N-MFP LIVE N 2014-05-31 0000097098 S000001472 8 N N N N 002-47015 BlackRock Advisors, LLC 801-47710 Deloitte & Touche LLP Philadelphia PA BlackRock Advisors, LLC BNY Mellon Investment Servicing (US) Inc. BNY Mellon Investment Servicing (US) Inc. 0000849542 84-01761 N N N Prime 48 84 50639239937.00 7831124.79 1621188027.85 49025883033.94 0.0020 1.0001 2014-05-31 1.0001 2014-05-31 C000003896 3000000.00 42202430893.51 1.00 1782109185.62 54011176419.93 52229067234.31 0.0003 1.0001 2014-05-31 1.0001 2014-05-31 C000003897 5000.00 3084229134.50 1.00 401995505.30 3318963754.14 2916968248.84 0.0002 1.0001 2014-05-31 1.0001 2014-05-31 C000003898 5000.00 2964094870.91 1.00 115870304.04 1623353082.20 1507482778.16 0.0002 1.0001 2014-05-31 1.0001 2014-05-31 C000003899 5000.00 255616250.56 1.00 6228895.04 45849540.51 39620645.47 0.0002 1.0001 2014-05-31 1.0001 2014-05-31 C000003900 5000.00 16696554.34 1.00 -680703.88 19432308.41 20113012.29 0.0002 1.0001 2014-05-31 1.0001 2014-05-31 C000003901 1.00 476299871.89 1.00 7096514.90 41134333.76 34037818.86 0.0001 1.0001 2014-05-31 1.0001 2014-05-31 C000003902 1.00 12168550.86 1.00 -2442988.10 849099.00 3292087.10 0.0001 1.0001 2014-05-31 1.0001 2014-05-31 C000003903 1.00 14346907.37 1.00 -731623.36 1742565.45 2474188.81 0.0001 1.0001 2014-05-31 1.0001 2014-05-31 ANTALIS US FUNDING CORP ANTALIS US FUNDING CORP 144A 0.230000% 03663UH81 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 194800000.00 194716615.00 0.0040 N 194729170.72 194729170.72 ANZ NEW ZEALAND INTL LTD (LONDON BRANCH) ANZ NEW ZEALAND INTL LTD LONDON 0.240000% 00182HCB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-16 2015-04-15 N N N 122000000.00 122000000.00 0.0025 N 121989386.00 121989386.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING 0.220000% 05253MDB7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-26 2014-11-26 N N N 200000000.00 200000000.00 0.0041 N 200000000.00 200000000.00 AUSTRALIA & NEW ZEALAND BANKING GROUP LTD AUSTRALIA & NEW ZEALAND BANKING GR 144A 0.220000% 05253MDQ4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-02 2015-06-02 N N N 105000000.00 105000000.00 0.0021 N 105000000.00 105000000.00 BANK NEDERLANDSE GEMEENTEN BANK NEDERLANDSE GEMEENTEN 0.220000% 62944HH61 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-06 2014-08-06 N N N 55000000.00 54978649.00 0.0011 N 54983896.00 54983896.00 BANK NEDERLANDSE GEMEENTEN BANK NEDERLANDSE GEMEENTEN 0.220000% 62944HM16 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-12-01 2014-12-01 N N N 100000000.00 99891306.00 0.0020 N 99896190.00 99896190.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366A5H1 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2015-01-08 N N N 272000000.00 272000000.00 0.0055 N 271984224.00 271984224.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 0.220000% 06366AUE0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-09-05 N N N 81500000.00 81500000.00 0.0017 N 81506275.50 81506275.50 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366AZL9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-10-09 N N N 100000000.00 100000000.00 0.0020 N 100007200.00 100007200.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366BEM8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2014-08-14 N N N 50000000.00 50000000.00 0.0010 N 50003150.00 50003150.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL CHICAGO BRANCH 0.220000% 06366BEU0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-25 2014-08-25 N N N 285000000.00 285000000.00 0.0058 N 285020577.00 285020577.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL CHICAGO BRANCH 0.180000% 06366BLN8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 250000000.00 250000000.00 0.0051 N 250015550.00 250015550.00 BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL CHICAGO BRANCH 0.150000% 06366BUD0 Certificate of Deposit N First Tier Security N/A N/A 2014-07-14 2014-07-14 N N N 350000000.00 350000000.00 0.0071 N 349995625.00 349995625.00 BANK OF NOVA SCOTIA, NEW YORK BANK OF NOVA SCOTIA, NEW YORK 0.240000% 06417HKF2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-28 2015-01-28 N N N 345000000.00 345000000.00 0.0070 N 344976643.50 344976643.50 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.260000% 06417F7E4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-11-06 N N N 231000000.00 231000000.00 0.0047 N 231068145.00 231068145.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.250000% 06417F7K0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-11-07 N N N 201000000.00 201000000.00 0.0041 N 201059697.00 201059697.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.280000% 06417FF70 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-08-08 N N N 244000000.00 244000000.00 0.0050 N 244043432.00 244043432.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.200000% 06417HEY8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-10 2014-11-06 N N N 330000000.00 330000000.00 0.0067 N 329982510.00 329982510.00 BANK OF NOVA SCOTIA/HOUSTON BANK OF NOVA SCOTIA/HOUSTON 0.230000% 06417HMC7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-30 2015-06-29 N N N 250000000.00 250000000.00 0.0051 N 250000000.00 250000000.00 BANK OF TOKYO-MITSUBISHI UFJ LTD BANK OF TOKYO-MITSUBISHI UFJ LTD 0.070000% BRSNHA363 0000852743 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 700000000.00 700000000.00 0.0143 N 700000000.00 700000000.00 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD 0.210000% 06538G5U2 Certificate of Deposit N First Tier Security N/A N/A 2014-07-21 2014-07-21 N N N 125000000.00 125000000.00 0.0025 N 125005400.00 125005400.00 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD 0.250000% 06538GU75 Certificate of Deposit N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N N 362000000.00 362000000.00 0.0074 N 362040580.20 362040580.20 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD 0.230000% 06538HDJ6 Certificate of Deposit N First Tier Security N/A N/A 2014-10-24 2014-10-24 N N N 175000000.00 175000000.00 0.0036 N 175007105.00 175007105.00 BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD 0.210000% 06538HKS8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-25 2014-11-25 N N N 300000000.00 300000000.00 0.0061 N 300000000.00 300000000.00 BARCLAYS BANK PLC BARCLAYS BANK PLC 0.090000% BRSNH8R70 0001505713 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 464000000.00 464000000.00 0.0095 N 464000000.00 464000000.00 BARCLAYS BANK PLC US COLLATERALIZED FUNDING NOTES SERIES 2011-1 BARCLAYS USCP SERIES 2011-1 NOTES 144A 0.680000% 06741PMA0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-09-02 N N N 410000000.00 410000000.00 0.0084 N 410000000.00 410000000.00 BARCLAYS CAPITAL INC TRI-PARTY BARCLAYS CAPITAL INC. 0.230000% BRSMK1K54 0001484219 Government Agency Repurchase Agreement Y FANNIE MAE FNMA_08-12 2038-03-25 6.179999 Government Agency Debt 100000000.00 2481366.72 FANNIE MAE FNMA_08-6 2038-02-25 6.349999 Government Agency Debt 40000000.00 1551950.21 Fannie Mae REMIC Trust 2036-03-25 6.450000 Government Agency Debt 50000000.00 1490567.68 Fannie Mae REMIC Trust 2037-02-25 6.250000 Government Agency Debt 153152202.00 1685215.09 FEDERAL HOME LOAN MORTGAGE CORPORATION 2036-01-15 19.246974 Government Agency Debt 14059091.00 1809858.84 FHLMC 2325 2031-06-15 7.000000 Government Agency Debt 7000000.00 1047230.01 FHLMC_13-39 2022-07-15 8.000000 Government Agency Debt 16950000.00 1275132.58 FHLMC_23-28 2031-06-15 7.000000 Government Agency Debt 5000000.00 927164.50 FHLMC_23-35 2031-07-15 7.000000 Government Agency Debt 2500000.00 822706.56 FHLMC_27 2038-11-15 6.548899 Government Agency Debt 47700000.00 1449555.95 FHLMC_2708 2033-11-15 5.500000 Government Agency Debt 320000.00 557192.14 FHLMC_3298 2037-04-15 5.928899 Government Agency Debt 137800000.00 1569143.52 FHLMC_33-31 2037-06-15 6.198900 Government Agency Debt 72620000.00 2028837.01 FHLMC_35-7 2032-03-15 7.827926 Government Agency Debt 18000000.00 1513955.72 FHLMC_3587 2039-10-15 5.998899 Government Agency Debt 54952847.00 1408353.81 FHLMC_3598A 2037-10-15 1.650384 Government Agency Debt 72000626.00 1723758.85 FHLMC_3692 2038-05-15 6.448900 Government Agency Debt 55000000.00 2212412.56 FHLMC_3702 2032-10-15 5.898900 Government Agency Debt 37165902.00 1943289.79 FHLMC_37-52 2040-09-15 5.848900 Government Agency Debt 19320000.00 1912128.12 FHLMC_3758 2040-11-15 5.878899 Government Agency Debt 74846766.00 2303532.20 FHLMC_38-78 2041-04-15 6.498899 Government Agency Debt 42054857.00 2304605.35 FHLMC_3926 2040-05-15 6.398900 Government Agency Debt 16459631.00 2189975.46 FHLMC_39-35 2041-10-15 6.348900 Government Agency Debt 21000000.00 2473156.39 FHLMC_39-81 2042-01-15 6.348900 Government Agency Debt 14229168.00 2280965.37 FHLMC_39-90 2042-01-15 6.448900 Government Agency Debt 10000000.00 1489251.77 FHLMC_40-94 2042-08-15 5.298899 Government Agency Debt 21296957.00 2295986.21 FHLMC_41-89 2042-12-15 5.998899 Government Agency Debt 8500000.00 1553070.09 FHLMC_42-72 2038-06-15 5.948900 Government Agency Debt 18338195.00 2525343.06 FHLMC_42-90 2035-07-15 5.948900 Government Agency Debt 17550000.00 2494340.66 FHLMC_43-2 2038-01-15 5.968899 Government Agency Debt 11283704.00 1435520.62 FNMA_05-102 2035-11-25 23.594999 Government Agency Debt 1799101.00 1758275.81 FNMA_05-54 2035-06-25 6.549999 Government Agency Debt 102500921.00 2387282.96 FNMA_06-103 2036-10-25 6.250000 Government Agency Debt 4000000.00 1865480.31 FNMA_06-119 2036-12-25 6.500000 Government Agency Debt 196800000.00 1616864.99 FNMA_06-121 2036-12-25 6.490000 Government Agency Debt 39285000.00 1457230.07 FNMA_07-2 2037-02-25 6.599999 Government Agency Debt 223000000.00 2075857.65 FNMA_07-84 2037-08-25 7.049999 Government Agency Debt 50000000.00 1650920.80 FNMA_09-43 2039-06-25 6.179999 Government Agency Debt 28860395.00 1813948.46 FNMA_10-102 2040-09-25 6.440000 Government Agency Debt 25041834.00 1731566.65 FNMA_10-136 2030-12-25 5.849999 Government Agency Debt 25000000.00 1826392.14 FNMA_10-95 2040-09-25 6.450000 Government Agency Debt 25403202.00 1987405.45 FNMA_11-104 2039-03-25 6.480000 Government Agency Debt 22470718.00 2055743.34 FNMA_11-104 2039-03-25 6.500000 Government Agency Debt 18571323.00 1703427.49 FNMA_11-116 2041-11-25 5.849999 Government Agency Debt 19581057.00 1845947.16 FNMA_11-128 2039-03-25 6.480000 Government Agency Debt 23548285.00 2108825.06 FNMA_11-145 2030-04-25 6.460000 Government Agency Debt 25711508.00 3440458.14 FNMA_11-146 2042-01-25 6.250000 Government Agency Debt 13046769.00 1737412.67 FNMA_11-149 2042-01-25 5.750000 Government Agency Debt 19912972.00 2361314.12 FNMA_12-110 2042-10-25 5.889999 Government Agency Debt 11714285.00 2259845.35 FNMA_12-134 2042-01-25 6.049999 Government Agency Debt 8000000.00 1456994.82 FNMA_12-14 2042-03-25 6.299999 Government Agency Debt 19166666.00 2374570.45 FNMA_12-27 2042-03-25 5.799999 Government Agency Debt 13437108.00 1638435.37 FNMA_12-31 2042-04-25 5.799999 Government Agency Debt 21638249.00 2160165.99 FNMA_12-4 2042-02-25 5.799999 Government Agency Debt 10500008.00 1554437.21 FNMA_12-9 2041-07-25 6.400000 Government Agency Debt 14816475.00 2147292.41 FNMA_13-2 2043-02-25 6.000000 Government Agency Debt 13122430.00 2350046.31 FNMA_14-14 2044-04-25 7.609860 Government Agency Debt 2835042.00 2383628.51 FNMA_3274 2037-02-15 6.258899 Government Agency Debt 149991890.00 2309129.66 FNMA_97-65 2027-09-17 7.849000 Government Agency Debt 94656210.00 588066.44 FNW_04-10 2034-08-25 0.00 Government Agency Debt 10296400.00 1599424.19 FREDDIE MAC FHLMC_2184 2029-09-15 7.500000 Government Agency Debt 5000000.00 1576148.08 FREDDIE MAC FHLMC_40-64 2042-06-15 5.848900 Government Agency Debt 12320000.00 1919796.61 FREDDIE MAC REFERENCE REMIC -T FHMLC_R003 2035-10-15 5.500000 Government Agency Debt 800000.00 1154016.46 Ginnie Mae Remic Trust 2040-06-20 6.500750 Government Agency Debt 33953463.00 2304902.90 GNMA_03-69 2033-08-16 6.448900 Government Agency Debt 215000000.00 1460137.99 GNMA_07-20 2037-04-20 6.050749 Government Agency Debt 100000000.00 1638602.47 GNMA_07-48 2037-08-20 6.630749 Government Agency Debt 50000000.00 1454408.97 GNMA_08-1 2038-01-20 6.350749 Government Agency Debt 99816196.00 1562507.35 GNMA_08-15 2038-02-20 6.340749 Government Agency Debt 100000000.00 1420946.15 GNMA_08-6 2038-02-20 6.325750 Government Agency Debt 100000000.00 1439682.89 GNMA_09-100 2039-11-16 6.198900 Government Agency Debt 9503530.00 444755.57 GNMA_09-107 2038-10-20 6.180749 Government Agency Debt 46723636.00 2521020.78 GNMA_09-92 2039-10-20 6.168899 Government Agency Debt 50000000.00 1369441.21 GNMA_10-147 2040-05-20 6.000750 Government Agency Debt 19200000.00 1919587.61 GNMA_10-163 2037-08-16 5.948900 Government Agency Debt 25000000.00 1986474.77 GNMA_10-166 2039-02-20 5.900750 Government Agency Debt 22850924.00 2190416.60 GNMA_11-107 2041-07-20 5.250750 Government Agency Debt 28000000.00 2308588.23 GNMA_11-140 2039-08-16 6.548899 Government Agency Debt 11121625.00 1430817.36 GNMA_11-22 2040-07-20 5.850749 Government Agency Debt 31635000.00 2418871.17 GNMA_11-70 2040-12-20 4.700750 Government Agency Debt 2006858.00 398128.01 GNMA_13-9 2042-09-20 4.650750 Government Agency Debt 25000000.00 1885099.08 GNMA_14-12 2044-01-16 3.000000 Government Agency Debt 258983.00 216922.48 GNMA_14-25 2044-02-20 11.602000 Government Agency Debt 2510975.00 2257329.99 GNMA_14-3 2044-01-20 5.950750 Government Agency Debt 14996388.00 2456436.06 GNMA_14-36 2044-03-16 6.048899 Government Agency Debt 12722412.00 1624107.90 GNMA_14-58 2044-04-16 13.435200 Government Agency Debt 2318625.00 2423185.42 GNMA_14-7 2044-01-20 5.950750 Government Agency Debt 17430000.00 2423932.23 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-60 2040-05-20 6.350749 Government Agency Debt 11303211.00 899219.00 GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SECS 2040-02-20 6.100749 Government Agency Debt 25742871.00 2392559.88 First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 150000000.00 150000000.00 0.0031 Y 150000000.00 150000000.00 BARTON CAPITAL LLC BARTON CAPITAL LLC 0.200000% 06945MHD1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 19000000.00 18992400.00 0.0004 N 18994457.70 18994457.70 BARTON CAPITAL LLC BARTON CAPITAL LLC 0.200000% 06945MHL3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-20 2014-08-20 N N N 50000000.00 49978056.00 0.0010 N 49983485.00 49983485.00 BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.300000% 07644BSE3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2015-05-14 2015-05-14 N N N 75000000.00 74783750.00 0.0015 N 74816737.50 74816737.50 BNP PARIBAS FINANCE INC BNP PARIBAS FINANCE INC 0.250000% 0556N1F24 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 280000000.00 280000000.00 0.0057 N 279997676.00 279997676.00 CAFCO LLC CAFCO LLC 0.240000% 12476FH41 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 66000000.00 65972280.00 0.0013 N 65977738.20 65977738.20 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.050000% 13033K2F5 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 37125000.00 37125000.00 0.0008 N 37125000.00 37125000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.050000% 13034PML8 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 9595000.00 9595000.00 0.0002 N 9595000.00 9595000.00 CALIFORNIA HOUSING FINANCE AGENCY CALIFORNIA HSG FIN AGY REV 0.050000% 13034PMM6 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A Y FEDERAL HOME LOAN MORTGAGE CORPO N/A N/A FEDERAL NATIONAL MORTGAGE ASSOCI N/A N/A N 11600000.00 11600000.00 0.0002 N 11600000.00 11600000.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE 0.220000% 13606Y5F9 Certificate of Deposit N First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 300000000.00 300000000.00 0.0061 N 299978730.00 299978730.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE 0.210000% 13606YE28 Certificate of Deposit N First Tier Security N/A N/A 2014-08-08 2014-08-08 N N N 14000000.00 14000000.00 0.0003 N 14001568.00 14001568.00 CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE 0.240000% 13606YZ82 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2015-02-10 N N N 245000000.00 245000000.00 0.0050 N 245000000.00 245000000.00 CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.220000% 15963UKV7 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-29 2014-10-29 N N N 50000000.00 49954472.00 0.0010 N 49961790.00 49961790.00 CIESCO LLC CIESCO LLC 0.250000% 17178CFG3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 140000000.00 139983740.00 0.0029 N 139995170.00 139995170.00 CIESCO LLC CIESCO LLC 0.240000% 17178CH48 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 50000000.00 49979000.00 0.0010 N 49987715.00 49987715.00 COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED CP CO LLC 0.270000% 19422GKX1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-31 2014-10-31 N N N 273000000.00 272690828.00 0.0056 N 272706088.20 272706088.20 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.250000% 20272AET9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 183000000.00 183000000.00 0.0037 N 183001281.00 183001281.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 144A 0.220000% 20272AFH4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-10-17 N N N 27000000.00 27000571.00 0.0006 N 27002835.00 27002835.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.220000% 20272AFS0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-11-17 N N N 55000000.00 55000000.00 0.0011 N 55002750.00 55002750.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.230000% 20272AFT8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-25 2014-11-20 N N N 108000000.00 108000000.00 0.0022 N 108013068.00 108013068.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 144A 0.230000% 20272AHC3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-10 2015-05-07 N N N 137000000.00 137000000.00 0.0028 N 136974655.00 136974655.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 144A 0.230000% 20272AHF6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-11 2015-05-11 N N N 125000000.00 125000000.00 0.0025 N 125000000.00 125000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 144A 0.190000% 20272AHG4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-16 2014-12-16 N N N 75000000.00 74996484.00 0.0015 N 74991975.00 74991975.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.230000% 20272AHJ8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-20 2015-05-15 N N N 180000000.00 180000000.00 0.0037 N 180000000.00 180000000.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.240000% 20272AHL3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-20 2015-05-18 N N N 188000000.00 188000000.00 0.0038 N 187965408.00 187965408.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 144A 0.230000% 20272AHP4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-23 2015-05-22 N N N 131000000.00 131000518.00 0.0027 N 130974586.00 130974586.00 COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.160000% 20272EG77 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 95000000.00 94985222.00 0.0019 N 94990338.50 94990338.50 CPPIB CAPITAL INC CPPIB CAPITAL INC 0.300000% 12624EAA8 Other Commercial Paper N First Tier Security N/A N/A 2015-02-09 2015-02-09 N N N 18700000.00 18660730.00 0.0004 N 18672845.73 18672845.73 CPPIB CAPITAL INC CPPIB CAPITAL INC 0.300000% 12624EAB6 Other Commercial Paper N First Tier Security N/A N/A 2015-02-10 2015-02-10 N N N 250000000.00 249472917.00 0.0051 N 249634975.00 249634975.00 CREDIT AGRICOLE CORPORATE & INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE & INVEST 0.080000% BRSNHR309 0001330437 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 1700000000.00 1700000000.00 0.0347 N 1700000000.00 1700000000.00 CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH) CREDIT INDUSTRIEL ET COMMERCIAL 0.250000% 22536GH87 Certificate of Deposit N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 75000000.00 75000000.00 0.0015 N 75011490.00 75011490.00 CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH) CREDIT INDUSTRIEL ET COMMERCIAL 0.250000% 22536GH95 Certificate of Deposit N First Tier Security N/A N/A 2014-07-16 2014-07-16 N N N 75000000.00 75000000.00 0.0015 N 75011737.50 75011737.50 CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH) CREDIT INDUSTRIEL ET COMMERCIAL 0.320000% 22536GR29 Certificate of Deposit N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 112000000.00 112000000.00 0.0023 N 112004827.20 112004827.20 CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH) CREDIT INDUSTRIEL ET COMMERCIAL 0.320000% 22536GT43 Certificate of Deposit N First Tier Security N/A N/A 2014-11-17 2014-11-17 N N N 70000000.00 70000000.00 0.0014 N 70003297.00 70003297.00 CREDIT INDUSTRIEL ET COMMERCIAL (NY BRANCH) CREDIT INDUSTRIEL ET COMMERCIAL 0.130000% 22536GX63 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 273500000.00 273500000.00 0.0056 N 273500300.85 273500300.85 CREDIT SUISSE NEW YORK NY CREDIT SUISSE (NY BRANCH) 0.150000% 2254EBFK2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-19 2014-06-19 N N N 110000000.00 109992208.00 0.0022 N 109991563.00 109991563.00 CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.150000% BRSDXZKK2 0001230485 Other Repurchase Agreement N 144A CALD 4A B 2020-04-17 0.976350 Other Note 1500000.00 1481916.37 144A FMC 2005-1A C 2045-07-27 1.048999 Other Note 15000000.00 2011608.26 144A NSTAR 2005-4A A 2040-07-27 0.500000 Other Note 29157988.00 6999999.90 144A SUDSM 2013-1A E 2026-01-17 4.988450 Other Note 3000000.00 2783361.73 6NC5 CALLABLE AUGUST 29 2014 2014-10-01 0.280000 Other Note 7000731.00 6999999.10 ABS ABF 07/25/33 2.413 2033-07-25 2.325000 Other Note 8262000.00 867660.23 ABS ABS 09/15/33 3.048 2033-09-15 3.001100 Other Note 8000000.00 616606.59 ABS ACE 06/25/35 1.190 2035-06-25 0.810000 Other Note 4626000.00 3787297.17 ABS BAY 04/08/49 2049-04-08 2.900500 Other Note 7658823.00 3474878.11 ABS BSA 01/25/34 2.646 2034-01-25 2.549999 Other Note 8000000.00 4747236.73 ABS CBA 03/25/34 2.000 2034-03-25 1.950000 Other Note 4750000.00 430402.66 ABS CFA 02/25/32 5.101 2032-02-25 5.101000 Other Note 4300000.00 1249782.10 ABS CRE 01/20/37 3.036 2037-01-20 0.477850 Other Note 1047000.00 148844.75 ABS CSM 12/15/39 5.373 2039-12-15 5.373000 Other Note 5430000.00 5240211.69 ABS FFM 03/25/36 0.802 2036-03-25 0.429999 Other Note 3000000.00 2433107.26 ABS FHL 02/25/34 1.625 2034-02-25 1.575000 Other Note 2500000.00 170482.08 ABS GCC 12/10/49 6.187 2049-12-10 6.055570 Other Note 2800000.00 2933322.14 ABS JPM 02/15/51 6.062 2051-02-15 6.006310 Other Note 5000000.00 5177497.27 ABS LBU 02/15/40 5.484 2040-02-15 5.484000 Other Note 5250000.00 5497726.59 ABS MSA 03/25/35 0.897 2035-03-25 0.790000 Other Note 1760000.00 1348189.64 ABS NCH 09/25/35 0.751 2035-09-25 0.699999 Other Note 5500000.00 4192843.50 ABS ORI 05/15/32 8.85 2032-05-15 8.849999 Other Note 2000000.00 2012632.37 ABS POP 09/25/34 5.399 2034-09-25 5.626000 Other Note 5000000.00 1548017.41 ABS RAA 02/25/46 1.745 2046-02-25 0.500000 Other Note 10174000.00 2197062.69 ABS RAI 11/20/46 0.513 2046-11-20 0.459249 Other Note 9475051.00 6999999.84 ABS REG 12/12/37 0.01 2037-12-12 0.876750 Other Note 30474480.00 6999999.84 ABS SAB 02/25/34 1.459 2034-02-25 1.875000 Other Note 6500000.00 623762.03 APIDOS CDO VI 2019-12-13 0.929499 Other Note 2750000.00 2702312.86 APIDOS CINCO CDO 2020-05-14 4.514700 Other Note 1500000.00 1492574.30 Asset Backed Securities Corporation Home Equity Loan Trust 2035-11-25 0.599999 Other Note 8033637.00 6999999.39 BACCHUS (U.S.) 2006-1 LTD 2019-01-20 0.703999 Other Note 750000.00 731646.94 BLUEMOUNTAIN CLO LTD 2017-11-15 0.693849 Other Note 1500000.00 1476646.54 CBASS_03-CB5 2033-11-25 3.075000 Other Note 1565000.00 124157.17 CD_06-CD3 2048-10-15 5.748000 Other Note 8800000.00 5578557.49 CENT CDO XI LIMITED 2019-04-25 1.088440 Other Note 7301933.00 6999999.76 CENTURION CDO 8 LTD 2017-03-08 1.292810 Other Note 5000000.00 5010018.35 CSFB_02-HE4 2032-08-25 6.940000 Other Note 140000.00 25717.81 CWL 2005-17 3AV2 2036-05-25 0.489999 Other Note 8000000.00 1394029.97 CWL_06-2 2036-06-25 0.340000 Other Note 1000000.00 200685.29 DRYDEN XI-LEVERAGED LOAN CDO 2 2020-04-12 0.535250 Other Note 2500000.00 1473214.78 EMNPK_13-1A 2025-07-15 2.988900 Other Note 2000000.00 1974184.39 GREYROCK CDO LTD. 2017-11-15 0.643850 Other Note 3000000.00 625408.13 HEMT_04-4 2034-12-25 1.300000 Other Note 2000000.00 112847.13 HEWETT'S ISLAND CLO V LTD. / 2018-12-05 0.635650 Other Note 1481000.00 1463084.08 HEWETT'S ISLAND CLO VI LTD./ 2019-06-09 1.035099 Other Note 750000.00 726099.19 HSI ASSET SECURITIZATION CORP 2037-04-25 0.260000 Other Note 6000000.00 412317.04 JPMAC 2005-FLD1 M5 2035-07-25 0.829999 Other Note 1825000.00 1411309.47 KINGSLAND V LTD./KINGSLAND V 2021-07-14 1.041650 Other Note 5000000.00 4695683.42 LANDMARK IX CDO LTD. 2021-04-15 0.536449 Other Note 3859000.00 3724492.91 LATITUDE CLO I LTD. 2017-12-15 1.209500 Other Note 625000.00 617863.61 LBMLT 2035-05-25 1.125000 Other Note 6750000.00 4351854.89 LBUBS 2039-09-15 5.639000 Other Note 4300000.00 2152793.41 LCM V LTD. 2019-03-21 0.903850 Other Note 4000000.00 3849153.76 MADISON PARK FUNDING IV LTD / 2021-03-22 0.883600 Other Note 1000000.00 947157.98 MASTR SPECIALIZED LN TR 2036-02-25 0.409999 Other Note 1120000.00 209942.00 MERRILL LYNCH MTG TR 2007-C1 2050-06-12 5.828970 Other Note 166000.00 175455.46 MILLMARK FUNDING 2021-05-21 0.534379 Other Note 939000.00 913043.76 RASC 2036-07-25 0.310000 Other Note 1850000.00 883788.22 STONEY LANE FUNDING I CORP CO- 2022-04-18 1.643550 Other Note 1000000.00 912133.57 VENTURE V CDO LIMITED 2018-11-22 0.937779 Other Note 7000000.00 6911662.70 VENTURE VII CDO LIMITED 2022-01-20 0.529059 Other Note 1275000.00 1246580.03 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 148000000.00 148000000.00 0.0030 N 148000000.00 148000000.00 CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.530000% BRSEQVVR0 0001230485 Other Repurchase Agreement N FANNIE MAE FNMA_13-23 2043-03-25 3.000000 Government Agency Debt 10820000.00 10563709.19 FANNIE MAE FNMA_96-46 2026-11-25 7.500000 Government Agency Debt 80000.00 9818.64 FHLMC 21-41 2029-04-15 5.500000 Government Agency Debt 22765000.00 3554837.48 FHLMC_06-2 2020-04-15 9.250000 Government Agency Debt 1000000.00 4410.72 FHLMC_1067 2021-04-15 8.000000 Government Agency Debt 2000000.00 19352.46 FHLMC_1316 2022-06-15 8.000000 Government Agency Debt 968000.00 42504.23 FHLMC_19-81 2027-05-15 6.000000 Government Agency Debt 600000.00 46440.06 FNMA_01-31 2031-07-25 6.500000 Government Agency Debt 1065000.00 429226.61 FNMA_02-16 2032-04-25 6.500000 Government Agency Debt 1580000.00 282983.64 FNMA_04-10 2034-03-25 6.000000 Government Agency Debt 145000.00 154255.58 FNMA_04-96 2034-12-25 5.000000 Government Agency Debt 12024087.00 18798525.35 FNMA_07-117 2038-01-25 5.000000 Government Agency Debt 17500000.00 26476438.34 FNMA_07-60 2037-07-25 4.750000 Government Agency Debt 230000.00 339666.90 FNMA_09-64 2039-08-25 8.000000 Government Agency Debt 353535.00 650274.34 FNMA_10-23 2040-03-25 5.000000 Government Agency Debt 21680000.00 29706045.37 FNMA_11-59 2041-07-25 5.500000 Government Agency Debt 600000.00 804313.37 FNMA_11-72 2037-04-25 5.500000 Government Agency Debt 23150459.00 30016274.87 FNMA_14-7 2044-02-25 3.500000 Government Agency Debt 30272833.00 27066144.56 FNMA_91-16 2021-03-25 8.000000 Government Agency Debt 11750000.00 125755.15 FNMA_91-92 2021-07-25 8.500000 Government Agency Debt 124000.00 3182.44 FNMA_98-73A 2038-10-17 6.299999 Government Agency Debt 1570000.00 252981.79 FNMA_99-19 2029-05-25 6.500000 Government Agency Debt 23400000.00 2109141.06 FNMA_99-32 2029-07-25 6.500000 Government Agency Debt 5699764.00 1243417.81 FNRM 000M70 2031-11-25 7.000000 Government Agency Debt 75000.00 40616.05 FNRM 001E98 2039-11-25 4.500000 Government Agency Debt 45000000.00 39693367.48 FXRM 000FT1 2029-12-18 7.000000 Government Agency Debt 170000.00 32248.57 GNMA_07-61 2037-10-20 5.500000 Government Agency Debt 5350000.00 8653036.70 GNRR 00385ZK 2033-10-20 5.500000 Government Agency Debt 3525000.00 4366815.13 GNRR 00386ZD 2033-10-20 5.500000 Government Agency Debt 2900000.00 4066022.49 GNRR 00431ZB 2034-04-20 5.000000 Government Agency Debt 3800000.00 6410849.74 GNRR 005055Z 2035-07-20 4.750000 Government Agency Debt 8000000.00 13295540.81 GNRR 005069Z 2035-09-20 5.000000 Government Agency Debt 4845000.00 8244224.06 GNRR 005080Z 2035-10-20 5.000000 Government Agency Debt 600000.00 1014739.89 GNRR 9004ZBR 2029-02-20 6.000000 Government Agency Debt 200000.00 42958.97 GNRR 9027ZKR 2029-01-20 6.500000 Government Agency Debt 9685500.00 2172447.52 GNRR 90331ZR 2029-09-20 7.500000 Government Agency Debt 243000.00 18954.20 First Tier Security N/A N/A 2014-06-02 2014-07-07 N N N 225000000.00 225000000.00 0.0046 Y 225000000.00 225000000.00 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.380000% BRSM7TJN1 0001074042 Other Repurchase Agreement N ABS CWL 09/25/47 0.641 2047-09-25 0.320000 Other Note 3282738.00 1928754.59 ABS NCS 10/25/33 3.564 2033-10-25 0.455000 Other Note 3337921.00 1940319.49 ABS SDA 09/16/19 4.690 2019-09-15 4.690000 Other Note 10395.00 11097.28 Access Group Private Student Loan 2034-07-25 1.028750 Other Note 56988.00 33712.38 Accredited Mortgage Loan Trust 2034-07-25 0.750000 Other Note 1811332.00 171181.69 AMERICAN AIRLS PASS THRU TR 2013 1C 2018-07-15 6.125000 Other Note 215709.00 232022.81 ARC_04-1 2034-10-25 1.149999 Other Note 736119.00 302402.04 ARMT_05-7 2035-10-25 0.469999 Other Note 2311750.00 231858.20 ASSET BACKED CTFS TR 2006-8 2035-12-25 0.310000 Other Note 822652.00 560522.33 BACM_04-6 2042-12-10 5.104000 Other Note 594204.00 591302.83 BALTA_04-11 2034-11-25 2.597980 Other Note 3058847.00 292793.05 BANC AMER COML MTG TR 2006-2 2045-05-10 5.764619 Other Note 3030000.00 3125404.92 Banc of America Commercial Mortgage 2049-01-15 5.671000 Other Note 15400000.00 1021188.12 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_07-1 2049-01-15 5.522999 Other Note 70234.00 54229.24 BB-UBS TR 2012-TFT 2030-06-05 3.559200 Other Note 1567105.00 1422911.05 BEAR STEARNS ARM TR 2035-10-25 2.691920 Other Note 2117151.00 1819224.36 BEAR STEARNS COMMERCIAL MORTGAGE SECURI 2050-06-11 5.887540 Other Note 774048.00 72980.40 BSARM_05-4 2035-08-25 2.638749 Other Note 1845371.00 1743307.63 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 91871.00 87960.38 BVM_05-1 2035-02-22 0.687749 Other Note 39624859.00 1383068.91 CapitalSource Real Estate Loan Trust 2037-01-20 0.487850 Other Note 4200574.00 1271686.48 CAS_13-C01 2023-10-25 2.149999 Other Note 21425.00 20622.98 CGRBS COML MTG TR 2013-VNO5TH 2035-03-13 3.702999 Other Note 1155650.00 1103393.82 Citigroup Commercial Mortgage Trust 2049-12-10 6.136400 Other Note 11768583.00 1806745.20 CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_13-GC17 2046-11-13 5.105999 Other Note 31814.00 30429.36 CMO 059BN5 0.0540 2047-09-10 0.636809 Other Note 96587999.00 912519.88 CMO 225AU0 0.8351 2021-09-15 0.701099 Other Note 89630.00 74487.09 CMO 233AD3 4.5370 2044-07-10 4.536999 Other Note 108000.00 119831.14 CMO 466AP6 6.0660 2045-04-15 5.863380 Other Note 1443442.00 1230549.45 COMM 2046-12-10 5.376999 Other Note 1552610.00 1585519.47 COMM_12-CR5 2045-12-10 0.673000 Other Note 160000.00 123708.20 COMM_13-CR13 2046-10-10 4.757250 Other Note 1563811.00 1476526.12 COMM_13-CR8 2046-06-10 0.759310 Other Note 2500000.00 101469.64 COMM_13-FL3 2028-10-13 3.750000 Other Note 382567.00 383445.31 COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATE COMM_13-CR12 2046-10-10 3.623000 Other Note 124000.00 130332.40 CORP 000PL8 2020-01-02 7.875000 Other Note 18050.00 7754.12 CORP 327AA2 2018-01-31 7.000000 Other Note 1273724.00 1099682.60 Countrywide Home Equity Loan Trust 2034-12-25 0.330000 Other Note 7555611.00 1579946.12 Countrywide Home Equity Loan Trust 2036-12-25 0.299999 Other Note 5182269.00 2054433.13 Countrywide Home Loans 2033-09-25 7.379999 Other Note 46380428.00 273647.26 CRDIT SUISSE FIRST BOSTON 2005 1 2035-07-25 5.712500 Other Note 13528539.00 2292713.96 Credit Suisse First Boston Mortgage Securities Corp 2035-12-15 0.826239 Other Note 149423227.00 45784.60 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.891100 Other Note 467800.00 467034.56 CSFB_03-A28 2033-12-25 2.516810 Other Note 1633447.00 147768.82 CSFB_04-C2 2036-05-15 5.735999 Other Note 100000.00 113481.00 CWALT Alternative Loan Trust 2036-11-25 5.250000 Other Note 11577781.00 425609.99 CWALT Alternative Loan Trust 2037-08-25 5.450000 Other Note 3451871.00 231914.53 CWALT INC 2036-01-25 4.924999 Other Note 34699202.00 1239761.88 CWALT_05-27 2035-08-25 1.474170 Other Note 3202261.00 872595.99 CWL_05-16 2036-05-25 0.870000 Other Note 12050000.00 994298.80 CWL_05-17 2036-05-25 0.870000 Other Note 22350000.00 442991.64 Davis Square Funding 2016-01-08 0.351499 Other Note 1655892.00 267977.26 DBUBS_11-LC1A 2046-11-10 1.378300 Other Note 3360000.00 101736.66 DEN10_13-1A 2025-04-28 5.076500 Other Note 868373.00 815294.33 EART_14-1A 2021-02-15 5.530000 Other Note 1565285.00 1609606.31 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 4.036200 Other Note 29524.00 31469.46 First Union Commercial Mortgage Trust 2033-08-15 1.602460 Other Note 249928232.00 105707.75 First Union-lehman Brothers Commercial Mortgage Trust 2029-11-18 1.474930 Other Note 450000.00 673.21 FLAGS_06-1A 2019-09-20 1.784850 Other Note 25878.00 24406.85 FLGC_13-2 2021-02-15 6.259999 Other Note 18197.00 19319.07 FPHT 98-5 2024-12-10 6.919999 Other Note 7234000.00 176625.10 FRASR_06-2A 2020-12-20 1.734850 Other Note 951198.00 918384.82 GCCFC Commercial Pass-Through Certificates 2035-07-15 1.813830 Other Note 226500000.00 45738.48 GECMC_05-C3 2045-07-10 5.158489 Other Note 104702.00 106785.55 GMAC Commercial Mortgage Securities 2029-07-15 1.335270 Other Note 7800000.00 11772.37 GMAC Commercial Mortgage Securities 2030-05-15 0.018339 Other Note 573315263.00 12775.72 GMAC Commercial Mortgage Securities 2034-04-15 7.514940 Other Note 1707531.00 1070681.03 GMAC Commercial Mortgage Securities 2043-05-10 4.935999 Other Note 623509.00 118568.48 GS MORTGAGE SECURITIES TRUST GSM 2046-11-10 5.314960 Other Note 140653.00 129094.84 GSMS_05-GG4 2039-07-10 4.841000 Other Note 56770.00 58186.72 GSMS_06-GG8 2039-11-10 5.671999 Other Note 400990.00 281395.17 GSMSC_06-GG6 2038-04-10 5.597839 Other Note 1500000.00 1518644.16 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Note 3075411.00 1107985.27 HarborView Mortgage Loan Trust 2036-01-19 2.124169 Other Note 3667374.00 1344463.65 HILT_13-HLF 2030-11-05 0.749500 Other Note 45619498.00 1075729.93 INX_05-A35 2036-02-25 4.702140 Other Note 7500000.00 2125601.04 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.386000 Other Note 2995417.00 2710379.61 J P MORGAN MTG TR 2006-A5 2036-08-25 5.316080 Other Note 148421.00 22665.77 JP MORGAN CHASE COMMERCIAL MORTG 2028-04-15 3.108109 Other Note 925901.00 928009.17 JP Morgan Chase Commercial Mortgage Securities Corp 2018-11-15 0.801100 Other Note 5166069.00 1636200.62 JP Morgan Chase Commercial Mortgage Securities Corp 2037-08-12 5.369088 Other Note 1444908.00 932575.91 JP Morgan Commercial Mortgage Finance Corp 2029-09-15 1.064980 Other Note 1010000.00 358.07 JP Morgan Commercial Mortgage Finance Corp 2031-07-15 1.587580 Other Note 334666500.00 30073.71 JPA_07-CH1 2036-11-25 0.289999 Other Note 4172813.00 718282.64 JPM_09-RR 2051-03-18 0.851099 Other Note 357783.00 277828.18 JPMCC_06-CB14 2044-12-12 5.530070 Other Note 3000000.00 330861.68 KEYCORP STU LOAN TRU 2042-04-28 1.027849 Other Note 201310.00 165574.49 LB Commercial Mortgage Trust 2032-10-15 1.218880 Other Note 25000000.00 7256.63 LB-UBS Commercial Mortgage Trust 2032-07-15 1.159510 Other Note 50000000.00 25332.45 LBUBS_06-C3 2039-03-15 5.719999 Other Note 35336.00 36276.62 Lehman Mortgage Trust 2021-08-25 6.000000 Other Note 1960.00 354.20 Lehman Mortgage Trust 2037-03-25 6.549999 Other Note 1712878.00 134401.52 MERRILL LYNCH MTG INVS INC 2036-02-25 0.359999 Other Note 8643899.00 1625332.66 ML-CFC Commercial Mortgage Trust 2048-08-12 5.450000 Other Note 1313867.00 1281495.95 MLMI_97-C1 2029-06-18 2.208229 Other Note 3163932.00 8.33 MORGAN STANLEY ABS CAPITAL I MSAC_06-HE4 2036-06-25 0.390000 Other Note 971101.00 638137.16 MORGAN STANLEY CAPITAL 1 - MSC_05-HQ5 2042-01-14 5.336000 Other Note 94400.00 95944.34 Morgan Stanley Capital I 2032-07-15 0.00 Other Note 593751289.00 19657.88 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 1212973.00 943492.88 Morgan Stanley Dean Witter Capital I Trust 2039-01-15 0.713350 Other Note 242361500.00 82316.19 Morgan Stanley Mortgage Loan Trust 2036-08-25 6.929999 Other Note 63027.00 7893.11 Motel 6 Trust 2025-10-05 3.781200 Other Note 725158.00 736870.63 MSAC_07-HE7 2037-07-25 2.149999 Other Note 3000000.00 517665.43 MSBAMLT_12-C5 2045-08-15 4.500000 Other Note 311121.00 231508.56 MSC_08-T29 2043-01-11 6.277120 Other Note 112186.00 118474.48 MSCI_07-HQ11 2044-02-12 5.538000 Other Note 2227462.00 2263504.56 NAAFT_13-T2A 2048-02-18 4.211999 Other Note 20841.00 20864.03 National Collegiate Trust 2033-01-25 0.440000 Other Note 117025.00 73289.06 NEUB 13-14A 2025-04-28 4.752500 Other Note 865891.00 789154.09 NSTAR_06-6A 2041-06-16 0.613349 Other Note 1.00 0.90 OPMAC_06-2 2036-07-25 0.209999 Other Note 8519362.00 278840.12 OZLMF_13-4A 2025-07-22 0.00 Other Note 768943.00 749750.18 RALI 2035-08-25 4.849999 Other Note 4717846.00 250309.20 RASC 2035-05-25 0.310000 Other Note 3825000.00 1926033.33 RFMSI_07-QS4 2037-03-25 0.479999 Other Note 1253486.00 194272.85 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.623349 Other Note 154847.00 105325.59 SLMA 05-A 2038-12-15 0.823350 Other Note 947567.00 842849.35 SLMA_03-A 2032-06-15 1.833350 Other Note 2000000.00 775387.85 SLMA_05-B 2039-06-15 0.933350 Other Note 889000.00 704077.51 SOUNDVIEW HOME EQUITY LOAN TRUST SVHE_06-WF2 2036-12-25 0.289999 Other Note 387500.00 185269.89 Soundview Home Loan Trust 2037-01-25 0.450000 Other Note 13363.00 8768.26 SRER_11-RS 2046-05-09 0.400500 Other Note 975737.00 645065.67 Structured Adjustable Rate Mortgage Loan Trust 2036-07-25 5.348959 Other Note 4882971.00 1155140.14 Structured Asset Securities Corporation 2035-02-25 6.500000 Other Note 33393755.00 797264.48 TIASF_1A 2030-11-25 7.059999 Other Note 25000000.00 3476267.70 TIASF-1A 2030-11-25 1.187149 Other Note 3360351.00 332794.49 UBSCMT_07-FL1 2024-07-15 0.729999 Other Note 1900000.00 1657476.24 US AIRWAYS 2012-1 CLASS C PASS THROUGH TRUST 2015-10-01 9.125000 Other Note 1774737.00 1331773.11 US AWYS PASS THRU TR 2010-1 2024-10-22 6.250000 Other Note 355797.00 326075.76 Wachovia Bank Commercial Mortgage Trust 2035-10-15 5.357999 Other Note 5500000.00 356155.79 WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C23 2045-01-15 5.482240 Other Note 1000000.00 1040745.21 WAL_06-AR6 2046-08-25 1.124169 Other Note 71497460.00 578730.62 WaMu Mortgage Pass-Through Certificates 2046-05-25 2.201000 Other Note 2130094.00 429434.62 WAMU_04-A13 2034-11-25 1.425110 Other Note 6817775.00 30236.86 WFRBS_12-C6 2045-04-15 5.562260 Other Note 650000.00 681172.63 WFRBS_12-C7 2045-06-15 4.500000 Other Note 610370.00 451678.68 WSLT_06-1 2040-04-25 0.398749 Other Note 14166.00 12506.41 WWCAP_05-1A 2040-11-21 0.546950 Other Note 3000000.00 1671223.96 First Tier Security N/A N/A 2014-06-05 2014-06-05 N N N 76000000.00 76000000.00 0.0016 N 76000000.00 76000000.00 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.370000% BRSN8L9A4 0001074042 Other Repurchase Agreement N AHM_07-1 2047-05-25 2.078399 Other Note 2561158.00 155352.38 AIR CANADA 2018-05-15 6.625000 Other Note 645000.00 668738.21 AIR CANADA 2022-11-15 5.375000 Other Note 858094.00 879322.88 AMCAR_13-1 2020-07-08 2.640000 Other Note 1608903.00 1621523.77 AMOT_14-2 2018-01-15 0.521100 Other Note 574863.00 574988.08 ARMT_05-7 2035-10-25 0.469999 Other Note 24225128.00 2429672.24 AVMT_13-AVM 2032-12-05 3.742669 Other Note 1000000.00 1036792.72 BACM_05-4 2045-07-10 4.891000 Other Note 440000.00 279643.69 BACM_06-4 2046-07-10 5.802999 Other Note 2549251.00 1493488.61 BACM_06-6 2045-10-10 5.421000 Other Note 8577067.00 8870785.80 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_07-1 2049-01-15 5.522999 Other Note 5178914.00 3998754.73 BANC OF AMERICA COMMERCIAL MORTGAGE INC BACM_07-2 2049-04-10 5.621819 Other Note 4627598.00 847856.97 BCP_11-RR9 2036-07-26 1.740010 Other Note 9572000.00 1679983.24 BEAR STEARNS ARM TR 2035-10-25 2.691920 Other Note 6388225.00 5489270.52 BEAR STEARNS COMMERCIAL MORTGAGE 2039-03-11 5.441040 Other Note 5177000.00 5306736.61 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES BSCMS_06-PW14 2038-12-11 5.189000 Other Note 1100000.00 899920.93 BOAMS_06-B 2036-11-20 5.509420 Other Note 5357093.00 3189079.54 BSARM_03-7 2033-10-25 2.576900 Other Note 3245000.00 416336.57 BSARM_05-4 2035-08-25 2.638749 Other Note 21940072.00 20726615.45 BSARM_05-5 2035-08-25 2.160000 Other Note 4252497.00 500613.36 BSCMS_05-PWR7 2041-02-11 5.360990 Other Note 4044527.00 3059096.47 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 3355605.00 3212769.11 BVM_05-1 2035-02-22 0.687749 Other Note 6622702.00 231159.26 CAS_13-C01 2023-10-25 2.149999 Other Note 663751.00 638904.32 CATA_13-1A 2025-01-27 5.738599 Other Note 3985264.00 3587654.21 CGCM_14 2047-03-10 1.234610 Other Note 15247708.00 1216944.27 Chase Mortgage Finance Corporation 2035-12-25 2.520560 Other Note 722170.00 468661.65 Chase Mortgage Finance Corporation 2037-02-25 2.632150 Other Note 23325506.00 4553429.25 CML_13-9 2035-10-25 2.549999 Other Note 650000.00 516921.71 CMO 073CR1 0.5460 2036-01-25 0.450000 Other Note 5872261.00 1644762.11 CMO 225CS0 2022-04-15 0.421099 Other Note 880000.00 864798.81 CMO 225RW0 4.8770 2037-04-15 4.876999 Other Note 1677135.00 1706233.43 CMO 466AP6 6.0660 2045-04-15 5.863380 Other Note 716939.00 611198.02 CMO 5213J1 5.2050 2030-04-15 5.205000 Other Note 430000.00 444427.25 CMT_13-CRE8 2046-06-12 0.00 Other Note 81347000.00 3870002.18 COMM 2046-12-10 5.376999 Other Note 3067532.00 3132552.09 COMM 2012-LTRT MTG TR 2030-10-05 4.188530 Other Note 2512454.00 2357490.01 COMM MORTGAGE TRUST COMM_12-CR1 2045-05-15 5.367549 Other Note 2150000.00 2362560.74 COMM MORTGAGE TRUST COMM_13-LC13 2046-08-10 1.459100 Other Note 23539333.00 1887153.51 COMM MORTGAGE TRUST COMM_13-LC13 2046-08-10 3.689000 Other Note 300000.00 320353.93 COMM_10-RR1 2049-12-11 5.543000 Other Note 1620000.00 1746710.69 COMM_12-CCRE1 2045-05-15 2.462000 Other Note 5347885.00 3790366.08 COMM_12-CCRE2 2045-08-15 4.250000 Other Note 3341075.00 2693557.41 COMM_12-CR5 2045-12-10 4.335250 Other Note 2205693.00 2260656.09 COMM_12-FL2 2015-03-17 1.690390 Other Note 257450000.00 2513579.19 COMM_12-MVP 2026-11-17 0.00 Other Note 157200000.00 2219471.81 COMM_13-CCRE9 2045-07-10 0.406030 Other Note 81007000.00 1311720.23 COMM_13-CR10 2046-08-10 0.00 Other Note 193243899.00 1590590.53 COMM_13-GAM 2028-02-10 0.446479 Other Note 210000000.00 3675866.85 COMM_14-BBG 2029-03-15 0.00 Other Note 300000000.00 809700.00 COMM_14-CR14 2047-02-10 4.612379 Other Note 3225000.00 3371404.09 COMM_14-TWC 2032-02-13 2.402000 Other Note 4000000.00 4006075.00 COMM_2014-CR17 2047-05-10 4.958999 Other Note 1368747.00 1174601.19 COMMERCIAL MORTGAGE PASS-THROUGH 2045-06-15 4.846590 Other Note 3850000.00 4118838.97 COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-56 2035-11-25 0.729999 Other Note 25000000.00 1905923.74 Credit Suisse Commercial Mortgage Trust 2039-12-15 5.310999 Other Note 900000.00 975971.62 Credit Suisse First Boston Mortgage Securities Corp 2034-06-15 6.256999 Other Note 5017398.00 515090.41 CSFBMS_06-C1 2039-02-15 5.463409 Other Note 1447377.00 1440016.83 CWA_05-61 2035-12-25 0.530000 Other Note 1390000.00 200881.69 CWALT Alternative Loan Trust 2035-02-25 0.550000 Other Note 49843686.00 6730358.47 CWALT Alternative Loan Trust 2035-09-25 0.489999 Other Note 2000000.00 347892.25 CWALT_05-27 2035-08-25 1.474170 Other Note 4236485.00 1154415.53 CWALT_07-HY5R 2047-03-25 2.561290 Other Note 35012486.00 3398017.99 CWHL_06-3 2036-03-25 0.489999 Other Note 34000000.00 4416291.46 CWHL_07-1 2037-03-25 6.000000 Other Note 3905000.00 676958.85 CWL_05-11 2036-01-25 0.790000 Other Note 564082.00 422359.96 DBALT_05-1 2035-02-25 4.457279 Other Note 390000000.00 9306876.35 DBRR_13-EZ2 2045-02-25 0.853160 Other Note 425000.00 264556.39 DBUBS Mortgage Trust 2046-11-10 3.742000 Other Note 404000.00 384951.70 DBUBS Mortgage Trust 2046-11-10 5.001999 Other Note 2150000.00 2448202.61 DBUBS MORTGAGE TRUST DBUBS_11-LC 2044-08-10 3.641999 Other Note 150000.00 158084.75 DBUBSLCMT_11-LC1A 2046-11-10 4.652000 Other Note 7500000.00 2503245.00 DMARC_13-EZ2 2045-02-25 0.192599 Other Note 281534648.00 1635109.23 DMARC_13-EZ3 2049-12-18 0.00 Other Note 404527000.00 3631867.17 ESA_13-ESH5 2031-12-05 0.00 Other Note 20628240.00 715263.59 ESA_13-ESH5 2031-12-05 2.112899 Other Note 47250000.00 74999.53 ESA_13-ESH7 2031-12-05 1.078700 Other Note 8400000.00 177093.23 ESA_13-ESHM 2019-12-05 7.625000 Other Note 5000000.00 1486101.11 EXTENDED STAY AMER TR 2013-ESH 2031-12-05 1.741000 Other Note 37209888.00 48708.78 EXTENDED STAY AMERICA TRUST ESA_ 2031-12-05 4.036200 Other Note 1351980.00 1441067.46 Fannie Mae REMIC Trust 2042-10-25 0.565599 Government Agency Debt 324299905.00 309742.24 Fannie Mae REMIC Trust 2043-06-25 0.601079 Government Agency Debt 333432500.00 600159.89 Fannie Mae REMIC Trust 2044-02-25 7.000000 Government Agency Debt 8027000.00 911661.53 Fannie Mae REMIC Trust 2044-08-25 6.070120 Government Agency Debt 74800000.00 1877939.49 FFML_06-F8 2036-07-25 0.400000 Other Note 6200000.00 1895438.43 FHLMC MULTIFAMILY STRUCTURED PAS 2021-04-25 1.252902 Government Agency Debt 20600000.00 1446343.82 FHLMC_K-006 2020-02-25 5.357929 Government Agency Debt 13000000.00 3369219.68 FHMS_K011 2043-12-25 2.575156 Government Agency Debt 15637031.00 2255297.71 First Horizon Alternative Mortgage Securities Trust 2035-07-25 2.250000 Other Note 16778567.00 2426561.77 FNMA_02-0 2042-07-25 6.500000 Government Agency Debt 20000000.00 2704887.56 FNMA_04-0 2044-01-25 6.000000 Government Agency Debt 27015000.00 3002496.85 FNW_03-W6 2032-09-25 6.500000 Government Agency Debt 25000000.00 1960401.28 FNW_04-W8 2044-06-25 7.500000 Government Agency Debt 11400000.00 1780992.16 FREDDIE MAC STRUCTURED PASS 2048-07-25 0.200000 Government Agency Debt 154981038.00 958833.24 Freddie Mac Structured Pass Through Certificates 2020-04-25 1.193201 Government Agency Debt 50000000.00 2453244.66 Freddie Mac Structured Pass-Through Certificates 2043-09-25 0.079024 Government Agency Debt 318584521.00 450931.11 FREMF_12-K17 2044-12-25 0.100000 Government Agency Debt 170479586.00 1043998.04 FREMF_12-K19 2045-05-25 0.149999 Government Agency Debt 176276527.00 1647803.60 FREMF_12-K20 2040-05-25 0.200000 Government Agency Debt 201317111.00 2547220.67 FREMF_13-K31 2046-07-25 0.100000 Government Agency Debt 256852278.00 1737577.12 FSPC_T-60 2033-06-25 6.500000 Other Note 20000000.00 4272387.16 GCCFC Commercial Pass-Through Certificates 2037-04-10 5.277000 Other Note 200000.00 211133.13 GECMC_05-C1 2048-06-10 5.372421 Other Note 2611138.00 1453782.30 GPPT_14-GPP 2027-02-15 0.222569 Other Note 184074000.00 747844.65 GreenPoint MTA Trust 2045-06-25 0.419999 Other Note 49120000.00 2162847.65 GREENWICH CAPITAL COMMERCIAL FUN 2039-03-10 5.583999 Other Note 6000000.00 1133563.33 GS MORTGAGE SECURITIES TRUST GSM 2046-11-10 5.314960 Other Note 469245.00 430684.79 GSMS_05-GG4 2039-07-10 4.841000 Other Note 20584301.00 21097991.38 GSMS_13-GC10 2046-02-10 1.752059 Other Note 27668000.00 2844376.00 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 15796762.00 4238582.43 HarborView Mortgage Loan Trust 2036-01-19 2.124169 Other Note 3672485.00 1346337.35 HILT_13-HLF 2030-11-05 0.749500 Other Note 45076755.00 1062931.79 HILT_13-HLF 2030-11-05 2.052999 Other Note 3000000.00 3009007.04 HILT_13-HLF 2030-11-05 2.903000 Other Note 6803899.00 6830486.09 HILT_13-HLT 2030-11-15 0.00 Other Note 392817150.00 800561.35 HMBT_05-1 2035-03-25 0.400000 Other Note 23492601.00 4576650.55 HMBT_05-4 2035-10-25 0.689999 Other Note 3304155.00 1901135.29 HMT_05-3 2035-07-25 0.819999 Other Note 2019111.00 1221594.88 HMT_05-3 2035-07-25 1.379999 Other Note 1797265.00 903003.42 HOME EQUITY ASSET TR 2007-3 2037-08-25 0.330000 Other Note 7440552.00 5143393.23 HVMLT_06-9 2036-11-19 0.430999 Other Note 33754232.00 1425010.37 IHSFR_13-SFR1 2030-12-17 2.399999 Other Note 200000.00 199892.47 IMPAC CMB Trust 2035-03-25 0.790000 Other Note 10000000.00 873939.68 INDX_07-FLX3 2037-06-25 0.419999 Other Note 2131925.00 529469.74 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.336999 Other Note 6619701.00 6693250.84 J P MORGAN MTG TR 2006-A5 2036-08-25 5.316080 Other Note 23730385.00 3623931.06 J P MORGAN MTG TR 2007-A1 2035-07-25 2.665589 Other Note 32499304.00 8517885.10 JP MORGAN CHASE COMMERCIAL MORTG 2028-04-15 3.108109 Other Note 2644972.00 2650994.29 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP JPMCC_07-LD11 2049-06-15 5.803580 Other Note 1000000.00 204995.46 JP Morgan Chase Commercial Mortgage Securities Corp 2045-10-15 2.143110 Other Note 4000000.00 431169.79 JP Morgan Chase Commercial Mortgage Securities Corp 2046-02-15 9.865000 Other Note 5963962.00 3859268.44 JP MORGAN MORTGAGE TRUST JPMMT_07-A1 2035-07-25 2.637270 Other Note 20840000.00 4484966.07 JPA_06-FR2 2036-02-25 0.489999 Other Note 415263.00 322460.18 JPM_09-RR 2051-03-18 0.851099 Other Note 1184508.00 919802.52 JPMCC_05-LDP5 2044-12-15 5.227109 Other Note 2100000.00 365193.33 JPMCC_05-LDP5 2044-12-15 5.358109 Other Note 3000000.00 3174121.76 JPMCCMSC_11-C5 2046-08-15 4.000000 Other Note 3000000.00 2665740.00 LBUBS 2007-C1 B 2040-02-15 5.514000 Other Note 3830513.00 3899579.06 MERRILL LYNCH MTG TR 2007-C1 2050-06-12 5.828970 Other Note 1695312.00 1792050.21 ML-CFC Commercial Mortgage Trust 2048-08-12 5.450000 Other Note 4386923.00 4278838.00 MLCFC_07-8 2049-08-12 5.896350 Other Note 2568511.00 431857.57 MLMT_07-C1 2050-06-12 0.008500 Other Note 1000000000.00 246228.78 MORGAN STANLEY CAP I TR 2049-04-15 5.684980 Other Note 7673917.00 8185750.00 Morgan Stanley Capital I 2049-04-12 5.592408 Other Note 1396772.00 628200.87 MORGAN STANLEY MORTGAGE LOAN TRUST MSM 07-8XS 2037-04-25 5.750000 Other Note 12432000.00 2978355.02 MORGAN STANLEY MORTGAGE LOAN TRUST MSM_06-15XS 2036-11-25 5.987660 Other Note 5223951.00 2356216.90 MORTGAGEIT TRUST MHL_05-AR1 2035-11-25 0.520000 Other Note 9348000.00 384524.61 MSBAMLT_12-C6 2045-11-15 4.500000 Other Note 6139000.00 4950845.66 MSC_05-HQ6 2042-08-13 5.516289 Other Note 948750.00 339702.69 MSC_07-IQ16 2049-12-12 0.223349 Other Note 631947666.00 1554437.61 MSM_06-15X 2036-11-25 6.268910 Other Note 13018668.00 5499781.72 MSM_06-6AR 2036-05-25 0.320000 Other Note 20000000.00 2594889.64 MSM_07-6XS 2047-02-25 0.660000 Other Note 8000000.00 2401012.73 NAA_06-AR4 2036-12-25 0.320000 Other Note 11230000.00 3082214.82 NATIONAL COLLEGIATE STUDENT LOAN TRUST 2006-2 2032-01-26 0.510000 Other Note 15000000.00 1651067.29 RAAC_04-SP3 2034-09-25 0.520000 Other Note 10000000.00 1134713.88 RALI 2035-08-25 4.849999 Other Note 43630486.00 2314851.34 RALI_05-QA8 2035-07-25 3.323049 Other Note 11900000.00 2629084.92 RFMSI 2036-10-25 0.336430 Other Note 780377225.00 2540081.56 RFMSI_06-QO5 2046-05-25 0.419999 Other Note 914000.00 247764.56 SASC_07-BC4 2037-11-25 0.650000 Other Note 11802271.00 2792828.84 SBA Tower Trust 2040-04-15 4.253999 Other Note 1220000.00 1260172.77 SBA Tower Trust 2043-04-15 3.597999 Other Note 696846.00 700100.39 SLM STUDENT LOAN TRUST SLMA_13-1 2043-11-25 1.950000 Other Note 1000000.00 1000972.15 SLMA_08-6 2017-10-25 0.778750 Other Note 212066.00 77952.99 Soundview Home Loan Trust 2037-01-25 0.450000 Other Note 18754.00 12305.61 Structured Adjustable Rate Mortgage Loan Trust 2036-07-25 5.348959 Other Note 25590109.00 6053724.66 UBS BARCLAYS COML MTG TR 2013 C6 2046-04-10 4.075070 Other Note 1661630.00 1653193.34 UBSBB_13-C6 2046-04-10 1.352500 Other Note 30800000.00 2569467.56 UBS-Citigroup Commercial Mortgage Trust 2045-01-10 5.874710 Other Note 875000.00 990183.70 UBSCM 07-FL1 2024-07-15 0.725999 Other Note 11038641.00 3569115.93 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.339000 Other Note 533905.00 581990.40 WACHOVIA BK COML MTG TR COML 2051-02-15 5.943602 Other Note 179909.00 185349.28 WaMu Mortgage Pass-Through Certificates 2046-08-25 1.124169 Other Note 2786988.00 875883.56 WAMU MTG PASS-THROUGH CTFS 2035-05-25 2.385759 Other Note 9869664.00 2020013.95 WAMU_02-AR9 2042-07-25 1.951000 Other Note 200000000.00 2411561.50 WAMU_04-A13 2034-11-25 1.425110 Other Note 3437506.00 15245.35 WFCM_13-LC12 2046-07-15 4.303350 Other Note 3812000.00 3872841.79 WFMBS_07-2 2037-03-25 6.000000 Other Note 934000.00 184533.18 WFRBS_12-C7 2045-06-15 4.500000 Other Note 215885.00 159756.62 First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 347000000.00 347000000.00 0.0071 N 347169127.80 347169127.80 DEUTSCHE BANK SECURITIES INC TRI-PARTY DEUTSCHE BANK SECURITIES 0.370000% BRSNAV3Y3 0001074042 Other Repurchase Agreement N ABS ARM 02/21/40 0.935 2040-02-21 0.857850 Other Note 2251978.00 2201030.24 ABS CWL 09/25/47 0.641 2047-09-25 0.320000 Other Note 4778703.00 2807700.56 ABS NCS 05/25/32 0.503 2032-05-25 0.460000 Other Note 1974682.00 1295960.51 ABS SDA 09/16/19 4.690 2019-09-15 4.690000 Other Note 443.00 472.93 Access Group Private Student Loan 2034-07-25 1.028750 Other Note 834318.00 493557.28 Access Group Private Student Loan 2039-07-01 1.651999 Other Note 11041.00 7713.55 AMERICAN AIRLINES 2013-2 CLASS A 2024-07-15 4.950000 Other Note 266464.00 282123.42 AMERICAN AIRLINES 2013-2 CLASS B 2022-01-15 5.599999 Other Note 377543.00 385369.34 BABS_06-2A 2020-10-16 1.628649 Other Note 4500000.00 4275317.58 BACM_06-4 2046-07-10 5.802999 Other Note 730930.00 428218.19 BANC AMER FDG 2006-D TR 2036-05-20 0.429250 Other Note 2781412.00 985095.62 BEAR STEARNS ARM TR 2035-10-25 2.691920 Other Note 62424.00 53639.66 Bear Stearns ARM Trust 2035-10-25 2.430000 Other Note 816232.00 253544.16 Bear Stearns ARM Trust 2035-10-25 2.691920 Other Note 2200000.00 287637.97 BEAR STEARNS COMMERCIAL MORTGAGE SECURI 2050-06-11 5.887540 Other Note 2103210.00 198299.22 BSCMS_06-PW14 2038-12-11 5.333000 Other Note 1186063.00 1135576.61 BVM_05-1 2035-02-22 0.687749 Other Note 2096093.00 73162.18 CapitalSource Real Estate Loan Trust 2037-01-20 0.487850 Other Note 1232366.00 373087.86 CIFC_06-2 2021-03-01 1.836100 Other Note 97341.00 93459.75 CITIGROUP MTG LN TR INC ASSET 2046-11-25 0.550000 Other Note 14569413.00 4512489.52 CMO 059BN5 0.0540 2047-09-10 0.636809 Other Note 162692845.00 1537048.68 CMO 073CR1 0.5460 2036-01-25 0.450000 Other Note 777.00 217.63 CMO 225AU0 0.8351 2021-09-15 0.701099 Other Note 1092287.00 907746.06 CMO 225RW0 4.8770 2037-04-15 4.876999 Other Note 3322865.00 3380516.99 CMO 466AP6 6.0660 2045-04-15 5.863380 Other Note 4805643.00 4096861.08 COMM 13-THL 2030-06-08 0.00 Other Note 523502.00 476.39 COMM 2012-LTRT MTG TR 2030-10-05 4.188530 Other Note 3565608.00 3345687.21 COMM 2012-LTRT MTG TR 2030-10-05 4.188530 Other Note 144301.00 130895.24 COMM_13-CCRE8 2046-06-10 0.00 Other Note 21647929.00 509756.17 COMM_13-FL3 2028-10-13 3.750000 Other Note 4872462.00 4883648.36 COMM_2013-FL3 2028-11-13 3.401100 Other Note 2758175.00 2807871.72 CORP 272AA3 2021-05-10 7.250000 Other Note 83683.00 80813.22 CORP 327AA2 2018-01-31 7.000000 Other Note 887252.00 766018.06 Countrywide Home Equity Loan Trust 2034-12-25 0.330000 Other Note 1110342.00 232182.48 Countrywide Home Equity Loan Trust 2036-12-25 0.299999 Other Note 9250009.00 3667027.88 CRDIT SUISSE FIRST BOSTON 2005 1 2035-07-25 5.712500 Other Note 3771542.00 639172.28 Credit Suisse Commercial Mortgage Trust 2021-10-15 0.401100 Other Note 623861.00 616029.41 CREDIT SUISSE FIRST BOSTON MTG 2021-10-15 0.891100 Other Note 4001380.00 3994832.74 CREDIT SUISSE FIRST BOSTON MTG 2036-03-25 2.813889 Other Note 2322012.00 623053.83 CSFB_03-A28 2033-12-25 2.516810 Other Note 7614768.00 688865.50 CWABS INC 2036-01-25 0.419999 Other Note 4707702.00 1069436.24 CWALT Alternative Loan Trust 2046-10-25 0.429999 Other Note 499717.00 355222.85 CWALT INC 2036-01-25 4.924999 Other Note 56148410.00 2006116.99 CWALT_05-27 2035-08-25 1.474170 Other Note 7039647.00 1918259.56 DBCCR_14-ARCP 2034-01-10 4.934499 Other Note 3490018.00 3336215.59 DELTA AIR LINES 2007-1 CLASS B PASS THROUGH TRUST 2024-02-10 8.021000 Other Note 414910.00 275487.89 DEN10_13-1A 2025-04-28 5.076500 Other Note 155593.00 146082.50 DRYD_06-11A 2020-04-12 6.961999 Other Note 4009680.00 3983266.90 EDUFP_06-1 2033-04-25 0.578749 Other Note 2646183.00 1341977.90 EXAR_14-1 2019-07-15 3.569999 Other Note 1312320.00 1345728.39 EXTENDED STAY AMER TR 2013-ESH 2031-12-05 0.00 Other Note 3844527.00 8069.66 First Horizon Alternative Mortgage Securities Trust 2035-07-25 2.250000 Other Note 28165614.00 4073387.33 FLAGS_06-1A 2019-09-20 1.784850 Other Note 264989.00 249924.52 FOURC_06-3A-D 2020-07-22 1.727850 Other Note 650322.00 622952.44 GCCFC Commercial Pass-Through Certificates 2035-01-11 1.537360 Other Note 135000000.00 13566.55 GEBL 03-2 2029-01-15 1.801099 Other Note 4460711.00 528534.97 GECMC_05-C3 2045-07-10 5.158489 Other Note 1137502.00 1160138.10 GKKRE_06-1A 2041-08-25 0.598750 Other Note 6245331.00 5398019.79 GMAC Commercial Mortgage Securities 2034-04-15 7.514940 Other Note 891737.00 559149.96 GMAC Commercial Mortgage Securities 2043-05-10 4.935999 Other Note 771891.00 146785.28 GMACC_03-C2 2040-05-10 5.573030 Other Note 149957.00 76336.72 GS MORTGAGE SECURITIES TRUST GSM 2046-11-10 5.314960 Other Note 162706.00 149335.63 GSR Mortgage Loan Trust 2035-12-25 5.500000 Other Note 4181337.00 1506419.73 GSR Mortgage Loan Trust 2036-05-25 5.500000 Other Note 11859585.00 3182160.28 HarborView Mortgage Loan Trust 2036-01-19 2.124169 Other Note 7310966.00 2680208.79 HILT_13-HLF 2030-11-05 0.749500 Other Note 112177893.00 2645209.24 HMBT_05-1 2035-03-25 0.400000 Other Note 17202399.00 3351241.06 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.336999 Other Note 3546094.00 3585493.77 J P MORGAN CHASE COML MTG SECS 2047-05-15 5.386000 Other Note 6842006.00 6190935.53 J P MORGAN CHASE COML MTG SECS 2049-06-15 5.803580 Other Note 6662977.00 7093859.51 J P MORGAN MTG ACQUISITION TR 2036-08-25 5.777000 Other Note 4782904.00 3150801.46 J P MORGAN MTG TR 2007-A1 2035-07-25 2.665589 Other Note 31273493.00 8196606.92 JPA_07-CH1 2036-11-25 0.289999 Other Note 12880455.00 2217163.15 JPM_09-RR 2051-03-18 0.851099 Other Note 63692.00 49458.56 Key Commercial Mortgage Pass-Through Certificates 2040-12-15 5.579349 Other Note 96342.00 38119.21 LBUBS 2007-C1 B 2040-02-15 5.514000 Other Note 99799.00 101598.43 LBUBS_06-C3 2039-03-15 5.719999 Other Note 26305.00 27005.22 Lehman Mortgage Trust 2021-08-25 6.000000 Other Note 2938369.00 530998.34 LMT_05-1 2035-11-25 5.500000 Other Note 40055.00 28263.44 LNR_06-1A 2043-05-28 0.500499 Other Note 183951.00 36595.83 MARM_05-5 2045-04-25 0.645249 Other Note 25049695.00 2249417.26 MASTR Adjustable Rate Mortgages 2047-05-25 0.349999 Other Note 8902142.00 3306227.09 MDPK_07-4A 2021-03-22 3.833600 Other Note 1638000.00 1347908.99 MLCFC_07-8 2049-08-12 5.896350 Other Note 2492481.00 419074.24 MLMI_97-C1 2029-06-18 2.208229 Other Note 1068.00 0.00 MLMT_05-MCP1 2043-06-12 4.953000 Other Note 22.00 22.64 MORGAN STANLEY CAP I TR 2049-04-15 5.684980 Other Note 2267542.00 2418781.95 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.649000 Other Note 4149197.00 3227390.72 MOTEL 6 TR 2012-MTL6 2025-10-05 0.00 Other Note 30587316.00 34318.97 MSC 07-HQ12 2049-04-12 5.592410 Other Note 1260378.00 564624.93 MSC_06-T21 2052-10-12 5.330750 Other Note 1548729.00 1630265.22 MSC_08-T29 2043-01-11 6.277120 Other Note 137035.00 144716.37 MSCI_07-HQ11 2044-02-12 5.538000 Other Note 33399.00 33939.43 National Collegiate Trust 2033-01-25 0.440000 Other Note 382239.00 239384.22 OPTEUM MORTGAGE ACCEPTANCE CORPORATION OPMAC_06-1 2036-04-25 0.340000 Other Note 30879339.00 5759289.00 RFMSI_07-QS4 2037-03-25 0.479999 Other Note 7568569.00 1173022.69 SASC_06-NC1 2036-05-25 0.299999 Other Note 1513290.00 888281.92 SBAC_13-2 2048-04-15 3.722000 Other Note 1300937.00 1301384.31 SLM PRIVATE CR STUDENT LN TR 2032-06-15 3.129999 Other Note 1168410.00 849293.86 SLM PRIVATE CR STUDENT LN TR 2032-09-15 1.033350 Other Note 251154.00 152949.98 SLM PRIVATE CREDIT STUDENT LOAN 2039-12-15 0.623349 Other Note 71746.00 48801.01 Soundview Home Loan Trust 2037-01-25 0.450000 Other Note 116085.00 76170.28 STRIPS 2012-1 / STRIPS 2012-1 CORP 2044-12-25 0.500000 Other Note 5150361.00 4012689.74 Structured Adjustable Rate Mortgage Loan Trust 2036-07-25 5.348959 Other Note 13465155.00 3185384.67 THORBURG MTG SEC TRUST 2007 2037-09-25 6.084950 Other Note 360000.00 89320.48 TIASF-1A 2030-11-25 1.187149 Other Note 579731.00 57414.02 TRAINER WORTHAM FIRST REP CBO 2040-01-04 0.570100 Other Note 14099.00 3110.49 U A L INC UNITED AIRLINES UAL INC & UNITED AIR L 2018-05-01 10.400000 Other Note 529170.00 279686.69 UBS BARCLAYS COML MTG TR 2013 C6 2046-04-10 4.075070 Other Note 2833348.00 2818962.13 UBSCM 07-FL1 2024-07-15 0.725999 Other Note 1993102.00 644428.25 UNITED AIRLS PASS THRU TRS 2018-07-15 9.750000 Other Note 1706808.00 1214550.77 US AIRWAYS 2013-1A PASS THROUGH 2021-11-15 5.375000 Other Note 867941.00 891583.36 US AIRWAYS GROUP INC 2014-10-22 10.875000 Other Note 293511.00 160103.88 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.339000 Other Note 3608311.00 3933288.42 WACHOVIA BK COML MTG TR COML 2051-02-15 5.943602 Other Note 496611.00 511628.05 WAMU 05-A12 2035-10-25 2.351840 Other Note 4243111.00 1312480.42 WaMu Mortgage Pass-Through Certificates 2046-05-25 2.201000 Other Note 15793986.00 3184124.44 WBCMT_03-C6 2035-08-15 0.830679 Other Note 455577670.00 68940.08 WBCMT_07-C30 2043-12-15 0.351100 Other Note 5160568.00 4939860.29 WTHRS_6 2025-02-03 5.515600 Other Note 1092927.00 1034417.17 First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 153000000.00 153000000.00 0.0031 N 153081457.20 153081457.20 DNB BANK ASA DNB BANK ASA 0.060000% BRSNH7JA4 0001498632 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 1000000000.00 1000000000.00 0.0204 N 1000000000.00 1000000000.00 DNB BANK ASA/NEW YORK DNB BANK ASA/NEW YORK 0.080000% 23290QDF7 Certificate of Deposit N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 1150000000.00 1150000000.00 0.0235 N 1149998735.00 1149998735.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.180000% 29604DFD7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 64000000.00 63996480.00 0.0013 N 63996755.20 63996755.20 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.170000% 29604DFG0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 50000000.00 49996694.00 0.0010 N 49996940.00 49996940.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.170000% 29604DFK1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-19 2014-06-19 N N N 100000000.00 99991972.00 0.0020 N 99992800.00 99992800.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.170000% 29604DFP0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 50000000.00 49995042.00 0.0010 N 49995565.00 49995565.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.190000% 29604DFT2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 150000000.00 149980208.00 0.0031 N 149983905.00 149983905.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.190000% 29604DFW5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-30 2014-06-30 N N N 200000000.00 199970444.00 0.0041 N 199975840.00 199975840.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.170000% 29604DGG9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-16 2014-07-16 N N N 220000000.00 219954289.00 0.0045 N 219956440.00 219956440.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.180000% 29604DGN4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-22 2014-07-22 N N N 100000000.00 99975000.00 0.0020 N 99977080.00 99977080.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.180000% 29604DGQ7 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-24 2014-07-24 N N N 100000000.00 99974000.00 0.0020 N 99976120.00 99976120.00 ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.180000% 29604DH78 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 50000000.00 49983500.00 0.0010 N 49984380.00 49984380.00 FEDERAL HOME LOAN BANKS FHLB 0.090000% 3130A0CG3 Government Agency Debt N First Tier Security N/A N/A 2014-06-20 2014-11-20 N N N 90000000.00 89997850.00 0.0018 N 89996400.00 89996400.00 FEDERAL HOME LOAN BANKS FHLB 0.100000% 3130A0CL2 Government Agency Debt N First Tier Security N/A N/A 2014-06-26 2014-11-26 N N N 75000000.00 74998145.00 0.0015 N 74996850.00 74996850.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.140000% 3135G0EY5 Government Agency Debt N First Tier Security N/A N/A 2014-06-02 2014-10-27 N N N 25000000.00 25024950.00 0.0005 N 25028150.00 25028150.00 FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.150000% 3135G0VK6 Government Agency Debt N First Tier Security N/A N/A 2014-06-27 2015-02-27 N N N 500000.00 499907.00 0.0000 N 500058.00 500058.00 FEDERAL RESERVE BANK OF NEW YORK TRI-PARTY FEDERAL RESERVE BANK OF 0.050000% BRSNHPAX3 0001457970 Treasury Repurchase Agreement Y UNITED STATES TREAS BDS 2040-11-15 4.250000 Treasury Debt 1685085600.00 2000008445.42 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 2000000000.00 2000000000.00 0.0408 N 2000000000.00 2000000000.00 FORTIS FUNDING LLC FORTIS FUNDING LLC 0.070000% 3495P3F26 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 300000000.00 300000000.00 0.0061 N 299998249.80 299998249.80 GOVCO LLC GOVCO LLC 0.250000% 38362WFG1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 75000000.00 74992708.00 0.0015 N 74995042.50 74995042.50 HARRIS CNTY TEX HEALTH FACS DEV CORP HARRIS CNTY TEX HEALTH FACS DEV CO 0.060000% 414152SX7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y JPMORGAN CHASE BANK NA N/A N/A Y TEXAS CHILDRENS HEALTH PLAN (TEX N/A N/A N 40980000.00 40980000.00 0.0008 N 40980000.00 40980000.00 HSBC BANK PLC HSBC BANK PLC 0.250000% 40433FCQ0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-10 2014-09-10 N N N 100000000.00 100000000.00 0.0020 N 100000000.00 100000000.00 HSBC BANK PLC HSBC BANK PLC 144A 0.240000% 40433FCX5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-10-22 N N N 144000000.00 144000000.00 0.0029 N 144000000.00 144000000.00 HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) 0.200000% BRSMDYFN7 0000853784 Other Repurchase Agreement N APACHE CORP 2021-02-01 3.625000 Other Note 1152336.00 1249999.84 ARCELORMITTAL 2039-10-15 7.500000 Other Note 1144048.00 1249999.51 ARCELORMITTAL SA LUXEMBOURG 2015-02-15 9.500000 Other Note 100000.00 108250.00 ARCELORMITTAL SA LUXEMBOURG 2015-02-25 4.250000 Other Note 1217038.00 1249999.52 ARCELORMITTAL SA LUXEMBOURG 2019-06-01 10.350000 Other Note 951310.00 1249998.90 ARCELORMITTAL SA LUXEMBOURG 2020-08-05 5.750000 Other Note 7000.00 7589.90 BPCE SA 2024-07-21 5.150000 Other Note 1178851.00 1249999.51 CENTRICA PLC 2023-10-16 4.000000 Other Note 577000.00 583992.63 CENTRICA PLC 2043-10-16 5.375000 Other Note 1000000.00 1069909.45 CITIGROUP INC 2049-12-29 6.299999 Other Note 1241927.00 1249999.53 COMCAST CORP 2016-06-15 4.950000 Other Note 227000.00 251361.06 COMCAST CORP 2017-01-15 6.500000 Other Note 30000.00 35059.65 COMCAST CORP 2043-01-15 4.500000 Other Note 74000.00 76785.36 CORP 003CX3 2042-04-15 4.650000 Other Note 1175243.00 1249999.18 CORP 009BA8 2020-03-01 5.150000 Other Note 54000.00 62883.10 CORP 706AJ9 B 2043-01-15 4.450000 Other Note 45000.00 45722.19 DAIMLER FINANCE NORTH AMERICA LLC 2015-07-31 1.300000 Other Note 900000.00 912606.49 E ON INTL FIN B V 2038-04-30 6.650000 Other Note 955650.00 1249999.28 E.ON INTERNATIONAL FINANNCE B.V 2018-04-30 5.799999 Other Note 400000.00 462272.88 GENERAL MOTORS CO 2018-10-02 3.500000 Other Note 1215214.00 1249999.51 HEWLETT PACKARD COMPANY 2041-09-15 6.000000 Other Note 1087369.00 1249999.51 L BRANDS INC 2021-04-01 6.625000 Other Note 189000.00 214649.53 LENNAR CORP 2019-06-15 4.500000 Other Note 1215362.00 1249999.77 LOCKHEED MARTIN CORPORATION 2042-12-15 4.070000 Other Note 1280025.00 1249999.54 NOVA CHEMICALS CORP 2023-08-01 5.250000 Other Note 1141552.00 1249999.47 ROCKWOOD SPECIALTIES GROUP INC 2020-10-15 4.625000 Other Note 1209657.00 1249999.92 ROYAL BANK OF SCOTLAND GROUP PLC 2024-05-28 5.125000 Other Note 1250269.00 1249999.83 TELECOM ITALIA SPA 2024-05-30 5.302999 Other Note 1248439.00 1249999.58 TRANSCANADA PIPELINES LIMITED 2023-10-16 3.750000 Other Note 1200813.00 1249999.25 VERIZON COMMUNICATIONS INC 2033-09-15 6.400000 Other Note 1006206.00 1249999.67 VODAFONE GROUP PLC 2017-09-26 1.250000 Other Note 330000.00 329377.03 VODAFONE GROUP PLC 2023-02-19 2.950000 Other Note 28000.00 27089.90 VODAFONE GROUP PLC NEW 2017-02-27 5.625000 Other Note 600000.00 680622.77 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 25000000.00 25000000.00 0.0005 N 25000000.00 25000000.00 ILLINOIS (STATE OF) ILLINOIS ST 0.060000% 452152TR2 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 48000000.00 48000000.00 0.0010 N 48000000.00 48000000.00 ILLINOIS (STATE OF) ILLINOIS ST 0.060000% 452152TV3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 23000000.00 23000000.00 0.0005 N 23000000.00 23000000.00 ILLINOIS (STATE OF) ILLINOIS ST 0.060000% 452152TX9 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y STATE STREET BANK AND TRUST COMP N/A N/A Y STATE STREET BANK AND TRUST COMP N/A N/A N 17000000.00 17000000.00 0.0003 N 17000000.00 17000000.00 ILLINOIS (STATE OF) ILLINOIS ST 0.060000% 452152TZ4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y ROYAL BANK OF CANADA N/A N/A Y ROYAL BANK OF CANADA N/A N/A N 17000000.00 17000000.00 0.0003 N 17000000.00 17000000.00 ILLINOIS (STATE OF) ILLINOIS ST 0.060000% 452152UB5 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y NORTHERN TRUST COMPANY (THE) N/A N/A Y NORTHERN TRUST COMPANY (THE) N/A N/A N 18000000.00 18000000.00 0.0004 N 18000000.00 18000000.00 ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 0.100000% BRSNG1117 0001017225 Other Instrument TD N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 967000000.00 967000000.00 0.0197 N 967000000.00 967000000.00 JACKSONVILLE FLA JACKSONVILLE FLA TRANS REV 0.060000% 469495BS3 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JACKSONVILLE FLA TRANS REV N/A N/A N 84725000.00 84725000.00 0.0017 N 84725000.00 84725000.00 JEA FLA WTR & SWR SYS JEA FLA WTR & SWR SYS 0.070000% 46613PVX1 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y JPMORGAN CHASE BANK NA N/A N/A N N 12900000.00 12900000.00 0.0003 N 12900000.00 12900000.00 JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 0.230000% 46640QKL4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-20 2014-10-20 N N N 255000000.00 254771917.00 0.0052 N 254800131.00 254800131.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.590000% BRSMQPUG0 0000782124 Other Repurchase Agreement N ABS ABF 12/25/33 7.423 2033-12-15 7.923000 Other Note 1000000.00 7005.67 ABS ARC 01/25/32 5.1525 2032-01-25 0.540000 Other Note 210000.00 4366.44 ABS ARC 07/25/32 3.522 2032-07-25 3.149999 Other Note 6000000.00 152222.42 ABS ATL 07/02/20 7.20 2020-07-02 7.200000 Other Note 100000.00 25401.68 ABS CML 10/25/37 5.750 2037-10-25 5.750000 Other Note 1919000.00 768714.49 ABS CWL 05/25/36 5.564 2036-05-25 5.094970 Other Note 8620068.00 4999999.47 ABS ELA 05/25/37 1.136 2037-05-25 1.100000 Other Note 17000.00 15314.89 ABS GEC 10/25/29 9.159 2029-10-25 9.185999 Other Note 10420000.00 316559.89 ABS GEC 12/25/28 7.135 2028-12-25 7.134999 Other Note 675000.00 4340.93 ABS GMA 10/25/36 5.805 2036-10-25 5.804999 Other Note 200.00 70.80 ABS GMA 12/25/37 6.054 2037-12-25 6.054000 Other Note 1364704.00 496066.49 ABS JPM 11/25/36 5.840 2036-11-25 5.369860 Other Note 385000.00 79961.31 ABS NEX 09/01/42 0.020 2042-09-01 1.520000 Other Note 14804834.00 1899113.57 ABS NEX 09/01/42 0.070 2042-09-01 1.520000 Other Note 35079077.00 4999999.94 ABS NHE 02/25/37 4.949 2037-02-25 0.310000 Other Note 24195000.00 4204469.96 ABS NHE 05/25/33 9.081 2033-05-25 6.150000 Other Note 3300000.00 15756.15 ABS PPS 02/25/35 1.3120 2035-03-25 1.725000 Other Note 23000.00 19205.48 ABS RAA 11/25/46 0.635 2037-06-25 0.500000 Other Note 5000.00 1658.17 ABS RAM 01/25/34 6.056 2034-01-25 5.932900 Other Note 2250000.00 36797.53 ABS RAM 03/25/34 5.631 2034-03-25 5.631000 Other Note 3680000.00 3169.23 ABS RAS 02/25/37 2.879 2037-02-25 0.429999 Other Note 100000.00 528.95 ABS RES 06/25/31 6.1925 2031-06-25 1.470000 Other Note 6312500.00 9763.86 ABS SAB 03/25/36 5.785 2036-03-25 0.429999 Other Note 8000000.00 517802.00 ABS SAB 05/25/37 0.383 2037-05-25 0.330000 Other Note 7956999.00 4999999.59 ABS SAC 09/25/36 0.529 2036-09-25 0.289999 Other Note 31650412.00 4999999.87 ABS SAC 11/25/35 0.964 2035-11-25 0.870000 Other Note 7458522.00 4999999.94 ABS VER 04/22/46 0.010 2046-04-22 2.727850 Other Note 5000000.00 231350.92 ABS VER 04/22/46 0.130 2046-04-22 1.277849 Other Note 4000000.00 395603.84 ABS VER 04/22/46 1.05 2046-04-22 2.177849 Other Note 12000000.00 554413.86 ABSHE_01-HE1 2031-04-15 3.901100 Other Note 6326000.00 1406.82 AMHEL 98-1 2029-05-25 2.325000 Other Note 3376000.00 226071.67 AMSI_05-R8 2035-10-25 1.350000 Other Note 800000.00 1081.14 BALLANTYNE RE PLC 2036-05-02 2.150500 Other Note 6000000.00 308855.30 BALLANTYNE RE PLC 2036-05-02 7.512439 Other Note 3000000.00 426314.86 Bear Stearns Asset Backed Securities Trust 2037-02-25 0.550000 Other Note 405000.00 111379.01 BSCMS 05-PW10 2040-12-11 5.506289 Other Note 3000000.00 79398.29 BSCMS-07-PW16 2040-06-11 5.706950 Other Note 1935000.00 1739750.78 CAH_14-1A 2031-05-17 3.049999 Other Note 4979601.00 4999999.98 CARR_06-FRE2 2036-10-25 0.310000 Other Note 9060300.00 4999999.65 CIFC_14-1A 2025-04-18 2.157500 Other Note 5008646.00 4999999.13 CMHE_97-5 2029-01-15 7.620000 Other Note 15262677.00 4999999.80 CMHE_99-3 2029-12-25 7.500000 Other Note 6745000.00 2646753.86 CONHE_99-1 2030-04-25 7.000000 Other Note 1320000.00 417153.14 COUNTRYWIDE ASSET_BACKED CERTIFI 2036-05-25 5.094970 Other Note 6399269.00 4999999.52 COUNTRYWIDE ASSET-BACKED CERTIFI 2046-09-25 5.114289 Other Note 7166024.00 4999999.51 COUNTRYWIDE ASSET-BACKED CERTIFI 2046-09-25 5.114289 Other Note 7815121.00 4999999.45 CSAB_06-1 2036-06-25 6.554000 Other Note 18000000.00 4192967.27 CWABS ASSET-BACKED CTFS 2035-12-25 5.114289 Other Note 2757467.00 2038217.04 CWHEL_04-C 2034-01-15 0.371099 Other Note 18200.00 702.67 CWHR_06-RS 2034-02-15 0.431099 Other Note 22033045.00 3373926.31 CWHR_06-RS 2034-02-15 0.431099 Other Note 10618890.00 1626073.58 CWL_05-13 2036-04-25 5.066390 Other Note 10000.00 5414.41 FREMONT HOME LN TR 2006-B 2036-08-25 0.530000 Other Note 62500000.00 3190794.49 FSPC_T-21 2029-10-25 0.512299 Other Note 7160000.00 111545.74 GPMF 07-HE1 2032-12-13 0.451600 Other Note 3000000.00 245061.46 GSAA HOME EQUITY TRUST GSAA_06-1 2036-06-25 6.123310 Other Note 50000.00 21507.26 GSAA HOME EQUITY TRUST GSAA_06-1 2036-08-25 0.400000 Other Note 44000.00 18618.89 GSMS_07-GG10 2045-08-10 5.803200 Other Note 6000000.00 324148.71 INABS_06-E 2037-04-25 0.270000 Other Note 70000.00 9237.81 JP MORGAN MORTGAGE ACQUISITION 2036-10-25 0.289999 Other Note 5554758.00 4999999.54 JPMAC 06-CH2 2036-10-25 0.419999 Other Note 125000.00 1328.75 LEHMAN XS TR 2036-01-25 0.670000 Other Note 35875000.00 2140967.34 LXS_05-7N 2035-12-25 0.429999 Other Note 2370000.00 258680.73 LXS_07-2N 2037-02-25 0.320000 Other Note 4796000.00 1794040.52 LXS_07-3 2037-03-25 0.460000 Other Note 23421846.00 4999999.95 LXS_07-3 2037-03-25 0.822999 Other Note 29892603.00 4999999.99 NART_13-C 2014-12-15 0.230000 Other Note 215000.00 54311.58 NATIONAL COLLEGIATE STUDENT LN 2031-09-25 0.650000 Other Note 7000000.00 70631.94 NATIONAL COLLEGIATE STUDENT LN 2032-05-25 1.250000 Other Note 15000000.00 580434.17 NATIONAL COLLEGIATE STUDENT LN 2033-12-26 0.949999 Other Note 72000.00 8647.60 NATIONAL COLLEGIATE STUDENT LN 2035-03-26 0.849999 Other Note 72000.00 2127.24 NOMURA ASSET ACCEPTANCE CORPORATION NAA_07-1 2047-03-25 0.280000 Other Note 30925000.00 3473758.62 RASC_04-KS8 2034-09-25 1.770000 Other Note 7700000.00 103118.04 RESIDENTIAL FUNDING MORTGAGE SECURITIES RFMS2_06-HSA2 2036-02-25 0.320000 Other Note 46519616.00 2754089.34 RESIDENTIAL FUNDING MORTGAGE SECURITIES RFMS2_06-HSA2 2036-02-25 0.320000 Other Note 2187883.00 129528.70 RFMS2_06-HSA2 2036-03-25 5.549999 Other Note 565000.00 250399.16 RFMSII 2022-02-25 5.230000 Other Note 4050000.00 1672526.23 SLM PRIVATE CREDIT STUDENT LOAN 2032-09-15 1.833350 Other Note 1975000.00 829421.81 VL_21-13N7 2053-11-25 5.250000 Other Note 4988078.00 4999999.05 First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 100000000.00 100000000.00 0.0020 Y 100000000.00 100000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.590000% BRSMQPVF1 0000782124 Other Repurchase Agreement N ABS AMS 03/25/33 2033-03-25 5.700000 Other Note 13003000.00 13052.78 ABS BAY 08/28/47 6.770 2047-08-28 6.769999 Other Note 56000.00 36481.91 ABS BLX 10/20/40 0.603 2040-10-20 0.549250 Other Note 47126736.00 9999999.88 ABS BSS 12/25/36 0.500 2036-12-25 0.650000 Other Note 25000000.00 3465843.57 ABS CWA 08/25/36 5.859 2046-10-25 5.364899 Other Note 5095000.00 3626279.86 ABS CWL 05/25/36 5.363 2036-05-25 5.094970 Other Note 4150000.00 1013741.45 ABS CWL 05/25/36 5.564 2036-05-25 5.094970 Other Note 1870000.00 1084678.10 ABS FFM 09/25/35 0.824 2035-09-25 0.729999 Other Note 10900000.00 8750164.62 ABS GMA 06/25/34 0.454 2034-06-25 0.359999 Other Note 36404460.00 9999999.78 ABS GMA 10/25/36 5.750 2036-10-25 5.750000 Other Note 26915000.00 6188215.38 ABS GMA 10/25/36 5.805 2036-10-25 5.804999 Other Note 26014000.00 9208505.62 ABS GMA 10/25/36 6.088 2036-10-25 6.088000 Other Note 4685000.00 1684471.22 ABS GSA 11/25/36 5.772 2036-11-25 5.772339 Other Note 11055000.00 5219261.09 ABS HAS 11/25/35 0.630 2035-11-25 0.569999 Other Note 16000.00 12150.57 ABS JPM 03/01/37 5.580 2037-03-25 0.409999 Other Note 1400000.00 1050303.66 ABS JPM 05/25/37 2.759 2036-01-25 0.310000 Other Note 170000.00 147299.40 ABS NEX 09/01/42 0.020 2042-09-01 1.520000 Other Note 25195166.00 3231949.89 ABS NEX 09/01/42 0.070 2042-09-01 1.520000 Other Note 12484000.00 1779408.26 ABS NHE 02/25/37 4.949 2037-02-25 0.310000 Other Note 4273000.00 742537.72 ABS SAB 05/25/37 0.383 2037-05-25 0.330000 Other Note 15913999.00 9999999.81 ABS SAC 09/25/36 0.529 2036-09-25 0.289999 Other Note 35956.00 5680.18 ABS SAC 11/25/35 0.964 2035-11-25 0.870000 Other Note 21449.00 14378.85 ABS SUR 06/25/37 5.470 2037-06-25 0.299999 Other Note 1000000.00 220575.88 ABS VER 04/22/46 1.03 2046-04-22 1.077850 Other Note 10000000.00 948679.89 APIDO_14 2025-04-15 0.00 Other Note 6000000.00 3512095.57 ARC_02-BC9 2032-12-25 1.800000 Other Note 18260000.00 6638017.71 Bear Stearns Asset Backed Securities Trust 2037-02-25 0.550000 Other Note 18315000.00 5036806.32 BSCMS_07-PW16 2040-06-11 5.706950 Other Note 4139000.00 3116716.67 CARR_06-FRE2 2036-10-25 0.310000 Other Note 81997.00 45250.71 CITIGROUP MTG LN TR INC ASSET 2046-11-25 0.550000 Other Note 67000.00 20283.27 CMHE_97-5 2029-01-15 7.620000 Other Note 11719407.00 3839236.90 CMHE_98-1 2029-04-15 7.860000 Other Note 13163000.00 4621342.15 CMHE_99-2 2029-04-25 7.972710 Other Note 2015000.00 955565.09 CMHE_99-3 2029-12-25 7.500000 Other Note 25484047.00 9999999.95 CML CHURCH MORTGAGE TRUST CML_05-WF2 2035-08-25 4.964000 Other Note 5000000.00 151094.11 CONHE_99-1 2030-04-25 7.000000 Other Note 21880000.00 6914629.37 COUNTRYWIDE ASSET_BACKED CERTIFI 2036-05-25 5.094970 Other Note 12798539.00 9999999.82 COUNTRYWIDE ASSET-BACKED CERTIFI 2046-09-25 5.114289 Other Note 14332049.00 9999999.71 COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_06-19 2037-03-25 0.310000 Other Note 3500.00 1910.65 CWABS ASSET-BACKED CTFS 2035-12-25 5.114289 Other Note 13528819.00 9999999.77 CWABS ASSET-BACKED CTFS TR 2037-03-25 0.310000 Other Note 15000000.00 7932459.71 CWABS ASSET-BACKED CTFS TR SER 2037-01-25 5.009070 Other Note 2572500.00 1938303.73 CWHEL_06-RES 2033-12-15 0.451100 Other Note 9710000.00 1693072.85 CWHR_06-RS 2034-02-15 0.431099 Other Note 14381110.00 2202183.37 CWL_03-4 2033-02-25 3.450000 Other Note 2770000.00 57966.90 FFMER_07-H1 2037-10-25 1.649999 Other Note 13000.00 4175.41 First Franklin Mortgage Loan Trust ABS Certificates 2036-04-25 0.310000 Other Note 22000.00 9887.16 GMAC MORTGAGE CORP LOAN TRUST GMACM_06-HE1 2036-11-25 0.359999 Other Note 38776184.00 9999999.95 GSAA HOME EQUITY TRUST GSAA_06-1 2036-06-25 6.123310 Other Note 16825000.00 7237192.06 GSAA_06-2 2035-12-25 0.460000 Other Note 6343.00 4575.69 GTMH 97-2 2027-03-15 7.540000 Other Note 11425667.00 9999999.52 JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-CH1 2036-07-25 1.950000 Other Note 1248000.00 5467.45 LEHMAN XS TR 2036-01-25 0.670000 Other Note 32404424.00 1933848.46 LXS_05-8 2035-12-25 0.390000 Other Note 15000000.00 25040.06 LXS_06-19 2036-12-25 0.320000 Other Note 1591147.00 272156.94 LXS_07-2N 2037-02-25 0.320000 Other Note 26732952.00 9999999.83 LXS_07-6 2037-05-25 5.277980 Other Note 15800000.00 6112498.39 MORGAN STANLEY CAPITAL I MSC_07-HQ13 2044-12-15 5.931000 Other Note 5100000.00 5021252.11 MORGAN STANLEY MORTGAGE LOAN TRUST MSM_07-3XS 2047-01-25 5.703680 Other Note 5000000.00 2712093.29 NOMURA ASSET ACCEPTANCE CORPORATION NAA_07-1 2047-03-25 0.280000 Other Note 4075000.00 457738.61 RENAISSANCE HOME EQUITY LOAN TRUST RAMC_05-3 2035-11-25 5.139999 Other Note 7615000.00 6846940.21 RESIDENTIAL ASSET SECS CORP 2035-06-25 0.330000 Other Note 1800000.00 337780.45 RESIDENTIAL ASSET SECS CORP 2035-06-25 0.330000 Other Note 840000.00 157630.88 RESIDENTIAL FUNDING MORTGAGE SECURITIES RFMS2_06-HSA2 2036-02-25 0.320000 Other Note 7825000.00 463261.54 RFMS2_06-HSA2 2036-03-25 5.549999 Other Note 710000.00 314660.89 RFMSII 2022-02-25 5.230000 Other Note 9830000.00 4059489.60 RNHE_06-3 2036-11-25 0.390000 Other Note 15000.00 7399.97 SABR_06-FR2 2036-03-25 0.299999 Other Note 17000.00 1278.29 SABR_07-BR5 2037-05-25 0.280000 Other Note 1394000.00 190911.90 SAIL 05-HE1 2035-07-25 0.870000 Other Note 12742350.00 9999999.48 SASC_07-EQ1 2037-03-25 0.239999 Other Note 13665000.00 98810.95 SLM PRIVATE CREDIT STUDENT LOAN 2032-09-15 1.833350 Other Note 9750000.00 4094613.99 SLM PRIVATE CREDIT STUDENT LOAN 2032-09-15 1.833350 Other Note 3000000.00 1259881.23 SPRINGLEAF FUNDING TRUST SLFT_13 2017-09-15 3.919999 Other Note 1250000.00 1252846.12 First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 200000000.00 200000000.00 0.0041 Y 200000000.00 200000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.550000% BRSMZTEZ8 0000782124 Other Repurchase Agreement N Banc of America Commercial Mortgage 2049-06-10 5.590740 Other Note 7650000.00 7974191.31 BCP_11-RR4 2036-02-26 5.250000 Other Note 3900000.00 2245864.78 BEAR STEARNS COMMERCIAL MORTGAGE 2042-09-11 5.959010 Other Note 10000000.00 8618713.62 CAS_13-C01 2023-10-25 5.402300 Other Note 8325500.00 9999999.15 CAS_14-C02 2024-05-25 2.750500 Other Note 9989078.00 9999999.93 CAS_14-C02 2024-05-25 2.750500 Other Note 5750000.00 5763325.21 CCMFC_05-3A 2036-07-25 0.380000 Other Note 64710704.00 5286678.71 CMO 059AN8 5.7640 2046-07-10 5.764000 Other Note 4370000.00 3571212.99 CMO 073AQ6 5.1430 2042-09-11 5.142999 Other Note 3000000.00 2560699.05 CMO 225BB8 2040-02-15 0.425960 Other Note 891116000.00 5723264.41 CMO 362AG6 5.9930 2045-08-10 5.803200 Other Note 2464000.00 2611740.87 CMO 466AL6 5.7470 2049-02-12 5.703000 Other Note 11281568.00 9999999.18 CMO 466AR3 6.1893 2051-02-12 6.178659 Other Note 10000000.00 9552672.51 CMO 466BE7 0.0920 2043-06-12 0.211950 Other Note 1117072786.00 4235255.71 CMO 466RL9 2035-06-25 2.958549 Other Note 1021430.00 338592.38 CMO 466VZ3 5.3640 2043-01-12 5.364377 Other Note 10148729.00 9999999.44 CMO 863QQ9 2030-03-28 7.235929 Other Note 11734000.00 606098.90 CMO 863QR7 2030-03-28 7.240739 Other Note 3611000.00 203230.54 CMO 863QS5 2030-03-28 7.239010 Other Note 1805000.00 94611.94 CMO 949AC9 0.0020 2038-02-25 4.718750 Other Note 175893000.00 7343251.46 CMOT_17 2018-04-20 7.250000 Other Note 2750000.00 271.70 CSFB_04-C5 2037-11-15 5.546800 Other Note 2000000.00 1589021.44 DMS_06-PR1 2036-04-15 14.010400 Other Note 13459704.00 8721455.00 FEDERAL HOME LN MTG CORP STRUCTURED AGY CR RI 2023-07-25 7.299999 Other Note 750000.00 987473.40 FHLMC MULTIFAMILY STRUCTURED PAS 2021-04-25 1.252902 Government Agency Debt 117420000.00 8259564.27 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K004 2019-05-25 3.412999 Government Agency Debt 3000000.00 2043871.34 FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K013 2021-01-25 3.974000 Government Agency Debt 247000.00 271180.37 FHLMC_K005 2019-11-25 1.377645 Government Agency Debt 18000000.00 1146084.71 FHLMC_K007 2019-05-25 3.342000 Government Agency Debt 200000.00 156065.33 FHLMC_K008 2019-12-25 2.746000 Government Agency Debt 8875000.00 7746018.47 FHLMC_K707 2047-01-25 1.553490 Government Agency Debt 11725000.00 727560.80 FHLMC_K714 2020-10-25 0.754766 Government Agency Debt 189600000.00 7666803.26 FHMS_11-K701 2048-07-25 2.107889 Government Agency Debt 77490500.00 5260522.00 FHMS_K703 2018-05-25 2.078847 Government Agency Debt 4605000.00 332781.97 Freddie Mac Structured Pass Through Certificates 2020-08-25 2.916999 Government Agency Debt 250000.00 199102.73 FREMF_11-K701 2017-11-25 0.283389 Government Agency Debt 86070000.00 732787.00 FREMF_K-702 2044-04-25 2.308263 Other Note 92924848.00 7493130.47 FREMF_K-705 2044-09-25 1.997960 Other Note 11000000.00 868037.13 GS MTG SECS TR_14 2031-01-10 1.754999 Other Note 6149000.00 6030626.04 IHSFR_13-SFR1 2030-12-17 3.899999 Other Note 9971426.00 9999999.65 JP MORGAN CHASE COMMERCIAL MORTG 2051-02-15 6.456649 Other Note 10015522.00 9999999.54 JP MORGAN CHASE COMMERCIAL MORTGAGE SEC CORP JPMCC_02-CIB4 2034-05-12 6.450000 Other Note 7603000.00 4705218.01 JPMCC_07-CB20 2051-02-12 6.178659 Other Note 10350000.00 9352014.24 JPMCMFC_10-C2 2043-11-15 3.391999 Other Note 2753000.00 1464407.15 JPMMT_06-A3 2035-04-25 2.647640 Other Note 6573700.00 900372.35 RBSSP_10-1 2039-10-26 7.500000 Other Note 8000000.00 2250953.67 RFMSI_03-S9 2032-03-25 6.500000 Other Note 525000.00 5411.36 SASC_02-16A 2032-08-25 0.00 Other Note 800000.00 3330.69 SSGN_10-S1 2048-02-25 0.700999 Other Note 8000000.00 1838391.30 STACR_13-DN2 2023-11-25 4.402300 Other Note 5500000.00 6102234.54 STACR_14-DN1 2024-02-25 4.650000 Other Note 5300000.00 6068739.35 STACR_14-DN2 2024-04-25 3.750000 Other Note 9326447.00 9999999.37 STRUCTURED ASSET SECURITIES CORP 2035-04-25 5.806894 Other Note 66639000.00 2145048.51 Wachovia Bank Commercial Mortgage Trust 2048-11-15 5.368000 Other Note 2000.00 1941.95 WACHOVIA BANK COMMERCIAL MORTGAGE WBCMT_06-C28 2048-10-15 5.671999 Other Note 4945000.00 4728671.64 WAMU MTG PASS 2003 2035-04-25 2.379770 Other Note 580000.00 565094.12 WMALT_05-1 2035-03-25 6.000000 Other Note 5890000.00 2117412.82 First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 200000000.00 200000000.00 0.0041 Y 200107460.00 200107460.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.330000% BRSN7ZZ31 0000782124 Other Repurchase Agreement N ANHEUSER BUSCH COS INC 2016-10-15 5.049999 Other Note 1370000.00 1514250.81 ANHEUSER BUSCH COS INC 2019-03-01 5.000000 Other Note 2264000.00 2604191.27 ANHEUSER BUSCH INBEV WORLDWIDE INC 2015-04-15 3.625000 Other Note 3360000.00 3487045.10 ANHEUSER-BUSCH COMPANIES LLC 2030-10-01 7.549999 Other Note 907000.00 1284904.85 ANHEUSER-BUSCH INBEV FINANCE INC 2016-01-15 0.800000 Other Note 2501000.00 2522147.54 ANHEUSER-BUSCH INBEV WORLDWIDE INC 2014-07-14 0.587049 Other Note 450000.00 450558.06 AT&T INC 2022-02-15 3.000000 Other Note 7383802.00 7451117.54 BANK OF AMERICA CORP 2019-01-15 2.600000 Other Note 9828546.00 9999999.99 BARCLAYS BK PLC 2019-05-22 6.750000 Other Note 310000.00 376473.29 BOEING CO 2014-11-03 0.232850 Other Note 600000.00 600005.44 BOEING CO 2015-02-15 3.500000 Other Note 1442000.00 1489280.87 BP CAP MKTS P L C 2015-03-10 3.875000 Other Note 3620000.00 3749744.81 BP CAPITAL MARKETS PLC 2015-11-06 0.699999 Other Note 1947000.00 1955424.09 CATERPILLAR FINANCIAL SERVICES CORPORATION 2017-03-03 1.000000 Other Note 4990477.00 5015063.49 CATERPILLAR FINL SVCS CORP 2015-06-01 4.625000 Other Note 433000.00 461338.33 CATERPILLAR INC 2015-06-26 0.949999 Other Note 862000.00 871649.12 CATERPILLAR INC 2024-05-15 3.399999 Other Note 699646.00 712308.02 CATERPILLAR INC 2042-05-01 6.950000 Other Note 217000.00 301677.44 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2036-08-15 6.049999 Other Note 287000.00 361877.07 CHARLES SCHWAB CORP 2018-07-25 2.200000 Other Note 2710000.00 2786581.35 CITIGROUP INC 2015-05-19 4.750000 Other Note 7852405.00 8173187.32 CITIGROUP INC 2015-05-29 4.700000 Other Note 9262322.00 9635135.46 CONNECTICUT LIGHT & PWR CO 2044-04-15 4.299999 Other Note 1160000.00 1206202.76 CORP 000FM1 2018-04-01 6.150000 Other Note 8616684.00 9999999.13 CORP 000RC0 2018-01-22 2.375000 Other Note 9743127.00 9999999.14 CORP 000RD8 2023-01-22 3.625000 Other Note 6342637.00 6442145.97 CORP 000V92 2042-07-24 6.375000 Other Note 6876779.00 8864942.24 CORP 001EH3 2039-02-01 5.700000 Other Note 798000.00 987482.44 CORP 001GS4 2018-05-01 1.750000 Other Note 10028383.00 10000000.00 CORP 002CJ4 2017-09-15 2.149999 Other Note 510000.00 527548.43 CORP 003CC0 A 2017-11-06 1.375000 Other Note 1550000.00 1558039.35 CORP 004BR1 2038-12-15 8.250000 Other Note 556000.00 873495.01 CORP 004CE5 2040-02-01 6.750000 Other Note 766000.00 1067526.35 CORP 006BA2 2040-02-15 5.875000 Other Note 4986000.00 6494741.14 CORP 007BT4 2016-11-01 2.248000 Other Note 685000.00 710578.50 CORP 008BU1 2021-11-01 3.560999 Other Note 2280000.00 2396185.41 CORP 008BU2 A 2017-06-01 1.800000 Other Note 2253948.00 2321994.67 CORP 010BY3 A 2017-05-05 1.846000 Other Note 3490000.00 3569046.43 CORP 033BC5 2041-03-01 5.764999 Other Note 453000.00 566688.39 CORP 050BN7 2015-10-01 3.125000 Other Note 3545000.00 3690563.09 CORP 613AF6 2021-01-25 5.750000 Other Note 3370515.00 3966642.28 CORP 937AB2 H 2043-01-17 4.000000 Other Note 3826000.00 3778893.39 DELMARVA POWER AND LIGHT COMPANY 2042-06-01 4.000000 Other Note 329000.00 331201.37 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2016-08-16 1.350000 Other Note 1344000.00 1371316.89 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2021-08-16 2.750000 Other Note 3870000.00 3968282.94 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2041-08-16 4.375000 Other Note 919000.00 973790.58 DU PONT E I DE NEMOURS & CO 2015-01-15 3.250000 Other Note 338000.00 344910.69 DU PONT E I DE NEMOURS & CO 2016-12-15 5.250000 Other Note 288000.00 326405.53 DU PONT E I DE NEMOURS & CO 2028-01-15 6.500000 Other Note 774000.00 1017542.93 DUKE ENERGY OHIO INC 2015-03-06 0.375350 Other Note 650000.00 651011.35 DUKE ENERGY OHIO INC 2023-09-01 3.799999 Other Note 1160000.00 1242112.59 EBAY INC 2020-10-15 3.250000 Other Note 1067000.00 1109518.67 EI DU PONT DE NEMOURS & CO 2015-03-15 4.750000 Other Note 1667000.00 1740307.71 EI DU PONT DE NEMOURS & CO 2019-03-15 5.750000 Other Note 823000.00 974480.67 GSAA_05-MTR1 2035-10-25 0.520000 Other Note 10819229.00 9999999.43 GULF PWR CO 2022-05-15 3.100000 Other Note 1392000.00 1408458.03 HONEYWELL INTL INC 2037-03-15 5.700000 Other Note 612000.00 757867.16 HONEYWELL INTL INC 2041-03-01 5.375000 Other Note 571000.00 694957.51 JPMORGAN CHASE BK N A COLUMBUS OHIO K NEW YORK N 2016-06-13 5.875000 Other Note 1001000.00 1128160.51 KIMBERLY CLARK CORP 2018-11-01 7.500000 Other Note 1287000.00 1609279.77 KIMBERLY-CLARK CORPORATION 2016-05-15 0.343849 Other Note 1525000.00 1527328.42 KIMBERLY-CLARK CORPORATION 2019-05-22 1.899999 Other Note 3570000.00 3581182.04 KIMBERLY-CLARK CORPORATION 2023-06-01 2.399999 Other Note 508000.00 484884.31 KIMBERLY-CLARK CORPORATION 2041-03-01 5.299999 Other Note 1600000.00 1928055.95 MORGAN STANLEY 2019-05-13 7.299999 Other Note 8154763.00 9999999.23 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-08-28 6.250000 Other Note 1876305.00 2176011.37 PHILIP MORRIS INTL INC 2038-05-16 6.375000 Other Note 2263000.00 2901367.67 PNC FINANCIAL SERVICES GROUP INC (THE) 2024-04-29 3.899999 Other Note 3938271.00 4036911.25 SIMON PPTY GROUP L P 2018-05-30 6.125000 Other Note 1250000.00 1464264.39 SIMON PROPERTY GROUP LP 2024-02-01 3.750000 Other Note 1490000.00 1564287.67 STATE STREET CORPORATION 2023-05-15 3.100000 Other Note 1712000.00 1675280.38 TRAVELERS COS INC 2043-08-01 4.599999 Other Note 438000.00 474505.34 UNITED TECH CORP 2015-06-01 0.736099 Other Note 1856000.00 1869103.90 UNITED TECH CORP 2017-12-15 5.375000 Other Note 1737000.00 2027634.66 First Tier Security N/A N/A 2014-08-05 2014-08-05 N N N 200000000.00 200000000.00 0.0041 Y 200081760.00 200081760.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.530000% BRSND1UQ3 0000782124 Other Repurchase Agreement N ABS BLX 10/20/40 0.603 2040-10-20 0.549250 Other Note 23799001.00 5049999.80 ABS BSA 01/25/37 3.359 2037-01-25 0.250000 Other Note 41183655.00 5049999.98 ABS BSA 11/25/35 0.686 2035-11-25 0.620000 Other Note 5715002.00 5049999.55 ABS BSA 12/25/34 3.443 2034-12-25 1.725000 Other Note 3115000.00 2927762.82 ABS BSA 12/25/42 6.130 2042-12-25 1.350000 Other Note 6542993.00 5049999.26 ABS CBA 04/25/37 5.723 2037-04-25 4.591059 Other Note 17000.00 15334.12 ABS CWH 02/15/36 0.503 2036-02-15 0.381099 Other Note 22422.00 1849.23 ABS CWH 02/15/36 5.079 2036-02-15 0.481100 Other Note 15420.00 7932.37 ABS CWH 07/15/36 4.376 2036-07-15 0.291100 Other Note 7468244.00 751499.96 ABS CWL 08/25/36 5.728 2036-08-25 5.727999 Other Note 134000.00 55749.27 ABS FST 01/25/35 5.997 2035-01-25 5.996999 Other Note 24003.00 21896.73 ABS GMA 06/25/34 0.454 2034-06-25 0.359999 Other Note 17070540.00 4689134.14 ABS GMA 09/25/37 7.000 2037-09-25 7.000000 Other Note 3938.00 975.14 ABS GMA 12/25/37 0.371 2037-12-25 0.289999 Other Note 192215690.00 5001385.97 ABS GMA 12/25/37 6.054 2037-12-25 6.054000 Other Note 13892805.00 5049999.83 ABS GMA 12/25/37 6.193 2037-12-25 6.192999 Other Note 13817702.00 5049999.92 ABS JPM 07/25/36 0.464 2036-07-25 0.370000 Other Note 48607.00 37369.91 ABS MSD 08/15/22 1.764 2022-08-15 1.438979 Other Note 35036000.00 343056.00 ABS NCH 07/25/35 0.933 2035-07-25 0.790000 Other Note 6611551.00 5049999.76 ABS RFM 02/25/37 2.503 2037-02-25 0.260000 Other Note 9378.00 1096.76 ABS SAB 05/25/37 0.383 2037-05-25 0.330000 Other Note 8036569.00 5049999.59 ABS SAC 08/25/30 0.374 2030-08-25 0.510000 Other Note 5000000.00 209494.64 ABS WFH 05/29/36 5.371 2036-05-25 0.429999 Other Note 42000.00 34444.74 ACCREDITED MORTGAGE LOAN TRUST A 2035-12-25 0.550000 Other Note 20000.00 14961.78 APIDO_16 2025-01-19 6.005630 Other Note 3500000.00 3176788.96 BAYVIEW COMMERCIAL ASSET TRUST B 2037-07-25 0.469999 Other Note 5946056.00 2742938.76 BLUMT_13-4 2025-04-15 5.888899 Other Note 2400000.00 2106631.14 CMHE_99-3 2029-12-25 7.500000 Other Note 2720953.00 1067708.35 COUNTRYWIDE ASSET_BACKED CERTIFI 2036-05-25 5.094970 Other Note 526461.00 411344.60 COUNTRYWIDE ASSET-BACKED 2036-08-25 5.871000 Other Note 1000000.00 442673.92 COUNTRYWIDE ASSET-BACKED CERTIFI 2046-09-25 5.114289 Other Note 2019304.00 1408942.95 CWABS ASSET-BACKED CTFS 2035-12-25 5.114289 Other Note 3943714.00 2915046.69 CWHEL_05-E 2035-11-15 0.371099 Other Note 16277000.00 1114912.73 FFML_04-F7 2034-09-25 1.020000 Other Note 3855000.00 2797283.83 FFML_04-F7 2034-09-25 1.020000 Other Note 30000.00 21768.75 FNLC_05-4 2036-02-25 0.540000 Other Note 40000.00 29402.24 GMAC Home Equity Loan-backed Notes 2036-12-25 0.330000 Other Note 24000.00 6994.90 GMAC MORTGAGE CORP LOAN TRUST GMACM_06-HE1 2036-11-25 0.359999 Other Note 19581973.00 5050000.00 GMAC MORTGAGE CORPORATION LOAN T 2035-03-25 0.650000 Other Note 2000.00 602.71 GMACM_04-HE4 2035-03-25 0.650000 Other Note 9572031.00 2175066.42 GMHE_05-HE1 2035-08-25 0.330000 Other Note 18435387.00 5049999.76 GSAA HOME EQUITY TRUST GSAA_06-1 2036-06-25 6.123310 Other Note 11740223.00 5049999.92 GTMH 97-2 2027-03-15 7.540000 Other Note 5769962.00 5049999.90 HEAT_05-4 2035-10-25 1.125000 Other Note 6483143.00 5049999.65 IndyMac Home Equity Loan Asset Backed Trust 2037-03-25 0.289999 Other Note 208680.00 35878.77 JP Morgan Mortgage Acquisition Corp 2036-11-25 0.299999 Other Note 3000000.00 2497588.99 JPMAC_07-CH1 2036-11-25 0.469999 Other Note 2325000.00 1789929.83 LBMLT_03-2 2033-06-25 1.379999 Other Note 12566437.00 5030877.23 LXS_05-7N 2035-12-25 0.429999 Other Note 46267458.00 5049999.96 LXS_07-2N 2037-02-25 0.320000 Other Note 13500140.00 5049999.63 MLMI_06-FF1 2036-08-25 0.520000 Other Note 885000.00 740500.09 NCT_06-1 2033-03-25 0.500000 Other Note 75000.00 54832.61 ORMH_05-B 2037-01-15 7.200000 Other Note 25000.00 16051.70 RASC 2035-05-25 0.310000 Other Note 15000.00 7165.85 SACO I TRUST SACO 05-9 2035-12-25 0.650000 Other Note 30000.00 2545.93 SAIL 05-HE1 2035-07-25 0.870000 Other Note 1857650.00 1457855.03 SOUNDVIEW HOME EQUITY LOAN TRUST SVHE 06-WF2 2036-12-25 0.370000 Other Note 48921.00 37476.44 First Tier Security N/A N/A 2014-08-18 2014-08-18 N N N 101000000.00 101000000.00 0.0021 Y 101000000.00 101000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.480000% BRSNESSZ6 0000782124 Other Repurchase Agreement N ABBEY NATIONAL TREASURY SERVICES 2017-03-13 1.375000 Other Note 50000.00 50430.05 ABS ABS 05/25/36 0.438 2036-05-25 0.349999 Other Note 17053000.00 7389298.99 ABS BAY 01/25/36 0.6500 2036-01-25 0.540000 Other Note 21959000.00 5479764.06 ABS CML 05/15/36 0.325 2036-05-15 0.271100 Other Note 5400000.00 2183620.42 ABS ECR 11/25/35 0.646 2035-11-25 0.839999 Other Note 8500000.00 7894975.69 ABS JPM 06/15/43 6.315 2043-06-15 6.312090 Other Note 5000000.00 5726253.99 ACCR_05-3 2035-09-25 0.390000 Other Note 2000000.00 65782.52 AMEREN UN ELEC 2016-02-01 5.400000 Other Note 200.00 218.41 ANHEUSER BUSCH COS INC 2017-03-01 5.599999 Other Note 45000.00 50981.15 ANHEUSER BUSCH COS INC 2018-01-15 5.500000 Other Note 3000.00 3505.32 ANHEUSER BUSCH COS INC 2018-04-01 4.500000 Other Note 58000.00 64300.83 ANHEUSER BUSCH INBEV WORLDWIDE INC 2014-11-15 5.375000 Other Note 11000.00 11370.12 ANHEUSER BUSCH INBEV WORLDWIDE INC 2015-01-15 4.125000 Other Note 63000.00 64456.56 ANHEUSER BUSCH INBEV WORLDWIDE INC 2016-02-15 2.875000 Other Note 5000.00 5250.01 ANHEUSER BUSCH INBEV WORLDWIDE INC 2020-01-15 5.375000 Other Note 40000.00 47217.61 ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-01-15 8.199999 Other Note 54000.00 85339.49 ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-11-15 8.000000 Other Note 50000.00 77689.94 ANHEUSER BUSCH INBEV WORLDWIDE INC 2040-01-15 6.375000 Other Note 24000.00 32252.75 ANHEUSER-BUSCH COMPANIES LLC 2033-01-15 5.950000 Other Note 86000.00 107946.56 ANHEUSER-BUSCH INBEV FINANCE INC 2017-01-27 1.125000 Other Note 5000.00 5064.72 ANHEUSER-BUSCH INBEV FINANCE INC 2019-02-01 2.149999 Other Note 804.00 820.17 ANHEUSHER BUSCH INBEV WORLDWIDE INC 2020-04-15 5.000000 Other Note 80000.00 92564.97 ARCHER DANIELS MIDLAND CO 2035-09-15 5.375000 Other Note 111000.00 131112.96 ARCHER DANIELS MIDLAND CO L 2032-10-01 5.934999 Other Note 35000.00 42881.89 ARCHER-DANIELS-MIDLAND COMPANY 2021-03-01 4.479000 Other Note 99000.00 110501.55 AT&T INC 2022-02-15 3.000000 Other Note 10405139.00 10499999.01 BANK OF AMERICA CORP 2019-01-15 2.600000 Other Note 10319973.00 10499999.68 BARCLAYS BANK PLC 2015-02-23 2.750000 Other Note 77000.00 78851.83 BARCLAYS BANK PLC 2020-01-08 5.125000 Other Note 5000.00 5770.63 BARCLAYS BANK PLC 2024-05-15 3.750000 Other Note 2769360.00 2808913.62 BARCLAYS BK PLC 2014-07-10 5.200000 Other Note 30000.00 30754.27 BARCLAYS BK PLC 2016-09-22 5.000000 Other Note 110000.00 121165.49 BOEING CAPITAL CORP 2016-08-15 2.125000 Other Note 37000.00 38438.35 BOEING CAPITAL CORPORATION 2014-10-27 3.250000 Other Note 90000.00 91325.63 BOEING CAPITAL CORPORATION 2019-10-27 4.700000 Other Note 55000.00 62823.66 BOEING CO 2016-11-20 3.750000 Other Note 66000.00 70845.83 BOEING CO 2025-06-15 7.250000 Other Note 1000.00 1350.62 BOEING COMPANY 2019-03-15 6.000000 Other Note 5000.00 5999.80 BP CAPITAL MARKETS PLC 2015-11-06 0.552849 Other Note 345084.00 346244.60 BP CAPITAL MARKETS PLC 2022-11-06 2.500000 Other Note 250000.00 239426.66 BP CAPITAL MARKETS PLC 2023-09-26 3.994000 Other Note 20000.00 21235.61 BPCE SA 2018-12-10 2.500000 Other Note 14.00 14.39 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-02-17 4.750000 Other Note 57494.00 60069.17 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-11-06 0.699999 Other Note 50000.00 50244.83 CATERPILLAR FINANCIAL SERVICES CORPORATION 2016-11-25 1.000000 Other Note 7165000.00 7202981.66 CATERPILLAR FINANCIAL SERVICES CORPORATION 2017-03-03 1.000000 Other Note 10448523.00 10499999.55 CATERPILLAR FINANCIAL SERVICES CORPORATION 2017-11-06 1.250000 Other Note 56000.00 55995.71 CATERPILLAR FINL SVCS CORP MEDIUM TERM NTS-BOOK 2018-04-15 5.450000 Other Note 4000.00 4620.91 CATERPILLAR INC 2017-06-26 1.500000 Other Note 232000.00 236084.76 CATERPILLAR INC 2018-12-15 7.900000 Other Note 90000.00 116614.14 CATERPILLAR INC 2021-05-27 3.899999 Other Note 64000.00 69531.84 CATERPILLAR INC 2028-07-15 6.625000 Other Note 83000.00 105355.79 CATERPILLAR INC 2042-05-01 6.950000 Other Note 55000.00 76462.02 CATERPILLAR INC FORMERLY CATERPILLAR TRACTOR INC 2016-08-15 5.700000 Other Note 253000.00 283960.88 CATERPLR FIN SRV CO 2016-08-01 2.049999 Other Note 80000.00 82848.83 CHARLES SCHWAB CORP 2015-12-04 0.849999 Other Note 5000.00 5043.74 CITIGROUP INC 2015-05-19 4.750000 Other Note 10087894.00 10499999.34 CITIGROUP INC 2015-05-29 4.700000 Other Note 10093722.00 10499999.76 CITIGROUP INC 2017-03-10 1.350000 Other Note 110000.00 110367.40 CONNECTICUT LIGHT & PWR CO 2017-09-01 5.750000 Other Note 80000.00 90960.78 CORP 0002A8 2017-10-01 3.000000 Other Note 3350000.00 3527036.35 CORP 000CN1 2043-02-01 6.500000 Other Note 110000.00 150827.16 CORP 000DA8 2036-04-01 5.750000 Other Note 62000.00 76199.46 CORP 000FM1 2018-04-01 6.150000 Other Note 9047518.00 10499998.85 CORP 000RC0 2018-01-22 2.375000 Other Note 10230284.00 10499999.77 CORP 000RD8 2023-01-22 3.625000 Other Note 10337811.00 10499999.84 CORP 000V92 2042-07-24 6.375000 Other Note 8145138.00 10499999.76 CORP 001CY4 2015-09-01 1.440299 Other Note 7873244.00 7967421.37 CORP 001EC4 2037-10-15 6.299999 Other Note 24000.00 31492.08 CORP 001GS4 2018-05-01 1.750000 Other Note 10529802.00 10499999.85 CORP 003CP1 A 2024-02-10 3.814000 Other Note 211000.00 221021.22 CORP 004CV9 2014-08-25 4.875000 Other Note 1014000.00 1037093.42 CORP 005DC4 2037-09-01 6.450000 Other Note 148000.00 198780.29 CORP 008BP2 2022-07-15 2.500000 Other Note 28000.00 27363.16 CORP 009AX0 2038-01-15 6.450000 Other Note 2000.00 2640.50 CORP 009BZ0 A 2022-05-06 3.245000 Other Note 90000.00 91370.09 CORP 011BX5 2014-12-05 1.700000 Other Note 164000.00 166443.05 CORP 012AJ4 2038-05-15 6.250000 Other Note 15000.00 19269.76 CORP 012AW4 2037-09-15 6.625000 Other Note 140000.00 186317.37 CORP 013AS1 2031-02-01 7.000000 Other Note 62000.00 81612.39 CORP 031AM1 A 2041-11-15 4.375000 Other Note 23000.00 23160.15 CORP 033BL1 2014-07-14 1.500000 Other Note 10000.00 10072.87 CORP 053BQ0 2016-03-11 3.200000 Other Note 5000.00 5274.96 CORP 074AE4 G 2026-09-01 7.500000 Other Note 750000.00 1034448.71 CORP 075AF0 A 2042-07-15 4.000000 Other Note 30000.00 27804.30 CORP 279AJ3 2016-04-27 4.000000 Other Note 15000.00 15929.50 CORP 613AF6 2021-01-25 5.750000 Other Note 8922006.00 10499999.62 CREDIT AGRICOLE SA 2015-04-13 3.500000 Other Note 825000.00 849343.01 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2017-07-17 6.000000 Other Note 159000.00 186331.57 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2019-03-15 5.500000 Other Note 130000.00 151281.00 DOVER CORP 2018-03-15 5.450000 Other Note 11000.00 12625.12 DOVER CORP 2038-03-15 6.599999 Other Note 95000.00 129164.85 DU PONT E I DE NEMOURS & CO 2016-01-15 1.950000 Other Note 5000.00 5139.80 DU PONT E I DE NEMOURS & CO 2020-01-15 4.625000 Other Note 60000.00 67839.22 DU PONT E I DE NEMOURS & CO 2041-01-15 4.900000 Other Note 4000.00 4446.52 EBAY INC 2015-10-15 1.625000 Other Note 100000.00 101994.44 EBAY INC. 2015-07-15 0.699999 Other Note 200000.00 201340.01 EBAY INC. 2017-07-15 1.350000 Other Note 199000.00 200927.32 EI DU PONT DE NEMOURS & CO 2016-04-01 2.750000 Other Note 85000.00 88820.35 EI DU PONT DE NEMOURS & CO 2018-07-15 6.000000 Other Note 60000.00 71689.40 EI DU PONT DE NEMOURS & CO 2023-02-15 2.799999 Other Note 17000.00 16794.58 GENERAL DYNAMICS CORP 2016-07-15 2.250000 Other Note 25000.00 26061.38 GENERAL DYNAMICS CORP 2017-11-15 1.000000 Other Note 80000.00 79386.93 GENERAL DYNAMICS CORP 2022-11-15 2.250000 Other Note 101000.00 95994.44 GSAA_05-MTR1 2035-10-25 0.520000 Other Note 11360191.00 10499999.91 GT_95-9 2026-01-15 7.250000 Other Note 322.00 218.18 HONEYWELL INTERNATIONAL INC 2018-03-01 5.299999 Other Note 100000.00 115437.28 HONEYWELL INTL INC 2019-02-15 5.000000 Other Note 158000.00 182354.65 HONEYWELL INTL INC 2021-03-01 4.250000 Other Note 23000.00 25843.26 KIMBERLY-CLARK CORPORATION 2017-08-01 6.125000 Other Note 194000.00 228147.21 KIMBERLY-CLARK CORPORATION 2018-07-15 6.250000 Other Note 87000.00 104929.61 KIMBERLY-CLARK CORPORATION 2020-08-01 3.625000 Other Note 42000.00 45112.79 KIMBERLY-CLARK CORPORATION 2037-08-01 6.625000 Other Note 84000.00 116232.42 MACQUARIE BANK LTD 2017-02-22 5.000000 Other Note 130000.00 144185.76 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2020-07-15 3.500000 Other Note 77000.00 83295.69 MCDONALDS CORP MEDIUM TERM NTS BOOK ENTRY 2040-07-15 4.875000 Other Note 58000.00 65465.71 MORGAN STANLEY 2019-05-13 7.299999 Other Note 8562501.00 10499999.01 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-08-28 6.250000 Other Note 9053814.00 10499999.83 MTN TRA 06/15/37 6.250 2037-06-15 6.250000 Other Note 664727.00 859753.73 NATIONWIDE BUILDING SOCIETY 2015-02-25 4.650000 Other Note 100000.00 104163.07 OOMLT_05-4 2035-11-25 0.589999 Other Note 300000.00 270270.88 PHILIP MORRIS INTERNATIONAL INC 2015-02-26 0.277150 Other Note 150000.00 150099.31 PHILIP MORRIS INTERNATIONAL INC 2017-03-20 1.625000 Other Note 75000.00 76699.47 PHILIP MORRIS INTERNATIONAL INC 2019-01-15 1.875000 Other Note 242000.00 242248.68 PHILIP MORRIS INTERNATIONAL INC 2043-11-15 4.875000 Other Note 155000.00 168200.97 PHILIP MORRIS INTL INC 2018-05-16 5.650000 Other Note 19000.00 21951.98 PHILIP MORRIS INTL INC 2020-03-26 4.500000 Other Note 25000.00 28043.00 PNC FINANCIAL SERVICES GROUP INC (THE) 2024-04-29 3.899999 Other Note 10243436.00 10499999.11 SIMON PPTY GROUP L P 2015-06-15 5.099999 Other Note 40000.00 42861.80 SIMON PPTY GROUP L P 2015-12-01 5.750000 Other Note 35000.00 38288.26 SIMON PPTY GROUP L P 2016-05-01 6.099999 Other Note 43000.00 47033.57 SIMON PPTY GROUP L P 2016-12-01 5.250000 Other Note 35000.00 39319.85 SIMON PPTY GROUP L P 2017-01-30 2.799999 Other Note 4000.00 4189.20 SIMON PPTY GROUP L P 2020-02-01 5.650000 Other Note 9000.00 10756.15 SIMON PPTY GROUP L P 2021-03-01 4.375000 Other Note 49000.00 54857.90 SIMON PROPERTY GROUP LP 2023-02-01 2.750000 Other Note 265000.00 260574.87 SIMON PROPERTY GROUP LP 2042-03-15 4.750000 Other Note 65000.00 70627.04 SOCIETE GENERALE SA 2018-10-01 2.625000 Other Note 89000.00 91336.43 TRAVELERS COS INC 2016-06-20 6.250000 Other Note 7000.00 7979.91 TRAVELERS COS INC 2036-06-20 6.750000 Other Note 33000.00 46054.47 TRAVELERS PPTY CAS CORP. 2033-03-15 6.375000 Other Note 9000.00 11890.99 UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTS BOOK 2017-12-20 5.875000 Other Note 115000.00 134858.33 UNION ELEC CO 2017-06-15 6.400000 Other Note 23000.00 26947.34 UNION ELEC CO 2019-02-01 6.700000 Other Note 15000.00 18562.26 UNION ELECTRIC CO 2019-10-01 5.099999 Other Note 49000.00 55875.60 UNITED TECH CORP 2019-02-01 6.125000 Other Note 30000.00 36553.87 UNITED TECH CORP 2038-07-15 6.125000 Other Note 41000.00 53045.06 UNITED TECHNOLOGIES CORP 2015-05-01 4.875000 Other Note 134000.00 140152.88 UNITED TECHNOLOGIES CORP 2020-04-15 4.500000 Other Note 15000.00 16983.75 WALT DISNEY COMPANY (THE) 2017-12-15 5.875000 Other Note 95000.00 112350.52 First Tier Security N/A N/A 2014-06-02 2014-08-29 N N N 210000000.00 210000000.00 0.0043 Y 210000000.00 210000000.00 JP MORGAN SECURITIES LLC TRI-PARTY J.P. MORGAN SECURITIES 0.160000% BRSNHA231 0000782124 Other Repurchase Agreement N BAA 04-9 2034-10-25 6.000000 Other Note 6865313.00 208716.29 BALTA_03-3 2033-10-25 2.554580 Other Note 2388100.00 605532.20 BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS_06-PW12 2038-09-11 5.749819 Other Note 5000000.00 4736419.02 BSARM_05-1 2035-03-25 4.989700 Other Note 9000000.00 1617242.22 BSCMS 05-PWR8 2041-06-11 0.055528 Other Note 461983196.00 2068985.39 BSCMS 05-T18 2042-02-13 0.452112 Other Note 394000000.00 678927.35 CGCMT 06-C5 2049-10-15 0.537359 Other Note 896684793.00 8400000.00 CGWF_13-RKWH 2015-11-15 3.951099 Other Note 3086000.00 3101906.76 CMO 007SE7 3.5290 2035-11-25 0.419999 Other Note 17023000.00 1881138.28 CMO 073LQ9 7.3958 2034-11-25 7.950000 Other Note 59695818.00 2218900.92 CMO 126AU4 6.0240 2037-05-27 6.000000 Other Note 15610695.00 8399999.67 CMO 161KZ1 6.0000 2035-05-25 6.000000 Other Note 753581.00 10427.75 CMO 190BE2 0.2940 2047-04-15 0.293499 Other Note 1136464287.00 7528162.40 CMO 225AG6 2049-01-15 5.611710 Other Note 1026000.00 1028477.00 CMO 362WA7 4.9390 2039-07-10 4.939000 Other Note 9962204.00 8399999.46 CMO 466AH2 5.5020 2047-06-12 5.501999 Other Note 1700000.00 1715731.97 CMO 466CN2 6.0540 2037-02-26 10.300200 Other Note 15163000.00 7263076.58 CMO 466RA3 0.0530 2037-09-12 0.341250 Other Note 91722830.00 176323.56 CMO 553BB8 0.0200 2051-03-12 0.279459 Other Note 676313474.00 4239698.00 CMO 617AK8 5.5580 2044-02-12 5.557999 Other Note 7264000.00 7060436.13 CMO 863CC5 5.9930 2032-11-25 2.404490 Other Note 2100000.00 231807.52 CMO 929G91 2033-04-25 2.368020 Other Note 705000.00 41237.11 COMM 2046-12-10 0.512120 Other Note 894515000.00 7238006.47 COMM_05-F10A 2017-04-15 1.001100 Other Note 2020000.00 1937513.49 ENTERGY CORP 2014-07-14 0.00 Other Commercial Paper 8404628.00 8399999.68 ENTERGY CORP 2014-08-06 0.00 Other Commercial Paper 8407348.00 8399999.62 GREENWICH CAP COML FDG CORP 2037-04-10 5.220830 Other Note 4572000.00 4645913.00 GS MTG SECS TR 2011-GC3 2044-03-10 1.118285 Other Note 81186096.00 3023517.69 GSMPS 05-RP3 2035-09-25 4.851589 Other Note 198297822.00 8399999.96 JP Morgan Chase Commercial Mortgage Securities Corp 2049-01-15 0.314400 Other Note 1579984316.00 8400000.00 JP MORGAN CHASE COMMERCIAL MTG SEC 200 2043-12-12 0.476949 Other Note 745834431.00 7745359.39 JPM 04-S2 2024-11-25 5.500000 Other Note 119435.00 820.80 JPMCC_04-LN2 2041-07-15 5.297720 Other Note 9425402.00 8399999.22 JPMCC_10-C1 2043-06-15 3.769000 Other Note 7163000.00 5329809.65 JPMR_09-7 2037-07-27 6.500000 Other Note 15967491.00 8399999.89 MLCFC_06-3 2046-07-12 0.210896 Other Note 97369521.00 966886.57 MSC_06-IQ12 2043-12-15 5.399000 Other Note 4529.00 4203.09 MSCI 06-HQ10 2041-11-12 0.509850 Other Note 486387267.00 4162975.36 MSCI 11-C1 2047-09-01 4.192999 Other Note 12491900.00 8399999.53 MSCI_07-T27 2042-06-11 5.654340 Other Note 4120000.00 3530749.11 SASC 05-6 2035-05-25 5.500000 Other Note 55859078.00 509212.63 STACR_14-DN2 2024-04-25 3.750000 Other Note 964.00 1033.62 Wachovia Bank Commercial Mortgage Trust 2048-10-15 5.631999 Other Note 7201000.00 7437414.84 WACHOVIA BK COML MTG TR COML 2046-05-15 5.966809 Other Note 5985000.00 6253550.63 WBCMT_06-C25 2043-05-15 5.719649 Other Note 8661227.00 8399999.66 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 168000000.00 168000000.00 0.0034 N 168000000.00 168000000.00 JUPITER SECURITIZATION COMPANY LLC JUPITER SECURITIZATION COMPANY LLC 0.230000% 4820P3G23 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 50000000.00 49990417.00 0.0010 N 49993765.00 49993765.00 JUPITER SECURITIZATION COMPANY LLC JUPITER SECURITIZATION COMPANY LLC 0.220000% 4820P3J20 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-02 2014-09-02 N N N 50000000.00 49971889.00 0.0010 N 49976075.00 49976075.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.210000% 48802RKM0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-03 2014-06-03 N N N 52000000.00 51999697.00 0.0011 N 51999480.00 51999480.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.210000% 48802RKQ1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 50000000.00 49997958.00 0.0010 N 49998650.00 49998650.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.270000% 48802TPG4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-10-27 2014-10-27 N N N 40000000.00 39955900.00 0.0008 N 39968332.00 39968332.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.270000% 48802TPJ8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-11-03 2014-11-03 N N N 120000000.00 119861400.00 0.0024 N 119899164.00 119899164.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.260000% 48802TPM1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N N 199000000.00 198866090.00 0.0041 N 198906649.10 198906649.10 KELLS FUNDING LLC KELLS FUNDING LLC 0.200000% 48803ADY8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 59500000.00 59500000.00 0.0012 N 59500000.00 59500000.00 KELLS FUNDING LLC KELLS FUNDING LLC 144A 0.230000% 48803AEM3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-25 2014-10-14 N N N 49000000.00 49000000.00 0.0010 N 49006321.00 49006321.00 KELLS FUNDING LLC KELLS FUNDING LLC 0.240000% 48803AET8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-25 2014-10-20 N N N 200000000.00 199992699.00 0.0041 N 199986000.00 199986000.00 KELLS FUNDING LLC KELLS FUNDING LLC 144A 0.230000% 48803AFH3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-17 2014-11-21 N N N 150000000.00 150000000.00 0.0031 N 150014100.00 150014100.00 KELLS FUNDING LLC KELLS FUNDING LLC 144A 0.190000% 48803AFJ9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 70000000.00 70000000.00 0.0014 N 69999300.00 69999300.00 KELLS FUNDING LLC KELLS FUNDING LLC 144A 0.240000% 48803AFZ3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-25 2015-01-07 N N N 66000000.00 66000000.00 0.0013 N 66001122.00 66001122.00 LLOYDS BANK PLC LLOYDS BANK PLC 0.100000% 53943SF93 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 1200000000.00 1199976667.00 0.0245 N 1199966666.40 1199966666.40 LLOYDS BANK PLC LLOYDS BANK PLC 0.080000% BRSNH8JL8 0001167831 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 900000000.00 900000000.00 0.0184 N 900000000.00 900000000.00 MACQUARIE BANK LTD MACQUARIE BANK LTD 144A 0.210000% 55607LHT4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 65000000.00 64967392.00 0.0013 N 64969632.00 64969632.00 MINNESOTA ST HSG FIN AGY MINNESOTA ST HSG FIN AGY 0.060000% 60415NVX7 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y WELLS FARGO BANK NA N/A N/A N N 36430000.00 36430000.00 0.0007 N 36430000.00 36430000.00 MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING C 0.250000% 60682AKU9 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 350000000.00 350000000.00 0.0071 N 350019985.00 350019985.00 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.250000% 60688LQD1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-29 2014-08-29 N N N 71000000.00 71000000.00 0.0014 N 71007149.70 71007149.70 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.200000% 60688LQK5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-18 2014-06-18 N N N 250000000.00 250000000.00 0.0051 N 250003950.00 250003950.00 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.200000% 60688LQS8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-24 2014-06-24 N N N 140000000.00 140000000.00 0.0029 N 140002912.00 140002912.00 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.210000% 60688LTG1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 250000000.00 250000000.00 0.0051 N 249999975.00 249999975.00 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.200000% 60688LVU7 Certificate of Deposit N First Tier Security N/A N/A 2014-09-09 2014-09-09 N N N 365000000.00 365000000.00 0.0074 N 364968975.00 364968975.00 MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 0.200000% 60688LVX1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-11 2014-09-11 N N N 152000000.00 152000000.00 0.0031 N 151986836.80 151986836.80 NATIONAL AUSTRALIA BANK LTD (LONDON BRANCH) NATIONAL AUSTRALIA BANK LTD LONDON 0.220000% BRSKYU3M1 0000833029 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-10-23 N N N 118000000.00 118000000.00 0.0024 N 118000000.00 118000000.00 NATIONAL AUSTRALIA FUNDING DELAWARE INC NATIONAL AUSTRALIA FUNDING DELAWAR 0.120000% 63253KFB8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-11 2014-06-11 Y NATIONAL AUSTRALIA BANK LIMITED N/A N/A Y NATIONAL AUSTRALIA BANK LIMITED N/A N/A N 400000000.00 399988000.00 0.0082 N 399991160.00 399991160.00 NATIONAL AUSTRALIA FUNDING DELAWARE INC NATIONAL AUSTRALIA FUNDING DELAWAR 0.220000% 63253LYE9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-16 2015-03-13 N N N 400000000.00 400000000.00 0.0082 N 399939200.00 399939200.00 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA NEW YORK 0.260000% 63307UFD8 Certificate of Deposit N First Tier Security N/A N/A 2014-12-19 2014-12-19 N N N 159300000.00 159300000.00 0.0032 N 159335778.78 159335778.78 NATIONAL BANK OF CANADA (NEW YORK BRANCH) NATIONAL BANK OF CANADA NEW YORK 0.250000% 63307UFF3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-24 2015-02-24 N N N 220000000.00 220000000.00 0.0045 N 220009680.00 220009680.00 NATIXIS NATIXIS 0.090000% BRSNHR2Q3 0001274981 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 1227000000.00 1227000000.00 0.0250 N 1227000000.00 1227000000.00 NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 0.280000% 63873EYT2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-08-04 N N N 250000000.00 249993324.00 0.0051 N 249967750.00 249967750.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.260000% 63975WAB4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 55500000.00 55500224.00 0.0011 N 55501332.00 55501332.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.240000% 63975WAF5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-30 2014-07-30 N N N 75000000.00 75002414.00 0.0015 N 75015525.00 75015525.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.250000% 63975WAG3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-28 2014-07-28 N N N 75000000.00 75002331.00 0.0015 N 75014925.00 75014925.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.200000% 63975WBA5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-13 2014-08-13 N N N 215000000.00 215000000.00 0.0044 N 215005160.00 215005160.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.230000% 63975WBC1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-06 2014-12-05 N N N 73000000.00 73000000.00 0.0015 N 73000073.00 73000073.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.230000% 63975WBD9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-12-23 N N N 145000000.00 145008909.00 0.0030 N 144992750.00 144992750.00 NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 144A 0.190000% 63975WBG2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-30 2014-09-29 N N N 78000000.00 77997831.00 0.0016 N 77994681.96 77994681.96 NEW YORK N Y NEW YORK N Y 0.050000% 64966G2L5 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y BANK OF TOKYO MITSUBISHI TRUST C N/A N/A Y BANK OF TOKYO MITSUBISHI TRUST C N/A N/A N 63860000.00 63860000.00 0.0013 N 63860000.00 63860000.00 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.180000% 65409SFA1 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-10 2014-06-10 N N N 200000000.00 199992000.00 0.0041 N 199993580.00 199993580.00 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.180000% 65409SFT0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 140248000.00 140230469.00 0.0029 N 140234031.30 140234031.30 NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.200000% 65409SG77 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-07 2014-07-07 N N N 99475000.00 99455658.00 0.0020 N 99460198.12 99460198.12 NORDEA BANK AB NORDEA BANK AB 0.180000% 65558GGJ6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-18 2014-07-18 N N N 300000000.00 299931000.00 0.0061 N 299954130.00 299954130.00 NORDEA BANK AB NORDEA BANK AB 0.210000% 65558GL68 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 194000000.00 193822328.00 0.0040 N 193819211.40 193819211.40 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND PLC/NEW YORK 0.230000% 65558EK49 Certificate of Deposit N First Tier Security N/A N/A 2014-10-23 2014-10-23 N N N 300000000.00 300000000.00 0.0061 N 300030330.00 300030330.00 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND PLC/NEW YORK 0.240000% 65558EP28 Certificate of Deposit N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 326250000.00 326250000.00 0.0067 N 326273751.00 326273751.00 NORDEA BANK FINLAND PLC/NEW YORK NORDEA BANK FINLAND PLC/NEW YORK 0.210000% 65558EVE5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-04 2014-06-04 N N N 340000000.00 340000000.00 0.0069 N 340005202.00 340005202.00 NORINCHUKIN BANK (NEW YORK BRANCH) NORINCHUKIN BANK (NEW YORK BRANCH) 0.150000% 65602MC20 Certificate of Deposit N First Tier Security N/A N/A 2014-07-08 2014-07-08 N N N 240000000.00 240000000.00 0.0049 N 240000000.00 240000000.00 NORINCHUKIN BANK (NEW YORK BRANCH) NORINCHUKIN BANK (NEW YORK BRANCH) 0.140000% 65602MXV3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 500000000.00 500000000.00 0.0102 N 499997200.00 499997200.00 NORINCHUKIN BANK (NEW YORK BRANCH) NORINCHUKIN BANK (NEW YORK BRANCH) 0.140000% 65602MYM2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-13 2014-06-13 N N N 787000000.00 787000000.00 0.0161 N 786993861.40 786993861.40 NRW BANK NRW.BANK 0.120000% 62939MG19 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 500000000.00 499951667.00 0.0102 N 499951666.50 499951666.50 NRW BANK NRW.BANK 0.120000% 62939MG27 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-02 2014-07-02 N N N 500000000.00 499950000.00 0.0102 N 499952350.00 499952350.00 NRW BANK NRW.BANK 0.130000% 62939MG35 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-03 2014-07-03 N N N 500000000.00 499945833.00 0.0102 N 499945833.00 499945833.00 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.200000% 67983UFP3 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 98000000.00 97988567.00 0.0020 N 97997383.40 97997383.40 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.220000% 67983UGR8 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-07-25 2014-07-25 N N N 77500000.00 77474899.00 0.0016 N 77492164.75 77492164.75 OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.200000% 67983UJN4 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-09-22 2014-09-22 N N N 50000000.00 49968889.00 0.0010 N 49980035.00 49980035.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND NV NY 0.350000% 21684BJF2 Certificate of Deposit N First Tier Security N/A N/A 2015-01-12 2015-01-12 N N N 199000000.00 199000000.00 0.0041 N 199124852.60 199124852.60 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.270000% 21684BNM2 Certificate of Deposit N First Tier Security N/A N/A 2014-08-06 2015-05-06 N N N 213000000.00 213000000.00 0.0043 N 212961873.00 212961873.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.240000% 21684BPQ1 Certificate of Deposit N First Tier Security N/A N/A 2014-08-14 2014-11-14 N N N 135000000.00 135000000.00 0.0028 N 135003375.00 135003375.00 RABOBANK NEDERLAND (NY BRANCH) RABOBANK NEDERLAND (NY BRANCH) 0.250000% 21684BRE6 Certificate of Deposit N First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 130000000.00 130000000.00 0.0027 N 130023231.00 130023231.00 RABOBANK USA FINANCIAL CORPORATION RABOBANK USA FINANCIAL CORP 0.250000% 74977LGU5 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-28 2014-07-28 Y COOPERATIEVE CENTRALE RAIFFEISEN N/A N/A Y COOPERATIEVE CENTRALE RAIFFEISEN N/A N/A N 125000000.00 124951389.00 0.0025 N 124973437.50 124973437.50 RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.160000% BRSJ0M9T8 0000050916 Other Repurchase Agreement N FANNIE MAE 2018-09-18 1.875000 Government Agency Debt 23849000.00 24428292.21 FANNIE MAE 2028-04-25 2.375000 Government Agency Debt 25770000.00 24452870.25 FED FARM CR BKS 2021-08-27 2.200000 Government Agency Debt 16453000.00 16277665.86 FEDERAL HOME LOAN BANKS 2014-08-29 0.00 Government Agency Debt 11972000.00 11970802.80 FREDDIE MAC 2018-11-20 0.875000 Government Agency Debt 3853000.00 3861295.72 FREDDIE MAC 2018-11-26 0.875000 Government Agency Debt 608000.00 609262.95 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 80000000.00 80000000.00 0.0016 N 80000000.00 80000000.00 RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.150000% BRSNHA397 0000050916 Other Repurchase Agreement N ABBVIE INC 2022-11-06 2.899999 Other Note 4312034.00 4257846.11 AIA GROUP LTD 2044-03-11 4.875000 Other Note 5233129.00 5571125.90 ALTRIA GROUP INC 2024-01-31 4.000000 Other Note 2284952.00 2368885.91 AMGEN INC 2019-05-22 2.200000 Other Note 1656765.00 1659662.49 AMGEN INC 2043-05-15 5.375000 Other Note 860000.00 959346.84 APPLE INC 2024-05-06 3.450000 Other Note 661324.00 674166.92 ASPEN INS HLDG 2020-12-15 6.000000 Other Note 4766268.00 5680724.18 AT&T INC 2045-06-15 4.349999 Other Note 3978078.00 3879531.06 BANK OF AMERICA CORP 2015-06-15 4.400000 Other Note 10000.00 10481.37 BANK OF AMERICA CORP 2023-05-15 3.399999 Other Note 1263000.00 1273692.00 BARCLAYS BANK PLC 2025-01-14 2.500000 Other Note 32000.00 30862.22 BAXTER INTERNATIONAL INC. 2014-12-11 0.405650 Other Note 9100000.00 9113378.61 BERKLEY W R CORP 2020-09-15 5.375000 Other Note 213704.00 239878.02 BPCE SA 2024-04-15 4.000000 Other Note 800737.00 818673.50 BURLINGTON NORTHERN SANTA FE LLC 2044-04-01 4.900000 Other Note 3671157.00 3980111.38 CB WEATVACO CORP. 2030-01-15 8.199999 Other Note 9911110.00 13188912.29 CITIGROUP INC 2019-05-22 8.500000 Other Note 714668.00 917432.81 CORP 0002A6 2017-10-01 3.000000 Other Note 1000000.00 1052846.67 CORP 000BS5 2068-05-15 8.175000 Other Note 1422339.00 1917890.80 CORP 001HA2 2021-11-01 2.899999 Other Note 4126766.00 4239905.87 CORP 006BG8 A 2042-11-01 3.850000 Other Note 1000000.00 890231.39 CORP 056AS7 B 2017-08-01 0.875000 Other Note 423897.00 421939.59 CORP 060AA7 A 2023-07-24 4.099999 Other Note 950000.00 996825.50 CORP 061AG3 J 2022-08-15 5.250000 Other Note 165000.00 180726.56 CORP 468AF5 J 2019-09-18 1.950000 Other Note 500000.00 501380.00 CORP 72FAA1 2015-11-02 2.200000 Other Note 693641.00 711024.42 CORP 891AA7 2017-02-17 1.500000 Other Note 11000.00 11229.92 CREDIT SUISSE MEDIUM TERM SUB NTS BOOK ENTRY 2019-08-13 5.299999 Other Note 632883.00 735202.96 DEUTSCHE TELEKOM INTL FIN B V 2030-06-15 8.750000 Other Note 400000.00 605037.67 DIRECTV HLDGS LLC / DIRECTV FING INC 2022-03-15 3.799999 Other Note 4371442.00 4552842.27 Enterprise Products Operating LLC 2043-02-15 4.450000 Other Note 662667.00 659353.11 Enterprise Products Operating LLC 2045-02-15 5.099999 Other Note 859370.00 943296.07 ERAC USA FINANCE LLC 2024-11-15 3.850000 Other Note 11500000.00 11649103.89 FIDELITY NATIONAL INFORMATION SE 2023-04-15 3.500000 Other Note 7190000.00 7115188.05 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2016-12-15 8.000000 Other Note 411497.00 494864.92 FREEPORT-MCMORAN COPPER & GOLD INC. 2020-03-15 3.100000 Other Note 532145.00 536614.13 GATX CORP 2044-03-15 5.200000 Other Note 1944757.00 2131477.44 GCB AOL TIME WARNER 2031-04-15 7.625000 Other Note 1540000.00 2154585.13 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2038-01-14 5.875000 Other Note 35000.00 43061.36 GENERAL MILLS INC 2040-06-15 5.400000 Other Note 893427.00 1040708.44 GOLDMAN SACHS GROUP INC/THE 2016-08-15 3.500000 Other Note 358000.00 372441.12 GOLDMAN SACHS GROUP INC/THE 2025-12-15 3.500000 Other Note 17000.00 16949.82 GOLDMAN SACHS GROUP INC/THE 2028-01-23 6.099999 Other Note 20000.00 17549.99 Hewlett-Packard Co 2015-03-15 2.350000 Other Note 2100000.00 2140311.25 HYDRO-QUEBEC 2017-06-19 1.375000 Other Note 558955.00 568417.72 INGERSOLL RAND CO MEDIUM TERM NTS BOOK ENTRY 2027-11-19 6.230000 Other Note 35000.00 41479.05 INTERNATIONAL GAME TECH 2023-10-15 5.349999 Other Note 7136917.00 7814121.21 JOHN DEERE CAPITAL CORP 2020-01-15 1.700000 Other Note 5912027.00 5811906.82 JOHNSON & JOHNSON 2043-12-05 4.500000 Other Note 5001819.00 5482018.63 JPMORGAN CHASE & CO 2023-01-25 3.200000 Other Note 1887524.00 1889224.87 KEYBANK NA 2018-02-01 1.649999 Other Note 790793.00 797549.67 LORILLARD TOBACCO CO 2023-05-20 3.750000 Other Note 652000.00 645011.65 MATTEL INC 2019-05-06 2.350000 Other Note 4000000.00 4035466.67 MORGAN STANLEY 2019-09-23 5.625000 Other Note 3000000.00 3489146.25 MORGAN STANLEY 2023-07-11 3.512200 Other Note 10000.00 10293.89 MORGAN STANLEY 2025-11-24 5.000000 Other Note 975000.00 1041330.33 MORGAN STANLEY 2033-08-19 10.000000 Other Note 12000.00 11020.33 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2018-04-01 6.625000 Other Note 1622511.00 1917706.82 MTN RAB 10/13/15 2.1250 2015-10-13 2.125000 Other Note 10000.00 10263.24 NEWS AMER INC 2037-11-15 6.650000 Other Note 209408.00 268597.34 NORFOLK SOUTHERN CORPORATION 2023-02-15 2.903000 Other Note 3000000.00 2958891.25 NORFOLK SOUTHERN CORPORATION 2043-08-15 4.799999 Other Note 3489266.00 3810313.36 OREILLY AUTOMOTIVE INC 2021-01-14 4.875000 Other Note 7550000.00 8436344.84 PHILIP MORRIS INTERNATIONAL INC 2043-11-15 4.875000 Other Note 523680.00 568067.77 PNC FDG CORP 2020-08-11 4.375000 Other Note 7979715.00 8879160.76 PROVINCE OF ONTARIO 2018-07-16 3.000000 Other Note 467861.00 502565.37 PTT PCL 2042-10-25 4.500000 Other Note 850000.00 707013.00 RAYTHEON CO 2020-10-15 3.125000 Other Note 2000000.00 2090192.50 REYNOLDS AMERN INC 2017-06-15 6.750000 Other Note 3754907.00 4458642.29 SG STRUCT PR 2032-08-31 12.000000 Other Note 11000.00 9627.98 SPECTRA ENERGY PARTNERS LP 2043-09-25 5.950000 Other Note 4215000.00 5080900.33 STRYKER CORP 2024-05-15 3.375000 Other Note 1000000.00 1009178.75 STRYKER CORP 2044-05-15 4.375000 Other Note 3000000.00 3011592.92 SUMITOMO LIFE INSURANCE CO 2073-09-20 6.500000 Other Note 500000.00 590819.44 TELEFONAKTIEBOLAGET LM ERICSSON 2022-05-15 4.125000 Other Note 136753.00 142809.62 TOTAL CAPITAL INTERNATIONAL SA 2024-04-10 3.750000 Other Note 3300000.00 3493586.25 TOYOTA MOTOR CREDIT CORP 2032-10-25 3.000000 Other Note 15000.00 13886.35 TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY 2016-09-15 2.000000 Other Note 10000.00 10326.77 TUPPERWARE BRANDS CORP 2021-06-01 4.750000 Other Note 65000.00 71032.52 VERIZON COMMUNICATIONS INC 2023-09-15 5.150000 Other Note 6449000.00 7329670.07 VERIZON COMMUNICATIONS INC 2024-03-15 4.150000 Other Note 1108152.00 1171366.84 VERIZON COMMUNICATIONS INC 2043-09-15 6.549999 Other Note 158000.00 202127.16 WALGREEN CO 2042-09-15 4.400000 Other Note 10000000.00 9756966.67 WALT DISNEY COMPANY (THE) 2015-02-11 0.213850 Other Note 603989.00 604070.71 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 190000000.00 190000000.00 0.0039 N 190000000.00 190000000.00 RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.160000% BRSNHA3B2 0000050916 Other Repurchase Agreement N FANNIE MAE 2018-11-27 1.625000 Government Agency Debt 20401000.00 20548201.72 FEDERAL HOME LOAN BANKS 2014-08-29 0.00 Government Agency Debt 86561000.00 86552343.90 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 105000000.00 105000000.00 0.0021 N 105000000.00 105000000.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.280000% 78009NPQ3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-10-10 N N N 19500000.00 19500000.00 0.0004 N 19506825.00 19506825.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.260000% 78009NPV2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-10-29 N N N 150000000.00 150000000.00 0.0031 N 150000000.00 150000000.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.260000% 78009NPZ3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-12-05 N N N 80000000.00 80000000.00 0.0016 N 80020080.00 80020080.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.260000% 78009NQB5 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-12-11 N N N 235000000.00 235000000.00 0.0048 N 235060865.00 235060865.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.270000% 78009NQF6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2015-01-15 N N N 128000000.00 128000000.00 0.0026 N 128031360.00 128031360.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.230000% 78009NQK5 Certificate of Deposit N First Tier Security N/A N/A 2014-10-23 2014-10-23 N N N 200000000.00 200000000.00 0.0041 N 200117500.00 200117500.00 ROYAL BANK OF CANADA/NEW YORK NY ROYAL BANK OF CANADA NEW YORK 0.230000% 78009NQQ2 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2015-02-23 N N N 90000000.00 90000000.00 0.0018 N 89986412.70 89986412.70 SAN FRANCISCO CALIF CITY & CNTY ARPTS COMMN SAN FRANCISCO CALIF CITY & CNT 0.050000% 79765A3K0 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y JPMORGAN CHASE BANK NA N/A N/A Y JPMORGAN CHASE BANK NA N/A N/A N 28375000.00 28375000.00 0.0006 N 28375000.00 28375000.00 SG AMERICAS SECURITIES LLC TRI-PARTY SG AMERICAS SECURITIES 0.320000% BRSLNA139 0001313360 Other Repurchase Agreement N AMERIGAS FINANCE LLC/AMERIGAS FI 2022-05-20 7.000000 Other Note 522083.00 576611.67 APPLE INC 2044-05-06 4.450000 Other Note 113523.00 116656.99 AVIV HLTHCARE PROP LP/AVIV H CAP 2019-02-15 7.750000 Other Note 20167.00 21933.72 BANK AMER CORP 2019-06-01 7.625000 Other Note 57693.00 73827.04 CF INDUSTRIES INC 2044-03-15 5.375000 Other Note 1673475.00 1821703.28 COMED FING III 2033-03-15 6.349999 Other Note 13820159.00 13933887.38 CORP 010AF5 2015-07-15 9.000000 Other Note 1062484.00 1183341.56 CORP 493AA1 2018-01-15 6.000000 Other Note 198210.00 221882.23 CREDIT AGRICOLE SA/LONDON 2024-04-15 3.875000 Other Note 334290.00 339409.24 ECHOSTAR DBS CORP 2014-10-01 6.625000 Other Note 1494417.00 1536795.14 EL PASO LLC 2018-06-01 7.250000 Other Note 703157.00 826208.50 EMBARQ CORP 2036-06-01 7.995000 Other Note 203138.00 230275.80 ENBRIDGE ENERGY PARTNERS LP 2077-10-01 8.050000 Other Note 3546970.00 4081473.75 FEDERAL EXPRESS CORP 1998 PASS T 2022-01-15 6.719999 Other Note 1.00 0.62 FEDERAL EXPRESS CORP 1999 PASS T 2020-01-15 7.900000 Other Note 2499996.00 1614526.21 FIRST EMPIRE CAP TR I 2027-02-01 8.234000 Other Note 1767.00 1845.57 GLDMN SCHS CAP I 2034-02-15 6.344999 Other Note 681909.00 790670.93 HSBC FIN CAP TR IX 2035-11-30 5.910999 Other Note 1101230.00 1146380.43 MORGAN STANLEY FOR EQUITY ISSUES SEE 61746S FORM 2016-10-18 0.677849 Other Note 1638896.00 1638042.64 PROGRESS ENERGY INC 2019-03-15 7.049999 Other Note 4031820.00 4985819.17 REGIONS FIN CORP 2037-12-10 7.375000 Other Note 13475654.00 17608992.66 ROPER INDUSTRIES INC 2018-10-01 2.049999 Other Note 41272.00 41627.34 SLM CORP MEDIUM TERM NTS BOOK 2017-01-25 6.000000 Other Note 3118461.00 3452396.19 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 8.449999 Other Note 145854.00 177391.88 STORA ENSO OYJ 2016-04-15 6.403999 Other Note 9608610.00 10526280.31 WAL-MART STORES INC 2024-04-22 3.299999 Other Note 1365293.00 1389613.42 ZFS FIN USA TR V 2037-05-09 6.500000 Other Note 151196.00 161975.01 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 60640000.00 60640000.00 0.0012 N 60640000.00 60640000.00 SG AMERICAS SECURITIES LLC TRI-PARTY SG AMERICAS SECURITIES 0.340000% BRSM7UAX5 0001313360 Other Repurchase Agreement N ACCO BRANDS CORP 2020-04-30 6.750000 Other Note 378990.00 398176.37 ACE CAP TR II 2030-04-01 9.699999 Other Note 23955.00 35780.56 ALCATEL-LUCENT USA INC 2017-07-01 4.625000 Other Note 462620.00 485326.93 ALLIANCE ONE INTERNATIONAL INC 2021-07-15 9.875000 Other Note 7171291.00 7296788.59 ALLY FINL INC 2017-02-15 5.500000 Other Note 6668151.00 7350247.27 AMERIGAS FINANCE LLC/AMERIGAS FI 2022-05-20 7.000000 Other Note 208986.00 230813.43 AMKOR TECH, INC. 2021-06-01 6.625000 Other Note 4000000.00 4411763.89 ARTESYN TECH, INC. 2020-10-15 9.750000 Other Note 3000000.00 2841562.50 AVIV HLTHCARE PROP LP/AVIV H CAP 2019-02-15 7.750000 Other Note 136751.00 148730.96 BANK AMER CORP 2019-06-01 7.625000 Other Note 3170970.00 4057741.88 BARCLAYS BANK PLC 2049-12-31 8.250000 Other Note 2950431.00 3257460.22 BEAZER HOMES USA INC 2019-06-15 5.750000 Other Note 72252.00 72490.83 BOYD GAMING CORP 2020-07-01 9.000000 Other Note 1401756.00 1604660.18 BRIXMOR LLC 2015-01-15 5.299999 Other Note 1650250.00 1703676.85 BRIXMOR LLC 2015-09-15 5.250000 Other Note 7145668.00 7313144.59 CEDC FINANCE CORP INTERNATIONAL INC 2018-04-30 9.000000 Other Note 466479.00 432659.27 CHINOS INTERMEDIATE HOLDINGS A INC 2019-05-01 7.750000 Other Note 1370946.00 1420633.27 CIT GROUP INC 2023-08-01 5.000000 Other Note 3253237.00 3339538.15 CITIZENS COMMUNICATIONS CO NAME CHANGED TO FRONT 2031-08-15 9.000000 Other Note 51000.00 55398.75 COMED FING III 2033-03-15 6.349999 Other Note 2303.00 2321.96 CORNERSTONE CHEMICAL CO 2018-03-15 9.375000 Other Note 451103.00 488107.55 CORP 010BD2 2017-03-15 5.849999 Other Note 5000000.00 5423437.50 CORP 013AT8 2015-04-15 6.049999 Other Note 4904837.00 5119730.17 CORP 051AM9 C 2019-03-15 9.000000 Other Note 21062.00 21983.46 CORP 079AU1 2020-08-01 7.750000 Other Note 3022040.00 3292113.83 CORP 123AQ6 2017-10-30 7.250000 Other Note 1462271.00 1557013.97 CORP 154AD9 2018-12-01 8.875000 Other Note 1033031.00 1148346.67 CORP 363AF3 2019-11-15 8.625000 Other Note 5035111.00 5380488.14 CORP 493AA1 2018-01-15 6.000000 Other Note 434.00 485.84 CORP 714AA9 2019-04-01 7.875000 Other Note 6000000.00 6347437.50 D R HORTON INC 2018-02-15 3.625000 Other Note 556602.00 573618.95 DANAHER CORP 2019-03-01 5.400000 Other Note 5085350.00 5956267.05 DRILL RIGS HOLDINGS INC 2017-10-01 6.500000 Other Note 3000000.00 3144458.33 EL PASO LLC 2014-06-15 6.875000 Other Note 6691.00 6915.16 EL PASO LLC 2018-06-01 7.250000 Other Note 1729032.00 2031610.20 EMBARQ CORP 2036-06-01 7.995000 Other Note 4900903.00 5555628.92 ENBRIDGE ENERGY PARTNERS LP 2077-10-01 8.050000 Other Note 121164.00 139422.57 EXPO EVENT TRANSCO INC 2021-06-15 9.000000 Other Note 7099532.00 7534378.35 FREESCALE SEMICONDUCTOR INC 2020-02-01 8.050000 Other Note 532.00 593.38 GLEN MEADOW PASS-THROUGH TR 2067-02-12 6.504999 Other Note 4032.00 4088.34 GMAC LLC FORMERLY GMAC LLC 06/30/2009 2014-12-01 2.436100 Other Note 5000000.00 5053986.21 HCA THE HEALTHCARE COMPANY 2015-01-15 6.375000 Other Note 3011155.00 3181002.96 HERCULES OFFSHORE INC 2019-04-01 10.250000 Other Note 6000000.00 6760791.66 HOSPITALITY PPTYS TR 2017-03-15 5.625000 Other Note 961745.00 1068083.94 INTERNATIONAL WIRE GROUP, INC. 2017-10-15 8.500000 Other Note 6000000.00 6603750.00 KINDER MORGAN INC REORGANIZED AS KINDER MORGAN I 2015-03-01 5.150000 Other Note 327753.00 340834.26 LENNAR CORP 2017-06-01 12.250000 Other Note 353905.00 471900.36 MANITOBA (PROVINCE OF) 2020-04-01 9.250000 Other Note 1802528.00 2429951.44 MEDTRONIC INC 2042-03-15 4.500000 Other Note 1452584.00 1514267.98 MGM GRAND,INC 2016-06-01 7.500000 Other Note 5000000.00 5723958.32 NOVELIS INC 2017-12-15 8.375000 Other Note 8642.00 9557.06 OPAL ACQUISITION INC 2021-12-15 8.875000 Other Note 397915.00 433898.67 PATRIOT MERGER CORP 2021-07-15 9.000000 Other Note 89.00 100.23 PRETIUM PACKAAGING 2016-04-01 11.500000 Other Note 4000000.00 4311508.89 PROGRESS ENERGY INC 2019-03-15 7.049999 Other Note 114498.00 141590.23 PROSPECT HOLDING COMPANY LLC 2018-10-01 10.250000 Other Note 6024582.00 5945049.14 REGIONS FIN CORP 2037-12-10 7.375000 Other Note 67612.00 88350.38 RRI ENERGY INC 2017-06-15 7.875000 Other Note 3018801.00 3301341.91 SABRE HLDGS CORP. 2016-03-15 8.349999 Other Note 33552.00 37910.27 SCHAEFFLER HOLDING FINANCE BV 2018-08-15 6.875000 Other Note 4000001.00 4310209.41 TORONTO-DOMINION BANK/THE 2017-03-13 1.500000 Other Note 1667081.00 1699519.62 UNITED RENTALS (NORTH AMERICA) INC 2024-11-15 5.750000 Other Note 1101.00 1150.79 VECTOR GRP LTD. 2021-02-15 7.750000 Other Note 3000000.00 3270312.50 VIASAT INC 2020-06-15 6.875000 Other Note 3000000.00 3336421.25 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 136000000.00 136000000.00 0.0028 N 136000000.00 136000000.00 SKANDINAVISKA ENSKILDA BANKEN AB SKANDINAVISKA ENSKILDA BANKEN AB 0.060000% BRSNHEPN4 0001534653 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 1675000000.00 1675000000.00 0.0342 N 1675000000.00 1675000000.00 SKANDINAVISKA ENSKILDA BANKEN NEW YORK BRANCH SKANDINAVISKA ENSKILDA BANKEN NEW 0.250000% 83051HXN1 Certificate of Deposit N First Tier Security N/A N/A 2014-09-23 2014-09-23 N N N 300000000.00 300000000.00 0.0061 N 300057870.00 300057870.00 SKANDINAVISKA ENSKILDA BANKEN NEW YORK BRANCH SKANDINAVISKA ENSKILDA BANKEN NEW 0.250000% 83051HXX9 Certificate of Deposit N First Tier Security N/A N/A 2014-10-09 2014-10-09 N N N 228000000.00 228000000.00 0.0047 N 228016644.00 228016644.00 SOCIETE GENERALE (NEW YORK BRANCH) SOCIETE GENERALE (NEW YORK BRANCH) 0.320000% 83368NPG0 Certificate of Deposit N First Tier Security N/A N/A 2014-06-19 2014-08-04 N N N 206500000.00 206500000.00 0.0042 N 206496489.50 206496489.50 SOCIETE GENERALE NORTH AMERICA INC SOCIETE GENERALE NORTH AMERICA INC 0.200000% 83365SF24 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-06-02 Y SOCIETE GENERALE SA N/A N/A Y SOCIETE GENERALE SA N/A N/A N 478000000.00 478000000.00 0.0097 N 477996032.60 477996032.60 SOCIETE GENERALE SA SOCIETE GENERALE SA 0.060000% BRSNHLU93 0000865845 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 125000000.00 125000000.00 0.0025 N 125000000.00 125000000.00 SUMITOMO MITSUI BANKING CORP (NEW YORK) SUMITOMO MITSUI BANKING CORP 0.210000% 86562U3Y6 Certificate of Deposit N First Tier Security N/A N/A 2014-08-19 2014-08-19 N N N 100000000.00 100000000.00 0.0020 N 99995500.00 99995500.00 SUMITOMO MITSUI BANKING CORP (NEW YORK) SUMITOMO MITSUI BANKING CORP 0.210000% 86562U5M0 Certificate of Deposit N First Tier Security N/A N/A 2014-08-27 2014-08-27 N N N 325000000.00 325000000.00 0.0066 N 324983945.00 324983945.00 SUMITOMO MITSUI BANKING CORP (NEW YORK) SUMITOMO MITSUI BANKING CORP 0.210000% 86562UD74 Certificate of Deposit N First Tier Security N/A N/A 2014-07-01 2014-07-01 N N N 25000000.00 25000000.00 0.0005 N 25000442.50 25000442.50 SUMITOMO MITSUI BANKING CORP (NEW YORK) SUMITOMO MITSUI BANKING CORP 0.250000% 86562UJ37 Certificate of Deposit N First Tier Security N/A N/A 2014-10-10 2014-10-10 N N N 150000000.00 150000000.00 0.0031 N 149999955.00 149999955.00 SUMITOMO MITSUI BANKING CORP (NEW YORK) SUMITOMO MITSUI BANKING CORP 0.250000% 86562UP55 Certificate of Deposit N First Tier Security N/A N/A 2014-10-14 2014-10-14 N N N 370000000.00 370000000.00 0.0075 N 369999889.00 369999889.00 SUMITOMO MITSUI BANKING CORPORATION SUMITOMO MITSUI BANKING CORP 0.250000% 86562LKA9 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-10-10 2014-10-10 N N N 150000000.00 149864583.00 0.0031 N 149864415.00 149864415.00 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED 0.220000% 86563KLH4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-04 2014-08-04 N N N 395000000.00 395000000.00 0.0081 N 394992692.50 394992692.50 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED 0.220000% 86563KLM3 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 100000000.00 100000000.00 0.0020 N 99998070.00 99998070.00 SUMITOMO MITSUI TRUST BANK LIMITED (NY BRANCH) SUMITOMO MITSUI TRUST BANK LIMITED 0.150000% 86563KMK6 Certificate of Deposit N First Tier Security N/A N/A 2014-06-23 2014-06-23 N N N 225000000.00 225000000.00 0.0046 N 224995500.00 224995500.00 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 144A 0.280000% 86959JDE5 Other Note N First Tier Security N/A N/A 2014-06-16 2014-11-14 N N N 362100000.00 362100000.00 0.0074 N 362103258.90 362103258.90 SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.050000% BRSNH87M9 0001448613 Other Instrument TD N First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 500000000.00 500000000.00 0.0102 N 500000000.00 500000000.00 SVENSKA HANDELSBANKEN INC SVENSKA HANDELSBANKEN INC 0.210000% 86958GGH2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-17 2014-07-17 Y SVENSKA HANDELSBANKEN AB N/A N/A Y SVENSKA HANDELSBANKEN AB N/A N/A N 190000000.00 189951312.00 0.0039 N 189966047.00 189966047.00 SVENSKA HANDELSBANKEN INC SVENSKA HANDELSBANKEN INC 144A 0.170000% 86958GJ55 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-09-05 2014-09-05 Y SVENSKA HANDELSBANKEN AB N/A N/A Y SVENSKA HANDELSBANKEN AB N/A N/A N 185000000.00 184917007.00 0.0038 N 184911866.00 184911866.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.160000% 86958C5L4 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 350000000.00 350000680.00 0.0071 N 350009100.00 350009100.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.210000% 86958C5P5 Certificate of Deposit N First Tier Security N/A N/A 2014-09-05 2014-09-05 N N N 300000000.00 300003293.00 0.0061 N 300020340.00 300020340.00 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.170000% 86958DAU6 Certificate of Deposit N First Tier Security N/A N/A 2014-09-08 2014-09-08 N N N 194000000.00 194002639.00 0.0040 N 193953750.40 193953750.40 SVENSKA HANDELSBANKEN/NEW YORK NY SVENSKA HANDELSBANKEN/NEW YORK NY 0.160000% 86958DAV4 Certificate of Deposit N First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 190000000.00 190001741.00 0.0039 N 189974502.00 189974502.00 SWEDBANK AB SWEDBANK AB 0.160000% 87019SGP3 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-07-23 2014-07-23 N N N 175000000.00 174960333.00 0.0036 N 174965350.00 174965350.00 SWEDBANK AB SWEDBANK AB 0.170000% 87019SHC1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-08-12 2014-08-12 N N N 200000000.00 199932944.00 0.0041 N 199938740.00 199938740.00 THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.200000% 88602UFT2 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-27 2014-06-27 N N N 75000000.00 74989583.00 0.0015 N 74990332.50 74990332.50 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK NEW YORK 0.230000% 89112T6U3 Certificate of Deposit N First Tier Security N/A N/A 2014-07-15 2015-04-15 N N N 161750000.00 161750000.00 0.0033 N 161722664.25 161722664.25 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO DOMINION BANK/NY 0.220000% 89112TDF8 Certificate of Deposit N First Tier Security N/A N/A 2014-06-24 2014-07-24 N N N 261500000.00 261500000.00 0.0053 N 261531118.50 261531118.50 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK NEW YORK 0.250000% 89112TN83 Certificate of Deposit N First Tier Security N/A N/A 2014-11-06 2014-11-06 N N N 157000000.00 157000000.00 0.0032 N 157055687.90 157055687.90 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK NEW YORK 0.240000% 89112UAH4 Certificate of Deposit N First Tier Security N/A N/A 2015-01-26 2015-01-26 N N N 150000000.00 150000000.00 0.0031 N 150050100.00 150050100.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK NEW YORK 0.160000% 89112UCS8 Certificate of Deposit N First Tier Security N/A N/A 2014-08-13 2014-08-13 N N N 350000000.00 350000000.00 0.0071 N 350029155.00 350029155.00 TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK NEW YORK 0.230000% 89112UDA6 Certificate of Deposit N First Tier Security N/A N/A 2015-02-17 2015-02-17 N N N 375000000.00 375000000.00 0.0076 N 375082012.50 375082012.50 UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.200000% 90267RVT3 Certificate of Deposit N First Tier Security N/A N/A 2014-06-05 2014-08-05 N N N 350000000.00 350000000.00 0.0071 N 349947500.00 349947500.00 UBS SECURITIES LLC TRI-PARTY UBS SECURITIES LLC 0.260000% BRSNHA1R9 0000230611 Other Repurchase Agreement N AMKOR TECH, INC. 2022-10-01 6.375000 Other Note 1000000.00 1070447.92 BARRICK GOLD CORP 2023-05-01 4.099999 Other Note 7310389.00 7144317.27 BRITISH AIRWAYS PLC 2020-06-20 5.625000 Other Note 500000.00 535468.75 CAESARS ENTERTAINMENT OPERATING COMPANY INC 2018-12-15 10.000000 Other Note 195000.00 92787.50 CAESARS ENTERTAINMENT OPERATING COMPANY INC 2020-02-15 9.000000 Other Note 5061775.00 4068401.65 CAESARS ENTERTAINMENT OPERATING COMPANY INC 2020-02-15 9.000000 Other Note 2380261.00 1925036.08 CARRIZO OIL & GAS, INC. 2018-10-15 8.625000 Other Note 130247.00 139791.67 CASTLE HLDGS TR 1 2017-10-10 4.738749 Other Note 31956589.00 26650570.01 CEDC FINANCE CORP INTERNATIONAL INC 2018-04-30 9.000000 Other Note 3387552.00 3141954.48 CELANESE US HOLDINGS LLC 2018-10-15 6.625000 Other Note 1026000.00 1085796.56 COLLE_07-2 2047-11-01 1.651999 Other Note 5428308.00 3747275.01 CONTINENTAL AIRLINES 2004-ERJ1 PASS THROUGH TRUST 2019-09-01 9.557999 Other Note 100000.00 57941.73 CORP 005CG3 2022-09-15 3.000000 Other Note 4670322.00 4646409.95 CORP 006BG8 A 2042-11-01 3.850000 Other Note 557107.00 495954.14 CORP 010BY3 2022-03-05 2.750000 Other Note 456912.00 455245.66 CORP 056AK6 E 2016-12-08 3.000000 Other Note 3751926.00 4000316.01 CORP 081AE0 F 2019-06-15 7.000000 Other Note 10489510.00 8124999.65 CORP 412AC3 2018-08-01 9.750000 Other Note 4012366.00 4542917.81 CORP 630AA5 2018-12-01 8.875000 Other Note 146753.00 164235.47 CORP 923QB4 2021-05-10 4.625000 Other Note 2255355.00 2542167.24 CORP 932AB3 2019-06-15 8.000000 Other Note 3403029.00 3842586.92 COURT STR ASSOCS LP 2028-01-01 3.704000 Other Note 12095341.00 8749999.49 DENBURY RES INC. 2022-05-01 5.500000 Other Note 575000.00 595604.17 EUROPEAN CAP S A SICAR 2022-07-03 7.620000 Other Note 9452245.00 8749999.91 EXIDE TECHNOLOGIES FORMERLY EXIDE CORP TO 05/15/ 2018-02-01 8.625000 Other Note 14646185.00 8568018.22 EXPEDIA INC DEL 2018-08-15 7.456000 Other Note 5005000.00 6052129.40 FIRST DATA CORP 2021-08-15 11.750000 Other Note 1489378.00 1704251.81 FIRST DATA HOLDINGS INC 2019-09-24 14.500000 Other Note 10669926.00 10901107.75 GENERAL ELEC CAPT CORP 2016-05-09 1.093950 Other Note 2737855.00 2776088.91 GENERAL ELECTRIC CAP CORP 2049-12-31 5.250000 Other Note 3400000.00 3481812.50 GLEN MEADOW PASS-THROUGH TR 2067-02-12 6.504999 Other Note 1216928.00 1233932.03 HERCULES OFFSHORE INC 2021-10-01 7.500000 Other Note 5911000.00 6027988.54 HJ HEINZ FINANCE COMPANY 2039-08-01 7.125000 Other Note 4012014.00 4447526.48 INTERNATIONAL LEASE FIN CORP 2016-09-01 6.750000 Other Note 6557161.00 7363281.98 JPMORGAN CHASE & CO 2049-12-31 6.000000 Other Note 862000.00 888793.83 LINN ENERGY LLC/LINN ENERGY FINANCE CORP 2019-05-15 6.500000 Other Note 258389.00 272008.25 MAGNETATION LLC / MAGNETATION FI 2018-05-15 11.000000 Other Note 1483000.00 1654780.83 MECCANICA HOLDINGS USA, INC 2019-07-15 6.250000 Other Note 3207000.00 3578811.56 MOMENTIVE PERFORMANCE MATLS 2021-01-15 0.00 Other Note 13535069.00 9982113.39 MUELLER WTR PRODS INC 2020-09-01 8.750000 Other Note 862000.00 977621.74 NII CAP CORP 2021-04-01 7.625000 Other Note 32260607.00 9436115.52 NORTHERN TELECOM LTD NAME CHANGED TO NORTEL NETW 2023-09-01 0.00 Other Note 12576000.00 5533440.00 ROYAL BANK SCOTLAND GROUP PLC ROYAL BK SCOTLAND 2015-01-08 5.049999 Other Note 999000.00 1040457.94 SPL LOGISTICS ESCROW LLC / SPL 2020-08-01 8.875000 Other Note 2373144.00 2709743.16 TEXAS COMPETITIVE ELECTRIC HOLDI 2021-04-01 0.00 Other Note 7115.00 2561.40 TOYS R US INC 2017-08-15 10.375000 Other Note 3963563.00 3231336.02 UNION BANK NA 2016-09-26 1.500000 Other Note 467072.00 475655.23 VENOCO INC 2019-02-15 8.875000 Other Note 6820240.00 6894481.14 WEA FIN LLC / WT FIN AUST PTY LTD 2019-09-02 6.750000 Other Note 5673644.00 7010581.48 WEST CORP BECAME A PRIVATE COMPANY 10/23/2006 2019-01-15 7.875000 Other Note 2000000.00 2131562.50 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 175000000.00 175000000.00 0.0036 N 175000000.00 175000000.00 UNITED STATES TREASURY TREASURY BILL 0.130000% 912796DP1 Treasury Debt N First Tier Security N/A N/A 2015-03-05 2015-03-05 N N N 200000000.00 199800667.00 0.0041 N 199892600.00 199892600.00 UNITED STATES TREASURY TREASURY BILL 0.100000% 912796EC9 Treasury Debt N First Tier Security N/A N/A 2015-05-28 2015-05-28 N N N 150000000.00 149849250.00 0.0031 N 149853750.00 149853750.00 UNITED STATES TREASURY TREASURY NOTE 0.130000% 912828UK4 Treasury Debt N First Tier Security N/A N/A 2015-01-31 2015-01-31 N N N 105577000.00 105662730.00 0.0022 N 105692501.24 105692501.24 UNITED STATES TREASURY TREASURY NOTE 0.140000% 912828UP3 Treasury Debt N First Tier Security N/A N/A 2015-02-28 2015-02-28 N N N 180000000.00 180153767.00 0.0037 N 180210960.00 180210960.00 UNIVERSITY COLO HOSP AUTH UNIVERSITY COLO HOSP AUTH REV 0.070000% 914174DE4 Variable Rate Demand Note N First Tier Security N/A N/A 2014-06-06 2014-06-06 Y WELLS FARGO BANK NA N/A N/A Y WELLS FARGO BANK NA N/A N/A N 66400000.00 66400000.00 0.0014 N 66400000.00 66400000.00 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.140000% 92646LF62 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-06 2014-06-06 N N N 42821000.00 42820334.00 0.0009 N 42820083.63 42820083.63 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.140000% 92646LF96 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-09 2014-06-09 N N N 96172000.00 96169382.00 0.0020 N 96168768.62 96168768.62 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.150000% 92646LFG0 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-16 2014-06-16 N N N 56000000.00 55996733.00 0.0011 N 55996298.40 55996298.40 VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.140000% 92646LFL9 Asset Backed Commercial Paper N First Tier Security N/A N/A 2014-06-20 2014-06-20 N N N 95162000.00 95155339.00 0.0019 N 95154225.26 95154225.26 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.240000% 9497P6N46 Certificate of Deposit N First Tier Security N/A N/A 2014-06-02 2014-09-09 N N N 55000000.00 55003027.00 0.0011 N 55011605.00 55011605.00 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.220000% 9497P6V96 Certificate of Deposit N First Tier Security N/A N/A 2014-06-26 2014-11-26 N N N 64500000.00 64500000.00 0.0013 N 64503805.50 64503805.50 WELLS FARGO BANK NA WELLS FARGO BANK NA 0.210000% 94988E2M9 Certificate of Deposit N First Tier Security N/A N/A 2014-11-07 2014-11-07 N N N 213000000.00 213000000.00 0.0043 N 212980574.40 212980574.40 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES 0.230000% BRSKN95P1 0000276523 Other Repurchase Agreement N 21ST CENTURY FOX AMERICA INC 2018-05-18 7.250000 Other Note 404525.00 490355.76 21ST CENTURY FOX AMERICA INC 2023-10-01 4.000000 Other Note 1000000.00 1051155.56 ABBEY NATIONAL TREASURY SERVICES 2024-03-13 4.000000 Other Note 200000.00 210317.11 ABBVIE INC 2015-11-06 1.200000 Other Note 5220100.00 5269534.35 ABBVIE INC 2022-11-06 2.899999 Other Note 575000.00 567774.17 ABBVIE INC 4.400 2042-11-06 4.400000 Other Note 330000.00 334571.60 ACE INA HOLDINGS INC 2019-06-15 5.900000 Other Note 398000.00 479960.80 ALLSTATE CORP 2036-04-01 5.950000 Other Note 558865.00 703829.77 ALTRIA GROUP INC 2021-05-05 4.750000 Other Note 195000.00 217368.18 ALTRIA GROUP INC 2038-11-10 9.949999 Other Note 118000.00 195624.86 AMERICAN INTERNATIONAL GROUP INC 2037-11-15 6.820000 Other Note 960000.00 1298238.40 AMGEN INC 2043-05-15 5.375000 Other Note 115000.00 128284.75 ANADARKO PETE CORP 2036-09-15 6.450000 Other Note 706000.00 899442.23 AON PLC 2042-12-12 4.250000 Other Note 3805255.00 3703629.32 ASSURANT INC 2034-02-15 6.750000 Other Note 285000.00 342959.74 ASTRAZENECA PLC 2017-09-15 5.900000 Other Note 2462485.00 2857594.82 ASTRAZENECA PLC 2037-09-15 6.450000 Other Note 775000.00 1016348.56 AT & T INC 2016-08-15 2.399999 Other Note 750000.00 779062.50 AXIS SPECIALTY FINANCE PLC 2045-04-01 5.150000 Other Note 3229509.00 3387238.22 BANCO VOTORANTIM SA 2020-01-21 7.375000 Other Note 183000.00 205221.16 BARCLAYS BANK PLC 2024-05-15 3.750000 Other Note 200000.00 202856.50 BARCLAYS BK PLC 2016-09-22 5.000000 Other Note 68000.00 74902.30 BBVA BANCO CONTINENTAL SA 2018-04-08 3.250000 Other Note 855000.00 876113.75 BERK HATH FIN 2016-08-15 0.949999 Other Note 1149000.00 1161502.08 Caixa Ec Federal 2019-05-13 4.250000 Other Note 73898.00 74046.31 CITIGROUP INC 2033-10-31 6.000000 Other Note 136560.00 154573.63 CITIGROUP INC 2034-12-11 5.849999 Other Note 62000.00 74447.27 CNA FINL CORP 2019-11-15 7.349999 Other Note 2935451.00 3648215.20 COMCAST CORP 2024-03-01 3.600000 Other Note 3321000.00 3466326.96 CONOCO INC REORGANIZED AS CONOCOPHILLIPS 08/30/2 2029-04-15 6.950000 Other Note 297000.00 412639.18 CONSOLIDATED EDISON CO N Y INC 2018-12-01 7.125000 Other Note 152340.00 191925.10 CORNING INC 2023-11-15 3.700000 Other Note 190000.00 197961.63 CORP 000DA9 2017-03-15 5.419999 Other Note 184000.00 204775.75 CORP 000JE1 2022-09-23 3.250000 Other Note 181000.00 182395.26 CORP 001AF3 2031-03-01 8.750000 Other Note 38000.00 57714.09 CORP 001BN4 2040-06-21 6.625000 Other Note 242000.00 325131.94 CORP 003DB1 2042-05-15 4.099999 Other Note 500000.00 498154.17 CORP 005CY1 2017-04-15 1.625000 Other Note 211000.00 214764.50 CORP 006DJ9 2040-06-01 6.099999 Other Note 1035000.00 1323713.82 CORP 007BT4 2016-11-01 2.248000 Other Note 77000.00 79875.25 CORP 010BA0 A 2044-03-15 4.849999 Other Note 330000.00 348002.87 CORP 020AT0 A 2016-12-01 3.049999 Other Note 200000.00 213219.06 CORP 023AW5 2040-03-30 6.125000 Other Note 280000.00 335898.73 CORP 024AK7 2035-11-15 6.500000 Other Note 2989000.00 3851620.42 CORP 029AL2 E 2022-04-01 3.850000 Other Note 4077221.00 3996001.62 CORP 031AK7 D 2024-04-15 5.750000 Other Note 2235000.00 2655889.61 CORP 036AK2 B 2015-11-27 0.650000 Other Note 358000.00 359193.63 CORP 061AG3 K 2042-09-18 4.000000 Other Note 400000.00 387196.00 CORP 061AG3 P 2022-11-01 2.700000 Other Note 6000.00 5816.25 CORP 098AD7 2020-07-22 4.450000 Other Note 225000.00 254009.75 CORP 242AB1 E 2022-09-01 4.500000 Other Note 179000.00 190610.83 CORP 263AM1 2016-01-15 2.899999 Other Note 297000.00 310577.36 CORP 463JC5 2021-08-15 4.349999 Other Note 1000000.00 1103097.50 CORP 561AB8 W 2022-05-08 2.875000 Other Note 222000.00 221426.56 CORP 633AE0 2021-04-01 4.375000 Other Note 172000.00 191571.90 CORP 767AA4 2015-03-20 1.125000 Other Note 280000.00 282088.10 Corp Office 2024-02-15 5.250000 Other Note 3273093.00 3581884.78 CREDIT SUISSE FIRST BOSTON USA INC 2015-08-15 5.125000 Other Note 7760000.00 8296277.43 CROSSTEX ENERGY LP/CROSSTEX ENERGY FINANCE 2022-06-01 7.125000 Other Note 550000.00 658172.40 CVS CAREMARK CORP FORMERLY CVS CORP TO 03/22/200 2015-05-18 3.250000 Other Note 300000.00 308353.00 DDR CORP 2022-07-15 4.625000 Other Note 465000.00 509213.94 DIAMOND OFFSHORE DRILLING INC. 2023-11-01 3.450000 Other Note 2000000.00 2023338.33 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2016-08-16 1.350000 Other Note 1150000.00 1173632.50 DUKE ENERGY INDIANA INC 2043-07-15 4.900000 Other Note 987459.00 1125974.81 ENERGY TRANSFER PARTNERS L P 2042-02-01 6.500000 Other Note 155000.00 187135.55 ENTERGY AK INC 2023-06-01 3.049999 Other Note 5333974.00 5383021.38 Enterprise Products Operating LLC 2016-02-01 3.200000 Other Note 115000.00 121076.34 EQUIFAX INC. 2022-12-15 3.299999 Other Note 300000.00 299779.50 ERP OPER LTD PARTNERSHIP 2016-08-01 5.375000 Other Note 5083415.00 5663114.24 FIVE CORNERS FUNDING TRUST 2023-11-15 4.418999 Other Note 3620000.00 3842489.73 FLORIDA POWER AND LIGHT CO 2042-12-15 3.799999 Other Note 725000.00 711563.33 GE CAPITAL TRUST I 2067-11-15 6.375000 Other Note 3983608.00 4437365.85 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2016-01-08 5.000000 Other Note 953000.00 1039010.37 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2021-10-17 4.650000 Other Note 1229130.00 1379789.58 GENERAL ELECTRIC CAP CORP 2049-12-31 5.250000 Other Note 3248000.00 3326155.00 GOLDMAN SACHS GROUP INC 2015-01-12 0.727049 Other Note 950000.00 952735.24 GOLDMAN SACHS GROUP INC/THE 2018-07-19 2.899999 Other Note 500000.00 521756.39 HARTFORD FINANCIAL SERVICES GROUP INC 2042-04-15 6.625000 Other Note 625000.00 837113.28 HARTFORD FINL SVCS GROUP INC 2041-10-01 6.099999 Other Note 310000.00 391051.74 HCP INC 2019-02-01 3.750000 Other Note 961000.00 1039269.45 HESS CORP 2019-02-15 8.125000 Other Note 25000.00 32218.70 HEWLETT PACKARD COMPANY 2016-09-15 3.000000 Other Note 1005000.00 1056807.75 Hewlett-Packard Co 2022-09-15 4.049999 Other Note 838000.00 879361.59 HOST HOTELS & RESORTS LP 2022-03-15 5.250000 Other Note 1105231.00 1239270.65 HOST HOTELS & RESORTS LP 2023-03-01 4.750000 Other Note 4442000.00 4799150.37 HSBC HLDGS PLC 2021-04-05 5.099999 Other Note 1189000.00 1365235.56 HUNTINGTON NATL BK 2019-04-01 2.200000 Other Note 304054.00 304832.38 HYUNDAI CAPITAL AMERICA 2017-02-06 1.450000 Other Note 825000.00 832723.15 INTERNATIONAL BUSINESS MACHS CORP 2017-09-14 5.700000 Other Note 920000.00 1063605.87 INTERNATIONAL PAPER CO 2041-11-15 6.000000 Other Note 141598.00 170833.73 JB HUNT TRANSPORT SERVICES INC 2024-03-15 3.850000 Other Note 200000.00 205684.00 JPMORGAN CHASE & CO 2020-10-15 4.250000 Other Note 1016000.00 1111516.70 KRAFT FOODS GROUP INC 2040-02-09 6.500000 Other Note 421000.00 540067.92 LINCOLN NATIONAL CORPORATION 2021-06-24 4.849999 Other Note 290000.00 330445.33 LOCKHEED MARTIN CORPORATION 2042-12-15 4.070000 Other Note 792000.00 788106.66 MACK-CALI REALTY LP 2019-08-15 7.750000 Other Note 500000.00 610897.08 MEDTRONIC INC 2017-02-27 0.875000 Other Note 250000.00 250077.60 MERRILL LYNCH & CO INC FOR FUTURE EQUITY ISSUES 2037-01-29 6.110000 Other Note 515000.00 606158.29 MTN TRA 06/15/37 6.250 2037-06-15 6.250000 Other Note 1846196.00 2440423.42 NABISCO INC 2015-06-15 7.549999 Other Note 157000.00 173744.70 NBCUNIVERSAL ENTERPRISE INC 2018-04-15 1.661999 Other Note 445000.00 447575.44 NEWS AMERICA INC 2037-03-01 6.150000 Other Note 176000.00 216246.65 NISOURCE FINANCE CORP 2045-02-01 5.650000 Other Note 1534913.00 1769564.95 NOMURA HOLDINGS INC ADR 2020-03-04 6.700000 Other Note 528000.00 642874.61 NORFOLK SOUTHERN CORPORATION 2024-01-15 3.850000 Other Note 10000.00 10612.99 ONE GAS INC 2024-02-01 3.609999 Other Note 70000.00 72800.70 PC FINANCIAL PARTNERSHIP 2014-11-15 5.000000 Other Note 15000.00 15337.55 PEPCO HOLDINGS INC. 2032-08-15 7.450000 Other Note 1341000.00 1770521.18 PETROLEOS MEXICANOS 2018-07-18 3.500000 Other Note 300000.00 315100.00 PRAXAIR INC 2018-11-07 1.250000 Other Note 1548000.00 1516217.41 PRIDE INTL INC DEL 2020-08-15 6.875000 Other Note 150000.00 185446.81 PRINCIPAL FINANCIAL GROUP INC 2042-09-15 4.625000 Other Note 300000.00 312124.62 PROGRESSIVE CORP OH 2067-06-15 6.700000 Other Note 207277.00 236028.05 RIO TINTO FINANCE (USA) PLC 2016-06-17 1.073350 Other Note 1000000.00 1012116.52 ROGERS COMMUNICATIONS INC 2015-03-15 6.750000 Other Note 861000.00 915029.90 ROGERS COMMUNICATIONS INC 2043-03-15 4.500000 Other Note 1500000.00 1475527.50 ROGERS WIRELESS INC 2015-03-15 7.500000 Other Note 1125000.00 1203204.38 SUNCOR ENERGY INC 2034-12-01 5.950000 Other Note 395000.00 487443.71 TANGER PROPERTIES LP 2023-12-01 3.875000 Other Note 340000.00 354742.68 THE HOME DEPOT INC 2036-12-16 5.875000 Other Note 161000.00 202665.82 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2031-04-15 7.500000 Other Note 185000.00 220874.28 TYCO ELECTRONICS GROUP S A 2017-10-01 6.549999 Other Note 270000.00 316921.88 UNION BANK NA 2016-09-26 0.985099 Other Note 1335000.00 1348830.60 UNUM GROUP 2024-03-15 4.000000 Other Note 4656522.00 4861057.14 US BANCORP 2024-01-30 3.700000 Other Note 1130000.00 1192402.37 VENTAS REALTY LP / VENTAS CAPITA 2018-02-15 2.000000 Other Note 556000.00 566971.73 VENTAS RLTY LTD PARTNERSHIP / VENTAS CAP CORP 2021-06-01 4.750000 Other Note 5000000.00 5611590.27 VERIZON COMMUNICATIONS INC 2018-11-01 8.750000 Other Note 3503000.00 4519005.26 VERIZON COMMUNICATIONS INC 2039-04-01 7.349999 Other Note 750000.00 1022209.38 VIACOM INC 2016-04-30 6.250000 Other Note 6000000.00 6656750.00 VOLKSWAGEN INTERNATIONAL FIN NV 2015-03-22 1.625000 Other Note 4000000.00 4052037.78 WACHOVIA CORP NEW 2017-06-15 5.750000 Other Note 700000.00 812429.92 WACHOVIA CORPORATION 2015-10-28 0.564849 Other Note 200000.00 200360.14 WELLS FARGO & COMPANY 2024-01-16 4.480000 Other Note 566075.00 608350.11 WEYERHAEUSER CO 2019-10-01 7.375000 Other Note 889080.00 1107604.14 WMB 7.500 01/15/31 2031-01-15 7.500000 Other Note 3482000.00 4151292.63 XEROX CORPORATION 2024-05-15 3.799999 Other Note 2910523.00 2912929.03 First Tier Security N/A N/A 2014-06-02 2014-06-02 N N N 164000000.00 164000000.00 0.0033 N 164000000.00 164000000.00 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES 0.460000% BRSMZ59V5 0000276523 Other Repurchase Agreement N A F L A C INC AFLAC INC 2040-08-15 6.450000 Other Note 16000.00 20801.16 ABBOTT LABORATORIES 2037-11-30 6.150000 Other Note 2000.00 2602.82 ABBVIE INC 2022-11-06 2.899999 Other Note 20000.00 19748.67 ABBVIE INC 4.400 2042-11-06 4.400000 Other Note 100000.00 101385.33 AEGON N V 2015-12-01 4.625000 Other Note 80000.00 86427.72 ALPEK SA DE CV 2022-11-20 4.500000 Other Note 750000.00 763125.00 ALTRIA GROUP INC 2019-08-06 9.250000 Other Note 20000.00 27361.43 AMERICAN EXPRESS CREDIT CORPORATION 2019-03-18 2.125000 Other Note 100000.00 101300.00 AMERICAN TOWER CORP 2017-10-15 7.000000 Other Note 318923.00 374080.74 ANHEUSER BUSCH INBEV WORLDWIDE INC 2016-02-15 2.875000 Other Note 2000.00 2097.13 ANHEUSER-BUSCH INBEV FINANCE INC 2024-02-01 3.700000 Other Note 140000.00 145576.20 ASTRAZENECA PLC 2017-09-15 5.900000 Other Note 17000.00 19727.68 AVNET INC 2022-12-01 4.875000 Other Note 37716.00 41248.84 BANCO BRADESCO S A GRAND CAYMAN BRH GLOBAL MEDIU 2015-03-23 4.099999 Other Note 222000.00 228799.98 BANCO BRADESCO SA/CAYMAN ISLANDS 2016-05-16 4.125000 Other Note 515000.00 538486.15 Banco Davivienda 2018-01-29 2.950000 Other Note 1300000.00 1306389.86 BANCO DO BRASIL S A MEDIUM TERM NTS BOOK ENTRY R 2015-01-22 4.500000 Other Note 147562.00 152505.32 BANCO DO BRASIL SA GRAND CAYMAN 2022-10-10 3.875000 Other Note 500000.00 470190.97 BANCO MERCANTIL DEL NORTE SA 2015-07-19 4.375000 Other Note 250000.00 262417.53 BANCO SANTANDER MEXICO SA MEXIC 2022-11-09 4.125000 Other Note 150000.00 151860.94 BANK AMER CORP 2019-06-01 7.625000 Other Note 536000.00 685894.11 BANK OF AMERICA CORP 2016-09-15 7.799999 Other Note 215000.00 248892.60 BANK OF AMERICA CORP 2019-04-01 2.649999 Other Note 1090000.00 1112926.03 BANK OF NEW YORK MELLON CORP/THE 2024-02-04 3.649999 Other Note 2000.00 2096.18 BARCLAYS BANK PLC 2016-10-28 2.500000 Other Note 4000.00 4063.25 BAXTER INTERNATIONAL INC. 2018-06-01 5.375000 Other Note 10000.00 11692.06 BBVA BANCO CONTINENTAL SA 2016-07-29 2.250000 Other Note 47000.00 47470.00 BBVA BANCOMER SA/TEXAS 2022-09-30 6.750000 Other Note 600000.00 687750.00 BERKSHIRE HATHAWAY FIN CORP 2014-07-15 5.099999 Other Note 20000.00 20496.50 BERKSHIRE HATHAWAY FIN CORP 2015-01-15 4.849999 Other Note 149000.00 155884.92 BERKSHIRE HATHAWAY FIN CORP 2018-05-15 5.400000 Other Note 2000.00 2298.18 BERKSHIRE HATHAWAY INC 2016-08-15 2.200000 Other Note 117000.00 121631.64 BHP BILLITON FINANCE (USA) LTD 2016-11-21 1.875000 Other Note 200000.00 205739.75 BOEING CAPITAL CORPORATION 2014-10-27 3.250000 Other Note 70000.00 71031.04 BOEING CO 2024-08-15 7.950000 Other Note 84000.00 120282.75 BOEING CO 2042-08-15 7.500000 Other Note 20000.00 29411.90 BOSTON PPTYS LTD PARTNERSHIP 2021-05-15 4.125000 Other Note 1084000.00 1159867.80 BRANCH BANKING AND TRUST COMPANY 2016-10-03 1.450000 Other Note 25000.00 25417.15 BRITISH TELECOMMUNICATIONS P L C REORGANIZED AS 2030-12-15 9.625000 Other Note 844789.00 1388194.95 CANADIAN NTL RAIL CO 2034-08-01 6.250000 Other Note 115000.00 150830.52 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-02-17 4.750000 Other Note 105000.00 109702.98 CATERPILLAR FINANCIAL SERVICES CORPORATION 2015-06-24 2.750000 Other Note 150000.00 155699.50 CATERPILLAR INC 2015-06-26 0.949999 Other Note 207000.00 209317.14 CATERPLR FIN SRV CO 2016-08-01 2.049999 Other Note 57000.00 59023.29 CB WEYERHAEUSER CORP 2017-08-01 6.950000 Other Note 15000.00 17779.40 CELGENE CORP 2022-08-15 3.250000 Other Note 689000.00 694201.38 CF INDUSTRIES INC 2034-03-15 5.150000 Other Note 672928.00 718559.25 CISCO SYS INC 2016-02-22 5.500000 Other Note 13000.00 14322.91 CITIGROUP INC 2015-01-15 6.009999 Other Note 358000.00 379922.43 CITIGROUP INC 2.250 2015-08-07 2.250000 Other Note 25000.00 25633.81 CONSOLIDATED NATURAL GAS COMPANY 2027-12-15 6.799999 Other Note 328643.00 413116.30 CORP 000DA4 2014-08-15 4.950000 Other Note 205000.00 209944.09 CORP 000DP0 A 2043-04-15 4.250000 Other Note 130000.00 132132.33 CORP 000GS0 2040-01-15 5.400000 Other Note 1067562.00 1257128.98 CORP 000GT5 2015-05-03 3.299999 Other Note 100000.00 102694.50 CORP 000HF0 2038-05-15 6.400000 Other Note 15000.00 19029.70 CORP 002AX8 2028-11-30 7.625000 Other Note 11000.00 14385.91 CORP 002CU6 2033-02-15 6.125000 Other Note 1000.00 1210.10 CORP 005CD8 A 2023-05-10 2.750000 Other Note 139000.00 133892.83 CORP 007BP2 2040-01-15 5.500000 Other Note 119000.00 142817.26 CORP 008BF0 2015-03-17 5.200000 Other Note 163000.00 171021.95 CORP 008BU1 2021-11-01 3.560999 Other Note 48664.00 51143.85 CORP 009BM9 2015-07-15 0.800000 Other Note 175000.00 176209.25 CORP 015AE5 2031-03-01 7.750000 Other Note 300000.00 430934.92 CORP 025AC8 2037-11-15 6.150000 Other Note 50000.00 58070.62 CORP 027AQ8 2022-06-15 3.399999 Other Note 997854.00 1034777.92 CORP 031AK7 D 2024-04-15 5.750000 Other Note 200000.00 237663.50 CORP 033BH2 2042-06-15 5.650000 Other Note 219000.00 259886.39 CORP 060AA7 A 2023-07-24 4.099999 Other Note 212000.00 222449.48 CORP 064AA8 2017-06-20 1.969000 Other Note 36857.00 38106.12 CORP 089AD1 2016-01-25 0.750000 Other Note 125000.00 125984.27 CORP 101AY6 2018-03-14 1.649999 Other Note 149000.00 151807.66 CORP 193AP5 2015-11-15 1.500000 Other Note 90000.00 91527.75 CORP 293AB5 2016-03-15 3.250000 Other Note 7322197.00 7691607.93 CORP 633AG5 2041-04-01 5.950000 Other Note 165000.00 204463.28 CORP 706AJ9 2014-12-08 2.375000 Other Note 85000.00 86861.26 CORP 713BS6 2040-11-01 4.875000 Other Note 20000.00 21907.34 CORP 723AK6 2021-05-01 6.625000 Other Note 368000.00 412283.94 CORP 891AA7 2017-02-17 1.500000 Other Note 25000.00 25522.54 CORP NACIONAL DEL COBRE DE CHILE 2035-09-21 5.625000 Other Note 79000.00 88002.15 CORPORACION ANDINA DE FOMENTO 2016-01-15 3.750000 Other Note 200000.00 210326.50 COSTCO WHSLE CORP 2015-12-07 0.650000 Other Note 99000.00 99758.70 CREDIT SUISSE MEDIUM TERM SUB NTS BOOK ENTRY 2020-01-14 5.400000 Other Note 710555.00 809698.74 CVS CAREMARK CORP 2018-12-05 2.250000 Other Note 1000.00 1026.04 CVS CAREMARK CORP FORMERLY CVS CORP TO 03/22/200 2015-05-18 3.250000 Other Note 178000.00 182956.11 DANAHER CORP 2018-01-15 5.625000 Other Note 5000.00 5837.82 DCT INDUSTRIAL OPERATING PARTNERSHIP LP 2023-10-15 4.500000 Other Note 905000.00 921498.15 DEVON ENERGY CORPORATION 2016-07-15 2.399999 Other Note 390000.00 407530.50 DIAGEO CAP PLC 2020-07-15 4.828000 Other Note 10000.00 11516.25 DIAGEO FIN BV 2015-10-28 5.299999 Other Note 166000.00 177933.92 DIAMOND OFFSHORE DRILLING INC. 2043-11-01 4.875000 Other Note 6650000.00 6761035.61 DIRECTV HLDGS LLC 2020-03-15 5.200000 Other Note 815000.00 933960.12 DIRECTV HOLDINGS LLC/DIRECTV FIN 2042-03-15 5.150000 Other Note 69000.00 73609.83 DOW CHEM CO 2016-02-15 2.500000 Other Note 390000.00 404964.95 DU PONT E I DE NEMOURS & CO 2015-01-15 3.250000 Other Note 163000.00 168010.21 DU PONT E I DE NEMOURS & CO 2016-01-15 1.950000 Other Note 50000.00 51582.13 DU PONT E I DE NEMOURS & CO 2016-12-15 5.250000 Other Note 4000.00 4533.41 ENSCO INTL LTD FORMERLY ENSCO INTL PLC TO 03/31/ 2021-03-15 4.700000 Other Note 9000.00 9929.98 ENT PRODUCTS OPERATING LLC 2067-06-01 7.000000 Other Note 400000.00 436922.22 Enterprise Products Operating LLC 2015-08-13 1.250000 Other Note 12000.00 12143.22 EQUITY RESIDENTIAL FORMERLY EQUITY RESIDENTAL PP 2016-03-15 5.125000 Other Note 10000.00 10869.37 ERP OPER LP 2014-09-15 5.250000 Other Note 50000.00 51233.87 ERP OPER LTD PARTNERSHIP 2015-04-13 6.583999 Other Note 154000.00 163344.07 FIFTH THIRD BANCORP 2038-03-01 8.250000 Other Note 378484.00 564855.52 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2038-01-14 5.875000 Other Note 13000.00 15994.22 GENERAL ELECTRIC CAP CORP 2015-07-02 1.625000 Other Note 2000.00 2040.00 GENERAL ELECTRIC CAP CORP 2018-04-15 4.500000 Other Note 20000.00 21234.90 GENERAL ELECTRIC CAP CORP 2019-01-14 2.299999 Other Note 62000.00 63952.93 GENERAL MILLS INC 2040-06-15 5.400000 Other Note 183000.00 213167.55 GLAXOSMITHKLINE CAP INC 2018-05-15 5.650000 Other Note 25000.00 28958.10 GOLDMAN SACHS GROUP INC/THE 2018-04-30 1.424849 Other Note 170000.00 172619.25 GOLDMAN SACHS GROUP INC/THE 2018-07-19 2.899999 Other Note 2000.00 2087.03 HESS CORP 2019-02-15 8.125000 Other Note 300000.00 386624.37 HEWLETT PACKARD COMPANY 2016-09-15 3.000000 Other Note 8691000.00 9139021.05 HEWLETT PACKARD COMPANY 2041-09-15 6.000000 Other Note 151000.00 173684.73 HONEYWELL INTERNATIONAL INC 2018-03-01 5.299999 Other Note 7489000.00 8645097.74 HOSPITALITY PPTYS TRST 2024-03-15 4.650000 Other Note 1470000.00 1528085.83 HOST HOTELS & RESORTS LP 2022-03-15 5.250000 Other Note 1434257.00 1608200.11 HSBC FINANCE CORP 2017-07-15 6.000000 Other Note 9000.00 10141.83 HUTCHISON WHAMPOA INTERNATIONAL 2022-01-13 4.625000 Other Note 65087.00 71371.85 INTEL CORP 2041-10-01 4.799999 Other Note 39000.00 42142.49 ITAU UNIBANCO HLDG SA CAYMAN ISL 2022-08-06 5.500000 Other Note 503000.00 521820.58 J P MORGAN CHASE & CO 2016-03-01 3.450000 Other Note 2872000.00 3027114.32 JEFFERIES GROUP LLC 2023-01-20 5.125000 Other Note 400000.00 434934.78 JOHN DEERE CAPITAL CORP 2015-06-29 0.949999 Other Note 125000.00 126344.34 JPMORGAN CHASE & CO 2015-01-20 3.700000 Other Note 14000.00 14474.90 JPMORGAN CHASE & CO 2015-03-01 4.750000 Other Note 43000.00 44855.58 JPMORGAN CHASE & CO 2016-01-15 2.600000 Other Note 120000.00 124792.80 KILROY REALTY CORP 2015-11-03 5.000000 Other Note 418431.00 444716.84 KOREA FINANCE CORPORATION 2016-09-20 3.250000 Other Note 100000.00 105289.94 LIBERTY PPTY LP 2022-06-15 4.125000 Other Note 1828000.00 1933962.31 LIBERTY PPTY LP 2023-06-15 3.375000 Other Note 358182.00 356286.77 MARATHON OIL CORP 2015-11-01 0.900000 Other Note 342000.00 343985.31 MEDTRONIC INC 2017-02-27 0.875000 Other Note 16000.00 16004.97 MORGAN STANLEY 2022-11-01 4.875000 Other Note 435000.00 466644.98 MORGAN STANLEY 4.000 2015-07-24 4.000000 Other Note 421000.00 442475.21 MORGAN STANLEY FOR EQUITY ISSUES SEE 61746S FORM 2016-10-18 5.750000 Other Note 300000.00 333740.50 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-12-28 5.950000 Other Note 385000.00 448926.25 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2018-04-01 6.625000 Other Note 637000.00 752894.28 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2020-07-24 5.500000 Other Note 340000.00 395678.40 MTN GEN 04/27/17 2.300 2017-04-27 2.299999 Other Note 12000.00 12432.58 NATIONAL RURAL UTILITIES COOP FINANCE CORP 2022-02-15 3.049999 Other Note 50000.00 51315.79 NATIONAL RURAL UTILS COOP FIN CORP 2032-03-01 8.000000 Other Note 10000.00 14673.38 NISOURCE FINANCE CORP 2045-02-01 5.650000 Other Note 515000.00 593731.34 NOVARTIS CAPITAL CORP 2044-05-06 4.400000 Other Note 175000.00 181454.00 NSTAR ELECTRIC CO 2044-03-01 4.400000 Other Note 125000.00 132852.08 ODEBRECHT FINANCE LTD 2022-06-26 5.125000 Other Note 1000000.00 1081923.61 PEMEX PROJECT FUNDING MASTER TRU 2014-12-15 7.375000 Other Note 25000.00 26782.55 PEPCO HOLDINGS INC. 2032-08-15 7.450000 Other Note 191000.00 252177.14 PETROBAS INTL FIN CO 2040-01-20 6.875000 Other Note 346000.00 374100.87 PETROLEOS MEXICANOS 2015-03-15 4.875000 Other Note 15000.00 15639.84 PHILIP MORRIS INTERNATIONAL INC 2017-03-20 1.625000 Other Note 24000.00 24543.83 PHILLIP MORRIS INTERNATIONAL INC 2016-05-16 2.500000 Other Note 23000.00 23902.34 PHILLIPS 66 2022-04-01 4.299999 Other Note 11429354.00 12508824.74 PITNEY BOWES INC 2015-03-15 5.000000 Other Note 344000.00 358347.09 PLAINS EXPL & PROD 2020-11-15 6.500000 Other Note 737594.00 820726.99 PNC FDG CORP 2015-09-21 4.250000 Other Note 22000.00 23229.71 PRAXAIR INC 2015-03-30 4.625000 Other Note 17000.00 17738.11 PROTECTIVE LIFE CORP 2014-11-01 4.875000 Other Note 1000.00 1018.57 PRUDENTIAL FINANCIAL INC 2020-11-15 4.500000 Other Note 110000.00 121767.25 REGENCY CENTERS LP 2021-04-15 4.799999 Other Note 50000.00 55367.50 REPUBLIC SERVICES INC 2022-06-01 3.549999 Other Note 1775000.00 1860397.71 RIO TINTO FIN USA LTD 2019-05-01 9.000000 Other Note 20000.00 26494.20 ROYAL BANK OF CANADA 2016-04-19 2.875000 Other Note 20000.00 20945.09 ROYAL BANK OF SCOTLAND GROUP PLC 2018-02-15 5.000000 Other Note 10000.00 10767.53 ROYAL BANK OF SCOTLAND PLC - GTD 2017-05-15 3.750000 Other Note 2000.00 2064.01 SAFEWAY INC 2016-12-01 3.399999 Other Note 1010000.00 1083866.91 SIMON PPTY GROUP L P 2016-05-01 6.099999 Other Note 13000.00 14219.45 SIMON PROPERTY GROUP LP 2042-03-15 4.750000 Other Note 72030.00 78246.61 STRYKER CORP 2016-09-30 2.000000 Other Note 29000.00 29972.47 TARGET CORP 2018-01-15 6.000000 Other Note 15000.00 17749.35 TEXAS GAS TRANSMISSION LLC 2015-06-01 4.599999 Other Note 105000.00 111357.98 TEXAS INSTRUMENTS INC 2015-08-03 0.450000 Other Note 20000.00 20059.85 THE PROCTER AND GAMBLE COMPANY 2016-08-15 1.450000 Other Note 142000.00 145145.18 TIME WARNER COS INC 2024-02-01 7.570000 Other Note 18000.00 23882.45 TIME WARNER ENTMT CO L P 2023-03-15 8.375000 Other Note 215000.00 294164.70 TIME WARNER INC NEW 2021-03-29 4.750000 Other Note 7000.00 7886.19 TOTAL CAPITAL INTERNATIONAL SA 2017-01-10 1.000000 Other Note 117000.00 117958.23 TOTAL CAPITAL SA 2015-10-02 3.125000 Other Note 50000.00 52052.24 TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY 2017-01-12 2.049999 Other Note 50000.00 51888.42 TRANSCANADA PIPELINES LTD 2067-05-15 6.349999 Other Note 237575.00 247706.58 TRANSOCEAN INC 2017-10-15 2.500000 Other Note 370000.00 380099.15 Trinity Acquistn 2043-08-15 6.125000 Other Note 200000.00 224970.92 TUCSON ELECTRIC POWER CO 2021-11-15 5.150000 Other Note 502063.00 564156.06 UBS AG STAMFORD BRH MEDIUM TERM SR DEP NTS BOOK 2015-01-15 3.875000 Other Note 50000.00 51803.56 UNITED PARCEL SVC INC 2040-11-15 4.875000 Other Note 105000.00 118409.68 UNITEDHEALTH GROUP INC 2015-03-15 4.875000 Other Note 5000.00 5228.88 VENTAS RLTY LTD PARTNERSHIP / VENTAS CAP CORP 2021-06-01 4.750000 Other Note 114237.00 128210.25 VERIZON COMMUNICATIONS INC 2014-11-03 1.250000 Other Note 145000.00 145681.14 VIACOM INC NEW 2019-09-15 5.625000 Other Note 954000.00 1116817.99 VODAFONE GROUP PLC,GB 2019-06-10 5.450000 Other Note 50000.00 58936.31 WACHOVIA CORP GLOBAL MEDIUM TERM SR NTS BOOK ENT 2018-02-01 5.750000 Other Note 5000.00 5833.23 WACHOVIA CORP NEW 2016-10-15 0.596450 Other Note 55000.00 54904.06 WELLS FARGO & COMPANY 2023-09-30 2.500000 Other Note 4000.00 3941.91 WELLS FARGO & COMPANY 2044-01-15 5.605999 Other Note 7661000.00 8844149.94 WESTERN UN CO 2016-10-01 5.929999 Other Note 769372.00 855848.35 WILLIAMS PRTNRS 2021-11-15 4.000000 Other Note 20000.00 20955.53 XL CAP LTD FORMERLY XL CAP LTD TO 07/01/2010 2021-10-01 5.750000 Other Note 381466.00 450943.78 YUM! BRANDS INC. 2015-09-15 4.250000 Other Note 10000.00 10540.14 First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 101280000.00 101280000.00 0.0021 Y 101323540.27 101323540.27 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES 0.380000% BRSN8HU76 0000276523 Other Repurchase Agreement N A F L A C INC AFLAC INC 2039-12-17 6.900000 Other Note 1511516.00 2094011.44 ACE INA HOLDINGS INC 2029-08-15 8.875000 Other Note 20000.00 30369.11 AMERICA MOVIL SAB DE CV 2016-09-08 2.375000 Other Note 250000.00 259377.43 ANHEUSER BUSCH COS INC 2017-03-01 5.599999 Other Note 15000.00 16993.72 ANHEUSER BUSCH INBEV WORLDWIDE INC 2019-01-15 7.750000 Other Note 7000.00 8930.27 ANHEUSER BUSCH INBEV WORLDWIDE INC 2039-01-15 8.199999 Other Note 481000.00 766617.80 ANHEUSER-BUSCH INBEV WORLDWIDE INC 2019-11-15 6.875000 Other Note 260000.00 322806.79 APACHE CORP 2018-09-15 6.900000 Other Note 831000.00 1014480.64 ARCHER DANIELS MIDLAND CO L 2032-10-01 5.934999 Other Note 15000.00 18377.95 AT&T INC 2022-12-01 2.625000 Other Note 38000.00 37083.52 AUTOZONE INC 2020-11-15 4.000000 Other Note 15000.00 16096.15 BAKER HUGHES INC 2040-09-15 5.125000 Other Note 540000.00 626409.22 BANCO DE CHILE 2016-06-15 6.250000 Other Note 156000.00 173326.27 BANCO INTERNACIONAL DEL PERU-INT 2020-10-07 5.750000 Other Note 1411000.00 1530935.00 BAXTER INTL INC 2016-09-01 5.900000 Other Note 15000.00 16878.39 BEAR STEARNS COS INC 2015-10-30 5.299999 Other Note 5000.00 5346.13 BERKSHIRE HATHAWAY FIN CORP 2014-07-15 5.099999 Other Note 30000.00 30744.75 BERKSHIRE HATHAWAY INC DEL 2015-02-11 3.200000 Other Note 85000.00 87525.26 BOEING CO 2033-02-15 6.125000 Other Note 2000.00 2627.91 BOEING CO 2043-10-15 6.875000 Other Note 47000.00 64411.33 BOSTON PROP 2018-11-15 3.700000 Other Note 269000.00 288621.31 BP CAPITAL MARKETS PLC 2018-05-10 0.733349 Other Note 1201000.00 1203948.35 BURLINGTON NORTHN SANTA FE LLC 2041-09-15 4.950000 Other Note 882000.00 963622.48 Caixa Ec Federal 2019-05-13 4.250000 Other Note 3526102.00 3533178.69 CATERPILLAR INC 2021-05-27 3.899999 Other Note 3000.00 3259.31 CFGN 000AJ0 2014-09-15 7.750000 Other Note 476962.00 491721.99 CISCO SYS INC 2016-02-22 5.500000 Other Note 5414000.00 5964940.67 CITIGROUP INC 2017-08-15 6.000000 Other Note 698000.00 804054.12 CITIGROUP INC 2044-05-06 5.299999 Other Note 1951855.00 2008348.19 COCA COLA CO 2017-11-15 5.349999 Other Note 17000.00 19453.94 COMERICA BK DALLAS TEX FORMERLY COMERICA BK DETR 2016-11-21 5.750000 Other Note 34000.00 37904.82 CONOCOPHILLIPS CDA FDG CO I 2016-10-15 5.625000 Other Note 309000.00 347152.62 CONTINENTAL RESOURCES, INC. 2023-04-15 4.500000 Other Note 7000.00 7536.52 CORP 000BZ1 2015-12-15 4.849999 Other Note 112000.00 122086.63 CORP 000CN1 2043-02-01 6.500000 Other Note 258000.00 353758.28 CORP 000DF3 2037-03-05 5.549999 Other Note 8000.00 9887.39 CORP 001AE3 2017-06-15 6.599999 Other Note 125000.00 148515.00 CORP 001CC1 2032-07-15 7.000000 Other Note 970478.00 1296772.12 CORP 001CL0 2039-01-15 6.000000 Other Note 2045327.00 2637040.10 CORP 001DA3 2018-08-15 5.700000 Other Note 1000.00 1181.49 CORP 001RV3 2015-09-04 0.699999 Other Note 1587000.00 1596033.56 CORP 002CJ4 2017-09-15 2.149999 Other Note 500000.00 517144.58 CORP 002DC4 2032-07-01 7.875000 Other Note 585589.00 832733.18 CORP 002FG0 2018-01-16 1.500000 Other Note 1228000.00 1236465.01 CORP 005BW0 A 2041-12-15 4.700000 Other Note 1573023.00 1750085.09 CORP 009AX0 2038-01-15 6.450000 Other Note 11000.00 14455.73 CORP 021AS0 2038-05-15 6.500000 Other Note 1061431.00 1422400.69 CORP 023AW5 2040-03-30 6.125000 Other Note 63000.00 75577.22 CORP 101AN5 2022-01-15 4.000000 Other Note 50000.00 53618.50 CORP 123BX7 2041-05-15 5.750000 Other Note 475000.00 573133.02 CORP 238AA2 2039-09-30 7.375000 Other Note 2135000.00 3044919.21 CORP 437AU6 2040-09-15 5.400000 Other Note 51000.00 60687.45 CORP 463JC5 2021-08-15 4.349999 Other Note 20000.00 22061.95 CORP 633AE0 2021-04-01 4.375000 Other Note 1493199.00 1663110.32 CORP 803AG0 2021-03-29 4.000000 Other Note 125000.00 137154.72 CORP 893AF9 2021-01-28 4.125000 Other Note 495000.00 549122.89 Corp Office 2024-02-15 5.250000 Other Note 1316649.00 1440864.96 COSTCO WHSLE CORP 2017-03-15 5.500000 Other Note 100000.00 113562.83 COVIDIEN INTL FIN S A 2015-06-15 2.799999 Other Note 790000.00 819066.73 DEERE & CO 2029-10-16 5.375000 Other Note 150000.00 180295.42 DIAGEO CAP PLC 2020-07-15 4.828000 Other Note 126000.00 145104.75 DIAGEO FIN BV 2015-10-28 5.299999 Other Note 15000.00 16078.37 DOMINION RES INC VA NEW 2019-01-15 8.875000 Other Note 620000.00 818735.58 DOW CHEMICAL COMPANY (THE) 2021-11-15 4.125000 Other Note 2598511.00 2782950.06 DU PONT E I DE NEMOURS & CO 2016-12-15 5.250000 Other Note 3000.00 3400.06 DUKE ENERGY INDIANA INC 2043-07-15 4.900000 Other Note 20000.00 22805.50 Entergy Lous 2023-09-01 4.049999 Other Note 179000.00 193818.07 GE CAPITAL TRUST I 2067-11-15 6.375000 Other Note 1411392.00 1572158.37 GENERAL DYNAMICS CORP 2017-11-15 1.000000 Other Note 675000.00 669658.50 GENERAL ELEC CAP CORP FORMERLY GENERAL ELEC CR C 2021-02-11 5.299999 Other Note 140372.00 162084.35 GENERAL ELECTRIC CAP CORP 2015-06-30 2.375000 Other Note 1464000.00 1510139.18 GEORGIA POWER CO 2039-02-01 5.950000 Other Note 5265000.00 6659898.85 GEORGIA POWER CO 2040-09-01 4.750000 Other Note 1605944.00 1752940.96 GILEAD SCIENCES INC 2024-04-01 3.700000 Other Note 1119000.00 1161612.14 GRUPO AVAL LTD 2017-02-01 5.250000 Other Note 871000.00 947124.67 HOME DEPOT INC 2016-03-01 5.400000 Other Note 5000.00 5492.80 HONEYWELL INTERNATIONAL INC 2016-03-15 5.400000 Other Note 50000.00 55011.50 HONEYWELL INTL INC 2041-03-01 5.375000 Other Note 371207.00 451015.83 HSBC BANK PLC 2025-05-01 7.650000 Other Note 202000.00 261744.03 HSBC FIN CAP TR IX 2035-11-30 5.910999 Other Note 16000.00 16656.00 INTERNATIONAL BUSINESS MACHINES CORP 2019-11-01 8.375000 Other Note 17000.00 22479.72 INTERNATIONAL BUSINESS MACHS CORP 2016-01-05 2.000000 Other Note 478959.00 495188.79 INTERNATIONAL BUSINESS MACHS CORP 2017-09-14 5.700000 Other Note 489000.00 565329.64 ITC HOLDINGS 2043-07-01 5.299999 Other Note 24653.00 27975.88 JPMORGAN CHASE & CO 2015-05-01 5.250000 Other Note 259000.00 270828.31 JPMORGAN CHASE & CO 2022-01-24 4.500000 Other Note 278000.00 308154.66 JPMORGAN CHASE BK N A COLUMBUS OHIO K NEW YORK N 2016-06-13 5.875000 Other Note 49000.00 55224.64 KIMBERLY CLARK CORP 2018-11-01 7.500000 Other Note 186000.00 232576.57 KINDER MORGAN ENERGY PARTNERS LP 2044-03-01 5.500000 Other Note 2120000.00 2281494.53 KOREA HYDRO 2014-06-17 6.250000 Other Note 400000.00 412199.44 LEXMARK INTL INC 2018-06-01 6.650000 Other Note 675000.00 797840.06 LIBERTY PPTY LP 2023-06-15 3.375000 Other Note 1641818.00 1633130.73 LLOYDS TSB BK PLC 2021-01-21 6.375000 Other Note 881000.00 1090152.70 MEAD JOHNSON NUTRITION CO 2014-11-01 3.500000 Other Note 1565000.00 1589460.08 MEDTRONIC INC 2015-09-15 4.750000 Other Note 24836.00 26444.02 MERCK & CO INC 2028-12-01 5.950000 Other Note 1000.00 1265.40 METLIFE INC 2034-06-15 6.375000 Other Note 909970.00 1212706.79 MIDAMERICAN ENERGY COMPANY 2043-09-15 4.799999 Other Note 2710746.00 3033460.31 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2017-04-27 5.549999 Other Note 1833000.00 2054568.46 MTN EK5 12/15/15 5.37 2015-12-15 5.375000 Other Note 40000.00 43948.62 MTN GEN 10/17/16 3.350 2016-10-17 3.350000 Other Note 40000.00 42495.26 MTN TRA 06/15/37 6.250 2037-06-15 6.250000 Other Note 9572594.00 12653684.97 NATIONAL RURAL UTILITIES COOP FINANCE CORP 2020-06-15 2.350000 Other Note 1654769.00 1676050.71 NATIONAL RURAL UTILS COOP FIN CORP 2017-04-10 5.450000 Other Note 75000.00 84688.46 NATIONAL RURAL UTILS COOP FIN CORP 2018-11-01 10.375000 Other Note 102000.00 139144.08 NEWS AMER HLDGS INC 2036-10-17 8.150000 Other Note 538523.00 768501.79 NEWS AMERICA HOLDINGS 2045-12-01 7.750000 Other Note 750000.00 1116536.04 NOVARTIS CAP CORP 2020-04-24 4.400000 Other Note 182000.00 204140.30 ORACLE CORPORATION 2017-10-15 1.200000 Other Note 1916000.00 1917149.60 PETROHAWK ENERGY CORP 2018-08-15 7.250000 Other Note 300000.00 321343.75 PHILLIPS 66 2022-04-01 4.299999 Other Note 427362.00 467725.16 PITNEY BOWES INC 2015-03-15 5.000000 Other Note 900000.00 937536.00 PLAINS ALL AMERICAN PIPELINE LP 2042-06-01 5.150000 Other Note 493663.00 551469.43 PLAINS ALL AMERICAN PIPELINE LP 2044-06-15 4.700000 Other Note 2305000.00 2366890.53 PLAINS ALL AMERN PIPELINE L P / PAA FIN CORP 2020-01-15 5.750000 Other Note 2905846.00 3461654.42 PLAINS EXPL & PROD 2020-11-15 6.500000 Other Note 730000.00 812277.08 PRAXAIR INC 2017-03-15 5.200000 Other Note 1000000.00 1124733.33 PROCTER & GAMBLE CO 2019-02-15 4.700000 Other Note 7000.00 8036.27 RIO TINTO FIN USA LTD 2021-09-20 3.750000 Other Note 15000.00 15925.23 SAFEWAY INC 2016-12-01 3.399999 Other Note 11000.00 11804.49 SIMON PPTY GROUP L P 2015-12-01 5.750000 Other Note 76000.00 83140.22 SIMON PPTY GROUP L P 2017-03-01 5.875000 Other Note 5359000.00 6086292.96 SIMON PROPERTY GROUP LP 2042-03-15 4.750000 Other Note 85000.00 92336.00 SOUTHERN CALIFORNIA EDISON COMPANY 2016-01-15 5.000000 Other Note 964000.00 1051695.08 SOUTHERN CALIFORNIA EDISON COMPANY 2043-10-01 4.650000 Other Note 1570222.00 1736478.41 Southern Copper 2040-04-16 6.750000 Other Note 26000.00 28494.96 ST PAUL TRAVELERS COS INC FORMERLY ST PAUL COS" 2015-12-01 5.500000 Other Note 30000.00 33028.42 SUMITOMO MITSUI BANKING CORP 2017-07-18 1.800000 Other Note 1500000.00 1535220.00 TENCENT HOLDINGS LIMITED 2016-12-12 4.625000 Other Note 1141139.00 1228048.15 TRAVELERS COS INC 2019-06-02 5.900000 Other Note 25000.00 30223.31 UNITED PARCEL SVC INC 2018-01-15 5.500000 Other Note 9000.00 10526.18 UNUM GROUP FORMERLY UNUMPROVIDENT CORP 02/27/200 2020-09-15 5.625000 Other Note 1932000.00 2259471.59 VIACOM INC CLASS B COMMON NEW 2017-04-01 3.500000 Other Note 1939182.00 2077418.74 VIRGINIA ELECTRIC AND POWER COMPANY 2038-11-15 8.875000 Other Note 36000.00 60169.97 WACHOVIA CAP TR III 2049-12-31 5.569750 Other Note 454000.00 446939.81 WACHOVIA CORP NEW 2017-06-15 5.750000 Other Note 81000.00 94009.75 WEA FINANCE LLC/ WCI FINANCE LLC 2016-10-01 5.700000 Other Note 1000000.00 1117491.67 WELLS FARGO & CO NEW 2016-09-15 5.125000 Other Note 194000.00 213544.93 WELLS FARGO & COMPANY 2024-01-16 4.480000 Other Note 834925.00 897278.12 WELLS FARGO & COMPANY,DE 2017-12-11 5.625000 Other Note 9931000.00 11590830.11 WESTPAC BANKING CORP 2015-08-04 3.000000 Other Note 15000.00 15592.75 WESTPAC BANKING CORP 2019-11-19 4.875000 Other Note 3697701.00 4178548.49 WILLIAMS COS INC 2032-03-15 8.750000 Other Note 2126647.00 2759960.70 WPP FINANCE 2010 2043-11-15 5.625000 Other Note 610000.00 673892.93 WYETH 2016-02-15 5.500000 Other Note 90000.00 99005.55 XEROX CORPORATION 2024-05-15 3.799999 Other Note 1000000.00 1000826.67 ZIONS BANCORPORATION 2017-03-27 4.500000 Other Note 80000.00 86062.80 First Tier Security N/A N/A 2014-08-07 2014-08-07 N N N 140000000.00 140000000.00 0.0029 Y 140071848.00 140071848.00 WELLS FARGO SECURITIES LLC TRI-PARTY WELLS FARGO SECURITIES 0.480000% BRSNA49B7 0000276523 Other Repurchase Agreement N ABN AMRO BK N V AMSTERDAM BRH 2018-06-04 4.650000 Other Note 15000.00 16029.95 ACTAVIS INC 2022-10-01 3.250000 Other Note 500000.00 494513.19 AJECORP BV 2022-05-14 6.500000 Other Note 422000.00 392460.00 ALCOA INC 2017-02-01 5.549999 Other Note 471000.00 521757.71 ALCOA INC 2018-06-15 6.500000 Other Note 62000.00 72277.84 AMERIGAS FINANCE LLC/AMERIGAS FI 2020-05-20 6.750000 Other Note 44000.00 48042.50 AMERIGAS PARTNERS LP/AMERIGAS FINANCE CORP 2021-05-20 6.500000 Other Note 1000.00 1079.31 AMERIPRISE FINANCIAL INC 2023-10-15 4.000000 Other Note 1429000.00 1518898.39 AMPHENOL CORP 2014-11-15 4.750000 Other Note 1000.00 1021.11 ANGLOGOLD ASHANTI HLDGS PLC 2020-04-15 5.375000 Other Note 2000.00 2023.44 ANGLOGOLD ASHANTI HOLDINGS PLC 2020-07-30 8.500000 Other Note 50000.00 57811.25 ANGLOGOLD ASHANTI HOLDINGS PLC 2022-08-01 5.125000 Other Note 160000.00 159550.56 AON CORP. 2016-05-27 3.125000 Other Note 2000.00 2089.48 ARCELORMITTAL 2039-10-15 7.500000 Other Note 105000.00 114646.88 AUTONATION INC 2018-04-15 6.750000 Other Note 13000.00 15027.19 AVIATION CAPITAL GROUP CORP 2021-04-06 6.750000 Other Note 20000.00 22639.30 BAC CAPITAL TRUST XIV 2049-12-31 4.000000 Other Note 15000.00 12200.00 BANCO BRADESCO SA/CAYMAN ISLANDS 2022-03-01 5.750000 Other Note 750000.00 789375.00 Banco Davivienda 2022-07-09 5.875000 Other Note 147000.00 154057.53 BANCO DE CREDITO DEL PERU 2026-09-16 6.875000 Other Note 1322000.00 1486102.43 BANCO DE CREDITO DEL PERU (PANAMA BRANCH) 2027-04-24 6.125000 Other Note 573253.00 615458.75 BANCO DO BRASIL SA GRAND CAYMAN 2022-01-26 5.875000 Other Note 270000.00 283563.75 BANCO DO BRASIL SA GRAND CAYMAN 2023-01-19 5.875000 Other Note 14000.00 14705.30 BANCOLOMBIA SA 2017-05-25 6.875000 Other Note 21000.00 23364.70 BANCOLOMBIA SA 2020-07-26 6.125000 Other Note 292000.00 322980.39 BANCOLOMBIA SA 2022-09-11 5.125000 Other Note 364000.00 370823.74 BANK AMER CORP SR INTERNOTES BOOK ENTRY 2020-08-15 4.750000 Other Note 50000.00 54572.21 BANK AMER N A CHARLOTTE N C MEDIUM TERM BK NTS B 2017-03-15 5.299999 Other Note 30000.00 33377.45 BANK OF AMERICA CORP 2020-06-15 5.549999 Other Note 85000.00 95252.49 BARRICK GOLD CORP 2016-05-30 2.899999 Other Note 38000.00 39314.80 BOARDWALK PIPELINES LP 2016-11-15 5.875000 Other Note 95000.00 103660.95 BOARDWALK PIPELINES LP 2017-02-01 5.500000 Other Note 425000.00 466169.99 BOARDWALK PIPELINES LP 2023-02-01 3.375000 Other Note 585000.00 545252.91 CARNIVAL CORP 2016-02-05 1.200000 Other Note 17070000.00 17257656.20 CELGENE CORP 2024-05-15 3.625000 Other Note 280000.00 282903.72 CENTURYTEL INC FORMERLY CENTURYTEL INC TO 05/20/ 2039-09-15 7.599999 Other Note 150000.00 152750.00 CFGN 000AJ0 2014-09-15 7.750000 Other Note 85000.00 87630.40 CITIZENS UTILS CO DEL NAME CHANGED TO CITIZENS C 2035-07-01 7.450000 Other Note 15000.00 14675.02 COMPANIA MINERA ARES SAC 2021-01-23 7.750000 Other Note 12000.00 13018.08 CORP 0005N0 2017-01-09 2.899999 Other Note 10000.00 10603.28 CORP 000HF0 2038-05-15 6.400000 Other Note 4000.00 5074.59 CORP 001FT3 2022-01-14 4.500000 Other Note 20000.00 22018.40 CORP 001HA1 2049-12-31 7.900000 Other Note 43000.00 48765.58 CORP 001RV3 2015-09-04 0.699999 Other Note 25000.00 25142.31 CORP 002CU6 2033-02-15 6.125000 Other Note 6000.00 7260.63 CORP 002ES9 2027-01-15 5.950000 Other Note 50000.00 57896.62 CORP 004DT9 2017-03-22 4.750000 Other Note 116000.00 127557.34 CORP 004FY2 2015-03-02 2.649999 Other Note 50000.00 51107.89 CORP 006DG0 2021-02-01 4.000000 Other Note 123000.00 135906.66 CORP 007AP8 2014-09-15 5.099999 Other Note 40000.00 40965.00 CORP 007BC9 2015-06-15 4.799999 Other Note 60000.00 63570.00 CORP 008BN7 2017-07-15 1.375000 Other Note 181000.00 183301.64 CORP 012BC6 2017-12-06 5.250000 Other Note 53000.00 61350.94 CORP 021AQ1 G 2043-01-15 6.000000 Other Note 235000.00 216787.50 CORP 031AM0 D 2023-01-15 7.125000 Other Note 55000.00 58394.53 CORP 076AE4 B 2022-11-01 5.500000 Other Note 82000.00 89780.21 CORP 079AD5 2018-03-15 8.250000 Other Note 110000.00 132790.63 CORP 086AD8 C 2021-03-15 7.125000 Other Note 4854660.00 5400050.71 CORP 110AK4 2020-01-15 6.875000 Other Note 1700000.00 1854328.12 CORP 154AB6 C 2019-02-15 6.625000 Other Note 490000.00 529480.73 CORP 203AL8 2018-03-15 6.500000 Other Note 62000.00 72653.56 CORP 2534E8 2016-01-11 3.250000 Other Note 301000.00 316919.47 CORP 853AR1 2020-03-15 7.625000 Other Note 193000.00 210299.64 CORP 883BA5 2021-09-01 4.000000 Other Note 5000.00 5427.79 CORP 891AA7 2017-02-17 1.500000 Other Note 250000.00 255225.42 DEERE JOHN CAP CORP MEDIUM TERM 2021-07-12 3.899999 Other Note 48000.00 52494.72 DISCOVERY COMM LLC 2015-06-01 3.700000 Other Note 561000.00 589856.28 DISNEY WALT CO NEW MEDIUM TERM NTS BOOK ENTRY 2019-03-15 5.500000 Other Note 100000.00 117515.83 EASTMAN CHEM CO 2015-12-15 3.000000 Other Note 300000.00 314031.00 EATON CORPORATION 2017-11-02 1.500000 Other Note 20898610.00 21022051.12 EBAY INC. 2015-07-15 0.699999 Other Note 50000.00 50343.75 ENTERGY AK INC 2024-06-01 3.700000 Other Note 17250000.00 18154484.58 EOG RESOURCES INC 2019-06-01 5.625000 Other Note 4000.00 4788.95 EPR PROPERTIES 2023-07-15 5.250000 Other Note 25000.00 26652.19 FIFTH THIRD BANCORP 2049-12-31 5.099999 Other Note 1144860.00 1100496.68 FIRST HORIZON NATL CORP 2015-12-15 5.375000 Other Note 819000.00 889184.55 FIRST TENNESSEE BANK NA 2016-04-01 5.650000 Other Note 23000.00 24755.35 FORD MTR CR CO FORMERLY FORD MOTOR CR CO TO 05/0 2017-08-15 6.625000 Other Note 150000.00 176176.94 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2016-01-08 5.000000 Other Note 10000.00 10902.52 GENERAL ELEC CAP CORP MEDIUM TERM NTS BOOK ENTRY 2037-08-07 6.150000 Other Note 245000.00 309862.32 GENERAL ELECTRIC CAP CORP 2015-07-02 1.625000 Other Note 10000.00 10200.01 GENERAL MOTORS CO 2043-10-02 6.250000 Other Note 150000.00 171760.42 GLDMN SCHS CAP I 2034-02-15 6.344999 Other Note 728000.00 844113.27 GOLDMAN SACHS GROUP INC/THE 2018-07-19 2.899999 Other Note 10000.00 10435.13 GOLDMAN SACHS GROUP INC/THE 2020-02-15 5.000000 Other Note 23000.00 25173.81 GREIF INC 2017-02-01 6.750000 Other Note 50000.00 56865.62 GULF SOUTH PIPELINE CO LP 2022-06-15 4.000000 Other Note 985000.00 1015144.28 HSBC FIN CORP HSBC FIN INTERNOTES BOOK ENTRY 2014-10-15 4.349999 Other Note 25000.00 25421.94 HSBC FINANCE CORP 2014-08-15 6.000000 Other Note 1000.00 1011.74 HSBC USA INC 2018-09-24 2.625000 Other Note 339000.00 353276.14 INTERNATIONAL LEASE FIN CORP 2016-09-01 6.750000 Other Note 1360000.00 1527195.00 INTERPUBLIC GRP OF CO INC 2024-04-15 4.200000 Other Note 370000.00 384626.10 ITAU UNIBANCO HLDG SA CAYMAN ISL 2023-05-13 5.125000 Other Note 162000.00 161663.06 ITAU UNIBANCO HLDG SA MEDIUM TERM NTS BOOK ENTRY REG S 2020-04-15 6.200000 Other Note 72000.00 79038.00 JOHN DEERE CAPITAL CORP 2014-07-15 2.250000 Other Note 50000.00 50444.88 JOHN DEERE CAPITAL CORP 2019-04-17 2.250000 Other Note 215000.00 219136.06 JPMORGAN CHASE & CO 2014-06-02 4.650000 Other Note 132000.00 135051.95 KEYCORP 2018-12-13 2.299999 Other Note 39000.00 39590.85 KOREA HYDRO 2014-06-17 6.250000 Other Note 100000.00 103049.86 KT CORP 2015-07-15 4.875000 Other Note 250000.00 264902.81 MCGRAW HILL FINANCIAL INC 2017-11-15 5.900000 Other Note 15000.00 16829.63 MEAD JOHNSON NUTRITION CO 2044-06-01 4.599999 Other Note 200000.00 202434.44 MELLON CAP IV 2049-12-31 4.000000 Other Note 15000.00 13016.67 MERRILL LYNCH & CO INC MEDIUM TERM NTS BOOK ENTR 2017-08-28 6.400000 Other Note 20000.00 23275.91 MICROSOFT CORP 2015-09-25 1.625000 Other Note 100000.00 102107.40 MTN JPM 10/15/15 1.100 2015-10-15 1.100000 Other Note 598000.00 602410.25 MTN SLM 09/10/15 3.875 2015-09-10 3.875000 Other Note 349000.00 361602.78 NATIONAL AUSTRALIA BANK LIMITED (NEW YORK BRANCH) 2015-08-07 1.600000 Other Note 1000000.00 1019492.22 OMEGA HLTHCARE INVESTORS INC 2024-04-01 4.950000 Other Note 1786000.00 1800109.40 ONEOK INC 2028-09-30 6.500000 Other Note 5000.00 5008.11 OWENS CORNING 2022-12-15 4.200000 Other Note 9000.00 9397.26 PACCAR FINANCIAL CORP 2015-06-05 1.050000 Other Note 25000.00 25301.10 PACIFIC RUBIALES ENERGY CORP 2019-01-26 5.375000 Other Note 60000.00 63480.83 PEPSICO INC 2014-08-25 0.800000 Other Note 180000.00 180594.20 PETROBAS INTL FIN CO 2040-01-20 6.875000 Other Note 100000.00 108121.64 PETROBRAS INTL FIN CO 2017-02-06 3.500000 Other Note 182000.00 188943.91 PNC BANK NATIONAL ASSOCIATION 2016-11-01 1.149999 Other Note 300000.00 302497.92 PNC FUNDING CORP 2022-03-08 3.299999 Other Note 30000.00 30969.20 PRIN LIFE FDG TR 2015-04-27 5.549999 Other Note 4000.00 4208.43 PRINCETON UNIVERSITY 2019-03-01 4.950000 Other Municipal Debt 15000.00 17327.96 PRUDENTIAL FINANCIAL INC 2041-11-16 5.799999 Other Note 522000.00 627405.14 PRUDENTIAL FINL INC MEDIUM TERM NTS BOOK ENTRY 2016-03-15 5.500000 Other Note 6000.00 6561.65 QVC INC 2022-07-02 5.125000 Other Note 13000.00 14074.96 QWEST CORP 2017-06-01 6.500000 Other Note 454000.00 526816.81 RECKON OPER PART L.P. 2014-08-15 5.875000 Other Note 70000.00 71853.98 REGIONS FIN CORP 2037-12-10 7.375000 Other Note 85000.00 111071.74 REGIONS FINANCIAL CORPORATION 2014-11-10 7.750000 Other Note 250000.00 258576.39 REGIONS FINANCIAL CORPORATION 2015-06-15 5.750000 Other Note 20000.00 21507.68 REXEL SA 2019-12-15 6.125000 Other Note 500000.00 549036.46 ROCKIES EXPRESS PIPELINE LLC 2018-07-15 6.849999 Other Note 552000.00 597919.50 ROYAL BANK OF SCOTLAND GROUP PLC 2022-12-15 6.125000 Other Note 836000.00 937693.48 RR DONNELLEY & SONS COMPANY 2021-04-15 8.875000 Other Note 285810.00 331137.67 RYDER SYSTEM INC 2019-06-01 2.549999 Other Note 5000.00 5109.09 SAN MIGUEL INDUSTRIAS PET SA 2020-11-06 7.750000 Other Note 8000.00 8563.97 SARA LEE CORP 2015-09-15 2.750000 Other Note 185000.00 189870.90 SL GREEN REALTY CORP / SL GREEN OPERATING PARTNERSHIP / RECKSON 2022-12-01 4.500000 Other Note 313000.00 322663.87 SLM CORP 2018-03-15 5.599999 Other Note 6000.00 6003.02 SLM CORP 2019-03-15 5.500000 Other Note 228000.00 226440.10 SLM CORP 2019-06-15 6.000000 Other Note 433533.00 433576.35 SLM CORP 2019-06-15 6.000000 Other Note 166000.00 170163.28 SLM CORP 2019-06-15 6.000000 Other Note 166000.00 165598.28 SLM CORP 2019-09-15 6.000000 Other Note 284500.00 285097.45 SLM CORP 2029-03-15 5.650000 Other Note 134000.00 109596.48 SLM CORP 2029-03-15 5.700000 Other Note 139000.00 114300.39 SLM CORP 2029-03-15 5.700000 Other Note 20000.00 16664.10 SLM CORP 2029-06-15 5.750000 Other Note 116000.00 95351.52 SLM CORP 2029-06-15 6.000000 Other Note 106000.00 89650.56 SLM CORP EDNOTES BOOK ENTRY 2029-06-15 6.250000 Other Note 269000.00 234141.41 SLM CORP EDNOTES BOOK ENTRY 2029-06-15 6.250000 Other Note 168000.00 146229.58 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2014-11-14 5.049999 Other Note 81000.00 82599.30 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2015-04-15 5.000000 Other Note 498608.00 517305.80 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 5.000000 Other Note 20000.00 20433.93 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2018-06-15 8.449999 Other Note 25000.00 30405.73 SLM CORP MEDIUM TERM NTS BOOK ENTRY 2020-03-25 8.000000 Other Note 117000.00 136532.50 STATOIL HYDRO ASA FORMERLY STATOIL ASA 01/01/200 2017-08-17 3.125000 Other Note 19000.00 20349.02 SUBURBAN PROPANE PRTNR LP 2024-06-01 5.500000 Other Note 284000.00 287680.17 SYMANTEC CORP 2015-09-15 2.750000 Other Note 43000.00 44320.92 TIME WARNER INC NEW 2015-07-15 3.149999 Other Note 600000.00 624847.50 TOYOTA MOTOR CREDIT CORP 2017-10-05 1.250000 Other Note 723000.00 726094.24 TOYOTA MTR CR CORP MEDIUM TERM NTS BOOK ENTRY 2017-01-12 2.049999 Other Note 486000.00 504355.41 TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2018-03-15 6.000000 Other Note 26000.00 29667.04 UNITED STATES BANCORP MEDIUM U S BANCORP MEDIUM 2015-03-04 3.149999 Other Note 15000.00 15440.92 US BANCORP 2016-11-15 2.200000 Other Note 3000.00 3103.19 VALERO ENERGY CORP 2015-02-01 4.500000 Other Note 25000.00 26051.62 VALERO ENERGY CORP NEW 2017-06-15 6.125000 Other Note 372000.00 435691.21 VIACOM INC CLASS B COMMON NEW 2017-04-01 3.500000 Other Note 128000.00 137124.62 VOLCAN COMPANIA MINERA SAA 2022-02-02 5.375000 Other Note 646258.00 646334.29 WACHOVIA CORP GLOBAL MEDIUM TERM SR NTS BOOK ENT 2018-02-01 5.750000 Other Note 125000.00 145830.87 WELLS FARGO & CO NEW MEDIUM TERM SR NTS BOOK ENT 2016-12-15 2.625000 Other Note 18000.00 18979.40 WELLS FARGO & COMPANY 2017-06-07 0.00 Other Note 10000.00 12308.10 ZIONS BANCORPORATION 2015-09-15 6.000000 Other Note 20000.00 21458.40 First Tier Security N/A N/A 2014-07-15 2014-07-15 N N N 94000000.00 94000000.00 0.0019 Y 94042657.20 94042657.20 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.300000% 9612C1N29 Financial Company Commercial Paper N First Tier Security N/A N/A 2015-01-02 2015-01-02 N N N 378000000.00 377325900.00 0.0077 N 377516953.80 377516953.80 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.300000% 9612C4JJ1 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-07-14 N N N 200000000.00 200000000.00 0.0041 N 200033400.00 200033400.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 144A 0.260000% 9612C4JM4 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-02 2014-08-22 N N N 345000000.00 345000000.00 0.0070 N 345000000.00 345000000.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.220000% 9612C4KB6 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-30 2014-09-29 N N N 160000000.00 160000000.00 0.0033 N 160020480.00 160020480.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.220000% 9612C4KE0 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-30 2014-10-30 N N N 14000000.00 14000000.00 0.0003 N 14000574.00 14000574.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 144A 0.230000% 9612C4LQ2 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-09 2015-04-09 N N N 125000000.00 125000000.00 0.0025 N 125063500.00 125063500.00 WESTPAC BANKING CORP WESTPAC BANKING CORP 0.230000% 9612C4LS8 Financial Company Commercial Paper N First Tier Security N/A N/A 2014-06-17 2015-04-17 N N N 100000000.00 100000000.00 0.0020 N 100043400.00 100043400.00 WESTPAC BANKING CORPORATION NEW YORK BRANCH WESTPAC BANKING CORP 0.220000% 96121TVL9 Certificate of Deposit N First Tier Security N/A N/A 2014-06-16 2015-03-16 N N N 256000000.00 256000000.00 0.0052 N 256000000.00 256000000.00