N-MFP LIVE N 2015-06-30 0001338268 S000006553 1 N N U.S. Bancorp Asset Management, Inc. 801-60125 Ernst & Young, LLP Minneapolis MN U.S. Bancorp Asset Management, Inc. U.S. Bancorp Asset Management, Inc. 0001339630 084-06169 N N N Prime 13 88 3834726014.57 762023.74 863761.27 3834624277.04 0.0025 0.9988 2015-06-30 0.9988 2015-06-30 C000017892 1.00 3834624277.04 1.00 -976609084.22 2564455840.49 3541064924.71 0.0023 0.9988 2015-06-30 0.9988 2015-06-30 Atlantic Asset Securitization Corp Atlantic Asset Securitization Corp 0.24% 04821QCT6 Asset Backed Commercial Paper First Tier Security 2015-07-22 2015-08-04 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Barton Capital LLC Barton Capital LLC 0.25% 06945JDG5 Asset Backed Commercial Paper First Tier Security 2015-07-23 2015-08-04 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Fairway Finance Corp Fairway Finance Corp 0.26% 30601YQV0 Asset Backed Commercial Paper First Tier Security 2015-07-06 2015-12-07 N N N 40000000.00 40000000.00 0.0104 N 40000000.00 40000000.00 Fairway Finance Corp Fairway Finance Corp 0.23% 30601YQH1 Asset Backed Commercial Paper First Tier Security 2015-07-06 2015-07-06 N N N 12000000.00 12000084.00 0.0031 N 12000084.00 12000084.00 Gotham Funding Corp Gotham Funding Corp 0.17% 38346MU77 Asset Backed Commercial Paper First Tier Security 2015-07-07 2015-07-07 N N N 20473000.00 20472419.93 0.0053 N 20472419.93 20472419.93 Liberty Street Funding Liberty Street Funding LLC 0.07% 53127UU16 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 9000000.00 9000000.00 0.0023 N 9000000.00 9000000.00 Manhattan Asset Funding Co Manhattan Asset Funding Co 0.17% 56274MU18 Asset Backed Commercial Paper First Tier Security 2015-07-01 2015-07-01 N N N 7500000.00 7500000.00 0.0020 N 7500000.00 7500000.00 Manhattan Asset Funding Co Manhattan Asset Funding Co 0.18% 56274MU26 Asset Backed Commercial Paper First Tier Security 2015-07-02 2015-07-02 N N N 25000000.00 24999875.00 0.0065 N 24999875.00 24999875.00 Manhattan Asset Funding Co Manhattan Asset Funding Co 0.20% 56274MUE0 Asset Backed Commercial Paper First Tier Security 2015-07-14 2015-07-14 N N N 6500000.00 6499530.55 0.0017 N 6499530.55 6499530.55 Manhattan Asset Funding Co Manhattan Asset Funding Co 0.20% 56274MUM2 Asset Backed Commercial Paper First Tier Security 2015-07-21 2015-07-21 N N N 6000000.00 5999333.33 0.0016 N 5999333.33 5999333.33 Old Line Funding LLC Old Line Funding LLC 0.28% 67984YAV6 Asset Backed Commercial Paper First Tier Security 2015-07-24 2015-11-24 N N N 35000000.00 35000000.00 0.0091 N 35000000.00 35000000.00 Thunder Bay Funding LLC Thunder Bay Funding LLC 0.31% 88603YAN1 Asset Backed Commercial Paper First Tier Security 2015-07-06 2015-11-09 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Thunder Bay Funding LLC Thunder Bay Funding LLC 0.26% 88603KAJ0 Asset Backed Commercial Paper First Tier Security 2015-07-20 2015-08-18 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Banco del Estado de Chile/NY Banco del Estado de Chile/NY 0.31% 05962P6Z7 Certificate of Deposit First Tier Security 2015-07-10 2015-12-10 N N N 44000000.00 44000000.00 0.0115 N 44000000.00 44000000.00 Banco del Estado de Chile/NY Banco del Estado de Chile/NY 0.27% 05962P4V8 Certificate of Deposit First Tier Security 2015-07-17 2015-08-17 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Bank of Montreal/Chicago Bank of Montreal/Chicago 0.32% 06366LCP1 Certificate of Deposit First Tier Security 2015-07-20 2015-12-15 N N N 73500000.00 73500000.00 0.0192 N 73500000.00 73500000.00 Bank of Nova Scotia/Houston Bank of Nova Scotia/Houston 0.34% 06417HE85 Certificate of Deposit First Tier Security 2015-07-01 2016-03-24 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Bank of Nova Scotia/Houston Bank of Nova Scotia/Houston 0.24% 06417HG83 Certificate of Deposit First Tier Security 2015-07-01 2015-09-04 N N N 60000000.00 60000000.00 0.0156 N 60000000.00 60000000.00 Bank of Nova Scotia/Houston Bank of Nova Scotia/Houston 0.27% 06417HU20 Certificate of Deposit First Tier Security 2015-07-01 2015-11-13 N N N 30000000.00 30000000.00 0.0078 N 30000000.00 30000000.00 Bank of Tokyo-Mitsubishi UFJ Ltd/NY Bank of Tokyo-Mitsubishi UFJ Ltd/NY 0.29% 06538JDQ6 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 BMO Harris Bank BMO Harris Bank 0.28% 05574BDC1 Certificate of Deposit First Tier Security 2015-07-23 2015-07-23 N N N 49000000.00 49000000.00 0.0128 N 49000000.00 49000000.00 Canadian Imperial Bank of Commerce/NY Canadian Imperial Bank of Commerce/NY 0.25% 13606JZQ5 Certificate of Deposit First Tier Security 2015-07-01 2015-10-19 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Canadian Imperial Bank of Commerce/NY Canadian Imperial Bank of Commerce/NY 0.42% 13606YYS9 Certificate of Deposit First Tier Security 2015-07-01 2016-07-15 N N N 45750000.00 45750000.00 0.0119 N 45750000.00 45750000.00 Citibank Citibank 0.28% 17304UL81 Certificate of Deposit First Tier Security 2015-07-13 2015-07-13 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Commonwealth Bank of Austrailia/NY Commonwealth Bank of Australia/NY 0.26% 20271EKP3 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 53500000.00 53500000.00 0.0140 N 53500000.00 53500000.00 Credit Suisse AG/NY Credit Suisse AG/NY 0.35% 22549VNP4 Certificate of Deposit First Tier Security 2015-07-27 2015-11-25 N N N 40000000.00 40000000.00 0.0104 N 40000000.00 40000000.00 Credit Suisse AG/NY Credit Suisse AG/NY 0.26% 22549VPB3 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 DnB NOR Bank ASA/NY DnB NOR Bank ASA/NY 0.27% 23290QZR7 Certificate of Deposit First Tier Security 2015-07-27 2015-10-27 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 DZ Bank/NY DZ Bank/NY 0.21% 23328AKT0 Certificate of Deposit First Tier Security 2015-07-07 2015-07-07 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 DZ Bank/NY DZ Bank/NY 0.28% 23328AKN3 Certificate of Deposit First Tier Security 2015-09-01 2015-09-01 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 HSBC Bank USA HSBC Bank USA 0.27% 40428AE86 Certificate of Deposit First Tier Security 2015-07-13 2015-10-13 N N N 45000000.00 45000000.00 0.0117 N 45000000.00 45000000.00 Mitsubishi UFJ Trust & Banking Corp/NY Mitsubishi UFJ Trust & Banking Corp/NY 0.34% 60682AVY9 Certificate of Deposit First Tier Security 2015-07-20 2015-10-19 N N N 49000000.00 49000000.00 0.0128 N 49000000.00 49000000.00 Nordea Bank Finland Plc/NY Nordea Bank Finland Plc/NY 0.26% 65558LEP3 Certificate of Deposit First Tier Security 2015-07-13 2015-11-13 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Nordea Bank Finland Plc/NY Nordea Bank Finland Plc/NY 0.24% 65558LDP4 Certificate of Deposit First Tier Security 2015-07-23 2015-10-23 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Rabobank Nederland NV/NY Rabobank Nederland NV/NY 0.28% 21684BTS3 Certificate of Deposit First Tier Security 2015-07-09 2015-07-09 N N N 54000000.00 54000000.00 0.0141 N 54000000.00 54000000.00 Rabobank Nederland NV/NY Rabobank Nederland NV/NY 0.31% 21684BSG0 Certificate of Deposit First Tier Security 2015-07-31 2016-01-29 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Royal Bank of Canada/NY Royal Bank of Canada/NY 0.39% 78009NJE7 Certificate of Deposit First Tier Security 2015-07-06 2016-07-01 N N N 58500000.00 58500000.00 0.0153 N 58500000.00 58500000.00 Skandinaviska Enskilda Banken AB/NY Skandinaviska Enskilda Banken AB/NY 0.25% 83051HV94 Certificate of Deposit First Tier Security 2015-07-02 2015-07-02 N N N 39000000.00 39000000.00 0.0102 N 39000000.00 39000000.00 Skandinaviska Enskilda Banken AB/NY Skandinaviska Enskilda Banken AB/NY 0.28% 83051H2E5 Certificate of Deposit First Tier Security 2015-07-06 2015-11-05 N N N 40000000.00 40000000.00 0.0104 N 40000000.00 40000000.00 State Street Bank & Trust State Street Bank & Trust 0.28% 8574P1EB8 Certificate of Deposit First Tier Security 2015-07-20 2015-11-20 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Sumitomo Mitsui Banking Corp/NY Sumitomo Mitsui Banking Corp/NY 0.18% 86563RVF2 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Sumitomo Mitsui Banking Corp/NY Sumitomo Mitsui Banking Corp/NY 0.25% 86563RRR1 Certificate of Deposit First Tier Security 2015-08-11 2015-08-11 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Sumitomo Mitsui Banking Corp/NY Sumitomo Mitsui Banking Corp/NY 0.26% 86563RSP4 Certificate of Deposit First Tier Security 2015-08-20 2015-08-20 N N N 10000000.00 10000138.65 0.0026 N 10000138.65 10000138.65 Swedbank/NY Swedbank/NY 0.25% 87019TZL9 Certificate of Deposit First Tier Security 2015-07-06 2015-07-06 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Swedbank/NY Swedbank/NY 0.27% 87019TN81 Certificate of Deposit First Tier Security 2015-07-16 2015-10-16 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Toronto-Dominion Bank/NY Toronto-Dominion Bank/NY 0.25% 89113EBY1 Certificate of Deposit First Tier Security 2015-07-06 2015-08-04 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Toronto-Dominion Bank/NY Toronto-Dominion Bank/NY 0.27% 89112UYU9 Certificate of Deposit First Tier Security 2015-07-06 2015-10-05 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Toronto-Dominion Bank/NY Toronto-Dominion Bank/NY 0.33% 89113ERU2 Certificate of Deposit First Tier Security 2015-07-08 2016-06-08 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Wells Fargo Bank Wells Fargo Bank 0.30% 94988EC63 Certificate of Deposit First Tier Security 2015-07-01 2015-11-30 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Wells Fargo Bank Wells Fargo Bank 0.26% 94988EDV7 Certificate of Deposit First Tier Security 2015-07-01 2015-08-03 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Westpac Banking Corp/NY Westpac Banking Corp/NY 0.26% 96121TWZ7 Certificate of Deposit First Tier Security 2015-07-17 2015-07-17 N N N 75000000.00 75001011.32 0.0196 N 75001011.32 75001011.32 Westpac Banking Corp/NY Westpac Banking Corp/NY 0.29% 96121TXM5 Certificate of Deposit First Tier Security 2015-07-27 2015-10-26 N N N 13450000.00 13452204.68 0.0035 N 13452204.68 13452204.68 ANZ National International Ltd ANZ National International Ltd 0.30% 00182HCP5 Financial Company Commercial Paper First Tier Security 2015-07-06 2015-11-05 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Commonwealth Bank of Australia Commonwealth Bank of Australia 0.30% 20272ALZ7 Financial Company Commercial Paper First Tier Security 2015-07-08 2016-04-29 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 HSBC Bank Plc HSBC Bank PLC 0.33% 40433FFC8 Financial Company Commercial Paper First Tier Security 2015-07-08 2016-02-08 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 HSBC Bank PLC HSBC Bank PLC 0.26% 40433FDV8 Financial Company Commercial Paper First Tier Security 2015-07-08 2015-07-08 N N N 24000000.00 24000000.00 0.0063 N 24000000.00 24000000.00 HSBC Bank PLC HSBC Bank PLC 0.29% 40433FEJ4 Financial Company Commercial Paper First Tier Security 2015-07-20 2015-11-20 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Macquarie Bank LTD Macquarie Bank LTD 0.40% 55607NDJ6 Financial Company Commercial Paper First Tier Security 2015-07-13 2015-11-12 N N N 45000000.00 45000000.00 0.0117 N 45000000.00 45000000.00 Macquarie Bank LTD Macquarie Bank LTD 0.39% 55607NDH0 Financial Company Commercial Paper First Tier Security 2015-07-13 2015-08-13 N N N 49000000.00 49000000.00 0.0128 N 49000000.00 49000000.00 National Australia Bank National Australia Bank 0.28% 63254GAJ4 Financial Company Commercial Paper First Tier Security 2015-07-20 2015-11-20 N N N 50000000.00 50000000.00 0.0130 N 50000000.00 50000000.00 Suncorp Metway LTD Suncorp Metway LTD 0.38% 8672E3U87 Financial Company Commercial Paper First Tier Security 2015-07-08 2015-07-08 N N N 40000000.00 39997044.44 0.0104 N 39997044.44 39997044.44 Suncorp Metway LTD Suncorp Metway LTD 0.37% 8672E3UV6 Financial Company Commercial Paper First Tier Security 2015-07-29 2015-07-29 N N N 10000000.00 9997122.22 0.0026 N 9997122.22 9997122.22 Suncorp Metway LTD Suncorp Metway LTD 0.40% 8672E3XF8 Financial Company Commercial Paper First Tier Security 2015-10-15 2015-10-15 N N N 35000000.00 34958777.78 0.0091 N 34958777.78 34958777.78 Suncorp Metway LTD Suncorp Metway LTD 0.40% 8672E3Y91 Financial Company Commercial Paper First Tier Security 2015-11-09 2015-11-09 N N N 10000000.00 9985444.44 0.0026 N 9985444.44 9985444.44 BNP Paribas Securities BNP Paribas Securities 0.11% CR7473976 0000753835 Government Agency Repurchase Agreement Y GINNIE MAE 2042-01-20 3.000000 Government Agency Debt 811332.00 414902.98 GINNIE MAE 2042-08-20 2.500000 Government Agency Debt 1132765.00 463046.47 Freddie Mac 2041-12-01 3.126000 Government Agency Debt 1636477.00 1477885.30 GINNIE MAE 2041-01-20 2.500000 Government Agency Debt 4625000.00 2173768.58 FANNIE MAE 2038-07-01 6.000000 Government Agency Debt 140000.00 9462.12 GINNIE MAE 2038-08-20 5.000000 Government Agency Debt 2000000.00 211993.85 FREDDIE MAC 2037-04-01 6.000000 Government Agency Debt 850000.00 62876.09 GINNIE MAE 2041-02-20 3.500000 Government Agency Debt 1000.00 372.68 FANNIE MAE 2037-04-01 6.000000 Government Agency Debt 17949728.00 844238.04 GINNIE MAE 2038-05-20 5.000000 Government Agency Debt 3687316.00 48185.07 FREDDIE MAC 2025-09-01 4.500000 Government Agency Debt 1043954.00 68174.17 GINNIE MAE 2040-06-20 3.500000 Government Agency Debt 1000000.00 343179.14 FREDDIE MAC 2044-04-01 4.500000 Government Agency Debt 332520.00 342152.07 GINNIE MAE 2045-02-20 2.500000 Government Agency Debt 93602.00 75825.85 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 1000.00 995.94 GINNIE MAE 2040-08-20 3.500000 Government Agency Debt 2727.00 909.26 FANNIE MAE 2037-02-01 6.000000 Government Agency Debt 7825703.00 254050.64 GINNIE MAE 2041-03-20 3.000000 Government Agency Debt 1000000.00 393479.52 FREDDIE MAC 2018-08-01 4.500000 Government Agency Debt 1125000.00 34242.94 Fannie Mae 2038-06-01 4.815000 Government Agency Debt 1986410.00 189346.24 FREDDIE MAC 2045-06-01 3.500000 Government Agency Debt 1008331.00 1043964.86 GINNIE MAE 2040-06-20 3.000000 Government Agency Debt 1054494.00 450728.25 FNMA 2045-06-01 0.000000 Government Agency Debt 478336.00 502173.40 FANNIE MAE 2032-10-01 5.500000 Government Agency Debt 2000000.00 40812.53 GINNIE MAE 2041-05-20 3.500000 Government Agency Debt 1072921.00 380011.24 GINNIE MAE 2041-03-20 3.000000 Government Agency Debt 3500000.00 1387193.23 FREDDIE MAC 2041-08-01 4.500000 Government Agency Debt 565197.00 408921.62 GNMA II GTD PASS THRU CTF ARM- 2040-10-20 3.000000 Government Agency Debt 8000000.00 2559752.00 FANNIE MAE 2038-12-01 6.000000 Government Agency Debt 9038368.00 712347.64 GINNIE MAE 2022-08-20 1.625000 Government Agency Debt 59410000.00 408581.19 GINNIE MAE 2038-10-20 5.000000 Government Agency Debt 1238621.00 69722.75 GINNIE MAE 2041-11-20 2.500000 Government Agency Debt 518259.00 380404.25 GINNIE MAE 2040-09-20 4.000000 Government Agency Debt 2872766.00 1140595.62 GINNIE MAE 2040-04-20 3.500000 Government Agency Debt 3550000.00 1070857.41 GINNIE MAE 2041-02-20 4.000000 Government Agency Debt 239878.00 226504.00 GINNIE MAE 2042-10-20 3.000000 Government Agency Debt 4780000.00 1784409.88 FREDDIE MAC 2033-11-01 5.000000 Government Agency Debt 3100000.00 417366.95 FANNIE MAE 2038-07-01 6.000000 Government Agency Debt 296605.00 37461.37 FREDDIE MAC 2026-01-01 5.000000 Government Agency Debt 474078.00 42489.27 FANNIE MAE 2043-06-01 2.500000 Government Agency Debt 1661866.00 1387745.14 GINNIE MAE 2038-07-20 4.500000 Government Agency Debt 2000000.00 97260.13 FANNIE MAE 2035-11-01 4.500000 Government Agency Debt 1025000.00 140210.43 FREDDIE MAC 2043-12-01 5.500000 Government Agency Debt 398000.00 269793.79 GINNIE MAE 2041-03-20 2.500000 Government Agency Debt 6898616.00 3130608.77 FREDDIE MAC 2037-09-01 6.500000 Government Agency Debt 260000.00 13674.12 GINNIE MAE 2041-02-20 2.000000 Government Agency Debt 1000.00 532.47 FANNIE MAE 2037-07-01 6.000000 Government Agency Debt 25525653.00 1187677.41 GINNIE MAE 2040-07-20 3.000000 Government Agency Debt 3900000.00 1587409.57 GINNIE MAE 2041-01-20 3.000000 Government Agency Debt 373649.00 349222.29 GINNIE MAE 2041-02-20 3.500000 Government Agency Debt 1026118.00 796714.12 UNITED STATES TREAS BILLS 2015-07-23 0.000000 Treasury Debt 500.00 500.00 GINNIE MAE 2041-01-20 2.500000 Government Agency Debt 193316.00 178934.63 GNMA II GTD PASS THRU CTF ARM- 2041-04-20 2.500000 Government Agency Debt 2000000.00 937417.06 FREDDIE MAC 2029-01-01 6.500000 Government Agency Debt 254926.00 62557.40 FANNIE MAE 2036-10-01 6.500000 Government Agency Debt 300000.00 29022.28 FANNIE MAE 2044-11-01 3.500000 Government Agency Debt 2798800.00 2204334.97 FREDDIE MAC 2026-02-01 3.500000 Government Agency Debt 162941.00 84809.23 FANNIE MAE 2037-09-01 6.000000 Government Agency Debt 63644923.00 3548830.34 GINNIE MAE 2034-11-20 1.625000 Government Agency Debt 1038690.00 190277.92 FEDERAL NATL MTG ASSN GTD MTG 2040-08-01 5.000000 Government Agency Debt 286504.00 78987.56 GINNIE MAE 2041-02-20 3.000000 Government Agency Debt 547948.00 500148.15 GINNIE MAE 2039-11-20 2.500000 Government Agency Debt 3500000.00 1098451.25 FANNIE MAE 2038-06-01 6.000000 Government Agency Debt 25441376.00 2063179.58 FREDDIE MAC 2042-04-01 3.500000 Government Agency Debt 383750.00 274150.39 FREDDIE MAC 2045-06-01 4.000000 Government Agency Debt 1076223.00 1148011.62 Freddie Mac 2043-08-01 1.864000 Government Agency Debt 2027344.00 1657225.40 FANNIE MAE 2038-07-01 5.500000 Government Agency Debt 678766.00 45822.27 GINNIE MAE 2041-05-20 3.500000 Government Agency Debt 3532226.00 1191984.74 GINNIE MAE 2040-10-20 3.000000 Government Agency Debt 1500000.00 384392.90 FREDDIE MAC 2043-11-01 4.500000 Government Agency Debt 122341.00 129160.82 GINNIE MAE 2040-12-20 4.000000 Government Agency Debt 564034.00 476949.63 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA II 2041-12-20 3.000000 Government Agency Debt 2554383.00 1015956.35 FANNIE MAE 2038-03-01 6.000000 Government Agency Debt 66631567.00 3574363.37 FANNIE MAE 2038-10-01 6.000000 Government Agency Debt 1420320.00 232403.66 FREDDIE MAC 2029-01-01 4.500000 Government Agency Debt 3000000.00 168223.87 FREDDIE MAC 2045-04-01 3.000000 Government Agency Debt 285866.00 283372.37 GINNIE MAE 2040-07-20 3.500000 Government Agency Debt 187376.00 47532.08 FREDDIE MAC 2028-11-01 3.000000 Government Agency Debt 23197.00 20144.18 FANNIE MAE 2030-07-01 3.000000 Government Agency Debt 6904800.00 7171440.36 FANNIE MAE 2037-08-01 6.000000 Government Agency Debt 32366500.00 1841725.54 FANNIE MAE 2039-10-01 6.000000 Government Agency Debt 49528175.00 5185854.20 FREDDIE MAC 2044-11-01 4.500000 Government Agency Debt 236269.00 232189.15 GINNIE MAE 2040-05-20 3.750000 Government Agency Debt 1580969.00 539400.91 GINNIE MAE 2041-10-20 3.000000 Government Agency Debt 3000000.00 1266596.22 FANNIE MAE 2033-06-01 5.500000 Government Agency Debt 1000.00 49.26 GINNIE MAE 2040-01-20 2.000000 Government Agency Debt 5000000.00 1679450.91 GINNIE MAE 2029-06-20 1.625000 Government Agency Debt 6671672.00 81693.18 FREDDIE MAC 2031-09-01 4.500000 Government Agency Debt 600284.00 339423.06 FREDDIE MAC 2040-05-01 5.500000 Government Agency Debt 217832.00 111630.35 GINNIE MAE 2040-07-20 3.500000 Government Agency Debt 3000000.00 888822.44 GINNIE MAE 2040-11-20 3.500000 Government Agency Debt 5000000.00 1970123.87 FANNIE MAE 2038-11-01 6.000000 Government Agency Debt 5509800.00 536328.55 FANNIE MAE 2036-04-01 5.000000 Government Agency Debt 899172.00 465355.49 GINNIE MAE 2041-04-20 4.000000 Government Agency Debt 207964.00 196436.34 FREDDIE MAC 2021-06-01 4.000000 Government Agency Debt 924512.00 279131.21 FREDDIE MAC 2036-12-01 5.500000 Government Agency Debt 35793.00 9836.34 GINNIE MAE 2041-07-20 3.000000 Government Agency Debt 3525000.00 1355756.62 Fannie Mae 2043-11-01 2.952000 Government Agency Debt 5729086.00 4571180.85 GINNIE MAE 2041-08-20 3.000000 Government Agency Debt 1002000.00 386815.92 GINNIE MAE 2041-04-20 3.500000 Government Agency Debt 3000000.00 558163.74 GINNIE MAE 2028-05-20 1.625000 Government Agency Debt 8240000.00 86865.28 FREDDIE MAC 2029-06-01 3.500000 Government Agency Debt 339680.00 308383.38 GINNIE MAE 2040-08-20 3.500000 Government Agency Debt 1000000.00 396096.68 GINNIE MAE 2040-08-20 3.500000 Government Agency Debt 1546918.00 379808.42 GINNIE MAE 2035-05-20 2.125000 Government Agency Debt 2329441.00 120601.39 FANNIE MAE 2034-01-01 3.500000 Government Agency Debt 11471400.00 9642692.82 GINNIE MAE 2041-01-20 3.500000 Government Agency Debt 3158922.00 1429583.42 GINNIE MAE 2040-04-20 3.500000 Government Agency Debt 1100000.00 375555.07 GINNIE MAE 2041-02-20 3.000000 Government Agency Debt 1511000.00 409742.46 FREDDIE MAC 2036-04-01 7.000000 Government Agency Debt 953119.00 1045077.19 FANNIE MAE 2020-06-01 4.500000 Government Agency Debt 525000.00 103551.25 GINNIE MAE 2040-03-20 2.750000 Government Agency Debt 4000000.00 1372333.33 FANNIE MAE 2045-01-01 3.500000 Government Agency Debt 19859.00 20338.05 GINNIE MAE 2040-01-20 3.000000 Government Agency Debt 3140819.00 838942.45 FANNIE MAE 2037-02-01 6.000000 Government Agency Debt 1290047.00 138960.39 FREDDIE MAC 2037-12-01 6.000000 Government Agency Debt 131945.00 16598.73 GINNIE MAE 2040-10-20 3.500000 Government Agency Debt 1946732.00 897696.70 GINNIE MAE 2040-11-20 3.000000 Government Agency Debt 998508.00 346427.55 GINNIE MAE 2040-12-20 3.000000 Government Agency Debt 1213128.00 731879.04 GINNIE MAE 2041-04-20 3.000000 Government Agency Debt 2505000.00 963940.11 FANNIE MAE 2039-01-01 5.500000 Government Agency Debt 2390076.00 404232.05 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA II 2041-11-20 2.500000 Government Agency Debt 1222264.00 891753.50 GINNIE MAE 2040-09-20 4.000000 Government Agency Debt 449975.00 167125.33 Fannie Mae 2036-10-01 2.233000 Government Agency Debt 1467909.00 183034.29 First Tier Security 2015-07-01 2015-07-01 N N N 100000000.00 100000000.00 0.0261 N 100000000.00 100000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.12% CR6196909 0000877559 Government Agency Repurchase Agreement Y FANNIE MAE 2042-03-01 3.500000 Government Agency Debt 26825000.00 20694412.81 FANNIE MAE 2044-12-01 4.000000 Government Agency Debt 4790000.00 4807474.12 First Tier Security 2015-07-01 2015-07-01 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Societe Generale/NY Societe Generale/NY 0.16% CR8949099 0001261467 Government Agency Repurchase Agreement Y Fannie Mae 2041-07-01 2.990000 Government Agency Debt 10712852.00 5625771.66 Fannie Mae 2045-01-01 2.591000 Government Agency Debt 7561963.00 7524084.90 Fannie Mae 2038-08-01 2.241000 Government Agency Debt 36775748.00 16230900.72 GINNIE MAE 2045-06-20 3.500000 Government Agency Debt 5709312.00 5962259.90 Freddie Mac 2043-06-01 2.056000 Government Agency Debt 31803941.00 28484642.42 Freddie Mac 2043-06-01 3.032000 Government Agency Debt 18473883.00 18536723.64 Freddie Mac 2045-05-01 2.290000 Government Agency Debt 20851934.00 19942476.10 Fannie Mae 2041-05-01 3.248000 Government Agency Debt 34549098.00 9892861.17 FREDDIE MAC 2042-08-01 3.500000 Government Agency Debt 5361655.00 4465773.83 Fannie Mae 2041-12-01 2.487000 Government Agency Debt 25026799.00 12678972.58 FANNIE MAE 2043-02-01 3.500000 Government Agency Debt 24634440.00 22141396.70 Fannie Mae 2045-03-01 2.887000 Government Agency Debt 9204144.00 9190240.03 Fannie Mae 2041-01-01 3.326000 Government Agency Debt 61276949.00 19739107.64 Fannie Mae 2044-08-01 3.136000 Government Agency Debt 28921236.00 26261369.84 FANNIE MAE 2045-02-01 4.000000 Government Agency Debt 338816.00 350302.65 Freddie Mac 2042-06-01 3.425000 Government Agency Debt 17474982.00 15363509.35 FANNIE MAE 2022-10-01 0.600000 Government Agency Debt 14905668.00 14268984.76 FANNIE MAE 2044-07-01 4.000000 Government Agency Debt 574454.00 517474.30 Freddie Mac 2041-02-01 3.270000 Government Agency Debt 36818675.00 12449389.83 FANNIE MAE 2042-10-01 2.160000 Government Agency Debt 571965.00 584495.58 Fannie Mae 2036-04-01 2.228000 Government Agency Debt 54608217.00 22411273.43 Freddie Mac 2043-07-01 2.066000 Government Agency Debt 26256427.00 23940782.42 Freddie Mac 2041-01-01 3.188000 Government Agency Debt 13172206.00 6050428.04 Fannie Mae 2037-02-01 1.941000 Government Agency Debt 1187314.00 1119901.78 Fannie Mae 2041-08-01 3.459000 Government Agency Debt 43557530.00 17440317.49 FANNIE MAE 2031-01-01 4.500000 Government Agency Debt 271729.00 123026.27 FANNIE MAE 2041-02-01 4.000000 Government Agency Debt 25720536.00 16578311.43 FEDERAL NATL MTG ASSN GTD MTG 2042-07-01 3.500000 Government Agency Debt 21976963.00 19125257.83 First Tier Security 2015-07-01 2015-07-01 N N N 350000000.00 350000000.00 0.0913 N 350000000.00 350000000.00 Societe Generale/NY Societe Generale/NY 0.17% CR3345103 0001261467 Government Agency Repurchase Agreement Y FANNIE MAE 2044-01-01 4.500000 Government Agency Debt 3736855.00 2769998.22 FANNIE MAE 2027-12-01 2.500000 Government Agency Debt 3554302.00 2722958.34 FANNIE MAE 2044-08-01 4.500000 Government Agency Debt 2773685.00 2365450.95 FANNIE MAE 2044-06-01 4.500000 Government Agency Debt 2884761.00 2844152.30 FANNIE MAE 2042-07-01 3.500000 Government Agency Debt 3720000.00 2790787.76 FANNIE MAE 2044-12-01 4.500000 Government Agency Debt 2245727.00 2317007.66 FANNIE MAE 2045-03-01 3.000000 Government Agency Debt 2441791.00 2425049.35 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 2680528.00 2678018.63 FANNIE MAE 2045-03-01 4.000000 Government Agency Debt 2213362.00 2360850.37 FANNIE MAE 2030-05-01 3.000000 Government Agency Debt 2685998.00 2770467.75 FANNIE MAE 2044-08-01 4.500000 Government Agency Debt 2619021.00 2614905.84 FANNIE MAE 2043-10-01 4.500000 Government Agency Debt 4633349.00 2367839.95 FREDDIE MAC 2040-02-01 4.500000 Government Agency Debt 8854261.00 2402202.71 FREDDIE MAC 2042-09-01 3.000000 Government Agency Debt 3475000.00 2731818.65 FANNIE MAE 2044-10-01 4.500000 Government Agency Debt 302244.00 325424.53 FANNIE MAE 2044-09-01 4.500000 Government Agency Debt 3167633.00 2565901.79 FREDDIE MAC 2045-06-01 3.000000 Government Agency Debt 2270065.00 2261351.73 FANNIE MAE 2043-11-01 4.500000 Government Agency Debt 3688629.00 2696713.07 FANNIE MAE 2045-04-01 3.000000 Government Agency Debt 2481312.00 2450501.64 FANNIE MAE 2044-05-01 4.000000 Government Agency Debt 2791142.00 2825062.94 FANNIE MAE 2044-11-01 4.500000 Government Agency Debt 2672136.00 2671740.34 FANNIE MAE 2045-05-01 4.000000 Government Agency Debt 2183100.00 2334636.41 FANNIE MAE 2044-06-01 4.500000 Government Agency Debt 3216189.00 2426679.25 FANNIE MAE 2044-11-01 3.500000 Government Agency Debt 2112672.00 2045009.42 FANNIE MAE 2044-12-01 4.500000 Government Agency Debt 2201418.00 2275653.94 FANNIE MAE 2028-03-01 2.500000 Government Agency Debt 3369886.00 2409791.78 FANNIE MAE 2030-02-01 3.000000 Government Agency Debt 2746721.00 2766320.39 FANNIE MAE 2044-12-01 3.500000 Government Agency Debt 2467405.00 2534543.45 FANNIE MAE 2045-01-01 4.000000 Government Agency Debt 2182553.00 2322096.54 FREDDIE MAC 2045-06-01 3.500000 Government Agency Debt 2779427.00 2870965.88 FANNIE MAE 2044-12-01 3.500000 Government Agency Debt 2491104.00 2556098.49 First Tier Security 2015-07-01 2015-07-01 N N N 75000000.00 75000000.00 0.0196 N 75000000.00 75000000.00 Dreyfus Institutional Cash Advantage Fund Dreyfus Institutional Cash Advantage Fund 0.07% 26200V104 Investment Company First Tier Security 2015-07-07 2015-07-07 N N N 20000000.00 20000000.00 0.0052 N 20000000.00 20000000.00 DWS Money Market Series-Institutional DWS Money Market Series-Institutional 0.07% 23337T201 Investment Company First Tier Security 2015-07-07 2015-07-07 N N N 20741799.33 20741799.33 0.0054 N 20741799.33 20741799.33 Goldman Sachs Financial Square Money Market Fund Goldman Sachs Financial Square Money Market Fund 0.11% 38141W232 Investment Company First Tier Security 2015-07-07 2015-07-07 N N N 69496879.88 69496879.88 0.0181 N 69496879.88 69496879.88 J.P. Morgan Prime Money Market Fund JPMorgan Prime Money Market Fund 0.09% 4812A0367 Investment Company First Tier Security 2015-07-07 2015-07-07 N N N 30000000.00 30000000.00 0.0078 N 30000000.00 30000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.27% 89233AFB0 Other Commercial Paper First Tier Security 2015-07-06 2015-11-03 N N N 30000000.00 30000000.00 0.0078 N 30000000.00 30000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.26% 89233AEG0 Other Commercial Paper First Tier Security 2015-07-10 2015-08-07 N N N 30000000.00 30000000.00 0.0078 N 30000000.00 30000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.27% 89233AFX2 Other Commercial Paper First Tier Security 2015-07-20 2015-11-16 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 Toyota Motor Credit Corp Toyota Motor Credit Corp 0.25% 89233AFT1 Other Commercial Paper First Tier Security 2015-07-28 2016-01-22 N N N 25000000.00 25000000.00 0.0065 N 25000000.00 25000000.00 American Honda Finance American Honda Finance 1.00% 02666QL43 Other Note First Tier Security 2015-08-11 2015-08-11 N N N 2850000.00 2851993.32 0.0007 N 2851993.32 2851993.32 IBM Corp IBM Corp 0.31% 459200HN4 Other Note First Tier Security 2015-07-29 2015-07-29 N N N 10000000.00 10000832.36 0.0026 N 10000832.36 10000832.36 IBM Corp IBM Corp 0.35% 459200HV6 Other Note First Tier Security 2015-08-05 2016-02-05 N N N 26600000.00 26615790.32 0.0069 N 26615790.32 26615790.32 ING Bank NV ING Bank NV 0.50% 449786AZ5 Other Note First Tier Security 2015-07-22 2015-07-22 N N N 50000000.00 49996928.19 0.0130 N 49996928.19 49996928.19 ING Bank NV ING Bank NV 1.92% 449786AT9 Other Note First Tier Security 2015-09-25 2015-09-25 N N N 30780000.00 30891424.49 0.0081 N 30891424.49 30891424.49 Macquarie Bank LTD Macquarie Bank LTD 3.45% 55608PAB0 Other Note First Tier Security 2015-07-27 2015-07-27 N N N 1200000.00 1202457.89 0.0003 N 1202457.89 1202457.89 New York Life Gobal Funding New York Life Global Funding 0.28% 64952WBV4 Other Note First Tier Security 2015-07-29 2015-10-29 N N N 11500000.00 11500323.76 0.0030 N 11500323.76 11500323.76 Shell International Finance BV Shell International Finance BV 0.35% 822582BB7 Other Note First Tier Security 2015-08-10 2015-11-10 N N N 2580000.00 2580759.08 0.0007 N 2580759.08 2580759.08 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.47% 86959JCN6 Other Note First Tier Security 2015-07-06 2016-07-01 N N N 54250000.00 54246923.16 0.0141 N 54246923.16 54246923.16 Svenska Handelsbanken AB Svenska Handelsbanken AB 0.36% 86959JDE5 Other Note First Tier Security 2015-07-15 2015-12-15 N N N 35000000.00 35000000.00 0.0091 N 35000000.00 35000000.00 Wal-Mart Stores Inc Wal-Mart Stores Inc 2.25% 931142CT8 Other Note First Tier Security 2015-07-08 2015-07-08 N N N 5000000.00 5001916.45 0.0013 N 5001916.45 5001916.45 Wells Fargo Bank Wells Fargo Bank 0.39% 94985HU44 Other Note First Tier Security 2015-07-20 2016-07-19 N N N 47000000.00 47000000.00 0.0123 N 47000000.00 47000000.00 Westpac Banking Corp Westpac Banking Corp 0.51% 91621CCH Other Note First Tier Security 2015-09-01 2016-06-30 N N N 53250000.00 53250000.00 0.0139 N 53250000.00 53250000.00 BNP Paribas Prime Brokerage Inc. BNP Paribas Prime Brokerage Inc. 0.30% CR69999G1 0000753835 Other Repurchase Agreement N EXCO RESOURCES 2049-01-01 0.000000 Other Note 631113.00 757335.60 CDW 2049-01-01 0.000000 Other Note 1.00 34.58 PNC FINL SER 2049-01-01 0.000000 Other Note 1.00 95.66 4.875% PRF PERPETUA 2049-01-01 4.875000 Other Note 26700.00 2920980.00 EMCOR GROUP 2049-01-01 0.000000 Other Note 22596.00 1068564.84 AMERICAN INTL GROUP 2049-01-01 0.000000 Other Note 16868.00 1038900.12 QUALCOMM 2049-01-01 0.000000 Other Note 1.00 62.62 SOUTHERN CO 2049-01-01 0.000000 Other Note 75132.00 3152538.72 AUTOZONE 2049-01-01 0.000000 Other Note 1799.00 1193024.84 INFRAREIT 2049-01-01 0.000000 Other Note 4015.00 113785.10 ANCHOR BANCORP 2049-01-01 0.000000 Other Note 2.00 76.00 SEVENTY SEVEN EN 2049-01-01 0.000000 Other Note 3.00 13.32 AARON'S 2049-01-01 0.000000 Other Note 2.00 72.46 AUTODESK INC 2049-01-01 0.000000 Other Note 24906.00 1255511.46 POST HLDGS INC PFD PER 2049-01-01 0.000000 Other Note 5.00 581.45 ACXIOM CORP 2049-01-01 0.000000 Other Note 37.00 658.23 ASHFORD 9% CP-E 2049-01-01 0.000000 Other Note 17000.00 447950.00 HEALTH 6.5% CCPP-I 2049-01-01 0.000000 Other Note 30851.00 1847666.39 TYCO INTERNAT 2049-01-01 0.000000 Other Note 1.00 38.33 ACADIA HEALTHCARE 2049-01-01 0.000000 Other Note 694.00 52393.53 EPR PPTS 9% CCP-E 2049-01-01 0.000000 Other Note 19.00 615.98 MONDELEZ INT-A 2049-01-01 0.000000 Other Note 293111.00 11970653.24 EXTREME NETWORKS 2049-01-01 0.000000 Other Note 3.00 7.95 3.375 AES TRUPS 29 2049-01-01 0.000000 Other Note 5050.00 257045.00 COWEN GROUP INC NEW PFD-A CV 2049-01-01 0.000000 Other Note 144.00 162270.00 CAREER EDUCATION 2049-01-01 0.000000 Other Note 16.00 54.88 EASTERL GOVT PROPTS 2049-01-01 0.000000 Other Note 573.00 9070.59 First Tier Security 2015-07-01 2015-08-04 N N N 25000000.00 25000000.00 0.0065 Y 25000000.00 25000000.00 BNP Paribas Prime Brokerage Inc. BNP Paribas Prime Brokerage Inc. 0.20% CR89919A9 0000753835 Other Repurchase Agreement N APPLE 2049-01-01 0.000000 Other Note 203062.00 25287310.86 INFRAREIT 2049-01-01 0.000000 Other Note 6680.00 189311.20 EASTERL GOVT PROPTS 2049-01-01 0.000000 Other Note 4450.00 70443.50 JPMORGAN CHASE 2049-01-01 0.000000 Other Note 1.00 67.20 ALCOA 2049-01-01 0.000000 Other Note 34355.00 389929.25 COUSINS PROP. REIT 2049-01-01 0.000000 Other Note 53245.00 558007.60 STATE STREET 2049-01-01 0.000000 Other Note 27536.00 2100721.44 COWEN GROUP INC NEW PFD-A CV 2049-01-01 0.000000 Other Note 1.00 1126.88 COCA-COLA CO 2049-01-01 0.000000 Other Note 73376.00 2891014.40 SPRINT-1 2049-01-01 0.000000 Other Note 281761.00 1273559.72 HEALTH 6.5% CCPP-I 2049-01-01 0.000000 Other Note 1.00 59.89 ARMSTRONG WORLD IND 2049-01-01 0.000000 Other Note 3478.00 184507.90 EXELIXIS 2049-01-01 0.000000 Other Note 1.00 3.54 EPR PPTS 9% CCP-E 2049-01-01 0.000000 Other Note 1.00 32.42 ALLEGION 2049-01-01 0.000000 Other Note 6364.00 381203.60 EVERYDAY HEALTH 2049-01-01 0.000000 Other Note 5.00 64.95 FELCR USD1.95 CCP-A 2049-01-01 0.000000 Other Note 8075.00 204459.00 AMERICAN INTL GROUP 2049-01-01 0.000000 Other Note 3.00 184.77 GREAT PLAINS ENERGY 2049-01-01 0.000000 Other Note 1.00 24.39 ACTIVISION BLIZZARD 2049-01-01 0.000000 Other Note 24136.00 591090.64 JACK IN THE BOX 2049-01-01 0.000000 Other Note 5898.00 513774.78 MESA LABORATORIES 2049-01-01 0.000000 Other Note 1.00 88.33 EQUIY RES REIT-SBI 2049-01-01 0.000000 Other Note 1.00 70.12 CATAMARAN 2049-01-01 0.000000 Other Note 5185.00 316725.72 EXTREME NETWORKS 2049-01-01 0.000000 Other Note 54172.00 143555.80 CROWN 4.5% MCP-A 2049-01-01 0.000000 Other Note 6.00 616.32 EXCO RESOURCES 2049-01-01 0.000000 Other Note 1.00 1.20 ANCHOR BANCORP 2049-01-01 0.000000 Other Note 223.00 8474.00 PRESS GANEY HOLDING 2049-01-01 0.000000 Other Note 1.00 28.26 CAREER EDUCATION 2049-01-01 0.000000 Other Note 1.00 3.43 AARON'S 2049-01-01 0.000000 Other Note 3.00 108.69 XCEL ENERGY 2049-01-01 0.000000 Other Note 1.00 32.17 NORDIC AMER TANKER 2049-01-01 0.000000 Other Note 1.00 14.24 INV REIT SBI 2049-01-01 0.000000 Other Note 84813.00 592842.87 GOOGLE-A 2049-01-01 0.000000 Other Note 1.00 541.25 First Tier Security 2015-07-01 2015-12-31 N N N 34000000.00 34000000.00 0.0089 N 34000000.00 34000000.00 BNP Paribas Securities BNP Paribas Securities 0.20% CR7195470 0000753835 Other Repurchase Agreement N VIACOM INC NAME CHANGED TO CBS CORP NEW 12/31/20 2021-03-01 4.500000 Other Note 58004.00 62229.88 DEUTSCHE BK AG GLOBAL MEDIUM TERM NTS BOOK ENTRY 2024-05-30 3.700000 Other Note 17284639.00 17121183.93 INTERNATIONAL PAPER CO 2046-05-15 5.150000 Other Note 25469888.00 24816585.37 STATE GRID OVERSEAS INVT 2014 LTD 2024-05-07 4.125000 Other Note 1.00 1.05 First Tier Security 2015-07-01 2015-08-04 N N N 40000000.00 40000000.00 0.0104 Y 40000000.00 40000000.00 BNP Paribas Securities BNP Paribas Securities 0.20% CR69999A4 0000753835 Other Repurchase Agreement N LOWES COS INC 2016-04-15 2.125000 Other Note 128926.00 131047.75 CENTRAL AMERN BK ECONOMIC INTEGRATION MEDIUM TER 2017-02-09 3.875000 Other Note 53235.00 55552.70 BANCO BTG PACTUAL S A CAYMAN ISLANDS BRH GLOBAL 2020-01-16 4.000000 Other Note 80954.00 77774.31 LIFE TECHNOLOGIES CORP 2020-03-01 6.000000 Other Note 1468511.00 1697559.56 DIRECTV HLDGS LLC / DIRECTV FING INC 2040-08-15 6.000000 Other Note 53143.00 56226.89 ALTRIA GROUP INC 2044-01-31 5.375000 Other Note 247358.00 263950.53 SYMANTEC CORP 2022-06-15 3.950000 Other Note 6000000.00 6028355.00 MORGAN STANLEY FORMERLY MORGAN STANLEY DEAN WITT 2024-04-29 3.875000 Other Note 936259.00 954090.96 ANADARKO PETE CORP 2036-10-10 0.000000 Other Note 590346.00 236876.33 WELLS FARGO & CO NEW 2049-01-01 5.900000 Other Note 826516.00 827549.15 ZIMMER BIOMET HLDGS INC FORMERLY ZIMMER HLDGS IN 2025-04-01 3.550000 Other Note 2779387.00 2715015.62 DIAGEO CAP PLC 2017-10-23 5.750000 Other Note 1036212.00 1145502.72 AXIS SPECIALTY FIN LLC 2020-06-01 5.875000 Other Note 8455847.00 9602651.29 COUNTRYWIDE FINL CORP FORMERLY COUNTRYWIDE CR IN 2016-05-15 6.250000 Other Note 83469.00 87401.43 GOLDMAN SACHS GROUP INC 2037-10-01 6.750000 Other Note 24.00 28.60 NATIONAL CITY CORP 2019-05-15 6.875000 Other Note 22443.00 26230.56 PETROLEOS MEXICANOS 2045-01-23 6.375000 Other Note 365777.00 386608.76 AT&T INC 2021-08-15 3.875000 Other Note 127.00 133.20 FPL GROUP CAP INC 2015-12-15 7.875000 Other Note 732718.00 757961.05 WILLIAMS PARTNERS L P / WILLIAMS PARTNERS FIN CO 2017-02-01 7.250000 Other Note 15000000.00 16735604.18 DIRECTV HLDGS LLC / DIRECTV FING INC 2021-03-01 5.000000 Other Note 74316.00 81713.25 INTESA SANPAOLO S P A 2016-01-15 3.125000 Other Note 129376.00 132167.02 First Tier Security 2015-07-01 2015-08-04 N N N 40000000.00 40000000.00 0.0104 Y 40000000.00 40000000.00 HSBC Securities (USA) Inc. HSBC Securities (USA) Inc. 0.15% CR9385533 0000853784 Other Repurchase Agreement N CVS/CAREMARK 2043-12-05 5.300000 Other Note 18000000.00 19735929.97 ENTERPRISE PRODUCTS OPERATING 2054-10-15 4.950000 Other Note 286000.00 269352.67 ENTERPRISE PRODUCTS OPERATING 2042-08-15 4.850000 Other Note 1371000.00 1328454.44 ENTERPRISE PRODUCTS OPERATING 2046-05-15 4.900000 Other Note 500000.00 474791.94 GRUPO TELEVISA DE C.V. 2025-03-18 6.625000 Other Note 2500000.00 3055802.29 ENTERPRISE PRODUCTS OPERATING 2045-02-15 5.100000 Other Note 381000.00 377500.51 DEVON ENERGY CORPORATION 2045-06-15 5.000000 Other Note 1000000.00 984414.46 ENTERPRISE PRODUCTS OPERATING 2026-02-15 3.700000 Other Note 6315000.00 6164306.55 DEUTSCHE TELEKOM INTERNATIONAL 2019-07-08 6.000000 Other Note 908000.00 1065616.64 VODAFONE GROUP PLC 2023-02-19 2.950000 Other Note 83000.00 78663.64 21ST CENTY FOX AMER INC 2024-01-20 7.750000 Other Note 2500000.00 3220836.22 VODAFONE GROUP PLC 2022-09-26 2.500000 Other Note 38000.00 35097.48 ALTRIA GROUP INC 2021-05-05 4.750000 Other Note 662000.00 722279.70 ENTERPRISE PRODUCTS OPERATING 2040-09-01 6.450000 Other Note 14000.00 16160.63 DEUTSCHE TELEKOM INTERNATIONAL 2016-03-23 5.750000 Other Note 8513000.00 8936378.41 INTESA SAN PAOLO SPA < 2024-01-12 5.250000 Other Note 690000.00 758006.38 HCP INC. 2024-08-15 3.875000 Other Note 3000000.00 2970843.67 ALTRIA GROUP INC 2019-08-06 9.250000 Other Note 11000.00 14222.23 21ST CENTY FOX AMER INC 2015-10-11 7.600000 Other Note 150000.00 155612.67 VODAFONE GROUP PLC 2018-07-15 4.625000 Other Note 3475000.00 3785588.13 ENTERPRISE PRODUCTS OPERATING 2039-10-15 6.125000 Other Note 358000.00 399495.93 DEUTSCHE TELEKOM INTERNATIONAL 2030-06-15 8.750000 Other Note 712000.00 990388.97 FRANCE TELECOM 2015-09-16 2.125000 Other Note 63000.00 63546.14 VODAFONE GROUP PLC 2018-02-19 1.500000 Other Note 129000.00 127578.20 DEVON ENERGY CORPORATION 2021-07-15 4.000000 Other Note 775000.00 828795.40 DEUTSCHE TELEKOM INTERNATIONAL 2016-04-11 3.125000 Other Note 5350000.00 5479510.62 ENTERPRISE PRODUCTS OPERATING 2041-02-01 5.950000 Other Note 25000.00 27839.66 FRANCE TELECOM 2016-09-14 2.750000 Other Note 200000.00 205301.45 FRANCE TELECOM 2021-09-14 4.125000 Other Note 5585000.00 5980952.99 First Tier Security 2015-07-01 2015-07-01 N N N 65000000.00 65000000.00 0.0170 N 65000000.00 65000000.00 ING Financial Markets LLC ING Financial Markets LLC 0.15% CR9163906 0000877559 Other Repurchase Agreement N AT & T INC 2046-05-15 4.750000 Other Note 1735000.00 1593682.31 CITIGROUP INC. 2025-06-10 4.400000 Other Note 2500000.00 2493661.05 PLATINUM UNDERWRITERS FINANCE 2017-06-01 7.500000 Other Note 190000.00 209646.32 HUNTINGTON NATIONAL BANK 2018-06-30 2.000000 Other Note 4000000.00 3996840.00 AT & T INC 2021-08-15 3.875000 Other Note 4540000.00 4761784.68 VERIZON COMMUNICATIONS 2033-09-15 6.400000 Other Note 3046000.00 3543391.58 HSBC HOLDINGS PLC 2049-12-29 6.375000 Other Note 5000000.00 5104687.21 MARSH & MCLENNAN COMPANIES IN 2021-07-15 4.800000 Other Note 4000000.00 4510240.08 SYNCHRONY FINL 2021-08-15 3.750000 Other Note 3118000.00 3189753.03 First Tier Security 2015-07-01 2015-07-01 N N N 28000000.00 28000000.00 0.0073 N 28000000.00 28000000.00 JP Morgan Securities LLC JP Morgan Securities LLC 0.32% CR49929P8 0000782124 Other Repurchase Agreement N MORGAN STANLEY 2027-04-23 3.950000 Other Note 14890000.00 14166812.56 BANK OF AMERICA FUNDING CORPOR 2045-04-21 4.750000 Other Note 1774000.00 1663451.73 NATIONWIDE BLDG SOC 2015-08-01 5.000000 Other Note 1500000.00 1535826.62 NATIONWIDE BLDG SOC 2015-08-01 5.000000 Other Note 800000.00 819107.53 BPCE 2024-07-11 4.625000 Other Note 775000.00 774637.15 CAPITAL ONE N.A. 2017-09-05 1.500000 Other Note 75000.00 75058.62 CAPITAL ONE N.A. 2019-09-05 2.400000 Other Note 158000.00 158078.47 MERRILL LYNCH AND COMPANY. IN 2016-05-16 6.050000 Other Note 21000.00 21983.10 MORGAN STANLEY GROUP INC. 2025-11-24 5.000000 Other Note 523000.00 550996.18 SOUTHWESTERN BELL TELEPHONE CO 2015-07-01 7.000000 Other Note 130000.00 134398.32 AT & T INC 2020-06-30 2.450000 Other Note 17000.00 16720.88 BANK OF AMERICA CORPORATION 2016-08-15 5.750000 Other Note 289000.00 309031.33 BANK OF AMERICA CORPORATION 2017-03-15 5.420000 Other Note 130000.00 138529.29 MCDONALD'S CORPORATION 2017-10-15 5.800000 Other Note 496000.00 550234.27 CITIGROUP INC. 2022-07-30 4.050000 Other Note 1000.00 1042.45 PACIFIC GAS AND ELECTRIC COMPA 2045-03-15 4.300000 Other Note 35000.00 34296.91 CITIGROUP INC. 2026-11-20 4.300000 Other Note 9790000.00 9618751.02 CAPITAL ONE BANK (USA) 2019-02-13 2.250000 Other Note 280000.00 280692.27 HUNTINGTON NATIONAL BANK 2019-04-01 2.200000 Other Note 510000.00 509729.15 LOCKHEED MARTIN CORPORATION 2019-11-15 4.250000 Other Note 122000.00 133379.24 VERIZON COMMUNICATIONS 2021-03-15 3.450000 Other Note 7000.00 7213.38 AT & T INC 2035-05-15 4.500000 Other Note 40000.00 37067.20 MCDONALD'S CORPORATION 2037-10-15 6.300000 Other Note 29000.00 34678.20 MCDONALD'S CORPORATION 2038-03-01 6.300000 Other Note 115000.00 137872.92 MCDONALD'S CORPORATION 2039-02-01 5.700000 Other Note 60000.00 68584.60 PACIFIC GAS AND ELECTRIC COMPA 2037-03-01 5.800000 Other Note 595000.00 703642.40 PACIFIC GAS AND ELECTRIC COMPA 2042-08-15 3.750000 Other Note 175000.00 158273.94 PACIFIC GAS AND ELECTRIC COMPA 2044-02-15 4.750000 Other Note 208000.00 218263.24 CAPITAL ONE BANK (USA) 2018-11-21 2.150000 Other Note 120000.00 120211.10 CINCINNATI FINANCIAL CORPORATI 2034-11-01 6.125000 Other Note 200000.00 231835.65 AT & T INC 2041-08-15 5.550000 Other Note 520000.00 543864.15 PPG INDUSTRIES 2018-03-15 6.650000 Other Note 2000.00 2286.87 VERIZON COMMUNICATIONS 2034-11-01 4.400000 Other Note 2000.00 1895.08 MCDONALD'S CORPORATION 2018-03-01 5.350000 Other Note 134000.00 149725.54 GOLDMAN SACHS GROUP INC. (THE 2027-01-15 5.950000 Other Note 10000.00 11525.61 CITIGROUP INC. 2023-05-15 3.500000 Other Note 97000.00 95130.05 CITIGROUP INC. 2024-08-05 4.000000 Other Note 147000.00 147408.83 AT & T INC 2016-08-15 2.400000 Other Note 40000.00 40921.20 VERIZON COMMUNICATIONS 2017-06-09 1.350000 Other Note 63000.00 62943.77 CITIGROUP INC. 2025-09-13 5.500000 Other Note 200000.00 220109.44 VERIZON COMMUNICATIONS 2016-09-15 2.500000 Other Note 161000.00 164756.39 AT & T INC 2016-02-12 0.900000 Other Note 49000.00 49190.61 VERIZON COMMUNICATIONS 2024-03-15 4.150000 Other Note 264000.00 274159.83 AT & T INC 2022-12-01 2.625000 Other Note 187000.00 175477.91 VERIZON COMMUNICATIONS 2033-09-15 6.400000 Other Note 515000.00 599096.08 MANUFACTURERS AND TRADERS TRUS 2017-12-04 6.625000 Other Note 12000.00 13479.66 ALLSTATE CORPORATION (THE) 2035-05-09 5.550000 Other Note 5000.00 5947.71 SOUTHWEST AIRLINES 2017-03-01 5.125000 Other Note 22000.00 23729.66 AT & T INC 2045-06-15 4.350000 Other Note 373000.00 318157.79 AT & T INC 2017-12-01 1.400000 Other Note 580000.00 578078.91 CREDIT SUISSE FIRST BOSTON NEW 2018-02-15 6.000000 Other Note 30000.00 33627.00 AT & T INC 2024-03-11 3.900000 Other Note 496000.00 506038.25 VERIZON COMMUNICATIONS 2036-01-15 4.272000 Other Note 24754000.00 22771632.48 VERIZON COMMUNICATIONS 2018-02-15 5.500000 Other Note 94000.00 105400.79 VERIZON COMMUNICATIONS 2039-03-01 8.950000 Other Note 30000.00 43871.24 ERP OPERATING LIMITED PARTNERS 2025-06-01 3.375000 Other Note 81000.00 79954.49 VERIZON COMMUNICATIONS 2020-09-15 4.500000 Other Note 511000.00 558678.85 AT & T INC 2019-03-11 2.300000 Other Note 40400.00 40813.85 VERIZON COMMUNICATIONS 2041-11-01 4.750000 Other Note 68000.00 64256.92 TYCO INTERNATIONAL GROUP S.A. 2019-01-15 8.500000 Other Note 48000.00 59342.16 HEWLETT PACKARD COMPANY 2022-09-15 4.050000 Other Note 20000.00 20532.25 AT & T INC 2017-02-15 1.600000 Other Note 63000.00 63636.30 VERIZON COMMUNICATIONS 2015-11-02 0.700000 Other Note 320000.00 319948.10 ERP OPERATING LIMITED PARTNERS 2017-10-15 7.125000 Other Note 82000.00 93144.11 LOCKHEED MARTIN CORPORATION 2016-05-01 7.650000 Other Note 5000.00 5347.64 PROGRESS ENERGY INC 2031-10-30 7.000000 Other Note 637000.00 815822.89 SBC COMMUNICATIONS INC. 2034-06-15 6.450000 Other Note 110000.00 124383.33 AT & T INC 2017-06-01 1.700000 Other Note 77000.00 77419.60 HEWLETT PACKARD COMPANY 2021-12-09 4.650000 Other Note 187000.00 199011.47 PROGRESS ENERGY INC 2016-01-15 5.625000 Other Note 391000.00 411156.57 LOCKHEED MARTIN CORPORATION 2045-03-01 3.800000 Other Note 12000.00 10868.43 AT & T INC 2022-02-15 3.000000 Other Note 100000.00 98743.67 SOUTHWEST AIRLINES 2019-11-06 2.750000 Other Note 55000.00 56032.07 VERIZON COMMUNICATIONS 2016-11-01 2.000000 Other Note 559000.00 566617.92 VERIZON COMMUNICATIONS 2019-04-01 6.350000 Other Note 560000.00 648305.63 PROGRESS ENERGY INC 2019-03-15 7.050000 Other Note 89000.00 105142.15 AT & T INC 2015-08-15 2.500000 Other Note 40000.00 40458.60 MONSANTO COMPANY 2038-04-15 5.875000 Other Note 81000.00 90271.23 DEUTSCHE TELEKOM INTERNATIONAL 2018-08-20 6.750000 Other Note 200000.00 234521.01 AT & T INC 2038-05-15 6.400000 Other Note 527000.00 593960.65 LOCKHEED MARTIN CORPORATION 2036-09-01 6.150000 Other Note 85000.00 105671.92 MONSANTO COMPANY 2021-07-15 2.750000 Other Note 2000.00 1988.37 AT & T INC 2018-05-15 5.600000 Other Note 18000.00 19980.90 HEWLETT PACKARD COMPANY 2017-03-01 5.400000 Other Note 55000.00 59570.50 ALLSTATE CORPORATION (THE) 2023-06-15 3.150000 Other Note 5000.00 5016.21 AT & T INC 2036-05-15 6.800000 Other Note 8000.00 9381.92 AMERISOURCEBERGEN CORP 2025-03-01 3.250000 Other Note 32000.00 31157.00 REPUBLIC SERVICES INC. 2035-03-15 6.086000 Other Note 315000.00 373146.11 REPUBLIC SERVICES INC. 2022-06-01 3.550000 Other Note 5000.00 5079.55 MERRILL LYNCH & CO. INC. 2026-09-15 6.220000 Other Note 40000.00 47196.46 AMERISOURCEBERGEN CORP 2024-05-15 3.400000 Other Note 35000.00 34955.90 AT & T INC 2018-02-01 5.500000 Other Note 19000.00 21198.37 TYCO ELECTRONICS 2024-08-01 3.450000 Other Note 180000.00 182604.45 BARCLAYS BANK PLC 2017-12-04 6.050000 Other Note 2771000.00 3028978.64 MONSANTO COMPANY 2019-07-15 2.125000 Other Note 97000.00 97249.25 AMERISOURCEBERGEN CORP 2017-05-15 1.150000 Other Note 89000.00 88994.44 MONSANTO COMPANY 2035-07-30 5.500000 Other Note 19000.00 20730.08 MONSANTO COMPANY 2018-04-15 5.125000 Other Note 85000.00 93716.50 MONSANTO COMPANY 2016-11-07 0.437700 Other Note 285000.00 284217.51 KONINKLIJKE PHILIPS ELECTRONIC 2018-03-11 5.750000 Other Note 15000.00 16745.25 SOCIETE GENERALE 2016-04-20 5.750000 Other Note 3915000.00 4083347.27 MERRILL LYNCH & CO. INC. 2037-01-29 6.110000 Other Note 5000.00 5734.84 PRINCIPAL FINANCIAL GROUP INC 2043-05-15 4.350000 Other Note 112000.00 105546.19 AXIS SPECIALTY FIN PLC 2019-04-01 2.650000 Other Note 5000.00 5024.41 BPCE 2024-07-21 5.150000 Other Note 1175000.00 1219809.67 AGILENT TECHNOLOGIES INC. 2020-07-15 5.000000 Other Note 1073000.00 1199782.11 AGILENT TECHNOLOGIES INC. 2022-10-01 3.200000 Other Note 1495000.00 1459031.89 BARCLAYS BANK PLC 2020-10-14 5.140000 Other Note 50000.00 54900.06 EQUITY RESIDENTIAL PROPERTIES 2016-03-15 5.125000 Other Note 27000.00 28190.91 GOLDMAN SACHS GROUP INC 2045-05-22 5.150000 Other Note 12328000.00 11993123.16 REPUBLIC SERVICES INC. 2021-11-15 5.250000 Other Note 836000.00 955082.60 PROGRESS ENERGY INC 2022-04-01 3.150000 Other Note 5000.00 5037.59 REPUBLIC SERVICES INC. 2019-09-15 5.500000 Other Note 85000.00 96888.19 MACQUARIE GROUP LIMITE 2018-12-03 3.000000 Other Note 381000.00 388654.28 HEWLETT PACKARD COMPANY 2018-03-01 5.500000 Other Note 24000.00 26717.29 AXIS SPECIALTY FIN PLC 2045-04-01 5.150000 Other Note 30000.00 30916.71 NEXTERA ENERGY CAPITALHOLDINGS 2017-06-01 1.586000 Other Note 30000.00 30110.63 BPCE 2024-07-21 5.150000 Other Note 4465000.00 4635276.73 JPMORGAN CHASE CAPITAL XXIII 2047-05-15 1.257100 Other Note 20000.00 15881.43 MELLON CAPITAL IV 2049-06-29 6.244000 Other Note 3417000.00 2790781.76 JPMORGAN CHASE CAPITAL XXI 2037-02-02 1.223250 Other Note 397000.00 331781.17 MONSANTO COMPANY 2042-07-15 3.600000 Other Note 70000.00 56777.00 MERRILL LYNCH & CO. INC. (590 2038-05-14 7.750000 Other Note 34000.00 45796.73 DEUTSCHE TELEKOM INTERNATIONAL 2017-03-06 2.250000 Other Note 62000.00 63325.87 DEUTSCHE TELEKOM INTERNATIONAL 2042-03-06 4.875000 Other Note 189000.00 192049.98 AT & T INC 2016-05-15 2.950000 Other Note 2000.00 2038.20 AT & T INC 2021-05-15 4.450000 Other Note 5000.00 5364.86 BPCE 2023-10-22 5.700000 Other Note 656000.00 698421.31 LLOYDS BKG GROUP PLC 2024-11-04 4.500000 Other Note 65000.00 65415.35 MONSANTO COMPANY 2024-07-15 3.375000 Other Note 201000.00 195330.03 HEWLETT PACKARD COMPANY 2015-09-13 2.125000 Other Note 30000.00 30295.38 HEWLETT PACKARD COMPANY 2015-12-01 2.200000 Other Note 50000.00 50374.61 HEWLETT PACKARD COMPANY 2016-09-15 3.000000 Other Note 45000.00 46322.55 LLOYDS TSB BNK PLC 2020-09-14 6.500000 Other Note 260000.00 306435.71 LOCKHEED MARTIN CORPORATION 2040-06-01 5.720000 Other Note 107000.00 128644.21 LOCKHEED MARTIN CORPORATION 2021-09-15 3.350000 Other Note 180000.00 187029.15 LOCKHEED MARTIN CORPORATION 2041-09-15 4.850000 Other Note 29000.00 31077.15 MACQUARIE GROUP LIMITE 2020-01-14 6.000000 Other Note 138000.00 159116.30 MACQUARIE GROUP LIMITE 2021-01-14 6.250000 Other Note 62000.00 72494.08 MARSH & MCLENNAN COMPANIES IN 2021-07-15 4.800000 Other Note 4000.00 4510.24 MONSANTO COMPANY 2045-04-15 3.950000 Other Note 90000.00 75499.00 TEVA PHARMACEUTICAL FINANCE CO 2016-11-10 2.400000 Other Note 115000.00 117348.69 PPG INDUSTRIES 2040-11-15 5.500000 Other Note 165000.00 189313.29 PACIFIC GAS AND ELECTRIC COMPA 2021-05-15 4.250000 Other Note 24000.00 25795.26 THE ROYAL BANK OF SCOTLAND PLC 2015-09-21 3.950000 Other Note 31000.00 31538.23 REPUBLIC SERVICES INC. 2040-03-01 6.200000 Other Note 1987000.00 2408142.41 REPUBLIC SERVICES INC. 2041-05-15 5.700000 Other Note 25000.00 28577.13 CB DISCOVER CREDIT CP 2026-03-13 4.250000 Other Note 115000.00 115061.17 LEASEPLAN CRP 2017-10-23 3.000000 Other Note 150000.00 154008.51 First Tier Security 2015-07-01 2015-08-04 N N N 100000000.00 100000000.00 0.0261 Y 100000000.00 100000000.00 California Health Facilities Financing Authority Revenue, Catholic Healthcare, Series C California Health Facilities Financing Authority Revenue, Catholic Healthcare, Series C 0.16% 13033HXN1 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 14200000.00 14200000.00 0.0037 N 14200000.00 14200000.00 City of Chicago, Second Lien Water Revenue Refunding Bonds, Series 2000-2 City of Chicago, Second Lien Water Revenue Refunding Bonds, Series 2000-2 0.17% 167736YL5 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y JPMorgan Chase Bank NA N/A N/A Y JPMorgan Chase Bank NA N/A N/A N 3500000.00 3500000.00 0.0009 N 3500000.00 3500000.00 CITY OF CHICAGO IL WATERWORKS REVENUE City of Chicago, Second Lien Water Revenue Refunding Bonds, Series 2004-1 0.17% 167736YD3 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y Bank of Tokyo-Mitsubishi UFJ Ltd/The N/A N/A Y Bank of Tokyo-Mitsubishi UFJ Ltd/The N/A N/A N 10300000.00 10300000.00 0.0027 N 10300000.00 10300000.00 CITY OF CHICAGO IL WATERWORKS REVENUE City of Chicago, Second Lien Water Revenue Refunding Bonds, Series 2004-2 0.17% 167736YF8 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y State Street Bank & Trust Co N/A N/A Y State Street Bank & Trust Co N/A N/A N 13000000.00 13000000.00 0.0034 N 13000000.00 13000000.00 Minnesota State Housing Finance Agency, Series 2007E Minnesota State Housing Finance Agency, Series 2007E 0.18% 60415NJ78 Variable Rate Demand Note First Tier Security 2015-07-07 2015-07-07 Y Wells Fargo Bank NA N/A N/A N N 2235000.00 2235000.00 0.0006 N 2235000.00 2235000.00