0001145549-18-001158.txt : 20180207 0001145549-18-001158.hdr.sgml : 20180207 20180207171413 ACCESSION NUMBER: 0001145549-18-001158 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180131 FILED AS OF DATE: 20180207 DATE AS OF CHANGE: 20180207 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-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 18581928 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 Sweep Shares SWSXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2018-01-31 0000857156 549300I77JNLD629OV19 S000004504 1 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime Y 11 14 10006534696.15 9188704806.57 6940903797.94 7828520240.12 20461928694.56 19804036535.94 19737707124.09 19233480525.98 0.00 0.2807 0.2750 0.2086 0.2493 0.5741 0.5927 0.5932 0.6125 0.0000 0.17 30177971203.09 30177306736.60 24955903.20 21892303.36 30180370336.61 30178556945.1700 1.0000 0.0151 1.0000 1.0000 1.0000 1.0000 0.0000 C000012378 0.00 30180370336.61 30178556945.1700 1.0000 1.0000 1.0000 1.0000 0.0000 1647502751.38 1876159544.42 1585442447.67 3824806905.17 1582293132.00 1715948233.19 1580837096.53 3667507913.53 0.00 0.00 7339083174.95 13019346658.78 0.0092 Y Investment Advisor and its affiliates Voluntary 412,508 ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) 0.000000% 0018A3B78 213800VD256NU2D97H12 Financial Company Commercial Paper Y 2018-02-07 2018-02-07 2018-02-07 N Y ANZ BANK NEW ZEALAND LTD 1.0000 N 0.0142 85976221.00 85976221.00 0.0028 N N Y N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000% 00279JRZ7 R83QYRLEMH4ZSHI0L097 0000931061 Certificate of Deposit Y 2018-02-06 2018-02-06 2018-02-06 N Y Santander UK Plc 1.0000 N 0.0145 107999373.60 107999373.60 0.0036 N N Y N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.430000% 00279JUM2 R83QYRLEMH4ZSHI0L097 0000931061 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N Y Santander UK Plc 1.0000 N 0.0143 122000000.00 122000000.00 0.0040 N Y Y N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.430000% 00279JUS9 R83QYRLEMH4ZSHI0L097 0000931061 Certificate of Deposit Y 2018-02-06 2018-02-06 2018-02-06 N Y Santander UK Plc 1.0000 N 0.0145 45999852.80 45999852.80 0.0015 N N Y N ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.420000% 00279JUT7 R83QYRLEMH4ZSHI0L097 0000931061 Certificate of Deposit Y 2018-02-07 2018-02-07 2018-02-07 N Y Santander UK Plc 1.0000 N 0.0144 24999815.00 24999815.00 0.0008 N N Y N ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.000000% 02088XBF4 Asset Backed Commercial Paper Y 2018-02-15 2018-02-15 2018-02-15 N Y Credit Suisse AG 1.0000 N 0.0151 6995610.30 6995610.30 0.0002 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UB19 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0137 37996480.08 37996480.08 0.0013 N Y Y N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UB50 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0146 10997776.90 10997776.90 0.0004 N N Y N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UBC5 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-02-12 2018-02-12 2018-02-12 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0149 99950330.00 99950330.00 0.0033 N N N N BMW US CAPITAL LLC BMW US CAPITAL LLC 0.000000% 0556C3B59 KK5MZM9DIXLXZL9DZL15 Non-Financial Company Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y Bayerische Motoren Werke AG 1.0000 N 0.0143 24995052.50 24995052.50 0.0008 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 1.665000% 06053PYB7 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0169 98000040.18 98000040.18 0.0032 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 1.662500% 06053PYD3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0169 61000037.21 61000037.21 0.0020 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.400000% 06053PYG6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0142 251996850.00 251996850.00 0.0083 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.500000% 06053PZZ3 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-12 2018-04-12 2018-04-12 N N N 0.0154 73993258.60 73993258.60 0.0025 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.610000% 06371EC62 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2018-03-02 2018-03-02 2018-03-02 N N N 0.0148 6000664.86 6000664.86 0.0002 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.610000% 06371ED38 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0149 220024796.20 220024796.20 0.0073 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.550000% 06371EWM5 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0149 2000112.22 2000112.22 0.0001 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.716900% 06417GVU9 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2018-02-28 2018-03-28 2018-03-28 N N N 0.0153 95028215.95 95028215.95 0.0031 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 0.000000% 06417KCK3 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2018-03-19 2018-03-19 2018-03-19 N N N 0.0153 100798383.80 100798383.80 0.0033 N N N N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 2.009500% 06417LDX2 L3I9ZG2KFGXZ61BMYR72 0001041839 Financial Company Commercial Paper Y 2018-02-13 2018-02-13 2018-02-13 N N N 0.0143 288060194.88 288060194.88 0.0095 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.420000% 06539RCG0 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0153 135990779.20 135990779.20 0.0045 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.440000% 06539RDJ3 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0156 136985491.70 136985491.70 0.0045 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.450000% 06539REC7 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-03-06 2018-03-06 2018-03-06 N N N 0.0158 118984553.80 118984553.80 0.0039 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.650000% 06539RQX8 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0163 161003769.01 161003769.01 0.0053 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.600000% 06742TAX4 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0150 109005669.09 109005669.09 0.0036 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.440000% 06742TEF9 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0145 516999896.60 516999896.60 0.0171 N Y Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MB54 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y Societe Generale SA 1.0000 N 0.0152 49989465.00 49989465.00 0.0017 N N Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MB62 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Societe Generale SA 1.0000 N 0.0152 34991127.50 34991127.50 0.0012 N N Y N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MB88 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-02-08 2018-02-08 2018-02-08 N Y Societe Generale SA 1.0000 N 0.0153 141951748.40 141951748.40 0.0047 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MBC9 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-02-12 2018-02-12 2018-02-12 N Y Societe Generale SA 1.0000 N 0.0154 24987132.50 24987132.50 0.0008 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MBG0 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-02-16 2018-02-16 2018-02-16 N Y Societe Generale SA 1.0000 N 0.0156 9993076.00 9993076.00 0.0003 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MBL9 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-02-20 2018-02-20 2018-02-20 N Y Societe Generale SA 1.0000 N 0.0157 49956390.00 49956390.00 0.0017 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MC53 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N Y Societe Generale SA 1.0000 N 0.0161 21967451.00 21967451.00 0.0007 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BDA7 Asset Backed Commercial Paper Y 2018-04-10 2018-04-10 2018-04-10 N Y Royal Bank of Canada 1.0000 N 0.0168 9469446.10 9469446.10 0.0003 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MB11 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y Societe Generale SA 1.0000 N 0.0144 12999481.30 12999481.30 0.0004 N Y Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MB52 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y Societe Generale SA 1.0000 N 0.0146 120975545.90 120975545.90 0.0040 N N Y N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 0.000000% 09659KB17 KGCEPHLVVKVRZYO1T647 Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0148 240990119.00 240990119.00 0.0080 N Y Y N CAFCO LLC CAFCO LLC 0.000000% 1247P3B68 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Citibank NA 1.0000 N 0.0145 49987890.00 49987890.00 0.0017 N N Y N CAFCO LLC CAFCO LLC 0.000000% 1247P3CF7 8O46YQAGJ63WE5QHIG35 Asset Backed Commercial Paper Y 2018-03-15 2018-03-15 2018-03-15 N Y Citibank NA 1.0000 N 0.0157 48908404.30 48908404.30 0.0016 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UB67 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Citibank NA 1.0000 N 0.0145 9997582.00 9997582.00 0.0003 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.711200% 13606BJT4 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-02-22 2018-03-22 2018-03-22 N N N 0.0152 175049351.75 175049351.75 0.0058 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.726100% 13606BLG9 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-02-20 2018-04-17 2018-04-17 N N N 0.0158 163056399.63 163056399.63 0.0054 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.675000% 13606BMD5 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0142 30001710.30 30001710.30 0.0010 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KB14 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y Lloyds Bank Plc 1.0000 N 0.0144 54997800.00 54997800.00 0.0018 N Y Y N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KC70 Asset Backed Commercial Paper Y 2018-03-07 2018-03-07 2018-03-07 N Y Lloyds Bank Plc 1.0000 N 0.0157 998473.60 998473.60 0.0000 N N N N CARGILL INC CARGILL INC 0.000000% 14178MB15 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 36998594.00 36998594.00 0.0012 N Y Y N CARGILL INC CARGILL INC 0.000000% 14178MB23 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0137 176986494.90 176986494.90 0.0059 N N Y N CARGILL INC CARGILL INC 0.000000% 14178MB64 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0140 82680714.36 82680714.36 0.0027 N N Y N CARGILL INC CARGILL INC 0.000000% 14178MB72 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0143 155957229.48 155957229.48 0.0052 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115WB63 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Citibank NA 1.0000 N 0.0149 90977341.00 90977341.00 0.0030 N N Y N CHARTA LLC CHARTA LLC 0.000000% 16115WC13 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N Y Citibank NA 1.0000 N 0.0157 36953206.10 36953206.10 0.0012 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WD95 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-04-09 2018-04-09 2018-04-09 N Y Citibank NA 1.0000 N 0.0171 16695833.85 16695833.85 0.0006 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.530000% 17305TTB8 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2018-02-22 2018-02-22 2018-02-22 N N N 0.0150 223703201.15 223703201.15 0.0074 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.510000% 17305TTK8 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0150 132000555.72 132000555.72 0.0044 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GB11 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y JP Morgan Securities LLC 1.0000 N 0.0145 122195063.12 122195063.12 0.0040 N Y Y N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GC51 Asset Backed Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N Y JP Morgan Securities LLC 1.0000 N 0.0158 10984028.00 10984028.00 0.0004 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 1.731400% 19423EDM7 Asset Backed Commercial Paper Y 2018-02-26 2018-04-26 2018-04-26 N Y JP Morgan Securities LLC 1.0000 N 0.0160 31010230.31 31010230.31 0.0010 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.000000% 20272EBT4 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y 2018-02-27 2018-02-27 2018-02-27 N N N 0.0153 194775945.00 194775945.00 0.0065 N N N N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.430000% 22534H2J9 1VUV7VQFKUOQSJ21A208 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0142 311000251.91 311000251.91 0.0103 N N Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1C19 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N Y Credit Suisse AG 1.0000 N 0.0157 73906649.00 73906649.00 0.0024 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.420000% 23328AZK3 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0145 301998731.60 301998731.60 0.0100 N N Y N DNB BANK ASA DNB BANK ASA 0.000000% 2332K1B25 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0139 34997294.50 34997294.50 0.0012 N N Y N DNB BANK ASA DNB BANK ASA 0.000000% 2332K1B74 549300GKFG0RYRRQ1414 0001498632 Financial Company Commercial Paper Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0144 11996709.96 11996709.96 0.0004 N N Y N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 1.440000% 25158BD41 7LTWFZYICNSX8D621K86 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0145 312999906.10 312999906.10 0.0104 N Y Y N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WCS6 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y 2018-03-26 2018-03-26 2018-03-26 N Y Bank of Montreal 1.0000 N 0.0167 12967532.50 12967532.50 0.0004 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GBF9 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2018-02-15 2018-02-15 2018-02-15 N N N 0.0147 174893180.00 174893180.00 0.0058 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GC50 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0156 135805275.20 135805275.20 0.0045 N N N N GFRE HOLDINGS, LLC VARIABLE RATE DEMAND NOTES SERIES 2009A 1.560000% 36169XAA6 US36169XAA63 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2049-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0156 2790000.00 2790000.00 0.0001 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960MB10 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0138 101996103.60 101996103.60 0.0034 N Y Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960MB28 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0138 138989338.70 138989338.70 0.0046 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960MB69 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0140 59986002.00 59986002.00 0.0020 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960MB77 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0144 143960519.52 143960519.52 0.0048 N N Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MB11 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0143 10999563.30 10999563.30 0.0004 N Y Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MBP8 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-02-23 2018-02-23 2018-02-23 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0154 72928408.90 72928408.90 0.0024 N N N N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 1.600000% 41652PAA7 US41652PAA75 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0160 36000000.00 36000000.00 0.0012 N N Y N HOWARD UNIV TAXABLE BONDS SERIES 2016 1.470000% 442851AA9 US442851AA93 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2031-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0147 56000000.00 56000000.00 0.0019 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1B54 Financial Company Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y ING Bank NV 1.0000 N 0.0147 181962890.20 181962890.20 0.0060 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1B62 Financial Company Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y ING Bank NV 1.0000 N 0.0147 21994605.60 21994605.60 0.0007 N N Y N ING US FUNDING LLC ING US FUNDING LLC 1.675000% 44988KCJ6 Financial Company Commercial Paper Y 2018-02-08 2018-02-08 2018-02-08 N Y ING Bank NV 1.0000 N 0.0142 50002850.50 50002850.50 0.0017 N N N N JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.550000% 478271KA6 US478271KA63 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2043-08-15 Y US Bank NA 1.0000 7 N N N 0.0155 6700000.00 6700000.00 0.0002 N N Y N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFK0 Asset Backed Commercial Paper Y 2018-03-06 2018-03-06 2018-03-06 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0157 6991158.30 6991158.30 0.0002 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFX2 Asset Backed Commercial Paper Y 2018-02-07 2018-02-07 2018-02-07 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0143 88992915.60 88992915.60 0.0029 N N Y N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFY0 Asset Backed Commercial Paper Y 2018-02-09 2018-02-09 2018-02-09 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0144 77981241.00 77981241.00 0.0026 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MFZ7 Asset Backed Commercial Paper Y 2018-02-14 2018-02-14 2018-02-14 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0145 54980062.50 54980062.50 0.0018 N N N N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.440000% 51489NR95 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0145 82999983.40 82999983.40 0.0028 N Y Y N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.440000% 51489NS29 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0145 118999928.60 118999928.60 0.0039 N N Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.560000% 51500LVL2 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0149 191003497.21 191003497.21 0.0063 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.560000% 51500LVR9 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-02-13 2018-02-13 2018-02-13 N N N 0.0150 94002059.54 94002059.54 0.0031 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.530000% 51500LVY4 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0151 48000446.88 48000446.88 0.0016 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RB15 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0134 134994964.50 134994964.50 0.0045 N Y Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RC71 Asset Backed Commercial Paper Y 2018-03-07 2018-03-07 2018-03-07 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0159 998454.20 998454.20 0.0000 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RC89 Asset Backed Commercial Paper Y 2018-03-08 2018-03-08 2018-03-08 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0159 58906013.00 58906013.00 0.0020 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LB29 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0149 50995777.20 50995777.20 0.0017 N N Y N MAINE STATE HOUSING AUTH TAXABLE MORTGAGE PURCHASE RB SERIES 2017C 1.470000% 56052FGQ2 549300SO05LH6D240016 US56052FGQ28 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2047-11-15 Y Citibank NA 1.0000 7 Y N N 0.0147 39585000.00 39585000.00 0.0013 N N Y N MAINE STATE HOUSING AUTH TAXABLE MORTGAGE PURCHASE RB SERIES 2017E 1.470000% 56052FHZ1 549300SO05LH6D240016 US56052FHZ18 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2052-11-15 Y Barclays Bank PLC 1.0000 7 Y N N 0.0147 30000000.00 30000000.00 0.0010 N N Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MBD3 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-02-13 2018-02-13 2018-02-13 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0149 79957016.00 79957016.00 0.0026 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MBL5 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-02-20 2018-02-20 2018-02-20 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0153 21857442.59 21857442.59 0.0007 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MC18 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0156 33195204.47 33195204.47 0.0011 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UB25 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0144 49996005.00 49996005.00 0.0017 N N Y N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UBP4 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-02-23 2018-02-23 2018-02-23 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0149 65188097.33 65188097.33 0.0022 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UBS8 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-02-26 2018-02-26 2018-02-26 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0150 15982643.20 15982643.20 0.0005 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 0.000000% 59157UC57 54930024MDLTV1K1YL10 Asset Backed Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N Y METROPOLITAN LIFE INSURANCE COMPANY 1.0000 N 0.0154 32953476.60 32953476.60 0.0011 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000% 60683BBM4 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0168 4998248.50 4998248.50 0.0002 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.600000% 60683BDJ9 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0146 136000531.76 136000531.76 0.0045 N Y Y N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.753800% 60700ACW2 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0143 128013825.28 128013825.28 0.0042 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000% 60700AEW0 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0151 31998259.20 31998259.20 0.0011 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.747800% 60700AFH2 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-02-01 2018-03-01 2018-03-01 N N N 0.0147 36008280.36 36008280.36 0.0012 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.749500% 60700AGM0 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-02-15 2018-03-15 2018-03-15 N N N 0.0150 26008112.26 26008112.26 0.0009 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.420000% 60700ARJ5 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0144 92999953.50 92999953.50 0.0031 N Y Y N NRW BANK NRW BANK 0.000000% 62939MBM8 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0153 24977672.50 24977672.50 0.0008 N N N N NRW BANK NRW BANK 0.000000% 62939MC54 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0156 3994269.20 3994269.20 0.0001 N N N N NRW BANK NRW BANK 0.000000% 62939MC62 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-03-06 2018-03-06 2018-03-06 N N N 0.0157 49926050.00 49926050.00 0.0017 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1B18 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0147 220990961.10 220990961.10 0.0073 N Y Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 0.000000% 63873KB14 KX1WK48MPD4Y2NCUIZ63 0001503859 Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 97996175.06 97996175.06 0.0032 N Y Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 1.400000% 63873NMY4 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0141 27999991.60 27999991.60 0.0009 N Y Y N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 1.600000% 63873NNT4 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-03-07 2018-03-07 2018-03-07 N N N 0.0145 6000841.26 6000841.26 0.0002 N N N N NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.000000% 63975VB58 JLP5FSPH9WPSHY3NIM24 Financial Company Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0144 154969046.50 154969046.50 0.0051 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (555 10TH AVE) SERIES 2015B 1.530000% 64986U6L6 5493000LS7KCDB02O506 US64986U6L68 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2049-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0153 9000000.00 9000000.00 0.0003 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.470000% 64987BKN7 5493000LS7KCDB02O506 US64987BKN72 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2049-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0147 100000000.00 100000000.00 0.0033 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.500000% 64987BML9 5493000LS7KCDB02O506 US64987BML98 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2049-05-01 Y BANK OF NEW YORK MELLON/THE 1.0000 7 N N N 0.0150 19000000.00 19000000.00 0.0006 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (33 BOND ST) SERIES 2017A 1.470000% 64987BW61 5493000LS7KCDB02O506 US64987BW615 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2049-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0147 20000000.00 20000000.00 0.0007 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409SB15 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0144 99996010.00 99996010.00 0.0033 N Y Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409SBN7 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2018-02-22 2018-02-22 2018-02-22 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0154 74929282.50 74929282.50 0.0025 N N N N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.390000% 65590AKX3 0001002614 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0145 36997872.50 36997872.50 0.0012 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.696900% 67984REW5 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-02-27 2018-03-27 2018-03-27 N Y Royal Bank of Canada 1.0000 N 0.0157 9001827.09 9001827.09 0.0003 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.400000% 69033LK57 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0142 58999769.90 58999769.90 0.0020 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.640000% 69033LU64 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0152 54005940.54 54005940.54 0.0018 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.650000% 69033LV48 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-03-13 2018-03-13 2018-03-13 N N N 0.0155 170018480.70 170018480.70 0.0056 N N N N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MB17 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0138 136994766.60 136994766.60 0.0045 N Y Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MB25 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0138 94992713.50 94992713.50 0.0031 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MB58 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0140 101980242.60 101980242.60 0.0034 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MB66 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0140 119972004.00 119972004.00 0.0040 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MB74 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0146 49986291.50 49986291.50 0.0017 N N Y N PHILIP MORRIS INTERNATIONAL INC PHILIP MORRIS INTERNATIONAL INC 0.000000% 71838MB82 HL3H1H2BGXWVG3BSWR90 Non-Financial Company Commercial Paper Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0147 93970442.64 93970442.64 0.0031 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KB59 Asset Backed Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y BNP Paribas SA 1.0000 N 0.0146 154968612.50 154968612.50 0.0051 N N Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KDJ7 Asset Backed Commercial Paper Y 2018-04-18 2018-04-18 2018-04-18 N Y BNP Paribas SA 1.0000 N 0.0175 996256.90 996256.90 0.0000 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.680000% 78009N5R3 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0150 195018955.95 195018955.95 0.0065 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.905000% 78009NR65 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-02-07 2018-03-07 2018-03-07 N N N 0.0148 25010750.25 25010750.25 0.0008 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.766900% 78009NV78 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-02-28 2018-06-28 2018-06-28 N N N 0.0169 134045695.34 134045695.34 0.0044 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.706900% 78009NW36 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-02-05 2018-04-05 2018-04-05 N N N 0.0155 22006864.22 22006864.22 0.0007 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.662500% 78009NY67 ES7IP3U3RHIGC71XBU11 US78009NY670 Certificate of Deposit Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0142 240514432.41 240514432.41 0.0080 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MC65 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-03-06 2018-03-06 2018-03-06 N Y Barclays Bank Plc 1.0000 N 0.0160 89864424.00 89864424.00 0.0030 N N N N SMITHSONIAN INSTITUTION TAXABLE RB SERIES 2013B 1.650000% 832432AA6 US832432AA69 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2018-09-01 Y NORTHERN TRUST COMPANY (THE) 1.0000 7 Y N N 0.0165 27500000.00 27500000.00 0.0009 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.560000% 86563Y4L4 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0146 147001941.87 147001941.87 0.0049 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.550000% 86563Y5C3 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0152 100001731.00 100001731.00 0.0033 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.770100% 86563Y5T6 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-02-26 2018-07-24 2018-07-24 N N N 0.0180 40997212.00 40997212.00 0.0014 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.560000% 86563Y6C2 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0155 136000979.20 136000979.20 0.0045 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.727800% 86563YD67 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0140 35000315.35 35000315.35 0.0012 N Y Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.735000% 86563YJ20 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-02-06 2018-03-06 2018-03-06 N N N 0.0148 218056464.18 218056464.18 0.0072 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.600000% 86564E3N4 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-02-13 2018-02-13 2018-02-13 N N N 0.0149 135005131.35 135005131.35 0.0045 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.640000% 86564E3P9 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-03-05 2018-03-05 2018-03-05 N N N 0.0156 19001286.49 19001286.49 0.0006 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.650000% 86564E3Z7 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-03-16 2018-03-16 2018-03-16 N N N 0.0160 5000314.05 5000314.05 0.0002 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.570000% 86564E5D4 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0155 111001688.31 111001688.31 0.0037 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.570000% 86564E5G7 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0155 300004560.00 300004560.00 0.0099 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.696900% 86958JQT9 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2018-02-05 2018-04-05 2018-04-05 N N N 0.0156 185051801.85 185051801.85 0.0061 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.681400% 86958JRS0 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2018-02-26 2018-02-26 2018-02-26 N N N 0.0146 29004756.29 29004756.29 0.0010 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019SB94 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2018-02-09 2018-02-09 2018-02-09 N N N 0.0140 90968059.00 90968059.00 0.0030 N N N N SWEDBANK AB (NEW YORK BRANCH) SWEDBANK AB (NEW YORK BRANCH) 1.420000% 87019VCF2 M312WZV08Y7LYUC71685 0001367624 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0140 153000200.43 153000200.43 0.0051 N N Y N SWEDBANK AB (NEW YORK BRANCH) SWEDBANK AB (NEW YORK BRANCH) 1.425000% 87019VCJ4 M312WZV08Y7LYUC71685 0001367624 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0140 205000309.55 205000309.55 0.0068 N N Y N TENDERFOOT SEASONAL HOUSING, LLC TAXABLE NOTES SERIES 2000B 1.660000% 88033VAB3 US88033VAB36 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2035-07-01 Y Wells Fargo Bank NA 1.0000 7 N N N 0.0166 3000000.00 3000000.00 0.0001 N N Y N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UBC3 Asset Backed Commercial Paper Y 2018-02-12 2018-02-12 2018-02-12 N Y Royal Bank of Canada 1.0000 N 0.0150 37981026.60 37981026.60 0.0013 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.000000% 88602UC65 Asset Backed Commercial Paper Y 2018-03-06 2018-03-06 2018-03-06 N Y Royal Bank of Canada 1.0000 N 0.0159 113829136.80 113829136.80 0.0038 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.687800% 89113XAE4 PT3QB789TSUIDF371261 US89113XAE40 Certificate of Deposit Y 2018-02-02 2018-03-02 2018-03-02 N N N 0.0147 4000760.04 4000760.04 0.0001 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000% 89113XCT9 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0152 1999804.40 1999804.40 0.0001 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.410000% 89113XHH0 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-02-12 2018-02-12 2018-02-12 N N N 0.0147 139997130.00 139997130.00 0.0046 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000% 89113XHV9 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-02-16 2018-02-16 2018-02-16 N N N 0.0148 495985864.00 495985864.00 0.0164 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.420000% 89113XJE5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0149 9999566.00 9999566.00 0.0003 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.000000% 89119BCN4 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-03-22 2018-03-22 2018-03-22 N N N 0.0159 4988944.50 4988944.50 0.0002 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153QB66 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2018-02-06 2018-02-06 2018-02-06 N Y Total SA 1.0000 N 0.0143 183956244.80 183956244.80 0.0061 N N Y N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153QBG4 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2018-02-16 2018-02-16 2018-02-16 N Y Total SA 1.0000 N 0.0150 268820657.70 268820657.70 0.0089 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.707800% 89233AVR7 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-02-02 2018-02-23 2018-02-23 N N N 0.0145 107518168.58 107518168.58 0.0036 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.707800% 89233AVS5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-02-02 2018-02-26 2018-02-26 N N N 0.0146 100018701.00 100018701.00 0.0033 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 1.727500% 89233AWE5 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-02-20 2018-03-16 2018-03-16 N N N 0.0150 50014400.50 50014400.50 0.0017 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HC10 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0148 120855743.80 120855743.80 0.0040 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HC85 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-03-08 2018-03-08 2018-03-08 N N N 0.0150 24962425.00 24962425.00 0.0008 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 1.695000% 90276JAX4 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2018-02-08 2018-02-08 2018-02-08 N N N 0.0142 145008846.45 145008846.45 0.0048 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 1.717800% 90276JBE5 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2018-02-01 2018-03-01 2018-03-01 N N N 0.0147 164033785.64 164033785.64 0.0054 N N N N UBS AG (LONDON BRANCH) UBS AG (LONDON BRANCH) 0.000000% 90351XBE2 BFM8T61CT2L1QCEMIK50 Financial Company Commercial Paper Y 2018-02-14 2018-02-14 2018-02-14 N N N 0.0152 102939075.50 102939075.50 0.0034 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.960000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_1.96_0529 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PSEG PWR LLC SR NT 5.125%20 2020-04-15 5.125000 9803000.00 10460784.02 Corporate Debt Securities OPTION ONE MTG LN TR 2007-FXD1 I-A-1 20370125 FLT 2037-01-25 5.866000 3126076.00 996093.40 Asset-Backed Securities NELNET ST LN TR 2008-4 A-4 20240425 FLT 2024-04-25 3.225200 2697000.00 1939976.16 Asset-Backed Securities SLM STUDENT LOAN TR 2003-1 A-5A 20321215 2.2 2032-12-15 1.698500 3700000.00 1643444.54 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 B 20261025 FLT 2026-10-25 2.015200 6527483.00 6307412.61 Asset-Backed Securities SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT 5493001IJLRQI58G5Z31 2025-07-25 2.045200 21108003.00 21056156.82 Asset-Backed Securities SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT 2021-07-25 1.855200 6881507.00 6409698.68 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT 2021-07-25 1.875200 26717445.00 23514516.20 Asset-Backed Securities SLM STUDENT LOAN TR 2006-1 B 20270125 FLT 2027-01-25 1.945200 168527.00 162373.47 Asset-Backed Securities SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT 2041-01-25 1.905200 20352503.00 19724738.86 Asset-Backed Securities SLM STUDENT LOAN TR 2006-7 B 20420125 FLT 2042-01-25 1.945200 8126111.00 4400916.17 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-B B 20391215 FLT 549300MJYMBTZU2FTV38 2039-12-15 1.878500 2611404.00 1194591.89 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-A A-4 20231215 FLT 549300I2YWZ9E1B0EY33 2023-12-15 1.778500 1072870.00 35450.30 Asset-Backed Securities SLM PRIVATE ST LN TR 2005-B C 20390615 FLT 549300FE2YWO5PJ3Q820 2039-06-15 2.288500 2171120.00 584468.80 Asset-Backed Securities SLM STUDENT LOAN TR 2003-7 A-5A 20331215 FLT 549300IWUQEXD0TZWG69 2033-12-15 2.788500 36617008.00 20921349.25 Asset-Backed Securities SOLOSO CDO 2007-1 A-1LA 20371007 FLT 549300TYY1BQ1R0Y8R40 2037-10-07 1.963800 22276084.00 13441391.94 Asset-Backed Securities SLM STUDENT LOAN TR 2011-1 A-2 20341025 FLT 2034-10-25 2.711400 4697844.00 4809618.28 Asset-Backed Securities SLM STUDENT LOAN TRUST 2009-3 A 20450125 FLT 2045-01-25 2.311400 1550000.00 776091.67 Asset-Backed Securities SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT ZRVUPOA27EDLVJ4VN175 2042-01-25 1.875200 10577774.00 10274618.52 Asset-Backed Securities SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT 2042-01-25 1.885200 12822707.00 12258098.85 Asset-Backed Securities WESTPAC BNKING CRP ECN EN5TNI6CI43VEPAMHL14 2019-08-01 2.522200 35339.00 35762.77 Corporate Debt Securities STUDENT LOAN CON CEN 2011-1 NOTES 20271025 FLT 5493008KMDJ3GC7JUA63 2027-10-25 2.781400 13175000.00 4056763.65 Asset-Backed Securities CITIBANK CCIT 2017-A6 A 20290514 FLT R8AG6FXVDQAMDKCSJJ64 2029-05-14 2.329500 12036657.00 12246039.79 Asset-Backed Securities BLUEMOUNTAIN CLO 2013-2R A-1-R 20301022 FLT 2030-10-22 2.924700 2954438.00 2976359.73 Asset-Backed Securities BANK AMER STUDENT LN TR 2010-1 A 20430225 FLT 2043-02-25 2.545200 10399800.00 1667812.37 Asset-Backed Securities BX TRUST 2017-SLCT B 20340717 FLT 2034-07-17 2.759400 847975.00 851128.21 Private Label Collateralized Mortgage Obligations BBCMS TR 2014-BXO D 20270816 FLT 2027-08-16 4.559400 8000000.00 3864710.49 Private Label Collateralized Mortgage Obligations ALESCO PREFERRED FDG II 2003-2 A-2 20340130 FLT 2034-01-30 2.220000 207731.00 199434.57 Asset-Backed Securities FELCOR LODGING LTD PARTNERSHIP SR GLBL NT 6%25 2025-06-01 6.000000 2884000.00 3028200.00 Corporate Debt Securities EXELON CORP JR SB GLBL STP22 3SOUA6IRML7435B56G12 2022-06-01 3.497000 15000.00 15200.98 Corporate Debt Securities DEUTSCHE BK AG VR 021315-021318 7LTWFZYICNSX8D621K86 2018-02-13 2.092900 744000.00 747410.94 Corporate Debt Securities COLONY MTG CAP SER 2014-FL1 D 20310408 FLT 2031-04-08 5.255000 3325000.00 3336149.26 Private Label Collateralized Mortgage Obligations COLLEGIATE FDG LN TR 2005-A B 20371228 FLT 2037-12-28 1.985800 18000000.00 8128106.71 Asset-Backed Securities CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26 5493002H80P81B3HXL31 2026-05-01 3.743000 679611.00 674532.61 Corporate Debt Securities NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT 2029-02-25 1.821400 388624.00 205515.57 Asset-Backed Securities NTC CAP II CAP-B PSTH FLT27 2027-04-15 2.310200 837000.00 783454.39 Corporate Debt Securities GREAT RIV ENERGY 1ST MTG7A 144A38 5493007CIM8IF8LIUC91 2038-07-01 6.254000 16000.00 18798.75 Corporate Debt Securities GOAL CAP FDG TR 2005-2 A-4 20440825 FLT 2044-08-25 1.662300 13898302.00 13624093.07 Asset-Backed Securities GCO ELF TRUST 2006-1 A-9L 20260525 FLT 2026-05-25 1.622100 3827577.00 3819439.65 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 B 20270125 FLT 2027-01-25 1.945200 3770816.00 3466109.56 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT 2021-01-25 1.845200 754699.00 713000.41 Asset-Backed Securities SLC STUDENT LN TR 2004-1 A-6 20230515 FLT 2023-05-15 1.575900 5500000.00 4104601.12 Asset-Backed Securities SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 5.625000 25075.00 25286.57 Corporate Debt Securities MORGAN STANLEY FR 2.45%020119 IGJSJL3JD5P30I6NJZ34 2019-02-01 2.450000 1259000.00 1276676.36 Corporate Debt Securities Y 2018-05-01 2018-05-01 2018-05-29 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0196 200131640.00 200131640.00 0.0066 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 2.160000% ZBUT11V806EZRVTWT807 0001168163 921ACP006_2.16_0627 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SPRINGLEAF FINANCE CORPORATION SR GLBL NT 23 5493008I795YYBFWFU90 2023-03-15 5.625000 418173.00 421701.33 Corporate Debt Securities EXELON CORP JR SB GLBL STP22 3SOUA6IRML7435B56G12 2022-06-01 3.497000 28000.00 28375.15 Corporate Debt Securities ECOLAB INC SR GLBL NT 2%19 82DYEISM090VG8LTLS26 2019-01-14 2.000000 6000.00 5997.21 Corporate Debt Securities PSEG PWR LLC SR NT 5.125%20 2020-04-15 5.125000 1096000.00 1169541.90 Corporate Debt Securities OPTION ONE MTG LN TR 2007-FXD1 I-A-1 20370125 FLT 2037-01-25 5.866000 1326544.00 422690.21 Asset-Backed Securities NELNET ED LN FDG 2005-2 A-5 20370322 FLT 2037-03-22 1.757900 700000.00 598593.16 Asset-Backed Securities NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT 2029-02-25 1.821400 18094758.00 9569029.43 Asset-Backed Securities NTC CAP II CAP-B PSTH FLT27 2027-04-15 2.310200 540000.00 505454.45 Corporate Debt Securities MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT 2034-02-25 2.341400 1863731.00 990674.00 Asset-Backed Securities SLM STUDENT LOAN TR 2005-5 A-4 20281025 FLT 2028-10-25 1.885200 1604664.00 1597333.57 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 B 20261025 FLT 2026-10-25 2.015200 1.00 0.97 Asset-Backed Securities SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT 5493001IJLRQI58G5Z31 2025-07-25 2.045200 254.00 253.38 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 A-5 20210725 FLT 2021-07-25 1.875200 167316.00 147257.90 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 B 20270125 FLT 2027-01-25 1.945200 1371998.00 1261131.64 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT 2021-01-25 1.845200 2417255.00 2283696.95 Asset-Backed Securities SOLOSO CDO 2007-1 A-1LA 20371007 FLT 549300TYY1BQ1R0Y8R40 2037-10-07 1.963800 1195565.00 721404.07 Asset-Backed Securities SLM STUDENT LOAN TR 2008-5 B 20730725 FLT 2073-07-25 3.595200 770990.00 797050.46 Asset-Backed Securities ALESCO PREFERRED FDG II 2003-2 A-2 20340130 FLT 2034-01-30 2.220000 28547.00 27406.88 Asset-Backed Securities INTESA SANPAOLO S P A SR GLBL-X 144A27 2W8N8UU78PMDQKZENC08 2027-07-14 3.875000 1350284.00 1320469.54 Corporate Debt Securities GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4 2018-10-15 6.400000 2949961.00 2344.54 Asset-Backed Securities GREAT RIV ENERGY 1ST MTG7A 144A38 5493007CIM8IF8LIUC91 2038-07-01 6.254000 2967000.00 3485992.59 Corporate Debt Securities GCO ELF TRUST 2006-1 A-9L 20260525 FLT 2026-05-25 1.622100 26860.00 26802.90 Asset-Backed Securities SLM STUDENT LOAN TR 2007-4 A-5 20420125 FLT ZRVUPOA27EDLVJ4VN175 2042-01-25 1.875200 136655.00 132738.51 Asset-Backed Securities SLM STUDENT LOAN TR 2007-1 A-6 20420125 FLT 2042-01-25 1.885200 5719071.00 5467249.44 Asset-Backed Securities SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT 2041-01-25 1.905200 7981473.00 7735287.92 Asset-Backed Securities CLECO CORPORATE HLDGS LLC SR SEC GLBL NT26 5493002H80P81B3HXL31 2026-05-01 3.743000 1894351.00 1880195.46 Corporate Debt Securities CITIBANK CCIT 2017-A6 A 20290514 FLT R8AG6FXVDQAMDKCSJJ64 2029-05-14 2.329500 10958621.00 11149250.90 Asset-Backed Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22 2022-07-01 6.125000 2000.00 2087.11 Corporate Debt Securities BLUEMOUNTAIN CLO 2013-2R A-1-R 20301022 FLT 2030-10-22 2.924700 52716.00 53107.15 Asset-Backed Securities SLM STUDENT LOAN TR 2006-7 B 20420125 FLT 2042-01-25 1.945200 89841.00 48655.83 Asset-Backed Securities WESTPAC BNKING CRP ECN EN5TNI6CI43VEPAMHL14 2019-08-01 2.522200 683.00 691.19 Corporate Debt Securities Y 2018-05-01 2018-05-01 2018-06-27 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0216 45029439.00 45029439.00 0.0015 N N N Y VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LB25 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-02-02 2018-02-02 2018-02-02 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0143 36465111.73 36465111.73 0.0012 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LB58 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-02-05 2018-02-05 2018-02-05 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0144 99980030.00 99980030.00 0.0033 N N Y N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LBL3 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-02-20 2018-02-20 2018-02-20 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0152 98916671.70 98916671.70 0.0033 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LBP4 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-02-23 2018-02-23 2018-02-23 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0153 70930597.50 70930597.50 0.0024 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LC73 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-03-07 2018-03-07 2018-03-07 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0157 99847070.00 99847070.00 0.0033 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LC99 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-03-09 2018-03-09 2018-03-09 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0158 90852134.10 90852134.10 0.0030 N N N N BNP PARIBAS SA BNP PARIBAS SA 1.880000% R0MUWSFPU8MPRO8K5P83 0001197610 928DGC008_1.88_0402 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC 2027-10-18 3.534080 12907021.00 12953228.14 Asset-Backed Securities REGAL ENTMT GROUP SR NT 5.75%25 549300FW4ECF8G8U5T62 2025-02-01 5.750000 9670000.00 10213937.51 Corporate Debt Securities NATHANS FAMOUS INC NEW SR SEC GLBL 25 54930034SKNSF1JIE673 2025-11-01 6.625000 236828.00 249039.44 Corporate Debt Securities KINDRED HEALTHCARE INC SR GLBL NT 8%20 549300OITC7AXM1AND14 2020-01-15 8.000000 166000.00 176965.22 Corporate Debt Securities COVERIS HLDGS S A SR 144A NT 19 549300N263GYIVPVLC38 2019-11-01 7.875000 9243000.00 9332541.56 Corporate Debt Securities BROOKFIELD RESIDENTIAL PPTYS SR GLBL 144A 22 2022-07-01 6.125000 3282000.00 3424944.78 Corporate Debt Securities AVANTOR INC SR GLBL 144A 25 5493003VM0XB4U8YD238 2025-10-01 9.000000 9320000.00 9508730.00 Corporate Debt Securities ALBERTSONS COS LLC/SAFEWAY INC SR GLBL NT 25 2025-03-15 5.750000 10209000.00 9333294.68 Corporate Debt Securities GREAT WESTN PETE LLC/GREAT WES SR GLBL 144A 21 2021-09-30 9.000000 8799000.00 9527117.23 Corporate Debt Securities Y 2018-03-07 2018-03-07 2018-04-02 Y BNP Paribas SA 1.0000 35 N N N 0.0188 56025457.60 56025457.60 0.0019 N N N Y WAL-MART STORES INC WAL-MART STORES INC 0.000000% 93114FBL7 Y87794H0US1R65VBXU25 Non-Financial Company Commercial Paper Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0150 194837506.50 194837506.50 0.0065 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.390000% MAES062Z21O4RZ2U7M96 0001142175 931WXW008 Certificate of Deposit Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0154 103997012.08 103997012.08 0.0034 N N Y N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.505000% MAES062Z21O4RZ2U7M96 0001142175 932GDB000 Certificate of Deposit Y 2018-03-01 2018-03-01 2018-03-01 N N N 0.0154 20999415.15 20999415.15 0.0007 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.400000% 94989RNR5 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0150 159996464.00 159996464.00 0.0053 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.410000% 94989RNU8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0150 411997734.00 411997734.00 0.0137 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.731200% 94989RNV6 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-02-20 2018-04-20 2018-04-20 N N N 0.0159 168057625.68 168057625.68 0.0056 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 1.756900% 96121T3L0 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2018-02-27 2018-04-27 2018-04-27 N N N 0.0160 165063526.65 165063526.65 0.0055 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 1.660000% 96121T5F1 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2018-02-20 2018-02-20 2018-02-20 N N N 0.0150 200018002.00 200018002.00 0.0066 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 1.660000% 96121T5J3 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2018-02-21 2018-02-21 2018-02-21 N N N 0.0150 148013735.88 148013735.88 0.0049 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 0.000000% 9612C1BP1 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2018-02-23 2018-02-23 2018-02-23 N N N 0.0150 124879887.50 124879887.50 0.0041 N N N N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.540000% 3TK20IVIUJ8J3ZU0QE75 0000319432 964GAF005 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0169 6997582.41 6997582.41 0.0002 N N N N YAVAPAI CNTY IDA TAXABLE RB (DRAKE CEMENT) SERIES 2015 1.600000% 98521YAB5 US98521YAB56 Variable Rate Demand Note Y 2018-02-07 2018-02-07 2035-09-01 Y Bank of Nova Scotia 1.0000 7 N N N 0.0160 22375000.00 22375000.00 0.0007 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 2.250000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FS212_2.25_0710 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AXIS EQUIP FIN RECV 2015-1 D 20200520 4.0 2020-05-20 4.050000 2000000.00 1965127.98 Asset-Backed Securities ATRIUM X 2013-10 E 20250716 FLT 2025-07-16 6.221500 3500000.00 3514533.05 Asset-Backed Securities ATLAS SR LN FD IV LTD 2014-4 B-2L 20260217 FLT 2026-02-17 6.115900 2500000.00 2524103.15 Asset-Backed Securities APIDOS CLO XVI 2014-16 D 20250121 FLT 549300SXGU1ZTWUMZ124 2025-01-21 6.239200 3500000.00 3494504.04 Asset-Backed Securities ALM XVI LTD 2015-16 E 20270715 FLT 2027-07-15 8.471500 2000000.00 2007059.60 Asset-Backed Securities CARLYE GLOBAL MKT 2025-04-17 6.181300 3000000.00 3017981.55 Asset-Backed Securities CWABS INC 2005-7 MF-1 20350825 FLT 2035-08-25 5.006000 2490263.00 2485422.51 Asset-Backed Securities CIFC FUNDING LTD 2014-II B-2L 20260524 FLT 2026-05-24 6.054000 4750000.00 4784821.45 Asset-Backed Securities BENEFIT STR PARTNERS CLO V LTD 2026-10-20 6.894700 6850000.00 6872650.99 Asset-Backed Securities BCC FDG X LLC 2015-1 D 20201221 4.5 2020-12-21 4.544000 2000000.00 1993996.89 Asset-Backed Securities BCC FDG X LLC 2015-1 F 20230821 6.9 2023-08-21 6.985000 4936000.00 4954333.81 Asset-Backed Securities FIRSTKEY LEND 2015-SFR1 D 20470311 FLT 2047-03-11 4.367000 3200000.00 3208592.07 Asset-Backed Securities CUTWATER LTD 2015-I E 20270715 FLT 2027-07-15 7.721500 3000000.00 3001341.90 Asset-Backed Securities COLONY AMERICAN HOMES 2015-1 F 20320719 FLT 2032-07-19 5.203800 6578000.00 6606545.76 Asset-Backed Securities COLONY AMERICAN HOMES 2014-1 E 20310519 FLT 2031-05-19 4.359400 8555000.00 8569480.55 Asset-Backed Securities CATSKILL PK CLO LTD / CATSKILLPK CLO LLC 2029-04-20 3.444700 1300000.00 1307881.31 Asset-Backed Securities ING IM CLO LTD 2014-1 D 20260418 FLT 2026-04-18 6.634100 5000000.00 5019428.20 Asset-Backed Securities HUNT CRE 2017-FL1 LTD D 20340817 FLT 2034-08-17 4.859500 5500000.00 5512483.70 Asset-Backed Securities GOLUB CAP PARTNERS CLO 35 B LTD 549300WOCHCRLVQ18888 2029-07-20 8.244700 4000000.00 4025436.86 Asset-Backed Securities US RESI OPP FD III TR 2017-1 A 20371127 FLT 2037-11-27 3.351500 2904242.00 2842868.98 Asset-Backed Securities TOWD PT MTG TR 2016-5 B1 20561025 FLT 2056-10-25 3.574700 690008.00 678074.85 Asset-Backed Securities THL CR WIND RIVER CLO 2014-1 E 20260420 FLT 2026-04-20 6.684100 2102976.00 2099093.27 Asset-Backed Securities TELOS CLO 2014-6 LTD 549300S94NIRW4K03T89 2027-01-17 5.880000 3000000.00 3002870.00 Asset-Backed Securities VOLT LIX LLC 2017-NPL6 A-2 20470528 FLT 2047-05-28 5.375000 2437000.00 2442010.80 Asset-Backed Securities VOLT XXXVIII LLC 2015-NPL12 A-2 20450925 FLT 2045-09-25 4.500000 5000000.00 4991482.32 Asset-Backed Securities OAKTREE CLO 2014 2 LTD 2026-10-20 6.994700 4000000.00 4005640.00 Asset-Backed Securities ACIS CLO 2013 2024-04-18 7.334080 3750000.00 3758250.00 Asset-Backed Securities WHITEHORSE VII LTD 2013-7 B-2L 20251124 FLT 549300X9MCOC3M41BS71 2025-11-24 6.254000 4800000.00 4837881.34 Asset-Backed Securities VOYA CLO 2014 3 LTD 5493000X4YEVJOIVRG48 2026-07-25 6.745200 2500000.00 2512135.50 Asset-Backed Securities SOUND PNT CLO VI LTD 2014-6 E 20261020 FLT 2026-10-20 6.794700 3230000.00 3236479.89 Asset-Backed Securities VOLT LIV LLC 2017-NPL1 A-2 20470225 FLT 2047-02-25 5.875000 700000.00 699879.72 Asset-Backed Securities VIBRANT CLO III LTD VIRBANT CLO LLI LLC 54930073XIEUISQCY218 2026-04-20 6.744700 4000000.00 4003203.52 Asset-Backed Securities VIBRANT CLO II LTD 2024-07-24 6.641300 316936.00 310534.96 Asset-Backed Securities VENTURE VIII CDO LTD 2007-8 E 20210722 FLT 549300S6D9RLWQMUIA53 2021-07-22 5.994700 2000000.00 1995284.31 Asset-Backed Securities PROGRESS RESI TR 2017-SFR1 E 20340817 4.2 2034-08-17 4.261000 200000.00 199884.85 Asset-Backed Securities PINNACLE PK CLO LTD 2026-04-15 6.670200 2625000.00 2630773.02 Asset-Backed Securities SOUND PNT CLO IV 2013-4 E 20260121 FLT 2026-01-21 6.244700 7500000.00 7505982.83 Asset-Backed Securities SOUND PNT CLO III LTD 2013-3 E 20250715 FLT 2025-07-15 6.320200 784000.00 790862.68 Asset-Backed Securities SLM STUDENT LOAN TR 2003-5 A-6 20300615 FLT 549300Q3EYTM3HF1XJ85 2030-06-15 0.00 600000.00 601800.00 Asset-Backed Securities VOLT LXIII 2017-NPL10 A-1 20471025 FLT 2047-10-25 3.000000 100000.00 99608.03 Asset-Backed Securities GALAXY CLO XVII 2014-17 E 20260715 FLT 2026-07-15 6.371500 1500000.00 1498297.20 Asset-Backed Securities GLS AUTO RECV TR 2016-1 B 20210115 4.3 2021-01-15 4.390000 2234625.00 2265177.71 Asset-Backed Securities MADISON PK FDG XII LTD 2026-07-20 6.844700 2000000.00 2008302.87 Asset-Backed Securities INVITATION HOMES TR 2015-SFR3 E 20320819 FLT 2032-08-19 5.309400 3586000.00 3627804.82 Asset-Backed Securities INVITATION HOMES TR 2015-SFR1 F 20320318 FLT 2032-03-18 5.859400 5000000.00 5031474.37 Asset-Backed Securities INVITATION HOMES TR 2015-SFR1 E 20320318 FLT 2032-03-18 5.759500 5480000.00 5514308.01 Asset-Backed Securities INVITATION HOMES TR 2015-SFR2 E 20320617 FLT 2032-06-17 4.706100 100000.00 100748.93 Asset-Backed Securities INVITATION HOMES TR 2015-SFR2 F 20320617 FLT 2032-06-17 5.256100 2100000.00 2120840.51 Asset-Backed Securities OCTAGON INV PTNS XXI 2014-21 E 20261116 FLT 2026-11-16 7.512900 2000000.00 1997658.47 Asset-Backed Securities OCTAGON INV PTNRS XVI 2013-16 E 20250717 FLT 2025-07-17 6.231300 3000000.00 3012159.89 Asset-Backed Securities OAK HILL ADV RESI TR 2017-NPL1 A-2 20570625 FLT 2057-06-25 5.000000 900000.00 893777.16 Asset-Backed Securities NAVITAS EQIP RECV 2015-1 C 20190617 4.5 549300E6VQ8QJ801VH21 2019-06-17 4.500000 1750000.00 1760474.80 Asset-Backed Securities SLM STUDENT LOAN TR 2003-5 A-7 20300615 FLT 549300Q3EYTM3HF1XJ85 2030-06-15 0.00 500000.00 499657.50 Asset-Backed Securities SLM STUDENT LOAN TR 2003-5 A-9 20300615 FLT 549300Q3EYTM3HF1XJ85 2030-06-15 2.931000 600000.00 599955.05 Asset-Backed Securities REGATTA IV FDG LTD 2014-4 E 20260727 FLT 2026-07-27 6.695200 3000000.00 2996417.60 Asset-Backed Securities PARK PLACE SECS 2005-WCH1 M-5 20350125 FLT 2035-01-25 2.881400 3600000.00 3567791.84 Asset-Backed Securities ABN AMRO BANK N V RIMM 2030-01-20 0.00 3000000.00 2953980.00 Asset-Backed Securities EASTLAND CLO LTD 2007 C 20220501 FLT 2022-05-01 2.876800 11000000.00 10983081.45 Asset-Backed Securities HARBOURVIEW CLO VII LTD 2014-7 E 20261118 FLT 2026-11-18 6.565700 7000000.00 7033102.72 Asset-Backed Securities ING IM CLO LTD 2013-3 E 20260118 FLT 2026-01-18 7.234100 3000000.00 2999976.92 Asset-Backed Securities WAVE 2017-1 LLC C 20421115 6.6 2042-11-15 6.656000 3000000.00 2995835.45 Asset-Backed Securities PRESTIGE AUTO RECV TR 2017-1 E 20240515 4.8 2024-05-15 4.890000 1213940.00 1195043.97 Asset-Backed Securities SLM STUDENT LOAN TR 2003-2 A-7 20280915 FLT 549300HZ5P6KYIDITL52 2028-09-15 2.744000 250000.00 250189.92 Asset-Backed Securities SLM STUDENT LOAN TR 2003-2 A-6 20280915 FLT 549300HZ5P6KYIDITL52 2028-09-15 1.849000 150000.00 150183.84 Asset-Backed Securities OAK HILL ADV RESI TR 2017-NPL2 A-2 20570725 FLT 2057-07-25 4.875000 3057000.00 3044628.32 Asset-Backed Securities SHACKLETON 2014 V CLO LTD 2026-05-07 5.741900 4027057.00 3976992.06 Asset-Backed Securities Y 2018-05-07 2018-05-07 2018-07-10 Y WELLS FARGO SECURITIES LLC 1.0000 96 N N N 0.0225 172923274.50 172923274.50 0.0057 N N N Y CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.960000% 1V8Y6QCX6YMJ2OELII46 0001230485 ARP0FTNZ2_1.96_0417 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC TR 2016-MFF 2033-11-15 6.538100 12620000.00 12782021.65 Private Label Collateralized Mortgage Obligations WASHINGTON 5% 03/20 2020-03-25 5.000000 105000.00 3361.15 Private Label Collateralized Mortgage Obligations LMT 2006-4 1A1 2036-08-25 6.000000 3999998.00 916891.12 Private Label Collateralized Mortgage Obligations GRACE 2014-GRCE VAR 06/28 2028-06-10 3.590100 5000000.00 4909354.15 Private Label Collateralized Mortgage Obligations CWALT 2005-3CB 1A11 2035-03-25 5.500000 52005000.00 323389.22 Private Label Collateralized Mortgage Obligations BOAMS 2005-A 2A1 2035-02-25 3.552000 65000.00 6112.80 Private Label Collateralized Mortgage Obligations WELLS FARGO 3.356% 09/58 549300XO83D3BDYP0P62 2058-09-15 3.356000 11188000.00 6976023.30 Private Label Collateralized Mortgage Obligations WELLS FARGO 5.75% 06/37 2037-06-25 5.750000 91000.00 15515.65 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE VAR 06/34 2034-06-25 2.863900 5500000.00 1811447.92 Private Label Collateralized Mortgage Obligations BSABS 2006-AC1 1A2 2036-02-25 6.250000 4900000.00 1074941.73 Private Label Collateralized Mortgage Obligations COMM 2014-UBS6 VAR 12/47 2047-12-10 4.464900 132000.00 90577.83 Private Label Collateralized Mortgage Obligations ALTERNATIVE FLT 04/35 2035-04-25 2.011300 13675000.00 1469680.04 Private Label Collateralized Mortgage Obligations CSAIL 3.005% 11/48 549300FU8TZDHFLQZL50 2048-11-15 3.005000 23410000.00 14182343.88 Private Label Collateralized Mortgage Obligations HVMLT 2005-11 2A1B 2045-08-19 1.937500 9100000.00 791523.63 Private Label Collateralized Mortgage Obligations IMM 2005-2 1M1 2035-04-25 2.206300 5000000.00 385606.55 Private Label Collateralized Mortgage Obligations INDYMAC INDX FLT 07/35 2035-07-25 1.821300 33600000.00 3541050.34 Private Label Collateralized Mortgage Obligations JPMMT 2007-A1 2A3 2035-07-25 3.634000 8618000.00 552519.08 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-LC9 F 2047-12-15 4.371800 3166847.00 2518170.05 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-C6 G 2045-05-15 2.972000 325000.00 223108.98 Private Label Collateralized Mortgage Obligations LMT 2006-1 3A5 2036-02-25 5.500000 1279000.00 427320.39 Private Label Collateralized Mortgage Obligations MLMI 2033-02-25 3.290800 1700000.00 29033.81 Private Label Collateralized Mortgage Obligations MSM 2005-2AR A 549300M91PFQR7JLJ570 2035-04-25 1.821300 2460000.00 152361.64 Private Label Collateralized Mortgage Obligations MSAC 2007-NC1 A2D 2036-11-25 1.781300 7600000.00 3524960.28 Private Label Collateralized Mortgage Obligations MSC 2006-IQ12 AJ 2043-12-15 5.399000 750000.00 418780.31 Private Label Collateralized Mortgage Obligations RALI 2006-QS6 1A11 2036-06-25 2.261350 46729000.00 4017958.48 Private Label Collateralized Mortgage Obligations RALI 2007-QS4 3A9 2037-03-25 6.000000 8300000.00 2612434.53 Private Label Collateralized Mortgage Obligations RALI SERIES VAR 02/35 2035-02-25 3.822400 4100000.00 101466.15 Private Label Collateralized Mortgage Obligations SEMT 2003-5 B2 2033-09-20 2.683800 6447000.00 569988.28 Private Label Collateralized Mortgage Obligations SARM 2007-2 1A1 2037-03-25 1.711300 77056000.00 9705302.61 Private Label Collateralized Mortgage Obligations SASC 2006-S2 A2 2036-06-25 6.000000 96432000.00 40206065.29 Private Label Collateralized Mortgage Obligations FREMF MORTGAGE VAR 03/27 2027-03-25 3.980400 14615000.00 14062217.41 Private Label Collateralized Mortgage Obligations FHASI 2004-AR7 4A1 2035-02-25 3.632200 500000.00 22265.16 Private Label Collateralized Mortgage Obligations 144A GSMPS 1999-2 A 2027-09-19 8.000000 13035000.00 378574.61 Private Label Collateralized Mortgage Obligations GSR 2033-03-25 3.180000 1700000.00 43677.86 Private Label Collateralized Mortgage Obligations HASC 2036-01-25 2.101300 1675000.00 749079.47 Private Label Collateralized Mortgage Obligations HVMLT 2005-5 2A1B 2045-07-19 2.137500 1.00 0.06 Private Label Collateralized Mortgage Obligations 144A CBAC 2006-1A A 2038-06-25 2.052100 27004436.00 1606401.92 Private Label Collateralized Mortgage Obligations CFLX 2007-2 A2 549300B1U8MKA7ONX421 2037-05-25 1.901300 28381000.00 4972411.26 Private Label Collateralized Mortgage Obligations CHASE MORTGAGE 5.5% 02/34 2034-02-25 5.500000 3000000.00 363636.11 Private Label Collateralized Mortgage Obligations 144A CCMFC 2005-4A A2 5493000HGUJLFEQO2209 2036-10-25 1.811300 8944453.00 710465.02 Private Label Collateralized Mortgage Obligations CITIGROUP VAR 01/43 2043-01-14 4.624500 4000000.00 2524855.14 Private Label Collateralized Mortgage Obligations CMLTI 2006-AR6 1A1 2036-08-25 3.519900 3000000.00 294435.09 Private Label Collateralized Mortgage Obligations CMLTI 2005-11 A2B 2035-10-25 3.630000 4854524.00 449304.04 Private Label Collateralized Mortgage Obligations 144A COMM 2000-C1 G 2033-08-15 6.850000 5000000.00 327598.71 Private Label Collateralized Mortgage Obligations CSFB 2002-26 3M3 2032-10-25 6.306200 3000000.00 2405194.94 Private Label Collateralized Mortgage Obligations CSFB 2003-8 CB2 2033-04-25 5.659500 1133646.00 153242.58 Private Label Collateralized Mortgage Obligations DEUTSCHE ALT-A FLT 08/37 2037-08-25 1.721300 20439000.00 902058.37 Private Label Collateralized Mortgage Obligations DBALT 2005-3 4A6 2035-06-25 5.250000 3000000.00 5830755.11 Private Label Collateralized Mortgage Obligations EMAC OWNER VAR 01/27 2027-01-15 7.920000 23000000.00 703647.36 Private Label Collateralized Mortgage Obligations 144A EMAC 2000-1 A2 2027-01-15 8.210000 8500000.00 332405.18 Private Label Collateralized Mortgage Obligations CSMC TR 2017-LSTK 2033-04-05 3.441500 95000.00 93808.39 Private Label Collateralized Mortgage Obligations 144A CSMC 2014-USA D 549300818AKCJ4Q9TD76 2037-09-15 4.373300 14895000.00 14396815.41 Private Label Collateralized Mortgage Obligations 144A CSMC 2015-DEAL F 549300FBVMRSN384BA29 2029-04-15 6.309400 8000000.00 8021034.24 Private Label Collateralized Mortgage Obligations 144A CSMC 2009-12R 5A1 2036-06-27 6.000000 36656000.00 11745216.00 Private Label Collateralized Mortgage Obligations CWALT INC. 2004-13CB 2044-03-25 4.127800 5055000.00 3896872.74 Private Label Collateralized Mortgage Obligations CWALT 2004-5CB M 2034-03-25 5.805400 3674300.00 853644.51 Private Label Collateralized Mortgage Obligations CWHL 2005-7 IM1 2035-03-25 2.311300 8413000.00 2045516.11 Private Label Collateralized Mortgage Obligations ALTERNATIVE FLT 12/35 2035-12-25 1.981300 15000000.00 947546.55 Private Label Collateralized Mortgage Obligations STACS 2007-1 A 2037-04-25 2.201300 1.00 0.03 Private Label Collateralized Mortgage Obligations 280 PARK AVENUE FLT 09/34 2034-09-15 2.907300 22000000.00 22054078.10 Private Label Collateralized Mortgage Obligations WAMU MORTGAGE 5.5% 06/33 2033-06-25 5.500000 32.00 0.46 Private Label Collateralized Mortgage Obligations WBCMT 2006-C27 AJ 2045-07-15 5.825000 3000.00 944.08 Private Label Collateralized Mortgage Obligations SARM 2007-6 2A1 2037-07-25 1.751300 15000000.00 3405547.37 Private Label Collateralized Mortgage Obligations 144A SASC 1998-RF1 A 2027-04-15 5.642400 113712486.00 1852264.32 Private Label Collateralized Mortgage Obligations AHM 2004-1 4A 2044-04-25 3.928400 62160000.00 3923183.06 Private Label Collateralized Mortgage Obligations BBCCRE TRUST VAR 08/33 2033-08-10 4.562600 5000000.00 4233643.71 Private Label Collateralized Mortgage Obligations BSARM 2034-11-25 3.455100 4610000.00 101634.55 Private Label Collateralized Mortgage Obligations BALTA 2006-1 11A1 2036-02-25 2.041300 16700000.00 1630652.83 Private Label Collateralized Mortgage Obligations 144A BAYC 2006-4A A2 2036-12-25 1.831300 10000000.00 2195505.20 Private Label Collateralized Mortgage Obligations 144A BAYC 2006-3A M2 2036-10-25 1.921300 3796000.00 804700.40 Private Label Collateralized Mortgage Obligations BAYVIEW FLT 10/36 2036-10-25 1.931300 3505000.00 693192.88 Private Label Collateralized Mortgage Obligations BAYC 2006-2A M4 2036-07-25 1.981300 8708088.00 1278279.29 Private Label Collateralized Mortgage Obligations 144A CSMC 2014-USA F 549300818AKCJ4Q9TD76 2037-09-15 4.373300 11500000.00 9605584.29 Private Label Collateralized Mortgage Obligations Y 2018-03-07 2018-03-07 2018-04-17 Y Credit Suisse Securities (USA) LLC 1.0000 35 N N N 0.0166 213132656.40 213132656.40 0.0071 N N N Y BNP PARIBAS SA BNP PARIBAS SA 1.530000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0FWAR7_1.53_0201 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TARGET CORP SR GLBL NT3.9%47 8WDDFXB5T1Z6J0XC1L66 2047-11-15 3.900000 1664875.00 1690994.11 Corporate Debt Securities ABN AMRO BK NV MTN SR SB 144A FR 2.65%011921 BFXS5XCH7N0Y05NIXW11 2021-01-19 2.650000 516.00 514.06 Corporate Debt Securities ARES XLI CLO LTD ARES XLI CLO LLC 2029-01-15 3.159200 22000000.00 22149689.66 Asset-Backed Securities DT AUTO OWNER TRUST 2017-2 D 20230117 3.8 2023-01-17 3.890000 1761333.00 1785691.16 Asset-Backed Securities COLONY STARWOOD TR 2016-2 C 20331219 FLT 2033-12-19 3.709400 227506.00 228079.74 Asset-Backed Securities CFIP CLO LTD 2017-1 C 20300118 FLT 635400N9HTJKJSK1AS88 2030-01-18 3.496100 4982534.00 5003323.45 Asset-Backed Securities SYNCHRONY FINANCIAL VR 010218-033020 549300UATVPGSLE43Z27 2020-03-30 2.312400 799152.00 802734.40 Corporate Debt Securities STRUCTURED ASSET INV 2003-BC7 1-A2 20330725 1.9 2033-07-25 2.511400 21132.00 1428.91 Asset-Backed Securities REGATTA X FDG LTD REGATTA X FDG LLC 549300E2FIIBY7XTJE98 2031-01-17 3.485000 956.00 955.54 Asset-Backed Securities REGATTA X FDG LTD REGATTA X FDG LLC 549300E2FIIBY7XTJE98 2031-01-17 3.485000 3499044.00 3497375.87 Asset-Backed Securities PIEDMONT NAT GAS INC SR NT 4.65%43 VXB4M3BDPKF3I2AZ3G89 2043-08-01 4.650000 2033000.00 2318595.84 Corporate Debt Securities MANITOBA PROV CDA SR GLBL GM DB 20 5493003QILFOB3JRKE30 2020-11-30 2.050000 3045000.00 3010511.15 Corporate Debt Securities FHLMC STACR 2018-DNA1 B-1 20300725 FLT 2030-07-25 4.711300 742305.00 739425.73 Private Label Collateralized Mortgage Obligations CFG INVST LTD 2017-1 A 20261115 7.8 2026-11-15 7.870000 9548143.00 10024703.02 Asset-Backed Securities FHLMC STACR 2017-HQA3 M-2 20300425 FLT 2030-04-25 3.911300 2583305.00 2639842.29 Private Label Collateralized Mortgage Obligations GRUPO TELEVISA SA SR NT 5%45 549300O4AF0C816ILN62 2045-05-13 5.000000 2845000.00 2785406.74 Corporate Debt Securities VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC 2027-10-18 3.534080 14519619.00 14571599.24 Asset-Backed Securities SINOPEC GROUP OVERSEAS DEV 201 SR REGS NT 19 2019-05-03 2.125000 56893.00 56685.02 Corporate Debt Securities DRYDEN 45 SR LN FD 2016-45 B 20270715 FLT 2027-07-15 3.521500 124527.00 125577.67 Asset-Backed Securities WELLS FARGO & CO FR 2.625%072222 PBLD0EJDB5FWOLXP3B76 2022-07-22 2.625000 124441.00 122571.43 Corporate Debt Securities WELLS FARGO CO MTN BE FR 4.1%060326 PBLD0EJDB5FWOLXP3B76 2026-06-03 4.100000 104000.00 107829.86 Corporate Debt Securities AMERICAN HOME MTG 2004-4 M-1 20450225 FLT 2045-02-25 2.386400 138517.00 85511.11 Private Label Collateralized Mortgage Obligations ALLSTATE CORP SB-B DB FXD/FL53 OBT0W1ED8G0NWVOLOJ77 2053-08-15 5.750000 2807000.00 3127036.99 Corporate Debt Securities BROOKFIELD FIN INC SR GLBL BD4.7%47 2047-09-20 4.700000 1092576.00 1113036.91 Corporate Debt Securities BEAR STEARNS ALT-A 2005-10 I-1A-1 20360125 FLT 2036-01-25 2.061400 146624.00 13644.57 Private Label Collateralized Mortgage Obligations BANK AMER CORP FR 2.625%101920 9DJT3UXIJIZJI4WXO774 2020-10-19 2.625000 971000.00 978260.65 Corporate Debt Securities BANK AMER CORP SR NT FXD/FLT 23 9DJT3UXIJIZJI4WXO774 2023-01-20 3.124000 12147000.00 12189569.84 Corporate Debt Securities APPLE INC SR GLBL NT 43 HWUPKR0MPOU8FGXBT394 2043-05-04 3.850000 6000.00 6101.07 Corporate Debt Securities COLONY AMERICAN HOMES 2014-1 C 20310519 FLT 2031-05-19 3.409400 2436581.00 2439808.49 Asset-Backed Securities CPS AUTO RECV TR 2014-D B 20201116 2.9 2020-11-16 2.950000 1.00 0.68 Asset-Backed Securities JPMORGAN CHASE & CO SUB NT 4.95%45 8I5DZWZKVSZI1NUHU748 2045-06-01 4.950000 35000.00 39451.30 Corporate Debt Securities PMT CR RISK TRANSFER TR 2015-1 2025-08-25 6.561400 1.00 0.90 Private Label Collateralized Mortgage Obligations TGIF FUNDING LLC 2017-1 A-2 20470430 6.2 2047-04-30 6.202000 23485768.00 23288297.16 Asset-Backed Securities SANTANDER DRIVE AUTO 2014-4 E 20220118 4.1 549300DU4YUH6HNZIN98 2022-01-18 4.120000 26082167.00 26291724.46 Asset-Backed Securities SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT 549300IQIXBXDNPLSE92 2032-09-15 0.00 683.00 682.59 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT 549300I2YWZ9E1B0EY33 2039-06-15 1.878500 26187076.00 25539555.84 Asset-Backed Securities JPMORGAN CHASE & CO NT 6.3%19 8I5DZWZKVSZI1NUHU748 2019-04-23 6.300000 982000.00 1045417.56 Corporate Debt Securities SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT 2032-06-15 1.260000 514933.00 514504.06 Asset-Backed Securities PETROLEOS MEXICANOS MTN REG S FR 5.375%031322 549300CAZKPF4HKMPX17 2022-03-13 5.375000 2352000.00 2544521.00 Corporate Debt Securities MORGAN STANLEY FR 2.75%051922 IGJSJL3JD5P30I6NJZ34 2022-05-19 2.750000 60000.00 59509.80 Corporate Debt Securities FHLMC STACR 2014-DN2 M-3 20240425 FLT 2024-04-25 5.161400 148069.00 165415.78 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQA1 M-3 20280327 FLT 2028-03-27 6.261400 9523342.00 10930692.26 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA3 M-3 20281226 FLT 2028-12-26 6.561400 859854.00 1008940.82 Private Label Collateralized Mortgage Obligations FHLMC STACR 2013-DN2 M-2 20231127 FLT 2023-11-27 5.811400 6370000.00 7098028.78 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA1 M-3 20280925 FLT 2028-09-25 7.911400 2649000.00 3260432.64 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-HQ2 M-3 20240925 FLT 2024-09-25 5.311400 904456.00 1042790.45 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA1 M-2 20290827 FLT 2029-08-27 5.111400 2967086.00 3239236.65 Private Label Collateralized Mortgage Obligations JPMORGAN CHASE & CO SR NT 4.95%20 8I5DZWZKVSZI1NUHU748 2020-03-25 4.950000 851000.00 909059.47 Corporate Debt Securities INTESA SANPAOLO S P A SR GLBL-X 144A22 2W8N8UU78PMDQKZENC08 2022-07-14 3.125000 2506062.00 2475502.31 Corporate Debt Securities FHLMC REMIC SERIES T-060 1A1 20440325 6.5 2044-03-25 6.500000 1.00 0.15 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2001-79 BA 20450325 7.0 2045-03-25 7.000000 2.00 0.08 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA2 M-2 20291226 FLT 2029-12-26 4.211300 12425000.00 12854103.71 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FR 3.95%042327 IGJSJL3JD5P30I6NJZ34 2027-04-23 3.950000 20000.00 20336.06 Corporate Debt Securities MORGAN STANLEY FR 7.3%051319 IGJSJL3JD5P30I6NJZ34 2019-05-13 7.300000 300000.00 322790.00 Corporate Debt Securities FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT 2025-05-27 5.561400 3098580.00 2645813.87 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT 2029-04-25 5.811400 39939.00 45335.36 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C06 1M-2 20290425 FLT 2029-04-25 5.811400 17943000.00 20367367.22 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C04 1M-2 20280425 FLT 2028-04-25 7.261300 516196.00 554006.73 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT 2025-02-25 5.861400 2618028.00 2161520.38 Private Label Collateralized Mortgage Obligations DRIVE AUTO RECV TR 2016-A D 20230515 4.8 2023-05-15 4.850000 1518178.00 1537437.99 Asset-Backed Securities FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT 2028-08-25 8.311400 2887998.00 3446524.26 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT 2028-08-25 8.311400 3285850.00 3921319.11 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C01 2M-2 20280825 FLT 2028-08-25 8.511400 8000000.00 9493524.26 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT 2029-07-25 5.111400 3663072.00 3990832.36 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT 2025-07-25 6.561400 32015.00 30682.58 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT 2024-05-28 4.161300 6310075.00 6717894.93 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT 2028-10-25 7.461300 7043666.00 8188206.77 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C03 1M-2 20281025 FLT 2028-10-25 6.861400 18000000.00 21168991.18 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2013-C01 M-2 20231025 FLT 2023-10-25 6.811400 277.00 323.78 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C02 2B-1 20290925 FLT 2029-09-25 7.061400 250000.00 286392.34 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C02 1M-2 20280925 FLT 2028-09-25 7.561400 1764433.00 2089144.94 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C01 1M-2 20280825 FLT 2028-08-25 8.311400 111680.00 133278.43 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA3 M-3 20290326 FLT 2029-03-26 5.411400 4550000.00 5121181.87 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA4 M-3 20290325 FLT 2029-03-25 5.361400 3000000.00 3358104.40 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-HQ1 M-3 20250325 FLT 2025-03-25 5.361400 2000000.00 2158178.06 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-DN1 M-3 20250127 FLT 2025-01-27 5.711400 556000.00 582477.86 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT 2029-11-26 4.411300 1745497.00 1826011.69 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C04 2M-2 20291126 FLT 2029-11-26 4.411300 8043032.00 8414033.64 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA1 M-3 20280725 FLT 2028-07-25 7.111400 14842206.00 17859875.65 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA4 M-3 20290425 FLT 2029-04-25 5.461400 13807104.00 15548552.89 Private Label Collateralized Mortgage Obligations FHLMC STACR 2015-DNA3 M-3 20280425 FLT 2028-04-25 6.261400 4434973.00 5341424.41 Private Label Collateralized Mortgage Obligations Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0153 317000000.00 317000000.00 0.0105 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.580000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FWCN4_1.58_0201 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WELLS FARGO COML TR 2016-C32 C 20590117 FLT 549300VOKB4Z9J8DIM89 2059-01-17 4.721400 44000.00 43008.61 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-NXS2 C 20580717 FLT 2058-07-17 4.248800 35000.00 32951.23 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2015-C28 C 20480515 FLT 549300S7ENI2U7O0XH56 2048-05-15 4.132200 1105000.00 1080510.36 Private Label Collateralized Mortgage Obligations PFP LTD 2017-4 D 20330916 FLT 2033-09-16 5.159400 3750000.00 3759136.53 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2014-OAK4 B-4 20440925 FLT 2044-09-25 4.039100 5512000.00 5008294.74 Private Label Collateralized Mortgage Obligations CORVEST AMERN FIN TR 2017-1 C 20491015 3.7 2049-10-15 3.756000 1400000.00 1376946.39 Private Label Collateralized Mortgage Obligations BANCORP COML MTG TR 2017-CRE2 D 20320817 FLT 2032-08-17 5.303800 3015162.00 3045367.06 Private Label Collateralized Mortgage Obligations BANC AMERICA FDG 2009-R7 4-A-2 20350826 FLT 2035-08-26 3.445600 978728.00 883279.20 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2012-RR12 4A7 20360428 FLT 2036-04-28 3.679700 7677000.00 7275000.62 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2009-RR3 I-A-4 20361126 6.0 2036-11-26 6.000000 15424901.00 14587408.24 Private Label Collateralized Mortgage Obligations CSMC SERIES 2010-8R 3-A-5 20350726 FLT 2035-07-26 3.681900 5414000.00 5206509.30 Private Label Collateralized Mortgage Obligations CORVEST AMERN FIN TR 2017-1 E 20491015 FLT 2049-10-15 6.080000 1598000.00 1571978.84 Private Label Collateralized Mortgage Obligations CORVEST AMERN FIN TR 2017-1 D 20491015 4.3 2049-10-15 4.358000 4700000.00 4623950.19 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-3 B-1 20450325 FLT 2045-03-25 3.938200 5472000.00 4991797.11 Private Label Collateralized Mortgage Obligations CSMC TR 2014-USA F 20370917 4.3 549300818AKCJ4Q9TD76 2037-09-17 4.373300 4913350.00 4095608.82 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR2 B-4 20430425 FLT 2043-04-25 3.429200 5315000.00 4537331.63 Private Label Collateralized Mortgage Obligations Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0158 54000000.00 54000000.00 0.0018 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.580000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FWUC8_1.58_0202 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NORTHWOODS CAP XI LTD 2014-11 SUB A 20250415 FLT 2025-04-15 0.00 2000000.00 1110000.00 Asset-Backed Securities CIFC FUNDING LTD 2012-III SUB NT 20250129 FLT 2025-01-29 0.00 2740000.00 1456775.80 Asset-Backed Securities ACCESS BANK PLC SUB ZERO 26 5493004PDQETMPM6YK04 2026-07-16 0.00 5000000.00 2675000.00 Asset-Backed Securities AMMC CLO XII LTD 2013-12 SUB 20250510 FLT 2025-05-10 0.00 3650000.00 1879750.00 Asset-Backed Securities VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT 549300KIDQKDB48YU144 2027-01-15 0.00 6573160.00 3713835.40 Asset-Backed Securities NORTHWOODS CAP XI LTD 2014-11 SUB B 20250415 FLT 2025-04-15 0.00 1000000.00 555000.00 Asset-Backed Securities AVANT LOANS FDG TR 2016-C B 20201116 4.9 2020-11-16 4.920000 4000000.00 2005764.34 Asset-Backed Securities TELOS CLO LTD 2013-3 SUB NT 20240117 FLT 2024-01-17 0.00 1693000.00 956545.00 Asset-Backed Securities SPECIALTY UNDRWR FIN 2006-BC2 A-2C 20370225 FLT 2037-02-25 4.109700 16634366.00 8070084.36 Asset-Backed Securities YORK CLO 2 LTD 2027-10-22 0.00 1036000.00 584311.25 Asset-Backed Securities Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0158 20000000.00 20000000.00 0.0007 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.920000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0FXL10_1.92_0430 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMA CONN AVE SECS 2015-C02 1M-2 20250527 FLT 2025-05-27 5.561400 33669858.00 28750000.73 Private Label Collateralized Mortgage Obligations Y 2018-03-07 2018-03-07 2018-04-30 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 N N N 0.0171 25012992.50 25012992.50 0.0008 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.570000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FXQP2_1.57_0206 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP INC FR 1.8%020518 6SHGI4ZSSLCXXQSBB395 2018-02-05 1.800000 32000.00 32280.96 Corporate Debt Securities BANK NEW YORK MTN BK ENT SR NT 3.55%21 WFLLPEPC7FZXENRZV188 2021-09-23 3.550000 917000.00 953306.07 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 3.25%091124 WFLLPEPC7FZXENRZV188 2024-09-11 3.250000 909000.00 925306.45 Corporate Debt Securities DEUTSCHE BK AG FR 1.875%021318 7LTWFZYICNSX8D621K86 2018-02-13 1.875000 20000.00 20173.60 Corporate Debt Securities COLGATE PALMOLIVE CO MTNS BE SR NT-F 2.95%20 YMEGZFW4SBUSS5BQXF88 2020-11-01 2.950000 45000.00 46059.53 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.7%013026 UE2136O97NLB5BYP9H04 2026-01-30 3.700000 85000.00 86866.84 Corporate Debt Securities HSBC FIN CORP HSBC FIN FR 5.6%021518 213800NQZ5NL1KSD7V45 2018-02-15 5.600000 216000.00 218830.08 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 3.45%051524 3C7474T6CDKPR9K6YT90 2024-05-15 3.450000 8000.00 8103.79 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 5.625%050118 3C7474T6CDKPR9K6YT90 2018-05-01 5.625000 84000.00 85970.01 Corporate Debt Securities DEUTSCHE BK AG FR 3.375%051221 7LTWFZYICNSX8D621K86 2021-05-12 3.375000 314000.00 317603.54 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK FR 3.5%051524 5PRBRS5FEH7NREC8OR45 2024-05-15 3.500000 157000.00 161127.36 Corporate Debt Securities MORGAN STANLEY FR 3.7%102324 IGJSJL3JD5P30I6NJZ34 2024-10-23 3.700000 28000.00 28753.26 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 2.75%120920 UE2136O97NLB5BYP9H04 2020-12-09 2.750000 49000.00 49439.15 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK VR 081513-081518 5PRBRS5FEH7NREC8OR45 2018-08-15 2.195900 6077000.00 6128324.54 Corporate Debt Securities U S BANCORP MTNS BK ENT FR 3.7%013024 N1GZ7BBF3NP8GI976H15 2024-01-30 3.700000 218000.00 226241.01 Corporate Debt Securities AVALONBAY CMNTYS INC MTN BE SR GLBL NT3.5%24 K9G90K85RBWD2LAGQX17 2024-11-15 3.500000 823000.00 840956.95 Corporate Debt Securities AVALONBAY CMNTYS INC MTN BE FR 3.45%060125 K9G90K85RBWD2LAGQX17 2025-06-01 3.450000 2629000.00 2660994.93 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 3.4%051524 WFLLPEPC7FZXENRZV188 2024-05-15 3.400000 540000.00 551986.80 Corporate Debt Securities COLGATE PALMOLIVE CO MTNS BE FR 3.25%031524 YMEGZFW4SBUSS5BQXF88 2024-03-15 3.250000 300000.00 309818.33 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 2.75%082021 EDBQKYOPJUCJKLOJDE72 2021-08-20 2.750000 3000.00 3038.97 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE SR NT 3.15%21 E0KSF7PFQ210NWI8Z391 2021-10-15 3.150000 409000.00 419975.52 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE SR NT 2.3%19 E0KSF7PFQ210NWI8Z391 2019-09-16 2.300000 3183000.00 3208639.06 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 5.35%040318 E0KSF7PFQ210NWI8Z391 2018-04-03 5.350000 61000.00 62436.92 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 2.8%030421 E0KSF7PFQ210NWI8Z391 2021-03-04 2.800000 54000.00 55076.94 Corporate Debt Securities MORGAN STANLEY FR 3.875%042924 IGJSJL3JD5P30I6NJZ34 2024-04-29 3.875000 56000.00 58099.60 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.25%061024 UE2136O97NLB5BYP9H04 2024-06-10 3.250000 23000.00 23513.92 Corporate Debt Securities RYDER SYS MTN BE FR 2.5%030118 ZXJ6Y2OSPZXIVGRILD15 2018-03-01 2.500000 35000.00 35364.58 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK FR 2.35%081519 5PRBRS5FEH7NREC8OR45 2019-08-15 2.350000 1696000.00 1713173.88 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK FR 2.3%081518 5PRBRS5FEH7NREC8OR45 2018-08-15 2.300000 2072000.00 2098160.15 Corporate Debt Securities U S BANCORP MTNS BK ENT FR 3.6%091124 N1GZ7BBF3NP8GI976H15 2024-09-11 3.600000 3493000.00 3618398.70 Corporate Debt Securities U S BANCORP MTNS BK ENT FR 3%031522 N1GZ7BBF3NP8GI976H15 2022-03-15 3.000000 22000.00 22385.29 Corporate Debt Securities UDR INC MEDIUM TERM NTS BK ENT FR 3.7%100120 P3CH2EG5X6Z1XWU1OO74 2020-10-01 3.700000 7530000.00 7796963.60 Corporate Debt Securities BNP PARIBAS / BNP PARIBAS US FR 2.45%031719 R0MUWSFPU8MPRO8K5P83 2019-03-17 2.450000 3142000.00 3175460.55 Corporate Debt Securities AVALONBAY CMNTYS INC MTN BE FR 3.625%100120 K9G90K85RBWD2LAGQX17 2020-10-01 3.625000 12000.00 12461.92 Corporate Debt Securities AVALONBAY CMNTYS INC MTN BE FR 2.95%091522 K9G90K85RBWD2LAGQX17 2022-09-15 2.950000 799000.00 806969.58 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 2.2%030419 WFLLPEPC7FZXENRZV188 2019-03-04 2.200000 677000.00 683548.85 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE VR 011217-011020 EDBQKYOPJUCJKLOJDE72 2020-01-10 2.218000 1091000.00 1100037.67 Corporate Debt Securities DEUTSCHE BK AG FR 2.95%082020 7LTWFZYICNSX8D621K86 2020-08-20 2.950000 1239000.00 1250873.41 Corporate Debt Securities PACCAR FINL CORP SR MTNS BK EN FR 2.5%081420 PH3S12DWZBHHQKVYZ297 2020-08-14 2.500000 10000.00 10105.17 Corporate Debt Securities PUBLIC SVC ELEC GAS CO MTN BE FR 4%060144 549300RUHPVD434XUK18 2044-06-01 4.000000 284000.00 293143.85 Corporate Debt Securities PUBLIC SVC ELEC GAS CO MTN BE FR 3.8%030146 549300RUHPVD434XUK18 2046-03-01 3.800000 4250000.00 4369524.17 Corporate Debt Securities BANK NEW YORK MTN BK ENT SR FLT NT 19 WFLLPEPC7FZXENRZV188 2019-09-11 2.016100 360000.00 363198.27 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 2.6%081720 WFLLPEPC7FZXENRZV188 2020-08-17 2.600000 3346000.00 3390014.77 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 5.25%111518 9DJT3UXIJIZJI4WXO774 2018-11-15 5.250000 15000.00 15380.60 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 5.15%111518 9DJT3UXIJIZJI4WXO774 2018-11-15 5.150000 55000.00 56679.82 Corporate Debt Securities RYDER SYS MTN BE FR 2.875%090120 ZXJ6Y2OSPZXIVGRILD15 2020-09-01 2.875000 20000.00 20317.58 Corporate Debt Securities Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0157 42000000.00 42000000.00 0.0014 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.350000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0FY5M0_1.35_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2020-12-15 1.875000 69142500.00 68570070.38 U.S. Treasuries (including strips) United States Treasury 2025-01-31 2.500000 123471800.00 122256374.47 U.S. Treasuries (including strips) United States Treasury 2023-01-31 2.375000 300.00 298.12 U.S. Treasuries (including strips) United States Treasury 2019-11-30 1.000000 25000000.00 24549332.42 U.S. Treasuries (including strips) United States Treasury 2019-11-30 1.750000 158787000.00 158218267.72 U.S. Treasuries (including strips) United States Treasury 2021-11-15 2.000000 24999900.00 24758598.31 U.S. Treasuries (including strips) United States Treasury 2041-02-15 4.750000 17864000.00 23727391.01 U.S. Treasuries (including strips) United States Treasury 2037-02-15 4.750000 4640700.00 6049866.46 U.S. Treasuries (including strips) United States Treasury 2019-01-15 1.125000 4593400.00 4561233.51 U.S. Treasuries (including strips) United States Treasury 2039-11-15 4.375000 20019100.00 24963936.60 U.S. Treasuries (including strips) United States Treasury 2039-08-15 4.500000 1850000.00 2364033.16 U.S. Treasuries (including strips) United States Treasury 2043-02-15 3.125000 22610300.00 23616712.10 U.S. Treasuries (including strips) United States Treasury 2023-08-31 1.375000 147312600.00 139053734.76 U.S. Treasuries (including strips) United States Treasury 2021-05-31 2.000000 23161600.00 22994410.15 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 633000000.00 633000000.00 0.0210 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.360000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0FY5N8_1.36_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.000 FGPC G67702 G 2047-01-01 4.000000 227469294.00 209265090.40 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3277 2048-01-01 4.000000 33575639.00 34844910.07 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 237000000.00 237000000.00 0.0079 N Y Y N GOLDMAN SACHS & CO LLC GOLDMAN SACHS & CO LLC 1.310000% FOR8UP27PHTHYVLBNG30 0000769993 ARP0FY5Q1_1.31_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.500 FGPC G16396 G 2033-02-01 3.500000 25992442.00 26792454.71 Agency Mortgage-Backed Securities FHLMC SERIES K-036 A-2 20231025 FLT 2023-10-25 3.527000 1699890.00 1767546.25 Agency Collateralized Mortgage Obligation Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 28000000.00 28000000.00 0.0009 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.360000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0FY5T5_1.36_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 05.500 CL889624 2038-05-01 5.500000 2055770.00 75340.30 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0530 2030-08-01 5.000000 1357520.00 221270.30 Agency Mortgage-Backed Securities FNMS 04.000 CNMA0298 2020-01-01 4.000000 4976848.00 150158.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAB5122 2042-04-01 4.000000 3233356.00 2612273.77 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3237 2048-01-01 3.000000 1454980.00 1427686.11 Agency Mortgage-Backed Securities FNMS 03.500 CNMA1588 2023-09-01 3.500000 120960.00 40320.58 Agency Mortgage-Backed Securities FNMS 04.000 CIAE7495 2025-10-01 4.000000 2140.00 579.84 Agency Mortgage-Backed Securities FNMS 03.500 CIAE5486 2025-10-01 3.500000 192881.00 37745.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 2047-12-01 3.500000 1677130.00 1685613.83 Agency Mortgage-Backed Securities FNMS 02.500 CIMA2803 2031-11-01 2.500000 19277696.00 16741021.76 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3088 2047-08-01 4.000000 267774.00 266260.31 Agency Mortgage-Backed Securities GNII SF MA2149 M 2044-08-20 4.000000 2208512.00 799742.22 Agency Mortgage-Backed Securities GNII SF MA1921 M 2044-04-20 4.500000 3776253.00 1299505.06 Agency Mortgage-Backed Securities GNII SF MA0318 M 2042-08-20 3.500000 12985668.00 5198285.84 Agency Mortgage-Backed Securities GNHF RF 771820 H 2064-10-20 4.614000 3800000.00 3253095.12 Agency Mortgage-Backed Securities GNMI SF 763557 X 2041-05-15 4.500000 396661.00 66850.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAE9954 2041-02-01 4.000000 1266077.00 921993.87 Agency Mortgage-Backed Securities 03.000 FGPC J17771 G 2027-01-01 3.000000 8959872.00 3140524.41 Agency Mortgage-Backed Securities 03.500 FGPC J12989 G 2025-09-01 3.500000 750000.00 85188.54 Agency Mortgage-Backed Securities 03.000 FGPC J34573 G 2031-06-01 3.000000 4620682.00 3873270.94 Agency Mortgage-Backed Securities 05.500 FGPC A32738 G 2035-05-01 5.500000 202789.00 27778.90 Agency Mortgage-Backed Securities GNII SF MA3802 M 2046-07-20 3.000000 10269373.00 8706387.51 Agency Mortgage-Backed Securities 05.000 FGPC G06496 G 2041-06-01 5.000000 1900000.00 681479.09 Agency Mortgage-Backed Securities 02.000 FGPC G18466 G 2028-05-01 2.000000 670000.00 352243.97 Agency Mortgage-Backed Securities 04.000 FGPC G08610 G 2044-10-01 4.000000 54265.00 26145.51 Agency Mortgage-Backed Securities 03.500 FGPC U40928 G 2028-07-01 3.500000 2246215.00 1203290.79 Agency Mortgage-Backed Securities 03.500 FGPC Q08997 G 2042-06-01 3.500000 19038000.00 10014654.39 Agency Mortgage-Backed Securities 03.500 FGPC Q51178 G 2047-10-01 3.500000 1650000.00 1652010.14 Agency Mortgage-Backed Securities 03.500 FGPC Q50879 G 2047-09-01 3.500000 17488592.00 17395421.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAL0245 2041-04-01 4.000000 125000.00 52903.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAH6219 2041-03-01 4.000000 1580000.00 615949.55 Agency Mortgage-Backed Securities FNRM CL142BA R12F142 2027-11-25 1.500000 1607.00 626.76 Agency Collateralized Mortgage Obligation FNMS 04.500 CL190400 2039-11-01 4.500000 1008.00 129.12 Agency Mortgage-Backed Securities 06.500 FGPC C90573 G 2022-08-01 6.500000 5792584.00 69289.70 Agency Mortgage-Backed Securities 03.500 FGPC G60712 G 2045-04-01 3.500000 1468224.00 1298248.16 Agency Mortgage-Backed Securities FNMS 02.500 CIAO9688 2027-07-01 2.500000 1772833.00 978313.97 Agency Mortgage-Backed Securities FNMS 03.000 CIAL2717 2027-11-01 3.000000 1000.00 415.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBC2843 2046-09-01 4.000000 15414818.00 14532837.34 Agency Mortgage-Backed Securities FNMS 03.500 CIAB5004 2027-04-01 3.500000 91937.00 25613.27 Agency Mortgage-Backed Securities FNMS 05.000 CLAA4484 2039-04-01 5.000000 5500000.00 301436.30 Agency Mortgage-Backed Securities FNMS 06.000 CL986096 2038-09-01 6.000000 2659122.00 99890.16 Agency Mortgage-Backed Securities FNAR XX.XXX LB908414 2037-04-01 3.316000 7573362.00 462213.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAL0160 2041-05-01 4.500000 3090275.00 621034.62 Agency Mortgage-Backed Securities FNMS 03.500 CTAS0177 2033-08-01 3.500000 4500000.00 2949721.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5534 2046-06-01 4.000000 32000.00 31504.67 Agency Mortgage-Backed Securities FNMS 06.000 CLAD1524 2040-01-01 6.000000 1755285.00 622840.08 Agency Mortgage-Backed Securities 05.000 FGPC A91541 G 2040-03-01 5.000000 340000.00 83253.61 Agency Mortgage-Backed Securities 05.000 FGPC H09186 G 2038-06-01 5.000000 21518947.00 1362708.05 Agency Mortgage-Backed Securities 04.000 FGPC C91395 G 2031-09-01 4.000000 1000000.00 278328.76 Agency Mortgage-Backed Securities FNMS 03.500 CLBM3355 2048-02-01 3.500000 527678.00 534872.71 Agency Mortgage-Backed Securities FNMS 04.500 CLAC4613 2040-05-01 4.500000 1315430.00 942026.85 Agency Mortgage-Backed Securities FNMS 03.000 CTAB6750 2032-10-01 3.000000 175000.00 89273.64 Agency Mortgage-Backed Securities FNMS 04.500 CKMA3045 2047-05-01 4.500000 2685165.00 1874298.54 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3282 2033-01-01 2.500000 1186508.00 1172284.95 Agency Mortgage-Backed Securities FNMS 04.000 CIMA1651 2028-09-01 4.000000 2468255.00 788810.24 Agency Mortgage-Backed Securities FNMS 03.000 CVMA1633 2028-09-01 3.000000 2280000.00 1414283.62 Agency Mortgage-Backed Securities 07.000 FGPC G07335 G 2039-03-01 7.000000 600000.00 136489.23 Agency Mortgage-Backed Securities 05.000 FGPC G06687 G 2041-07-01 5.000000 313000.00 66923.09 Agency Mortgage-Backed Securities 05.500 FGPC A81439 G 2038-09-01 5.500000 700000.00 119568.58 Agency Mortgage-Backed Securities 03.500 FGPC U70552 G 2028-07-01 3.500000 1932159.00 946246.26 Agency Mortgage-Backed Securities 03.500 FGPC J38159 G 2026-11-01 3.500000 75102.00 76543.28 Agency Mortgage-Backed Securities 03.000 FGPC J32263 G 2030-07-01 3.000000 3287247.00 2458935.47 Agency Mortgage-Backed Securities 04.000 FGPC Q48941 G 2047-06-01 4.000000 1534038.00 1559618.30 Agency Mortgage-Backed Securities 03.500 FGPC Q45631 G 2047-01-01 3.500000 3532832.00 3410178.62 Agency Mortgage-Backed Securities 03.500 FGPC Q38841 G 2046-02-01 3.500000 1476998.00 1234272.27 Agency Mortgage-Backed Securities 03.500 FGPC U91573 G 2043-06-01 3.500000 1139760.00 1059044.47 Agency Mortgage-Backed Securities GNII SF BF4010 C 2048-01-20 4.000000 1026426.00 1085679.98 Agency Mortgage-Backed Securities GNII SF BB3830 C 2047-12-20 4.500000 129941.00 138758.16 Agency Mortgage-Backed Securities 04.000 FGPC G08642 G 2045-05-01 4.000000 56201.00 31931.85 Agency Mortgage-Backed Securities 04.500 FGPC G07543 G 2041-08-01 4.500000 666000.00 340802.72 Agency Mortgage-Backed Securities 04.000 FGPC Q53499 G 2048-01-01 4.000000 2085000.00 2171302.42 Agency Mortgage-Backed Securities 04.500 FGPC Q52223 G 2047-11-01 4.500000 42501.00 45269.05 Agency Mortgage-Backed Securities 04.000 FGPC Q52312 G 2047-11-01 4.000000 15294307.00 15750949.88 Agency Mortgage-Backed Securities 03.500 FGPC Q49928 G 2047-08-01 3.500000 1748900.00 1763281.04 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8383 2045-10-01 4.500000 166844.00 116755.80 Agency Mortgage-Backed Securities FNMS 05.000 CLAL5218 2044-03-01 5.000000 108680.00 31256.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBD8231 2046-10-01 4.000000 1231145.00 1214989.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1457 2047-07-01 4.000000 17171488.00 17384211.63 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1500 2046-03-01 3.500000 2084636.00 1979173.31 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9386 2048-01-01 4.000000 2423559.00 2529979.93 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9388 2048-01-01 4.000000 4822368.00 5063812.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4782 2048-02-01 4.000000 2392962.00 2512770.22 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9356 2045-02-01 4.500000 875007.00 861048.01 Agency Mortgage-Backed Securities FNMS 03.500 CQAL2527 2032-08-01 3.500000 199249.00 89338.43 Agency Mortgage-Backed Securities FNMS 04.000 CLAV5717 2044-03-01 4.000000 600000.00 370677.21 Agency Mortgage-Backed Securities FNMS 05.000 CLAU6295 2043-11-01 5.000000 2157825.00 1585524.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9471 2047-04-01 4.000000 3680684.00 3668796.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8947 2047-03-01 3.500000 75000.00 73306.78 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0305 2043-08-01 3.000000 4290435.00 2900821.25 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1169 2046-06-01 3.500000 3367300.00 3044886.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAY6098 2045-06-01 3.500000 4100000.00 3074047.55 Agency Mortgage-Backed Securities FNMS 04.500 CLAY0216 2045-01-01 4.500000 673000.00 411748.87 Agency Mortgage-Backed Securities FNMS 03.500 CIAX4233 2029-11-01 3.500000 1848372.00 1383916.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAW6765 2044-07-01 4.000000 1380835.00 834203.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8218 2047-08-01 4.000000 596632.00 620043.97 Agency Mortgage-Backed Securities FNMS 02.500 CIBH6133 2032-08-01 2.500000 86919.00 83948.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5942 2047-07-01 4.000000 3058011.00 3145130.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBH3169 2047-08-01 4.500000 48996.00 45147.17 Agency Mortgage-Backed Securities United States Treasury 2018-10-31 1.250000 10201300.00 10189841.85 U.S. Treasuries (including strips) United States Treasury 2019-02-15 2.750000 100.00 102.06 U.S. Treasuries (including strips) 03.000 FGPC J32859 G 2030-09-01 3.000000 2805056.00 2262086.53 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 B1V7KEBTPIMZEU4LTD58 2040-09-01 4.500000 491000.00 25480.99 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 205000000.00 205000000.00 0.0068 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.570000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0FY5Z1_1.57_0207 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT 2037-01-25 1.751400 26978705.00 18405617.76 Asset-Backed Securities Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0157 16000000.00 16000000.00 0.0005 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.340000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0FY615_1.34_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2045-02-15 2.500000 100.00 92.37 U.S. Treasuries (including strips) United States Treasury 2038-02-15 4.375000 645000.00 805631.90 U.S. Treasuries (including strips) United States Treasury 2046-08-15 2.250000 293900.00 255767.32 U.S. Treasuries (including strips) United States Treasury 2045-08-15 2.875000 100.00 99.45 U.S. Treasuries (including strips) United States Treasury 2046-05-15 2.500000 100.00 91.34 U.S. Treasuries (including strips) United States Treasury 2045-05-15 3.000000 103369600.00 104602924.97 U.S. Treasuries (including strips) United States Treasury 2043-05-15 2.875000 24900.00 24679.77 U.S. Treasuries (including strips) United States Treasury 2046-02-15 2.500000 100.00 92.04 U.S. Treasuries (including strips) United States Treasury 2023-05-31 1.625000 400.00 382.79 U.S. Treasuries (including strips) United States Treasury 2021-05-15 3.125000 79390000.00 81896112.03 U.S. Treasuries (including strips) United States Treasury 2022-04-15 0.125000 2861400.00 2863460.12 U.S. Treasuries (including strips) United States Treasury 2024-02-29 2.125000 4683000.00 4597740.62 U.S. Treasuries (including strips) United States Treasury 2020-02-28 1.375000 21015000.00 20806351.82 U.S. Treasuries (including strips) United States Treasury 2046-08-15 2.250000 200.00 174.05 U.S. Treasuries (including strips) United States Treasury 2020-10-15 1.625000 100.00 98.87 U.S. Treasuries (including strips) United States Treasury 2024-09-30 2.125000 2193000.00 2138845.25 U.S. Treasuries (including strips) United States Treasury 2021-09-30 1.125000 81419600.00 78148283.50 U.S. Treasuries (including strips) United States Treasury 2020-08-15 1.500000 24976400.00 24706619.59 U.S. Treasuries (including strips) United States Treasury 2018-08-15 1.000000 5400.00 5404.55 U.S. Treasuries (including strips) United States Treasury 2026-07-15 0.125000 193695300.00 191860315.76 U.S. Treasuries (including strips) United States Treasury 2024-11-15 2.250000 315300.00 308913.89 U.S. Treasuries (including strips) United States Treasury 2020-11-15 2.625000 3526300.00 3580018.12 U.S. Treasuries (including strips) United States Treasury 2022-10-31 2.000000 104400.00 102609.84 U.S. Treasuries (including strips) United States Treasury 2020-10-31 1.750000 1487900.00 1474579.60 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 508000000.00 508000000.00 0.0168 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.620000% 1V8Y6QCX6YMJ2OELII46 0001230485 ARP0FY623_1.62_0207 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIGROUP 3.616% 02/49 2049-02-10 3.616000 70000.00 71549.32 Private Label Collateralized Mortgage Obligations 144A TROPC 2006-5A A1L1 54930035IX0Y8SG8GI72 2036-07-15 1.649100 15870000.00 7942003.63 Asset-Backed Securities 144A KDIAK 2007-2A B1 2042-11-07 2.291900 6000000.00 3678871.04 Asset-Backed Securities 144A TRAP 2007-12A A2 5493000R4ICCD2N68609 2042-04-06 2.053800 1500000.00 1052926.72 Asset-Backed Securities BANK 3.47% 11/54 2054-11-15 3.470000 7190000.00 7340677.35 Private Label Collateralized Mortgage Obligations BANK 3.02% 06/60 2060-06-15 3.020000 500000.00 494754.61 Private Label Collateralized Mortgage Obligations CSAIL 3.12658% 06/50 2050-06-15 3.126500 170000.00 166646.86 Private Label Collateralized Mortgage Obligations COMM 2014-CR14 A3 2047-02-10 3.955000 3000000.00 3145297.05 Private Label Collateralized Mortgage Obligations CITIGROUP 3.161% 09/46 2046-09-10 3.161000 300000.00 292224.49 Private Label Collateralized Mortgage Obligations CORE INDL TR 2015-WEST 549300JSG3BPDMG8DT46 2037-02-10 3.292000 2430000.00 2448418.05 Private Label Collateralized Mortgage Obligations CSMC 2016-NXSR COML MTG TR 2049-12-15 3.794800 1000000.00 1031407.12 Private Label Collateralized Mortgage Obligations CSAIL 2.98551% 06/50 2050-06-15 2.985500 886000.00 888465.69 Private Label Collateralized Mortgage Obligations CSAIL 3.39195% 06/50 2050-06-15 3.391900 50000.00 50062.61 Private Label Collateralized Mortgage Obligations CSAIL 3.5325% 11/48 549300FU8TZDHFLQZL50 2048-11-15 3.532500 146000.00 148895.60 Private Label Collateralized Mortgage Obligations Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0162 25000000.00 25000000.00 0.0008 N N Y N BANK OF MONTREAL BANK OF MONTREAL 1.320000% NQQ6HPCNCCU6TUTQYE16 0000009622 ARP0FY6F4_1.32_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2026-07-15 0.125000 10733700.00 10632013.64 U.S. Treasuries (including strips) United States Treasury 2027-01-15 2.375000 69844400.00 98512028.48 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0132 107000000.00 107000000.00 0.0035 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.370000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0FY6U1_1.37_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA4962 M 2048-01-20 3.500000 75626551.00 77250000.96 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0137 75000000.00 75000000.00 0.0025 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.350000% 549300QJJX6CVVUXLE15 0000050916 ARP0FY7D8_1.35_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBJ5772 2048-02-01 4.000000 1536.00 1604.41 Agency Mortgage-Backed Securities GNII SF MA4510 M 2047-03-20 3.500000 253509585.00 248530922.65 Agency Mortgage-Backed Securities GNII SF MA3597 M 2046-04-20 3.500000 59414204.00 44349467.42 Agency Mortgage-Backed Securities United States Treasury 2018-10-31 1.242900 29673800.00 29835191.12 U.S. Treasuries (including strips) United States Treasury 2019-09-30 1.375000 941500.00 935066.06 U.S. Treasuries (including strips) United States Treasury 2021-07-31 2.250000 26753200.00 26651805.37 U.S. Treasuries (including strips) United States Treasury 2019-04-30 1.142900 2788100.00 2801742.97 U.S. Treasuries (including strips) United States Treasury 2019-03-31 1.625000 630100.00 630900.90 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 344000000.00 344000000.00 0.0114 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.330000% 549300QJJX6CVVUXLE15 0000050916 ARP0FY7M8_1.33_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2020-07-31 1.625000 485300.00 478360.21 U.S. Treasuries (including strips) United States Treasury 2019-03-31 1.625000 106300.00 106435.11 U.S. Treasuries (including strips) United States Treasury 2046-08-15 2.250000 3977500.00 3461430.83 U.S. Treasuries (including strips) United States Treasury 2045-08-15 2.875000 11608300.00 11544374.54 U.S. Treasuries (including strips) United States Treasury 2047-02-15 0.875000 200.00 206.70 U.S. Treasuries (including strips) United States Treasury 2020-11-15 1.750000 100.00 99.01 U.S. Treasuries (including strips) United States Treasury 2022-10-31 2.000000 26032200.00 25585822.56 U.S. Treasuries (including strips) United States Treasury 2019-09-30 1.375000 91900.00 91271.98 U.S. Treasuries (including strips) United States Treasury 2024-08-31 1.875000 2684000.00 2582393.08 U.S. Treasuries (including strips) United States Treasury 2018-08-31 1.500000 65983000.00 66313560.25 U.S. Treasuries (including strips) United States Treasury 2024-07-31 2.125000 100.00 96.95 U.S. Treasuries (including strips) United States Treasury 2024-11-15 2.250000 100.00 97.97 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 108000000.00 108000000.00 0.0036 N Y Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 1.350000% 549300LCO2FLSSVFFR64 0000050916 ARP0FY7U0_1.35_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.500 CIBM1890 2032-01-01 2.500000 2194898.00 2085556.88 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ2544 2037-12-01 3.000000 22403633.00 22241066.08 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0127 2047-08-01 4.000000 6082266.00 6191811.70 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 2047-11-01 4.000000 8522120.00 8709998.39 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3149 2047-10-01 4.000000 13443392.00 13654562.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2895 2047-02-01 3.000000 2500000.00 2325905.20 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3239 2048-01-01 4.000000 24145475.00 24970906.19 Agency Mortgage-Backed Securities FNMS 03.500 CL890812 2047-01-01 3.500000 9247721.00 9347590.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9598 2047-05-01 4.000000 22629800.00 23297415.22 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0319 2041-06-01 3.643000 96934.00 19476.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBD3004 2046-08-01 3.000000 1085000.00 929979.72 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9656 2047-05-01 4.500000 2059367.00 2066356.00 Agency Mortgage-Backed Securities 03.000 FGPC J38251 G 2033-01-01 3.000000 7596613.00 7624284.99 Agency Mortgage-Backed Securities 03.000 FGPC J38057 G 2032-12-01 3.000000 6736391.00 6699072.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0541 2047-10-01 3.500000 231111.00 232595.66 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1006 2048-01-01 4.000000 43679918.00 45717549.78 Agency Mortgage-Backed Securities 03.500 FGPC Q53650 G 2048-01-01 3.500000 217210.00 220608.84 Agency Mortgage-Backed Securities FMAR 2B6743 G 2048-01-01 2.872000 2871944.00 2891985.55 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 174000000.00 174000000.00 0.0058 N Y Y N CREDIT SUISSE AG CREDIT SUISSE AG 1.350000% ANGGYXNX0JLX3X63JN86 0001053092 ARP0FY813_1.35_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2021-04-15 0.125000 288805000.00 298094633.98 U.S. Treasuries (including strips) United States Treasury 2021-07-15 0.625000 253128100.00 280949744.26 U.S. Treasuries (including strips) United States Treasury 2024-01-15 0.625000 424108800.00 451595256.72 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 1010429326.00 1010429326.00 0.0335 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.330000% L3I9ZG2KFGXZ61BMYR72 0001041839 ARP0FY821_1.33_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2018-02-15 3.500000 26400.00 26840.84 U.S. Treasuries (including strips) United States Treasury 2018-04-30 0.750000 659400.00 659523.52 U.S. Treasuries (including strips) United States Treasury 2018-04-30 0.625000 11215000.00 11210033.41 U.S. Treasuries (including strips) United States Treasury 2018-02-22 0.00 4850000.00 4846219.69 U.S. Treasuries (including strips) United States Treasury 2018-02-01 0.00 600.00 599.96 U.S. Treasuries (including strips) United States Treasury 2019-12-15 1.375000 3000000.00 2965126.24 U.S. Treasuries (including strips) United States Treasury 2023-11-30 2.125000 583900.00 571507.16 U.S. Treasuries (including strips) United States Treasury 2018-11-30 1.250000 6000000.00 5982054.73 U.S. Treasuries (including strips) United States Treasury 2039-11-15 4.375000 409000.00 510025.43 U.S. Treasuries (including strips) United States Treasury 2019-02-28 1.500000 1900.00 1902.62 U.S. Treasuries (including strips) United States Treasury 2026-02-15 1.625000 5000000.00 4648063.18 U.S. Treasuries (including strips) United States Treasury 2023-02-15 2.000000 100.00 98.45 U.S. Treasuries (including strips) United States Treasury 2021-02-15 3.625000 5000000.00 5277787.09 U.S. Treasuries (including strips) United States Treasury 2024-01-31 2.250000 100.00 98.04 U.S. Treasuries (including strips) United States Treasury 2021-04-15 0.125000 291000.00 300374.79 U.S. Treasuries (including strips) United States Treasury 2020-03-31 1.125000 479800.00 471128.34 U.S. Treasuries (including strips) United States Treasury 2019-03-31 1.250000 4330000.00 4311397.89 U.S. Treasuries (including strips) United States Treasury 2018-03-31 2.875000 6500.00 6577.37 U.S. Treasuries (including strips) United States Treasury 2018-03-31 0.750000 3773600.00 3779036.21 U.S. Treasuries (including strips) United States Treasury 2024-02-29 2.125000 284000.00 278829.45 U.S. Treasuries (including strips) United States Treasury 2020-05-15 1.500000 36100.00 35666.82 U.S. Treasuries (including strips) United States Treasury 2019-05-15 3.125000 130508400.00 133211176.69 U.S. Treasuries (including strips) United States Treasury 2023-04-30 1.625000 2828000.00 2713182.73 U.S. Treasuries (including strips) United States Treasury 2020-07-31 2.000000 6000000.00 5967660.00 U.S. Treasuries (including strips) United States Treasury 2019-07-31 0.875000 653400.00 642168.05 U.S. Treasuries (including strips) United States Treasury 2018-10-31 1.250000 1136100.00 1134823.93 U.S. Treasuries (including strips) United States Treasury 2020-10-15 1.625000 7250000.00 7167722.86 U.S. Treasuries (including strips) United States Treasury 2024-09-30 2.125000 3641600.00 3551672.99 U.S. Treasuries (including strips) United States Treasury 2019-09-30 1.000000 120000.00 118305.49 U.S. Treasuries (including strips) United States Treasury 2024-08-31 1.875000 5000000.00 4810717.37 U.S. Treasuries (including strips) United States Treasury 2021-08-31 2.000000 828300.00 824689.06 U.S. Treasuries (including strips) United States Treasury 2026-11-15 2.000000 5000000.00 4740020.72 U.S. Treasuries (including strips) United States Treasury 2024-11-15 2.250000 1363900.00 1336275.45 U.S. Treasuries (including strips) United States Treasury 2020-11-15 2.625000 5000.00 5076.17 U.S. Treasuries (including strips) United States Treasury 2018-11-15 3.750000 11000.00 11247.59 U.S. Treasuries (including strips) United States Treasury 2018-11-15 1.250000 5000000.00 4989644.20 U.S. Treasuries (including strips) United States Treasury 2018-10-31 0.750000 24000.00 23855.43 U.S. Treasuries (including strips) United States Treasury 2019-12-31 1.625000 13000000.00 12895760.47 U.S. Treasuries (including strips) United States Treasury 2018-12-31 1.250000 1238400.00 1232233.32 U.S. Treasuries (including strips) United States Treasury 2021-04-30 1.375000 5000000.00 4869022.38 U.S. Treasuries (including strips) United States Treasury 2019-05-31 1.250000 3239000.00 3213506.22 U.S. Treasuries (including strips) United States Treasury 2019-05-31 1.500000 7794300.00 7761846.06 U.S. Treasuries (including strips) United States Treasury 2018-05-31 1.000000 9100.00 9099.12 U.S. Treasuries (including strips) United States Treasury 2026-05-15 1.625000 1785900.00 1648575.88 U.S. Treasuries (including strips) United States Treasury 2024-05-15 2.500000 3076000.00 3070248.43 U.S. Treasuries (including strips) United States Treasury 2018-07-31 2.250000 289600.00 290448.53 U.S. Treasuries (including strips) United States Treasury 2021-06-30 1.125000 9000000.00 8649750.58 U.S. Treasuries (including strips) United States Treasury 2020-06-30 1.875000 360000.00 357809.64 U.S. Treasuries (including strips) United States Treasury 2019-06-30 1.000000 5012300.00 4944540.49 U.S. Treasuries (including strips) United States Treasury 2019-06-30 1.250000 13229000.00 13100023.10 U.S. Treasuries (including strips) United States Treasury 2019-06-15 0.875000 111000.00 109399.36 U.S. Treasuries (including strips) United States Treasury 2019-08-31 1.625000 120800.00 120799.17 U.S. Treasuries (including strips) United States Treasury 2027-08-15 2.250000 5577000.00 5412417.88 U.S. Treasuries (including strips) United States Treasury 2024-07-31 2.125000 100.00 96.95 U.S. Treasuries (including strips) United States Treasury 2023-07-31 1.250000 195052300.00 181977700.52 U.S. Treasuries (including strips) United States Treasury 2022-12-31 2.125000 5885000.00 5790661.99 U.S. Treasuries (including strips) United States Treasury 2021-12-31 2.125000 1000000.00 991309.75 U.S. Treasuries (including strips) United States Treasury 2029-01-15 2.500000 416000.00 570397.95 U.S. Treasuries (including strips) United States Treasury 2018-04-26 0.00 3350000.00 3338796.11 U.S. Treasuries (including strips) United States Treasury 2018-03-15 0.00 10000000.00 9983622.22 U.S. Treasuries (including strips) United States Treasury 2018-03-01 0.00 4287000.00 4281962.78 U.S. Treasuries (including strips) United States Treasury 2047-08-15 2.750000 1289000.00 1246468.25 U.S. Treasuries (including strips) United States Treasury 2046-08-15 2.250000 100.00 87.03 U.S. Treasuries (including strips) United States Treasury 2045-05-15 3.000000 10080200.00 10200469.04 U.S. Treasuries (including strips) United States Treasury 2038-05-15 4.500000 365000.00 459842.27 U.S. Treasuries (including strips) United States Treasury 2044-02-15 3.625000 2206000.00 2508133.58 U.S. Treasuries (including strips) United States Treasury 2040-02-15 2.125000 1645300.00 2406118.38 U.S. Treasuries (including strips) United States Treasury 2021-01-31 1.375000 100.00 97.36 U.S. Treasuries (including strips) United States Treasury 2027-01-15 0.375000 1103000.00 1101398.01 U.S. Treasuries (including strips) United States Treasury 2047-11-15 2.750000 6967000.00 6693149.51 U.S. Treasuries (including strips) United States Treasury 2043-11-15 3.750000 10326400.00 11874188.15 U.S. Treasuries (including strips) United States Treasury 2042-11-15 2.750000 100.00 97.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-05-15 1.750000 6780000.00 6540139.71 U.S. Treasuries (including strips) United States Treasury 2019-12-31 1.875000 5248000.00 5231813.40 U.S. Treasuries (including strips) United States Treasury 2024-12-31 2.250000 4800000.00 4686998.62 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 534000000.00 534000000.00 0.0177 N Y Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 1.520000% 549300LCO2FLSSVFFR64 0000050916 ARP0FY896_1.52_0207 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBOTT LABS SR NT 2%18 HQD377W2YR662HK5JX27 2018-09-15 2.000000 380000.00 382673.51 Corporate Debt Securities BAT CAP CORP SR GLBL 144A 47 2138005GYEXN7XRHFA84 2047-08-15 4.540000 5000000.00 5225572.22 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 4.8%091520 9DJT3UXIJIZJI4WXO774 2020-09-15 4.800000 39000.00 41674.75 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 6.75%081519 9DJT3UXIJIZJI4WXO774 2019-08-15 6.750000 14000.00 15281.35 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 5.2%021519 9DJT3UXIJIZJI4WXO774 2019-02-15 5.200000 10000.00 10513.28 Corporate Debt Securities BANK OF AMERICA CORP SR NT FXD/FLT 31 9DJT3UXIJIZJI4WXO774 2031-03-04 0.832500 10000.00 6287.04 Corporate Debt Securities BANCO SANTANDER SA SR GLBL NT 27 5493006QMFDDMYWIAM13 2027-04-11 4.250000 300000.00 311824.83 Corporate Debt Securities BPCE S A FR 2.75%011123 9695005MSX1OYEMGDF46 2023-01-11 2.750000 2395589.00 2358380.18 Corporate Debt Securities UNIVERSITY OF NOTRE DAME BD 3.394%48 XV74408A6JGDG5126L34 2048-02-15 3.394000 1450000.00 1390064.73 Corporate Debt Securities BANK AMER CORP SUB INTNTS BE FR 6.25%081518 9DJT3UXIJIZJI4WXO774 2018-08-15 6.250000 10000.00 10479.19 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 5.35%121520 9DJT3UXIJIZJI4WXO774 2020-12-15 5.350000 21000.00 22508.98 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 4.8%111520 9DJT3UXIJIZJI4WXO774 2020-11-15 4.800000 9000.00 9527.34 Corporate Debt Securities BANK AMER CORP SR INTNOTES BE FR 4.75%091520 9DJT3UXIJIZJI4WXO774 2020-09-15 4.750000 10000.00 10682.04 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.4%012928 WFLLPEPC7FZXENRZV188 2028-01-29 3.400000 25000.00 24888.72 Corporate Debt Securities CATERPILLAR FINL CORP PWRNTSBE FR 2.05%061521 EDBQKYOPJUCJKLOJDE72 2021-06-15 2.050000 75000.00 73059.71 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 25 549300EJG376EN5NQE29 2025-07-20 3.875000 290000.00 292750.37 Corporate Debt Securities KIA MTRS CORP SR GLBL REGS 23 988400V8MJK9N7OI5X76 2023-04-25 3.000000 2100000.00 2060562.00 Corporate Debt Securities WELLS FARGO & CO SR GLBL K STP 31 PBLD0EJDB5FWOLXP3B76 2031-02-19 3.000000 13000.00 12883.78 Corporate Debt Securities AT&T INC SR GLBL NT 49 549300Z40J86GGSTL398 2049-03-09 4.550000 150000.00 142486.08 Corporate Debt Securities AT&T INC SR GLBL 144A 30 549300Z40J86GGSTL398 2030-02-15 4.300000 165.00 164.20 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 27 2027-07-21 3.650000 5581296.00 5376149.26 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 3.5%091528 4NYF266XZC35SCTGX023 2028-09-15 3.500000 50000.00 49466.78 Corporate Debt Securities SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT2.4%21 549300XK5HGW68R8K327 2021-09-23 2.400000 284000.00 280178.31 Corporate Debt Securities SEMPRA ENERGY SR GLBL FL NT 19 PBBKGKLRK5S5C0Y4T545 2019-07-15 1.959100 799000.00 800057.86 Corporate Debt Securities PROSPECT CAP CORP FR 6.75%071543 549300FSD8T39P5Q0O47 2043-07-15 6.750000 14000.00 13576.92 Corporate Debt Securities US BANCORP DEL PERP FXD/FLT NT N1GZ7BBF3NP8GI976H15 2049-12-29 5.300000 219000.00 238295.12 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP NT-B FXD/FLT 18 Z2VZBHUMB7PWWJ63I008 2018-04-30 2.016900 25000.00 25011.90 Corporate Debt Securities TENCENT HLDGS LTD FR 3.925%011938 254900N4SLUMW4XUYY11 2038-01-19 3.925000 200000.00 196995.67 Corporate Debt Securities GNII SF MA4961 M 2048-01-20 3.000000 688375.00 683946.09 Agency Mortgage-Backed Securities GENERAL ELECTRIC CAPITAL CORP FR 4.4%081526 3C7474T6CDKPR9K6YT90 2026-08-15 4.400000 15000.00 15684.73 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.4%081526 3C7474T6CDKPR9K6YT90 2026-08-15 4.400000 20000.00 20944.78 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 5.2%071534 3C7474T6CDKPR9K6YT90 2034-07-15 5.200000 50000.00 52841.56 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 5.25%061536 3C7474T6CDKPR9K6YT90 2036-06-15 5.250000 10000.00 10750.68 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.15%041531 3C7474T6CDKPR9K6YT90 2031-04-15 4.150000 14000.00 13978.43 Corporate Debt Securities COMCAST CORP NEW 3.999%49 51M0QTTNCGUN7KFCFZ59 2049-11-01 3.999000 82000.00 81791.94 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN FR 3%031525 82VOJDD5PTRDMVVMGV31 2025-03-15 3.000000 50000.00 49004.17 Corporate Debt Securities DISCOVER FINL SVCS FR 3.15%081523 Z1YLO2USPORE63VVUL20 2023-08-15 3.150000 25000.00 24737.19 Corporate Debt Securities DEUTSCHE BK AG FR 3.05%091522 7LTWFZYICNSX8D621K86 2022-09-15 3.050000 10000.00 9890.72 Corporate Debt Securities DEUTSCHE BK AG N Y BRH SR GLBL -D NT 22 7LTWFZYICNSX8D621K86 2022-11-16 3.300000 45000.00 44806.27 Corporate Debt Securities 04.000 FGPC Q53696 G 2048-01-01 4.000000 13670493.00 14254444.15 Agency Mortgage-Backed Securities 03.500 FGPC Q53535 G 2048-01-01 3.500000 7949550.00 8046141.23 Agency Mortgage-Backed Securities FMAR 2B6710 G 2047-12-01 2.938000 4511016.00 4516894.46 Agency Mortgage-Backed Securities 03.000 FGPC J38271 G 2033-01-01 3.000000 7957617.00 7992451.36 Agency Mortgage-Backed Securities 03.000 FGPC G18673 G 2033-01-01 3.000000 7902732.00 7921569.68 Agency Mortgage-Backed Securities EQT CORP SR GLBL NT3.9%27 4NT01YGM4X7ZX86ISY52 2027-10-01 3.900000 5000000.00 4975608.33 Corporate Debt Securities FNAR XX.XXX LBBJ5268 2047-12-01 2.943000 4253062.00 4284966.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2819 2047-09-01 3.500000 3581839.00 3612243.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9656 2047-05-01 4.500000 2481269.00 2489689.84 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6983 2045-07-01 3.500000 2446056.00 1874686.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6956 2045-06-01 3.500000 10000000.00 7787376.01 Agency Mortgage-Backed Securities FORD MOTOR CREDIT COMPANY FR 2.8%042021 UDSQCVRUX5BONN0VY111 2021-04-20 2.800000 65000.00 64698.76 Corporate Debt Securities FORD MOTOR CREDIT COMPANY FR 4%032026 UDSQCVRUX5BONN0VY111 2026-03-20 4.000000 150000.00 151013.33 Corporate Debt Securities FNMS 02.500 CICA1085 2033-01-01 2.500000 1113749.00 1100431.92 Agency Mortgage-Backed Securities FNMS 02.500 CICA0775 2032-11-01 2.500000 8289547.00 8040918.47 Agency Mortgage-Backed Securities FNMS 04.000 CLBM1715 2047-09-01 4.000000 5798134.00 5893301.31 Agency Mortgage-Backed Securities GENERAL ELECTRIC CAPITAL CORP FR 5.25%031532 3C7474T6CDKPR9K6YT90 2032-03-15 5.250000 10000.00 11006.93 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 5%031527 3C7474T6CDKPR9K6YT90 2027-03-15 5.000000 25000.00 26775.97 Corporate Debt Securities MPLX LP SR GLBL NT 27 5493000CZJ19CK4P3G36 2027-03-01 4.125000 162000.00 166569.62 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR NT 5.5%44 549300PDHUGWPWGOT525 2044-03-01 5.500000 150000.00 165257.50 Corporate Debt Securities MORGAN STANLEY FR 11%081933 IGJSJL3JD5P30I6NJZ34 2033-08-19 1.975500 10000.00 6738.91 Corporate Debt Securities MORGAN STANLEY SR NT FXD/FLT 32 IGJSJL3JD5P30I6NJZ34 2032-03-15 4.240000 20000.00 14948.36 Corporate Debt Securities MORGAN STANLEY SR FIX/FLT NT 18 IGJSJL3JD5P30I6NJZ34 2018-02-15 2.415900 15000.00 15076.50 Corporate Debt Securities MORGAN STANLEY D W DISC SRMTNS RGE ACCRL 11%31 IGJSJL3JD5P30I6NJZ34 2031-03-25 3.900000 20000.00 15450.00 Corporate Debt Securities MORGAN STANLEY D W DISC SRMTNS RGE ACRL NT 31 IGJSJL3JD5P30I6NJZ34 2031-02-11 10.000000 15000.00 15773.33 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 2.45%081522 4NYF266XZC35SCTGX023 2022-08-15 2.450000 25000.00 24252.22 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.05%101530 3C7474T6CDKPR9K6YT90 2030-10-15 4.050000 30000.00 29515.65 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.5%101525 3C7474T6CDKPR9K6YT90 2025-10-15 4.500000 37000.00 38630.22 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.45%091526 3C7474T6CDKPR9K6YT90 2026-09-15 4.450000 24000.00 25128.27 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.5%091525 3C7474T6CDKPR9K6YT90 2025-09-15 4.500000 25000.00 26052.50 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5%071524 784F5XWPLTWKTBV3E584 2024-07-15 5.000000 10000.00 10814.92 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.5%051537 784F5XWPLTWKTBV3E584 2037-05-15 5.500000 24000.00 26018.51 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.3%021525 784F5XWPLTWKTBV3E584 2025-02-15 5.300000 46000.00 50942.50 Corporate Debt Securities GENERAL MTRS FINL CO INC MTN FR 3.95%102027 5493008B6JBRUJ90QL97 2027-10-20 3.950000 9000.00 9001.05 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4.75%081533 784F5XWPLTWKTBV3E584 2033-08-15 4.750000 20000.00 20373.62 Corporate Debt Securities GOLDMAN SACHS GROUP INC VR 032113-031520 784F5XWPLTWKTBV3E584 2020-03-15 2.738500 18000.00 18289.97 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.25%121532 784F5XWPLTWKTBV3E584 2032-12-15 5.250000 10000.00 10776.93 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 4.75%101524 784F5XWPLTWKTBV3E584 2024-10-15 4.750000 10000.00 10730.71 Corporate Debt Securities INTESA SANPAOLO S P A SR 144A NT 28 2W8N8UU78PMDQKZENC08 2028-01-12 3.875000 200000.00 196023.03 Corporate Debt Securities GOLDMAN SACHS GROUP SR GLBL NT 38 784F5XWPLTWKTBV3E584 2038-10-31 4.017000 285000.00 288837.72 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL D STP 36 784F5XWPLTWKTBV3E584 2036-08-17 3.125000 3000.00 2870.84 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 9%011029 784F5XWPLTWKTBV3E584 2029-01-10 0.816000 10000.00 6852.36 Corporate Debt Securities MACYS RETAIL HLDGS INC SR GLBL NT4.5%34 549300JMONK27O4SQQ19 2034-12-15 4.500000 6978000.00 6041063.94 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 2.45%081522 4NYF266XZC35SCTGX023 2022-08-15 2.450000 25000.00 24117.97 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 3.5%031529 4NYF266XZC35SCTGX023 2029-03-15 3.500000 10000.00 9878.36 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 3%011523 4NYF266XZC35SCTGX023 2023-01-15 3.000000 10000.00 9994.63 Corporate Debt Securities BANK NEW YORK MTN BK ENT FR 2.15%022420 WFLLPEPC7FZXENRZV188 2020-02-24 2.150000 175000.00 175547.12 Corporate Debt Securities FNAR XX.XXX LBAL2985 2042-10-01 2.590000 6096445.00 3177291.99 Agency Mortgage-Backed Securities AT&T INC SR GLBL NT3.9%27 549300Z40J86GGSTL398 2027-08-14 3.900000 649774.00 659868.24 Corporate Debt Securities AT&T INC SR GLBL NT 46 549300Z40J86GGSTL398 2046-05-15 4.750000 21000.00 20441.98 Corporate Debt Securities AT&T INC SR GLBL NT 42 549300Z40J86GGSTL398 2042-03-15 5.150000 309000.00 319402.66 Corporate Debt Securities APPLE INC SR GLBL NT 46 HWUPKR0MPOU8FGXBT394 2046-02-23 4.650000 1946000.00 2244668.83 Corporate Debt Securities APPLE INC SR NT 3.45%45 HWUPKR0MPOU8FGXBT394 2045-02-09 3.450000 755000.00 727898.01 Corporate Debt Securities APACHE CORP SR NT 4.75%43 72ZZ1XRHOOU9P9X16K08 2043-04-15 4.750000 200000.00 209829.22 Corporate Debt Securities AMGEN INC SR GLBL NT4.4%45 62QBXGPJ34PQ72Z12S66 2045-05-01 4.400000 250000.00 265762.50 Corporate Debt Securities ALIBABA GROUP HLDG LTD 2.8%23 5493001NTNQJDH60PM02 2023-06-06 2.800000 11483987.00 11331683.81 Corporate Debt Securities BANK AMER CORP FR 4.45%030326 9DJT3UXIJIZJI4WXO774 2026-03-03 4.450000 176000.00 187542.86 Corporate Debt Securities WELLS FARGO CO NEW SUB NT 5.606%44 PBLD0EJDB5FWOLXP3B76 2044-01-15 5.606000 250000.00 302225.39 Corporate Debt Securities VIACOM INC NEW SR DEB 5.85%43 X0ST5BPF0CZG9FE5OV61 2043-09-01 5.850000 15000.00 16867.27 Corporate Debt Securities BANK AMER CORP FR 2.6%011519 9DJT3UXIJIZJI4WXO774 2019-01-15 2.600000 86000.00 86451.12 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 23 213800LBQA1Y9L22JB70 2023-01-10 3.684000 200000.00 201651.80 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.5%102918 VBHFXSYT7OG62HNT8T76 2018-10-29 2.500000 700000.00 705998.22 Corporate Debt Securities BANK AMER CORP FR 4.183%112527 9DJT3UXIJIZJI4WXO774 2027-11-25 4.183000 14000.00 14446.44 Corporate Debt Securities BANK AMER CORP FR 4.25%102226 9DJT3UXIJIZJI4WXO774 2026-10-22 4.250000 300000.00 313907.25 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 1.7%080921 EDBQKYOPJUCJKLOJDE72 2021-08-09 1.700000 31000.00 30276.84 Corporate Debt Securities BRITISH SKY BROADCASTING GROUP SR 144A NT 19 2138003TS48MQKF4BZ29 2019-09-16 2.625000 1255000.00 1268244.96 Corporate Debt Securities EDF S A SR GLBL REGS 39 549300X3UK4GG3FNMO06 2039-01-26 6.950000 2055000.00 2758683.95 Corporate Debt Securities AT&T INC SR GLBL NT 27 549300Z40J86GGSTL398 2027-03-01 4.250000 1273000.00 1310398.62 Corporate Debt Securities AT&T INC SR GLBL NT6.3%38 549300Z40J86GGSTL398 2038-01-15 6.300000 26000.00 30515.94 Corporate Debt Securities ACTAVIS FUNDING SCS SR NT 4.55%35 222100FLFVOSKCBCAR54 2035-03-15 4.550000 300000.00 317612.67 Corporate Debt Securities NEW YORK PRESBYTERIAN HOSP TAX BD 4.024% 45 19EOSPKL8HML7MY3UE63 2045-08-01 4.024000 2000.00 2086.46 Corporate Debt Securities QUALCOMM INC FR 2.6%013023 H1J8DDZKZP6H7RWC0H53 2023-01-30 2.600000 300000.00 289848.67 Corporate Debt Securities PROLOGIS SR GLBL NT 25 GL16H1DHB0QSHP25F723 2025-11-01 3.750000 255000.00 264528.08 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 25 549300GHBMY8T5GXDE41 2025-07-15 3.750000 300000.00 311033.00 Corporate Debt Securities TEXAS HEALTH RES -2015 SINK BD 55 54930008C10TUBW7Z611 2055-11-15 4.330000 505000.00 533815.86 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 4%011227 O2RNE8IBXP4R0TD8PU41 2027-01-12 4.000000 5000000.00 5013605.56 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.9%050145 PBLD0EJDB5FWOLXP3B76 2045-05-01 3.900000 300000.00 304428.00 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.5%030822 PBLD0EJDB5FWOLXP3B76 2022-03-08 3.500000 286000.00 295498.85 Corporate Debt Securities GENERAL ELECTRIC CO SR NT 4.125%42 3C7474T6CDKPR9K6YT90 2042-10-09 4.125000 20000.00 19832.47 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 46 54930070NSV60J38I987 2046-04-01 6.750000 1084000.00 1356604.32 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.2%45 54930070NSV60J38I987 2045-04-01 5.200000 447000.00 469802.96 Corporate Debt Securities CONOCOPHILLIPS SR GLBL NT6.5%39 WPTL2Z3FIYTHSP5V2253 2039-02-01 6.500000 100000.00 141019.00 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.6%45 51M0QTTNCGUN7KFCFZ59 2045-08-15 4.600000 150000.00 165861.17 Corporate Debt Securities COMCAST CORP NEW SR NT 4.75%44 51M0QTTNCGUN7KFCFZ59 2044-03-01 4.750000 175000.00 197668.04 Corporate Debt Securities CITIGROUP INC SB GLBL NT4.4%25 6SHGI4ZSSLCXXQSBB395 2025-06-10 4.400000 45000.00 47031.45 Corporate Debt Securities CREDIT SUISSE GRP FDG GUERNSEY SR GLBL BD 26 549300PXR5FKNXF0OH19 2026-04-17 4.550000 300000.00 319277.42 Corporate Debt Securities COOPERATIEVE CNT RAIFFEISEN NY FR 2.5%011921 DG3RU1DBUFHT4ZF9WN62 2021-01-19 2.500000 2076000.00 2067080.12 Corporate Debt Securities COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922 DG3RU1DBUFHT4ZF9WN62 2022-11-09 3.950000 1734000.00 1801673.20 Corporate Debt Securities FORD MOTOR CREDIT COMPANY FR 2.35%082021 UDSQCVRUX5BONN0VY111 2021-08-20 2.350000 48000.00 47213.27 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP VR 041613-041523 3C7474T6CDKPR9K6YT90 2023-04-15 2.720200 230000.00 229055.48 Corporate Debt Securities GENERAL ELEC CAP CORP MTN BE FR 6.75%031532 3C7474T6CDKPR9K6YT90 2032-03-15 6.750000 200000.00 262540.00 Corporate Debt Securities JPMORGAN CHASE & CO SUB GLBL NT 27 8I5DZWZKVSZI1NUHU748 2027-10-01 4.250000 87000.00 91734.25 Corporate Debt Securities MORGAN STANLEY SR NT FIX/FLT 38 IGJSJL3JD5P30I6NJZ34 2038-07-22 3.971000 4550000.00 4608252.51 Corporate Debt Securities MORGAN STANLEY FR 4.35%090826 IGJSJL3JD5P30I6NJZ34 2026-09-08 4.350000 1112000.00 1171146.35 Corporate Debt Securities MICROSOFT CORP SR NT 3.5%42 INR2EJN1ERAN0W5ZP974 2042-11-15 3.500000 194000.00 192449.72 Corporate Debt Securities MEDTRONIC INC SR GLBL NT 45 D56MRZY2INAN94ZONZ37 2045-03-15 4.625000 200000.00 228400.44 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.7%013026 UE2136O97NLB5BYP9H04 2026-01-30 3.700000 190000.00 194172.93 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A FR 2%041521 549300K1IE3K7YU6VG29 2021-04-15 2.000000 500000.00 490519.44 Corporate Debt Securities MORGAN STANLEY FR 4.375%012247 IGJSJL3JD5P30I6NJZ34 2047-01-22 4.375000 201000.00 214367.25 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 4%25 5493008B6JBRUJ90QL97 2025-01-15 4.000000 200000.00 201811.56 Corporate Debt Securities INTL PAPER CO CR SEN SR NT 39 824LMFJDH41EY779Q875 2039-11-15 7.300000 2662000.00 3697813.78 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT 44 3BNYRYQHD39K4LCKQF12 2044-09-15 4.750000 50000.00 53351.72 Corporate Debt Securities MYLAN INC SR NT 5.4%43 30ZMPDNA1RHIBH89C294 2043-11-29 5.400000 511000.00 559841.38 Corporate Debt Securities PHILIP MORRIS INTL INC SR NT 4.125%43 HL3H1H2BGXWVG3BSWR90 2043-03-04 4.125000 150000.00 152439.56 Corporate Debt Securities NORTHWEST FLA TIMBER FIN LLC SR SEC 144A NT29 2029-03-04 4.750000 4485000.00 4321666.27 Corporate Debt Securities NEWELL BRANDS INC CR SEN SR GLBL26 549300LWGYFM1TVO1Z12 2026-04-01 4.200000 300000.00 309468.00 Corporate Debt Securities NEW YORK PRESBYTERIAN HOSP SR -2016 BD 56 19EOSPKL8HML7MY3UE63 2056-08-01 4.063000 15000.00 15425.78 Corporate Debt Securities WELLS FARGO CO MTN BE FR 2.15%011519 PBLD0EJDB5FWOLXP3B76 2019-01-15 2.150000 1895000.00 1897474.03 Corporate Debt Securities CATERPILLAR INC DEL SR DEB 3.803%42 WRJR7GS4GTRECRRTVX92 2042-08-15 3.803000 250000.00 263611.51 Corporate Debt Securities BARCLAYS BANK PLC FXD-FLT NT 21 G5GSEF7VJP5I7OUK5573 2021-04-08 4.202600 25000.00 25417.12 Corporate Debt Securities SANTANDER HLDGS USA INC SR GLBL NT4.5%25 549300SMVCQN2P0O6I58 2025-07-17 4.500000 736000.00 759883.20 Corporate Debt Securities GENERAL ELECTRIC CAPITAL CORP FR 4.375%24 3C7474T6CDKPR9K6YT90 2024-09-15 4.375000 12000.00 12536.37 Corporate Debt Securities KOHLS CORP SR GLBL NT 45 549300JF6LPRTRJ0FH50 2045-07-17 5.550000 288000.00 290974.56 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5.5%021531 784F5XWPLTWKTBV3E584 2031-02-15 5.500000 11000.00 11999.95 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 6.25%41 784F5XWPLTWKTBV3E584 2041-02-01 6.250000 4189000.00 5646981.45 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 4.5%081524 784F5XWPLTWKTBV3E584 2024-08-15 4.500000 20000.00 21086.20 Corporate Debt Securities INTERPUBLIC GROUP COS INC SR NT 4.2%24 5493008IUOJ5VWTRC333 2024-04-15 4.200000 1000000.00 1043226.67 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN FR 2%051521 4NYF266XZC35SCTGX023 2021-05-15 2.000000 10000.00 9775.19 Corporate Debt Securities Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0152 171000000.00 171000000.00 0.0057 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.520000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FY8D7_1.52_0201 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC TRUST 2015-1 A-1 20450125 FLT 2045-01-25 2.500000 52313959.00 23828291.54 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR5 A-3 20431025 FLT 2043-10-25 3.500000 15643714.00 7476158.49 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2015-3 A-7 20450425 FLT 549300GXWD0QSMEEID35 2045-04-25 3.500000 7000300.00 3197006.85 Private Label Collateralized Mortgage Obligations Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0152 30000000.00 30000000.00 0.0010 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.350000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FY8E5_1.35_0201 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 2026-07-15 0.125000 24276100.00 24046118.89 U.S. Treasuries (including strips) United States Treasury 2018-07-05 0.00 125729400.00 124879469.26 U.S. Treasuries (including strips) Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0135 146000000.00 146000000.00 0.0048 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.360000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FY8F2_1.36_0201 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.000 FGPC Q50185 G 2047-08-01 4.000000 1682970.00 1732677.57 Agency Mortgage-Backed Securities 04.000 FGPC Q50101 G 2047-08-01 4.000000 3397490.00 3499349.01 Agency Mortgage-Backed Securities 03.500 FGPC J38145 G 2032-12-01 3.500000 2098257.00 2160687.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7558 2047-08-01 4.500000 967230.00 997194.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6774 2047-09-01 4.000000 500000.00 515340.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6494 2047-08-01 4.000000 2333224.00 2405884.80 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3284 2033-01-01 3.500000 6947706.00 7165632.38 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3295 2028-01-01 3.500000 11349320.00 11689307.80 Agency Mortgage-Backed Securities FNMS 03.500 CICA1106 2032-12-01 3.500000 5239631.00 5404011.62 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6634 2047-07-01 4.000000 3123317.00 3220027.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6533 2047-07-01 4.000000 5991160.00 6167956.35 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0619 2047-10-01 4.000000 51684185.00 53305973.48 Agency Mortgage-Backed Securities FNMS 03.500 CIBJ6448 2033-01-01 3.500000 1062950.00 1093762.89 Agency Mortgage-Backed Securities 03.500 FGPC J38071 G 2032-12-01 3.500000 1402375.00 1445350.75 Agency Mortgage-Backed Securities 03.500 FGPC J38072 G 2032-12-01 3.500000 2191063.00 2255221.82 Agency Mortgage-Backed Securities 03.500 FGPC J37892 G 2032-11-01 3.500000 1030946.00 1060749.15 Agency Mortgage-Backed Securities 03.500 FGPC J38018 G 2032-11-01 3.500000 1132579.00 1165737.38 Agency Mortgage-Backed Securities 03.500 FGPC G18678 G 2033-01-01 3.500000 12550193.00 12916491.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5272 2047-08-01 4.000000 5713835.00 5886428.51 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4869 2047-06-01 4.000000 1867329.00 1925023.94 Agency Mortgage-Backed Securities FNMS 04.000 CLBD3544 2047-04-01 4.000000 3918298.00 4037520.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ1643 2047-11-01 4.000000 73251216.00 75545309.31 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0809 2047-11-01 4.000000 98258455.00 101095318.32 Agency Mortgage-Backed Securities 04.000 FGPC G08793 G 2047-12-01 4.000000 223141968.00 229969316.09 Agency Mortgage-Backed Securities Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0136 516000000.00 516000000.00 0.0171 N Y Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.420000% 0001498632 ATD0OIXG6 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0142 555000000.00 555000000.00 0.0184 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.460000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0OIXZ4 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0146 596000000.00 596000000.00 0.0197 N Y Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.420000% F3JS33DEI6XQ4ZBPTN86 0000917311 ATD0OJO90 Non-Negotiable Time Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0142 623000000.00 623000000.00 0.0206 N N Y N FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) FIFTH THIRD BANK (CAYMAN ISLANDS BRANCH) 1.410000% 0000035528 ATD0OJOU3 Non-Negotiable Time Deposit Y 2018-02-02 2018-02-02 2018-02-02 N N N 0.0141 310000000.00 310000000.00 0.0103 N N Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.430000% B4TYDEB6GKMZO031MB27 0000947263 ATD0OKE49 Non-Negotiable Time Deposit Y 2018-02-05 2018-02-05 2018-02-05 N N N 0.0143 281998590.00 281998590.00 0.0093 N N Y N ROYAL BANK OF CANADA (TORONTO BRANCH) ROYAL BANK OF CANADA (TORONTO BRANCH) 1.440000% ES7IP3U3RHIGC71XBU11 0000352613 ATD0OL3S6 Non-Negotiable Time Deposit Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0144 114999459.50 114999459.50 0.0038 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.410000% 0000926171 ATD0OL4B2 Non-Negotiable Time Deposit Y 2018-02-06 2018-02-06 2018-02-06 N N N 0.0141 182998517.70 182998517.70 0.0061 N N Y N NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.300000% 6PTKHDJ8HDUF78PFWH30 0000073124 ATD0OLTR0 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0130 602000000.00 602000000.00 0.0199 N Y Y N BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) BRANCH BANKING & TRUST (CAYMAN ISLANDS BRANCH) 1.310000% JJKC32MCHWDI71265Z06 0000838135 ATD0OLTX7 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0131 377000000.00 377000000.00 0.0125 N Y Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.330000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD0OLU23 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 453000000.00 453000000.00 0.0150 N Y Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.340000% 0001002614 ATD0OLU64 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0134 325000000.00 325000000.00 0.0108 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (CAYMAN ISLANDS BRANCH) 1.420000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0OLUG2 Non-Negotiable Time Deposit Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0142 221998301.70 221998301.70 0.0074 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.430000% 0001245022 ATD0OLUL1 Non-Negotiable Time Deposit Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0143 71999546.40 71999546.40 0.0024 N N Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.330000% 0000833029 ATD0OLUM9 Non-Negotiable Time Deposit Y 2018-02-01 2018-02-01 2018-02-01 N N N 0.0133 753000000.00 753000000.00 0.0249 N Y Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.410000% 0001002614 ATD0OLUP2 Non-Negotiable Time Deposit Y 2018-02-07 2018-02-07 2018-02-07 N N N 0.0141 159998552.00 159998552.00 0.0053 N N Y N The Charles Schwab Family of Funds 2018-02-07 Mark Fischer Mark Fischer Chief Financial Officer