 G 2041-09-11 6.166100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6235000.00 390705.08 144A BSCMS 2006-T24 C 2041-10-12 5.687000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 255478.26 144A CCMFC 2005-BA B1 2036-06-25 0.621000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6457000.00 1037727.70 144A CCMFC 2006-2A A2 2047-04-25 0.401000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9630000.00 1381091.37 144A CCMFC 2006-3A A1 2047-08-25 0.351000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 72170000.00 15966162.67 144A CSMC 2008-C1 B 2041-02-15 6.269700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7372000.00 7504725.05 144A CSMC 2015-DEAL F 2029-04-15 4.947000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60645000.00 60189277.33 144A JPMCC 2007-CB20 F 2051-02-12 6.387900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 4317275.05 144A JPMCC 2007-LDPX B 2049-01-15 5.582000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1950000.00 168946.26 144A JPMRR 2009-12 9A2 2036-05-26 2.783490 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7839534.00 6134810.33 144A LBCMT 2007-C3 J 2044-07-15 6.096500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 11497.83 144A MESC 11PA B3 2032-09-28 2.443500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14840000.00 11222400.08 144A MSC 2007-HQ11 K 2044-02-12 5.872200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 37070.63 144A MSC 2007-IQ16 B 2049-12-12 6.319300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4469000.00 3239536.31 144A RESIF 2005-B B4 2037-06-10 0.864500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9449000.00 279471.70 144A RESIX 2003-CB1 B7 2035-06-10 6.203000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2150000.00 318993.19 144A WBCMT 2007-C31 K 2047-04-15 5.944900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 42569.86 144A WBCMT 2007-C32 K 2049-06-15 5.899100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 117000.27 AHM 2004-1 3M2 2044-04-25 2.311300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2412500.00 80587.94 AHM 2005-2 5A4D 2035-09-25 5.328000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 6995645.17 AHM 2007-1 GA1A 2047-05-25 0.356900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6900000.00 2575745.64 ALTERNATIVE FLT 12/35 2035-12-25 0.641000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 1896233.48 AMSI 2035-11-25 0.691000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000000.00 7402631.88 BACM 2005-3 AJ 2043-07-10 4.767000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4611850.38 BALTA 2005-8 11A1 2035-10-25 0.761000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27000000.00 3671679.14 BEAR STEARNS FLT 03/34 2034-03-25 2.629000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2240100.00 187605.28 BOAMS 2003-10 1B3 2034-01-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 856000.00 47553.10 BOAMS 2003-B B2 2033-03-25 3.242900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2156568.00 56017.48 BOAMS 2004-1 1B3 2034-02-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 789000.00 156205.55 BOAMS 2005-A 2A3 2035-02-25 2.660400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4963000.00 558231.14 BSABS 2034-10-25 2.021000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9333000.00 434798.29 BSABS 2003-AC4 BB 2033-09-25 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2800000.00 285222.07 BSABS 2004-AC4 M1 2034-08-25 1.121000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28569000.00 2555976.02 BSARM TRUST 2005-9 2035-10-25 2.660000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44380000.00 9521629.29 BSMF 2006-SL1 A1 2036-08-25 0.361000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 62646.58 BSMF 2006-SL3 A 2036-10-25 0.541000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 70529500.00 7205205.92 BSMF 2006-SL4 A 2036-11-25 0.521000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 66990000.00 7268431.73 BSMF 2006-SL6 1A 2037-01-25 0.561000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 86500000.00 10908928.96 BVMBS 2004-1 1B1 2034-11-20 1.852500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3758000.00 290608.66 CD 2007-CD4 AJ 2049-12-11 5.398000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 49556000.00 42338087.40 CFLX 2006-2 A4 2036-09-25 5.085800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1754880.00 1240588.16 CHASE 2005-S3 A2 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 41534.04 CHEVY CHASE FUNDING LLC 2035-08-25 0.666600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10087000.00 489495.29 CHL MORTGAGE 5% 07/34 2034-07-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3125000.00 1021047.87 CHL MORTGAGE FLT 04/35 2035-04-20 2.640700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2465000.00 215863.70 CMLTI 2004-HYB1 B1 2034-02-25 2.501600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7356000.00 1762222.71 CMLTI 2005-2 2B3 2035-05-25 5.759400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 821000.00 39504.30 CMO CONSECO FIN SEC CORP 2033-03-01 9.163000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9740000.00 8671750.50 CMSI 2007-5 1A11 2037-06-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3225000.00 1235533.07 CREDIT SUISSE COMM MTG TRUST SER 200 2040-09-15 5.870000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 690350.00 704431.28 CSFB 2002-AR25 CB1 2032-09-25 2.492700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10509000.00 462071.65 CSFB 2002-AR31 CB1 2032-11-25 2.541800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6231000.00 196210.23 CSFB 2003-8 CB1 2033-04-25 5.613300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4810000.00 1391100.20 CSFB 2003-AR24 CB1 2033-10-25 2.638200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9541500.00 942880.66 CSFB 2004-4 1B1 2034-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7671443.00 2739742.38 CSMC 2008-1R 2037-03-25 0.326900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10638368.00 634607.35 CSMC TR 2014-TIKI 2038-09-15 4.019900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9160000.00 9028328.54 CSMC TRUST FLT 08/30 2030-08-15 4.897600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 10022413.73 CWALT 2035-12-25 1.129900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 10064.71 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 601596.59 CWALT 2004-16CB M 2034-08-25 5.698700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19908000.00 10549506.98 CWALT 2004-5CB M 2034-03-25 5.608300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3674300.00 1198193.03 CWALT 2004-J11 M 2034-11-25 5.643000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970500.00 873088.16 CWALT 2005-14 2A2 2035-05-25 0.471000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19747500.00 1787569.19 CWALT 2005-16 A5 2035-06-25 0.501000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12567500.00 1265034.86 CWALT 2005-79CB A1 2036-01-25 0.771000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 2394586.98 CWALT 2005-J3 1A3 2035-05-25 0.821000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 151975.59 CWALT 2005-J3 2A3 2035-05-25 0.821000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1325000.00 66909.43 CWALT 2006-HY12 A5 2036-08-25 3.544800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 586695.00 507008.91 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 1550155.96 CWALT INC 2005-53T2 2037-09-15 4.373300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15520000.00 13437682.59 CWHL 2035-04-25 0.511000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2250000.00 114179.93 CWHL 2003-60 M 2034-02-25 2.531600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5979000.00 2063214.18 CWHL 2003-HYB3 M 2033-11-19 2.737500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7425000.00 1758598.37 CWHL 2004-6 M 2034-05-25 2.530000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3795500.00 1746687.00 CWHL 2004-J6 B2 2024-08-25 5.135300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 216500.00 67011.54 CWHL 2004-J8 M 2034-12-25 5.263000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3058000.00 1019912.44 CWHL 2005-7 IM1 2035-03-25 0.971000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8413000.00 2278212.77 CWMBS INC 2005-7 2035-03-25 0.841000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 63136.00 3102.61 DBALT 2005-2 M 2035-04-25 5.575600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6855590.00 620299.60 DBALT 2005-3 4A6 2035-06-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 4945850.37 DEUTSCHE ALT-A VAR 02/35 2035-02-25 5.610800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 3863800.17 DMSI 2004-1 3M1 2033-12-25 5.670000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4471000.00 1496608.47 DSLA 2045-08-19 0.502500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 31440000.00 2645607.41 DSLA 2004-AR2 A1A 2044-11-19 1.022500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165270000.00 10438475.73 FHAMS 2005-AA8 3A1 2035-10-25 2.384800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 18000000.00 3282878.73 GCCFC 2007-GG9 AJ 2039-03-10 5.505000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40200000.00 37715474.55 GECMC 2006-C1 C 2044-03-10 5.656700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 1254170.36 GMACM 2003-AR2 M3 2033-12-19 3.184700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2699000.00 147819.93 GMACM 2003-GH2 B 2033-10-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4357000.00 1656154.31 GMACM 2004-J5 M1 2035-01-25 5.492500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9106000.00 3998314.04 GPMF 2006-AR8 2A 2047-01-25 0.431000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25313842.00 4736727.01 GSAA 2004-NC1 B2 2033-11-25 5.250800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2896000.00 44384.80 HASC 2036-01-25 0.761000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 1608761.07 HVMLT 2037-08-19 0.432500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 44152667.00 10028407.57 HVMLT 2005-5 2A1B 2045-07-19 0.492500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.07 IMM 2035-05-25 0.911000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 341102.00 27979.06 IMM 2005-5 A4 2035-08-25 0.981000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29450000.00 3334647.56 IMPAC CMB TRUST SERIES 200 2035-05-25 0.866000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 272881.00 24742.21 IMSA 2004-3 M3 2034-11-25 1.271000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20750000.00 736628.58 IMSA 2007-1 A3 2037-03-25 0.461000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 41246090.00 18037174.38 INDX 2004-AR3 B1 2034-07-25 0.721000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16770000.00 1791012.72 INDX 2006-AR29 A2 2036-11-25 0.301000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10500000.00 858486.46 JMAC 2035-11-26 2.842000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3155392.00 215797.98 JPMCC 2006-CB14 C 2044-12-12 5.734800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 395828.49 JPMCC 2007-LDPX AJS 2049-01-15 5.395000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000000.00 3759595.39 JPMCC 2007-LDPX BS 2049-01-15 5.437000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6400000.00 348031.40 JPMMT 2004-A6 B2 2034-12-25 2.512200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1302290.00 180499.42 JPMMT 2005-A7 3A2 2035-10-25 2.681500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15451100.00 1225657.21 LBUBS 2007-C7 C 2045-09-15 6.448600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5194000.00 4892239.82 LBUBS 2008-C1 AJ 2041-04-15 6.268800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11071708.00 8038353.80 LMT 2006-8 3A1 2036-12-25 0.571000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 1810239.55 LUM 2005-1 A2 2035-11-25 0.561000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15000000.00 1875029.73 LUM 2006-1 A1 2036-04-25 0.461000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 341.00 70.55 LXS 2007-10H 2A1 2037-07-25 0.381000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24406254.00 3950333.45 LXS 2007-18N 2A1 2037-10-25 1.071000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 48750000.00 17917633.21 MARM 2003-3 B1 2033-09-25 2.820800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7646000.00 1875393.54 MARM 2007-1 I2A1 2047-01-25 0.381000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24979000.00 7850434.45 MARM 2007-3 12A1 2047-05-25 0.421000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 145524000.00 50997317.15 MSM 2006-1AR 3A 2036-02-25 2.965500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 23173290.00 3875668.70 NAA 2007-3 A1 2037-07-25 0.481000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 66134500.00 17585030.57 OPMAC 2006-2 A1C 2036-07-25 0.491000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25876000.00 10011835.63 PHHAM 2007-2 1A5 2037-05-25 0.541000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30762000.00 2473965.14 PHHMC 2005-2 B3 2035-04-18 4.979800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 366258.00 38899.09 PRIME 2005-5 2B3 2035-11-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 674000.00 91405.11 RALI 2034-01-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 515300.00 223925.71 RALI 2003-QS19 M2 2033-10-25 5.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 102202.25 RALI 2003-QS9 M2 2018-05-25 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 418300.00 20027.44 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 2275137.98 RALI SERIES 5.5% 08/33 2033-08-25 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10500000.00 2747208.55 RALI SERIES 6.25% 11/31 2031-11-25 6.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1168300.00 281062.07 RALI SERIES 6.5% 12/31 2031-12-25 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1483800.00 181331.40 RESIDENTIAL FLT 01/34 2034-01-25 1.978800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22468000.00 2695582.24 RFMSI 2003-S6 M1 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1014700.00 39755.20 RFMSI 2003-S6 M2 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 15828.08 RFMSI 2003-S6 M3 2018-04-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 405800.00 15757.86 SAMI 2003-AR4 B2 2034-01-19 2.452500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 1968.66 SAMI 2004-AR3 B1 2034-07-19 1.102500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10498700.00 992944.23 SAMI 2004-AR4 M 2034-12-19 0.877500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6000000.00 842245.37 SAMI 2005-AR1 B1 2035-04-19 0.952500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19210300.00 3732009.60 SAMI 2005-AR5 B2 2035-07-19 0.902500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9133000.00 2757137.83 SAMI 2006-AR8 A1BG 2036-10-25 0.341000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32150000.00 9675067.92 SARM 2004-20 1A3 2035-01-25 2.494600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8275000.00 453348.85 SARM 2005-1 5A2 2035-02-25 2.548500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4700000.00 845725.14 SARM 2005-19XS M1II 2035-10-25 0.871000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12000000.00 2264351.61 SARM 2005-3XS M2 2035-01-25 1.346000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7124000.00 5593994.94 SASC 2001-15A B2 2031-10-25 2.298100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5128000.00 129790.77 SASC 2003-15A B1 2033-04-25 2.600400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 351851.14 SASC 2003-26A B1II 2033-09-25 2.460400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 2141904.53 SASC 2003-30 B2 2033-10-25 5.390000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4146000.00 1146552.31 SASC 2003-9A B2II 2033-03-25 2.384300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 247141.31 SASC 2004-2AC B1 2034-02-25 2.418800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17814000.00 3053775.56 SASC 2006-S3 A1 2036-09-25 0.351000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 76490000.00 8874489.02 SEMT 10 B3 2027-10-20 2.306700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1025000.00 63797.54 SEMT 2004-5 B2 2034-06-20 1.526700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2759000.00 104883.35 SEMT 2007-1 2A1 2047-02-20 2.530300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 60800000.00 12718013.38 STACS 2007-1 A 2037-04-25 0.861000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1.00 0.05 STRUCTURED FLT 05/35 2035-05-19 1.627500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15500000.00 853184.41 WAMU 2003-AR6 B3 2033-06-25 4.410200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2900000.00 283650.84 WAMU 2005-AR11 B2 2045-08-25 0.851000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 1072725.21 WBCMT 2006-C26 B 2045-06-15 6.232200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17000000.00 6006447.14 WBCMT 2006-C28 C 2048-10-15 5.691000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 19211000.00 17755482.90 WFMBS 2036-12-25 5.596300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 22000000.00 12542284.13 WFMBS 2003-K B1 2033-11-25 2.615300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3500000.00 491667.78 WFMBS 2004-D B2 2034-05-25 2.608700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2684000.00 268278.98 WFMBS 2005-AR16 7A1 2035-10-25 2.739300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000000.00 13720981.78 WFMBS 2006-9 1A9 2036-08-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 5440886.02 WMALT 2007-5 A3 2037-06-25 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5500000.00 1355763.20 First Tier Security N/A N/A 2016-03-04 2016-03-04 N Y Credit Suisse AG N/A N/A N 600000000.00 600000000.00 0.0152 Y 600241860.00 600241860.00 CROWN POINT CAPITAL CO LLC, SERIES A CROWN POINT CAPITAL CO LLC, SERIES A 0.330000% 2284K1Z97 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N Y Deal Sponsor Credit Suisse AG N/A N/A 6000000.00 5999560.00 0.0002 N 5999775.00 5999775.00 DBS BANK LTD DBS BANK LTD 0.470700% 23305DCQ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 32000000.00 31952373.34 0.0008 N 31966982.40 31966982.40 DEUTSCHE BANK SECURITIES INC DEUTSCHE BANK SECURITIES INC 0.120000% 21599B009_0.1200_M151201_2M49 0001074042 Government Agency Repurchase Agreement Y GNMA 2045-10-20 4.000000 Government Agency Debt 171181798.00 182310000.81 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 177000000.00 177000000.00 0.0045 N 177000000.00 177000000.00 DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 0.100000% 939RWC006 0001498632 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 296000000.00 296000000.00 0.0075 N 296000000.00 296000000.00 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.110000% 23290Q4M2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 190000000.00 190000000.00 0.0048 N 190000058.90 190000058.90 DNB BANK ASA (NEW YORK BRANCH) DNB BANK ASA (NEW YORK BRANCH) 0.110000% 23290Q4R1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-04 2015-12-04 N N N 302000000.00 302000000.00 0.0076 N 302000181.20 302000181.20 DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 0.090000% ATD0EIKH9 0001074042 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 331000000.00 331000000.00 0.0084 N 330999040.10 330999040.10 FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.330000% 30601WZM4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-21 2015-12-21 N N Y Deal Sponsor BANK OF MONTREAL N/A N/A 100000000.00 99981666.66 0.0025 N 99987460.00 99987460.00 FEDERAL RESERVE BANK OF NEW YORK FEDERAL RESERVE BANK OF NEW YORK 0.050000% 98599G006_0.0500_M151201_2M49 0001457970 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2021-08-15 2.125000 Treasury Debt 486852900.00 498000696.30 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 498000000.00 498000000.00 0.0126 N 498000000.00 498000000.00 FIFTH THIRD BANK (CINCINNATI BRANCH) FIFTH THIRD BANK (CINCINNATI BRANCH) 0.320000% 31677NFZ4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 195000000.00 195000000.00 0.0049 N 195020710.95 195020710.95 GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.110000% 36960MZ30 Other Commercial Paper N First Tier Security N/A N/A 2015-12-03 2015-12-03 N N N 367000000.00 366997757.22 0.0093 N 366996476.80 366996476.80 GFRE HOLDINGS LLC GFRE HOLDINGS LLC 0.220000% 36169XAA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y FEDERAL HOME LOAN BANKS N/A N/A Y FEDERAL HOME LOAN BANKS N/A N/A N 3665000.00 3665000.00 0.0001 N 3665000.00 3665000.00 GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.090000% 38399H002_0.0900_M151204_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2023-03-01 2.432000 Government Agency Debt 11904128.00 11108712.90 Fannie Mae 2035-09-01 2.068000 Government Agency Debt 2578.00 445.02 Fannie Mae 2037-01-01 2.230000 Government Agency Debt 150000.00 13575.90 Fannie Mae 2042-08-01 3.500000 Government Agency Debt 20642240.00 15122996.96 Fannie Mae 2044-03-01 4.500000 Government Agency Debt 30388.00 8518.07 Freddie Mac 2016-03-01 6.500000 Government Agency Debt 70205.00 7.38 Freddie Mac 2016-03-01 8.000000 Government Agency Debt 1280306.00 59.15 Freddie Mac 2016-03-01 8.000000 Government Agency Debt 40000.00 8.68 Freddie Mac 2016-04-01 7.000000 Government Agency Debt 4000000.00 62.71 Freddie Mac 2016-11-01 6.000000 Government Agency Debt 95801.00 135.73 Freddie Mac 2017-03-01 7.500000 Government Agency Debt 2000000.00 580.21 Freddie Mac 2017-09-01 5.500000 Government Agency Debt 249237.00 1167.17 Freddie Mac 2018-07-01 6.000000 Government Agency Debt 25696.00 102.08 Freddie Mac 2019-09-01 5.500000 Government Agency Debt 105000.00 5922.28 Freddie Mac 2020-01-01 5.000000 Government Agency Debt 372000.00 8635.15 Freddie Mac 2028-07-01 7.000000 Government Agency Debt 449654.00 1584.91 Freddie Mac 2029-08-01 7.000000 Government Agency Debt 521350.00 13366.75 Freddie Mac 2030-01-01 8.000000 Government Agency Debt 207400.00 660.57 Freddie Mac 2030-06-01 6.500000 Government Agency Debt 171721.00 1215.71 Freddie Mac 2030-08-01 2.500000 Government Agency Debt 5469.00 5377.00 Freddie Mac 2030-11-01 7.000000 Government Agency Debt 25000.00 63.58 Freddie Mac 2030-11-01 8.000000 Government Agency Debt 673852.00 5008.67 Freddie Mac 2030-12-01 7.500000 Government Agency Debt 27900.00 117.69 Freddie Mac 2031-02-01 7.500000 Government Agency Debt 130000.00 347.75 Freddie Mac 2031-03-01 7.000000 Government Agency Debt 1108904.00 7082.67 Freddie Mac 2031-03-01 7.000000 Government Agency Debt 59000.00 1512.58 Freddie Mac 2031-03-01 8.000000 Government Agency Debt 194000.00 7426.52 Freddie Mac 2031-03-01 8.500000 Government Agency Debt 208083.00 402.83 Freddie Mac 2031-04-01 7.000000 Government Agency Debt 92316.00 370.74 Freddie Mac 2031-06-01 7.000000 Government Agency Debt 70000.00 499.26 Freddie Mac 2031-08-01 7.000000 Government Agency Debt 110000.00 485.29 Freddie Mac 2031-10-01 7.000000 Government Agency Debt 234412.00 7905.96 Freddie Mac 2031-11-01 7.000000 Government Agency Debt 75000.00 6011.10 Freddie Mac 2031-12-01 7.000000 Government Agency Debt 51943.00 94.72 Freddie Mac 2032-01-01 6.500000 Government Agency Debt 44320.00 459.45 Freddie Mac 2032-01-01 7.000000 Government Agency Debt 28000.00 1152.07 Freddie Mac 2032-01-01 7.000000 Government Agency Debt 15000.00 827.43 Freddie Mac 2032-02-01 7.000000 Government Agency Debt 193081.00 1384.64 Freddie Mac 2032-02-01 7.000000 Government Agency Debt 27050.00 489.00 Freddie Mac 2032-03-01 3.500000 Government Agency Debt 19710.00 11769.42 Freddie Mac 2032-03-01 6.000000 Government Agency Debt 35000.00 316.39 Freddie Mac 2032-03-01 6.500000 Government Agency Debt 71700.00 669.34 Freddie Mac 2032-03-01 6.500000 Government Agency Debt 29200.00 142.66 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 25381.00 1348.62 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 41101.00 1217.18 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 33162.00 1060.80 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 170770.00 945.56 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 77719.00 846.07 Freddie Mac 2032-03-01 7.000000 Government Agency Debt 40939.00 259.45 Freddie Mac 2032-03-01 8.000000 Government Agency Debt 97486.00 1429.62 Freddie Mac 2032-04-01 7.000000 Government Agency Debt 26531.00 461.81 Freddie Mac 2032-05-01 6.500000 Government Agency Debt 25000.00 166.30 Freddie Mac 2032-05-01 7.000000 Government Agency Debt 59000.00 978.37 Freddie Mac 2032-05-01 7.000000 Government Agency Debt 629788.00 930.92 Freddie Mac 2032-05-01 7.000000 Government Agency Debt 57090.00 432.19 Freddie Mac 2032-05-01 7.000000 Government Agency Debt 185089.00 325.41 Freddie Mac 2032-05-01 7.000000 Government Agency Debt 43105.00 162.89 Freddie Mac 2032-05-01 7.500000 Government Agency Debt 13737.00 313.38 Freddie Mac 2032-06-01 7.000000 Government Agency Debt 45000.00 423.28 Freddie Mac 2032-06-01 7.000000 Government Agency Debt 56593.00 193.41 Freddie Mac 2032-06-01 7.000000 Government Agency Debt 17676.00 110.06 Freddie Mac 2032-07-01 6.000000 Government Agency Debt 2538.00 138.19 Freddie Mac 2032-07-01 6.000000 Government Agency Debt 1560.00 134.32 Freddie Mac 2032-08-01 6.000000 Government Agency Debt 2782.00 491.75 Freddie Mac 2032-08-01 6.500000 Government Agency Debt 75000.00 891.21 Freddie Mac 2032-08-01 6.500000 Government Agency Debt 79400.00 806.27 Freddie Mac 2032-08-01 6.500000 Government Agency Debt 33900.00 382.04 Freddie Mac 2032-08-01 7.000000 Government Agency Debt 6012.00 121.34 Freddie Mac 2032-09-01 6.000000 Government Agency Debt 11756.00 972.74 Freddie Mac 2032-09-01 6.500000 Government Agency Debt 122429.00 1591.02 Freddie Mac 2032-09-01 6.500000 Government Agency Debt 25800.00 1475.95 Freddie Mac 2032-11-01 6.000000 Government Agency Debt 260243.00 1348.57 Freddie Mac 2033-01-01 5.500000 Government Agency Debt 25000.00 1009.55 Freddie Mac 2033-01-01 6.000000 Government Agency Debt 53000.00 1491.51 Freddie Mac 2033-01-01 6.000000 Government Agency Debt 23000.00 1449.83 Freddie Mac 2033-04-01 5.500000 Government Agency Debt 90200.00 8840.56 Freddie Mac 2033-07-01 5.500000 Government Agency Debt 71486.00 9882.49 Freddie Mac 2033-10-01 5.500000 Government Agency Debt 1365000.00 78808.59 Freddie Mac 2033-10-01 5.500000 Government Agency Debt 235000.00 11921.80 Freddie Mac 2034-01-01 7.000000 Government Agency Debt 12000.00 446.29 Freddie Mac 2034-02-01 6.000000 Government Agency Debt 18000.00 730.28 Freddie Mac 2034-07-01 5.500000 Government Agency Debt 142668.00 8135.88 Freddie Mac 2034-08-01 6.000000 Government Agency Debt 175000.00 6687.37 Freddie Mac 2043-08-01 3.500000 Government Agency Debt 23795.00 22963.03 First Tier Security N/A N/A 2015-12-04 2015-12-04 N N N 26000000.00 26000000.00 0.0007 N 25999773.80 25999773.80 GOLDMAN SACHS & CO GOLDMAN SACHS & CO 0.100000% 38399H002_0.1000_M151201_2M49 0000769993 Government Agency Repurchase Agreement Y Fannie Mae 2042-01-01 4.000000 Government Agency Debt 4715997.00 3223344.40 Freddie Mac 2040-07-20 4.500000 Government Agency Debt 50000000.00 8009748.11 Freddie Mac 2043-10-20 4.500000 Government Agency Debt 32329047.00 6110170.89 Freddie Mac 2044-02-20 4.500000 Government Agency Debt 31983270.00 9482509.25 Freddie Mac 2044-12-20 4.000000 Government Agency Debt 15000000.00 8692730.08 Freddie Mac 2044-12-20 4.500000 Government Agency Debt 4705600.00 2186455.50 Freddie Mac 2045-02-01 4.000000 Government Agency Debt 20261877.00 20240254.53 Freddie Mac 2045-10-20 4.500000 Government Agency Debt 8432577.00 8354787.32 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 65000000.00 65000000.00 0.0016 N 65000000.00 65000000.00 GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.340000% 38346MZE7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N Y Deal Sponsor BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A 50000000.00 49993861.11 0.0013 N 49996850.00 49996850.00 HSBC BANK PLC HSBC BANK PLC 0.330000% 40433FET2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-04 2016-01-04 N N N 307000000.00 307000000.00 0.0078 N 306989869.00 306989869.00 HSBC BANK PLC HSBC BANK PLC 0.432500% 40433FFN4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-21 2016-07-19 N N N 24000000.00 23999230.00 0.0006 N 24000072.24 24000072.24 HSBC BANK PLC HSBC BANK PLC 0.408300% 40433FFP9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-01 2016-08-01 N N N 289000000.00 289000000.00 0.0073 N 288998557.89 288998557.89 HSBC BANK PLC HSBC BANK PLC 0.453300% 40433FFY0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-23 2016-06-23 N N N 307000000.00 307000000.00 0.0078 N 307006143.07 307006143.07 HSBC BANK USA NA (NEW YORK BRANCH) HSBC BANK USA NA (NEW YORK BRANCH) 0.400000% 40428AJ81 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 56000000.00 56000000.00 0.0014 N 56002610.16 56002610.16 HSBC USA INC (NEW YORK BRANCH) HSBC USA INC (NEW YORK BRANCH) 0.470000% 40434PDS2 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-04-26 2016-04-26 N N N 140000000.00 139731316.65 0.0035 N 139690348.00 139690348.00 ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.540000% 926VGY002 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2016-05-02 2016-05-02 N N N 108000000.00 108000000.00 0.0027 N 108028955.88 108028955.88 ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.340000% 927BNX009 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 136000000.00 136000000.00 0.0034 N 136001089.36 136001089.36 ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.380000% 927DMQ001 0000319432 Certificate of Deposit N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 186000000.00 186000000.00 0.0047 N 186010492.26 186010492.26 ING US FUNDING LLC ING US FUNDING LLC 0.430000% 4497W0CE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-14 2016-03-14 N Y ING Bank NV N/A N/A N 254000000.00 253684475.56 0.0064 N 253716993.20 253716993.20 ING US FUNDING LLC ING US FUNDING LLC 0.440600% 4497W0CE6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-14 2016-03-14 N Y ING Bank NV N/A N/A N 106000000.00 105865262.22 0.0027 N 105881894.80 105881894.80 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.130000% 46899T004_0.1300_M151201_2M49 0001168163 Government Agency Repurchase Agreement Y Fannie Mae 2042-09-01 3.500000 Government Agency Debt 53925.00 40607.82 Fannie Mae 2043-02-01 3.000000 Government Agency Debt 9261481.00 7409055.65 Freddie Mac 2039-01-15 4.500000 Government Agency Debt 36270000.00 14322386.38 Freddie Mac 2039-01-15 4.500000 Government Agency Debt 80000000.00 4114070.47 Freddie Mac 2040-04-15 2.000000 Government Agency Debt 74300000.00 12448052.74 Freddie Mac 2042-07-01 3.500000 Government Agency Debt 799079.00 598624.61 Freddie Mac 2049-04-15 3.500000 Government Agency Debt 12000000.00 12292222.26 GNMA 2038-01-16 2.750000 Government Agency Debt 11324957.00 4275247.32 GNMA 2045-05-20 3.500000 Government Agency Debt 16392079.00 16599732.97 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 70000000.00 70000000.00 0.0018 N 70000000.00 70000000.00 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.750000% 921ACP006_0.7500_M160228_2M49 0001168163 Other Repurchase Agreement N ABN AMRO BK N V AMSTERDAM BRH FR 4.75%072825 2025-07-28 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8605000.00 8786627.64 ABN AMRO BK N. V. 2018-10-30 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 300000.00 304048.00 ABN AMRO BK NV 2016-01-22 1.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 622000.00 625078.21 AGATE BAY MTG TR 2015-4 A-19 20450625 FLT 2045-06-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2093788.00 1979137.79 ALLSTATE CORP 2043-06-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 100000.00 104595.50 ALTRIA GROUP INC 2022-08-09 2.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1066000.00 1057032.27 AMERICAN EXP CRT CP 2018-11-05 1.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 99030.00 99255.99 AMERICAN EXP CRT CP 2019-03-18 0.889600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7750000.00 7680941.30 AMERICAN EXPRESS CR CORP MTNBE FR 2.6%091420 2020-09-14 2.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7294000.00 7365035.46 AMERICAN EXPRESS CR CORP MTNBE VR 081514-081519 2019-08-15 0.810500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10476000.00 10320695.34 AMERICAN EXPRESS CR CORP MTNBE VR 081514-081519 2019-08-15 0.810500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2643000.00 2603818.04 AMERICAN EXPRESS CR CORP MTNBE VR 092314-092217 2017-09-22 0.619200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2235000.00 2225433.31 AMERICAN INTL GRP INC 2037-11-15 6.820000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 840000.00 1018703.00 AMERICOLD 2010 LLC TRUST 2029-01-17 6.811000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 402.00 459.34 AMERIPRISE FINL INC SR GLBL NT3.7%24 2024-10-15 3.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 165000.00 169510.28 ANZ NEW ZEALAND INTL LTD 144A FR 1.125%032416 2016-03-24 1.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13799000.00 13851884.67 APOLLO MGMT HLDGS L P 2024-05-30 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4150000.00 4131242.00 ASTRAZENECA PLC SR GLBL NT 45 2045-11-16 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2750000.00 2728141.32 AT&T INC GLBL FLT NT 20 2020-06-30 1.256600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2220000.00 2219254.82 AUSTRALIA & NEW ZEALA BKG VR 051513-051518 2018-05-15 0.880500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2494131.04 AWAS AVIATION CAPITAL LIMITED 2016-10-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 28874000.00 6022105.81 B2R MTG TR 2015 1 2048-05-15 3.469000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2986815.00 2927100.85 BAMLL COML MTG TR 2015-HAUL A-1 20430708 3.4 2043-07-08 3.418000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 64015.00 64600.61 BANK AMER CORP FR 3.875%080125 2025-08-01 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3293000.00 3416848.36 BANK AMER CORP SR NT 5.625%16 2016-10-14 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6580000.00 6878715.55 BANK OF AMERICA 2016-08-15 0.650500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 45000.00 44840.75 BANK TOKYO-MITSUBISHI LTD N Y SR FL 144A NT 17 2017-03-10 0.742000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1250000.00 1249836.11 BBCMS TR 2014-BXO 2027-08-16 3.195800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10616782.00 10503570.61 BBCMS TR 2014-BXO 2027-08-16 3.195800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2893353.00 2862499.91 BERKSHIRE HATHAWAY FIN CORP SR NT 1.3%18 2018-05-15 1.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1970000.00 1963049.18 BHMS 2014-ATLS MTG TR 2033-07-08 4.690500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 242629.00 246076.34 BHMS 2014-ATLS MTG TR 2033-07-08 4.690500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 95210.00 96562.77 BOCA HOTEL PORT TR 2013-BOCA C 20260815 FLT 2026-08-15 2.345800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 643168.00 643453.18 BRANDYWINE OPER PARTNERSHIP L SR NT 3.95%23 2023-02-15 3.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 988230.83 BROOKFIELD RESIDENTIAL PROPERTIES 2025-05-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7425000.00 6962097.66 CAPITAL ONE BK USA NATL ASSN SR FLT NT 17 2017-02-13 0.814400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 981000.00 977227.62 CELGENE CORPORATION 2017-08-15 1.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9270000.00 9373746.74 CGWF COML MTG 2013 RKWH 2030-11-15 3.295800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12624242.00 12601079.41 CITIGROUP INC DEP SHS FX/FL Q 2099-01-01 5.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4933000.00 4987265.74 CITIGROUP INC SUB GLBL NT 27 2027-09-29 4.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 13868000.00 13967992.12 CITIGROUP INC SUB GLBL NT 27 2027-09-29 4.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6374000.00 6419958.31 CMMNWLTH BNK OF AUS 2017-03-24 1.576500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3025080.75 COCA COLA CO SR GLBL NT 25 2025-10-27 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 726.00 715.01 COMCAST CORP SPL A 2037-08-15 6.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1568000.00 2112708.82 COMM 2014 KY0 MTG TR 2027-06-11 2.546000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5058158.00 5020549.19 COMMERZBANK AG FR 2023-09-19 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5172000.00 6088862.70 COMMERZBANK AG FR 2023-09-19 8.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4093000.00 4818583.73 COMMONWEALTH BK AUSTRALIA REGS VR 110215-110218 2018-11-02 1.118900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2004900.51 CREDIT AGRICOLE S A FR 3.875%041524 2024-04-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6342000.00 6514843.28 CREDIT SUISSE INTERNATIONAL LW TIER II 23 2023-08-08 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1312000.00 1456611.56 CSMLT TRUST 2015-2 A-7 20450825 FLT 2045-08-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2984000.00 2878914.88 CVS HEALTH CORP SR GLBL NT 35 2035-07-20 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3493000.00 3699870.01 CWALT INC 2005 53T2 2037-09-17 3.953000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7046260.00 7311622.74 CWALT INC 2005 53T2 2037-09-17 3.953000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4783982.00 4964147.16 DARDEN RESTAURANTS INC 2017-10-15 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1105622.50 DEUTSCHE BANK A G SUB GLBL NT 28 2028-05-24 4.296000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3190000.00 3013548.34 EMD FINANCE LLC 144A BD 2.4%20 2020-03-19 2.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 271000.00 268578.16 ENERGY EAST CORP SR GLBL NT 36 2036-07-15 6.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1485000.00 1857590.21 EQT MIDSTREAM PARTNERS LP SR NT 4%24 2024-08-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1595000.00 1411100.04 EXPORKLORE SA 2031-12-05 4.036200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29710889.00 29861164.20 EXPORKLORE SA 2031-12-05 4.036200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2454408.00 2466822.19 FIRSTKEY MTG TR 2015 1 2045-03-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3.00 2.47 FORD MOTOR CREDIT COMPANY 2016-06-15 3.984000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4200000.00 4337927.99 FREEPORT MCMORAN COOPER 2017-03-01 2.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3823000.00 3633055.31 FREEPORT-MCMORAN INC SR GLBL NT2.3%17 2017-11-14 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5310000.00 4797703.00 FREEPORT-MCMORAN INC SR NT 2.375%18 2018-03-15 2.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1914000.00 1646763.33 FREEPORT-MCMORAN INC SR NT 2.375%18 2018-03-15 2.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1196000.00 1029011.99 GENERAL ELEC CAP CORP MTN BE SUB DEB 6.375%67 2067-11-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1067000.00 1136521.72 GENERAL ELEC CAP CORP MTN BE VR 021307-021517 2017-02-15 0.490500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2663000.00 2661137.90 GENERAL ELEC CAPT CORP 2017-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1327000.00 1444650.16 GENERAL ELECTRIC CO NT 5.25%17 2017-12-06 5.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 778000.00 858550.23 GENL ELEC CAPT CORP 2020-09-16 4.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 990000.00 1092883.83 GOLDMAN SACHS GROUP INC SR -D FLT NT 18 2018-04-30 1.521900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1803000.00 1821585.77 GOLDMAN SACHS GROUP INC SR GLBL NT 20 2020-09-15 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10345000.00 10460958.83 GOLDMAN SACHS GROUP INC SR GLBL NT 20 2020-09-15 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4130000.00 4176293.86 GOLDMAN SACHS GROUP INC SUB NT 5.15%45 2045-05-22 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 4956472.22 Goldman Sachs Group Inc. 2045-10-21 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3550000.00 3600146.71 Goldman Sachs Group, Inc 2025-10-21 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000000.00 20148883.34 GRACE MTG TR 2014-GRCE A 20280612 3.3 2028-06-12 3.368700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2038.00 2111.75 GS MTG SECS TR 2014 GC21 2047-09-12 3.931000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6705805.00 7060387.11 GS MTG SECS TR 2014 GC21 2047-09-12 3.931000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 192407.00 202580.88 HILTON USA TR 2013 HLT 2030-11-07 3.714100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20500000.00 20528684.34 HSBC BK USA N A GLOBAL FR 7%011539 2039-01-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 505000.00 655883.90 HSBC HOLDINGS PLC 2024-03-14 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2110000.00 2148976.39 HSBC USA INC SR FLT NT 17 2017-06-23 0.626000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 950000.00 946784.30 JP MORGAN MTG TR 2015-3 A-19 20450525 FLT 2045-05-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3502318.00 3199757.04 JP MORGAN MTG TR 2015-3 A-19 20450525 FLT 2045-05-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2587477.00 2363948.03 KELLOGG CO SR NT 4%20 2020-12-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7451000.00 8001877.28 KEYSPAN CORP SR GLBL NT 35 2035-04-01 5.803000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 121254.59 KINDER MORGAN 2023-09-01 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1666000.00 1382084.91 LB UBS COMMERCIAO 2039-03-15 5.720000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3806724.00 3836528.11 LB UBS COMMERCIAO 2039-03-15 5.720000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1825508.00 1839800.51 LLOYDS BANK PLC SR FLT NT 18 2018-03-16 0.855500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1943000.00 1936821.26 M & T BK CORP FIX/FLT PFD SR-E 2049-01-01 6.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2049000.00 2211511.31 MACQUARIE GRP LTD SR MTN 144A VR 013114-013117 2017-01-31 1.328900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1482000.00 1485680.68 MACYS RETAIL HLDGS INC SR NT 5.125%42 2042-01-15 5.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 905000.00 827802.37 MARATHON OIL CORP 2017-10-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1183000.00 1266819.49 MARRIOTT INTL INC NEW SR -I NT6.375%17 2017-06-15 6.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2777000.00 3047948.42 MATTEL INC 2023-03-15 3.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7865000.00 7536341.31 MICROSOFT CORP SR NT 2.7%25 2025-02-12 2.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4041000.00 3990729.96 MICROSOFT CORP SR NT 3.5%35 2035-02-12 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3635000.00 3377060.40 MIDAMERICAN ENERGY HLDGS NEW SR NT 3.75%23 2023-11-15 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 426000.00 436335.83 MORGAN STANLEY CAP I 2014-150E A 20320913 3.9 2032-09-13 3.912000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 21199482.00 22047376.49 MORGAN STANLEY CAP I TR 2047-09-17 5.387500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9725897.00 10714449.88 NOMURA HLDGS INC 2016-09-13 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 188000.00 189610.74 NORDEA BK AB EURO MTN FR 4.875%051321 2021-05-13 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 295000.00 319866.16 NORDEA BK AB MTN 144A FR 2.375%040419 2019-04-04 2.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3800000.00 3847364.89 NORDEA BK AB MTN 144A SR 144A NT2.5%20 2020-09-17 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 12872000.00 12925540.36 ONCOR ELECTRIC DELEVERY LLC 2038-09-01 7.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 331000.00 445261.75 ONEOK 2022-02-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1057000.00 881589.38 PEPSICO INC SR NT 1.85%20 2020-04-30 1.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 75000.00 74432.38 PERRIGO FIN PLC 2021-12-15 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1767000.00 1764352.45 PMT LN TR 2013-J1 2043-09-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 784689.00 655051.82 POPULAR INC 2019-07-01 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6918000.00 6945479.84 PPL CAPITAL FUNDING, INC 2044-03-15 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 71000.00 75266.15 PRUDENTIAL FINANCIAL INC 2068-06-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9061000.00 10698115.07 PRUDENTIAL FINANCIAL INC 2068-06-15 8.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34000.00 40143.02 PUBLIC SER ELEC & GAS 2040-03-01 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 140000.00 165574.81 RABOBANK NEDERLAND NY FR 3.375%052125 2025-05-21 3.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 994963.75 RIO TINTO FIN USA PLC SR NT 3.5%22 2022-03-22 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3062000.00 3039467.08 ROYAL BK OF CANADA 2016-03-08 0.702000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1845000.00 1849167.86 ROYAL BK OF CDA BD CDS FR 2.35%103020 2020-10-30 2.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3942788.00 3927562.27 SAN DIEGO GAS ELECTRIC CO 2040-05-15 5.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 564000.00 663585.01 SANTANDER UK GROUP HLDGS PLC 2045-09-15 5.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5595000.00 5743931.91 SEQUOIA MTG 2013 6 2043-05-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5964310.00 4652386.08 SEQUOIA MTG TR 2013 2043-05-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 40321002.00 31904259.37 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11474437.00 7904284.70 SEQUOIA MTG TR 2013-3 2043-03-25 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9821643.00 6765740.44 SIGNET UK FIN PLC 2024-06-15 4.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1607000.00 1632152.23 SLM CORP 2019-01-15 5.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 29549.85 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 2193014.00 2203085.17 STANFORD LELAND JUNIOR UNIVERSITY BOARD OF TRUSTEE 2042-05-01 4.013000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 107000.00 107926.91 SUMITOMO MITSUI FINL GRP INC GLBL REGS BD 24 2024-04-02 4.436000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 900000.00 927969.20 SUNTRUST PREF CPTL I 2049-01-01 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 609000.00 480095.00 TENN GAS PIPELINE 2027-03-15 7.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6830000.00 6999338.46 TIME WARNER 2023-03-15 8.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1866000.00 2334212.83 TIME WARNER CABLE INC 2020-02-01 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2177000.00 2351068.08 TIME WARNER CABLE INC 2020-02-01 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 186000.00 200872.15 TIME WARNER INC 2020-03-15 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2608000.00 2881491.18 TIME WARNER INC 2040-03-15 6.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1928000.00 2186943.25 TORONTO DOMINION BANK VR 072114-071316 2016-07-13 0.490600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 200000.00 200044.10 UNION PAC CORP SR GLBL NT 43 2043-04-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 454000.00 457823.82 UNIV OF CHGO 2042-10-01 4.683000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1500000.00 1635307.38 VERIZON COMMUNICATIONS INC SR NT 3%21 2021-11-01 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1226000.00 1230654.71 VERIZON COMMUNICATIONS INC SR NT 6%41 2041-04-01 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 493000.00 552304.61 WELLS FARGO CO MTN BE FR 3.55%092925 2025-09-29 3.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3630000.00 3693388.88 WELLS FARGO CO MTN BE FR 4.65%110444 2044-11-04 4.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9316000.00 9124540.67 WINWATER MTG LN TR 2015-4 A-7 20450620 FLT 2045-06-20 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5736945.00 5706001.19 WISCONSIN ENERGY CORP 2020-06-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2039000.00 2061884.94 WISCONSIN ENERGY CORP 2020-06-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 469000.00 474263.87 XTO ENERGY INC 2036-04-01 6.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 420000.00 545322.63 First Tier Security N/A N/A 2016-02-28 2016-02-28 N N N 509000000.00 509000000.00 0.0129 Y 509132159.70 509132159.70 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.080000% 992JYG007_0.0800_M151207_2M49 0001168163 Treasury Repurchase Agreement Y UNITED STATES TREASURY 2024-05-15 2.500000 Treasury Debt 50620800.00 52021488.66 First Tier Security N/A N/A 2015-12-07 2015-12-07 Y JP MORGAN SECURITIES LLC N/A N/A N N 51000000.00 51000000.00 0.0013 N 51000000.51 51000000.51 JPMORGAN CHASE BANK NA JPMORGAN CHASE BANK NA 0.465200% 48125LGG1 Other Note N First Tier Security N/A N/A 2016-01-19 2016-09-16 N N N 110000000.00 110000000.00 0.0028 N 110018810.00 110018810.00 JPMORGAN CHASE BANK NA JPMORGAN CHASE BANK NA 0.480400% 48125LMV1 Other Note N First Tier Security N/A N/A 2016-01-22 2016-10-21 N N N 95000000.00 95000000.00 0.0024 N 94997910.00 94997910.00 JPMORGAN CHASE BANK NA (NEW YORK BRANCH) JPMORGAN CHASE BANK NA (NEW YORK BRANCH) 0.334800% 46639XBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 273000000.00 273000000.00 0.0069 N 272997543.00 272997543.00 LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 0.150000% 51489NMK5 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 46000000.00 46000000.00 0.0012 N 46000294.86 46000294.86 LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.150000% 51489NMP4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 44000000.00 44000000.00 0.0011 N 44000352.44 44000352.44 LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.150000% 51489NMT6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 81000000.00 81000000.00 0.0020 N 81000648.81 81000648.81 LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE(NEW YORK BRANCH) 0.120000% 51489NMV1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 26000000.00 26000000.00 0.0007 N 26000010.66 26000010.66 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.360000% 53945GJT9 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 378000000.00 378000000.00 0.0096 N 378002649.78 378002649.78 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.520000% 53945GKE0 Certificate of Deposit N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N N 44000000.00 44000000.00 0.0011 N 44025397.24 44025397.24 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.310000% 53945GKW0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-21 2015-12-21 N N N 175000000.00 175000000.00 0.0044 N 175016626.75 175016626.75 LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 0.500000% 53945GKY6 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 88000000.00 88000000.00 0.0022 N 88043622.48 88043622.48 MACQUARIE BANK LTD MACQUARIE BANK LTD 0.330000% 55607KAN6 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 18000000.00 17991420.00 0.0005 N 17994011.40 17994011.40 MACQUARIE BANK LTD MACQUARIE BANK LTD 0.330000% 55607KAR7 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-25 2016-01-25 N N N 11750000.00 11744076.04 0.0003 N 11745723.00 11745723.00 MACQUARIE BANK LTD MACQUARIE BANK LTD 0.340000% 55607KB13 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 25000000.00 24985361.11 0.0006 N 24989062.50 24989062.50 MACQUARIE BANK LTD MACQUARIE BANK LTD 0.430000% 55607KBN5 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 6000000.00 5994051.66 0.0002 N 5996010.00 5996010.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.130000% 06399U000_0.1300_M151201_2M49 0000065100 Government Agency Repurchase Agreement Y Fannie Mae 2028-04-25 1.750000 Government Agency Debt 20420964.00 15097924.02 Fannie Mae 2031-10-25 3.000000 Government Agency Debt 25001000.00 15328996.75 Fannie Mae 2031-10-25 3.000000 Government Agency Debt 8759130.00 5370747.01 Fannie Mae 2043-02-25 2.000000 Government Agency Debt 25000000.00 14587533.81 Fannie Mae 2044-10-25 3.000000 Government Agency Debt 8017709.00 7481634.29 GNMA 2045-11-20 2.750000 Government Agency Debt 15000000.00 15263164.17 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 71000000.00 71000000.00 0.0018 N 71000000.00 71000000.00 MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 0.660000% 921ACQ004_0.6600_M160104_2M49 0000065100 Other Repurchase Agreement N BAMILL COML MTG SECS TR 2014 INLD 2029-12-17 2.724900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32675000.00 30322117.90 BAMLL COML MTG SECS TR 2015 ASHF 2028-01-18 5.197000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 32922000.00 32575509.67 BAMLL MEZZANINE SECS TR 2015 ASHF MZ A 2020-01-15 6.918800 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8315896.00 7115894.02 CIM TRUST 2015-2AG A-4 20570925 FLT 2057-09-25 3.449400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 38472000.00 38202352.96 CWCI 2048-08-17 5.254000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 26266961.00 26791227.65 GCCFC 2037-04-10 5.607400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 134245000.00 25043863.21 JPMCC 2006-LDP8 AJ 2045-05-15 5.480000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000000.00 25575983.33 LBUBS 2006-C7 AJ 2038-11-15 5.407000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34116136.00 30277931.40 MASTR RES TRUST SER 2008 2037-08-27 0.599100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 53593511.00 14073546.01 SENIOR HOMEOWNER ASSISTANCE PROGRAM REVERSE MTG 2053-05-26 6.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 55000000.00 36354822.78 SPRINGLEAF MTG LN 2057-09-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 24269000.00 24612756.90 SPRINGLEAF MTG TR 2013 3 2057-09-25 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 27021000.00 27827021.42 WBCMT 2006-C27 AJ 2045-07-17 5.825000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25024919.00 25076972.91 First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 299000000.00 299000000.00 0.0076 Y 298978711.20 298978711.20 MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.420000% 60682AYC4 Certificate of Deposit N First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 140000000.00 140000000.00 0.0035 N 140024711.40 140024711.40 MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.420000% 60682AYJ9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 21000000.00 21000000.00 0.0005 N 21003931.41 21003931.41 MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.400000% 60682AZK5 Certificate of Deposit N First Tier Security N/A N/A 2016-01-21 2016-01-21 N N N 241000000.00 241000000.00 0.0061 N 241037839.41 241037839.41 MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.400000% 60682AZL3 Certificate of Deposit N First Tier Security N/A N/A 2016-01-22 2016-01-22 N N N 176000000.00 176000000.00 0.0044 N 176027387.36 176027387.36 MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.400000% 60682AZP4 Certificate of Deposit N First Tier Security N/A N/A 2016-01-27 2016-01-27 N N N 14000000.00 14000000.00 0.0004 N 14002045.54 14002045.54 MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) MITSUBISHI UFJ TRUST & BANKING CORP (USA) (NEW YORK BRANCH) 0.310000% 60682AZR0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 1000000.00 1000000.00 0.0000 N 1000058.51 1000058.51 MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 0.420000% 60682AE36 Certificate of Deposit N First Tier Security N/A N/A 2016-02-24 2016-02-24 N N N 8000000.00 8000000.00 0.0002 N 8000190.40 8000190.40 MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORPORATION (NEW YORK BRANCH) 0.500000% 60682AB54 Certificate of Deposit N First Tier Security N/A N/A 2016-04-13 2016-04-13 N N N 12000000.00 12000000.00 0.0003 N 11999761.20 11999761.20 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.330000% 60689DJX2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 38000000.00 38000000.00 0.0010 N 38001957.38 38001957.38 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.500000% 60689DKQ5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 393000000.00 393000000.00 0.0099 N 393031247.43 393031247.43 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.360000% 60689DMX8 Certificate of Deposit N First Tier Security N/A N/A 2016-02-12 2016-02-12 N N N 5000000.00 5000000.00 0.0001 N 5000040.50 5000040.50 MIZUHO SECURITIES USA INC MIZUHO SECURITIES USA INC 0.140000% 60686N005_0.1400_M151201_2M49 0000812291 Government Agency Repurchase Agreement Y 0.40 FHLB 16 QB 2016-10-28 0.400000 Government Agency Debt 7280000.00 7268538.04 0.50 FHLB 16 83 2016-10-17 0.500000 Government Agency Debt 4000000.00 3996508.89 0.50 FHLB 16 G3823 2016-09-28 0.500000 Government Agency Debt 1510000.00 1508129.28 1.00 FHLB 17 G4254 2017-12-19 1.000000 Government Agency Debt 2650000.00 2648934.11 1.75 FHLB 18 FM 2018-12-14 1.750000 Government Agency Debt 600000.00 612185.67 1.75 FHLB 20 5I 2020-06-12 1.750000 Government Agency Debt 850000.00 856950.17 1.875 FHLB 21 UM 2021-06-11 1.875000 Government Agency Debt 14000000.00 14065549.17 2.125 FHLB 15 SH 2015-12-21 2.125000 Government Agency Debt 8785000.00 8877729.34 2.375 FHLB 21 YP 2021-03-12 2.375000 Government Agency Debt 2040000.00 2102517.50 2.81 FHLB 25 TQ 2025-08-04 2.810000 Government Agency Debt 8750000.00 8957046.88 FEDERAL HOME LOAN BANKS 2017-02-17 0.229000 Government Agency Debt 500000.00 499351.35 Freddie Mac 2016-06-17 0.400000 Government Agency Debt 3700000.00 3706577.78 Freddie Mac 2018-06-04 1.050000 Government Agency Debt 1000000.00 1000603.33 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 55000000.00 55000000.00 0.0014 N 55000000.00 55000000.00 NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 0.300000% 927AQX008 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2016-02-12 2016-02-12 N N N 13000000.00 13000000.00 0.0003 N 13000100.10 13000100.10 NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 0.060000% ATD0EKCU4 0000833029 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 776000000.00 776000000.00 0.0196 N 776000000.00 776000000.00 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.400000% 63307UGV7 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 108000000.00 108000000.00 0.0027 N 108020650.68 108020650.68 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.440000% 63307UGX3 Certificate of Deposit N First Tier Security N/A N/A 2016-01-15 2016-01-15 N N N 84000000.00 84000000.00 0.0021 N 84023352.84 84023352.84 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.450000% 63307UGZ8 Certificate of Deposit N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N N 1000000.00 1000000.00 0.0000 N 1000307.71 1000307.71 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA (NEW YORK BRANCH) 0.550000% 63307UHL8 Certificate of Deposit N First Tier Security N/A N/A 2016-02-18 2016-02-18 N N N 1000000.00 1000000.00 0.0000 N 1000543.01 1000543.01 NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 0.400000% 63873FUN6 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 368000000.00 368000000.00 0.0093 N 368003426.08 368003426.08 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.300100% 65409RAU4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-28 2016-01-28 N N Y Deal Sponsor COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA N/A N/A 58000000.00 57971966.66 0.0015 N 57964354.36 57964354.36 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.060000% 65409SZ19 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N Y Deal Sponsor COOPERATIEVE CENTRALE RAIFFEISEN-BOERENLEENBANK BA N/A N/A 66000000.00 66000000.00 0.0017 N 65999752.50 65999752.50 NORDEA BANK FINLAND PLC (NEW YORK BRANCH) NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.335000% 65558LEY4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 384000000.00 384000000.00 0.0097 N 384000733.44 384000733.44 NORDEA BANK FINLAND PLC (NEW YORK BRANCH) NORDEA BANK FINLAND PLC (NEW YORK BRANCH) 0.390000% 65558LLG5 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 53000000.00 53000000.00 0.0013 N 53000265.00 53000265.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.470000% 67983TDL7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-04-20 2016-04-20 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 10000000.00 9981591.66 0.0003 N 9979647.00 9979647.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.510000% 67983TEG7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-05-16 2016-05-16 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 7000000.00 6983439.16 0.0002 N 6980955.10 6980955.10 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.360000% 67983UZG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 29711000.00 29706543.35 0.0008 N 29709110.38 29709110.38 OVERSEA CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.370000% 69033LAY5 Certificate of Deposit N First Tier Security N/A N/A 2016-02-18 2016-02-18 N N N 134000000.00 134000000.00 0.0034 N 134019337.54 134019337.54 OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORP LTD (NEW YORK BRANCH) 0.110000% 69033LBB4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 86000000.00 86000000.00 0.0022 N 85999793.60 85999793.60 OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.520000% 69033QC30 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-03-03 2016-03-03 N N N 6000000.00 5991940.00 0.0002 N 5995707.60 5995707.60 OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) 0.180000% 69033LAP4 Certificate of Deposit N First Tier Security N/A N/A 2016-01-05 2016-01-05 N N N 8000000.00 8000000.00 0.0002 N 7999800.00 7999800.00 OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) 0.180000% 69033LAQ2 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 190000000.00 190000000.00 0.0048 N 189995744.00 189995744.00 OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) OVERSEA-CHINESE BANKING CORPORATION LIMITED (NEW YORK BRANCH) 0.240000% 69033LAU3 Certificate of Deposit N First Tier Security N/A N/A 2016-01-06 2016-01-06 N N N 70000000.00 70000000.00 0.0018 N 70002373.70 70002373.70 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.160000% 71838MZG8 Other Commercial Paper N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 50000000.00 49996666.66 0.0013 N 49996735.00 49996735.00 PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.160000% 71838MZH6 Other Commercial Paper N First Tier Security N/A N/A 2015-12-17 2015-12-17 N N N 75000000.00 74994666.66 0.0019 N 74994757.50 74994757.50 RABOBANK NEDERLAND (NEW YORK BRANCH) RABOBANK NEDERLAND (NEW YORK BRANCH) 0.470000% 21685VKD0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-04 2016-04-04 N N N 468000000.00 468000000.00 0.0118 N 468000000.00 468000000.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.500000% 21685VHA0 Certificate of Deposit N First Tier Security N/A N/A 2016-02-19 2016-02-19 N N N 108000000.00 108000000.00 0.0027 N 108035813.88 108035813.88 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.350000% 21685VHF9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 160000000.00 160000000.00 0.0040 N 160017393.60 160017393.60 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.370000% 21685VHJ1 Certificate of Deposit N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 66000000.00 66000000.00 0.0017 N 66008706.06 66008706.06 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.430000% 21685VKC2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-16 2016-03-16 N N N 259000000.00 259000000.00 0.0065 N 259011528.09 259011528.09 RIDGEFIELD FUNDING CO LLC RIDGEFIELD FUNDING CO LLC 0.420000% 76582JB29 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-02 2016-02-02 N N Y Deal Sponsor BNP Paribas SA N/A N/A 13000000.00 12990445.00 0.0003 N 12991171.70 12991171.70 RIDGEFIELD FUNDING CO LLC RIDGEFIELD FUNDING CO LLC 0.450600% 76582JC10 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N Y Deal Sponsor BNP Paribas SA N/A N/A 25000000.00 24971562.50 0.0006 N 24972527.50 24972527.50 RIDGEFIELD FUNDING CO LLC RIDGEFIELD FUNDING CO LLC 0.350000% 76582KZ20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N Y Deal Sponsor BNP Paribas SA N/A N/A 92000000.00 91999105.56 0.0023 N 91999319.20 91999319.20 RIDGEFIELD FUNDING CO LLC RIDGEFIELD FUNDING CO LLC 0.350000% 76582KZ38 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-03 2015-12-03 N N Y Deal Sponsor BNP Paribas SA N/A N/A 36000000.00 35999300.00 0.0009 N 35999596.80 35999596.80 RIDGEFIELD FUNDING CO LLC RIDGEFIELD FUNDING CO LLC 0.360000% 76582KZ79 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N Y Deal Sponsor BNP Paribas SA N/A N/A 67000000.00 66995980.00 0.0017 N 66998110.60 66998110.60 ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.443200% 78008FBK9 Other Note N First Tier Security N/A N/A 2016-01-07 2016-09-06 N N N 75000000.00 75000000.00 0.0019 N 74997750.00 74997750.00 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.304500% 78009NSW7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2015-12-10 N N N 120000000.00 120000000.00 0.0030 N 119998440.00 119998440.00 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.303200% 78009NTF3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-07 2016-01-06 N N N 236000000.00 236000000.00 0.0060 N 235997876.00 235997876.00 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.331000% 78009NTQ9 Certificate of Deposit N First Tier Security N/A N/A 2015-12-29 2016-02-25 N N N 75000000.00 75000000.00 0.0019 N 74999325.00 74999325.00 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.325800% 78009NTY2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-14 2016-04-13 N N N 414000000.00 414000000.00 0.0105 N 414000832.14 414000832.14 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.445500% 78009NVJ2 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-08-31 N N N 125000000.00 125000000.00 0.0032 N 124996750.00 124996750.00 ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 0.484000% 78009NWF9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-04 2016-10-03 N N N 243000000.00 243000000.00 0.0061 N 242995140.00 242995140.00 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.410000% 82124LB35 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-03 2016-02-03 N N Y Deal Sponsor Barclays Bank Plc N/A N/A 101000000.00 100926382.23 0.0026 N 100930158.50 100930158.50 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.410000% 82124LB43 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-04 2016-02-04 N N Y Deal Sponsor Barclays Bank Plc N/A N/A 63000000.00 62953362.50 0.0016 N 62955534.60 62955534.60 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.410000% 82124LB84 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N Y Deal Sponsor Barclays Bank Plc N/A N/A 110000000.00 109913558.35 0.0028 N 109916158.00 109916158.00 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.420000% 82124LBH4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-17 2016-02-17 N N Y Deal Sponsor Barclays Bank Plc N/A N/A 140000000.00 139872600.00 0.0035 N 139874966.00 139874966.00 SHEFFIELD RECEIVABLES CORP SHEFFIELD RECEIVABLES CORP 0.420000% 82124LBJ0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-18 2016-02-18 N N Y Deal Sponsor Barclays Bank Plc N/A N/A 79000000.00 78927188.34 0.0020 N 78928370.70 78928370.70 SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 0.100000% ATD0EKCN0 0000917311 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-07 2015-12-07 N N N 395000000.00 395000000.00 0.0100 N 395000000.00 395000000.00 SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.470000% 83050FAN1 Certificate of Deposit N First Tier Security N/A N/A 2016-04-26 2016-04-26 N N N 84000000.00 84000000.00 0.0021 N 84003377.64 84003377.64 SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 0.480000% 83051H6V3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-05 2016-04-05 N N N 112000000.00 112000000.00 0.0028 N 112029860.32 112029860.32 SMITHSONIAN INSTITUTION SMITHSONIAN INSTITUTION SERIES VRDN 0.150000% 832432AA6 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y NORTHERN TRUST COMPANY (THE) N/A N/A N N 27500000.00 27500000.00 0.0007 N 27500000.00 27500000.00 SOCIETE GENERALE SA SOCIETE GENERALE SA 0.330000% 83369BA48 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-04 2016-01-04 N N N 257000000.00 256919901.68 0.0065 N 256967515.20 256967515.20 STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 0.335500% 8574P1FB7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-11 2016-03-11 N N N 163000000.00 163000000.00 0.0041 N 163003424.63 163003424.63 STATE STREET BANK AND TRUST COMPANY STATE STREET BANK AND TRUST COMPANY 0.416800% 8574P1GP5 Certificate of Deposit N First Tier Security N/A N/A 2015-12-21 2016-05-20 N N N 57000000.00 57000000.00 0.0014 N 57000969.57 57000969.57 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000% 86563QBY5 Certificate of Deposit N First Tier Security N/A N/A 2016-02-22 2016-02-22 N N N 30000000.00 30000690.69 0.0008 N 29998095.00 29998095.00 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000% 86563QCH1 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 111000000.00 111000000.00 0.0028 N 110983505.40 110983505.40 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563QDR8 Certificate of Deposit N First Tier Security N/A N/A 2016-04-27 2016-04-27 N N N 75000000.00 75000000.00 0.0019 N 74983507.50 74983507.50 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563QDY3 Certificate of Deposit N First Tier Security N/A N/A 2016-04-25 2016-04-25 N N N 100000000.00 100000000.00 0.0025 N 99979530.00 99979530.00 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.300000% 86563QFU9 Certificate of Deposit N First Tier Security N/A N/A 2016-01-26 2016-01-26 N N N 20000000.00 20000000.00 0.0005 N 19999872.00 19999872.00 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000% 86563QFX3 Certificate of Deposit N First Tier Security N/A N/A 2016-02-19 2016-02-19 N N N 100000000.00 100000000.00 0.0025 N 99997060.00 99997060.00 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000% 86563QGT1 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 18000000.00 18000000.00 0.0005 N 17997332.40 17997332.40 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.330000% 86563R2N7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 136000000.00 135999999.89 0.0034 N 136001728.56 136001728.56 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.330000% 86563R3K2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 109000000.00 109000000.00 0.0028 N 109005505.59 109005505.59 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R4V7 Certificate of Deposit N First Tier Security N/A N/A 2016-03-17 2016-03-17 N N N 47000000.00 47000000.00 0.0012 N 47002044.97 47002044.97 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R6B9 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 66000000.00 66000000.00 0.0017 N 66000535.26 66000535.26 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R6F0 Certificate of Deposit N First Tier Security N/A N/A 2016-03-24 2016-03-24 N N N 81000000.00 81000000.00 0.0020 N 81000656.91 81000656.91 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R6J2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-29 2016-03-29 N N N 88000000.00 88000000.00 0.0022 N 87998408.08 87998408.08 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.400000% 86563R7G7 Certificate of Deposit N First Tier Security N/A N/A 2016-02-01 2016-02-01 N N N 6000000.00 6000204.12 0.0002 N 6000742.86 6000742.86 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.500000% 86563R7M4 Certificate of Deposit N First Tier Security N/A N/A 2016-04-04 2016-04-04 N N N 34000000.00 34000000.00 0.0009 N 33998167.74 33998167.74 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.410000% 86563RA73 Certificate of Deposit N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 8000000.00 8000000.00 0.0002 N 8001482.48 8001482.48 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.410000% 86563RC97 Certificate of Deposit N First Tier Security N/A N/A 2016-01-12 2016-01-12 N N N 19000000.00 19000000.00 0.0005 N 19003553.19 19003553.19 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.370000% 86563RV88 Certificate of Deposit N First Tier Security N/A N/A 2015-12-18 2015-12-18 N N N 85000000.00 85000000.00 0.0021 N 85008874.85 85008874.85 SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 0.330000% 86563RZ76 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 10000000.00 10000000.00 0.0003 N 10000064.10 10000064.10 SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NEW YORK BRANCH) 0.350000% 86563KQ89 Certificate of Deposit N First Tier Security N/A N/A 2016-02-10 2016-02-10 N N N 53000000.00 53000000.00 0.0013 N 52997768.70 52997768.70 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.340000% 86563KG49 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2015-12-09 N N N 26000000.00 26000000.00 0.0007 N 26001378.26 26001378.26 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.340000% 86563KG64 Certificate of Deposit N First Tier Security N/A N/A 2015-12-10 2015-12-10 N N N 124000000.00 124000000.00 0.0031 N 124007156.04 124007156.04 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.340000% 86563KG72 Certificate of Deposit N First Tier Security N/A N/A 2015-12-11 2015-12-11 N N N 209000000.00 209000000.00 0.0053 N 209013085.49 209013085.49 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.330000% 86563KH71 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2015-12-08 N N N 8000000.00 8000000.00 0.0002 N 8000366.48 8000366.48 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.330000% 86563KJ53 Certificate of Deposit N First Tier Security N/A N/A 2015-12-16 2015-12-16 N N N 37000000.00 37000000.00 0.0009 N 37002893.77 37002893.77 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) 0.380000% 86563KR39 Certificate of Deposit N First Tier Security N/A N/A 2016-02-16 2016-02-16 N N N 316000000.00 316000000.00 0.0080 N 315986949.20 315986949.20 SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.325000% 86563KP23 Certificate of Deposit N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 12000000.00 12000000.00 0.0003 N 11999134.80 11999134.80 SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NEW YORK BRANCH) 0.430000% 86563KS20 Certificate of Deposit N First Tier Security N/A N/A 2016-02-23 2016-02-23 N N N 5000000.00 5000000.00 0.0001 N 4999970.50 4999970.50 SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 0.060000% ATD0EKCW0 0001448613 Other Instrument Security is a time deposit. N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 540000000.00 540000000.00 0.0136 N 540000000.00 540000000.00 SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 0.400000% 86958DH62 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 189000000.00 189000000.00 0.0048 N 189000774.90 189000774.90 SWEDBANK AB SWEDBANK AB 0.390000% 87019RAS5 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-26 2016-01-26 N N N 60000000.00 59963600.00 0.0015 N 59974638.00 59974638.00 SWEDBANK AB NEW YORK BRANCH SWEDBANK AB NEW YORK BRANCH 0.100000% 87019UCH0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-04 2015-12-04 N N N 400000000.00 400000000.00 0.0101 N 399998840.00 399998840.00 TENDERFOOT SEASONAL HSG LLC COLO HSG FACS TENDERFOOT SEASONAL HSG LLC COLO HSG FACS REV MULTI FAM HOUSING SERIES 2000B 0.240000% 88033VAB3 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y Wells Fargo Bank NA N/A N/A Y Wells Fargo Bank NA N/A N/A N 3000000.00 3000000.00 0.0001 N 3000000.00 3000000.00 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.460000% 88602TAK9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-01-19 2016-01-19 N N Y Deal Sponsor Royal Bank of Canada N/A N/A 41000000.00 40974329.44 0.0010 N 40981664.80 40981664.80 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.316800% 89113EHV1 Certificate of Deposit N First Tier Security N/A N/A 2015-12-21 2016-03-21 N N N 193000000.00 193000000.00 0.0049 N 192996526.00 192996526.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.000000% 89113EL46 Certificate of Deposit N First Tier Security N/A N/A 2016-11-07 2016-11-07 N N N 104000000.00 104000000.00 0.0026 N 104064210.64 104064210.64 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.465500% 89113EM37 Certificate of Deposit N First Tier Security N/A N/A 2015-12-14 2016-08-12 N N N 42000000.00 42000000.00 0.0011 N 42001008.42 42001008.42 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.450000% 89113EP83 Certificate of Deposit N First Tier Security N/A N/A 2016-03-28 2016-03-28 N N N 3000000.00 3000000.00 0.0001 N 3000366.03 3000366.03 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.381500% 89113EQU3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-29 2016-05-27 N N N 26000000.00 26000000.00 0.0007 N 26000832.26 26000832.26 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.400000% 89113ER24 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 276000000.00 276000000.00 0.0070 N 276000000.00 276000000.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.347000% 89113ESK3 Certificate of Deposit N First Tier Security N/A N/A 2015-12-16 2016-03-16 N N N 89000000.00 89000000.00 0.0022 N 89001869.89 89001869.89 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.347300% 89113ESQ0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-17 2016-03-17 N N N 365000000.00 365000000.00 0.0092 N 365007303.65 365007303.65 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.300000% 89113EXB7 Certificate of Deposit N First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 88000000.00 88000000.00 0.0022 N 88000423.28 88000423.28 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 0.620000% 89113EYE0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-25 2016-04-25 N N N 44000000.00 44000000.00 0.0011 N 44014001.24 44014001.24 TORONTO-DOMINION BANK/THE (NEW YORK BRANCH) TORONTO-DOMINION BANK/THE (NEW YORK BRANCH) 0.500000% 89113EF76 Certificate of Deposit N First Tier Security N/A N/A 2016-05-20 2016-05-20 N N N 114000000.00 114000000.00 0.0029 N 113937892.80 113937892.80 TORONTO-DOMINION BANK/THE (NEW YORK BRANCH) TORONTO-DOMINION BANK/THE (NEW YORK BRANCH) 0.500000% 89113EK21 Certificate of Deposit N First Tier Security N/A N/A 2016-06-01 2016-06-01 N N N 56000000.00 56000000.00 0.0014 N 55959405.60 55959405.60 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.370000% 89233GAM8 Other Commercial Paper N First Tier Security N/A N/A 2016-01-21 2016-01-21 N N N 252000000.00 251867909.97 0.0064 N 251906457.60 251906457.60 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.380300% 89233GBR6 Other Commercial Paper N First Tier Security N/A N/A 2016-02-25 2016-02-25 N N N 100000000.00 99909222.23 0.0025 N 99917833.00 99917833.00 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.310000% 89233HZ23 Other Commercial Paper N First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 31000000.00 30999733.05 0.0008 N 30999748.90 30999748.90 TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.310000% 89233HZE7 Other Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N N 50000000.00 49994402.78 0.0013 N 49996635.00 49996635.00 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.500000% 90267RX38 Certificate of Deposit N First Tier Security N/A N/A 2016-02-03 2016-02-03 N N N 114000000.00 114000000.00 0.0029 N 114046399.14 114046399.14 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.545000% 90267RZ85 Certificate of Deposit N First Tier Security N/A N/A 2016-03-01 2016-03-01 N N N 78000000.00 78000000.00 0.0020 N 78043922.58 78043922.58 UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.400000% 91127PA76 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-07 2016-01-07 N N N 143000000.00 142941211.10 0.0036 N 142974946.40 142974946.40 UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.400000% 91127PA84 Financial Company Commercial Paper N First Tier Security N/A N/A 2016-01-08 2016-01-08 N N N 23000000.00 22990288.89 0.0006 N 22995839.30 22995839.30 UNITED STATES TREASURY UNITED STATES TREASURY 0.224000% 912828H60 Treasury Debt N First Tier Security N/A N/A 2015-12-01 2017-01-31 N N N 200000000.00 199998932.14 0.0051 N 200040000.00 200040000.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.308000% 912828M23 Treasury Debt N First Tier Security N/A N/A 2015-12-01 2017-10-31 N N N 200000000.00 199999998.84 0.0051 N 200024800.00 200024800.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.185000% 912828WK2 Treasury Debt N First Tier Security N/A N/A 2015-12-01 2016-01-31 N N N 264000000.00 263994771.36 0.0067 N 264030096.00 264030096.00 UNITED STATES TREASURY UNITED STATES TREASURY 0.210000% 912828WV8 Treasury Debt N First Tier Security N/A N/A 2015-12-01 2016-07-31 N N N 170000000.00 170000000.00 0.0043 N 170075480.00 170075480.00 VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.390000% 92512LBC4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2016-02-12 2016-02-12 N N Y Deal Sponsor Natixis SA N/A N/A 34000000.00 33973111.67 0.0009 N 33972184.60 33972184.60 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.340000% 92646LZE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-12-14 2015-12-14 N N Y Deal Sponsor BANK OF TOKYO-MITSUBISHI UFJ LTD N/A N/A 44000000.00 43994597.78 0.0011 N 43997228.00 43997228.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.457200% 94985H3V4 Other Note N First Tier Security N/A N/A 2015-12-15 2016-10-14 N N N 100000000.00 100000000.00 0.0025 N 99995100.00 99995100.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.499200% 94985HJ21 Other Note N First Tier Security N/A N/A 2015-12-22 2016-10-21 N N N 275000000.00 275000000.00 0.0070 N 275004950.00 275004950.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.324800% 94988EDH8 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2016-02-08 N N N 54000000.00 54000000.00 0.0014 N 54000918.54 54000918.54 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.324800% 94988EDJ4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-09 2016-02-09 N N N 82000000.00 82000000.00 0.0021 N 82001312.82 82001312.82 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.361500% 94988EDT2 Certificate of Deposit N First Tier Security N/A N/A 2015-12-29 2016-02-26 N N N 150000000.00 150000000.00 0.0038 N 149997151.50 149997151.50 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.370600% 94988EG85 Certificate of Deposit N First Tier Security N/A N/A 2016-01-13 2016-05-05 N N N 43000000.00 43000000.00 0.0011 N 42994195.00 42994195.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.363300% 94988EGT9 Certificate of Deposit N First Tier Security N/A N/A 2015-12-21 2016-05-23 N N N 2000000.00 2000000.00 0.0001 N 2000082.02 2000082.02 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.510000% 94988EJH2 Certificate of Deposit N First Tier Security N/A N/A 2016-03-07 2016-03-07 N N N 161000000.00 161000000.00 0.0041 N 161109352.81 161109352.81 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.460000% 94988EKQ0 Certificate of Deposit N First Tier Security N/A N/A 2016-04-22 2016-04-22 N N N 165000000.00 165000000.00 0.0042 N 165100750.65 165100750.65 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.399300% 94988EM21 Certificate of Deposit N First Tier Security N/A N/A 2015-12-18 2016-05-19 N N N 28000000.00 28000000.00 0.0007 N 28000252.28 28000252.28 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.431000% 94988EME5 Certificate of Deposit N First Tier Security N/A N/A 2015-12-29 2016-05-26 N N N 250000000.00 250000000.00 0.0063 N 249531175.00 249531175.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.140000% 976PDT008_0.1400_M151201_2M49 0000827124 Government Agency Repurchase Agreement Y Freddie Mac 2045-06-01 3.500000 Government Agency Debt 246490775.00 249999999.75 Freddie Mac 2045-07-01 3.500000 Government Agency Debt 244757736.00 249999999.46 Freddie Mac 2045-09-01 3.500000 Government Agency Debt 193350524.00 198882719.44 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 672000000.00 672000000.00 0.0170 N 672000000.00 672000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.800000% 927CYE007_0.8000_M160304_2M49 0000072971 Other Repurchase Agreement N AMMC CLO XII LTD 2025-05-10 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3650000.00 2448971.15 ARES XXIV CLO LTD 2023-10-12 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000000.00 2871660.00 AVERY PT III INV LTD 2025-01-18 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1382848.00 BAYVIEW OPPORTUNITY MASTER FD III TR 2014 18NPL 2034-07-28 3.228200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2949611.00 1693773.98 BAYVIEW OPPORTUNITY MASTER FD IIIA TR 2014 21NPL 2034-12-28 3.474700 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29395647.00 23401295.31 BCC FDG X LLC 2015-1 A-1 20160620 0.8 2016-06-20 0.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 4944351.55 CARLYLE HIGH YIEDL PARTNERS VIII LTD 2021-05-21 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000000.00 5402496.00 CEDAR FDG II CLO LTD 2025-03-09 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 6820000.00 CIFC FDG 2014 LTD 2026-05-24 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000000.00 7208830.00 KINGSLAND V LTD KINGSLAND V 2021-07-14 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000000.00 2627488.00 NORTHWOODS CAP XI LTD 2025-04-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1300046.00 NORTHWOODS CAP XI LTD 2025-04-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 648904.00 OCTAGON INVT PARTNERS XII LTD 2023-05-05 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4025538.00 2916558.64 SELENE NON PERFORM LNS 2014-1 A 20540525 FLT 2054-05-25 2.981400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 10848786.88 SUNSET MTG CO 2014 NPL2 2044-11-16 3.721000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000000.00 9187844.75 U S RESIDENTIAL OPPORTUNITY FDIV TR 2015 1 2035-02-27 3.721300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11250000.00 8879847.78 US RESIDENTIAL OPPORTUNITY FDIII TR 2015 1 2035-01-27 3.721300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 17097761.00 12919114.64 VENTURE XII CLO LTD 2024-02-28 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4500000.00 2926260.00 VENTURE XIX CLO LTD 2027-01-15 0.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 273170.00 216915.19 VENTURE XVIII CLO LTD 2026-10-15 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 7500000.00 5921265.00 VOLT XXII LLC 2015-NPL4 A-1 20550225 FLT 2055-02-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16445000.00 10563326.42 WHITEHORSE IV LTD 2020-01-17 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 788409.00 WHITEHORSE VI LTD 2025-02-03 0.00 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6950000.00 4553695.60 First Tier Security N/A N/A 2016-03-04 2016-03-04 N N N 113000000.00 113000000.00 0.0029 Y 113015096.80 113015096.80 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.160000% 976PTX002_0.1600_M151201_2M49 0000072971 Other Repurchase Agreement N BANC AMER CMBS 2008-1 A-4 20510210 FLT 2051-02-10 6.215400 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15910000.00 13495384.40 COMMERCIAL MORTGAGE TRUST 2007-GG9 2039-03-10 5.444000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1800000.00 1572103.53 CSMC TRUST 2014-OAK1 1-A-1 20291125 FLT 2029-11-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5891000.00 4555204.25 EVERBANK MTG LN TR 2013 2 2043-06-25 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 230000.00 178049.31 JP MORGAN CHASE 2007-CIBC20 A-1A 20510212 FLT 2051-02-12 5.746000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 274336.00 198412.78 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 2390000.00 1870027.04 JP MORGAN MTG TR 2014-1 2A2 20440125 FLT 2044-01-25 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3350000.00 2774810.39 SEQUOIA MTG TRUST 2012-1 B-1 20420125 FLT 2042-01-25 4.237600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3105381.00 2705404.94 SEQUOIA MTG TRUST 2012-1 B-2 20420125 FLT 2042-01-25 4.237600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8315000.00 6969896.41 SEQUOIA MTG TRUST 2012-1 B-3 20420125 FLT 2042-01-25 4.237600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5197000.00 4193054.74 WELL FARGO COM MTG TR 2014-C19 D 20470315 4.2 2047-03-15 4.234000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 293000.00 253253.72 WELLS FARGO COML TR 2013-LC12 A-1 20460717 1.6 2046-07-17 1.676000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1540000.00 1186041.84 WELLS FARGO COML TR 2015-C29 D 20480617 FLT 2048-06-17 4.224600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4550000.00 3671555.46 WELLS FARGO COML TR 2015-C30 D 20580917 FLT 2058-09-17 4.496000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 1671264.68 WELLS FARGO COML TR 2015-NXS1 D 20480515 FLT 2048-05-15 4.105200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 826354.50 WFRBS COML MTG TR 2011-C3 A-2 20440317 3.2 2044-03-17 3.240000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 440000.00 329526.67 WFRBS COML MTG TR 2014-C20 A-1 20470517 1.2 2047-05-17 1.283000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 750000.00 554265.18 WFRBS COML MTG TR 2014-C22 D 20570917 FLT 2057-09-17 3.908100 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4400000.00 3595615.62 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 44000000.00 44000000.00 0.0011 N 44000000.00 44000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.250000% 976PTX002_0.2500_M151202_2M49 0000072971 Other Repurchase Agreement N ABB FIN USA INC GTD NT 1.625%17 2017-05-08 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 82000.00 82233.95 ACE INA HLDG INC SR GLBL NT 24 2024-05-15 3.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1883000.00 1904194.73 ACTAVIS FUNDING SCS SR FLT NT 18 2018-03-12 1.416000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 594000.00 597480.44 ACTAVIS FUNDING SCS SR NT 1.85%17 2017-03-01 1.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 15102000.00 15213356.27 ACTAVIS FUNDING SCS SR NT 2.35%18 2018-03-12 2.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 475000.00 481532.04 ACTAVIS FUNDING SCS SR NT 2.45%19 2019-06-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5037.95 ACTAVIS FUNDING SCS SR NT 4.55%35 2035-03-15 4.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6975000.00 6924564.94 ACTAVIS FUNDING SCS SR NT 4.75%45 2045-03-15 4.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5744000.00 5762988.71 AIG GLOBAL FUNDING FR 1.65%121517 2017-12-15 1.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 126182.81 ALEXANDRIA REAL ESTATE EQ INC SR NT 2.75%20 2020-01-15 2.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2707000.00 2703947.86 ALEXANDRIA REAL ESTATE EQ INC SR NT 3.9%23 2023-06-15 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6451000.00 6534572.71 ALEXANDRIA REAL ESTATE EQ INC SR NT 4.5%29 2029-07-30 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 842000.00 842808.32 AMEREN ILLINOIS CO 2022-09-01 2.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 365000.00 363195.08 AMERICAN INTL GROUP INC SR NT 2.3%19 2019-07-16 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4250000.00 4285959.72 AON CORP SR NT 3.125%16 2016-05-27 3.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 607000.00 613537.64 AON PLC SR GLBL BD4.6%44 2044-06-14 4.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5085000.00 5043206.94 APOLLO MGMT HLDGS L P 2024-05-30 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 526000.00 523622.48 BEAM INC 2017-05-15 1.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 25045.28 BERKSHIRE HATHAWAY FIN CORP SR FLT NT 17 2017-01-13 0.490600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 80000.00 80072.04 BERKSHIRE HATHAWAY FIN CORP SR NT 0.95%16 2016-08-15 0.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25030000.00 25152918.15 BERKSHIRE HATHAWAY FIN CORP SR NT 1.3%18 2018-05-15 1.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 920000.00 916753.93 BERKSHIRE HATHAWAY FIN CORP SR NT 2.45%15 2015-12-15 2.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 25303.48 BHP BILLITON FIN USA LTD GTD SRNT1.875%16 2016-11-21 1.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 30000.00 30233.36 BHP BILLITON FIN USA LTD SR NT 1.625%17 2017-02-24 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 29000.00 29181.06 BHP BILLITON FINANCE USA LTD 2023-09-30 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 213000.00 214002.52 BIOMED RLTY L P SR NT 3.85%16 2016-04-15 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 290000.00 293431.42 BRIXMOR OPERATING PRTSHP LP SR GLBL NT 25 2025-02-01 3.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 85000.00 84291.64 BROOKFIELD ASSET MGMT INC SR NT 4%25 2025-01-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 35000.00 35408.80 BROWN & BROWN INC 2024-09-15 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 115295.55 BURLINGTON NORTHERN SANTA FE LLC 2022-09-01 3.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2758000.00 2784891.26 CAPITAL ONE FINANCIAL CORPORATION 2024-04-24 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2451000.00 2479872.78 CAREFUSION CORP SR GLBL NT 24 2024-05-15 3.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 25000.00 25281.86 CBRE SVCS INC SR NT 4.875%26 2026-03-01 4.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 712000.00 714990.70 CC HOLDINGS GS V LLC CROWN CASTLE GS III 2023-04-15 3.849000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 154000.00 153022.29 COLUMBIA PPTY TR OPER PART SR NT 4.15%25 2025-04-01 4.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 730000.00 724964.01 COMERICA INC SB GLBL NT3.8%26 2026-07-22 3.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14000.00 14071.42 COMMONWEALTH EDISON CO 1ST MTG BD 2024 2024-11-01 3.100000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 20000.00 19838.14 CONOCOPHILLIPS CO 2018-05-15 0.650500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 496721.49 CONOCOPHILLIPS CO NT 2.2%20 2020-05-15 2.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1403000.00 1395783.90 CONOCOPHILLIPS CO SR GLBL NT 21 2021-11-15 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1954000.00 1950947.69 CONOCOPHILLIPS CO SR NT 1.05%17 2017-12-15 1.050000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 430000.00 428276.77 CORPORATE OFFICE PPTYS L P SR GLBL NT 5%25 2025-07-01 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1147000.00 1137226.29 DCT INDL OPER PARTNERSHIP LP SR GLBL NT4.5%23 2023-10-15 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 116106.88 DISCOVERY COMMUNICATIONS LLC SR NT 6.35%40 2040-06-01 6.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 561000.00 568637.23 DUKE ENERGY INDIANA INC 1M BD-UUU4.2%42 2042-03-15 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 275000.00 272915.50 DUKE ENERGY INDIANA INC 1M BD-VVV FLT16 2016-07-11 0.669600 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 5000.00 5004.16 DUKE ENERGY PROGRESS INC 1M BDS 4.15%44 2044-12-01 4.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 634000.00 637775.29 DUKE ENERGY PROGRESS LLC 1M BD - 4.2% 45 2045-08-15 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2227000.00 2242514.77 EATON CORP PLC SR NT 1.5%17 2017-11-02 1.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 489000.00 488861.45 EDUCATION RLTY OPER PARTNERSHI SR GLBL NT4.6%24 2024-12-01 4.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2100000.00 2119009.66 EMD FIN LLC 2017-03-17 0.684200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 500000.00 498808.75 ESSEX PORTFOLIO L P SR NT 3.375%23 2023-01-15 3.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2084000.00 2068570.59 EXELON GENERATION CO LLC SR NT 2.95%20 2020-01-15 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 845000.00 854423.86 FIRSTENEGRY SOLUTIONS CORP 2039-08-15 6.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 251108.33 GEORGIA-PACIFIC LLC SR GLBL 144A 25 2025-03-01 3.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 507000.00 505103.82 GLAXOSMITHKLINE CAP INC 2023-03-18 2.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 472000.00 475398.40 GLAXOSMITHKLINE CAP INC SR GLBL NT0.7%16 2016-03-18 0.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 234000.00 234526.50 GLAXOSMITHKLINE CAP PLC SR GLBL NT1.5%17 2017-05-08 1.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 556000.00 559756.71 GOLDMAN SACHS GROUP INC SUB NT 5.15%45 2045-05-22 5.150000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2637000.00 2614043.45 Goldman Sachs Group, Inc 2025-10-21 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 183000.00 184362.28 HCP INC SR NT 4.2%24 2024-03-01 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1224000.00 1238581.92 HEALTHCARE TRUST OF AMER HLDGS SR NT 3.375%21 2021-07-15 3.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 337000.00 337531.20 HEINZ H J CO SR 144A NT2.8%20 2020-07-02 2.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 34000.00 34440.00 HOST HOTELS & RESORTS LP SR -F NT 4.5%26 2026-02-01 4.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8638000.00 8682528.89 HYUNDAI CAP AMER INC SR NT 144A 17 2017-10-02 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 197000.00 197306.06 HYUNDAI CAP AMER INC SR REGS NT 17 2017-10-02 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 102000.00 102158.47 HYUNDAI CAP AMER INC SR REGS NT 19 2019-02-06 2.550000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000.00 4014.58 JPMORGAN CHASE & CO SUB GLBL NT 27 2027-10-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 717000.00 723187.11 KIMCO RLTY CORP SR NT 3.2%21 2021-05-01 3.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 364000.00 367329.79 LEGG MASON INC GLBL NT 3.95%24 2024-07-15 3.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 186000.00 187847.45 LEGG MASON, INC 2019-07-15 2.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 202000.00 203964.45 MARKEL CORP SR NT 3.625%23 2023-03-30 3.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 778000.00 774764.82 MARKEL CORP SR NT 5%43 2043-03-30 5.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4000.00 4024.45 MARSH & MCLENNAN COS INC SR GLBL NT 19 2019-09-10 2.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4370000.00 4397977.71 MARSH & MCLENNAN COS INC SR GLBL NT 20 2020-03-06 2.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 589000.00 591257.83 MARSH & MCLENNAN COS INC SR GLBL NT3.5%24 2024-06-03 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 11953000.00 12111476.84 MARSH & MCLENNAN COS INC SR GLBL NT3.5%25 2025-03-10 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1645000.00 1635504.69 MEDTRONIC INC SR NT 1.375%18 2018-04-01 1.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 341000.00 341451.30 METRO EDISON CO 2025-04-15 4.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 160350.40 MIDAMERICAN ENERGY CO 1MTG BD 4.25%46 2046-05-01 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1000000.00 1004840.56 MUFG AMERICAS HOLDINGS CORP SR NT 1.625%18 2018-02-09 1.625000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 362000.00 361283.39 MUFG AMERICAS HOLDINGS CORP SR NT 2.25%20 2020-02-10 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 830000.00 827290.05 MYLAN INC SR NT 1.8%16 2016-06-24 1.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 600000.00 604176.00 MYLAN INC SR NT 4.2%23 2023-11-29 4.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1540000.00 1542535.87 NATIONAL RETAIL PPTYS INC SR NT 3.8%22 2022-10-15 3.800000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1291000.00 1293801.47 NATIONAL RETAIL PPTYS INC SR NT 3.9%24 2024-06-15 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2401000.00 2433161.40 NATIONAL RURAL UTILS COOP FIN PFD TR 2.35%20 2020-06-15 2.350000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 112000.00 112617.21 NBC UNIVERSAL MEDIA LLC 2023-01-15 2.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1975000.00 1997596.47 NEW YORK LIFE GBL FDG MTN 144A FLT 144A NT 17 2017-12-15 0.617200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000000.00 3010997.50 NISSAN MTR ACCEP CORP FR 2.125%030320 2020-03-03 2.125000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1225000.00 1222238.14 NOVARTIS CAPITAL CORPORATION 2022-09-21 2.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1871000.00 1855919.74 NYSE EURONEXT SR NT 2%17 2017-10-05 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6696000.00 6765608.64 ONEBEACON U S HLDG INC GTD SR NT 4.6%22 2022-11-09 4.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2000000.00 2017426.67 PEARSON FUNDING FOUR PLC SR GLBL 144A 22 2022-05-08 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1178000.00 1170557.00 PIEDMONT OPER PARTNERSHIP LP SR BD 4.45%24 2024-03-15 4.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 826000.00 837457.31 PLAINS ALL AMERN PIPELINE L P SR NT 6.65%37 2037-01-15 6.650000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 333000.00 333521.98 PNC BK N A PITTSBURGH PA SR FLT NT 16 2016-01-28 0.633200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 250000.00 250200.70 PNC BK N A PITTSBURGH PA SR NT 1.3%16 2016-10-03 1.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 800000.00 804790.67 PPL WEM HOLDINGS PLC SR NT 144A 16 2016-05-01 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 125000.00 126632.71 PRINCIPAL FINL GROUP INC SR NT 1.85%17 2017-11-15 1.850000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 160000.00 160955.33 PRINCIPAL LIFE GLOBAL FDG II -6 FL 144A NT 16 2016-05-27 0.697000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4500000.00 4505481.38 PRUDENTIAL FINL INC 2044-03-15 5.200000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1029000.00 1036782.67 PRUDENTIAL FINL INC SR NT 5.375%45 2045-05-15 5.375000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 387000.00 390769.22 REALTY INCOME 2018-01-31 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 123000.00 124112.06 REGIONS FINL CORP NEW SR NT 2%18 2018-05-15 2.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 101000.00 100675.12 RIO TINTO FIN USA PLC 2018-12-14 2.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 90000.00 90230.85 RIO TINTO FIN USA PLC SR NT 3.5%22 2022-03-22 3.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 673000.00 668047.47 SCHEINDER ELEC SA 2022-09-27 2.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 16000.00 16008.20 SCHLUMBERGER NORGE AS GTD SR NT REGS16 2016-09-14 1.950000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 700000.00 707641.67 SCHLUMBERGER NORGE AS GTD SR NT REGS17 2017-08-01 1.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8000.00 7991.54 SES SR GLBL REGS 23 2023-04-04 3.600000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 8927.55 SES GLOBAL AMERS HLDGS GP SR GLBL 144A 19 2019-03-25 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 196000.00 195532.32 SES GLOBAL AMERS HLDGS GP SR GLBL REGS 19 2019-03-25 2.500000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 243000.00 242420.18 SYNCHRONY FINL 2019-08-15 3.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 115000.00 116539.85 SYNCHRONY FINL 2020-02-03 2.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 3000.00 2981.77 SYNCHRONY FINL SR GLBL NT 24 2024-08-15 4.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2950000.00 2981700.21 TANGER PPTYS LTD PARTNERSHIP SR GLBL NT 24 2024-12-01 3.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 554000.00 555947.77 TOTAL CAP CDA LTD GLBL NT 1.45%18 2018-01-15 1.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 10000.00 10054.58 TOTAL CAPITAL GTD GLBL NT 1%16 2016-08-12 1.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 6916000.00 6944286.44 TOTAL CAPITAL NT 0.75%16 2016-01-25 0.750000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 152000.00 152436.87 TOTAL CAPITAL SR GLBL NT 1%17 2017-01-10 1.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 272000.00 272744.98 TRI-STATE GENERATION &TRANSMIS 1M BD-E1 3.7% 24 2024-11-01 3.700000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 2500000.00 2506876.39 TYCO ELECTRONICS GROUP S A SR NT 3.45%24 2024-08-01 3.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 609000.00 615774.62 TYCO INTL GROUP S A SR GLBL NT3.9%26 2026-02-14 3.900000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 4779000.00 4843954.58 WATSON PHARMACEUTICALS INC 2017-10-01 1.875000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 167000.00 167451.60 WATSON PHARMACEUTICALS INC 2022-10-01 3.250000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1104000.00 1099259.85 WRIGLEY WM JR CO SR NT 144A 16 2016-10-21 1.400000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 110000.00 110485.83 XLIT LTD SR NT 2.3%18 2018-12-15 2.300000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 9000.00 9121.87 XLIT LTD SUB GLBL NT 25 2025-03-31 4.450000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 14064000.00 13963536.16 First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 182000000.00 182000000.00 0.0046 N 182000000.00 182000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.300000% 976PTX002_0.3000_M151202_2M49 0000072971 Other Repurchase Agreement N BANC AMERICA FDG 2008-R2 1-A-3 20370925 6.0 2037-09-25 6.000000 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1642856.00 983409.35 FDIC GUARANTEED NOTES TRUST 2010-S2 2046-01-02 0.888300 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 340000.00 143657.91 NRP MTG TR 2013-1 B5 20430725 FLT 2043-07-25 3.317900 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 1320413.00 660242.15 WELLS FARGO MTG LN 2012-RR1 TR 2037-08-27 3.133200 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 63269040.00 46124146.12 WELLS FARGO MTG LN TR SER 2011 RR4 2036-06-27 5.521500 Other Instrument common stocks, ETFs, corporate bonds, ABS, or non-agency collateralized mortgage obligations 8245085.00 2691496.32 First Tier Security N/A N/A 2015-12-02 2015-12-02 N N N 44000000.00 44000000.00 0.0011 N 44000000.00 44000000.00 WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.090000% 976PTZ007_0.0900_M151201_2M49 0000072971 Government Agency Repurchase Agreement Y Fannie Mae 2045-11-01 3.500000 Government Agency Debt 27145018.00 28185634.33 Fannie Mae 2045-12-01 3.500000 Government Agency Debt 123098077.00 127817096.49 First Tier Security N/A N/A 2015-12-01 2015-12-01 N N N 150000000.00 150000000.00 0.0038 N 150000000.00 150000000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.402200% 9612C4SA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-12-07 2016-07-05 N N N 74000000.00 73991684.69 0.0019 N 74002146.74 74002146.74 WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 0.480000% 96121TD47 Certificate of Deposit N First Tier Security N/A N/A 2016-02-08 2016-02-08 N N N 16000000.00 16000000.00 0.0004 N 16006361.76 16006361.76 WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 0.402000% 96121TF29 Certificate of Deposit N First Tier Security N/A N/A 2015-12-03 2016-08-03 N N N 350000000.00 350000000.00 0.0088 N 350011553.50 350011553.50 WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 0.324800% 96121TYV4 Certificate of Deposit N First Tier Security N/A N/A 2015-12-08 2016-02-08 N N N 174000000.00 174000000.00 0.0044 N 174003481.74 174003481.74 WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 0.325500% 96121TYX0 Certificate of Deposit N First Tier Security N/A N/A 2015-12-14 2016-02-12 N N N 110000000.00 110000000.00 0.0028 N 110000881.10 110000881.10 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WFW8 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 176010.70 176010.70 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 176010.70 176010.70 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WGE7 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 143064.53 143064.53 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 143064.53 143064.53 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJU8 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 549948.94 549948.94 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 549948.94 549948.94 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96335WJV6 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 1011882.81 1011882.81 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 1011882.81 1011882.81 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKB8 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 154020.30 154020.30 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 154020.30 154020.30 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKH5 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 110028.31 110028.31 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 110028.31 110028.31 Whistlejacket Capital, LLC Whistlejacket Capital, LLC 0.000000% 96432XKM4 Other Note N No Longer an Eligible Security N/A N/A 2015-12-31 2015-12-31 N N N 44002.47 44002.47 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 44002.47 44002.47 YAVAPAI CNTY ARIZ INDL DEV AUTH YAVAPAI CNTY ARIZ INDL DEV AUTH REV IDB & PCR (DRAKE CEMENT LLC) SERIES 2015 0.250000% 98521YAB5 Variable Rate Demand Note N First Tier Security N/A N/A 2015-12-07 2015-12-07 Y Bank of Nova Scotia N/A N/A Y Bank of Nova Scotia N/A N/A N 13000000.00 13000000.00 0.0003 N 13000000.00 13000000.00