0001145549-15-005890.txt : 20150929 0001145549-15-005890.hdr.sgml : 20150929 20150807101431 ACCESSION NUMBER: 0001145549-15-005890 CONFORMED SUBMISSION TYPE: N-MFP PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20150731 FILED AS OF DATE: 20150807 DATE AS OF CHANGE: 20150807 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MORGAN STANLEY LIQUID ASSET FUND INC CENTRAL INDEX KEY: 0000093285 IRS NUMBER: 132822397 STATE OF INCORPORATION: MD FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: N-MFP SEC ACT: 1933 Act SEC FILE NUMBER: 811-02575 FILM NUMBER: 151035454 BUSINESS ADDRESS: STREET 1: 522 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10036 BUSINESS PHONE: 800-869-6397 MAIL ADDRESS: STREET 1: 522 FIFTH AVENUE CITY: NEW YORK STATE: NY ZIP: 10036 FORMER COMPANY: FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER LIQUID ASSET FUND INC DATE OF NAME CHANGE: 19980622 FORMER COMPANY: FORMER CONFORMED NAME: DEAN WITTER LIQUID ASSET FUND INC DATE OF NAME CHANGE: 19930715 FORMER COMPANY: FORMER CONFORMED NAME: DEAN WITTER SEARS LIQUID ASSET FUND INC DATE OF NAME CHANGE: 19930209 0000093285 S000004052 MORGAN STANLEY LIQUID ASSET FUND INC C000011338 MORGAN STANLEY LIQUID ASSET FUND INC dwlxx N-MFP 1 primary_doc.xml N-MFP N-MFP LIVE N 2015-07-31 0000093285 s000004052 1 N N N N 002-53856 Morgan Stanley Investment Management, Inc. 801-15757 Ernst & Young LLP Boston MA Morgan Stanley Investment Management, Inc. Boston Financial Data Services, Inc. 0000275143 84-00896 N N N Prime 17 58 6852580388.82 2579724.23 2510618.15 6852649494.90 0.0026 1.0000 2015-07-31 1.0000 2015-07-31 C000011338 5000.00 6852649494.90 1.00 80774334.85 1847899869.08 1767125534.23 0.0001 1.0000 2015-07-31 1.0000 2015-07-31 ABN AMRO Securities LLC ABN Amro Securities LLC 0.280000% ARP099153_0.2800_M150807_MGSA 0001245022 Other Repurchase Agreement N U.S. Government 2049-01-01 0.00 Other Instrument Cash Collateral 25000000.00 25000000.00 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 25000000.00 25000000.00 0.0036 N 25000000.00 25000000.00 ABN AMRO Securities LLC ABN Amro Securities LLC 0.280000% ARP09D2V6_0.2800_M150807_MGSA 0001245022 Other Repurchase Agreement N U.S. Government 2049-01-01 0.00 Other Instrument Cash Collateral 15000000.00 15000000.00 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 15000000.00 15000000.00 0.0022 N 15000000.00 15000000.00 ABN AMRO Securities LLC ABN Amro Securities LLC 0.150000% ARP09RPB4_0.1500_M150803_MGSA 0001245022 Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2022-11-28 5.125000 Government Agency Debt 71000.00 84270.52 Federal Home Loan Mortgage Corp. 2018-01-12 0.750000 Government Agency Debt 20700000.00 20608202.46 Federal Home Loan Mortgage Corp. 2019-05-30 1.750000 Government Agency Debt 34700000.00 35202936.65 Federal Home Loan Mortgage Corp. 2020-10-01 4.000000 Government Agency Debt 12400000.00 1904055.89 Federal Home Loan Mortgage Corp. 2035-07-01 5.500000 Government Agency Debt 2272230.00 411294.41 Federal Home Loan Mortgage Corp. 2042-03-01 4.000000 Government Agency Debt 867547.00 668289.93 Federal Home Loan Mortgage Corp. 2045-07-01 3.500000 Government Agency Debt 288801.00 299002.51 Federal National Mortgage Association 2027-09-01 2.870000 Government Agency Debt 859634.00 853540.63 Federal National Mortgage Association 2030-06-01 3.330000 Government Agency Debt 14412.00 14620.22 Federal National Mortgage Association 2033-06-01 5.000000 Government Agency Debt 6713787.00 1472897.80 Government National Mortgage Association 2019-02-20 10.500000 Government Agency Debt 51343.00 39559.37 Government National Mortgage Association 2022-05-20 9.000000 Government Agency Debt 2533.00 1800.55 Government National Mortgage Association 2027-11-20 7.500000 Government Agency Debt 239348.00 265989.04 Government National Mortgage Association 2027-11-20 7.500000 Government Agency Debt 36513.00 35425.01 Government National Mortgage Association 2030-04-20 3.000000 Government Agency Debt 103365.00 105751.61 Government National Mortgage Association 2032-06-20 7.000000 Government Agency Debt 137863.00 137209.71 Government National Mortgage Association 2034-07-20 4.000000 Government Agency Debt 38473.00 33273.51 Government National Mortgage Association 2034-11-20 4.000000 Government Agency Debt 3411.00 3314.58 Government National Mortgage Association 2038-08-20 6.500000 Government Agency Debt 13099.00 15354.84 Government National Mortgage Association 2038-11-20 7.000000 Government Agency Debt 4482.00 51.19 Government National Mortgage Association 2039-03-20 7.500000 Government Agency Debt 145234.00 178590.76 Government National Mortgage Association 2040-03-15 5.000000 Government Agency Debt 2250.00 1484.09 Government National Mortgage Association 2044-06-20 4.500000 Government Agency Debt 2944711.00 900723.12 Government National Mortgage Association 2045-03-20 6.000000 Government Agency Debt 69454.00 78170.61 Government National Mortgage Association 2045-05-20 7.000000 Government Agency Debt 205076.00 246407.90 Government National Mortgage Association 2045-06-20 4.500000 Government Agency Debt 41950.00 46358.71 Government National Mortgage Association 2045-07-20 4.000000 Government Agency Debt 2682304.00 2802356.77 Government National Mortgage Association 2045-07-20 4.000000 Government Agency Debt 5143.00 5523.04 Government National Mortgage Association 2045-07-20 4.000000 Government Agency Debt 2840.00 3062.72 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 65000000.00 65000000.00 0.0095 N 65000000.00 65000000.00 Bank of America Corp. Bank of America Corp. 0.288400% 06053PGV3 Certificate of Deposit N First Tier Security N/A N/A 2015-08-07 2015-12-07 N N N 35000000.00 35000000.00 0.0051 N 35000700.00 35000700.00 Bank of Montreal Bank of Montreal 0.275000% 06366CK49 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-10-23 N N N 58000000.00 58000000.00 0.0085 N 58000580.00 58000580.00 Bank of Montreal Bank of Montreal 0.278000% 06366CQ84 Certificate of Deposit N First Tier Security N/A N/A 2015-08-19 2015-11-19 N N N 30000000.00 30000000.00 0.0044 N 30001200.00 30001200.00 Bank of New York Mellon Corp. Bank of New York Mellon Corp. 0.080000% 06405XV36 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 150000000.00 149999333.33 0.0219 N 149998624.50 149998624.50 Bank of Nova Scotia Bank of Nova Scotia 0.426800% 06417HB88 Certificate of Deposit N First Tier Security N/A N/A 2015-10-30 2016-01-29 N N N 92000000.00 92000000.00 0.0134 N 91995400.00 91995400.00 Bank of Nova Scotia Bank of Nova Scotia 0.282500% 06417HG67 Certificate of Deposit N First Tier Security N/A N/A 2015-09-03 2015-09-03 N N N 51750000.00 51750000.00 0.0076 N 51748965.00 51748965.00 Bank of Nova Scotia Bank of Nova Scotia 0.278200% 06417HZW9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 73000000.00 73000000.00 0.0107 N 73000000.00 73000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.220000% ARP0801E4_0.2200_M150807_MGSA 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2026-09-01 4.000000 Government Agency Debt 64168.00 34049.05 Federal Home Loan Mortgage Corp. 2026-10-01 3.500000 Government Agency Debt 81157.00 43818.01 Federal Home Loan Mortgage Corp. 2027-03-01 3.000000 Government Agency Debt 149211.00 88585.41 Federal Home Loan Mortgage Corp. 2027-05-01 2.500000 Government Agency Debt 41262.00 17024.32 Federal Home Loan Mortgage Corp. 2029-12-01 3.000000 Government Agency Debt 24704.00 23590.52 Federal Home Loan Mortgage Corp. 2030-01-01 3.000000 Government Agency Debt 1000.00 997.33 Federal Home Loan Mortgage Corp. 2030-03-01 3.000000 Government Agency Debt 25376.00 25798.11 Federal Home Loan Mortgage Corp. 2030-05-01 3.000000 Government Agency Debt 1000.00 1029.74 Federal Home Loan Mortgage Corp. 2040-10-01 5.000000 Government Agency Debt 768509.00 527328.10 Federal Home Loan Mortgage Corp. 2041-10-01 2.656000 Government Agency Debt 6518.00 1481.41 Federal Home Loan Mortgage Corp. 2042-02-01 4.000000 Government Agency Debt 24384.00 13384.32 Federal Home Loan Mortgage Corp. 2042-05-01 4.000000 Government Agency Debt 10113.00 8943.44 Federal Home Loan Mortgage Corp. 2042-06-01 3.500000 Government Agency Debt 1000.00 755.34 Federal Home Loan Mortgage Corp. 2042-06-01 4.000000 Government Agency Debt 113699.00 101133.24 Federal Home Loan Mortgage Corp. 2042-07-01 2.509999 Government Agency Debt 473499.00 213078.16 Federal Home Loan Mortgage Corp. 2042-08-01 2.367000 Government Agency Debt 10200000.00 4380509.26 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 30700000.00 24970299.37 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 6380968.00 5031521.26 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 465388.00 414749.77 Federal Home Loan Mortgage Corp. 2044-05-01 1.988000 Government Agency Debt 194100.00 143797.51 Federal Home Loan Mortgage Corp. 2044-06-01 3.047000 Government Agency Debt 1000.00 890.22 Federal Home Loan Mortgage Corp. 2044-09-01 4.000000 Government Agency Debt 214814.00 210716.80 Federal Home Loan Mortgage Corp. 2044-10-01 4.000000 Government Agency Debt 261007.00 274345.24 Federal National Mortgage Association 2023-02-01 6.000000 Government Agency Debt 2649856.00 529492.05 Federal National Mortgage Association 2026-01-01 3.500000 Government Agency Debt 22500000.00 8754850.82 Federal National Mortgage Association 2026-02-01 3.500000 Government Agency Debt 1000.00 520.49 Federal National Mortgage Association 2026-03-01 4.000000 Government Agency Debt 1120483.00 557957.15 Federal National Mortgage Association 2026-04-01 4.000000 Government Agency Debt 3046036.00 1412816.58 Federal National Mortgage Association 2026-07-01 4.000000 Government Agency Debt 1396894.00 801609.85 Federal National Mortgage Association 2026-07-01 4.000000 Government Agency Debt 1000.00 563.58 Federal National Mortgage Association 2026-12-01 3.000000 Government Agency Debt 357229.00 214838.37 Federal National Mortgage Association 2027-02-01 3.500000 Government Agency Debt 480885.00 299630.21 Federal National Mortgage Association 2027-06-01 2.500000 Government Agency Debt 22255.00 14717.92 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 214528.00 157273.96 Federal National Mortgage Association 2028-08-01 3.000000 Government Agency Debt 97679.00 77572.69 Federal National Mortgage Association 2029-01-01 3.500000 Government Agency Debt 2419456.00 2172288.69 Federal National Mortgage Association 2029-09-01 3.000000 Government Agency Debt 333703.00 324055.47 Federal National Mortgage Association 2029-10-01 3.000000 Government Agency Debt 534120.00 490949.21 Federal National Mortgage Association 2030-07-01 3.500000 Government Agency Debt 1000.00 1052.88 Federal National Mortgage Association 2034-07-01 4.000000 Government Agency Debt 1025447.00 964957.92 Federal National Mortgage Association 2034-11-01 2.484999 Government Agency Debt 19172.00 1593.09 Federal National Mortgage Association 2035-02-01 4.000000 Government Agency Debt 1593018.00 1506396.48 Federal National Mortgage Association 2035-04-01 3.500000 Government Agency Debt 1706912.00 1777281.36 Federal National Mortgage Association 2035-05-01 3.000000 Government Agency Debt 2502472.00 2533872.16 Federal National Mortgage Association 2035-10-01 2.289000 Government Agency Debt 32600000.00 5052997.46 Federal National Mortgage Association 2035-11-01 5.500000 Government Agency Debt 3327933.00 271833.45 Federal National Mortgage Association 2035-11-01 5.500000 Government Agency Debt 1000.00 95.15 Federal National Mortgage Association 2037-02-01 5.500000 Government Agency Debt 1048907.00 69376.09 Federal National Mortgage Association 2037-03-01 5.500000 Government Agency Debt 12000000.00 764899.87 Federal National Mortgage Association 2040-08-01 3.396999 Government Agency Debt 17800000.00 3890357.98 Federal National Mortgage Association 2040-12-01 2.746000 Government Agency Debt 1000.00 217.20 Federal National Mortgage Association 2041-02-01 5.000000 Government Agency Debt 1000.00 605.86 Federal National Mortgage Association 2041-04-01 4.500000 Government Agency Debt 201159.00 115793.26 Federal National Mortgage Association 2041-04-01 5.000000 Government Agency Debt 629041.00 405399.49 Federal National Mortgage Association 2041-05-01 5.000000 Government Agency Debt 1000.00 683.53 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 1000.00 653.19 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 1000.00 606.97 Federal National Mortgage Association 2041-11-01 4.500000 Government Agency Debt 1000.00 583.98 Federal National Mortgage Association 2042-01-01 3.229000 Government Agency Debt 1166865.00 493551.75 Federal National Mortgage Association 2042-03-01 4.000000 Government Agency Debt 1558773.00 989374.17 Federal National Mortgage Association 2042-03-01 4.000000 Government Agency Debt 1000.00 610.88 Federal National Mortgage Association 2042-05-01 3.500000 Government Agency Debt 278085.00 220803.99 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 662897.00 574635.91 Federal National Mortgage Association 2042-07-01 2.591000 Government Agency Debt 7667223.00 3993389.47 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 13000000.00 10429213.00 Federal National Mortgage Association 2042-09-01 2.326000 Government Agency Debt 8148696.00 5704034.69 Federal National Mortgage Association 2042-11-01 3.000000 Government Agency Debt 72887.00 59815.27 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 1000.00 786.85 Federal National Mortgage Association 2043-04-01 3.500000 Government Agency Debt 140249.00 125977.94 Federal National Mortgage Association 2043-05-01 3.500000 Government Agency Debt 25500000.00 23967148.57 Federal National Mortgage Association 2043-07-01 3.000000 Government Agency Debt 591847.00 522672.17 Federal National Mortgage Association 2043-08-01 1.851000 Government Agency Debt 544299.00 391909.51 Federal National Mortgage Association 2043-08-01 3.000000 Government Agency Debt 1452073.00 1303132.48 Federal National Mortgage Association 2043-09-01 5.000000 Government Agency Debt 5335035.00 5514428.60 Federal National Mortgage Association 2043-11-01 2.234999 Government Agency Debt 1000.00 794.14 Federal National Mortgage Association 2043-12-01 4.000000 Government Agency Debt 174284.00 170392.52 Federal National Mortgage Association 2044-02-01 3.285000 Government Agency Debt 1000.00 716.67 Federal National Mortgage Association 2044-02-01 4.500000 Government Agency Debt 32300000.00 26992994.07 Federal National Mortgage Association 2044-03-01 4.500000 Government Agency Debt 121427.00 115043.16 Federal National Mortgage Association 2044-04-01 2.718000 Government Agency Debt 191541.00 149209.40 Federal National Mortgage Association 2044-05-01 2.841000 Government Agency Debt 10654.00 7310.35 Federal National Mortgage Association 2044-11-01 4.000000 Government Agency Debt 147075.00 155293.17 Federal National Mortgage Association 2044-12-01 4.500000 Government Agency Debt 257302.00 261546.12 Federal National Mortgage Association 2045-02-01 2.472999 Government Agency Debt 1000.00 958.24 Federal National Mortgage Association 2045-02-01 2.813000 Government Agency Debt 2217690.00 2065449.63 Federal National Mortgage Association 2045-03-01 4.000000 Government Agency Debt 384422.00 409542.80 Government National Mortgage Association 2045-06-20 3.500000 Government Agency Debt 3810304.00 3972632.42 Government National Mortgage Association 2061-06-20 4.770999 Government Agency Debt 1311783.00 1332536.03 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 155000000.00 155000000.00 0.0226 N 155000000.00 155000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.350000% ARP08KDH0_0.3500_M150807_MGSA 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2017-04-18 5.000000 Government Agency Debt 924000.00 1004208.33 Federal Home Loan Mortgage Corp. 2026-08-01 3.500000 Government Agency Debt 5726764.00 2932565.31 Federal Home Loan Mortgage Corp. 2026-08-01 3.500000 Government Agency Debt 155061.00 75616.09 Federal Home Loan Mortgage Corp. 2026-10-01 3.500000 Government Agency Debt 85398.00 46107.80 Federal Home Loan Mortgage Corp. 2026-10-01 3.500000 Government Agency Debt 1000.00 518.12 Federal Home Loan Mortgage Corp. 2027-05-01 2.500000 Government Agency Debt 1000.00 412.59 Federal Home Loan Mortgage Corp. 2029-12-01 3.000000 Government Agency Debt 9606.00 9173.03 Federal Home Loan Mortgage Corp. 2030-05-01 3.000000 Government Agency Debt 1000.00 1029.20 Federal Home Loan Mortgage Corp. 2030-06-01 3.000000 Government Agency Debt 2113216.00 2180435.61 Federal Home Loan Mortgage Corp. 2030-06-01 3.000000 Government Agency Debt 233710.00 241842.62 Federal Home Loan Mortgage Corp. 2035-06-01 5.500000 Government Agency Debt 1000.00 99.69 Federal Home Loan Mortgage Corp. 2040-10-01 3.738999 Government Agency Debt 2289682.00 945052.68 Federal Home Loan Mortgage Corp. 2041-10-01 2.656000 Government Agency Debt 1001.00 227.51 Federal Home Loan Mortgage Corp. 2042-01-01 4.000000 Government Agency Debt 80870.00 51856.76 Federal Home Loan Mortgage Corp. 2042-02-01 3.500000 Government Agency Debt 7731872.00 5863308.65 Federal Home Loan Mortgage Corp. 2042-02-01 4.000000 Government Agency Debt 82412.00 45235.75 Federal Home Loan Mortgage Corp. 2042-05-01 4.000000 Government Agency Debt 40014.00 35386.43 Federal Home Loan Mortgage Corp. 2042-06-01 3.500000 Government Agency Debt 62811.00 47443.53 Federal Home Loan Mortgage Corp. 2042-06-01 4.000000 Government Agency Debt 4645447.00 3981607.46 Federal Home Loan Mortgage Corp. 2042-08-01 3.500000 Government Agency Debt 420407.00 282756.86 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 715922.00 638023.51 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 1000.00 747.98 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 1000.00 747.80 Federal Home Loan Mortgage Corp. 2042-11-01 3.500000 Government Agency Debt 137811.00 121909.27 Federal Home Loan Mortgage Corp. 2043-03-01 3.000000 Government Agency Debt 1000.00 834.97 Federal Home Loan Mortgage Corp. 2044-05-01 2.850000 Government Agency Debt 19747.00 17315.15 Federal Home Loan Mortgage Corp. 2044-09-01 4.000000 Government Agency Debt 1000.00 980.93 Federal Home Loan Mortgage Corp. 2045-05-01 2.855999 Government Agency Debt 132229.00 133116.97 Federal Home Loan Mortgage Corp. 2045-07-01 3.500000 Government Agency Debt 317800.00 329025.86 Federal National Mortgage Association 2023-02-01 6.000000 Government Agency Debt 1436672.00 287074.62 Federal National Mortgage Association 2026-11-01 3.000000 Government Agency Debt 12100000.00 7306094.74 Federal National Mortgage Association 2026-12-01 3.000000 Government Agency Debt 216146.00 129990.72 Federal National Mortgage Association 2027-03-01 3.000000 Government Agency Debt 2711791.00 1631128.63 Federal National Mortgage Association 2027-10-01 2.500000 Government Agency Debt 2000.00 1662.27 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 7103577.00 5364780.29 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 89312.00 65476.08 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 2000.00 1523.66 Federal National Mortgage Association 2028-05-01 3.000000 Government Agency Debt 18093.00 15446.27 Federal National Mortgage Association 2028-08-01 3.500000 Government Agency Debt 2861347.00 2400581.99 Federal National Mortgage Association 2028-11-01 3.000000 Government Agency Debt 3000.00 2539.40 Federal National Mortgage Association 2029-01-01 3.500000 Government Agency Debt 902464.00 797351.58 Federal National Mortgage Association 2029-02-01 3.500000 Government Agency Debt 569207.00 455577.17 Federal National Mortgage Association 2029-07-01 3.000000 Government Agency Debt 1449486.00 1345297.16 Federal National Mortgage Association 2030-01-01 3.000000 Government Agency Debt 81645.00 80406.41 Federal National Mortgage Association 2035-05-01 3.000000 Government Agency Debt 1512664.00 1537122.31 Federal National Mortgage Association 2038-06-01 5.500000 Government Agency Debt 1133098.00 76934.13 Federal National Mortgage Association 2041-01-01 4.500000 Government Agency Debt 8800000.00 5544693.53 Federal National Mortgage Association 2041-05-01 5.000000 Government Agency Debt 5000.00 3417.66 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 78425.00 51226.10 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 3000.00 1820.90 Federal National Mortgage Association 2041-11-01 4.500000 Government Agency Debt 3000.00 1751.95 Federal National Mortgage Association 2042-02-01 4.000000 Government Agency Debt 26600000.00 18257073.47 Federal National Mortgage Association 2042-03-01 4.000000 Government Agency Debt 3000.00 1832.63 Federal National Mortgage Association 2042-05-01 3.500000 Government Agency Debt 18015.00 14304.20 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 385441.00 299303.47 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 11385.00 9697.75 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 1000.00 866.86 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 1747176.00 1402661.70 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 10200000.00 8017374.11 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 110204.00 90341.57 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 3000.00 2684.78 Federal National Mortgage Association 2043-05-01 3.000000 Government Agency Debt 3957624.00 3247516.38 Federal National Mortgage Association 2043-08-01 3.000000 Government Agency Debt 3000.00 2678.83 Federal National Mortgage Association 2043-11-01 2.234999 Government Agency Debt 395919.00 314415.30 Federal National Mortgage Association 2043-12-01 4.000000 Government Agency Debt 1000.00 977.67 Federal National Mortgage Association 2044-04-01 4.500000 Government Agency Debt 159564.00 140889.66 Federal National Mortgage Association 2044-07-01 2.771999 Government Agency Debt 4416.00 3636.88 Federal National Mortgage Association 2044-07-01 4.000000 Government Agency Debt 2000.00 1961.99 Federal National Mortgage Association 2045-03-01 4.000000 Government Agency Debt 188356.00 200664.49 Government National Mortgage Association 2043-11-20 3.500000 Government Agency Debt 1321483.00 582229.14 Government National Mortgage Association 2061-09-20 4.655999 Government Agency Debt 7511484.00 8810673.07 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 85000000.00 85000000.00 0.0124 N 85000000.00 85000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.300000% ARP08UNS3_0.3000_M150807_MGSA 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Bank 2018-01-30 1.050000 Government Agency Debt 10000.00 9982.89 Federal Home Loan Mortgage Corp. 2043-09-01 3.000000 Government Agency Debt 1000.00 888.86 Federal Home Loan Mortgage Corp. 2044-05-01 1.988000 Government Agency Debt 328300.00 243218.56 Federal Home Loan Mortgage Corp. 2044-10-01 4.000000 Government Agency Debt 26366.00 26047.12 Federal Home Loan Mortgage Corp. 2045-07-01 4.000000 Government Agency Debt 1643538.00 1749488.65 Federal National Mortgage Association 2026-01-01 3.500000 Government Agency Debt 118384.00 46058.96 Federal National Mortgage Association 2026-02-01 3.500000 Government Agency Debt 1000.00 490.96 Federal National Mortgage Association 2026-03-01 4.000000 Government Agency Debt 266605.00 132758.97 Federal National Mortgage Association 2026-07-01 4.000000 Government Agency Debt 159427.00 89849.08 Federal National Mortgage Association 2026-11-01 3.000000 Government Agency Debt 37875.00 23481.27 Federal National Mortgage Association 2027-03-01 3.000000 Government Agency Debt 62543.00 37619.30 Federal National Mortgage Association 2027-10-01 2.500000 Government Agency Debt 677768.00 454732.32 Federal National Mortgage Association 2027-10-01 2.500000 Government Agency Debt 342832.00 284939.86 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 35328.00 25899.53 Federal National Mortgage Association 2028-08-01 3.000000 Government Agency Debt 54130.00 42987.85 Federal National Mortgage Association 2028-11-01 3.000000 Government Agency Debt 416381.00 352452.77 Federal National Mortgage Association 2029-01-01 3.500000 Government Agency Debt 354560.00 318338.78 Federal National Mortgage Association 2029-04-01 3.000000 Government Agency Debt 101632.00 89282.36 Federal National Mortgage Association 2034-07-01 4.000000 Government Agency Debt 32088.00 30195.19 Federal National Mortgage Association 2035-07-01 3.500000 Government Agency Debt 1003.00 1052.94 Federal National Mortgage Association 2035-07-01 3.500000 Government Agency Debt 1000.00 1049.79 Federal National Mortgage Association 2035-07-01 4.000000 Government Agency Debt 1082.00 1164.17 Federal National Mortgage Association 2035-07-01 4.000000 Government Agency Debt 1000.00 1079.02 Federal National Mortgage Association 2035-07-01 4.000000 Government Agency Debt 1000.00 1077.33 Federal National Mortgage Association 2035-11-01 5.500000 Government Agency Debt 948938.00 90292.70 Federal National Mortgage Association 2035-11-01 5.500000 Government Agency Debt 789860.00 64517.63 Federal National Mortgage Association 2036-12-01 5.500000 Government Agency Debt 41300000.00 1110067.92 Federal National Mortgage Association 2038-06-01 5.500000 Government Agency Debt 301539.00 20473.64 Federal National Mortgage Association 2039-03-01 6.000000 Government Agency Debt 242268.00 52337.69 Federal National Mortgage Association 2041-09-01 4.500000 Government Agency Debt 25400000.00 16054586.75 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 2717176.00 2314493.06 Federal National Mortgage Association 2043-05-01 3.500000 Government Agency Debt 96000.00 90129.79 Federal National Mortgage Association 2044-07-01 4.000000 Government Agency Debt 44650.00 43801.43 Federal National Mortgage Association 2045-02-01 2.813000 Government Agency Debt 10100000.00 9380335.29 Federal National Mortgage Association 2045-03-01 4.000000 Government Agency Debt 42293.00 45056.72 Federal National Mortgage Association 2045-06-01 3.500000 Government Agency Debt 1012.00 1051.69 Federal National Mortgage Association 2045-06-01 3.500000 Government Agency Debt 1000.00 1036.98 Government National Mortgage Association 2045-06-20 3.500000 Government Agency Debt 2746134.00 2863126.14 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 35000000.00 35000000.00 0.0051 N 35000000.00 35000000.00 Bank of Nova Scotia Bank of Nova Scotia 0.300000% ARP08VDJ2_0.3000_M150807_MGSA 0001041839 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2019-10-02 1.250000 Government Agency Debt 2000.00 1983.74 Federal Home Loan Mortgage Corp. 2025-10-01 4.000000 Government Agency Debt 1365706.00 446351.81 Federal Home Loan Mortgage Corp. 2026-02-01 4.000000 Government Agency Debt 28800000.00 11235176.39 Federal Home Loan Mortgage Corp. 2026-08-01 4.000000 Government Agency Debt 2636600.00 1060034.88 Federal Home Loan Mortgage Corp. 2026-10-01 3.500000 Government Agency Debt 36015.00 19445.10 Federal Home Loan Mortgage Corp. 2026-10-01 3.500000 Government Agency Debt 1000.00 445.81 Federal Home Loan Mortgage Corp. 2030-02-01 3.000000 Government Agency Debt 114196.00 114922.83 Federal Home Loan Mortgage Corp. 2035-06-01 5.500000 Government Agency Debt 1120303.00 111686.64 Federal Home Loan Mortgage Corp. 2041-03-01 4.500000 Government Agency Debt 211759.00 127571.86 Federal Home Loan Mortgage Corp. 2041-03-01 5.000000 Government Agency Debt 1961566.00 1479437.48 Federal Home Loan Mortgage Corp. 2042-05-01 4.000000 Government Agency Debt 383513.00 339160.20 Federal Home Loan Mortgage Corp. 2042-06-01 3.500000 Government Agency Debt 97787.00 73862.24 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 456949.00 407229.01 Federal Home Loan Mortgage Corp. 2042-09-01 3.500000 Government Agency Debt 242811.00 197611.04 Federal Home Loan Mortgage Corp. 2043-03-01 3.500000 Government Agency Debt 322060.00 303712.57 Federal Home Loan Mortgage Corp. 2044-05-01 2.823999 Government Agency Debt 1000.00 846.61 Federal Home Loan Mortgage Corp. 2044-06-01 3.047000 Government Agency Debt 1059478.00 943169.89 Federal Home Loan Mortgage Corp. 2044-09-01 2.649000 Government Agency Debt 2882.00 2335.45 Federal Home Loan Mortgage Corp. 2044-09-01 4.000000 Government Agency Debt 243700.00 239051.85 Federal Home Loan Mortgage Corp. 2045-05-01 2.855999 Government Agency Debt 124884.00 125722.65 Federal National Mortgage Association 2017-10-26 0.875000 Government Agency Debt 41000.00 41030.63 Federal National Mortgage Association 2023-02-01 6.000000 Government Agency Debt 2185833.00 436771.36 Federal National Mortgage Association 2026-04-01 4.000000 Government Agency Debt 7211589.00 3344889.05 Federal National Mortgage Association 2026-06-01 4.000000 Government Agency Debt 15300000.00 2183167.00 Federal National Mortgage Association 2026-08-01 3.500000 Government Agency Debt 4875434.00 903615.97 Federal National Mortgage Association 2027-01-01 3.000000 Government Agency Debt 461738.00 286860.43 Federal National Mortgage Association 2027-11-01 2.500000 Government Agency Debt 109152.00 80021.10 Federal National Mortgage Association 2028-08-01 3.500000 Government Agency Debt 1672267.00 1401859.51 Federal National Mortgage Association 2028-10-01 3.500000 Government Agency Debt 12900000.00 11431335.75 Federal National Mortgage Association 2028-11-01 3.000000 Government Agency Debt 1078.00 912.49 Federal National Mortgage Association 2029-02-01 3.500000 Government Agency Debt 1000.00 800.37 Federal National Mortgage Association 2029-03-01 3.000000 Government Agency Debt 130200.00 117735.36 Federal National Mortgage Association 2029-03-01 3.500000 Government Agency Debt 10300000.00 7701978.92 Federal National Mortgage Association 2029-04-01 3.000000 Government Agency Debt 3182119.00 2795449.35 Federal National Mortgage Association 2029-10-01 3.000000 Government Agency Debt 1133650.00 1040000.04 Federal National Mortgage Association 2029-10-01 3.000000 Government Agency Debt 160332.00 147373.00 Federal National Mortgage Association 2034-07-01 4.000000 Government Agency Debt 5332197.00 5017661.31 Federal National Mortgage Association 2035-05-01 3.000000 Government Agency Debt 7404068.00 7468330.71 Federal National Mortgage Association 2035-05-01 3.000000 Government Agency Debt 2638491.00 2671597.88 Federal National Mortgage Association 2035-11-01 5.500000 Government Agency Debt 1687872.00 137869.38 Federal National Mortgage Association 2038-06-01 5.500000 Government Agency Debt 62000000.00 4210431.91 Federal National Mortgage Association 2039-03-01 6.000000 Government Agency Debt 1000.00 216.03 Federal National Mortgage Association 2040-12-01 2.746000 Government Agency Debt 14081.00 3058.46 Federal National Mortgage Association 2041-03-01 3.033999 Government Agency Debt 5354747.00 1422568.40 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 315231.00 205904.42 Federal National Mortgage Association 2041-07-01 4.500000 Government Agency Debt 110479.00 67057.22 Federal National Mortgage Association 2041-09-01 4.500000 Government Agency Debt 50432.00 31796.65 Federal National Mortgage Association 2042-04-01 4.000000 Government Agency Debt 21800000.00 17654937.39 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 366624.00 284691.65 Federal National Mortgage Association 2042-06-01 4.000000 Government Agency Debt 318587.00 276168.89 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 1132740.00 909382.35 Federal National Mortgage Association 2042-11-01 3.000000 Government Agency Debt 288922.00 237106.02 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 475913.00 400840.10 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 189562.00 149157.07 Federal National Mortgage Association 2042-11-01 3.500000 Government Agency Debt 19843.00 16266.63 Federal National Mortgage Association 2043-05-01 3.500000 Government Agency Debt 157428.00 135639.33 Federal National Mortgage Association 2043-07-01 3.000000 Government Agency Debt 1000.00 883.12 Federal National Mortgage Association 2043-08-01 3.000000 Government Agency Debt 1712766.00 1529403.51 Federal National Mortgage Association 2043-08-01 3.000000 Government Agency Debt 1039146.00 932559.80 Federal National Mortgage Association 2043-09-01 4.500000 Government Agency Debt 238557.00 191264.86 Federal National Mortgage Association 2043-11-01 2.234999 Government Agency Debt 316821.00 251600.38 Federal National Mortgage Association 2044-01-01 4.500000 Government Agency Debt 14130.00 13485.48 Federal National Mortgage Association 2044-04-01 2.718000 Government Agency Debt 108444.00 84477.29 Federal National Mortgage Association 2044-04-01 3.123000 Government Agency Debt 3436975.00 2138710.51 Federal National Mortgage Association 2044-07-01 2.771999 Government Agency Debt 1088.00 896.04 Federal National Mortgage Association 2044-08-01 4.500000 Government Agency Debt 14330.00 14434.02 Federal National Mortgage Association 2044-09-01 2.855999 Government Agency Debt 1186300.00 1066475.16 Government National Mortgage Association 2045-06-20 3.500000 Government Agency Debt 5004672.00 5217883.47 Government National Mortgage Association 2045-06-20 4.000000 Government Agency Debt 1024202.00 1099441.65 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 100000000.00 100000000.00 0.0146 N 100000000.00 100000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.140000% ARP09RMT8_0.1400_M150807_MGSA 0001484219 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2029-09-01 3.000000 Government Agency Debt 62800000.00 60645845.68 Federal National Mortgage Association 2043-09-01 4.500000 Government Agency Debt 39400000.00 36523909.00 Federal National Mortgage Association 2045-07-01 3.000000 Government Agency Debt 57300000.00 57342655.73 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 150000000.00 150000000.00 0.0219 N 150000000.00 150000000.00 Barclays Capital, Inc. Barclays Capital, Inc. 0.160000% ARP09RPS7_0.1600_M150803_MGSA 0001484219 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2045-05-01 4.000000 Government Agency Debt 66000000.00 69918786.68 Federal National Mortgage Association 2028-09-01 3.000000 Government Agency Debt 76000000.00 58841458.10 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 125000000.00 125000000.00 0.0182 N 125000000.00 125000000.00 Barclays U.S. Funding LLC Barclays U.S. Funding LLC 0.140000% 06743CV33 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 28000000.00 27999782.22 0.0041 N 27999482.00 27999482.00 BNP Paribas SA BNP Paribas SA 0.435000% 05574RTS4 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-12-23 N N N 35250000.00 35250000.00 0.0051 N 35250352.50 35250352.50 BNP Paribas SA BNP Paribas SA 0.331800% 05574RTX3 Certificate of Deposit N First Tier Security N/A N/A 2015-09-30 2015-09-30 N N N 36000000.00 36000000.00 0.0053 N 35998560.00 35998560.00 BNP Paribas SA BNP Paribas SA 0.336500% 05574RUD5 Certificate of Deposit N First Tier Security N/A N/A 2015-08-03 2015-10-02 N N N 37000000.00 37000000.00 0.0054 N 37000740.00 37000740.00 BNP Paribas Securities Corp. BNP Paribas Securities Corp. 0.150000% ARP09RP57_0.1500_M150803_MGSA 0001197610 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2018-01-12 0.750000 Government Agency Debt 550000.00 547071.71 Federal Home Loan Mortgage Corp. 2018-05-01 5.000000 Government Agency Debt 1000.00 29.73 Federal Home Loan Mortgage Corp. 2018-06-01 4.000000 Government Agency Debt 4701768.00 143392.08 Federal Home Loan Mortgage Corp. 2019-01-01 4.000000 Government Agency Debt 1000.00 57.87 Federal Home Loan Mortgage Corp. 2023-03-01 5.500000 Government Agency Debt 2497960.00 125468.01 Federal Home Loan Mortgage Corp. 2026-02-01 5.000000 Government Agency Debt 2648998.00 235590.38 Federal Home Loan Mortgage Corp. 2027-07-01 2.500000 Government Agency Debt 966449.00 658234.78 Federal Home Loan Mortgage Corp. 2028-07-01 5.500000 Government Agency Debt 322573.00 83361.82 Federal Home Loan Mortgage Corp. 2032-06-01 4.000000 Government Agency Debt 112336.00 85984.35 Federal Home Loan Mortgage Corp. 2032-11-01 6.000000 Government Agency Debt 912209.00 82441.56 Federal Home Loan Mortgage Corp. 2033-11-01 6.000000 Government Agency Debt 1000.00 79.71 Federal Home Loan Mortgage Corp. 2034-05-01 6.000000 Government Agency Debt 1000.00 45.04 Federal Home Loan Mortgage Corp. 2034-11-01 5.500000 Government Agency Debt 1000.00 132.58 Federal Home Loan Mortgage Corp. 2035-04-01 6.000000 Government Agency Debt 1000.00 73.90 Federal Home Loan Mortgage Corp. 2035-06-01 5.500000 Government Agency Debt 396840.00 85366.12 Federal Home Loan Mortgage Corp. 2036-03-01 6.000000 Government Agency Debt 199000.00 7700.02 Federal Home Loan Mortgage Corp. 2038-02-01 6.000000 Government Agency Debt 156.00 10.99 Federal Home Loan Mortgage Corp. 2040-11-01 4.500000 Government Agency Debt 4199580.00 1812900.50 Federal Home Loan Mortgage Corp. 2040-12-01 4.000000 Government Agency Debt 1000.00 438.33 Federal Home Loan Mortgage Corp. 2041-01-01 4.500000 Government Agency Debt 1000.00 585.56 Federal Home Loan Mortgage Corp. 2041-12-01 3.500000 Government Agency Debt 1771000.00 943616.23 Federal Home Loan Mortgage Corp. 2042-08-01 3.500000 Government Agency Debt 41243.00 37727.58 Federal Home Loan Mortgage Corp. 2043-08-01 3.500000 Government Agency Debt 14491.00 12567.80 Federal Home Loan Mortgage Corp. 2043-11-01 4.500000 Government Agency Debt 210772.00 155888.86 Federal Home Loan Mortgage Corp. 2044-05-01 4.000000 Government Agency Debt 436486.00 340085.06 Federal Home Loan Mortgage Corp. 2044-07-01 4.000000 Government Agency Debt 1000.00 1006.78 Federal Home Loan Mortgage Corp. 2044-11-01 4.500000 Government Agency Debt 1000.00 926.80 Federal National Mortgage Association 2023-01-01 2.500000 Government Agency Debt 1317.00 841.33 Federal National Mortgage Association 2025-11-01 4.000000 Government Agency Debt 634938.00 219520.64 Federal National Mortgage Association 2028-10-01 3.500000 Government Agency Debt 214100.00 178985.14 Federal National Mortgage Association 2036-08-01 6.359000 Government Agency Debt 13500000.00 644682.62 Federal National Mortgage Association 2040-12-01 4.500000 Government Agency Debt 53000.00 32578.42 Federal National Mortgage Association 2041-01-01 3.323999 Government Agency Debt 408986.00 113572.31 Federal National Mortgage Association 2041-05-01 4.500000 Government Agency Debt 7919864.00 2276317.10 Federal National Mortgage Association 2042-05-01 4.000000 Government Agency Debt 1472896.00 1070275.44 Federal National Mortgage Association 2043-06-01 2.275999 Government Agency Debt 2822863.00 2270685.60 Federal National Mortgage Association 2043-08-01 3.500000 Government Agency Debt 1000.00 909.49 Federal National Mortgage Association 2043-10-01 4.500000 Government Agency Debt 1.00 0.90 Government National Mortgage Association 2041-02-20 3.500000 Government Agency Debt 1000.00 357.16 Government National Mortgage Association 2044-05-20 3.000000 Government Agency Debt 297633.00 246436.66 Government National Mortgage Association 2045-06-15 4.000000 Government Agency Debt 154881.00 165247.46 U.S. Treasury Strip 2031-08-15 NA Treasury Debt 0.01 0.01 U.S. Treasury Strip 2035-02-15 NA Treasury Debt 0.01 0.01 U.S. Treasury Strip 2036-05-15 NA Treasury Debt 0.01 0.01 U.S. Treasury Strip 2038-11-15 NA Treasury Debt 0.01 0.00 U.S. Treasury Strip 2042-08-15 NA Treasury Debt 0.01 0.00 U.S. Treasury Strip 2043-11-15 NA Treasury Debt 100.00 42.16 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 12220000.00 12220000.00 0.0018 N 12220000.00 12220000.00 BNY Mellon Capital Markets BNY Mellon Capital Markets 0.160000% ARP09RPQ1_0.1600_M150803_MGSA 0001497973 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2044-06-01 4.000000 Government Agency Debt 36200000.00 29392258.28 Federal National Mortgage Association 2023-10-01 4.500000 Government Agency Debt 438600.00 32835.75 Federal National Mortgage Association 2030-01-01 2.500000 Government Agency Debt 5384.00 5172.96 Federal National Mortgage Association 2035-06-01 3.000000 Government Agency Debt 2722073.00 2779568.63 Federal National Mortgage Association 2042-08-01 3.500000 Government Agency Debt 1254518.00 951753.77 Federal National Mortgage Association 2044-09-01 4.000000 Government Agency Debt 5553616.00 5149999.84 Federal National Mortgage Association 2044-10-01 4.000000 Government Agency Debt 26860.00 25201.45 Federal National Mortgage Association 2045-01-01 4.500000 Government Agency Debt 53300000.00 48367261.22 Federal National Mortgage Association 2045-07-01 3.500000 Government Agency Debt 4585194.00 4757247.29 Government National Mortgage Association 2030-03-20 2.000000 Government Agency Debt 1314966.00 1265621.30 Government National Mortgage Association 2030-06-20 3.000000 Government Agency Debt 1259678.00 1316675.91 Government National Mortgage Association 2035-01-15 5.500000 Government Agency Debt 420000.00 45535.84 Government National Mortgage Association 2038-04-20 6.000000 Government Agency Debt 113449.00 89933.12 Government National Mortgage Association 2038-06-15 5.000000 Government Agency Debt 469476.00 63545.77 Government National Mortgage Association 2039-10-15 4.500000 Government Agency Debt 255000.00 17755.15 Government National Mortgage Association 2040-04-15 5.000000 Government Agency Debt 201301.00 68026.41 Government National Mortgage Association 2040-12-15 3.500000 Government Agency Debt 2731203.00 1551476.05 Government National Mortgage Association 2043-05-15 3.500000 Government Agency Debt 118213.00 110976.04 Government National Mortgage Association 2044-02-20 4.500000 Government Agency Debt 112182.00 79046.97 Government National Mortgage Association 2044-04-20 4.500000 Government Agency Debt 218683.00 162171.83 Government National Mortgage Association 2044-11-20 4.500000 Government Agency Debt 509692.00 438835.37 Government National Mortgage Association 2045-02-15 5.000000 Government Agency Debt 48468.00 42075.34 Government National Mortgage Association 2045-03-20 5.000000 Government Agency Debt 476473.00 493530.01 Government National Mortgage Association 2045-05-15 4.000000 Government Agency Debt 3334054.00 3550426.38 Government National Mortgage Association 2045-06-15 4.000000 Government Agency Debt 854828.00 911767.09 Government National Mortgage Association 2045-06-20 3.500000 Government Agency Debt 32600000.00 33994930.40 Government National Mortgage Association 2045-07-15 4.000000 Government Agency Debt 6091619.00 6508123.30 Government National Mortgage Association 2045-07-20 3.500000 Government Agency Debt 187000000.00 195546599.07 Government National Mortgage Association 2045-07-20 4.000000 Government Agency Debt 1747664.00 1865654.62 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 330000000.00 330000000.00 0.0482 N 330000000.00 330000000.00 Caisse Des Depots Et Caisse Des Depots Et 0.200100% 12800BWM0 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-21 2015-09-21 N N N 185000000.00 184947583.33 0.0270 N 184950050.00 184950050.00 Credit Agricole CIB Grand Cayman Credit Agricole CIB Grand Cayman 0.110000% 22699B006 0001455167 Other Instrument Time Deposit N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 275000000.00 275000000.00 0.0401 N 275000000.00 275000000.00 Credit Agricole Corp. Credit Agricole Corp. 0.150000% ARP09RQL1_0.1500_M150803_MGSA 0001191672 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2032-07-01 3.500000 Government Agency Debt 109000000.00 79921506.54 Federal Home Loan Mortgage Corp. 2043-11-01 4.000000 Government Agency Debt 16300000.00 15648930.62 Federal National Mortgage Association 2044-10-01 4.500000 Government Agency Debt 56600000.00 58899736.36 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 150000000.00 150000000.00 0.0219 N 150000000.00 150000000.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.338000% 22536EL38 Certificate of Deposit N First Tier Security N/A N/A 2015-08-20 2015-09-18 N N N 22000000.00 22000000.00 0.0032 N 22000000.00 22000000.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.336500% 22536EL53 Certificate of Deposit N First Tier Security N/A N/A 2015-08-03 2015-10-02 N N N 38000000.00 38000000.00 0.0055 N 38000380.00 38000380.00 Credit Industriel et Commercial Credit Industriel et Commercial 0.335000% 22536EL87 Certificate of Deposit N First Tier Security N/A N/A 2015-08-04 2015-11-04 N N N 75000000.00 75000000.00 0.0109 N 75000750.00 75000750.00 Credit Suisse Credit Suisse 0.386000% 22549V3S0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-09-17 N N N 80000000.00 80000000.00 0.0117 N 80000000.00 80000000.00 Credit Suisse Credit Suisse 0.388500% 22549VSX2 Certificate of Deposit N First Tier Security N/A N/A 2015-08-10 2015-12-09 N N N 50000000.00 50000000.00 0.0073 N 50002500.00 50002500.00 Credit Suisse Securities USA Credit Suisse Securities USA 0.679000% ARP097JS8_0.6790_M150803_MGSA 0001230485 Other Repurchase Agreement N 144A ALCATEL-LUCENT USA I 2017-07-01 4.625000 Other Instrument Corporate Bond 34000.00 35146.67 144A ALTICE 7.625 2025-02-15 7.625000 Other Instrument Corporate Bond 3000000.00 3057473.30 144A ALTICE SA 2022-05-15 7.750000 Other Instrument Corporate Bond 9371000.00 9703866.46 144A COMMSCOPE HOLDINGS I 2020-06-01 6.625000 Other Instrument Corporate Bond 350000.00 367800.18 144A CROWNROCK LP/CROWNRO 2021-04-15 7.125000 Other Instrument Corporate Bond 4451000.00 4638081.26 144A ENDEAVOR ENERGY RESO 2021-08-15 7.000000 Other Instrument Corporate Bond 6271000.00 6205677.33 144A ENQUEST PLC 7.000 2022-04-15 7.000000 Other Instrument Corporate Bond 19000.00 14257.92 144A GATES GLOBAL LLC 6.0 2022-07-15 6.000000 Other Instrument Corporate Bond 2175000.00 1930312.47 144A K HOVNANIAN ENTERPRI 2020-11-15 9.125000 Other Instrument Corporate Bond 2015000.00 2093605.97 144A MEDIMPACT HOLDINGS I 2018-02-01 10.500000 Other Instrument Corporate Bond 2038000.00 2254537.60 144A MICHAELS STORES INC 2020-12-15 5.875000 Other Instrument Corporate Bond 2050000.00 2167554.63 144A NORTHERN BLIZZARD RE 2022-02-01 7.250000 Other Instrument Corporate Bond 98000.00 95182.50 144A PERSTORP HOLDING AB 2017-05-15 8.750000 Other Instrument Corporate Bond 5200000.00 5476791.29 144A REALOGY GROUP/CO-ISS 2019-04-15 4.500000 Other Instrument Corporate Bond 2000000.00 2053250.07 144A REALOGY GRP / CO 5.2 2021-12-01 5.250000 Other Instrument Corporate Bond 2753000.00 2845512.21 144A SEVEN GENERATIONS EN 2020-05-15 8.250000 Other Instrument Corporate Bond 6644000.00 6907683.85 144A SEVEN GENS ENER 6.75 2023-05-01 6.750000 Other Instrument Corporate Bond 300000.00 296062.50 144A SPEEDY CASH INC 10.7 2018-05-15 10.750000 Other Instrument Corporate Bond 582000.00 541199.40 144A STUDIO CITY FINANCE 2020-12-01 8.500000 Other Instrument Corporate Bond 5000000.00 5194652.68 144A TELESAT CANADA/TELES 2017-05-15 6.000000 Other Instrument Corporate Bond 15000.00 15440.70 144A UNITYMEDIA KABEL 6.1 2025-01-15 6.125000 Other Instrument Corporate Bond 795000.00 820878.94 144A WOODSIDE HOMES CO LL 2021-12-15 6.750000 Other Instrument Corporate Bond 505000.00 481223.32 ACCURIDE CORP 9.500 2018-08-01 9.500000 Other Instrument Corporate Bond 375000.00 399395.81 ADVANCED MICRO 7.000 2024-07-01 7.000000 Other Instrument Corporate Bond 8045000.00 5275741.13 ADVANCED MICRO DEVIC 7.500 2022-08-15 7.500000 Other Instrument Corporate Bond 255000.00 174940.62 ADVANCED MICRO DEVIC 7.750 2020-08-01 7.750000 Other Instrument Corporate Bond 2524000.00 1807815.01 ALERE INC 7.250 2018-07-01 7.250000 Other Instrument Corporate Bond 2500000.00 2714422.35 ARMSTRONG ENERGY INC 11.750 2019-12-15 11.750000 Other Instrument Corporate Bond 10465000.00 6855955.71 BREITBURN ENER/BREIT 8.625 2020-10-15 8.625000 Other Instrument Corporate Bond 190000.00 149179.69 CHAPARRAL ENERGY INC 7.625 2022-11-15 7.625000 Other Instrument Corporate Bond 47000.00 28476.62 CLAYTON WILLIAMS ENE 7.750 2019-04-01 7.750000 Other Instrument Corporate Bond 310000.00 285895.35 CLIFFS NATURAL RESOU 4.800 2020-10-01 4.799999 Other Instrument Corporate Bond 536000.00 158584.53 CLIFFS NATURAL RESOU 4.875 2021-04-01 4.875000 Other Instrument Corporate Bond 442000.00 126462.64 CLIFFS NATURAL RESOU 5.900 2020-03-15 5.900000 Other Instrument Corporate Bond 1088000.00 383112.02 CLIFFS NATURAL RESOU 6.250 2040-10-01 6.250000 Other Instrument Corporate Bond 1260000.00 366231.25 EMPRESAS ICA SOCIEDA 8.875 2024-05-29 8.875000 Other Instrument Corporate Bond 180000.00 122406.88 EV ENERGY PARTNERS/F 8.000 2019-04-15 8.000000 Other Instrument Corporate Bond 638000.00 569025.09 FERRELLGAS PARTNERS 8.625 2020-06-15 8.625000 Other Instrument Corporate Bond 400000.00 418312.50 GENON ENERGY INC 9.875 2020-10-15 9.875000 Other Instrument Corporate Bond 697000.00 707067.80 HUDBAY MINERALS INC 9.500 2020-10-01 9.500000 Other Instrument Corporate Bond 11295000.00 11593219.98 JONES ENERGY HLD 6.750 2022-04-01 6.750000 Other Instrument Corporate Bond 1422000.00 1334991.37 LEGACY RESERVES/FINA 6.625 2021-12-01 6.625000 Other Instrument Corporate Bond 613000.00 490078.62 LEGACY RESERVES/FINA 8.000 2020-12-01 8.000000 Other Instrument Corporate Bond 3281000.00 2772809.43 LEVEL 3 FIN INC 3.823 2018-01-15 3.914149 Other Instrument Corporate Bond 150000.00 152902.56 MOMENTIVE PERFOR 3.880 2021-10-24 3.879999 Other Instrument Corporate Bond 4000.00 3515.27 MRT MID PART/MRT MID 7.250 2021-02-15 7.250000 Other Instrument Corporate Bond 676000.00 671422.91 OVERSEAS SHIPHLDG GR 8.125 2018-03-30 8.125000 Other Instrument Corporate Bond 520000.00 550983.32 POLYMER GROUP INC 7.750 2019-02-01 7.750000 Other Instrument Corporate Bond 379000.00 403161.26 POST HOLDINGS INC 7.375 2022-02-15 7.375000 Other Instrument Corporate Bond 175000.00 180418.33 RICE ENERGY INC 6.250 2022-05-01 6.250000 Other Instrument Corporate Bond 3130000.00 2962631.95 RITE AID CORP 6.750 2021-06-15 6.750000 Other Instrument Corporate Bond 7000.00 7505.31 SANCHEZ ENERGY 6.125 2023-01-15 6.125000 Other Instrument Corporate Bond 672000.00 565173.00 SANCHEZ ENERGY CORP 7.750 2021-06-15 7.750000 Other Instrument Corporate Bond 2535000.00 2288048.67 SEARS HOLDING CORP 6.625 2018-10-15 6.625000 Other Instrument Corporate Bond 1400000.00 1378052.07 SERVICEMASTER COMPAN 7.000 2020-08-15 7.000000 Other Instrument Corporate Bond 1533000.00 1637533.59 TENET HEALTHCARE COR 6.750 2020-02-01 6.750000 Other Instrument Corporate Bond 10190000.00 11119836.92 TENET HEALTHCARE COR 8.000 2020-08-01 8.000000 Other Instrument Corporate Bond 10000.00 10825.00 TENET HEALTHCARE COR 8.125 2022-04-01 8.125000 Other Instrument Corporate Bond 750000.00 859205.69 TENET HEALTHCARE CORP 6.875 2031-11-15 6.875000 Other Instrument Corporate Bond 18000.00 17177.81 UNIVERSAL HOSPITAL S 7.625 2020-08-15 7.625000 Other Instrument Corporate Bond 317000.00 305888.48 VERSO PAPER HLDG LLC 11.750 2019-01-15 11.750000 Other Instrument Corporate Bond 2739000.00 1232264.68 WESTMORELAND COAL CO 2022-01-01 8.750000 Other Instrument Corporate Bond 400000.00 350819.47 WLH PNW FIN COR 7.000 2022-08-15 7.000000 Other Instrument Corporate Bond 3054000.00 3274142.56 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 115000000.00 115000000.00 0.0168 N 115000000.00 115000000.00 Credit Suisse Securities USA Credit Suisse Securities USA 0.676000% ARP09AO30_0.6760_M150803_MGSA 0001230485 Other Repurchase Agreement N BERRY PETROLEUM CO 6.375 2022-09-15 6.375000 Other Instrument Corporate Bond 317000.00 228685.77 DAVITA INC 5.750 2022-08-15 5.750000 Other Instrument Corporate Bond 409000.00 446363.84 GENESIS ENERGY 6.000 2023-05-15 6.000000 Other Instrument Corporate Bond 644000.00 616791.01 KB HOME 8.000 2020-03-15 8.000000 Other Instrument Corporate Bond 3335000.00 3785224.97 NETFLIX INC 5.750 2024-03-01 5.750000 Other Instrument Corporate Bond 400000.00 428519.44 PENSKE AUTO GRP 5.375 2024-12-01 5.375000 Other Instrument Corporate Bond 269000.00 272042.13 REGAL ENTERTAINMENT 5.750 2023-06-15 5.750000 Other Instrument Corporate Bond 2928000.00 2963684.94 REGAL ENTERTAINMENT 5.750 2025-02-01 5.750000 Other Instrument Corporate Bond 185000.00 185000.00 RENT-A-CENTER INC 6.625 2020-11-15 6.625000 Other Instrument Corporate Bond 1084000.00 1078113.32 REYNOLDS GRP ISS/REY 5.750 2020-10-15 5.750000 Other Instrument Corporate Bond 132000.00 138758.51 REYNOLDS GRP ISS/REY 7.875 2019-08-15 7.875000 Other Instrument Corporate Bond 3839000.00 4002397.38 SINCLAIR TELEVISION 5.375 2021-04-01 5.375000 Other Instrument Corporate Bond 200000.00 207303.48 SPRINT CAPITAL CORP 8.750 2032-03-15 8.750000 Other Instrument Corporate Bond 837000.00 826799.08 SPRINT CORP 7.125 2024-06-15 7.125000 Other Instrument Corporate Bond 1186000.00 1105994.42 SPRINT CORP 7.250 2021-09-15 7.250000 Other Instrument Corporate Bond 2670000.00 2612422.99 SPRINT CORP 7.625 2025-02-15 7.625000 Other Instrument Corporate Bond 2445000.00 2348524.37 SPRINT CORP 7.875 2023-09-15 7.875000 Other Instrument Corporate Bond 2930000.00 2867371.07 SPRINT NEXTEL CORP 7.000 2020-08-15 7.000000 Other Instrument Corporate Bond 452000.00 451811.68 SPRINT NEXTEL CORP 9.125 2017-03-01 9.125000 Other Instrument Corporate Bond 1750000.00 1934843.81 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 25000000.00 25000000.00 0.0036 N 25000000.00 25000000.00 Credit Suisse Securities USA Credit Suisse Securities USA 0.450000% ARP09RC36_0.4500_M150806_MGSA 0001230485 Other Repurchase Agreement N 144A AEROPUERTOS DOMINICA 2019-11-13 9.250000 Other Instrument Corporate Bond 5830000.00 6105669.93 144A CRESCENT RESOURCES L 2017-08-15 10.250000 Other Instrument Corporate Bond 11165000.00 12247772.11 144A DYNEGY INC 6.750 2019-11-01 6.750000 Other Instrument Corporate Bond 6778000.00 7128337.73 144A EP ENER/EVEREST 6.37 2023-06-15 6.375000 Other Instrument Corporate Bond 4150000.00 3956938.56 144A JEFFERIES FIN LL 7.5 2021-04-15 7.500000 Other Instrument Corporate Bond 4800000.00 4881000.14 144A NAVIOS SA LOGIST/FIN 2022-05-01 7.250000 Other Instrument Corporate Bond 8440000.00 8084875.11 First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 40000000.00 40000000.00 0.0058 N 40000000.00 40000000.00 DBS Bank Ltd. DBS Bank Ltd. 0.240100% 23305EWH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 50000000.00 49984333.34 0.0073 N 49990000.00 49990000.00 DBS Bank Ltd. DBS Bank Ltd. 0.240100% 23305EWJ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 50000000.00 49984000.00 0.0073 N 49990000.00 49990000.00 Federal Reserve Bank of New York Federal Reserve Bank of New York 0.050000% ARP09ROO7_0.0500_M150803_MGSA 0001457970 Treasury Repurchase Agreement Y U.S. Treasury Bond 2042-02-15 3.125000 Treasury Debt 186000000.00 194658267.02 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 195000000.00 195000000.00 0.0285 N 195000000.00 195000000.00 HSBC Bank USA NA HSBC Bank USA NA 0.278800% 40428AA80 Certificate of Deposit N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 87500000.00 87500000.00 0.0128 N 87500000.00 87500000.00 HSBC Bank USA NA HSBC Bank USA NA 0.327000% 40428AH83 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-11-24 N N N 80750000.00 80750000.00 0.0118 N 80753230.00 80753230.00 ING Financial Markets LLC ING Financial Markets LLC 0.280000% ARP09BYR4_0.2800_M150807_MGSA 0000877559 Other Repurchase Agreement N AMERISOURCEBERGEN CO 3.400 2024-05-15 3.399999 Other Instrument Corporate Bond 7425000.00 7383519.32 CAPITAL ONE NA 1.500 2017-09-05 1.500000 Other Instrument Corporate Bond 5000000.00 4988158.05 GILEAD SCIENCES 4.500 2045-02-01 4.500000 Other Instrument Corporate Bond 2325000.00 2369419.03 MARSH & MCLENNAN COS 4.800 2021-07-15 4.799999 Other Instrument Corporate Bond 4000000.00 4426839.83 VERIZON COMM INC 4.862 2046-08-21 4.862000 Other Instrument Corporate Bond 3000000.00 2883248.27 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 21000000.00 21000000.00 0.0031 N 21000000.00 21000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.310000% ARP09RMD3_0.3100_M150803_MGSA 0000877559 Other Repurchase Agreement N 144A ALTICE SA 2022-05-15 7.750000 Other Instrument Corporate Bond 1595000.00 1651655.85 144A MURRAY ENERGY 11.250 2021-04-15 11.250000 Other Instrument Corporate Bond 5765000.00 3706318.44 CHAPARRAL ENERGY INC 8.250 2021-09-01 8.250000 Other Instrument Corporate Bond 1240000.00 808040.84 HUDBAY MINERALS INC 9.500 2020-10-01 9.500000 Other Instrument Corporate Bond 2899000.00 2975541.81 TENET HEALTHCARE COR 6.750 2020-02-01 6.750000 Other Instrument Corporate Bond 590000.00 643837.47 TENET HEALTHCARE COR 8.000 2020-08-01 8.000000 Other Instrument Corporate Bond 5650000.00 6116124.89 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 15000000.00 15000000.00 0.0022 N 15000000.00 15000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.180000% ARP09RMG6_0.1800_M150803_MGSA 0000877559 Other Repurchase Agreement N COMMONWEALTH EDI 3.700 2045-03-01 3.700000 Other Instrument Corporate Bond 2660000.00 2479654.89 PRECISION CASTPARTS CORP 2045-06-15 4.375000 Other Instrument Corporate Bond 2720000.00 2773791.66 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 5000000.00 5000000.00 0.0007 N 5000000.00 5000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.180000% ARP09RNB6_0.1800_M150803_MGSA 0000877559 Other Repurchase Agreement N 144A DTE ENERGY CO 3.300 2022-06-15 3.299999 Other Instrument Corporate Bond 135000.00 136797.31 144A FARMERS CAP III 5.45 2054-10-15 5.453999 Other Instrument Corporate Bond 3000000.00 3034108.76 21ST CENTURY FOX 6.150 2037-03-01 6.150000 Other Instrument Corporate Bond 300000.00 355348.24 21ST CENTURY FOX 6.200 2034-12-15 6.200000 Other Instrument Corporate Bond 3680000.00 4280870.44 21ST CENTURY FOX 6.400 2035-12-15 6.400000 Other Instrument Corporate Bond 3000000.00 3588620.07 21ST CENTURY FOX 6.550 2033-03-15 6.549999 Other Instrument Corporate Bond 1057000.00 1321792.32 21ST CENTY FOX AMER INC 2024-09-15 3.700000 Other Instrument Corporate Bond 385000.00 383288.67 AMERICAN GEN CORP 7/15/25 7.5 2025-07-15 7.500000 Other Instrument Corporate Bond 805000.00 1003919.53 AMERICAN INTL GROUP 2025-07-10 3.750000 Other Instrument Corporate Bond 2400000.00 2397416.07 AMGEN INC 2.125 2020-05-01 2.125000 Other Instrument Corporate Bond 504000.00 496718.94 BANK OF AMER CRP 2025-04-21 3.950000 Other Instrument Corporate Bond 325000.00 316563.82 BORG-WARNER AUTO 4.375 2045-03-15 4.375000 Other Instrument Corporate Bond 298000.00 281945.17 BURLINGTN NORTH SANT 5.050 2041-03-01 5.049999 Other Instrument Corporate Bond 267000.00 294867.17 CAPITAL ONE FINANCIA 3.750 2024-04-24 3.750000 Other Instrument Corporate Bond 1125000.00 1118351.21 CITIGROUP INC 3.875 2025-03-26 3.875000 Other Instrument Corporate Bond 690000.00 674721.49 CITIGROUP INC 4.300 2026-11-20 4.299999 Other Instrument Corporate Bond 1000000.00 996081.17 CITIGROUP INC 4.400 2025-06-10 4.400000 Other Instrument Corporate Bond 1126000.00 1132464.50 COUNTRYWIDE FINL COR 6.250 2016-05-15 6.250000 Other Instrument Corporate Bond 235000.00 246555.15 EATON CORP 4.000 2032-11-02 4.000000 Other Instrument Corporate Bond 323000.00 316534.25 ENTERPRISE PRODU 3.700 2026-02-15 3.700000 Other Instrument Corporate Bond 480000.00 464280.28 ENTERPRISE PRODUCTS 6.450 2040-09-01 6.450000 Other Instrument Corporate Bond 514000.00 600725.09 GOLDMAN SACHS GP 5.150 2045-05-22 5.150000 Other Instrument Corporate Bond 760000.00 755939.89 KIMCO REALTY CORP 2018-02-01 4.299999 Other Instrument Corporate Bond 4000000.00 4328599.93 MACYS RETAIL HLDGS I 4.300 2043-02-15 4.299999 Other Instrument Corporate Bond 2175000.00 1968110.34 MERRILL LYNCH & CO 6.050 2016-05-16 6.049999 Other Instrument Corporate Bond 750000.00 786364.67 MORGAN STANLEY 2023-05-22 4.099999 Other Instrument Corporate Bond 3000000.00 3051283.12 MORGAN STANLEY 2026-09-08 4.349999 Other Instrument Corporate Bond 1261000.00 1273153.91 ROGERS COMMUNICATION 4.500 2043-03-15 4.500000 Other Instrument Corporate Bond 6000000.00 5694989.92 VODAFONE GROUP PLC 1.250 2017-09-26 1.250000 Other Instrument Corporate Bond 709000.00 702559.16 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 40000000.00 40000000.00 0.0058 N 40000000.00 40000000.00 JP Morgan Chase Bank NA JP Morgan Chase Bank NA 0.438900% 48125LKD3 Other Note N First Tier Security N/A N/A 2015-09-08 2016-05-06 N N N 25000000.00 25000000.00 0.0036 N 25002000.00 25002000.00 JP Morgan Chase Bank NA JP Morgan Chase Bank NA 0.438900% 48125LKE1 Other Note N First Tier Security N/A N/A 2015-09-08 2016-06-07 N N N 195000000.00 195000000.00 0.0285 N 195021060.00 195021060.00 JP Morgan Clearing Corp. JP Morgan Clearing Corp. 0.420000% ARP09Q387_0.4200_M150807_MGSA 0001168163 Other Repurchase Agreement N ALLY FINANCIAL INC 2031-11-01 NA Other Instrument Corporate Bond 14000.00 16987.43 BANK OF AMERICA CORP 2049-07-29 NA Other Instrument Corporate Bond 267000.00 282352.50 CCO HOLDINGS LLC / CCO HOLDINGS CAP 2025-05-01 NA Other Instrument Corporate Bond 36000.00 36357.50 FCA US LLC / CG CO-ISSUER INC 2021-06-15 NA Other Instrument Corporate Bond 56600000.00 61866158.52 MORGAN STANLEY 2025-07-23 NA Other Instrument Corporate Bond 19000.00 19252.49 NGPL PIPECO LLC 2017-12-15 NA Other Instrument Corporate Bond 55634000.00 55895285.08 RKI EXPLORATION & PRODUCTION LLC 2021-08-01 NA Other Instrument Corporate Bond 2958000.00 3427582.50 SANDRIDGE ENERGY INC 2020-06-01 NA Other Instrument Corporate Bond 456000.00 366166.10 SITEL LLC / SITEL FINANCE CORP 2018-04-01 NA Other Instrument Corporate Bond 2000.00 2104.17 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 115000000.00 115000000.00 0.0168 N 115000000.00 115000000.00 Macquarie Bank Ltd. Macquarie Bank Ltd. 0.320200% 55607LWH3 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 62750000.00 62723784.45 0.0092 N 62734940.00 62734940.00 Macquarie Bank Ltd. Macquarie Bank Ltd. 0.320200% 55607LWJ9 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-18 2015-09-18 N N N 62750000.00 62723226.67 0.0092 N 62734312.50 62734312.50 Merrill Lynch Pierce Fenner & Smith Merrill Lynch Pierce Fenner & Smith 0.570000% ARP08O8K1_0.5700_M150803_MGSA 0000065100 Other Repurchase Agreement N 21VIANET GROUP INC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2918060.25 AMERICA MOVIL SAB DE CV SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449983.12 ANHEUSER BUSCH INBEV SA/NV SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449968.60 BAIDU INC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449857.35 BRF SA SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449983.40 CHINA MOBILE GAMES & ENTMT GSPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449983.16 CNOOC LTD SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449911.22 CTRIP COM INTL LTD AMERICAN 2049-01-01 NA Other Instrument Common Stock 0.00 4449935.50 DIAGEO P L C SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449892.00 GLAXOSMITHKLINE PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449972.33 GRUPO TELEVISA SA SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449999.75 HSBC HLDGS PLC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449958.66 JD COM INC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449989.61 MELCO CROWN ENTMT LTD ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449990.09 NETEASE INC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449919.59 ROYAL DUTCH SHELL PLC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 1532802.96 SHIRE PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449976.52 SONY CORP ADR NEW 2049-01-01 NA Other Instrument Common Stock 0.00 4449972.80 TOYOTA MOTOR CORP SP ADR R 2049-01-01 NA Other Instrument Common Stock 0.00 4449959.61 YOUKU TUDOU INC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 4449997.80 YPF SOCIEDAD ANONIMA SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 4449985.26 YY INC ADS REPC 2049-01-01 NA Other Instrument Common Stock 0.00 4449942.84 First Tier Security N/A N/A 2015-08-03 2015-09-04 N N N 89000000.00 89000000.00 0.0130 Y 89000000.00 89000000.00 Merrill Lynch Pierce Fenner & Smith Merrill Lynch Pierce Fenner & Smith 0.200000% ARP09RNK6_0.2000_M150803_MGSA 0000065100 Other Repurchase Agreement N 21VIANET GROUP INC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999997.70 AMERICA MOVIL SAB DE CV SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 2999996.16 ANHEUSER BUSCH INBEV SA/NV SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999898.00 BAIDU INC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 2999837.18 BANCO SANTANDER CHILE NEW SP ADR R 2049-01-01 NA Other Instrument Common Stock 0.00 2048558.40 BP PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999968.56 BRF SA SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999984.92 CPFL ENERGIA S A SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 758655.23 CTRIP COM INTL LTD AMERICAN 2049-01-01 NA Other Instrument Common Stock 0.00 2999942.22 ECOPETROL S A SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2418703.21 ENERSIS S A SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 1127859.42 GLAXOSMITHKLINE PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999994.57 GRIFOLS S A SP ADR R 2049-01-01 NA Other Instrument Common Stock 0.00 1836609.60 GRUPO TELEVISA SA SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 2999991.75 HSBC HLDGS PLC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 2999961.51 JD COM INC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 2999996.37 MELCO CROWN ENTMT LTD ADR 2049-01-01 NA Other Instrument Common Stock 0.00 2462581.94 RANDGOLD RES LTD ADR 2049-01-01 NA Other Instrument Common Stock 0.00 446486.30 ROYAL DUTCH SHELL PLC SPONS AD 2049-01-01 NA Other Instrument Common Stock 0.00 2136171.95 SHIRE PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999816.04 SONY CORP ADR NEW 2049-01-01 NA Other Instrument Common Stock 0.00 2999971.52 TAIWAN SEMICONDUCTOR MFG LTDSPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2524081.10 TEVA PHARMACEUTICAL INDS LTDADR 2049-01-01 NA Other Instrument Common Stock 0.00 2999986.38 ULTRAPAR PARTICIPACOES S A SP ADR R 2049-01-01 NA Other Instrument Common Stock 0.00 2240955.57 YOUKU TUDOU INC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 2999995.44 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 60000000.00 60000000.00 0.0088 N 60000000.00 60000000.00 Mizuho Bank Ltd. Mizuho Bank Ltd. 0.250000% 60689DDJ9 Certificate of Deposit N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 25000000.00 25000166.57 0.0036 N 25000000.00 25000000.00 Mizuho Bank Ltd. Mizuho Bank Ltd. 0.280000% 60689DGD9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 111000000.00 111000000.00 0.0162 N 111004440.00 111004440.00 Mizuho Securities USA, Inc. Mizuho Securities USA, Inc. 0.180000% ARP09RML5_0.1800_M150803_MGSA 0000812291 Other Repurchase Agreement N ABAXIS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 311977.20 ABM INDS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 230468.14 AERCAP HOLDINGS NV SHS 2049-01-01 NA Other Instrument Common Stock 0.00 248640.70 AGRIUM INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 779983.16 ALLIANCE RES PARTNER L P UT LTD P 2049-01-01 NA Other Instrument Common Stock 0.00 222705.76 AMBARELLA INC SHS 2049-01-01 NA Other Instrument Common Stock 0.00 876490.20 AMERICAN EAGLE OUTFITTERS NECOM 2049-01-01 NA Other Instrument Common Stock 0.00 367354.96 AMTRUST FINL SVCS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 313180.35 ANHEUSER BUSCH INBEV SA/NV SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 1172382.20 ANI PHARMACEUTICALS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 253325.70 ASTRONICS CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 340137.91 AUTOHOME INC SP ADR R 2049-01-01 NA Other Instrument Common Stock 0.00 388864.47 AUTOLIV INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 760726.98 BANCORPSOUTH INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 329144.40 BANK MONTREAL QUE COM 2049-01-01 NA Other Instrument Common Stock 0.00 520478.48 BANK N S HALIFAX COM 2049-01-01 NA Other Instrument Common Stock 0.00 278774.40 BARCLAYS PLC ADR 2049-01-01 NA Other Instrument Common Stock 0.00 530995.23 BARNES & NOBLE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 674871.67 BEACON ROOFING SUPPLY INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 845491.45 BERKSHIRE HATHAWAY INC DEL CL A 2049-01-01 NA Other Instrument Common Stock 0.00 2576940.00 BHP BILLITON PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 274183.68 BIGLARI HLDGS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 412339.20 BIO-REFERENCE LABS INC COM $.01 2049-01-01 NA Other Instrument Common Stock 0.00 255728.52 BITAUTO HLDGS LTD SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 426958.74 BUILDERS FIRSTSOURCE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 350047.00 CAMECO CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 264796.00 CANADIAN NATL RY CO COM 2049-01-01 NA Other Instrument Common Stock 0.00 989217.90 CANADIAN PAC RY LTD COM 2049-01-01 NA Other Instrument Common Stock 0.00 362567.50 CARNIVAL PLC ADR 2049-01-01 NA Other Instrument Common Stock 0.00 211536.63 CAVIUM INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 214913.56 CHINA MOBILE GAMES & ENTMT GSPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 285818.82 CLECO CORP NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 211879.89 CNOOC LTD SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 317419.11 COCA COLA FEMSA S A B DE C VSPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 249548.40 CONNS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 298821.60 CONSTELLIUM NV CL A 2049-01-01 NA Other Instrument Common Stock 0.00 425494.80 CREDIT SUISSE GROUP SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 453287.68 CROCS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 222370.20 DEL FRISCOS RESTAURANT GROUPCOM 2049-01-01 NA Other Instrument Common Stock 0.00 306928.05 DEPOMED INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 240606.93 DIAGEO P L C SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 649768.00 ELECTRONICS FOR IMAGING INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 256135.77 ELLIE MAE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 407106.57 ENDURANCE INTL GROUP HLDGS ICOM 2049-01-01 NA Other Instrument Common Stock 0.00 320048.84 ENVESTNET INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 416686.40 EROS INTL PLC SHS NEW 2049-01-01 NA Other Instrument Common Stock 0.00 202287.78 FAIRCHILD SEMICONDUCTOR INTLCOM 2049-01-01 NA Other Instrument Common Stock 0.00 214459.08 FCB FINL HLDGS INC CL A 2049-01-01 NA Other Instrument Common Stock 0.00 216879.30 FIRSTMERIT CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 350602.74 FRESENIUS MED CARE AG&CO KGASPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 324257.04 FTI CONSULTING INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 384638.60 GLAXOSMITHKLINE PLC SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 990495.57 GOLDCORP INC NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 714754.08 H & E EQUIPMENT SERVICES INCCOM 2049-01-01 NA Other Instrument Common Stock 0.00 208261.60 HAEMONETICS CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 407154.00 HRG GROUP INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 319145.75 IBERIABANK CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 255895.20 IMAX CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 254177.77 ING GROEP N V SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 389866.95 INVENSENSE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 407576.40 JACK IN THE BOX INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 306929.00 LAZARD LTD SHS A 2049-01-01 NA Other Instrument Common Stock 0.00 991638.00 LIBERTY GLOBAL PLC SHS CL A 2049-01-01 NA Other Instrument Common Stock 0.00 325256.46 LIBERTY GLOBAL PLC SHS CL C 2049-01-01 NA Other Instrument Common Stock 0.00 374675.52 LOGMEIN INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 327583.83 MANULIFE FINL CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 528870.74 MARKETO INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 268859.12 MASIMO CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 219789.68 MATTRESS FIRM HLDG CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 543714.08 MAXIMUS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 302864.32 MEMORIAL PRODTN PARTNERS LP COM U RE 2049-01-01 NA Other Instrument Common Stock 0.00 382403.23 MERIT MED SYS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 231840.87 MICROSEMI CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 226077.12 MOBILEYE N V AMSTELVEEN ORD SHS 2049-01-01 NA Other Instrument Common Stock 0.00 1664779.98 MOVADO GROUP INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 338848.38 NATIONAL GRID PLC SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 474893.79 NAVISTAR INTL CORP NEW COM 2049-01-01 NA Other Instrument Common Stock 0.00 278551.70 NETGEAR INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 235545.04 NETSCOUT SYS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 355054.59 NOBLE CORP PLC SHS USD 2049-01-01 NA Other Instrument Common Stock 0.00 466074.63 NOVARTIS A G SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 513010.96 NOVO-NORDISK A S ADR 2049-01-01 NA Other Instrument Common Stock 0.00 631580.36 OAKTREE CAP GROUP LLC UNIT CL 2049-01-01 NA Other Instrument Common Stock 0.00 401147.64 OM GROUP INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 487260.80 OUTERWALL INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 279006.20 PARSLEY ENERGY INC CL A 2049-01-01 NA Other Instrument Common Stock 0.00 244188.79 PINNACLE ENTMT INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 567836.80 POSCO SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 385766.70 POTASH CORP SASK INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 568287.06 POZEN INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 228597.00 PROGRESSIVE WASTE SOLUTIONS COM 2049-01-01 NA Other Instrument Common Stock 0.00 214550.70 PRUDENTIAL PLC ADR 2049-01-01 NA Other Instrument Common Stock 0.00 96838.74 QIHOO 360 TECHNOLOGY CO LTD ADS 2049-01-01 NA Other Instrument Common Stock 0.00 410736.60 QUALITY SYS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 389950.40 QUNAR CAYMAN IS LTD SPNS ADR 2049-01-01 NA Other Instrument Common Stock 0.00 784037.11 RADIUS HEALTH INC COM NEW 2049-01-01 NA Other Instrument Common Stock 0.00 572124.96 RAMBUS INC DEL COM 2049-01-01 NA Other Instrument Common Stock 0.00 346054.28 RAPTOR PHARMACEUTICAL CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 261687.60 RLI CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 254085.12 ROYAL BK CDA MONTREAL QUE COM 2049-01-01 NA Other Instrument Common Stock 0.00 1064353.29 SANOFI SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 312688.09 SEABOARD CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 257150.00 SELECT COMFORT CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 364002.18 SEMGROUP CORP CL A 2049-01-01 NA Other Instrument Common Stock 0.00 388017.80 SILICON MOTION TECHNOLOGY COSPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 231024.36 SIMMONS 1ST NATL CORP CL A $1 2049-01-01 NA Other Instrument Common Stock 0.00 266675.50 SMITH & NEPHEW PLC SPDN ADR 2049-01-01 NA Other Instrument Common Stock 0.00 208233.88 SOCIEDAD QUIMICA MINERA DE CSPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 564108.58 SONIC AUTOMOTIVE INC CL A 2049-01-01 NA Other Instrument Common Stock 0.00 444076.93 SONY CORP ADR NEW 2049-01-01 NA Other Instrument Common Stock 0.00 567170.24 SPS COMM INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 334685.52 STATOIL ASA SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 305661.73 SYNTEL INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 341834.31 TAL ED GROUP ADS REPS 2049-01-01 NA Other Instrument Common Stock 0.00 265359.93 TARO PHARMACEUTICAL INDS LTDSHS 2049-01-01 NA Other Instrument Common Stock 0.00 202356.00 TATA MTRS LTD SPONSORE 2049-01-01 NA Other Instrument Common Stock 0.00 630575.36 TERNIUM SA SPON ADR 2049-01-01 NA Other Instrument Common Stock 0.00 238876.84 TEVA PHARMACEUTICAL INDS LTDADR 2049-01-01 NA Other Instrument Common Stock 0.00 1707824.82 TEXAS CAPITAL BANCSHARES INCCOM 2049-01-01 NA Other Instrument Common Stock 0.00 433282.26 THORATEC CORP COM NEW 2049-01-01 NA Other Instrument Common Stock 0.00 408157.21 TORONTO DOMINION BK ONT COM NEW 2049-01-01 NA Other Instrument Common Stock 0.00 291118.65 TOYOTA MOTOR CORP SP ADR R 2049-01-01 NA Other Instrument Common Stock 0.00 247212.63 TRANSCANADA CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 299615.36 TREX CO INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 210476.90 UNITED NAT FOODS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 404059.82 UNIVERSAL FST PRODS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 233418.60 USANA HEALTH SCIENCES INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 222928.20 VALEANT PHARMACEUTICALS INTLCOM 2049-01-01 NA Other Instrument Common Stock 0.00 211052.40 VERMILION ENERGY INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 223467.39 WASHINGTON FED INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 293290.97 WORLD ACCEP CORP DEL COM 2049-01-01 NA Other Instrument Common Stock 0.00 445542.04 XOOM CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 426216.00 ZIOPHARM ONCOLOGY INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 650134.20 ZOES KITCHEN INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 534497.34 ZULILY INC CL A 2049-01-01 NA Other Instrument Common Stock 0.00 552305.52 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 55000000.00 55000000.00 0.0080 N 55000000.00 55000000.00 National Australia Bank National Australia Bank 1.600000% 63254AAC2 Other Note N First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 17750000.00 17753485.23 0.0026 N 17751065.00 17751065.00 Oversea Chinese Banking Corporation Oversea Chinese Banking Corporation 0.240000% 69033P4V9 Certificate of Deposit N First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 36500000.00 36500000.00 0.0053 N 36501095.00 36501095.00 Oversea Chinese Banking Corporation Oversea Chinese Banking Corporation 0.230000% 69033P5B2 Certificate of Deposit N First Tier Security N/A N/A 2015-09-16 2015-09-16 N N N 50000000.00 49999361.33 0.0073 N 50001000.00 50001000.00 Oversea Chinese Banking Corporation Oversea Chinese Banking Corporation 0.240100% 69033RWH5 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 50000000.00 49984333.33 0.0073 N 49990000.00 49990000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.350000% ARP0983G9_0.3500_M150804_MGSA 0000050916 Other Repurchase Agreement N ACADIA HEALTHCARE CO INC 2022-07-01 5.125000 Other Instrument Corporate Bond 165000.00 165268.70 ADVANCED MICRO DEVICES INC 2019-03-01 6.750000 Other Instrument Corporate Bond 65000.00 47125.00 AI JACK COOPER HOLDINGS 2020-06-01 10.250000 Other Instrument Corporate Bond 1036823.00 970765.57 ALCATEL-LUCENT USA INC 2017-07-01 4.625000 Other Instrument Corporate Bond 200000.00 207088.89 APPROACH RESOURCES INC 2021-06-15 7.000000 Other Instrument Corporate Bond 299000.00 255707.82 BMC SOFTWARE FIN INC 2021-07-15 8.125000 Other Instrument Corporate Bond 54971.00 41118.31 BOMBARDIER INC 2023-01-15 6.125000 Other Instrument Corporate Bond 50000.00 41636.11 CALFRAC HOLDINGS 2020-12-01 7.500000 Other Instrument Corporate Bond 29443.00 24652.38 CALPINE CORPORATION 2022-01-15 6.000000 Other Instrument Corporate Bond 20066.00 21520.78 CEQUEL COMMUNICATIONS ESCROW ILLC CEQUEL 2020-09-15 6.375000 Other Instrument Corporate Bond 1402967.00 1445523.67 CHINOS INTER HLDGS A INC 2019-05-01 7.750000 Other Instrument Corporate Bond 228514.00 158674.41 CITIGROUP INC 2049-01-01 6.299999 Other Instrument Corporate Bond 4177.00 4110.17 CLAIRES STORES INC 2019-03-15 7.000000 Other Instrument Corporate Bond 1290000.00 1151575.83 COMSTOCK RESOURCES INC 2019-04-01 7.750000 Other Instrument Corporate Bond 25000.00 9645.83 EMERALD EXPOSITIONS HLDG INC 2021-06-15 9.000000 Other Instrument Corporate Bond 2532188.00 2624472.18 FIDELITY & GTY LIFE HLDGS INC 2021-04-01 6.375000 Other Instrument Corporate Bond 1068121.00 1144224.62 FMG RESOURCES PTY LTD 2022-04-01 6.875000 Other Instrument Corporate Bond 457339.00 273167.06 FRESENIUS MED CARE US FIN II INC 2020-10-15 4.125000 Other Instrument Corporate Bond 60000.00 61928.75 GANNETT CO INC 2024-09-15 5.500000 Other Instrument Corporate Bond 223000.00 223557.50 GLOBAL SHIP LEASE INC 2019-04-01 10.000000 Other Instrument Corporate Bond 3009997.00 3135781.84 GOODRICH PETE CORP 2019-03-15 8.875000 Other Instrument Corporate Bond 1270000.00 410880.28 HUGHES SATELLITE SYS CORP 2021-06-15 7.625000 Other Instrument Corporate Bond 370515.00 411570.12 IAI INTELSAT BERMUBD LTD 2021-06-01 7.750000 Other Instrument Corporate Bond 1600000.00 1299893.33 JEFFERIES FIN LLC JFIN 2022-04-15 6.875000 Other Instrument Corporate Bond 200000.00 195510.42 KINETIC CONCEPTS 2019-11-01 12.500000 Other Instrument Corporate Bond 1221551.00 1354394.67 LAGACY RESVS LP LEGACY RESVS FIN CORP 2020-12-01 8.000000 Other Instrument Corporate Bond 8222.00 6906.48 LEVEL 3 FINANCING INC 2020-07-15 8.625000 Other Instrument Corporate Bond 724219.00 774069.41 LMI AEROSPACE INC SR NT 7.3 2019-07-15 7.375000 Other Instrument Corporate Bond 180624.00 175255.45 LONESTAR RES AMER INC 2019-04-15 8.750000 Other Instrument Corporate Bond 585724.00 477670.12 ME ENERGY CORP ED 2021-03-15 6.500000 Other Instrument Corporate Bond 200000.00 189844.44 MEDASSETS INC 2018-11-15 8.000000 Other Instrument Corporate Bond 266113.00 279287.96 MIRANT AMERICAS GENERATION, INC 2021-10-01 8.500000 Other Instrument Corporate Bond 3964068.00 3737785.79 MORGAN STANLEY 2049-01-01 5.450000 Other Instrument Corporate Bond 50000.00 50047.15 NCI BUILDING SYSTEMS INC 2023-01-15 8.250000 Other Instrument Corporate Bond 666774.00 705738.61 NGPLIPECO LLC 2017-12-15 7.118999 Other Instrument Corporate Bond 21701.00 21708.08 PENN VA CORP 2019-04-15 7.250000 Other Instrument Corporate Bond 1299087.00 608495.96 PETCO 2018-12-01 9.250000 Other Instrument Corporate Bond 1190079.00 1254777.64 PPL SUPPLY LLC 2021-12-15 4.599999 Other Instrument Corporate Bond 32000.00 28836.09 RADIAN GROUP INCORPORATED 2019-06-01 5.500000 Other Instrument Corporate Bond 1006000.00 1050431.67 REYNOLDS GROUP ISSUER LLC 2019-08-15 9.875000 Other Instrument Corporate Bond 628911.00 679809.12 REYNOLDS GROUP ISSUER LLC REYNOLDS GRO 2018-05-15 8.500000 Other Instrument Corporate Bond 565414.00 584748.02 SABINE PASS LIQUEFACTION LLC 2022-03-15 6.250000 Other Instrument Corporate Bond 122214.00 125880.42 SERVICE CORP INTERNATIONAL,TX 2021-11-15 8.000000 Other Instrument Corporate Bond 1349291.00 1594712.04 SLM CORP 2017-01-25 6.000000 Other Instrument Corporate Bond 613000.00 625770.83 TEMBEC INDUSTRIES INC 2019-12-15 9.000000 Other Instrument Corporate Bond 195000.00 175792.50 TRADER CORP 2018-08-15 9.875000 Other Instrument Corporate Bond 3571.00 3877.86 UNITED RENTALS (NORTH AMERICA), INC 2023-07-15 4.625000 Other Instrument Corporate Bond 201495.00 199508.04 US AWYS GROUP INC 2018-06-01 6.125000 Other Instrument Corporate Bond 371000.00 390955.42 VRX ESCROW CORP 2023-05-15 5.875000 Other Instrument Corporate Bond 1000.00 1055.34 WATERJET HLDGS INC 2020-02-01 7.625000 Other Instrument Corporate Bond 192423.00 197714.63 WIDEOPENWEST FIN LLC WIDEOPENWEST CAP 2019-07-15 1.550000 Other Instrument Corporate Bond 1309788.00 1387902.30 WTS KINDRED HEALTHCARE INC EXP 4 20 06 2022-04-15 6.375000 Other Instrument Corporate Bond 473425.00 493798.06 XERIUM TECHNOLOGIES INC 2018-06-15 8.875000 Other Instrument Corporate Bond 286071.00 297826.73 First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 30000000.00 30000000.00 0.0044 N 30000000.00 30000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.350000% ARP09E5Y5_0.3500_M150807_MGSA 0000050916 Other Repurchase Agreement N 99 CENTS ONLY STORES 2019-12-15 11.000000 Other Instrument Corporate Bond 800000.00 657661.11 ACADIA HEALTHCARE CO INC 2023-02-15 5.625000 Other Instrument Corporate Bond 105000.00 109364.06 ADVANCED MICRO DEVICES INC 2019-03-01 6.750000 Other Instrument Corporate Bond 800000.00 580000.00 ADVANCED MICRO DEVICES INC 2020-08-01 6.538000 Other Instrument Corporate Bond 66000.00 46872.54 AMERENE ENERGY GENERATING COMPANY 2032-06-01 7.950000 Other Instrument Corporate Bond 100000.00 95104.17 AMRENENERGY GENERAL COMANY 2020-04-01 6.299999 Other Instrument Corporate Bond 3000.00 2777.48 APPROACH RESOURCES INC 2021-06-15 7.000000 Other Instrument Corporate Bond 51000.00 43615.72 ATLAS ENERGY HLDGS OPER CB OR GLOBAL GRO 2021-01-15 7.750000 Other Instrument Corporate Bond 4000.00 2651.56 BEVERAGE PACK HOLDINGS 2016-12-15 5.625000 Other Instrument Corporate Bond 6276.00 6285.72 BLUE RACER MIDSTREAM LLC BLUE RACER FIN 2022-11-15 5.549999 Other Instrument Corporate Bond 20916.00 21579.39 BLUELINE RENT FIN CORP / VOLVOCONSTR EQU 2019-02-01 7.000000 Other Instrument Corporate Bond 255000.00 254362.50 CALPINE CORP 2023-01-15 7.875000 Other Instrument Corporate Bond 277328.00 298404.93 CALPINE CORP 2024-02-01 5.500000 Other Instrument Corporate Bond 947911.00 947621.36 CHAPARRAL ENERGY INC NEW 2021-09-01 8.250000 Other Instrument Corporate Bond 238479.00 149943.67 CHINOS INTER HLDGS A INC 2019-05-01 7.750000 Other Instrument Corporate Bond 1000.00 694.38 COVERIS HLDGS S A 2019-11-01 7.875000 Other Instrument Corporate Bond 100000.00 98719.00 CUMULUS MEDIA HLDGS INC 2019-05-01 7.750000 Other Instrument Corporate Bond 425428.00 386873.59 DYNEGY INC NEW DEL 2022-11-01 7.375000 Other Instrument Corporate Bond 1102000.00 1168812.58 EXCO RESOURCES INC 2018-09-15 7.500000 Other Instrument Corporate Bond 237000.00 118055.62 HOCKEY MERGER SUB 2 INC 2021-10-01 7.875000 Other Instrument Corporate Bond 1148266.00 1201373.30 HUGHES SATELLITE SYS CORP 2021-06-15 7.625000 Other Instrument Corporate Bond 407591.00 452754.35 IHEARTCOMMUNICATIONS INC 2022-09-15 9.000000 Other Instrument Corporate Bond 181434.00 170820.11 JEFFERIES LLC JFIN 2020-04-01 7.375000 Other Instrument Corporate Bond 569069.00 581635.94 KINETIC CONCEPTS 2019-11-01 12.500000 Other Instrument Corporate Bond 935624.00 1037373.11 LEVEL 3 FINANCING INC 2020-07-15 8.625000 Other Instrument Corporate Bond 85000.00 90850.83 MDC PARTNERS INC CL-A SUBORADINATE VOTI 2020-04-01 6.750000 Other Instrument Corporate Bond 1250000.00 1268750.00 MILLAR WESTERN FOREST PRODUCTS LTD 2021-04-01 8.500000 Other Instrument Corporate Bond 800000.00 770333.33 NGPL PIPECO LLC 2019-06-01 9.625000 Other Instrument Corporate Bond 1593785.00 1626097.88 NGPLIPECO LLC 2017-12-15 7.118999 Other Instrument Corporate Bond 136567.00 136611.57 NISKA GAS STORAGE CDA ULC 2019-04-01 6.500000 Other Instrument Corporate Bond 1000.00 941.67 NXP BV NXP FUNDING LLC 2018-06-01 3.750000 Other Instrument Corporate Bond 333273.00 340335.05 PARKER DRILLING COMPANY 2022-07-15 6.750000 Other Instrument Corporate Bond 720505.00 596578.14 PEABODY ENERGY CORPORATION 2022-03-15 10.000000 Other Instrument Corporate Bond 74831.00 40595.82 PENN VA CORP 2019-04-15 7.250000 Other Instrument Corporate Bond 16000.00 7494.44 PETCO HLDGS INC 2017-10-15 8.500000 Other Instrument Corporate Bond 530000.00 554975.22 REYNOLDS GROUP ISSUER LLC 2019-08-15 9.875000 Other Instrument Corporate Bond 116547.00 125979.21 REYNOLDS GROUP ISSUER LLC REYNOLDS GRO 2019-04-15 9.000000 Other Instrument Corporate Bond 8517.00 8905.47 RITE AID CORP 2027-02-15 7.700000 Other Instrument Corporate Bond 20000.00 23899.44 SABLE INTL FIN LTD 2020-02-01 8.750000 Other Instrument Corporate Bond 4637.00 5176.05 SCIENTIFIC GAMES INTERNATIONAL INC 2022-12-01 10.000000 Other Instrument Corporate Bond 2000.00 1962.78 SELECT MEDICAL CORP 2021-06-01 6.375000 Other Instrument Corporate Bond 43826.00 44620.35 STERIGENICS-NORDION HLDGS LLC 2023-05-15 6.500000 Other Instrument Corporate Bond 172000.00 175440.00 SWIFT ENERGY CO 2017-06-01 7.125000 Other Instrument Corporate Bond 7000.00 2661.46 SWIFT ENERGY CO 2022-03-01 7.875000 Other Instrument Corporate Bond 1000.00 277.60 TENET HEALTHCARE CORP 2019-03-01 5.500000 Other Instrument Corporate Bond 2000.00 2035.00 TENET HEALTHCARE CORPORATION 2019-03-01 5.000000 Other Instrument Corporate Bond 108000.00 110370.00 TRINSECO MATLS OPER S C A TRINSEO MATLS 2022-05-01 6.750000 Other Instrument Corporate Bond 161891.00 165341.30 TRW AUTOMOTIVE INC 2021-03-01 4.500000 Other Instrument Corporate Bond 2001.00 2049.36 USG CORP 2018-01-15 9.750000 Other Instrument Corporate Bond 90000.00 102427.50 VERSO PAPER HLDGS LLC VERSO PAPER 2019-01-15 11.750000 Other Instrument Corporate Bond 315000.00 141820.00 VWR FDG INC 2017-09-15 7.250000 Other Instrument Corporate Bond 470837.00 497857.81 WACHOVIA NATIONAL BANK ASSOCIATION 2022-04-15 6.750000 Other Instrument Corporate Bond 531790.00 511847.88 WATERJET HLDGS INC 2020-02-01 7.625000 Other Instrument Corporate Bond 76612.00 78718.83 WAVEDIVISION ESCROW LLC 2020-09-01 8.125000 Other Instrument Corporate Bond 30000.00 31690.62 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 15000000.00 15000000.00 0.0022 N 15000000.00 15000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.350000% ARP09GTK4_0.3500_M150807_MGSA 0000050916 Other Repurchase Agreement N 144 A/REG S DCP MIDSTREAM,NY 2037-09-15 6.750000 Other Instrument Corporate Bond 219000.00 208805.55 ALCATEL-LUCENT USA INC 2017-07-01 4.625000 Other Instrument Corporate Bond 974000.00 1008522.89 ALLY FINANCIAL INC 2022-02-13 4.125000 Other Instrument Corporate Bond 131000.00 131065.50 BANK OF AMERICA CORP 2049-01-01 5.200000 Other Instrument Corporate Bond 255000.00 242483.75 BMC SOFTWARE FIN INC 2021-07-15 8.125000 Other Instrument Corporate Bond 447018.00 334369.46 CINCINNATI BELL TEL 2028-12-01 6.299999 Other Instrument Corporate Bond 32122.00 31174.40 CLAIRES STORES INC 2019-03-15 7.000000 Other Instrument Corporate Bond 225000.00 200856.25 COEUR D'ALENE MINES CORPORATION 2021-02-01 7.875000 Other Instrument Corporate Bond 23000.00 15812.61 CUMULUS MEDIA HLDGS INC 2019-05-01 7.750000 Other Instrument Corporate Bond 83514.00 75945.54 D. R. HORTON, INC 2022-09-15 4.375000 Other Instrument Corporate Bond 190000.00 191240.28 DJ0 FINCO INC 2021-06-15 8.125000 Other Instrument Corporate Bond 603303.00 631467.61 DYNEGY INC NEW DEAL 2024-11-01 7.625000 Other Instrument Corporate Bond 217875.00 229585.78 FIRST DATA CORP 2021-01-15 12.625000 Other Instrument Corporate Bond 603000.00 701144.53 GOLDMAN SACHS GROUP 2099-12-31 5.375000 Other Instrument Corporate Bond 144000.00 144667.00 HOCKEY MERGER SUB 2 INC 2021-10-01 7.875000 Other Instrument Corporate Bond 814062.00 851712.37 HUGHES SATELLITE SYS CORP 2021-06-15 7.625000 Other Instrument Corporate Bond 1129485.00 1254638.21 IAI ANTERO RESOURCES FINANCE CORP 2020-12-01 6.000000 Other Instrument Corporate Bond 55000.00 55962.50 IHEARTCOMMUNICATIONS INC 2022-09-15 9.000000 Other Instrument Corporate Bond 5910.00 5564.26 JAGUAR HOLDING CO II 2019-12-01 9.500000 Other Instrument Corporate Bond 23763.00 25589.78 JARDEN CORP 2017-05-01 7.500000 Other Instrument Corporate Bond 86520.00 95712.75 LAMAR MEDIA CORP 2024-01-15 5.375000 Other Instrument Corporate Bond 191000.00 194820.00 LEAR CORP 2023-01-15 4.750000 Other Instrument Corporate Bond 122000.00 121190.06 LINN ENERGY LLC LNN ENERGY FINANCE CO 2021-09-15 6.500000 Other Instrument Corporate Bond 175000.00 109297.22 LMI AEROSPACE INC SR NT 7.3 2019-07-15 7.375000 Other Instrument Corporate Bond 13049.00 12661.15 LONESTAR RES AMER INC 2019-04-15 8.750000 Other Instrument Corporate Bond 2618311.00 2135287.17 MEDIACOM BROADBAND LLC 2021-04-15 5.500000 Other Instrument Corporate Bond 150000.00 148679.17 MEG ENERGY CORP ED 2024-03-31 7.000000 Other Instrument Corporate Bond 185000.00 174090.14 MIRANT AMERICAS GENERATION, INC 2021-10-01 8.500000 Other Instrument Corporate Bond 3002038.00 2830671.67 OASIS PETE INC NEW 2021-11-01 6.500000 Other Instrument Corporate Bond 103000.00 96176.25 PEABODY ENERGY CORPORATION 2022-03-15 10.000000 Other Instrument Corporate Bond 15677.00 8504.77 PETCO 2018-12-01 9.250000 Other Instrument Corporate Bond 268915.00 283534.56 RADIO ONE INC 2020-02-15 9.250000 Other Instrument Corporate Bond 1509716.00 1434764.89 RENTECH NITROGEN PARTNERS 2021-04-15 6.500000 Other Instrument Corporate Bond 37141.00 36923.31 REYNOLDS GROUP ISSUER LLC 2019-08-15 9.875000 Other Instrument Corporate Bond 53268.00 57579.01 SABLE INTL FIN LTD 2020-02-01 8.750000 Other Instrument Corporate Bond 134013.00 149592.01 SELECT MEDICAL CORP 2021-06-01 6.375000 Other Instrument Corporate Bond 658784.00 670724.46 SEMINOLE HARD ROCK ENTERTAINMENT INC 2021-05-15 5.875000 Other Instrument Corporate Bond 150000.00 154461.42 SLM CORP 2017-01-25 6.000000 Other Instrument Corporate Bond 395000.00 403229.17 SYNCREON GROUP B V / SYNCREON GLOBAL FIN 2021-11-01 8.625000 Other Instrument Corporate Bond 592715.00 454353.09 TENET HEALTHCARE CORP 2019-03-01 5.500000 Other Instrument Corporate Bond 220000.00 223850.00 TENET HEALTHCARE CORPORATION 2019-03-01 5.000000 Other Instrument Corporate Bond 64000.00 65404.44 TENET HEALTHCARE CORPORATION 2021-04-01 4.500000 Other Instrument Corporate Bond 200000.00 205500.00 TESORO LOGISTICS LP / TESORO LOGISTICS F 2020-10-01 5.875000 Other Instrument Corporate Bond 24000.00 25190.00 THE BON - TON DEPARTMENT STORES, INC. 2021-06-15 8.000000 Other Instrument Corporate Bond 51000.00 38683.10 TRADER CORP 2018-08-15 9.875000 Other Instrument Corporate Bond 303303.00 329365.99 TRANSOCEAN SEDCO FOREX 2021-12-15 6.875000 Other Instrument Corporate Bond 3075409.00 2646896.03 UNITED RENTALS (NORTH AMERICA), INC 2023-07-15 4.625000 Other Instrument Corporate Bond 25237.00 24988.14 VALEANT PHARMACEUTICALS INTERNATIONAL IN 2021-12-01 5.625000 Other Instrument Corporate Bond 129000.00 133756.88 VANTAGE ONCOLOGY LLC 2017-06-15 9.500000 Other Instrument Corporate Bond 393501.00 381381.17 WACHOVIA NATIONAL BANK ASSOCIATION 2022-04-15 6.750000 Other Instrument Corporate Bond 397079.00 382188.54 WATERJET HLDGS INC 2020-02-01 7.625000 Other Instrument Corporate Bond 37682.00 38718.25 ZF NORTH AMER CAP INC 2025-04-29 4.750000 Other Instrument Corporate Bond 264956.00 261217.18 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 19500000.00 19500000.00 0.0028 N 19500000.00 19500000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.290000% ARP09H5J1_0.2900_M150807_MGSA 0000050916 Other Repurchase Agreement N ALTRIA GROUP INC 2022-08-09 2.850000 Other Instrument Corporate Bond 261000.00 255734.76 AMGEN INC 2020-10-01 3.450000 Other Instrument Corporate Bond 58000.00 60569.21 ASPEN INSURANCE HOLDING LTD 2020-12-15 6.000000 Other Instrument Corporate Bond 1905000.00 2110562.20 AT & T INC 2038-01-15 6.299999 Other Instrument Corporate Bond 283000.00 317390.16 BANK OF AMERICA FDG CORP 2002-1 2016-01-11 1.250000 Other Instrument Corporate Bond 415689.00 416696.81 BANK OF AMERICA FUNDING CORPORATION 2002 2024-08-26 4.200000 Other Instrument Corporate Bond 521.00 529.21 Barclays Bank PLC 2021-06-12 10.179000 Other Instrument Corporate Bond 505579.00 672493.25 BAYER US FIN LLC 2017-10-06 0.563500 Other Instrument Corporate Bond 1675000.00 1670044.21 BHP BILLITON FINANCE (USA) LIMITED 2043-09-30 5.000000 Other Instrument Corporate Bond 109.00 114.27 BROWN & BROWN INC 2024-09-15 4.200000 Other Instrument Corporate Bond 514681.00 508947.45 BURLINGTON NORTHERN SANTA FE LLC 2022-09-01 3.049999 Other Instrument Corporate Bond 1995534.00 2021013.64 CREDIT SUISSE GROUP FDG GUERNSEY LTD 2045-05-15 4.875000 Other Instrument Corporate Bond 781175.00 776975.86 ENTERTAINMENT PROPERTIES TRUST 2022-08-15 5.750000 Other Instrument Corporate Bond 1.00 1.10 FIFTH THIRD BANCORP 2038-03-01 8.250000 Other Instrument Corporate Bond 32359.00 48393.69 HARRIS CORPORATION 2045-04-27 5.054000 Other Instrument Corporate Bond 599633.00 576742.94 JPMORGAN CHASE & CO 2049-01-01 6.000000 Other Instrument Corporate Bond 156.00 159.31 MARATHON OIL CORP SR GLBL N 2045-06-01 5.200000 Other Instrument Corporate Bond 368444.00 352330.72 MONSANTO COMPANY 2025-04-15 2.850000 Other Instrument Corporate Bond 86695.00 79382.06 MORGAN STANLEY 2020-06-16 2.799999 Other Instrument Corporate Bond 2621.00 2635.23 NBCUNIVERSAL MEDIA LLC 2040-04-30 6.400000 Other Instrument Corporate Bond 622165.00 790316.15 NOMURA HOLDINGS INC ADR 2020-03-04 6.700000 Other Instrument Corporate Bond 54011.00 64699.69 ORACLE CORP 2021-07-08 2.799999 Other Instrument Corporate Bond 665496.00 668874.96 ORACLE CORP 2022-05-15 2.500000 Other Instrument Corporate Bond 53553.00 52223.40 PHILLIPS 66 2022-04-01 4.299999 Other Instrument Corporate Bond 531.00 564.95 PLAINS ALL AMERICAN PIPELINE LP 2022-06-01 3.649999 Other Instrument Corporate Bond 416489.00 419772.32 PROVINCE OF ONTARIO CANADA 2021-09-10 2.500000 Other Instrument Corporate Bond 32256.00 32912.14 REYNOLDS AMERICAN INC 2042-11-01 4.750000 Other Instrument Corporate Bond 333541.00 313313.41 RPM INC 2045-06-01 5.250000 Other Instrument Corporate Bond 767484.00 741389.54 THE KROGER CO 2021-01-15 3.299999 Other Instrument Corporate Bond 406181.00 413940.41 TOYOTA MOTOR CRED FR 2.8%07 2022-07-13 2.799999 Other Instrument Corporate Bond 2638851.00 2630802.50 US WEST COMMS 2025-09-15 7.250000 Other Instrument Corporate Bond 52173.00 61427.91 WELLS FARGO CO 2023-08-15 4.125000 Other Instrument Corporate Bond 1384493.00 1451863.58 WESTPAC BANKING CORP 2020-05-26 2.299999 Other Instrument Corporate Bond 374679.00 374533.92 WESTVACO CORP 2031-02-15 7.950000 Other Instrument Corporate Bond 2094352.00 2859436.24 WILLIAMS PARTNERS L P NEW 2045-09-15 5.099999 Other Instrument Corporate Bond 287296.00 253296.43 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 20000000.00 20000000.00 0.0029 N 20000000.00 20000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.290000% ARP09HKR6_0.2900_M150807_MGSA 0000050916 Other Repurchase Agreement N A T & T INC 2022-11-27 NA Other Instrument Corporate Bond 1000000.00 754270.00 ABBVIE INC 2045-05-14 4.700000 Other Instrument Corporate Bond 1922000.00 1900921.00 ALTRIA GROUP INC 2022-08-09 2.850000 Other Instrument Corporate Bond 39000.00 38213.24 ALTRIA GRP INC 2039-02-06 10.199999 Other Instrument Corporate Bond 549000.00 943749.30 B.A.T. INT FIN PLC SR 144A N 2022-06-15 3.500000 Other Instrument Corporate Bond 696000.00 707965.79 BAE SYSTEMS ORD SHR 2.5P EA 2016-10-11 3.500000 Other Instrument Corporate Bond 80000.00 82861.96 BANK OF AMERICA FDG CORP 2002-1 2016-01-11 1.250000 Other Instrument Corporate Bond 43196.00 43300.73 BANK OF AMERICA FUNDING CORP 2002 1 2021-01-05 5.875000 Other Instrument Corporate Bond 61296.00 69921.15 BANK OF AMERICA FUNDING CORPORATION 2002 2019-04-01 2.649999 Other Instrument Corporate Bond 269783.00 274950.24 BANK OF AMERICA FUNDING CORPORATION 2002 2044-04-01 4.875000 Other Instrument Corporate Bond 350000.00 366688.00 BHARTI AIRTEL INTL NETH B V 2023-03-11 5.125000 Other Instrument Corporate Bond 300000.00 324963.17 CAPITAL ONE BANK USA 2023-02-15 3.375000 Other Instrument Corporate Bond 874707.00 857416.23 CATHOLIC HEALTH INITIATIVES 2042-11-01 4.349999 Other Instrument Corporate Bond 4448692.00 4188421.27 CITIGROUP INC 2019-07-29 2.500000 Other Instrument Corporate Bond 50000.00 50064.94 CLOROX CO DEL 2017-10-15 5.950000 Other Instrument Corporate Bond 5192965.00 5747311.13 CONAGRA INC 2043-01-25 4.650000 Other Instrument Corporate Bond 3159550.00 2778682.05 DEXUS DIVERSED TRUST 2021-03-15 5.599999 Other Instrument Corporate Bond 198579.00 227421.72 EASTMAN CHEMICAL COMPANY 2042-09-01 4.799999 Other Instrument Corporate Bond 380727.00 383373.05 FORD MOTOR CREDIT COMPANY 2019-11-04 2.597000 Other Instrument Corporate Bond 609555.00 608565.13 GOLDMAN SACHS GROUP, INC 2041-02-01 6.250000 Other Instrument Corporate Bond 272392.00 335766.72 HOSPITALITY PROP TR 2022-08-15 5.000000 Other Instrument Corporate Bond 432066.00 458614.54 HOST HOTELS RESORTS LP 2025-06-15 4.000000 Other Instrument Corporate Bond 436404.00 434228.28 HSBC BNK USA NA 2034-11-01 5.875000 Other Instrument Corporate Bond 130.00 155.87 KANSAS CITY SOUTHN RY CO SR GLBL N 2045-08-15 NA Other Instrument Corporate Bond 109215.00 110266.74 MARATHON OIL CORP SR GLBL N 2045-06-01 5.200000 Other Instrument Corporate Bond 46556.00 44519.95 MICROSOFT CORP 2040-10-01 4.500000 Other Instrument Corporate Bond 75491.00 79313.86 MONSANTO COMPANY 2025-04-15 2.850000 Other Instrument Corporate Bond 263756.00 241507.52 MORGAN STANLEY 2018-01-05 1.875000 Other Instrument Corporate Bond 15000.00 15061.15 MORGAN STANLEY 2020-06-16 2.799999 Other Instrument Corporate Bond 2093930.00 2105300.04 MORGAN STANLEY 2023-05-17 1.926360 Other Instrument Corporate Bond 15000.00 14673.74 MORGAN STANLEY 2023-07-11 1.800500 Other Instrument Corporate Bond 15000.00 14715.00 MORGAN STANLEY GROUP INC 2018-04-01 6.625000 Other Instrument Corporate Bond 100000.00 114057.33 NBCUNIVERSAL MEDIA LLC 2040-04-30 6.400000 Other Instrument Corporate Bond 909458.00 1155255.19 NOBLE HOLDING INTERNATIONAL LIMITED 2045-04-01 6.950000 Other Instrument Corporate Bond 267000.00 232639.40 NOMURA HLDGS INC 2016-09-13 2.000000 Other Instrument Corporate Bond 71000.00 71971.04 NORTHWESTERN MUTUAL LIFE INS 2040-03-30 6.062999 Other Instrument Corporate Bond 366847.00 452640.93 Rabobank Nederland NY 2025-05-21 3.375000 Other Instrument Corporate Bond 1423000.00 1398001.45 SIMON PROPERTY GROUP, L.P. 2042-03-15 4.750000 Other Instrument Corporate Bond 2493382.00 2651099.49 WELLS FARGO CO 2023-08-15 4.125000 Other Instrument Corporate Bond 1025424.00 1075321.99 WELLS FARGO CO 2043-11-02 5.375000 Other Instrument Corporate Bond 133254.00 145830.27 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 30000000.00 30000000.00 0.0044 N 30000000.00 30000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.130000% ARP09L487_0.1300_M150807_MGSA 0000050916 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2035-06-01 3.000000 Government Agency Debt 956136.00 971113.10 Federal Home Loan Mortgage Corp. 2043-06-01 4.000000 Government Agency Debt 60400000.00 58281196.43 Federal National Mortgage Association 2030-04-01 3.000000 Government Agency Debt 910286.00 927352.46 Federal National Mortgage Association 2033-10-01 3.000000 Government Agency Debt 1000000.00 906520.43 Federal National Mortgage Association 2035-07-01 3.000000 Government Agency Debt 39200000.00 40198085.14 Federal National Mortgage Association 2042-08-01 4.000000 Government Agency Debt 112000000.00 101313991.12 Federal National Mortgage Association 2045-07-01 4.000000 Government Agency Debt 5000000.00 5332366.67 Government National Mortgage Association 2045-07-20 3.000000 Government Agency Debt 64200000.00 65160446.73 Government National Mortgage Association 2045-07-20 3.500000 Government Agency Debt 19700000.00 20557519.25 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 285000000.00 285000000.00 0.0416 N 285000000.00 285000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.517300% ARP09MSN6_0.5173_M150813_MGSA 0000050916 Other Repurchase Agreement N 144A RITE AID CORP. 2028-12-15 6.875000 Other Instrument Corporate Bond 515.00 578.75 ADVANCED MICRO DEVICES INC 2019-03-01 6.750000 Other Instrument Corporate Bond 330000.00 239250.00 AI CHS COMMUNITY HEALTH SYSTEMS INC 2020-07-15 7.125000 Other Instrument Corporate Bond 501480.00 535664.22 AI JACK COOPER HOLDINGS 2020-06-01 10.250000 Other Instrument Corporate Bond 746136.00 698598.64 ALLEGHENY TECHNOLOGIES INC NEW 2023-08-15 6.625000 Other Instrument Corporate Bond 10000.00 9696.75 AMERENE ENERGY GENERATING COMPANY 2032-06-01 7.950000 Other Instrument Corporate Bond 146000.00 138852.08 AMKOR TECHNOLOGY INC 2021-06-01 6.625000 Other Instrument Corporate Bond 75000.00 74490.13 APPROACH RESOURCES INC 2021-06-15 7.000000 Other Instrument Corporate Bond 558000.00 477207.24 APX Group Inc 2019-12-01 6.375000 Other Instrument Corporate Bond 12000.00 11844.00 AVAYA 2021-03-01 10.500000 Other Instrument Corporate Bond 202000.00 166986.67 BALL CORP 2022-03-15 5.000000 Other Instrument Corporate Bond 17000.00 17736.59 BERRY PLASTICS CORPORATION 2022-05-15 5.500000 Other Instrument Corporate Bond 194618.00 202399.91 BREITBURN ENERGY PARTNERS LP AND 2022-04-15 7.875000 Other Instrument Corporate Bond 32000.00 23142.00 BUMBLE BEE ACQUISITION CORP 2017-12-15 9.000000 Other Instrument Corporate Bond 36889.00 38620.73 CALPINE CORP 2023-01-15 7.875000 Other Instrument Corporate Bond 2195245.00 2362083.62 CALPINE CORP 2024-02-01 5.500000 Other Instrument Corporate Bond 518046.00 517887.71 CALPINE CORPORATION 2022-01-15 6.000000 Other Instrument Corporate Bond 49322.00 52897.84 CCO HOLDINGS, LLC 2023-02-15 5.125000 Other Instrument Corporate Bond 270000.00 270980.63 CENVEO CORP 2019-08-01 6.000000 Other Instrument Corporate Bond 75000.00 69000.00 CEQUEL COMMUNICATIONS ESCROW ILLC CEQUEL 2020-09-15 6.375000 Other Instrument Corporate Bond 2576296.00 2654443.64 CHAPARRA ENERGY 2020-10-01 9.875000 Other Instrument Corporate Bond 174.00 124.26 CITIGROUP INC 2049-01-01 6.299999 Other Instrument Corporate Bond 15153.00 14910.55 CLIFFS NATURAL RES 2021-04-01 4.875000 Other Instrument Corporate Bond 192000.00 54480.00 COMMERZBANK AG FR 2023-09-19 8.125000 Other Instrument Corporate Bond 606000.00 721771.25 CROWNROCK LP CROWN ROCK FIN INC 2021-04-15 7.125000 Other Instrument Corporate Bond 313088.00 326309.45 DENBURY RESOURCES INC 2021-08-15 6.375000 Other Instrument Corporate Bond 22000.00 19126.71 DJ0 FINCO INC 2021-06-15 8.125000 Other Instrument Corporate Bond 208000.00 217710.28 EMERALD EXPOSITIONS HLDG INC 2021-06-15 9.000000 Other Instrument Corporate Bond 4832465.00 5008581.50 EXAMWORKS GROUP INC 2023-04-15 5.625000 Other Instrument Corporate Bond 230000.00 238948.44 FRESENIUS MED CARE US FIN INC 2017-07-15 6.875000 Other Instrument Corporate Bond 25000.00 27151.39 GARDA WORLD SECURITY CORPORATION CLASS A 2021-11-15 7.250000 Other Instrument Corporate Bond 201877.00 191844.83 GCI INC SR GLBL N 2021-06-01 6.750000 Other Instrument Corporate Bond 250000.00 258437.50 GENON ESCROW CORP 2020-10-15 9.875000 Other Instrument Corporate Bond 487317.00 494064.99 HUGHES SATELLITE SYS CORP 2021-06-15 7.625000 Other Instrument Corporate Bond 440000.00 488754.44 IAI INTELSAT BERMUBD LTD 2021-06-01 7.750000 Other Instrument Corporate Bond 651000.00 528894.10 IHEARTCOMMUNICATIONS INC 2022-09-15 9.000000 Other Instrument Corporate Bond 1234135.00 1161938.10 INTELSAT JACKSON HOLDINGS S A 2023-08-01 5.500000 Other Instrument Corporate Bond 220000.00 203500.00 INTELSAT JACKSON HOLDINGS SA 2019-04-01 7.250000 Other Instrument Corporate Bond 855000.00 868349.40 ITHACA ENERGY INC F 2019-07-01 8.125000 Other Instrument Corporate Bond 2814434.00 2414080.76 KEY ENERGY GROUP INC 2021-03-01 6.750000 Other Instrument Corporate Bond 25000.00 13343.87 KINETIC CONCEPTS 2019-11-01 12.500000 Other Instrument Corporate Bond 1062992.00 1178592.38 LAGACY RESVS LP LEGACY RESVS FIN CORP 2020-12-01 8.000000 Other Instrument Corporate Bond 52496.00 44096.64 LEVEL 3 FINANCING INC 2020-06-01 7.000000 Other Instrument Corporate Bond 453739.00 486030.09 LMI AEROSPACE INC SR NT 7.3 2019-07-15 7.375000 Other Instrument Corporate Bond 27499.00 26681.67 LONESTAR RES AMER INC 2019-04-15 8.750000 Other Instrument Corporate Bond 597023.00 486884.69 M D C HOLDINGS INC 2043-01-15 6.000000 Other Instrument Corporate Bond 2000.00 1695.33 MARIPOSA BORROWER INC MARIPOSA MERGER SU 2021-10-15 8.000000 Other Instrument Corporate Bond 250000.00 270888.89 NCI BUILDING SYSTEMS INC 2023-01-15 8.250000 Other Instrument Corporate Bond 105872.00 112058.89 NGPL PIPECO LLC 2019-06-01 9.625000 Other Instrument Corporate Bond 1814336.00 1851120.40 NOKIA CORP,FI 2039-05-15 6.625000 Other Instrument Corporate Bond 1000.00 1098.80 NOVA CHEMICALS 2023-08-01 5.250000 Other Instrument Corporate Bond 4000.00 4105.00 OFFICE DEPOT 2019-03-15 9.750000 Other Instrument Corporate Bond 1000.00 1119.33 PARAGON OFFSHORE PLC 2022-07-15 6.750000 Other Instrument Corporate Bond 40000.00 12920.00 PARAGON OFFSHORE PLC 2024-08-15 7.250000 Other Instrument Corporate Bond 150000.00 52264.58 PEABODY ENERGY CORP 2018-11-15 6.000000 Other Instrument Corporate Bond 104000.00 39260.00 PETCO 2018-12-01 9.250000 Other Instrument Corporate Bond 487099.00 513580.14 PETROQUEST ENERGY INC 2017-09-01 10.000000 Other Instrument Corporate Bond 24000.00 22600.00 POLYMER GROUP INC 2019-06-01 6.875000 Other Instrument Corporate Bond 425000.00 393125.00 POSTMEDIA NETWORK INC 2018-07-15 12.500000 Other Instrument Corporate Bond 248000.00 251857.78 PRPSPECT MEDICAL 2019-05-01 8.375000 Other Instrument Corporate Bond 435000.00 470207.81 R.R. DONNELLEY & SONS 2031-04-15 8.820000 Other Instrument Corporate Bond 5000.00 5379.85 RADIO ONE INC 2020-02-15 9.250000 Other Instrument Corporate Bond 938749.00 892144.02 RADIO ONE INC 2022-04-15 7.375000 Other Instrument Corporate Bond 1000.00 999.01 RENTECH NITROGEN PARTNERS 2021-04-15 6.500000 Other Instrument Corporate Bond 1147835.00 1141107.41 REYNOLDS GROUP ISSUER LLC, REYNOLDS GRO 2021-02-15 8.250000 Other Instrument Corporate Bond 219049.00 234227.27 RITE AID CORP 2027-02-15 7.700000 Other Instrument Corporate Bond 250001.00 298744.25 ROYAL BANK OF SCOTLAND GRP PLC 2049-01-01 7.639999 Other Instrument Corporate Bond 4553.00 4977.24 SABLE INTL FIN LTD 2020-02-01 8.750000 Other Instrument Corporate Bond 229508.00 256188.30 SELECT MEDICAL CORP 2021-06-01 6.375000 Other Instrument Corporate Bond 510914.00 520174.32 SITEL LLC AND SITEL FINANCE CORP 2018-04-01 11.500000 Other Instrument Corporate Bond 17000.00 17821.67 SLM CORP ED NOTES 2029-12-15 5.700000 Other Instrument Corporate Bond 17000.00 12356.00 SLM CORP EDNOTES 2015-12-15 1.976000 Other Instrument Corporate Bond 20000.00 19902.16 SLM CORP EDNOTES 2030-12-15 5.500000 Other Instrument Corporate Bond 35000.00 24993.07 SLM CORP EDNOTES 2037-03-15 6.000000 Other Instrument Corporate Bond 109000.00 76787.96 SM ENERGY COMPANY 2025-06-01 5.625000 Other Instrument Corporate Bond 236000.00 225638.12 STEEL DYNAMICS INC 2021-10-01 5.125000 Other Instrument Corporate Bond 140950.00 142653.15 STERIGENICS-NORDION HLDGS LLC 2023-05-15 6.500000 Other Instrument Corporate Bond 45000.00 45900.00 SWIFT ENERGY CO 2017-06-01 7.125000 Other Instrument Corporate Bond 453578.00 172454.14 SWIFT ENERGY CO 2022-03-01 7.875000 Other Instrument Corporate Bond 1043000.00 289541.14 TENET HEALTHCARE CORP 2019-03-01 5.500000 Other Instrument Corporate Bond 973000.00 990027.50 TENET HEALTHCARE CORPORATION 2021-04-01 4.500000 Other Instrument Corporate Bond 5000.00 5137.50 TERVITA CORP 2018-11-15 8.000000 Other Instrument Corporate Bond 2739415.00 2367250.25 TESCO PLC 2037-11-15 6.150000 Other Instrument Corporate Bond 1000.00 1003.64 THOMPSON CREEK METALS CO INC F 2019-05-01 12.500000 Other Instrument Corporate Bond 30000.00 23362.50 TRADER CORP 2018-08-15 9.875000 Other Instrument Corporate Bond 4394.00 4771.58 TRANSDIGM INC 2024-07-15 6.500000 Other Instrument Corporate Bond 294016.00 298258.81 TRINSECO MATLS OPER S C A TRINSEO MATLS 2022-05-01 6.750000 Other Instrument Corporate Bond 38109.00 38921.20 TRONOX FIN LLC 2020-08-15 6.375000 Other Instrument Corporate Bond 300000.00 250318.75 TRW AUTOMOTIVE INC 2021-03-01 4.500000 Other Instrument Corporate Bond 168884.00 172965.36 UNIVERSAL HOSPITAL SERV INC 2020-08-15 7.625000 Other Instrument Corporate Bond 13000.00 12479.64 VALEANT PHARMACEUTICALS INTERNATIONAL IN 2021-08-15 6.750000 Other Instrument Corporate Bond 30000.00 32171.25 VPII ESCROW CORP 2021-07-15 7.500000 Other Instrument Corporate Bond 19000.00 20678.33 WTS KINDRED HEALTHCARE INC EXP 4 20 06 2022-04-15 6.375000 Other Instrument Corporate Bond 442000.00 461020.73 XERIUM TECHNOLOGIES INC 2018-06-15 8.875000 Other Instrument Corporate Bond 4586.00 4774.46 First Tier Security N/A N/A 2015-08-13 2015-09-09 N N N 35000000.00 35000000.00 0.0051 Y 35000000.00 35000000.00 RBC Capital Markets LLC RBC Capital Markets LLC 0.270000% ARP09MTM7_0.2700_M150807_MGSA 0000050916 Other Repurchase Agreement N AGL CAPTIAL CORPORATION 2016-07-15 6.375000 Other Instrument Corporate Bond 11000.00 11544.32 ALTRIA GROUP INC 2022-08-09 2.850000 Other Instrument Corporate Bond 688000.00 674120.75 AMERISOURCEBERGEN CORP 2045-03-01 4.250000 Other Instrument Corporate Bond 567000.00 533159.71 AMGEN INC 2020-10-01 3.450000 Other Instrument Corporate Bond 2126000.00 2220174.71 BANK OF AMERICA FDG CORP 2002-1 2016-01-11 1.250000 Other Instrument Corporate Bond 1026272.00 1028760.14 BANK OF AMERICA FUNDING CORP 2002 1 2017-08-25 1.700000 Other Instrument Corporate Bond 97623.00 98025.86 BANK OF AMERICA FUNDING CORPORATION 2002 2019-04-01 2.649999 Other Instrument Corporate Bond 1357925.00 1383933.79 BANK OF AMERICA FUNDING CORPORATION 2002 2025-04-21 3.950000 Other Instrument Corporate Bond 1464966.00 1424251.34 Barclays Bank PLC 2024-05-15 3.750000 Other Instrument Corporate Bond 1638585.00 1666865.61 BARCLAYS BK PLC MTN 2023-05-05 5.000000 Other Instrument Corporate Bond 15000.00 16378.42 BROWN & BROWN INC 2024-09-15 4.200000 Other Instrument Corporate Bond 941056.00 930572.64 CAPITAL ONE FINANCIAL CORPORATION 2019-04-24 2.450000 Other Instrument Corporate Bond 830592.00 833608.20 CHEVRON CORPORATION 2020-03-03 1.961000 Other Instrument Corporate Bond 171625.00 171208.28 CREDIT SUISSE GROUP FDG GUERNSEY LTD 2045-05-15 4.875000 Other Instrument Corporate Bond 55604.00 55305.11 DIRECTV HOLDINGS LLC 2021-03-01 5.000000 Other Instrument Corporate Bond 558000.00 612111.12 ENTERGY CORP NEW SR GLBL N 2022-07-15 4.000000 Other Instrument Corporate Bond 2022151.00 2059203.55 ENTERPRISE PRODUCTS OPERATIONS LLC 2019-01-31 6.500000 Other Instrument Corporate Bond 186000.00 210250.68 EXPRESS SCRIPTS HLDG CORP 2024-06-15 3.500000 Other Instrument Corporate Bond 2090764.00 2034204.19 FIFTH THIRD BANCORP 2038-03-01 8.250000 Other Instrument Corporate Bond 93762.00 140223.42 FISERV INC 2025-06-01 3.850000 Other Instrument Corporate Bond 367202.00 367964.35 GILEAD SCIENCES INC. 2045-02-01 4.500000 Other Instrument Corporate Bond 36446.00 36326.82 H.J. HEINZ COMPANY 2020-07-02 2.799999 Other Instrument Corporate Bond 3826463.00 3831688.25 HARRIS CORPORATION 2045-04-27 5.054000 Other Instrument Corporate Bond 457605.00 440136.64 HSBC BNK USA NA 2034-11-01 5.875000 Other Instrument Corporate Bond 681655.00 817309.46 JUNIPER NETWORKS 2041-03-15 5.950000 Other Instrument Corporate Bond 385352.00 399982.96 KINDER MORGAN 2043-03-01 5.000000 Other Instrument Corporate Bond 370000.00 321819.83 LYONDELLBASELL IND N V 2024-04-15 5.750000 Other Instrument Corporate Bond 1397307.00 1589577.22 MC KESSON CORPORATION 2024-03-15 3.795999 Other Instrument Corporate Bond 3471.00 3561.65 MIDAMERICAN ENGY CO 2036-10-15 5.799999 Other Instrument Corporate Bond 94014.00 117096.74 MORGAN STANLEY 2020-06-16 2.799999 Other Instrument Corporate Bond 5381669.00 5410891.46 NBCUNIVERSAL MEDIA LLC 2040-04-30 6.400000 Other Instrument Corporate Bond 894535.00 1136298.99 NEWCREST FIN PTY LTD 2041-11-15 5.750000 Other Instrument Corporate Bond 388381.00 317679.69 NORTHWESTERN MUTUAL LIFE INS 2040-03-30 6.062999 Other Instrument Corporate Bond 260984.00 322019.92 ORACLE CORP 2022-05-15 2.500000 Other Instrument Corporate Bond 1048002.00 1021982.44 PLAINS ALL AMERICAN PIPELINE LP 2022-06-01 3.649999 Other Instrument Corporate Bond 93468.00 94204.84 Royal Bank of Canada 2017-01-23 1.200000 Other Instrument Corporate Bond 356859.00 357757.10 SOC GEN 2018-10-01 2.625000 Other Instrument Corporate Bond 724000.00 742223.08 SOUTHWESTERN ENERGY CO 2018-01-23 3.299999 Other Instrument Corporate Bond 1519038.00 1540172.88 STAPLES 2023-01-12 4.375000 Other Instrument Corporate Bond 199451.00 201215.95 US WEST COMMS 2025-09-15 7.250000 Other Instrument Corporate Bond 305643.00 359860.67 VAICOM INC 2036-04-30 6.875000 Other Instrument Corporate Bond 2446283.00 2815496.76 VERIZON COMMUNICATIONS 2022-11-01 2.450000 Other Instrument Corporate Bond 252.00 237.24 WELLS FARGO CO 2043-11-02 5.375000 Other Instrument Corporate Bond 17053.00 18662.43 WELLS OPER PARTNERSHIP II LP 2018-04-01 5.875000 Other Instrument Corporate Bond 214.00 236.25 WESTVACO CORP 2031-02-15 7.950000 Other Instrument Corporate Bond 737339.00 1006695.08 First Tier Security N/A N/A 2015-08-07 2015-08-07 N N N 37500000.00 37500000.00 0.0055 N 37500000.00 37500000.00 RBS Securities, Inc. RBS Securities, Inc. 0.150000% ARP09RQB3_0.1500_M150803_MGSA 0000808379 Government Agency Repurchase Agreement Y Federal Farm Credit Bank 2016-06-20 0.270000 Government Agency Debt 330000.00 330343.19 Federal Farm Credit Bank 2016-09-19 0.280000 Government Agency Debt 4800000.00 4805754.66 Federal Farm Credit Bank 2016-12-19 0.209999 Government Agency Debt 3200000.00 3198941.42 Federal Farm Credit Bank 2017-04-03 0.780000 Government Agency Debt 25000000.00 24985876.68 Federal Home Loan Bank 2017-06-21 1.000000 Government Agency Debt 4080000.00 4099107.69 Federal Home Loan Bank Discount Note 2015-08-05 NA Government Agency Debt 85000.00 85000.00 Federal Home Loan Bank Discount Note 2015-08-11 NA Government Agency Debt 53918.00 53917.46 Federal Home Loan Bank Discount Note 2015-08-19 NA Government Agency Debt 5000000.00 4999949.93 Federal Home Loan Bank Discount Note 2015-08-26 NA Government Agency Debt 6473000.00 6472935.18 Federal Home Loan Bank Discount Note 2015-08-28 NA Government Agency Debt 918000.00 917981.67 Federal Home Loan Bank Discount Note 2015-09-01 NA Government Agency Debt 400000.00 399984.00 Federal Home Loan Bank Discount Note 2015-09-25 NA Government Agency Debt 58000000.00 57995357.16 Federal Home Loan Bank Discount Note 2015-09-25 NA Government Agency Debt 10000000.00 9999199.51 Federal Home Loan Bank Discount Note 2015-10-09 NA Government Agency Debt 27000000.00 26996219.69 Federal Home Loan Bank Discount Note 2015-10-14 NA Government Agency Debt 40000000.00 39994001.39 Federal Home Loan Bank Discount Note 2015-10-16 NA Government Agency Debt 56690.00 56681.50 Federal Home Loan Bank Discount Note 2015-10-30 NA Government Agency Debt 75000000.00 74986499.55 Federal Home Loan Bank Discount Note 2015-10-30 NA Government Agency Debt 49393600.00 49384708.85 Federal Home Loan Bank Discount Note 2015-11-25 NA Government Agency Debt 17135000.00 17128831.19 Federal Home Loan Bank Discount Note 2016-01-20 NA Government Agency Debt 38300000.00 38274338.39 Federal Home Loan Bank Discount Note 2016-01-27 NA Government Agency Debt 10735000.00 10727485.53 Federal Home Loan Bank Discount Note 2016-01-29 NA Government Agency Debt 11630000.00 11621742.58 Federal Home Loan Bank Discount Note 2016-02-05 NA Government Agency Debt 400000.00 399664.00 Federal Home Loan Bank Discount Note 2016-04-20 NA Government Agency Debt 17000000.00 16972629.31 Federal Home Loan Bank Discount Note 2016-04-29 NA Government Agency Debt 500000.00 499165.00 Federal Home Loan Bank Discount Note 2016-05-26 NA Government Agency Debt 52685000.00 52570672.16 Federal Home Loan Mortgage Corp. Discount Note 2015-08-03 NA Government Agency Debt 1000000.00 1000000.00 Federal Home Loan Mortgage Corp. Discount Note 2015-09-01 NA Government Agency Debt 90000.00 89996.40 Federal Home Loan Mortgage Corp. Discount Note 2016-01-21 NA Government Agency Debt 46345000.00 46313484.04 Federal Home Loan Mortgage Corp. Discount Note 2016-01-21 NA Government Agency Debt 1500000.00 1498979.96 Federal Home Loan Mortgage Corp. Discount Note 2016-04-19 NA Government Agency Debt 250000.00 249597.49 Federal Home Loan Mortgage Corp. Discount Note 2016-05-26 NA Government Agency Debt 2900000.00 2893706.92 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 500000000.00 500000000.00 0.0730 N 500000000.00 500000000.00 Royal Bank of Canada Royal Bank of Canada 0.403700% 78009NUU8 Certificate of Deposit N First Tier Security N/A N/A 2015-10-01 2016-06-30 N N N 144000000.00 143995778.96 0.0210 N 144001440.00 144001440.00 Scotia Capital USA, Inc. Scotia Capital USA, Inc. 0.280000% ARP09RMK7_0.2800_M150803_MGSA 0000064241 Other Repurchase Agreement N BEAZER HOMES 2016-06-15 8.125000 Other Instrument Corporate Bond 21700000.00 22925689.88 CENTEX CORP 2016-05-01 6.500000 Other Instrument Corporate Bond 6964690.00 7265912.84 CONSTELLATION BRANDS INC 2016-09-01 7.250000 Other Instrument Corporate Bond 30794.00 33494.89 CONSTELLATION BRANDS INC 2017-05-15 7.250000 Other Instrument Corporate Bond 16524.00 18167.22 D R HORTON INC 2016-04-15 6.500000 Other Instrument Corporate Bond 10000000.00 10491388.89 D. R. HORTON, INC 2017-05-15 4.750000 Other Instrument Corporate Bond 9999990.00 10600277.68 GCB SPRINT CAPITAL 2019-05-01 6.900000 Other Instrument Corporate Bond 7239926.00 7269826.89 K HOVNANIAN ENT 2016-05-15 7.500000 Other Instrument Corporate Bond 4117013.00 4243954.23 K HOVNANIAN ENTERPRISES 2016-01-15 6.250000 Other Instrument Corporate Bond 17600000.00 17644125.24 LENNAR CORP 2018-06-01 6.950000 Other Instrument Corporate Bond 12633.00 13979.47 NINE WEST HLDGS INC 2019-03-15 8.250000 Other Instrument Corporate Bond 23700000.00 13900000.00 OFFICE DEPOT 2019-03-15 9.750000 Other Instrument Corporate Bond 4660382.00 5216520.93 RITE AID CORP 2021-06-15 6.750000 Other Instrument Corporate Bond 30369.00 32566.96 SPRINT NEXTEL 2017-03-01 9.125000 Other Instrument Corporate Bond 37460.00 41131.86 TENET HEALTHCARE CORP 2019-03-01 5.500000 Other Instrument Corporate Bond 71000.00 72242.50 TENET HEALTHCARE CORPORATION 2019-03-01 5.000000 Other Instrument Corporate Bond 12000.00 12263.33 THE SABRE GROUP HOLDINGS 2016-03-15 8.349999 Other Instrument Corporate Bond 1036000.00 1096479.38 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 95000000.00 95000000.00 0.0139 N 95000000.00 95000000.00 SG Americas Securities SG Americas Securities 0.300000% ARP09RMF8_0.3000_M150803_MGSA 0001261467 Other Repurchase Agreement N 99 CENTS ONLY STORES 2019-12-15 11.000000 Other Instrument Corporate Bond 178000.00 146329.60 ABBOTT LABORATORIES,IL 2039-04-01 6.000000 Other Instrument Corporate Bond 3000.00 3749.38 ACCURIDE CORP 2018-08-01 9.500000 Other Instrument Corporate Bond 2000.00 2113.98 ALCATEL-LUCENT USA INC 2017-07-01 4.625000 Other Instrument Corporate Bond 2238000.00 2317324.67 ALLY FINANCIAL INC 2017-02-15 5.500000 Other Instrument Corporate Bond 3000.00 3200.42 AMRENENERGY GENERAL COMANY 2020-04-01 6.299999 Other Instrument Corporate Bond 9000.00 8332.43 AVAYA 2021-03-01 10.500000 Other Instrument Corporate Bond 171000.00 141360.00 BANK OF AMERICA CORP 2049-01-01 6.250000 Other Instrument Corporate Bond 1032000.00 1036105.50 BNP PARIBAS BNP PARIBA 2024-10-15 4.250000 Other Instrument Corporate Bond 361000.00 364098.78 CIMAREX ENERGY CO 2022-05-01 5.875000 Other Instrument Corporate Bond 800000.00 860566.00 CIMAREX ENERGY CO 2024-06-01 4.375000 Other Instrument Corporate Bond 337000.00 326418.20 CITIGROUP, INC 2017-08-14 1.550000 Other Instrument Corporate Bond 29000.00 28894.32 CITIGROUP, INC. 2099-12-31 5.950000 Other Instrument Corporate Bond 1402000.00 1382185.07 CLEAR CHANNEL COMMUNICATIONS INC 2019-12-15 9.000000 Other Instrument Corporate Bond 20000.00 19503.89 CRIMSON MERGER SUB INC /ORTHO-CLINICAL D 2022-05-15 6.625000 Other Instrument Corporate Bond 7000.00 6560.68 DISCOVERY COMMUNICATIONS LLC 2020-06-01 5.049999 Other Instrument Corporate Bond 176000.00 192634.88 DISH DBS CORP 2019-09-01 7.875000 Other Instrument Corporate Bond 106000.00 121635.00 ENBRIDGE ENERGY PARTNERS LP 2077-10-01 8.050000 Other Instrument Corporate Bond 1227000.00 1284190.13 EURAMAX INTL INC 2016-04-01 9.500000 Other Instrument Corporate Bond 8871000.00 9039549.00 GENWORTH FINANCIAL 2021-09-24 7.625000 Other Instrument Corporate Bond 22000.00 24044.47 HDS ACQUISITION SUBSIDIARY INC 2020-07-15 11.500000 Other Instrument Corporate Bond 499000.00 581264.31 HONEYWELL INTERNATIONAL INC 2037-03-15 5.700000 Other Instrument Corporate Bond 18000.00 22275.09 HOSPITALITY PROPERTIES TRUST 2017-03-15 5.625000 Other Instrument Corporate Bond 39000.00 41784.64 IAI INTELSAT BERMUDA LTD 2023-06-01 8.125000 Other Instrument Corporate Bond 330000.00 269570.40 JP MORGAN CHASE & CO 2049-01-01 7.900000 Other Instrument Corporate Bond 910000.00 977564.34 K HOVANIAN ENTERPRISES INC 2019-11-01 8.000000 Other Instrument Corporate Bond 2562000.00 2297185.28 LANDWIRTSCHAFTLICHE RENTENBANK 2016-07-15 2.125000 Other Instrument Corporate Bond 3000.00 3046.97 MGM RESORTS INTL 2018-03-01 11.375000 Other Instrument Corporate Bond 6000.00 7349.37 NEW PLAN EXCEL REALTY 2015-09-15 5.250000 Other Instrument Corporate Bond 1000.00 1021.55 PROSPECT HLDG CO LLC PROSPECT HLDG FIN C 2018-10-01 10.250000 Other Instrument Corporate Bond 121000.00 77594.98 Rabobank Nederland NY 2041-05-24 5.250000 Other Instrument Corporate Bond 1000.00 1125.34 REALOGY GROUP LLC SUNSHINE GROUP FLA LTD 2016-05-01 3.375000 Other Instrument Corporate Bond 319000.00 323655.41 REGENCY ENERGY PARTNERS LP 2022-10-01 5.000000 Other Instrument Corporate Bond 145000.00 146894.18 REGIONS FIN CORP 2037-12-10 7.375000 Other Instrument Corporate Bond 31000.00 39347.77 SERVICEMASTER CO 2038-03-01 7.250000 Other Instrument Corporate Bond 93000.00 87962.50 SLM CORP 2017-01-25 6.000000 Other Instrument Corporate Bond 8000.00 8166.67 Societe Generale 2021-04-15 5.200000 Other Instrument Corporate Bond 3628000.00 4110693.30 SOCIETE GENERALE MTN 144A SR NT 5.2%21 2021-04-15 5.200000 Other Instrument Corporate Bond 771000.00 873690.35 SUNGARD DATA SYS INC 2019-11-01 6.625000 Other Instrument Corporate Bond 1176000.00 1231419.00 TENET HEALTHCARE CORP 2019-03-01 5.500000 Other Instrument Corporate Bond 23000.00 23402.50 THE SABRE GROUP HOLDINGS 2016-03-15 8.349999 Other Instrument Corporate Bond 4000.00 4233.51 TOYS R US PROPERTY CO II LLC 2017-12-01 8.500000 Other Instrument Corporate Bond 1982000.00 1982412.92 WALMART STORES INC 2037-08-15 6.500000 Other Instrument Corporate Bond 1339000.00 1797187.20 WESTMORELAND COAL CO 2022-01-01 8.750000 Other Instrument Corporate Bond 3062000.00 2663940.00 ZEBRA TECHNOLOGIES CORP 2022-10-15 7.250000 Other Instrument Corporate Bond 5000.00 5553.78 First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 33000000.00 33000000.00 0.0048 N 33000000.00 33000000.00 Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 0.080000% ATD0DC4B4_0.0800_M150803_MGSA 0001498632 Other Instrument Time Deposit N First Tier Security N/A N/A 2015-08-03 2015-08-03 N N N 280000000.00 280000000.00 0.0409 N 280000000.00 280000000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.330500% 86563RFG8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-27 2015-08-27 N N N 53500000.00 53500000.00 0.0078 N 53500000.00 53500000.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.344000% 86563RNX2 Certificate of Deposit N First Tier Security N/A N/A 2015-08-24 2015-10-22 N N N 73000000.00 73000000.00 0.0107 N 73001460.00 73001460.00 Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 0.280000% 86563RXT0 Certificate of Deposit N First Tier Security N/A N/A 2015-09-17 2015-09-17 N N N 70000000.00 70000000.00 0.0102 N 70007700.00 70007700.00 Svenska Handelsbanken Svenska Handelsbanken 0.286000% 86958DVR0 Certificate of Deposit N First Tier Security N/A N/A 2015-08-17 2015-12-17 N N N 109000000.00 109000000.00 0.0159 N 108973840.00 108973840.00 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.357300% 86959JDE5 Other Note N First Tier Security N/A N/A 2015-08-17 2016-01-15 N N N 130000000.00 130000000.00 0.0190 N 130000650.00 130000650.00 Swedbank AB Swedbank AB 0.130000% 87019T3A8 Certificate of Deposit N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 20000000.00 20000000.00 0.0029 N 20000000.00 20000000.00 TD Securities USA LLC TD Securities USA LLC 0.150000% ARP09RCU6_0.1500_M150806_MGSA 0001335977 Government Agency Repurchase Agreement Y Federal Home Loan Mortgage Corp. 2038-07-01 5.500000 Government Agency Debt 58800000.00 7335984.30 Federal Home Loan Mortgage Corp. 2042-12-01 3.500000 Government Agency Debt 2409830.00 2229710.42 Federal Home Loan Mortgage Corp. 2045-08-01 3.500000 Government Agency Debt 709252.00 734305.38 First Tier Security N/A N/A 2015-08-06 2015-08-06 N N N 10000000.00 10000000.00 0.0015 N 10000000.00 10000000.00 Toronto Dominion Bank Toronto Dominion Bank 0.289800% 89112UJ51 Certificate of Deposit N First Tier Security N/A N/A 2015-08-06 2015-11-06 N N N 50000000.00 50000000.00 0.0073 N 50000500.00 50000500.00 Toronto Dominion Bank Toronto Dominion Bank 0.256500% 89113ENW2 Certificate of Deposit N First Tier Security N/A N/A 2015-09-02 2015-11-02 N N N 37000000.00 37000000.00 0.0054 N 37001480.00 37001480.00 Toyota Motor Credit Corp. Toyota Motor Credit Corp. 0.268000% 89233AFW4 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-19 2015-11-17 N N N 37000000.00 37000000.00 0.0054 N 37001480.00 37001480.00 UBS AG UBS AG 0.386000% 90267RR84 Certificate of Deposit N First Tier Security N/A N/A 2015-08-14 2015-12-14 N N N 108000000.00 108000000.00 0.0158 N 108002160.00 108002160.00 Wells Fargo Bank NA Wells Fargo Bank NA 0.405900% 94985H3R3 Other Note N First Tier Security N/A N/A 2015-09-15 2016-06-14 N N N 89250000.00 89250000.00 0.0130 N 89259817.50 89259817.50 Wells Fargo Bank NA Wells Fargo Bank NA 0.388000% 94985HX82 Other Note N First Tier Security N/A N/A 2015-08-20 2016-06-17 N N N 138000000.00 138000000.00 0.0201 N 138005520.00 138005520.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.530000% ARP09DS55_0.5300_M150831_MGSA 0000072971 Other Repurchase Agreement N AMSURG CORP 2022-07-15 5.625000 Other Instrument Corporate Bond 2277000.00 2345310.00 BEVERAGE PACK HOLDINGS 2016-12-15 5.625000 Other Instrument Corporate Bond 2206000.00 2209416.24 CNH INDUSTRIAL CAPITAL LLC SR 144A N 2018-07-16 3.875000 Other Instrument Corporate Bond 1386246.00 1408103.44 DYCOM INV 2021-01-15 7.125000 Other Instrument Corporate Bond 2150000.00 2258933.33 FIRST DATA CORP 2020-11-01 6.750000 Other Instrument Corporate Bond 1828000.00 1963957.50 FIRST DATA CORP 2021-01-15 8.250000 Other Instrument Corporate Bond 197133.00 209437.38 HCA THE HEALTHCARE COMPANY 2025-02-01 5.375000 Other Instrument Corporate Bond 2136000.00 2251907.67 INTL LEASE FIN CORP 2020-12-15 8.250000 Other Instrument Corporate Bond 1585000.00 1910783.54 R.R. DONNELLEY & SONS COMPANY 2022-02-15 7.000000 Other Instrument Corporate Bond 1811000.00 2005280.06 RITE AID CORP 2020-08-15 8.000000 Other Instrument Corporate Bond 2108000.00 2275140.97 ROCKIES EXPRESS PIPELINE LLC 2019-01-15 6.000000 Other Instrument Corporate Bond 1950000.00 1989325.00 SERVICE CORP INTERNATIONAL 2016-04-01 6.750000 Other Instrument Corporate Bond 2197000.00 2312342.50 SPIRIT AEROSYSTEMS INC 2020-12-15 6.750000 Other Instrument Corporate Bond 2078000.00 2194627.75 TENET HEALTHCARE CORP 2022-04-01 8.125000 Other Instrument Corporate Bond 1734000.00 1986875.00 THE RYLAND GROUP INC 2022-10-01 5.375000 Other Instrument Corporate Bond 2213000.00 2280312.09 VPI ESCROW CORP 2020-10-15 6.375000 Other Instrument Corporate Bond 2052000.00 2198247.75 First Tier Security N/A N/A 2015-08-31 2015-08-31 N N N 30000000.00 30000000.00 0.0044 Y 30000000.00 30000000.00 Wells Fargo Securities LLC Wells Fargo Securities LLC 0.694000% ARP09QDW3_0.6940_M151026_MGSA 0000072971 Other Repurchase Agreement N ALZA CORP SDCV 2020-07-28 NA Other Instrument Convertible Bond 4000.00 5482.52 APPLE INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649922.35 ASSEMBLY BIOSCIENCES INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649987.72 ATARA BIOTHERAPEUTICS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649959.28 BUNGE LIMITED PREF PER 2049-01-01 NA Other Instrument Convertible Preferred Stock 0.00 1206400.00 CHESAPEAKE ENERGY CORP NOTE 2. 2035-11-15 2.750000 Other Instrument Convertible Bond 699000.00 696068.08 CHESAPEAKE ENERGY CORP NOTE 2. 2037-05-15 2.500000 Other Instrument Convertible Bond 70000.00 63851.04 HERTZ GLOBAL HOLDINGS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649992.62 INTEL CORP SDCV 3. 2039-08-01 3.250000 Other Instrument Convertible Bond 3617000.00 5298905.00 ISTAR FINL INC NOTE 3. 2016-11-15 3.000000 Other Instrument Convertible Bond 14000.00 16678.67 JARDEN CORP NOTE 1. 2018-09-15 1.875000 Other Instrument Convertible Bond 2949223.00 5299999.50 KB HOME NOTE 1. 2019-02-01 1.375000 Other Instrument Convertible Bond 30000.00 29156.25 KIRBY CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 557244.61 LENNAR CORP NOTE 2. 2020-12-15 2.750000 Other Instrument Convertible Bond 2253000.00 5299650.54 LIBERTY INTERACTIVE LLC DEB 0. 2043-03-30 0.750000 Other Instrument Convertible Bond 3181939.00 5299999.35 M/I HOMES INC NOTE 3. 2017-09-15 3.250000 Other Instrument Convertible Bond 10000.00 11841.58 M/I HOMES INC NOTE 3. 2018-03-01 3.000000 Other Instrument Convertible Bond 106000.00 106596.78 MENTOR GRAPHICS CORP COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649978.48 NUANCE COMMUNICATIONS INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649981.97 OMNICARE CAP TR II PFD B TR 2049-01-01 NA Other Instrument Convertible Preferred Stock 0.00 5298130.50 OMNICARE INC NOTE 3. 2044-02-15 3.500000 Other Instrument Convertible Bond 3607236.00 5299999.63 REYNOLDS AMERICAN INC COM 2049-01-01 NA Other Instrument Common Stock 0.00 2649946.80 STANDARD PAC CORP NEW NOTE 1. 2032-08-01 1.250000 Other Instrument Convertible Bond 62000.00 75562.50 TELEFLEX INC NOTE 3. 2017-08-01 3.875000 Other Instrument Convertible Bond 6000.00 13121.25 TEVA PHARMACEUTICAL FIN LLC DBCV 0. 2026-02-01 0.250000 Other Instrument Convertible Bond 3241000.00 5299035.00 UNITED STATES STL CORP NEW NOTE 2. 2019-04-01 2.750000 Other Instrument Convertible Bond 6000.00 6793.78 First Tier Security N/A N/A 2015-10-26 2015-10-26 N N N 53000000.00 53000000.00 0.0077 Y 53000000.00 53000000.00 Westpac Banking Corp. Westpac Banking Corp. 3.000000% 961214BN2 Other Note N First Tier Security N/A N/A 2015-08-04 2015-08-04 N N N 7750000.00 7751664.17 0.0011 N 7750000.00 7750000.00 Westpac Banking Corp. Westpac Banking Corp. 1.040800% 961214BX0 Other Note N First Tier Security N/A N/A 2015-09-25 2015-09-25 N N N 11000000.00 11012195.89 0.0016 N 11011110.00 11011110.00 Westpac Banking Corp. Westpac Banking Corp. 0.278000% 9612C4NG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-08-18 2015-09-18 N N N 25000000.00 25001360.00 0.0036 N 25000250.00 25000250.00