0001718745-20-000025.txt : 20200108 0001718745-20-000025.hdr.sgml : 20200108 20200108134526 ACCESSION NUMBER: 0001718745-20-000025 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200108 DATE AS OF CHANGE: 20200108 FILER: COMPANY DATA: COMPANY CONFORMED NAME: JPMorgan Trust I CENTRAL INDEX KEY: 0001217286 IRS NUMBER: 331043149 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-21295 FILM NUMBER: 20515247 BUSINESS ADDRESS: STREET 1: 277 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10172 BUSINESS PHONE: 800-480-4111 MAIL ADDRESS: STREET 1: 277 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10172 FORMER COMPANY: FORMER CONFORMED NAME: JP MORGAN MUTUAL FUND SERIES DATE OF NAME CHANGE: 20030204 0001217286 S000002969 JPMorgan Prime Money Market Fund C000008130 Institutional Class JINXX C000008133 Class C JXCXX C000008134 Capital CJPXX C000008135 Morgan VMVXX C000008136 Premier VPMXX C000008137 Reserve JRVXX C000008138 Agency VMIXX C000115390 IM JIMXX C000212345 Academy JPAXX N-MFP2 1 primary_doc.xml N-MFP2 0001217286 XXXXXXXX 2019-12-31 0001217286 S000002969 9 N N 333-103022 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime N 33 71 18899931100.18 15460708309.10 15971043229.81 14968929188.77 24738026154.88 24846941167.34 24030369084.57 25172294815.18 0.3098 0.2484 0.2587 0.2404 0.4054 0.3991 0.3892 0.4042 399834197.16 61588554821.36 100000000.00 74248555.13 100395979.74 61962241593.91 61945762223.02 0.0190 1.0003 1.0003 1.0003 1.0003 C000008130 10000000.00 14904576241.35 14900655073.18 1.0003 1.0003 1.0003 1.0003 1742696751.39 1450230567.37 1854661993.59 2388629887.04 1988129597.68 2310658432.05 2016592177.63 1063781714.28 8185824810.66 7924848644.35 0.0169 Y JPM Inv Mgmt, Inv Adv Contract, 5470.71; JPM Dist Svcs, Shareholder Servicing Contract, 475422.05; C000008135 1000.00 2915137845.03 2913893653.46 1.0005 1.0004 1.0004 1.0004 13326973335.57 13296900721.58 13559456064.26 13568802066.34 13439166966.59 13416063343.61 10663285950.29 10691850224.50 56323460018.04 56333126062.09 0.0140 Y JPM Inv Mgmt, Inv Adv Contract, 1133.14; C000008137 10000000.00 12741283.07 12736360.55 1.0004 1.0004 1.0004 1.0004 49978123.07 49766312.12 52418810.32 51965748.16 55024057.11 55039475.74 43609087.14 42895263.53 223450236.57 222171147.22 0.0120 Y JPM Inv Mgmt, Inv Adv Contract, 4.93; JPM Dist Svcs, Shareholder Servicing Contract, 2175.60; C000008136 1000000.00 2570759800.45 2570084189.18 1.0003 1.0003 1.0002 1.0003 1643614875.57 1582715483.16 1872217365.18 1853161280.42 1719944217.06 1724145187.27 1462120632.28 1439708127.14 7440295240.22 7349009770.21 0.0146 Y JPM Inv Mgmt, Inv Adv Contract, 976.18; JPM Dist Svcs, Shareholder Servicing Contract, 47.61; C000008138 5000000.00 2513267374.06 2512320339.86 1.0004 1.0004 1.0004 1.0004 4235493683.30 4132998798.56 4351317058.09 4417535797.31 4458223969.75 4461371877.39 4166832361.18 3987017419.70 19283298752.34 19117717518.01 0.0164 Y JPM Inv Mgmt, Inv Adv Contract, 908.87; JPM Dist Svcs, Shareholder Servicing Contract, 83856.14; C000008133 1000.00 851342.59 851133.21 1.0003 1.0003 1.0002 1.0002 683.11 90.88 0.00 2.54 1.64 0.00 0.22 0.00 0.00 99.43 0.0093 Y JPM Inv Mgmt, Inv Adv Contract, 0.34; JPM Dist Svcs, Shareholder Servicing Contract, 2346.82; C000008134 50000000.00 33339718384.83 33331703282.00 1.0003 1.0003 1.0002 1.0002 4141342320.41 2605611196.14 6456309551.23 3829107569.81 4953854264.21 5593630761.98 4795765212.54 5394083755.44 22001100402.04 18972829579.42 0.0172 Y JPM Inv Mgmt, Inv Adv Contract, 12765.12; JPM Dist Svcs, Shareholder Servicing Contract, 478253.34; C000212345 5000000.00 150021134.25 149975247.33 1.0003 1.0003 1.0003 1.0003 29.53 0.00 0.00 0.06 0.05 0.00 150000077.65 0.00 150000079.57 0.00 0.0172 Y JPM Inv Mgmt, Inv Adv Contract, 5.09; JPM Dist Svcs, Shareholder Servicing Contract, 1263.22; C000115390 50000000.00 5555168188.28 5553542944.25 1.0003 1.0003 1.0003 1.0003 558027061.09 759273590.21 677448383.08 1148786965.24 957771890.67 941657668.02 634154618.94 655650013.42 3077182288.17 3645840066.50 0.0176 Y JPM Inv Mgmt, Inv Adv Contract, 2150.99; AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.300 00851BDZ5 549300E7TSGLCOVSY746 US00851BDZ58 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-10 2020-03-10 2020-03-10 N N N 0.0230 75011620.50 75011620.50 0.0012 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.260 00851BDS1 549300E7TSGLCOVSY746 US00851BDS16 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0226 100028880.00 100028880.00 0.0016 N N N N ALBION CAPITAL CORPORATION S.A. ALBION CAPITAL CORPORATION S.A. 1.987 01329WCG4 US01329WCG42 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-16 2020-03-16 2020-03-16 N Y MUFG BANK LTD LONDON BRANCH 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0199 39849604.40 39849604.40 0.0006 N N N N ALPINE SECURITIZATION ALPINE SECURITIZATION 1.923 02088WE48 5493002FS5SZRATKZR12 US02088WE488 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-05-04 2020-05-04 2020-05-04 N Y CREDIT SUISSE AG 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0192 124170138.75 124170138.75 0.0020 N N N N ANTALIS SA ANTALIS SA 2.051 03664AAA6 549300G2LM2ZKZ0X4Y50 US03664AAA60 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N Y SOCIETE GENERALE 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0205 144577715.50 144577715.50 0.0023 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 1.897 04821TCD5 US04821TCD54 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-13 2020-03-13 2020-03-13 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0190 49810200.00 49810200.00 0.0008 N N N N AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 1.850 0PY002MX8 0000310673 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0185 700000000.00 700000000.00 0.0113 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 2.009 05253MMT8 JHE42UYNWWTJB8YTTU19 US05253MMT89 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-27 2020-08-27 2020-08-27 N N N 0.0204 254999158.50 254999158.50 0.0041 N N N N BANCO DEL ESTADO DE CHILE NEW YORK BRANCH BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 1.889 05970NCW2 US05970NCW20 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-30 2020-03-30 2020-03-30 N N N 0.0189 1306730.43 1306730.43 0.0000 N N N N BANK NEDERLANDSE GEMEENTEN (BNG) BANK NEDERLANDSE GEMEENTEN (BNG) 1.880 09660XAC3 US09660XAC39 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2020-01-09 2020-04-09 2020-04-09 N N N 0.0191 150004390.50 150004390.50 0.0024 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 2.306 06119QA98 549300OGSFI8KL1WUU09 US06119QA982 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-09 2020-01-09 2020-01-09 N N N 0.0231 199909600.00 199909600.00 0.0032 N N N N BANK OF MONTREAL (LONDON) BANK OF MONTREAL (LONDON) 2.028 1F6982N NQQ6HPCNCCU6TUTQYE16 XS2094224925 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0203 299878050.00 299878050.00 0.0048 N N Y N BANK OF MONTREAL (LONDON) BANK OF MONTREAL (LONDON) 1.908 1F6318N NQQ6HPCNCCU6TUTQYE16 XS2093169949 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0191 249872980.00 249872980.00 0.0040 N N N N BANK OF MONTREAL (LONDON) BANK OF MONTREAL (LONDON) 1.898 1F5755N NQQ6HPCNCCU6TUTQYE16 XS2092447569 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0190 199584034.00 199584034.00 0.0032 N N N N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001IY0 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.000000 2331300.00 2354977.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 1104600.00 1100756.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-15 2.375000 22146000.00 22494433.12 U.S. Treasuries (including strips) United States Treasur 2044-05-15 0.000000 224300.00 125375.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 19715600.00 22585994.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 20336500.00 20401576.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-15 0.625000 29018000.00 32749334.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.125000 432600.00 436460.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 400.00 435.92 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-15 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 100000000.00 100000000.00 0.0016 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001IX2 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2043-02-15 3.125000 25046000.00 28902376.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.500000 100.00 100.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 1.375000 100000.00 99126.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 1764300.00 1989462.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 2100.00 2113.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 2096700.00 2158240.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 2.000000 900.00 911.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 400.00 459.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 102300.00 108487.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 2437100.00 2471440.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-21 0.000000 100.00 99.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 100.00 100.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 1.375000 1000.00 997.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 64985500.00 67866650.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2036-02-15 4.500000 600.00 808.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 1000.00 997.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 2.500000 30905900.00 32098713.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-15 2.375000 16863000.00 17128313.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 3800.00 5834.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 7800.00 8053.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 100.00 101.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.750000 100.00 100.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.250000 9490800.00 9349449.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 2399600.00 2480669.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 6800.00 6890.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 1800.00 1961.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 3.000000 500.00 565.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 33213000.00 34311664.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.875000 5200.00 5263.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 300.00 322.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-10 0.000000 100.00 98.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 5460500.00 5474498.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 151700.00 159709.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 124200.00 127033.00 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-02-12 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 200000000.00 200000000.00 0.0032 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001IW4 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-11-30 1.625000 28983300.00 29017684.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 7839700.00 8187275.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.875000 400.00 404.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 72493000.00 74542703.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.125000 42231000.00 42607863.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.125000 191300.00 189939.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-12 0.000000 50206100.00 50051565.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 3.125000 200.00 221.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-31 1.375000 250000.00 244510.63 U.S. Treasuries (including strips) United States Treasur 2043-08-15 0.000000 200.00 114.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 100.00 101.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 100.00 104.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 100.00 102.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 300.00 326.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.875000 5715100.00 6069659.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-15 3.625000 200.00 203.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 700.00 753.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 98600.00 104563.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 77400.00 80274.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 100.00 104.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 8000.00 8950.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.750000 700.00 705.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 100.00 101.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-15 2.375000 100.00 101.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 2.000000 25200700.00 25531970.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 6396000.00 6498839.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 89483000.00 91909581.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 1067000.00 1109284.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-15 1.375000 100.00 99.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 600.00 608.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 1.750000 30076000.00 29746714.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 100.00 100.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 14600000.00 15148938.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 26848600.00 27906595.93 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-10 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 400000000.00 400000000.00 0.0065 N N Y N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 2.000 06367BDK2 NQQ6HPCNCCU6TUTQYE16 US06367BDK26 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-18 2020-03-18 2020-03-18 N N N 0.0200 500119140.00 500119140.00 0.0081 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.910 06417LLE5 L3I9ZG2KFGXZ61BMYR72 US06417LLE55 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-14 2020-05-14 2020-05-14 N N N 0.0194 174980366.75 174980366.75 0.0028 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.890 06417LMN4 L3I9ZG2KFGXZ61BMYR72 US06417LMN46 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-08-07 2020-08-07 N N N 0.0192 100017493.00 100017493.00 0.0016 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.750 0BNS01EU7 0000009631 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0175 1000000000.00 1000000000.00 0.0161 N N Y N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.700 0BNS01ET0 0000009631 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 250000000.00 250000000.00 0.0040 N Y Y N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.950 06417MFY6 US06417MFY66 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-04-16 2020-04-16 2020-04-16 N N N 0.0195 150045004.50 150045004.50 0.0024 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.880 06417MAM7 L3I9ZG2KFGXZ61BMYR72 US06417MAM73 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-07-23 2020-07-23 N N N 0.0191 100021858.00 100021858.00 0.0016 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.880 06417G6W3 L3I9ZG2KFGXZ61BMYR72 US06417G6W38 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-05-08 2020-05-08 N N N 0.0191 49994486.00 49994486.00 0.0008 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 2.141 06417G4D7 L3I9ZG2KFGXZ61BMYR72 US06417G4D74 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-16 2020-01-16 2020-01-16 N N N 0.0217 185011457.05 185011457.05 0.0030 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.883 06417G6T0 L3I9ZG2KFGXZ61BMYR72 US06417G6T09 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-05-06 2020-05-06 N N N 0.0191 54994210.70 54994210.70 0.0009 N N N N BANK OF NOVA SCOTIA-NEW YORK BANK OF NOVA SCOTIA-NEW YORK 2.038 06417MEM3 L3I9ZG2KFGXZ61BMYR72 US06417MEM38 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-06 2020-11-06 2020-11-06 N N N 0.0207 150024571.50 150024571.50 0.0024 N N N N BANQUE ET CAISSE D'EPARGNE DE L'ETAT BANQUE ET CAISSE D'EPARGNE DE L'ETAT 1.915 0667K0F24 R7CQUF1DQM73HUTV1078 US0667K0F240 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-06-02 2020-06-02 2020-06-02 N N N 0.0192 39690117.60 39690117.60 0.0006 N N N N BANQUE ET CAISSE D'EPARGNE DE L'ETAT BANQUE ET CAISSE D'EPARGNE DE L'ETAT 2.180 0667K0D34 R7CQUF1DQM73HUTV1078 US0667K0D344 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0218 39813775.60 39813775.60 0.0006 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.914 06742VBD2 G5GSEF7VJP5I7OUK5573 US06742VBD29 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0191 174616736.00 174616736.00 0.0028 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 1.894 0RI001C31 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BCAP LLC TR 2012-RR6 2036-11-26 0.000000 8545529.00 5678589.48 Private Label Collateralized Mortgage Obligations CWALT INC 2006-HY3 3- 2036-04-25 4.537921 17500000.00 1326546.75 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2006 2036-05-20 3.980103 5503000.00 584259.63 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2036-03-25 6.000000 1453846.00 699829.55 Private Label Collateralized Mortgage Obligations CORE MTG TR 2019-CORE 2031-12-15 0.393859 52782000.00 25816.09 Private Label Collateralized Mortgage Obligations ELLINGTON FIN MTG TR 2058-10-25 0.000000 232517770.00 3299686.33 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2037-09-25 4.658000 6722000.00 815807.18 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2059-01-17 3.788000 5722043.00 5383489.42 Private Label Collateralized Mortgage Obligations BANCORP COML MTG TR 2 2033-11-18 7.030847 7561673.00 6263653.95 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2035-06-25 5.500000 7175000.00 421886.54 Private Label Collateralized Mortgage Obligations TRIANGLE RE 2019-1 LT 2029-11-26 4.674000 4680000.00 4724404.62 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2057-09-17 3.153000 2000000.00 1867981.83 Private Label Collateralized Mortgage Obligations CW ALT LN TR 2006-20C 2036-07-25 2.292000 33016991.00 1654864.60 Private Label Collateralized Mortgage Obligations BANCORP COML MTG 2019 2036-09-17 3.065380 5000000.00 5006801.96 Private Label Collateralized Mortgage Obligations BEAR STEARNS ARM TR 2 2047-05-25 3.857254 5075000.00 647750.96 Private Label Collateralized Mortgage Obligations CLNY TRUST 2019-IKPR 2038-11-15 4.460750 5000000.00 4963067.78 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-12-12 3.000000 2629220.00 1590740.32 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2004-AR7 2034-11-25 2.442000 8032545.00 993668.28 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 2029-11-26 6.842000 4754000.00 5437231.94 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-02-25 6.242000 4598642.00 5011889.51 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HRP1 2042-12-26 6.392000 3533000.00 3798772.67 Agency Collateralized Mortgage Obligation PRIME MTG TR 2007-2 X 2037-04-25 0.268859 40230000.00 45205.81 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2037-05-25 4.308000 31915000.00 2037369.20 Private Label Collateralized Mortgage Obligations BX TR 2019-CALM 2032-11-15 0.000660 27808000.00 37.49 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-06-12 4.056915 3250000.00 2984952.98 Private Label Collateralized Mortgage Obligations Federal National Mort 2031-09-25 5.892000 1620000.00 1724017.50 Agency Collateralized Mortgage Obligation JP MORGAN MTG TR 2006 2036-07-25 6.250000 1500000.00 348003.16 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG L 2026-05-25 5.351000 2206000.00 1783757.45 Private Label Collateralized Mortgage Obligations BCP VOYAGER MSTR FND 2038-02-26 11.922331 15000000.00 6252896.33 Private Label Collateralized Mortgage Obligations WAMU PTC WMALT 2006-A 2036-02-25 0.750000 259050705.00 170503.93 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 X-H 2 2062-11-17 1.500000 5200000.00 593399.73 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 X-J 2 2062-11-17 1.500000 10400000.00 1186799.47 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-03-25 5.542000 4240000.00 4479893.78 Agency Collateralized Mortgage Obligation GE CAP CMBS 2005-C4 X 2045-11-10 0.000000 55651606.00 31.89 Private Label Collateralized Mortgage Obligations BCP VOYAGER MSTR FND 2036-09-26 43.771086 140400000.00 3117191.72 Private Label Collateralized Mortgage Obligations CPTS 2019-CPT MTG TR 2039-11-16 2.996800 5000000.00 4679645.44 Private Label Collateralized Mortgage Obligations Federal National Mort 2031-07-25 6.142000 679000.00 730098.18 Agency Collateralized Mortgage Obligation JP MORGAN MTG TR 2007 2037-06-25 4.106754 4000000.00 400619.00 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 20 2036-05-15 6.489750 5625000.00 5637776.25 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2007 2037-06-25 5.750000 9000000.00 689742.41 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2036-08-19 4.323364 16490000.00 1447048.24 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 H 206 2062-11-17 1.961200 5200000.00 4323690.05 Private Label Collateralized Mortgage Obligations CWALT INC 2005-76 2-A 2036-02-25 3.939476 50001200.00 761854.27 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS2 2047-03-12 5.002305 3500000.00 3340486.22 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-07-25 7.542000 4544000.00 5374881.76 Agency Collateralized Mortgage Obligation INDYMAC INDX 2006-AR9 2036-06-25 3.688649 15000000.00 998148.85 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-08-16 1.109765 53349723.00 2230074.47 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-11-18 0.825354 5210600.00 157283.44 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2048-05-15 4.112936 453000.00 427400.61 Private Label Collateralized Mortgage Obligations STARM MTG LN TR 2007- 2037-10-25 3.655665 19656000.00 860775.27 Private Label Collateralized Mortgage Obligations WF CR RISK TR SEC TR 2025-11-25 7.292000 6863762.00 6576049.67 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2057-09-17 1.124136 12115000.00 418311.04 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-02-12 4.427645 6006100.00 5710874.44 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-DNA3 2030-03-25 6.242000 1099000.00 1207077.80 Agency Collateralized Mortgage Obligation GMACM MTG LN TR 2006- 2036-04-25 0.416969 44944000.00 49836.06 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-02-12 4.315760 5000000.00 5102917.92 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-02-18 3.814373 4509890.00 4374736.22 Private Label Collateralized Mortgage Obligations PRIME MTG TR 2007-1 X 2037-03-25 0.272473 82317000.00 45424.65 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 549300UVB571ELWL8972 2047-05-17 0.572409 765000.00 19271.20 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2014 2047-10-18 4.520871 58867.00 61895.52 Private Label Collateralized Mortgage Obligations BANCORP COML MTG 2019 2036-09-17 4.615380 5000000.00 5015806.40 Private Label Collateralized Mortgage Obligations CSMC SER 2014-8R 2036-02-27 4.223140 4751923.00 3439329.26 Private Label Collateralized Mortgage Obligations FS RIALTO 2019-FL1 IS 2036-12-16 4.274000 3888000.00 3849329.09 Other Instrument collateralized debt obligation FIRST HORIZON ALT 200 2037-02-25 2.292000 13177000.00 1136816.80 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA2 5493005RUXPCBST1N217 2048-10-26 6.042000 3500000.00 3785527.08 Agency Collateralized Mortgage Obligation JP MORGAN MTG TR 2006 2037-01-25 3.611705 77034000.00 3125769.83 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 549300PX4QZK7CUM8D08 2050-08-17 3.938000 1000000.00 781630.28 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2058-07-17 0.711411 4000000.00 103466.89 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2007 2037-09-25 5.308000 17203000.00 338883.46 Private Label Collateralized Mortgage Obligations Federal National Mort 2039-10-25 5.192000 2400000.00 2434551.20 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 2029-10-25 6.642000 5329000.00 6024778.22 Agency Collateralized Mortgage Obligation ELLINGTON FIN MTG TR 2058-10-25 5.651995 3138770.00 2368779.49 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-08-16 0.640930 16000000.00 464820.88 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-04-15 4.375999 7000000.00 6950972.77 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2019-X 2036-10-15 3.739750 3500000.00 3508001.39 Private Label Collateralized Mortgage Obligations CSMC MTG TRUST 2006-8 2021-10-25 5.500000 20500000.00 177960.01 Private Label Collateralized Mortgage Obligations VELOCITY COM CAP LN T 2048-10-25 7.050000 3000000.00 2643508.70 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-04-15 1.331494 4465000.00 192207.25 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2019-A 2036-10-15 5.226350 4750000.00 4758321.16 Private Label Collateralized Mortgage Obligations JP MORGAN MORTGAGE TR 2049-11-25 3.892000 41586000.00 2005547.04 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014- 2047-08-16 4.744426 4812500.00 4876279.58 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2049-07-25 6.300000 3268167.00 3297896.29 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 549300S7ENI2U7O0XH56 2048-05-15 0.634298 94683952.00 2368871.85 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2058-07-17 4.312902 1000000.00 1004226.28 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-06-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0192 190000000.00 190000000.00 0.0031 N N N Y BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 1.980 0RI001C80 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMM MTG TR 2014-CCRE 2047-11-13 1.028137 5948000.00 209546.07 Private Label Collateralized Mortgage Obligations CASCADE FDG MTG TR 20 2069-06-25 4.000000 586000.00 577399.37 Asset-Backed Securities CASCADE FDG MTG TR 20 2069-06-25 4.000000 659000.00 621294.70 Asset-Backed Securities CHC COMM MTG TR 2019- 2034-06-15 2.859750 315000.00 315021.73 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 549300FVY7JUBJ0PIH53 2046-03-12 3.213000 1409000.00 1074756.76 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 549300BCCWSDWINK2593 2050-08-12 5.108909 2120000.00 2276987.08 Private Label Collateralized Mortgage Obligations JPMCC COML MORTG SEC 2052-06-14 1.501062 41018000.00 4432467.55 Private Label Collateralized Mortgage Obligations MARKETPLACE LN TR 201 2022-01-15 6.500000 6559000.00 3137888.58 Asset-Backed Securities SASCO NET INTEREST MA 2033-12-28 7.500000 12500000.00 760005.46 Asset-Backed Securities UBS COML MTG TR 2018- 2051-03-17 0.892671 4872000.00 296144.82 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-05-17 0.962207 8075000.00 210028.31 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2050-09-16 3.000000 3000000.00 2497550.00 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2016-C3 2049-08-12 3.491404 4244000.00 4089961.98 Private Label Collateralized Mortgage Obligations ELM TR 2018-2 B 20271 2027-10-20 5.584000 3100000.00 3152018.34 Asset-Backed Securities MORGAN STAN CAP I TR 2052-11-18 0.645320 116350000.00 6260298.49 Private Label Collateralized Mortgage Obligations OBX 2019-EXP3 TRUST 2 2059-09-25 2.692000 6750000.00 6645325.50 Private Label Collateralized Mortgage Obligations WELLS FARGO CO TR 201 2050-12-16 0.891261 7825000.00 462899.88 Private Label Collateralized Mortgage Obligations TRALEE CLO II LTD 201 2025-04-21 0.000000 6000000.00 2746134.00 Asset-Backed Securities SHACKLETON CLO LTD 20 2029-04-20 0.000000 2500000.00 1062500.00 Asset-Backed Securities UBS COML MTG TR 2012- 2045-05-12 3.400000 80000.00 75309.52 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-07-15 0.567168 29732000.00 1156214.61 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2052-12-17 0.972100 22034844.00 1506986.79 Private Label Collateralized Mortgage Obligations REPUBLIC FIN ISS TR 2 2027-11-22 5.100000 3000000.00 3036938.00 Asset-Backed Securities BBSG MTG TR 2016-MRP 2036-06-05 3.275000 8000000.00 8179809.56 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE 2048-03-12 4.124540 2000000.00 1980563.09 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE 2048-08-12 3.463000 142000.00 132468.91 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2046-11-13 0.768147 1540000.00 28612.39 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-01-25 6.042000 2000000.00 2124554.33 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-HRP1 2049-02-25 2.542000 200000.00 177606.59 Agency Collateralized Mortgage Obligation JPMDB COML MTG SEC TR 2050-03-17 3.857500 3000000.00 3184825.29 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2049-11-18 3.049000 340000.00 353001.99 Private Label Collateralized Mortgage Obligations NCUA GUARN NTS TR 201 2020-11-05 2.183130 1200000.00 297142.19 Private Label Collateralized Mortgage Obligations PROS MRKET PL ISSU TR 2023-09-15 5.370000 2000000.00 1351069.87 Asset-Backed Securities UBS-BARCLY COML MTG T 2046-03-12 2.920400 60000.00 31025.77 Private Label Collateralized Mortgage Obligations VERUS SEC TR 2017-2 A 2047-07-25 2.485000 1075000.00 301508.55 Private Label Collateralized Mortgage Obligations AIMCO CLO 2015-A SUB 2028-01-18 0.000000 2500000.00 1687500.00 Asset-Backed Securities BANK 2017-BNK6 X-A 20 2060-07-16 0.856948 17532000.00 842109.93 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2018 2051-01-18 0.523164 56340000.00 1915931.13 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2016 2046-03-25 0.297033 308756000.00 1111349.34 Private Label Collateralized Mortgage Obligations BBCMS TR 2018-BXH A 2 2037-10-15 2.739750 582500.00 484304.18 Private Label Collateralized Mortgage Obligations BENCHMART MTG TR 2019 2052-08-16 3.041600 5000000.00 5195255.89 Private Label Collateralized Mortgage Obligations COMM MTG TR 2012-CCRE 2045-10-17 2.822000 100000.00 99197.15 Private Label Collateralized Mortgage Obligations CASCADE FDG MTG TR 20 2068-10-25 4.000000 3610000.00 3715853.13 Asset-Backed Securities CORE MTG TR 2019-CORE 2031-12-15 2.619750 200000.00 199992.67 Private Label Collateralized Mortgage Obligations DBGS MTG TR 2018-C1 A 2051-10-17 4.466000 5300000.00 6054558.94 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 2030-05-28 4.192000 5000000.00 5105381.11 Agency Collateralized Mortgage Obligation GS MTG SECS TR 2015-G 549300WZ62L3Y22NOZ64 2048-11-13 3.734000 115000.00 123348.99 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2017-G 2050-05-12 3.243000 2500000.00 2280781.04 Private Label Collateralized Mortgage Obligations JPMCC COML MORTG SEC 2052-06-14 3.750000 4143000.00 4174834.12 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2049-12-17 3.596000 1421000.00 1519594.35 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2050-06-17 3.530000 45000.00 47996.71 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I TR 2052-03-15 3.013000 50000.00 46539.45 Private Label Collateralized Mortgage Obligations NATIONAL COLL ST LN T 2045-06-01 3.748000 5460000.00 1465409.40 Asset-Backed Securities NORTHWOODS CAP XIV B 2031-11-13 0.000000 5000000.00 207515.00 Asset-Backed Securities OXFORD FIN FDG LLC 20 2027-02-15 5.438000 1500000.00 1531208.75 Asset-Backed Securities RADNOR RE LTD 2019-2 2029-06-25 4.492000 643000.00 642233.62 Asset-Backed Securities CD 2019-CD8 MTG TR A- 2057-08-17 1.927000 741250.00 709266.30 Private Label Collateralized Mortgage Obligations COLT MTG LN TR 2018-3 2048-10-26 4.283000 2012000.00 2040586.89 Private Label Collateralized Mortgage Obligations CASCADE FDG MTG TR 20 2048-06-25 4.580000 4000000.00 2580518.46 Asset-Backed Securities CITIGRP COML MTG TR 2 2049-05-12 4.951008 1500000.00 1619506.97 Private Label Collateralized Mortgage Obligations ELLINGTON CLO II LTD 2029-02-15 0.000000 2661500.00 1210982.50 Asset-Backed Securities HOA FDG LLC 2014-1 A- 2044-08-20 4.846000 3530000.00 3176898.43 Asset-Backed Securities JP MORGAN MTG TR 2019 2050-02-25 2.692000 15000000.00 14113381.10 Private Label Collateralized Mortgage Obligations LONGFELLOW PL CLO 200 2024-01-15 0.000000 6000000.00 570000.00 Asset-Backed Securities MORGAN STANLEY CAP 20 2052-06-17 1.325633 9210000.00 907218.84 Private Label Collateralized Mortgage Obligations NATIONAL COLLEGIATE 2 2038-03-31 2.558000 9500000.00 2405707.07 Asset-Backed Securities NEUB BERMAN CLO XIV 2 2025-04-28 0.000000 4400152.00 1974546.21 Asset-Backed Securities UCFC FUNDING MFD HSG 2030-01-15 6.506000 6000000.00 3022222.10 Asset-Backed Securities UPGRADE RECV TR 2018- 2024-11-15 5.170000 1350000.00 1370838.82 Asset-Backed Securities VERUS SECURITIZATION 2059-02-25 4.461000 15000000.00 15311903.75 Private Label Collateralized Mortgage Obligations AVID AUTO RECV TR 201 2027-05-15 6.760000 3520000.00 3518492.27 Asset-Backed Securities CAMB COML MTG TR 2019 2037-12-15 0.272207 89632500.00 16042.50 Private Label Collateralized Mortgage Obligations CGDBB COML MTG TR 201 2032-07-15 0.007015 78303000.00 938.36 Private Label Collateralized Mortgage Obligations CIM TRUST 2019-INV3 A 2049-08-25 2.658000 160000.00 153104.67 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-11-13 3.222000 2000000.00 1905771.00 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 201 54930025J96YEH8FQE77 2048-11-18 4.580057 100000.00 105876.75 Private Label Collateralized Mortgage Obligations CHC COMMERCIAL MORTGA 2034-06-15 0.000019 64250000.00 64.79 Private Label Collateralized Mortgage Obligations COLLEGE AVE ST LN 201 2046-11-26 5.000000 3654000.00 3696702.27 Asset-Backed Securities FOUNDATION FIN TR 201 5493002KPTN6JUQ40J20 2034-11-15 4.220000 2326000.00 2406508.29 Asset-Backed Securities GENESIS SLS FIN MSTR 2023-08-20 6.880000 1541000.00 1565867.29 Asset-Backed Securities MTRO COMM MTG TR 2019 2033-12-15 0.000000 34741500.00 13896.60 Private Label Collateralized Mortgage Obligations MS B OF A ML TRUST 20 2045-08-17 4.677664 6985000.00 7236062.68 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2016 2049-05-17 4.749231 1966000.00 2067313.42 Private Label Collateralized Mortgage Obligations PIONEER RESECURITIZAT 2043-01-25 41.276302 19100099.00 2272165.18 Asset-Backed Securities WELLS FARGO COML TR 2 2058-07-17 3.498000 7000000.00 7394105.83 Private Label Collateralized Mortgage Obligations AGATE BAY MTG TR 2015 2045-09-25 0.104830 287608000.00 453666.24 Private Label Collateralized Mortgage Obligations ATRIUM XII LLC 2015-1 2026-10-22 0.000000 4312500.00 2220937.50 Asset-Backed Securities BX COML MTG TR 2019-X 2036-10-15 2.819750 175000.00 175438.76 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2049-10-13 3.000000 230000.00 204625.17 Private Label Collateralized Mortgage Obligations ELLINTON CLO IV LTD 2119-04-15 0.000000 5000000.00 3075000.00 Asset-Backed Securities ELLINGTON CLO IV LTD 2119-04-15 0.000000 3750000.00 275553.75 Asset-Backed Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-05-28 2.442000 500000.00 145221.35 Agency Collateralized Mortgage Obligation GS MTG SECS TR 2015-G 549300L45M7638EL0H21 2050-05-12 0.811921 52200000.00 1507480.25 Private Label Collateralized Mortgage Obligations GENESIS SLS FIN MSTR 2023-08-20 5.420000 3691596.00 3755842.90 Asset-Backed Securities JPMDB COML MTG SEC TR 2050-03-17 4.553495 4000000.00 4085208.37 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2049-08-17 3.790417 1500000.00 1445498.09 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2058-09-17 4.496569 162000.00 166525.67 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2052-05-17 1.463587 34751280.00 3467391.22 Private Label Collateralized Mortgage Obligations MADISON PARK FDG XXII 2029-10-25 0.000000 4029000.00 2518125.00 Asset-Backed Securities OZLM XIII LTD 2015-13 2027-07-30 0.000000 6000000.00 1590000.00 Asset-Backed Securities SKOPOS AUTO RECV TR 2 2024-12-16 7.250000 1870000.00 1895637.39 Asset-Backed Securities WFRBS COML MTG TR 201 2045-05-17 1.195759 6460000.00 163843.06 Private Label Collateralized Mortgage Obligations AQUA FIN TR 2019-A D 2040-07-16 6.070000 3200000.00 3202310.93 Asset-Backed Securities BANK 2019-BNK20 A-SB 2062-09-15 2.933000 1800000.00 1856848.85 Private Label Collateralized Mortgage Obligations CD MTG TR 2017-CD6 A- 2050-11-15 3.456000 400000.00 425484.40 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2050-08-12 5.116409 2500000.00 2649503.88 Private Label Collateralized Mortgage Obligations COMM MTG TR 2019- GC4 2057-08-17 0.775000 82317000.00 4005899.64 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2072-12-16 2.750000 2500000.00 1996548.19 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2018-TAL 2037-03-16 2.461750 470000.00 468161.41 Private Label Collateralized Mortgage Obligations BWAY MTG TR 2013-1515 2033-03-10 0.403218 46410000.00 971074.23 Private Label Collateralized Mortgage Obligations CORE MTG TR 2019-CORE 2031-12-15 2.839750 620000.00 620038.51 Private Label Collateralized Mortgage Obligations HMH TR 2017-NSS A 203 2031-07-08 3.062200 2540000.00 2574302.12 Private Label Collateralized Mortgage Obligations NYT MTG TR 2019-NYT X 2035-12-17 0.000000 12847000.00 108929.71 Private Label Collateralized Mortgage Obligations UBS COML MTG TR 2012- 2045-05-12 2.077079 9285000.00 254285.54 Private Label Collateralized Mortgage Obligations UBS-BARCLY COML MTG T 549300G1IXWLFE766Q13 2046-04-12 3.244300 286000.00 295152.13 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2057-09-17 3.488000 5000000.00 5246068.89 Private Label Collateralized Mortgage Obligations BVRT 2019-JULIETEIGHT 2032-07-10 0.000000 3600000.00 3606274.80 Asset-Backed Securities BANK 2017-BNK9 D 2054 2054-11-17 2.800000 4300000.00 3749434.69 Private Label Collateralized Mortgage Obligations CFCRE TR 2018-TAN C 2 2033-02-17 5.294800 2304000.00 2438814.54 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2045-07-12 4.245546 4000000.00 3810752.09 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2046-08-10 4.789081 10000000.00 10367748.71 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 201 549300UFJ8EKD81Y8R30 2050-04-15 3.505000 370000.00 389646.43 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2072-12-16 3.102000 20000000.00 20749696.67 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2072-12-16 2.750000 9500000.00 8206121.64 Private Label Collateralized Mortgage Obligations FLATIRON CLO 2017-17 2030-05-15 0.000000 837500.00 464812.50 Asset-Backed Securities GS MTG SECS TR 2016-G 2049-05-12 1.651371 5888000.00 438707.28 Private Label Collateralized Mortgage Obligations HOA FDG LLC 2015-1 A- 2044-08-20 5.500000 2046000.00 1909051.04 Asset-Backed Securities RCO V MTG LLC 2018-2 2023-10-25 5.926400 2500000.00 2310222.78 Asset-Backed Securities UBS-BARCLY COML MTG T 2049-08-12 3.814000 400000.00 414590.16 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2047-12-17 4.193000 425000.00 437658.92 Private Label Collateralized Mortgage Obligations FLATIRON CLO 2017-17 2030-05-15 0.000000 1500000.00 1089309.00 Asset-Backed Securities CITIGRP COML MTG TR 2 2049-11-18 4.129078 1125000.00 1156623.98 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA3 2029-03-26 3.142000 3500000.00 2091875.47 Agency Collateralized Mortgage Obligation GS MTG SECS TR 2016-G 2049-10-13 2.620000 5378000.00 4744270.22 Private Label Collateralized Mortgage Obligations GENESIS SLS FIN MSTR 2023-08-20 9.540000 1740000.00 1778137.32 Asset-Backed Securities NCUA GUARN NTS TR 201 2020-12-08 2.273130 150000.00 50537.56 Private Label Collateralized Mortgage Obligations PRPM LLC 2019-1 A-2 2 2024-01-25 5.000000 3500000.00 3474371.06 Asset-Backed Securities SOUND PT CLO VII LTD 2027-01-23 0.000000 6000000.00 1950000.00 Asset-Backed Securities UBS COMM MTG TR 2019- 2052-10-18 1.635700 18575000.00 2116495.25 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2049-12-17 4.017900 800000.00 865548.51 Private Label Collateralized Mortgage Obligations BLACK DIAMOND CLO 201 2026-10-19 0.000000 1000000.00 554147.00 Asset-Backed Securities MADISON PARK FDG XV 2 2026-01-27 0.000000 2000000.00 850000.00 Asset-Backed Securities BBCMS MTG TR 2018-C2 2051-12-15 0.771584 18252000.00 1062065.69 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2019-C3 2052-05-17 4.096000 554000.00 592702.19 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2019-X 2036-10-15 0.129737 141900000.00 19250.28 Private Label Collateralized Mortgage Obligations CATHERDAL LAKE CLO LT 2029-10-15 0.000000 7000000.00 2065000.00 Asset-Backed Securities CHC COMM MTG TR 2019- 2034-06-15 3.789750 4000000.00 4006745.33 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2047-10-11 0.994337 9950000.00 383338.33 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-02-12 3.061000 55000.00 55423.16 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2019 2062-12-15 0.795893 80000000.00 4543387.52 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 201 2044-04-15 4.961300 147000.00 102149.04 Private Label Collateralized Mortgage Obligations BBCMS TRUST 2015-STP 2028-09-12 3.322800 5018000.00 2773049.21 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE 2048-03-12 3.144000 7320000.00 7516210.16 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2046-11-13 4.889343 15000000.00 15554349.56 Private Label Collateralized Mortgage Obligations DBJPM MTG TR 2016-C1 2049-05-12 3.348064 10000000.00 9091830.52 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2047-04-17 4.679085 8000000.00 8123538.10 Private Label Collateralized Mortgage Obligations MADISON PARK FDG XV 2 2026-01-27 0.000000 1800000.00 765000.00 Asset-Backed Securities NATIONAL COLLEGIATE I 2045-06-01 0.000000 1784000.00 475150.56 Asset-Backed Securities STONEMONT PORT TR 201 2030-08-20 0.637965 110200000.00 28325.05 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2059-01-17 4.874707 1700000.00 1837126.84 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2052-06-17 3.584000 266000.00 279673.76 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2052-10-18 3.577000 2000000.00 1983064.94 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-11-13 3.063000 65000.00 65456.20 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA4 2029-04-25 3.092000 458000.00 272220.99 Agency Collateralized Mortgage Obligation MS CAP BARCLY BK TR 2 2031-09-15 0.315845 110000000.00 38987.38 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2035-07-16 3.389750 226000.00 226338.90 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2014 2047-12-17 1.003193 10380000.00 275715.87 Private Label Collateralized Mortgage Obligations OPORTUN FDG VII LLC 2 2023-10-10 5.290000 2500000.00 2519874.44 Asset-Backed Securities SEQUOIA MTG TR 2018-C 2048-10-25 4.500000 2500000.00 1278060.57 Private Label Collateralized Mortgage Obligations TES LLC 2017-2 B 2048 2048-02-20 6.990000 2360000.00 2561170.33 Asset-Backed Securities UBS COMMERCIAL MTG TR 2052-12-17 1.181700 100000000.00 7648292.50 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-04-25 6.042000 5368000.00 5760353.38 Agency Collateralized Mortgage Obligation FORA FINL ASSET SEZ L 2024-10-15 4.852000 3302000.00 3341299.30 Asset-Backed Securities GS MTG SECS TR 2015-G 54930066YOFVQE068N73 2048-07-10 3.764000 655000.00 702107.67 Private Label Collateralized Mortgage Obligations GS MTG SEC CORP TR 20 2032-08-16 3.439750 670000.00 670218.94 Private Label Collateralized Mortgage Obligations GRAND AVENUE CRE CLO 2037-06-09 5.039750 777000.00 744720.23 Other Instrument collateralized debt obligation JPMCC COML MTG SEC TR 2049-08-17 2.821800 500000.00 510906.56 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2050-09-16 3.654089 10000000.00 10092165.72 Private Label Collateralized Mortgage Obligations MARLETTE FDG TR 2017- 54930083FUKNQ9ZNFO83 2024-12-16 4.010000 3500000.00 3526511.92 Asset-Backed Securities NATIONAL COLLEGIATE I 2045-06-01 0.000000 3274000.00 871997.16 Asset-Backed Securities SOUND PNT CLO II LTD 2025-04-26 0.000000 2000000.00 730000.00 Asset-Backed Securities WFRBS COML MTG TR 201 2047-11-18 2.932000 192000.00 3061.06 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2049-06-17 3.484000 1500000.00 1544237.33 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 549300BSYX29G4VVM177 2059-11-18 3.065000 900000.00 933530.42 Private Label Collateralized Mortgage Obligations BBCMS TR 2019-CLP A 2 2031-12-15 2.424750 153000.00 150896.01 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2019 2062-12-15 2.957100 2000000.00 2068044.22 Private Label Collateralized Mortgage Obligations CF MORTGAGE TR 2019-C 2053-01-17 0.842500 44000000.00 2520789.94 Private Label Collateralized Mortgage Obligations CLNC 2019-FL1 B 20350 2035-08-17 3.633250 2000000.00 2002004.17 Other Instrument collateralized debt obligation CSAIL COML MTG TR 201 2051-11-17 4.261100 1000000.00 1065999.55 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-LSTK 2033-04-07 3.330510 394000.00 394514.92 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2047-03-12 4.023000 220000.00 234706.29 Private Label Collateralized Mortgage Obligations ARES XXVIII CLO LTD 2024-10-17 0.000000 4000000.00 1648600.00 Asset-Backed Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-03 2020-02-03 2020-02-03 Y BARCLAYS CAPITAL INC 1.0000 34 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0201 400000000.00 400000000.00 0.0065 N N N Y BARTON CAPITAL S.A. BARTON CAPITAL S.A. 1.620 06945LA32 549300KOFKIMD0C37W24 US06945LA320 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N Y SOCIETE GENERALE 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0162 78988736.18 78988736.18 0.0013 N N Y N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 1.975 06945LBK3 549300KOFKIMD0C37W24 US06945LBK35 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-02-19 2020-02-19 2020-02-19 N Y SOCIETE GENERALE 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0198 26832750.00 26832750.00 0.0004 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.915 07646KEA4 US07646KEA43 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-11 2020-02-10 2020-02-10 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0194 20003671.20 20003671.20 0.0003 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 2.027 07644DHR2 US07644DHR26 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-08 2020-04-08 2020-04-08 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0206 50003905.50 50003905.50 0.0008 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 2.133 07646KEP1 US07646KEP12 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-08 2020-07-06 2020-07-06 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0216 99999945.00 99999945.00 0.0016 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.942 07646KEL0 US07646KEL08 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-26 2020-03-26 2020-03-26 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0197 59997324.60 59997324.60 0.0010 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.850 0RH002BP2 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAMLL COML MTG TR 201 2049-07-16 3.385000 2999929.00 3107580.87 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2019 2049-09-25 4.000000 2023457.00 1131452.79 Private Label Collateralized Mortgage Obligations WACHOVIA MTG LN TR 20 2036-08-25 1.942000 14300000.00 3306591.53 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-07-10 4.018000 3000000.00 3210512.17 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 200 2035-10-25 4.850000 25800000.00 3426570.43 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-G 2046-02-12 2.943000 12619000.00 12908867.89 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-02-03 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N N 0.0185 25000000.00 25000000.00 0.0004 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.850 0RH002BU1 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Government National M 2039-02-20 8.000000 51172.00 49876.60 Agency Mortgage-Backed Securities Government National M 2049-10-15 4.000000 24763.00 27149.91 Agency Mortgage-Backed Securities Government National M 2049-12-20 3.500000 41913.00 43324.52 Agency Mortgage-Backed Securities LEHMAN MTG TR 2007-5 2037-06-25 4.548000 50000000.00 2602447.47 Private Label Collateralized Mortgage Obligations AMERICAN MIDSTREAM PA 2021-12-15 9.500000 2000.00 1877.92 Corporate Debt Securities Government National M 549300M8ZYFG0OCMTT87 2048-12-20 4.500000 210838.00 216589.74 Agency Mortgage-Backed Securities Government National M 2049-12-15 4.000000 114557.00 125960.26 Agency Mortgage-Backed Securities ASCENTIUM EQUIP RECV 2024-05-10 3.760000 104.00 107.42 Asset-Backed Securities Federal National Mort 2049-09-01 3.000000 97406.00 96698.10 Agency Mortgage-Backed Securities Government National M 2038-11-20 7.500000 36567.00 36073.31 Agency Mortgage-Backed Securities JP MORGAN MTG TR 2019 2049-09-25 4.000000 2976543.00 1664388.16 Private Label Collateralized Mortgage Obligations UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2027-09-15 7.500000 1063268.00 1112771.99 Corporate Debt Securities CITIGRP COML MTG TR 2 2046-11-13 4.544000 4000000.00 4319245.78 Private Label Collateralized Mortgage Obligations Federal Home Loan Mor 2042-02-01 3.500000 580618.00 180316.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-05-01 4.000000 14737.00 9434.34 Agency Mortgage-Backed Securities LIMITED BRANDS INC SR 2037-07-15 7.600000 4000.00 3599.37 Corporate Debt Securities OPTEUM MTG ACCEP 2006 2036-04-25 2.142000 19.00 8.33 Private Label Collateralized Mortgage Obligations Government National M 2049-10-20 6.000000 8355.00 9552.06 Agency Mortgage-Backed Securities Government National M 2049-11-20 4.000000 192522.00 202769.45 Agency Mortgage-Backed Securities JPMBB COML MTG SEC TR 2048-11-18 4.667150 3759000.00 3995492.41 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2016 2049-05-17 3.058000 15750000.00 16310406.87 Private Label Collateralized Mortgage Obligations Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-03-01 3.500000 227228.00 202035.30 Agency Mortgage-Backed Securities Government National M 2049-10-20 5.000000 139641.00 146438.24 Agency Mortgage-Backed Securities Government National M 2049-12-20 4.000000 28481.00 30178.79 Agency Mortgage-Backed Securities Government National M 2049-04-20 2.214630 5222.00 4050.07 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 1203.00 1223.45 Agency Mortgage-Backed Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 1590000.00 1388020.31 Corporate Debt Securities ASSET SECURITIZATION 2043-02-14 1.823709 373685636.00 41.16 Private Label Collateralized Mortgage Obligations Government National M 2049-12-20 2.500000 64024.00 63374.41 Agency Mortgage-Backed Securities Government National M 2049-11-20 5.000000 4096.00 4368.29 Agency Mortgage-Backed Securities GS MTG SECS TR 2017-G 2050-08-12 3.663000 3089937.00 3266918.55 Private Label Collateralized Mortgage Obligations Government National M 2036-08-16 1.939750 1143663.00 90228.00 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2069-10-20 2.174250 3676.00 3627.06 Agency Collateralized Mortgage Obligation KGS ALPHA SBA COOF TR 2035-03-25 2.141004 83997696.00 1201924.66 Asset-Backed Securities KORN FERRY SR GLBL 14 549300FOD20OM0GT5G40 2027-12-15 4.625000 31087.00 31376.07 Corporate Debt Securities CSMC TRUST 2017-CALI 2032-11-12 3.431340 63.00 65.70 Private Label Collateralized Mortgage Obligations Federal Home Loan Mor 2041-02-01 4.000000 1000.00 199.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-10-01 3.500000 300000.00 188736.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 5.000000 4267077.00 4745957.49 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 5.000000 149705.00 154461.05 Agency Mortgage-Backed Securities Government National M 2039-12-15 4.850000 703704.00 98058.32 Agency Mortgage-Backed Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2025-03-31 5.875000 2000.00 2248.92 Corporate Debt Securities Government National M 2049-12-20 2.500000 40788.00 40842.16 Agency Mortgage-Backed Securities ML MTG INV TR 2007-ML 2037-03-25 2.112000 52.00 41.94 Asset-Backed Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2026-09-15 6.750000 2000.00 1999.38 Corporate Debt Securities MILL CITY SOLAR LN 20 2043-07-20 3.690000 947763.00 907390.96 Asset-Backed Securities BAMLL COML MTG TR 201 2049-07-16 3.385000 71.00 73.55 Private Label Collateralized Mortgage Obligations BANC AMER CMBS 2006-3 2044-07-10 0.105249 150000000.00 596.47 Private Label Collateralized Mortgage Obligations COMM 2003-LNB1 X-1 20 2038-06-10 1.240617 87296304.00 697.17 Private Label Collateralized Mortgage Obligations FIRSTKEY MTG TR 2014- 2044-11-25 4.009470 5148000.00 4627477.57 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2059-01-17 3.988000 50890.00 54480.72 Private Label Collateralized Mortgage Obligations CCG RECV TR 2018-2 A- 2025-12-15 3.090000 5.00 3.28 Asset-Backed Securities Federal Home Loan Mor 2048-10-01 4.000000 195913.00 196464.90 Agency Mortgage-Backed Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2026-04-01 8.500000 50.00 51.68 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-03-06 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N N 0.0185 45000000.00 45000000.00 0.0007 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.640 0RH002CX4 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ASCENTIUM EQUIP RECV 2024-05-10 3.760000 6025191.00 6223551.67 Asset-Backed Securities Federal National Mort 2049-12-01 4.500000 4592469.00 5059301.45 Agency Mortgage-Backed Securities COMM S&L / CSL CAPITA 2023-04-15 6.000000 5794000.00 5634665.00 Corporate Debt Securities EXPORT DEV CDA SR GLB Z6MHCSLXHKYG4B6PHW02 2022-07-18 1.750000 4800000.00 4847640.00 Other Instrument international debt Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 17796941.00 18329490.73 Agency Mortgage-Backed Securities CANADA GOVT SR GLBL F 2020-01-13 1.986130 4999404.00 5021543.62 Other Instrument international debt FORD CREDIT FLRPLN TR 5493001DTG5N7T8BG747 2030-11-15 4.060000 4786271.00 5228310.25 Asset-Backed Securities KABBAGE ASSET SEC 201 2024-03-15 3.825000 5551000.00 5621729.45 Asset-Backed Securities APPLEBEES FDG 2019-1 2049-06-05 4.723000 5030000.00 5170084.80 Asset-Backed Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2020-08-04 3.157000 3932000.00 3997992.29 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2026-04-01 8.500000 1738429.00 1796690.52 Corporate Debt Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 10078000.00 8797779.06 Corporate Debt Securities FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 2024-11-15 8.125000 1094000.00 1085987.82 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2026-03-15 8.000000 4000000.00 4238333.33 Corporate Debt Securities CDN IMPERIAL BK COMM 2022-06-27 3.150000 10942000.00 11154083.31 Corporate Debt Securities SLM PRIVATE ST LN TR 549300FE2YWO5PJ3Q820 2039-06-15 2.223630 7381627.00 5606264.51 Asset-Backed Securities NAVIENT STUDENT LN TR 2056-06-26 2.358000 6581142.00 5522541.36 Asset-Backed Securities UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2027-09-15 7.500000 3936729.00 4120016.54 Corporate Debt Securities CNX RESOURCES CORPORA 549300JK3KH8PWM3B226 2027-03-14 7.250000 5000000.00 4480236.11 Corporate Debt Securities LIMITED BRANDS INC SR 2037-07-15 7.600000 4975000.00 4476720.58 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 110000000.00 110000000.00 0.0018 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.860 0RH002CC0 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CREDIT ACCEPT AUTO TR 549300J9CNONESCISQ91 2027-02-16 3.010000 250000.00 251263.04 Asset-Backed Securities DT AUTO OWNER TR 2018 2022-09-15 3.560000 1600000.00 1616506.13 Asset-Backed Securities HYDRO-QUEBEC DB-HH TA 2029-12-01 8.500000 2000.00 3048.29 Corporate Debt Securities JEFFERIES FINANCE LLC 2024-08-15 7.250000 2000000.00 2114375.00 Corporate Debt Securities KORN FERRY SR GLBL 14 549300FOD20OM0GT5G40 2027-12-15 4.625000 250952.00 253285.51 Corporate Debt Securities MSCI INC SR GLBL 144A 549300HTIN2PD78UB763 2029-11-15 4.000000 493.00 502.68 Corporate Debt Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 6318000.00 5515416.56 Corporate Debt Securities US FOODS INC SR 144A 5493000JOOFAOUY1JZ87 2024-06-15 5.875000 500000.00 517328.96 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2025-01-13 2.750000 52000.00 54404.32 Corporate Debt Securities Federal National Mort 2049-11-01 3.000000 4486956.00 4549602.33 Agency Mortgage-Backed Securities INDIGO NAT RES LLC SR 549300F7DOI6H6TA3C86 2026-02-15 6.875000 2000000.00 1931562.50 Corporate Debt Securities SOFI PRFSSNAL LN PRGR 2048-06-15 3.690000 1024668.00 1061055.50 Asset-Backed Securities TERRAFORM PWR OPER LL 5493000S2OLR3UT5BE13 2030-01-15 4.750000 1500000.00 1540895.83 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-11-01 4.063000 1712000.00 1756218.92 Corporate Debt Securities Government National M 2036-08-16 1.939750 65277565.00 5149999.99 Agency Collateralized Mortgage Obligation CDP FINANCIAL INC. SR 2021-06-11 2.125000 793858.00 798971.66 Corporate Debt Securities ASCENTIUM EQUIP RECV 2025-05-12 2.990000 1000000.00 1020847.11 Asset-Backed Securities CANADIAN PACER AUTO R 2021-06-21 3.000000 125000.00 46682.10 Asset-Backed Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2025-12-15 5.850000 1174000.00 1394486.00 Corporate Debt Securities AMER CR ACCEPT RECV T 2024-07-10 4.070000 843000.00 859952.82 Asset-Backed Securities AMERICAN MIDSTREAM PA 2021-12-15 9.500000 801000.00 752105.62 Corporate Debt Securities DT AUTO OWNER TR 2019 549300XVMF0FUK76JG97 2024-11-15 3.610000 15000.00 15277.70 Asset-Backed Securities EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 2.592000 2499949.00 307588.39 Asset-Backed Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2020-06-12 2.425000 1000000.00 1000592.50 Corporate Debt Securities GRUBHUB HLDGS INC SR 2027-07-01 5.500000 1850000.00 1786277.78 Corporate Debt Securities LBC TANK TERMS HLDG N 2023-05-15 6.875000 1316000.00 1342114.38 Corporate Debt Securities PILGRIMS PRIDE CORP N 549300ZSLGV64ZL3HD75 2025-03-15 5.750000 1231000.00 1288722.62 Corporate Debt Securities SPECTRUM BRANDS INC S 549300VU3EH2E73C1Q04 2029-10-01 5.000000 1250000.00 1308854.17 Corporate Debt Securities TRANSPORTAION FIN EQU 2022-01-23 1.900000 500000.00 499365.72 Asset-Backed Securities SANTANDER DRIVE AUTO 2024-03-15 2.960000 120000.00 120798.04 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 2.172000 448740.00 139.86 Asset-Backed Securities SOFI CONSUMER LN PRGR 2027-11-26 3.540000 4500000.00 2077368.30 Asset-Backed Securities ZIGGO B V SR SEC GLBL 213800TQASLF9JXH5J59 2030-01-15 4.875000 300000.00 312211.75 Corporate Debt Securities POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2029-12-15 5.500000 1100000.00 1175065.83 Corporate Debt Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2026-09-15 6.750000 479000.00 478850.31 Corporate Debt Securities TITAN ACQUISITION LTD 2026-04-15 7.750000 1250000.00 1263707.29 Corporate Debt Securities BWAY HOLDING COMPANY 549300DNGHXL0OMHW304 2025-04-15 7.250000 250000.00 250733.54 Corporate Debt Securities CREDIT ACCEPT AUTO TR 549300JDZNIORD1CFR68 2027-08-16 3.550000 250000.00 254354.29 Asset-Backed Securities NAVIENT STUDENT LN TR 2056-06-26 2.358000 12022011.00 10088226.79 Asset-Backed Securities AMERICREDIT AUTO RECV 2022-04-08 2.240000 15000.00 15025.77 Asset-Backed Securities CDN IMPERIAL BK COMM 2022-06-27 3.150000 5814000.00 5926689.86 Corporate Debt Securities ALBERTA PROV CDA GLBL LQPXMHHNJKIPJYE53543 2023-11-01 3.350000 67.00 71.09 Corporate Debt Securities AVIS BUD RENTAL FDG 2 2023-09-20 3.070000 455000.00 463302.28 Asset-Backed Securities FLAGSHIP CR AUTO TR 2 2023-08-15 3.110000 188990.00 118444.58 Asset-Backed Securities PHEAA STUDENT LN TR 2 2068-10-25 2.092000 1600000.00 723865.60 Asset-Backed Securities VIZIENT INC SR GLBL 1 5493007V6T3HZ7777P70 2027-05-15 6.250000 250000.00 271953.13 Corporate Debt Securities BANC AMER CMBS 2007-1 2049-01-15 0.291602 12079000.00 722.74 Private Label Collateralized Mortgage Obligations BARCLAYS PLC ALT TIER 213800LBQA1Y9L22JB70 2099-01-01 7.750000 219016.00 239982.22 Corporate Debt Securities CENTENE CORP DEL SR G 549300Z7JJ4TQSQGT333 2029-12-15 4.625000 265598.00 280440.50 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-01-15 3.200000 725000.00 739613.58 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-03-28 3.339000 812000.00 826829.56 Corporate Debt Securities CAPITAL ONE CC TR 201 R42WS16M9R97TJJKGU15 2024-02-15 2.369750 350000.00 352537.29 Asset-Backed Securities CSFB COML MTG PTC 200 2049-01-15 0.015902 9250000.00 8.12 Private Label Collateralized Mortgage Obligations ENGS COML FIN TR 2016 2022-02-22 2.630000 30000.00 3144.38 Asset-Backed Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2026-04-01 8.500000 1184252.00 1223940.89 Corporate Debt Securities GTE SOUTHWEST INC 1ST 2031-11-15 8.500000 1442000.00 1486161.25 Corporate Debt Securities GENESIS ENERGY LP/ GE 2024-06-15 5.625000 1689000.00 1633843.59 Corporate Debt Securities KUBOTA CR OWNER TR 20 2021-08-16 1.880000 130000.00 76966.23 Asset-Backed Securities NEW HAMPSHIRE HIGHER 254900HSRKF2XFNCHT93 2037-10-25 2.789630 200000.00 180782.81 Other Instrument municipal debt AMERICREDIT AUTO RECV 2021-11-18 2.860000 71859.00 16975.09 Asset-Backed Securities B & G FOODS INC SR GL 549300TRW1LZMDJZAQ78 2027-09-15 5.250000 500000.00 508204.17 Corporate Debt Securities EXETER AUTO RECV TR 2 2022-04-15 2.750000 60000.00 15003.90 Asset-Backed Securities HALLIBURTON CO SR GLB ENYF8GB5SMQZ25S06U51 2023-08-01 3.500000 2000.00 2109.63 Corporate Debt Securities MILL CITY SOLAR LN 20 2043-07-20 3.690000 1540829.00 1475194.01 Asset-Backed Securities AMERICREDIT AUTO RECV 2023-03-20 2.970000 820000.00 829095.44 Asset-Backed Securities COVEY PARK ENERGY LLC 2025-05-15 7.500000 750000.00 652031.25 Corporate Debt Securities FLAGSHIP CR AUTO TR 2 2023-11-15 2.830000 2559359.00 1890780.27 Asset-Backed Securities Government National M 2049-04-20 2.214630 6920862.00 5367675.63 Agency Collateralized Mortgage Obligation WASHINGTON PRIME GROU 549300K4BNOIQ154O537 2024-08-15 6.450000 553606.00 524429.58 Corporate Debt Securities CHESAPEAKE FDG II LLC 2030-04-15 3.570000 165000.00 168437.53 Asset-Backed Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 5244.00 0.05 Asset-Backed Securities SLM STUDENT LOAN TR 2 2039-07-25 2.689630 2000000.00 1966551.40 Asset-Backed Securities FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 2024-11-15 8.125000 8536000.00 8473484.47 Corporate Debt Securities HIGH RIDGE BRANDS CO 549300ZIF8QP562GOD97 2025-03-15 8.875000 7750000.00 19375.00 Corporate Debt Securities MANITOWOC CO INC SR S 2RTSLGQ89VMY18RHX631 2026-04-01 9.000000 430.00 459.99 Corporate Debt Securities ALASKA STUDENT LN COR 2031-08-25 2.208000 1100000.00 299806.28 Other Instrument municipal debt ASCENTIUM EQUIP RECV 2022-08-10 2.870000 90000.00 90958.45 Asset-Backed Securities CARMAX AUTO OWNER TR 2022-09-15 2.250000 275000.00 275927.71 Asset-Backed Securities Federal National Mort 2049-12-01 2.500000 1510054.00 1496911.83 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 8161251.00 8405465.55 Agency Mortgage-Backed Securities GM FINL CON AUTO REC 2022-12-16 2.810000 26526.00 26777.81 Asset-Backed Securities JP MORGAN COM MTG 200 2041-07-15 0.512000 20879.00 0.03 Private Label Collateralized Mortgage Obligations KGS ALPHA SBA COOF TR 2035-03-25 2.141004 2.00 0.03 Asset-Backed Securities PFG ESCROW CORPORATIO 549300OMUOGBYK0FFO76 2027-10-15 5.500000 250000.00 269949.58 Corporate Debt Securities AMERADA HESS CORP SR 2029-10-01 7.875000 7000.00 9289.27 Corporate Debt Securities CREDIT ACCEPT AUTO TR 2027-07-15 3.940000 825000.00 847519.75 Asset-Backed Securities EXETER AUTO RECV TR 2 2023-03-15 3.690000 710000.00 718247.01 Asset-Backed Securities SLM PRIVATE ST LN TR 549300I2YWZ9E1B0EY33 2039-06-15 2.183630 680000.00 463114.81 Asset-Backed Securities VERIZON OWNER TR 2019 549300P0XXSIS1ESEJ26 2023-12-20 2.330000 2286408.00 2304818.67 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-03-19 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N N 0.0186 100000000.00 100000000.00 0.0016 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.640 0RH002CY2 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ASCENTIUM EQUIP RECV 2021-11-10 2.850000 3489762.00 3518340.82 Asset-Backed Securities FIVE GUYS FDG 2017-1 2047-07-25 4.600000 4000000.00 4154984.36 Asset-Backed Securities VECTOR GROUP LTD SR S 549300TUIF4WWN6NDN50 2025-02-01 6.125000 1785000.00 1803261.79 Corporate Debt Securities EXPORT DEV CDA SR GLB Z6MHCSLXHKYG4B6PHW02 2021-05-26 1.500000 3843395.00 3837617.10 Other Instrument international debt Federal National Mort 2049-12-01 4.500000 8860666.00 9761368.08 Agency Mortgage-Backed Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2020-08-04 3.157000 3268000.00 3322848.11 Corporate Debt Securities ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 2024-03-15 3.200000 3450000.00 3623408.50 Corporate Debt Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 6310000.00 5508432.81 Corporate Debt Securities Federal Home Loan Mor 2049-12-01 5.000000 3020632.00 3359627.93 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.500000 6921884.00 6861642.07 Agency Mortgage-Backed Securities FREEDOM MORTGAGE CORP 549300LYRWPSYPK6S325 2024-11-15 8.125000 5370000.00 5330671.46 Corporate Debt Securities NATIONAL AUSTRALIA BK F8SB4JFBSYQFRQEH3Z21 2023-12-04 3.450000 3258681.00 3450916.02 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 52000000.00 52000000.00 0.0008 N Y Y N BNP PARIBAS BNP PARIBAS 1.740 0BNP01AN3 R0MUWSFPU8MPRO8K5P83 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 2026-05-15 7.500000 870000.00 964086.15 Corporate Debt Securities TELECOM ITALIA S P A 549300W384M3RI3VXU42 2024-05-30 5.303000 3428000.00 3700248.90 Corporate Debt Securities ABBVIE INC SR GLBL RE 2024-11-21 2.600000 1000000.00 1010186.67 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 6.300000 17000.00 18554.56 Corporate Debt Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 4.342000 1737746.00 1769331.37 Agency Collateralized Mortgage Obligation ING GROEP N V TIER I 549300NYKK9MWM7GGW15 2099-01-01 5.750000 990540.00 1049999.91 Corporate Debt Securities BARCLAYS PLC ALT TIER 213800LBQA1Y9L22JB70 2099-01-01 7.750000 28769.00 31523.03 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 9574400.00 10061766.84 U.S. Treasuries (including strips) INTEL CORP SR GLBL NT KNX4USFCNGPY45LOCE31 2049-11-15 3.250000 1000000.00 1019690.83 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2043-11-15 3.750000 56909800.00 71960678.52 U.S. Treasuries (including strips) DEAN FOODS CO NEW SR 2023-03-15 0.000000 2320000.00 336400.00 Corporate Debt Securities PACIFIC GAS & ELEC CO 2026-03-01 0.000000 15000.00 15075.00 Corporate Debt Securities TIDEWATER INC NEW SR 2022-08-01 8.000000 2.00 2.10 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2020-10-31 1.750000 1913500.00 1920587.02 U.S. Treasuries (including strips) AKER BP ASA SR GLBL 1 549300NFTY73920OYK69 2022-07-01 6.000000 180000.00 190320.00 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2043-05-01 3.750000 181000.00 205622.49 Corporate Debt Securities PACIFIC GAS & ELEC CO 2023-11-15 0.000000 65000.00 65812.50 Corporate Debt Securities E TRADE FINANCIAL COR 2099-01-01 5.875000 3917000.00 4199554.43 Corporate Debt Securities THE CHARLES SCHWAB CO 549300VSGCJ7E698NM85 2099-12-31 5.000000 60000.00 63391.67 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2039-02-15 3.500000 5967600.00 7263100.32 U.S. Treasuries (including strips) ALPHABET INC SR GLBL 5493006MHB84DD0ZWV18 2026-08-15 1.998000 932000.00 935087.25 Corporate Debt Securities CITIGROUP INC PERP SR 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.350000 31000.00 32385.31 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 30329100.00 31362599.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 2103500.00 2214566.05 U.S. Treasuries (including strips) CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2023-03-09 3.700000 41546000.00 43765318.08 Corporate Debt Securities CHEMOURS CO SR GLBL N 549300M1BOLNXL8DOV14 2027-05-15 5.375000 1935000.00 1725475.78 Corporate Debt Securities CITIGROUP INC FR 5.87 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.875000 2703000.00 2763025.75 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2023-01-15 7.125000 10279000.00 5423778.59 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.250000 2320500.00 2779814.38 U.S. Treasuries (including strips) FORD MTR CO DEL SR GL 20S05OYHG0MQM4VUIC57 2026-12-08 4.346000 3000.00 3110.27 Corporate Debt Securities HCA INC SR NT 7.5%22 L3CJ6J7LJ2DX62FTXD46 2022-02-15 7.500000 92000.00 104247.50 Corporate Debt Securities JOHNSON & JOHNSON SR 549300G0CFPGEF6X2043 2025-01-15 2.625000 386000.00 402042.64 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2020-01-30 0.000000 700.00 699.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 491800.00 507805.79 U.S. Treasuries (including strips) TELEFONAKTIEBOLAGET L 549300W9JLPW15XIFM52 2022-05-15 4.125000 7735000.00 8036017.19 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 1484900.00 1543413.97 U.S. Treasuries (including strips) ANTHEM INC SR GLBL NT 8MYN82XMYQH89CTMTH67 2025-01-15 2.375000 593000.00 598830.92 Corporate Debt Securities HSBC HLDGS PLC SR GLB MLU0ZO3ML4LN2LL2TL39 2024-05-18 2.904130 32542000.00 32919448.86 Corporate Debt Securities PACIFIC GAS & ELEC CO 2023-06-15 0.000000 234000.00 234000.00 Corporate Debt Securities PAR PHARMACEUTICAL IN 549300KK5WR4MGN4YT97 2027-04-01 7.500000 21000.00 21381.39 Corporate Debt Securities TURKIYE VAKIFLAR BANK 2023-01-30 5.750000 100000.00 101520.83 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2040-02-15 4.625000 1788400.00 2515410.98 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0174 235000000.00 235000000.00 0.0038 N N Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 1.570 0QK004TO0 R0MUWSFPU8MPRO8K5P83 0000310732 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2044-05-01 4.500000 1408095.86 302760.29 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.000000 58093.83 49448.51 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.500000 1003320.13 996485.81 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-09-20 5.000000 12120299.97 7338568.15 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.000000 79789.06 79326.51 Agency Mortgage-Backed Securities Government National M 2047-11-20 2.500000 306519.64 224321.89 Agency Mortgage-Backed Securities Government National M 2047-07-20 2.500000 2496093.65 1192872.52 Agency Mortgage-Backed Securities Government National M 2041-07-20 3.250000 13947010.33 979031.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-04-16 0.000000 211.65 210.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.500000 92440571.81 92631599.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 1502.68 1141.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 0.000000 4447059.23 3696973.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 47.79 26.88 U.S. Treasuries (including strips) United States Treasur 2046-02-15 0.000000 71.66 37.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.000000 684.46 350.46 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2049-07-20 3.500000 7980260.39 8123697.12 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.500000 158737.86 156086.21 Agency Mortgage-Backed Securities Government National M 2048-05-20 3.500000 215245.37 70916.98 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 1352712.66 1055247.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 2.71 1.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-11-15 0.000000 2.88 2.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 3.39 3.23 U.S. Treasuries (including strips) Federal Home Loan Ban 2020-01-28 1.475000 4669538.83 4680191.35 Agency Debentures and Agency Strips Federal Home Loan Mor 2049-02-01 5.000000 422174.99 392030.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.000000 2754791.92 2380583.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 3.500000 2231787.70 2223863.62 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 4.000000 1607427.23 654993.89 Agency Mortgage-Backed Securities Federal National Mort 2028-07-01 3.000000 576440.68 151971.85 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-06-01 4.000000 617249.01 642599.47 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-09-20 3.000000 701830.36 477753.19 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-06-20 4.000000 18928608.23 19177827.20 Agency Mortgage-Backed Securities Government National M 2041-07-20 3.750000 5547154.98 152749.86 Agency Mortgage-Backed Securities Government National M 2033-12-15 6.500000 30060.72 6070.11 Agency Mortgage-Backed Securities Government National M 2048-10-20 2.394630 10900101.59 9603905.45 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 158.74 158.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 438539.81 451011.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 1.875000 52.91 53.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 13.54 12.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 0.000000 0.15 0.14 U.S. Treasuries (including strips) Federal National Mort 2046-10-01 4.000000 3458965.26 3366994.98 Agency Mortgage-Backed Securities Government National M 2043-07-20 3.250000 543208.91 54318.03 Agency Mortgage-Backed Securities Government National M 2043-11-20 4.125000 1821985.80 160323.43 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-07-01 3.000000 5211004.27 2892851.34 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-08-01 3.500000 3132401.79 2655059.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-03-01 3.500000 3708541.92 2075810.46 Agency Mortgage-Backed Securities Federal National Mort 2029-07-01 7.500000 1064.07 8.58 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 5.627000 887942.04 502911.49 Agency Mortgage-Backed Securities Federal National Mort 2047-02-01 4.000000 125685.47 110609.07 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2045-11-15 0.000000 320.09 169.29 U.S. Treasuries (including strips) United States Treasur 2046-11-15 0.000000 331.86 170.92 U.S. Treasuries (including strips) United States Treasur 2046-08-15 0.000000 0.07 0.04 U.S. Treasuries (including strips) Federal Home Loan Ban 2033-07-11 3.930000 5291.26 5708.27 Agency Debentures and Agency Strips Federal Home Loan Mor 2047-06-01 4.500000 123499.12 106542.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-11-15 2.239750 665.11 40.07 Agency Collateralized Mortgage Obligation Federal National Mort 2040-06-01 6.500000 2427605.67 1195146.17 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 182212.55 76344.70 Agency Mortgage-Backed Securities Federal National Mort 2045-04-01 3.500000 75336.99 54837.43 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.500000 153446.60 99531.48 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 3.500000 256626.21 248238.83 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 3351481.20 3264572.63 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-12-01 6.500000 1403206.74 151674.98 Agency Mortgage-Backed Securities Government National M 2044-03-20 4.000000 1566282.38 143969.76 Agency Mortgage-Backed Securities Government National M 2043-09-20 3.250000 1058252.43 101463.77 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.000000 436679.93 451833.11 Agency Mortgage-Backed Securities Government National M 2049-06-20 3.000000 3595361.29 3576008.41 Agency Mortgage-Backed Securities Government National M 2032-11-15 6.500000 716.97 9.34 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.250000 10576871.08 297814.78 Agency Mortgage-Backed Securities Government National M 2049-05-20 2.414630 10835485.22 10517791.71 Agency Collateralized Mortgage Obligation United States Treasur 2037-02-15 0.000000 52.91 37.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 1.500000 52.91 52.56 U.S. Treasuries (including strips) Federal Home Loan Mor 2036-01-01 4.948000 2695.90 23.67 Agency Mortgage-Backed Securities Federal Farm Credit B 2038-04-05 3.980000 31747.57 32388.79 Agency Debentures and Agency Strips Federal National Mort 2047-04-01 4.000000 509581.88 395568.81 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 4.500000 107412.62 84632.68 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.000000 1312607.10 1401120.73 Agency Mortgage-Backed Securities Federal National Mort 2033-09-01 3.500000 1310762.04 1274740.69 Agency Mortgage-Backed Securities Federal National Mort 2041-08-01 4.500000 30689.32 3920.03 Agency Mortgage-Backed Securities Federal National Mort 2032-02-01 2.500000 2822096.25 2124941.96 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-08-01 4.000000 1480797.81 1073099.82 Agency Mortgage-Backed Securities Federal National Mort 2039-03-01 3.500000 8995145.63 7411190.18 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 2.39 1.78 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 16447240.88 10948451.29 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 0.16 0.10 U.S. Treasuries (including strips) Government National M 2042-04-20 3.875000 28603.50 5444.22 Agency Mortgage-Backed Securities Government National M 2043-07-20 3.250000 1415631.15 202384.41 Agency Mortgage-Backed Securities Government National M 2043-10-20 4.125000 2599707.14 351211.16 Agency Mortgage-Backed Securities Government National M 2046-05-20 3.000000 522065.55 178358.86 Agency Mortgage-Backed Securities Government National M 2048-06-20 4.500000 27629.38 14883.28 Agency Mortgage-Backed Securities Government National M 2048-06-20 3.500000 397711.90 291011.57 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-11-20 3.000000 15922973.98 16362813.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 4.000000 200989.12 92661.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 4.000000 107277.17 95095.18 Agency Mortgage-Backed Securities Federal National Mort 2049-04-25 4.250000 9024672.99 981285.25 Agency Collateralized Mortgage Obligation Federal National Mort 2036-04-01 6.000000 5307389.90 168777.71 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 466586.14 409562.58 Agency Mortgage-Backed Securities Federal National Mort 2048-01-01 2.835000 1929693.67 1209408.85 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 1581263.53 1506791.13 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 1992405.71 1988359.29 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 2.500000 11632628.15 11455617.77 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2037-08-01 4.500000 1682092.23 91308.02 Agency Mortgage-Backed Securities Government National M 2044-03-20 4.000000 4442864.87 350871.26 Agency Mortgage-Backed Securities Government National M 2043-06-20 3.875000 1706963.81 234885.45 Agency Mortgage-Backed Securities Government National M 2046-07-20 3.500000 615493.37 380334.18 Agency Mortgage-Backed Securities Government National M 2046-09-20 3.000000 946786.17 448359.78 Agency Mortgage-Backed Securities Government National M 2048-05-20 3.500000 118576.13 115644.81 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-05-20 3.500000 2731598.20 2111158.34 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-01-20 4.000000 169108.74 117331.89 Agency Mortgage-Backed Securities Government National M 2041-11-20 4.125000 1610223.66 148725.30 Agency Mortgage-Backed Securities Government National M 2035-08-15 5.000000 339623.89 31069.96 Agency Mortgage-Backed Securities United States Treasur 2023-11-15 0.000000 141594.17 132005.13 U.S. Treasuries (including strips) United States Treasur 2045-08-15 0.000000 0.01 0.01 U.S. Treasuries (including strips) Federal Home Loan Mor 2041-01-01 4.000000 129635.92 47136.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 4.000000 26662.14 12998.59 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-07-01 4.000000 1114868.93 962321.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-11-01 3.000000 8842639.28 5428024.98 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-06-15 6.500000 5285165.01 328637.93 Agency Collateralized Mortgage Obligation Federal National Mort 2028-11-01 3.500000 1003752.43 316852.89 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 2.500000 3035275.91 2416235.83 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 29176882.94 27070423.77 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.500000 835220.97 638498.57 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 7431979.80 6864146.66 Agency Mortgage-Backed Securities Government National M 2043-10-20 4.000000 14136083.00 1269688.14 Agency Mortgage-Backed Securities Government National M 2044-11-20 3.500000 563.52 32.68 Agency Mortgage-Backed Securities Government National M 2044-12-20 3.500000 223121.94 5081.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 4.000000 48999034.55 45537170.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-05-01 4.000000 1250537.42 1121608.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.000000 63187.19 64036.75 Agency Mortgage-Backed Securities Federal National Mort 2029-01-01 3.000000 664709.51 206364.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-05-01 3.000000 873058.25 461333.62 Agency Mortgage-Backed Securities Federal Home Loan Mor 2020-07-22 1.530000 2507000.00 2514182.55 Agency Debentures and Agency Strips Federal National Mort 2047-08-01 3.015000 10012.13 6709.21 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 923822.09 939523.06 Agency Mortgage-Backed Securities Government National M 2045-12-20 3.000000 5243724.38 1253274.32 Agency Mortgage-Backed Securities Government National M 2047-06-20 3.500000 854445.18 373825.32 Agency Mortgage-Backed Securities Government National M 2033-08-15 5.500000 1058252.43 104422.72 Agency Mortgage-Backed Securities Federal National Mort 2034-02-01 5.500000 793689.32 40028.05 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.405000 10827509.70 5856838.71 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 6.068000 833891.27 593794.96 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 539073.79 578065.59 Agency Mortgage-Backed Securities Federal National Mort 2036-07-01 2.377000 5502.38 599.10 Agency Mortgage-Backed Securities Federal National Mort 2038-01-01 7.000000 1125.98 37.31 Agency Mortgage-Backed Securities Federal Home Loan Ban 2036-08-08 2.790000 2799077.67 2755538.02 Agency Debentures and Agency Strips Federal Home Loan Mor 2049-04-01 4.000000 18399256.61 17606124.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 4.500000 74955.49 71063.26 Agency Mortgage-Backed Securities Federal National Mort 2044-02-01 4.500000 1640291.26 428326.96 Agency Mortgage-Backed Securities Government National M 2024-09-15 4.000000 595409.85 46897.57 Agency Mortgage-Backed Securities Government National M 2048-12-20 2.464630 20058268.89 17379790.05 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2021-02-15 7.875000 52.91 58.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 230751.94 248849.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-29 1.375000 105.83 106.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-15 0.000000 2.77 2.75 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-12-01 3.000000 546681.56 471770.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-04-01 4.000000 1924797.14 1964810.51 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 4.500000 825318.37 874315.81 Agency Mortgage-Backed Securities Federal Farm Credit B 2029-10-19 2.480000 108470.87 108020.84 Agency Debentures and Agency Strips Federal National Mort 2042-05-01 4.000000 10140699.65 4517656.14 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 4.334000 24986812.88 8436995.21 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 6.500000 9428080.93 74484.35 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 4.500000 650549.04 640624.43 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 4.000000 1664370.74 1633891.95 Agency Mortgage-Backed Securities Federal National Mort 2041-01-01 4.324000 268763.31 13253.61 Agency Mortgage-Backed Securities Government National M 2044-12-20 4.000000 1160546.28 144935.65 Agency Mortgage-Backed Securities Government National M 2047-03-20 2.500000 140276.12 46895.79 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 3760669.85 3078987.07 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-10-20 4.500000 8193843.24 5403756.49 Agency Mortgage-Backed Securities Government National M 2029-04-15 6.500000 26999.19 3995.05 Agency Mortgage-Backed Securities Government National M 2041-09-20 4.625000 917522.84 66288.72 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 529.13 443.61 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-04-23 0.000000 602304.37 599371.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-02-15 0.000000 10.84 7.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-05-15 0.000000 2.73 2.14 U.S. Treasuries (including strips) Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 1428640.78 1028157.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 4.000000 4923046.38 2255297.93 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-03-01 3.500000 322184.95 282653.61 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 4.500000 23474.68 20189.11 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-15 4.500000 1234503.84 1414848.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-09-25 2.239750 44105.84 43003.12 Agency Debentures and Agency Strips Federal National Mort 2048-07-01 4.500000 1123286.27 1009558.11 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-12-20 4.000000 100278.94 28315.29 Agency Mortgage-Backed Securities Government National M 2046-03-20 3.500000 353839.40 69699.67 Agency Mortgage-Backed Securities Government National M 2046-08-20 3.000000 228729.09 216879.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-04-20 3.500000 42202.58 40406.91 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.750000 998.46 38.60 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-05-21 0.000000 2388581.55 2374047.03 U.S. Treasuries (including strips) United States Treasur 2045-11-15 0.000000 188210.19 101842.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 10566491.74 10865253.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 138.76 78.96 U.S. Treasuries (including strips) Federal Home Loan Mor 2041-11-01 4.000000 3254337.86 1147551.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-09-01 6.500000 137864.36 67870.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-25 2.189750 1058.25 1005.98 Agency Debentures and Agency Strips Federal National Mort 2047-02-01 2.500000 1089476.69 884796.70 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.000000 1844551.44 449108.69 Agency Mortgage-Backed Securities Government National M 2042-11-20 4.125000 162503.13 20858.36 Agency Mortgage-Backed Securities Government National M 2043-04-20 3.875000 2645631.60 351265.47 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 2.500000 8388872.81 8398299.13 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-11-20 4.000000 19141511.69 13712061.58 Agency Mortgage-Backed Securities Government National M 2038-04-15 5.000000 7921349.59 119282.04 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-01-30 0.000000 2751.46 2747.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-15 2.625000 3116659.22 3165408.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 8.13 7.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 30.30 26.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 0.34 0.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 0.000000 33.58 18.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-02-15 0.000000 42.57 23.49 U.S. Treasuries (including strips) Government National M 2045-01-20 3.000000 983777.38 126652.68 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.000000 634951.46 615610.85 Agency Mortgage-Backed Securities Government National M 2040-03-20 5.000000 2638339.71 91151.75 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2033-06-20 3.500000 1411736.25 901632.15 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-01-21 0.000000 528967.48 528499.87 U.S. Treasuries (including strips) United States Treasur 2023-02-15 0.000000 52.91 50.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 515898.06 581112.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 2.625000 3228199.03 3316813.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 0.000000 2.71 2.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 10.84 9.17 U.S. Treasuries (including strips) United States Treasur 2041-05-15 0.000000 7331.86 4360.76 U.S. Treasuries (including strips) United States Treasur 2043-02-15 0.000000 39.01 22.10 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-06-01 3.500000 510643.31 486027.12 Agency Mortgage-Backed Securities Federal National Mort 2036-09-01 4.303000 648.71 11.09 Agency Mortgage-Backed Securities Federal National Mort 2033-05-01 3.500000 2852362.27 2886595.99 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2039-12-01 4.500000 599.50 49.65 Agency Mortgage-Backed Securities Federal National Mort 2036-07-01 4.000000 12228500.46 7480847.20 Agency Mortgage-Backed Securities Government National M 2026-12-15 2.500000 1198081.97 235996.42 Agency Mortgage-Backed Securities Government National M 2043-01-20 3.000000 295054.53 62407.85 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-06-20 3.500000 18550237.48 10551650.49 Agency Mortgage-Backed Securities Government National M 2048-10-20 3.500000 1159637.24 919247.45 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-02-20 4.500000 7827952.46 5727054.93 Agency Mortgage-Backed Securities Government National M 2047-02-20 2.000000 295214.86 184112.00 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.250000 13273806.23 946138.69 Agency Mortgage-Backed Securities Government National M 2045-05-20 3.250000 2563288.97 3119928.99 Agency Collateralized Mortgage Obligation Government National M 2049-09-20 2.334630 59253168.27 58989658.92 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-02-06 0.000000 6417189.80 6407166.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 19224531.06 19168036.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 23.26 18.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 21.70 12.70 U.S. Treasuries (including strips) Government National M 2044-12-20 4.125000 1429710.67 125169.02 Agency Mortgage-Backed Securities Government National M 2046-02-20 3.500000 1659936.66 500578.89 Agency Mortgage-Backed Securities Government National M 2047-10-20 4.000000 118514.22 117627.65 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.000000 10739331.88 10907558.20 Agency Mortgage-Backed Securities Government National M 2048-04-20 3.500000 1174274.46 426038.60 Agency Mortgage-Backed Securities Government National M 2049-07-20 5.000000 1834398.57 1942849.14 Agency Mortgage-Backed Securities Government National M 2049-07-20 4.500000 1025174.10 1105903.44 Agency Mortgage-Backed Securities Government National M 2038-12-20 5.500000 1782.10 7.20 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 2254077.67 2261471.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 0.000000 0.02 0.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-05-15 0.000000 0.07 0.04 U.S. Treasuries (including strips) Federal Home Loan Mor 2042-08-01 4.250000 528003.94 30878.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2036-01-01 7.000000 1915.44 322.74 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-07-01 4.000000 604430.40 382812.36 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 1556725.83 1278424.78 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-01-01 3.500000 15786.48 13277.03 Agency Mortgage-Backed Securities Government National M 2043-02-20 4.000000 3221182.29 406827.05 Agency Mortgage-Backed Securities Government National M 2044-02-20 4.000000 533.36 45.86 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 38081015.16 25533820.85 Agency Mortgage-Backed Securities Government National M 2048-06-20 4.000000 453171.73 271680.85 Agency Mortgage-Backed Securities Government National M 2048-06-20 3.500000 52912.62 34263.80 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 864765.26 679910.98 Agency Mortgage-Backed Securities Government National M 2049-03-20 2.474630 3672092.00 3375397.90 Agency Collateralized Mortgage Obligation United States Treasur 254900HROIFWPRGM1V77 2020-01-23 0.000000 60161.65 60105.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 5217660.68 5266977.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 52.91 52.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 0.000000 0.38 0.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 8.80 6.19 U.S. Treasuries (including strips) Federal Home Loan Mor 2049-04-01 4.000000 31452964.85 29100193.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 61963322.58 62028145.28 Agency Mortgage-Backed Securities Federal National Mort 2027-06-01 3.500000 39463.82 8575.41 Agency Mortgage-Backed Securities Federal National Mort 2027-04-01 3.886000 11801449.04 369064.62 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 4.000000 1349271.84 1338343.05 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.391000 501848.17 312194.03 Agency Mortgage-Backed Securities Federal National Mort 2034-10-01 2.500000 862697.96 852864.13 Agency Mortgage-Backed Securities Federal National Mort 2037-10-01 6.000000 6229571.70 1083124.60 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2034-01-01 3.500000 9506373.62 3501576.93 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-10-01 4.000000 1540597.53 1128005.46 Agency Mortgage-Backed Securities Government National M 2042-06-20 3.875000 833624.06 57509.54 Agency Mortgage-Backed Securities Government National M 2042-09-20 3.250000 3299109.35 305983.71 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-06-20 4.500000 2414210.84 1520953.11 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-11-20 4.500000 2579.49 1694.78 Agency Mortgage-Backed Securities Government National M 2039-12-20 5.000000 113148.88 3605.88 Agency Mortgage-Backed Securities Government National M 2040-09-20 4.500000 1962129.64 294948.78 Agency Mortgage-Backed Securities Government National M 2025-12-15 3.500000 3492233.01 442361.78 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2020-05-07 0.000000 985709.22 980303.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 2.625000 1350171.36 1371583.39 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 0.68 0.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 0.37 0.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 0.000000 43.05 36.67 U.S. Treasuries (including strips) United States Treasur 2035-11-15 0.000000 3.13 2.17 U.S. Treasuries (including strips) United States Treasur 2029-08-15 0.000000 0.07 0.06 U.S. Treasuries (including strips) United States Treasur 2045-05-15 0.000000 2.48 1.33 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 740776698.77 740776698.77 0.0120 N Y Y N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 2.193 05586FFX0 R0MUWSFPU8MPRO8K5P83 US05586FFX06 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-07-07 2020-07-07 N N N 0.0222 108027328.32 108027328.32 0.0017 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.988 05586FKX4 R0MUWSFPU8MPRO8K5P83 US05586FKX41 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-08-03 2020-08-03 N N N 0.0202 150027681.00 150027681.00 0.0024 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.920 05586FAT4 R0MUWSFPU8MPRO8K5P83 US05586FAT49 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-09 2020-05-07 2020-05-07 N N N 0.0195 70005859.70 70005859.70 0.0011 N N N N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 1.630 0SB001LD4 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-01-01 3.500000 50000000.00 41796988.58 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-01-01 3.000000 31089442.00 24538989.90 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2043-03-01 3.000000 80000000.00 41767782.29 Agency Mortgage-Backed Securities Federal National Mort 2049-04-01 3.500000 43430785.00 42007304.97 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.000000 75322964.00 40947390.84 Agency Mortgage-Backed Securities Federal National Mort 2031-12-01 2.800000 41732000.00 41833631.33 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.000000 35023110.00 35627972.20 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.000000 53579705.00 39739488.99 Agency Mortgage-Backed Securities Federal National Mort 2041-02-01 4.500000 319357058.00 40378141.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-08-01 3.500000 55567398.00 39680032.23 Agency Mortgage-Backed Securities Federal National Mort 2041-10-01 3.500000 200000000.00 40943079.61 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.930000 40995000.00 41097250.10 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.663000 40360541.00 39641947.77 Agency Mortgage-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 Y BOFA SECURITIES INC (REPO) 1.0000 8 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0163 500000000.00 500000000.00 0.0081 N N Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 1.640 0SC001O24 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N APPLE INC COM HWUPKR0MPOU8FGXBT394 2099-01-01 0.000000 162939.00 47499977.28 Equities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2099-01-01 5.200000 30.00 785.10 Equities EMERSON ELEC CO COM FGLT0EWZSUIRRITFOA30 2099-01-01 0.000000 374609.00 28635111.96 Equities GABELLI EQUITY TR INC 2099-01-01 5.000000 30.00 755.36 Equities GABELLI GLB SML & MD 2099-01-01 5.450000 1142.00 29612.97 Equities GLOBAL BLOOD THERAPEU 549300U4G0QKK99GRT15 2099-01-01 0.000000 518893.00 41060003.09 Equities NRG ENERGY INC COM NE 5E2UPK5SW04M13XY7I38 2099-01-01 0.000000 800467.00 31402320.41 Equities OFG BANCORP PERP PFD- 2099-01-01 7.125000 30.00 791.70 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.500000 30.00 756.00 Equities PITNEY BOWES INC NT 4 2043-03-07 6.700000 30.00 547.80 Equities QORVO INC COM 254900YAUJV2EUEVBR11 2099-01-01 0.000000 52178.00 6063605.38 Equities PLYMOUTH INDL REIT IN 2099-01-01 7.500000 116.00 3049.64 Equities STATE STR CORP DEP SH 549300ZFEEJ2IP5VME73 2099-01-01 5.900000 30.00 825.30 Equities SYNOPSYS INC COM QG7T915N9S0NY5UKNE63 2099-01-01 0.000000 205373.00 28567384.30 Equities TELEPHONE & DATA SYS 2061-12-01 5.875000 30.00 753.30 Equities MEDTRONIC PLC SHS 549300GX3ZBSQWUXY261 2099-01-01 0.000000 242623.00 27399415.39 Equities HILL ROM HLDGS INC CO JLZ01A0E2071OH26RE45 2099-01-01 0.000000 249373.00 28316304.15 Equities MONDELEZ INTL INC CL 549300DV9GIB88LZ5P30 2099-01-01 0.000000 259074.00 14249070.00 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.375000 30.00 760.64 Equities STAG INDL INC RED PFD 2099-01-01 6.875000 30.00 795.00 Equities STERLING BANCORP DEL 2099-01-01 6.500000 30.00 800.40 Equities WATFORD HOLDINGS LTD 2099-01-01 8.623130 30.00 768.00 Equities ACACIA COMMUNICATIONS 549300PZLTIVLKOBPB61 2099-01-01 0.000000 440088.00 29807160.24 Equities GOLDMAN SACHS GROUP I 2099-01-01 4.000000 1020.00 23368.20 Equities ALPHABET INC CAP STK 5493006MHB84DD0ZWV18 2099-01-01 0.000000 35455.00 47499418.05 Equities CAMDEN PPTY TR SH BEN 5493002MYX22OHYJBD89 2099-01-01 0.000000 111827.00 11776501.37 Equities CORPORATE BACKED CALL 2097-03-01 7.000000 30.00 175.50 Equities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-01-01 7.600000 30.00 757.20 Equities LIBERTY PPTY TR SH BE 2099-01-01 0.000000 469379.00 28256615.80 Equities NEVRO CORP COM 254900SH91I4BOYKUE38 2099-01-01 0.000000 146244.00 17113472.88 Equities NIAGARA MOHAWK PWR CO 2099-01-01 3.600000 152.00 14660.40 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.360000 992.00 19393.60 Equities STRATS TR FOR PROCTR& 2034-08-15 0.000000 30.00 660.00 Equities TSAKOS ENERGY NAVIGAT 2099-01-01 8.750000 30.00 741.50 Equities CAPITAL ONE FINL CORP 2099-01-01 6.000000 30.00 762.90 Equities CUSTOMERS BANCORP INC 2099-01-01 6.450000 30.00 777.00 Equities GABELLI UTIL TR PFD C 2099-01-01 5.375000 30.00 791.70 Equities STRATS TR WAL MART ST 2030-02-15 2.444630 30.00 705.00 Equities TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 2099-01-01 0.000000 179540.00 15562527.20 Equities COSTAMARE INC 8.87% C 2099-01-01 8.875000 30.00 802.28 Equities DYNAGAS LNG PARTNERS 2099-01-01 9.000000 30.00 695.40 Equities AMERICAN CAMPUS CMNTY 529900MR3ZXRO3W6UX26 2099-01-01 0.000000 196927.00 9184675.28 Equities APARTMENT INVT & MGMT 549300O8FT5GJ4RU1D57 2099-01-01 0.000000 595811.00 30469774.54 Equities BERKLEY W R CORP COM SQOAGCLKBDWNVYV1OV80 2099-01-01 0.000000 377543.00 25910776.09 Equities GAMCO GLOBAL GOLD NAT 2099-01-01 5.000000 30.00 751.20 Equities NEW YORK CMNTY BANCOR 2099-01-01 6.375000 30.00 840.00 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.000000 471.00 10069.98 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.300000 30.00 774.00 Equities PORTLAND GEN ELEC CO GJOUP9M7C39GLSK9R870 2099-01-01 0.000000 198917.00 11101557.77 Equities AMAZON COM INC COM ZXTILKJKG63JELOEG630 2099-01-01 0.000000 25718.00 47498317.02 Equities BANC OF CALIFORNIA IN 2099-01-01 7.375000 30.00 767.40 Equities BLUEROCK RESIDENTIAL 2099-01-01 7.625000 25.00 651.47 Equities GRACE W R & CO DEL NE 5493003X5Z6TVAXIPW56 2099-01-01 0.000000 445029.00 30742603.32 Equities LEGG MASON INC JR SUB 2056-03-15 6.375000 25.00 668.00 Equities MERCHANTS BANCORP IND 2099-01-01 7.000000 2781.00 77534.28 Equities STRATS TR UTD STS CEL 2033-12-15 6.375000 1158.00 11630.95 Equities COLONY CAP INC NEW 7. 2099-01-01 7.125000 30.00 715.80 Equities CUSTOMERS BANCORP INC 2099-01-01 6.500000 30.00 777.92 Equities FEDERAL AGRIC MTG COR 2099-01-01 6.000000 1025.00 29125.17 Equities FIRST REP BK SAN FRAN 2099-01-01 5.500000 30.00 809.10 Equities INTERNATIONAL BUSINES VGRQXHF3J8VDLUA7XE92 2099-01-01 0.000000 195918.00 26019869.58 Equities FEDERAL AGRIC MTG COR 2099-01-01 5.875000 30.00 789.00 Equities GDL FUND 4% CUM PFD S 2025-03-26 4.000000 1848.00 94209.38 Equities GAMING & LEISURE PPTY 5493006GWRDBCZYWTM57 2099-01-01 0.000000 568400.00 24367308.00 Equities NATIONAL RETAIL PPTYS 5493008JKH5SOTI0JS97 2099-01-01 0.000000 419112.00 22221318.24 Equities BFC CAP TR II PFD TR 2034-03-31 7.200000 1154.00 31556.13 Equities DISNEY WALT CO COM DI 549300GZKULIZ0WOW665 2099-01-01 0.000000 94798.00 13629108.46 Equities DRIVE SHACK INC PFD S 2099-01-01 8.050000 796.00 18865.20 Equities JERNIGAN CAP INC 7.0% 2099-01-01 7.000000 30.00 812.13 Equities OUTFRONT MEDIA INC CO 549300RZWDYU5722I639 2099-01-01 0.000000 940686.00 25285639.68 Equities ASHFORD HOSPITALITY T 2099-01-01 7.375000 30.00 649.50 Equities AUTODESK INC COM FRKKVKAIQEF3FCSTPG55 2099-01-01 0.000000 164956.00 30236434.80 Equities AVALONBAY CMNTYS INC K9G90K85RBWD2LAGQX17 2099-01-01 0.000000 146234.00 30361103.08 Equities GABELLI GLOBL UTIL & 2099-01-01 3.800000 30.00 1331.40 Equities MORGAN STANLEY DEP SH 2099-01-01 6.875000 30.00 850.80 Equities PPL CAP FDG INC JR SU 2073-04-30 5.900000 30.00 779.70 Equities PUBLIC STORAGE DEPSH1 2099-01-01 5.200000 25.00 632.61 Equities TWO HBRS INVT CORP 7. 2099-01-01 7.500000 30.00 760.50 Equities COSTCO WHSL CORP NEW 29DX7H14B9S6O3FD6V18 2099-01-01 0.000000 160940.00 47499831.60 Equities OFS CREDIT COMPANY IN 2099-01-01 6.875000 1800.00 46026.00 Equities OXFORD LANE CAP CORP 2099-01-01 6.750000 30.00 768.30 Equities PUBLIC STORAGE PFD SH 2099-01-01 5.150000 30.00 781.80 Equities SCE TR II TR PFD SECS 2099-01-01 5.100000 25.00 625.00 Equities STERIS PLC SHS USD 2099-01-01 0.000000 188482.00 28637955.08 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.800000 2802.00 57160.80 Equities PERFORMANCE FOOD GROU 549300EUK8GR9IT1YK57 2099-01-01 0.000000 494910.00 25492814.10 Equities POWER REIT PFD SER A 2099-01-01 7.750000 30.00 804.60 Equities SUNSTONE HOTEL INVS I 2099-01-01 6.450000 29.00 752.18 Equities HORIZON THERAPEUTICS 529900P0GSQ79OOZEV53 2099-01-01 0.000000 721052.00 25986714.08 Equities TEEKAY OFFSHORE PARTN 2099-01-01 8.875000 30.00 667.50 Equities ELLSWORTH GRWTH AND I 2099-01-01 5.250000 418.00 10734.24 Equities FACEBOOK INC CL A BQ4BKCS1HXDV9HN80Z93 2099-01-01 0.000000 232376.00 47499978.16 Equities TRUIST FINL CORP DEP 2099-01-01 5.625000 30.00 825.30 Equities RAYTHEON CO COM NEW YR6K3WJN0KKLUPZSNL57 2099-01-01 0.000000 104366.00 22980349.54 Equities REGIONAL HEALTH PPTYS 2099-01-01 10.875000 4918.00 20360.52 Equities SUMMIT HOTEL PPTYS IN 2099-01-01 6.450000 30.00 771.58 Equities COSTAMARE INC PFD SER 2099-01-01 8.750000 30.00 777.60 Equities CORPORATE BACKED TR C 2034-02-15 6.345000 1400.00 40040.00 Equities DYNAGAS LNG PARTNERS 2099-01-01 8.750000 30.00 603.00 Equities MERCADOLIBRE INC COM 549300DKPDN9M5S8GB14 2099-01-01 0.000000 81356.00 47499700.60 Equities TECH DATA CORP COM 549300EK847TAWPJWF34 2099-01-01 0.000000 98535.00 14145684.60 Equities VISTRA ENERGY CORP CO 549300KP43CPCUJOOG15 2099-01-01 0.000000 1553271.00 35445644.22 Equities DIANA SHIPPING INC PE 2099-01-01 8.875000 30.00 766.28 Equities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 950000000.00 950000000.00 0.0153 N Y Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 1.940 0MLP03AI8 8NAV47T0Y26Q87Y0QP81 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ARALCO FIN S A SR GLB 2020-05-07 0.000000 2425000.00 54562.50 Corporate Debt Securities LEHMAN BRTH HLD RICI 2038-05-11 0.000000 218862000.00 121249.55 Corporate Debt Securities ROPER TECHNOLOGIES IN 54930003T4SXCIWVXY35 2028-09-15 4.200000 3516000.00 3900263.64 Corporate Debt Securities SANTANDER HLDGS USA I 549300SMVCQN2P0O6I58 2024-06-07 3.500000 3867733.00 3988507.26 Corporate Debt Securities TONON LUXEMBOURG SA R 2024-10-31 6.500000 164168.00 1924.57 Corporate Debt Securities EXIDE TECHNOLOGIES SR 2020-04-30 11.000000 62721.00 61028.54 Corporate Debt Securities UNION PACIFIC CORP SR 549300LMMRSZZCZ8CL11 2024-02-15 3.646000 4026000.00 4309601.50 Corporate Debt Securities EMPRESA NACIONAL DEL 549300YP3P0JZBLIV197 2047-09-14 4.500000 4075000.00 4211512.50 Corporate Debt Securities JEFFERIES GROUP LLC / 2034-12-23 3.000000 4179000.00 4145874.46 Corporate Debt Securities LUMBERMENS MUT CAS CO 2026-07-01 0.000000 1841000.00 18.41 Corporate Debt Securities SABINE PASS LIQUEFACT 549300KJYBG7C6WJYZ11 2021-02-01 5.625000 4000000.00 4205205.00 Corporate Debt Securities PACIFIC GAS & ELEC CO 2045-03-15 0.000000 15000.00 15300.00 Corporate Debt Securities CENCOSUD S A SR REGS 2025-02-12 5.150000 3930000.00 4160068.75 Corporate Debt Securities DEAN FOODS CO NEW SR 2023-03-15 0.000000 1030000.00 149350.00 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-05-01 9.375000 12494000.00 124940.00 Corporate Debt Securities ANTHEM INC SR GLBL NT 8MYN82XMYQH89CTMTH67 2043-01-15 4.650000 3460000.00 3992191.25 Corporate Debt Securities ODEBRECHT FINANCE LTD 2099-01-01 0.000000 2754000.00 105147.72 Corporate Debt Securities INDUSTRIAS META PES M 2025-12-30 8.500000 612661.00 104831.20 Corporate Debt Securities INFRAESTRUCTURA ENERG 2028-01-14 3.750000 4279000.00 4235318.54 Corporate Debt Securities AMBAC LSNI LLC SR SEC 2023-02-12 6.944630 204829.00 169254.76 Corporate Debt Securities AMERICAN TOWER CORP N 5493006ORUSIL88JOE18 2029-08-15 3.800000 3824198.00 4166710.17 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2025-02-15 8.000000 6940000.00 69400.00 Corporate Debt Securities MARATHON OIL CORP SR 1FRVQX2CRLGC1XLP5727 2027-07-15 4.400000 3795000.00 4210426.00 Corporate Debt Securities MURRAY ENERGY CORP SR 2021-04-15 0.000000 2000000.00 20.00 Corporate Debt Securities WINDSTREAM CORP SR NT 2023-08-01 0.000000 585000.00 76050.00 Corporate Debt Securities ZIMMER BIOMET HLDGS I 2P2YLDVPES3BXQ1FRB91 2020-04-01 2.700000 414000.00 417036.69 Corporate Debt Securities ODEBRECHT FINANCE LTD 2020-04-21 0.000000 1730000.00 69217.30 Corporate Debt Securities ODEBRECHT FINANCE LTD 2023-04-05 0.000000 1400000.00 112000.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2022-06-26 0.000000 200000.00 8002.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2029-06-27 0.000000 1105000.00 55250.00 Corporate Debt Securities CENCOSUD S A SR GLBL 2027-07-17 4.375000 4375000.00 4391095.75 Corporate Debt Securities CITIGROUP INC 3.352%2 6SHGI4ZSSLCXXQSBB395 2025-04-24 3.352000 3863000.00 4047131.18 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2023-06-15 6.375000 1231000.00 615.50 Corporate Debt Securities MV24 CAP B V SR SEC G 2034-06-01 6.748000 34000.00 35384.92 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2022-09-01 7.750000 610000.00 305.00 Corporate Debt Securities MURRAY ENERGY CORP SR 2024-04-15 0.000000 6368000.00 63.68 Corporate Debt Securities PACIFIC GAS & ELEC CO 2042-04-15 0.000000 114000.00 116565.00 Corporate Debt Securities ALLIANCE DATA SYSTEMS 2024-12-15 4.750000 100000.00 100006.94 Corporate Debt Securities CB SANDRIDGE ENERGY I 2022-10-16 0.000000 360000.00 4062.96 Corporate Debt Securities ODEBRECHT OIL & GAS F 2099-12-31 0.000000 13474623.00 64408.70 Corporate Debt Securities CANADIAN NAT RES LTD 549300T15RIMIKZC5Q38 2047-06-01 4.950000 3145000.00 3857460.44 Corporate Debt Securities GOLDMAN SACHS GROUP S 784F5XWPLTWKTBV3E584 2038-10-31 4.017000 3515000.00 3860049.97 Corporate Debt Securities SCHAHIN II FINANCE CO 2023-09-25 0.000000 1050000.00 68407.50 Corporate Debt Securities AUTOMOTORES GILDEMEIS 2021-05-23 7.500000 129000.00 59642.84 Corporate Debt Securities GENERAL ELEC CAP CORP 3C7474T6CDKPR9K6YT90 2038-01-14 5.875000 3331000.00 4149127.84 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2043-03-15 3.900000 3815000.00 3975439.83 Corporate Debt Securities VODAFONE GROUP PLC NE 213800TB53ELEUKM7Q61 2028-05-30 4.375000 2015000.00 2243069.45 Corporate Debt Securities ODEBRECHT FINANCE LTD 2025-04-25 0.000000 1433000.00 74501.67 Corporate Debt Securities SAMARCO MINERACAO SA 2023-10-24 0.000000 248000.00 167400.00 Corporate Debt Securities ULTRA RESOURCES INC S VZ4O3I6KP00FINKB5W86 2022-04-15 6.875000 1019000.00 116495.05 Corporate Debt Securities SPARC EM LTD SR SEC G 2022-12-05 0.000000 6960000.00 4236987.15 Corporate Debt Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-10 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0197 75000000.00 75000000.00 0.0012 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 2.080 0SC001NW9 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGNC INVT CORP CUM 1/ 2099-01-01 7.000000 2674.00 69443.78 Equities AVID BIOSERVICES INC 2099-01-01 10.500000 1234.00 32910.78 Equities BANC OF CALIFORNIA IN 2099-01-01 7.000000 2337.00 61790.28 Equities COMMERCE BANCSHARES I 2099-01-01 6.000000 2257.00 58320.88 Equities FEDERAL AGRIC MTG COR 2099-01-01 6.000000 1025.00 29125.17 Equities GENERAL FIN CORP DEL 2099-01-01 9.000000 119.00 12475.96 Equities INNOVATIVE INDL PPTYS 2099-01-01 9.000000 4260.00 126990.60 Equities KEYCORP NEW DEP SHS 1 RKPI3RZGV1V1FJTH5T61 2099-01-01 6.125000 726.00 20720.04 Equities LADENBURG THALMAN FIN 549300VFWKFWGJQPSE62 2099-01-01 0.000000 35852.00 124406.44 Equities NATIONAL RETAIL PPTYS 5493008JKH5SOTI0JS97 2099-01-01 0.000000 565824.00 29999988.48 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.500000 3834.00 89332.20 Equities PITNEY BOWES INC COM 549300N2O26NW4ST6W55 2099-01-01 0.000000 879613.00 3430490.70 Equities PITNEY BOWES INC NT 4 2043-03-07 6.700000 30.00 547.80 Equities SOUTHERN CALIF EDISON 2099-01-01 4.320000 1623.00 37512.24 Equities TWO HBRS INVT CORP PF 2099-01-01 8.125000 238.00 6616.40 Equities TWO HBRS INVT CORP 7. 2099-01-01 7.500000 30.00 760.50 Equities VORNADO RLTY TR PFD S 2099-01-01 5.400000 2116.00 53365.52 Equities WELLS FARGO & CO NEW 2099-01-01 5.500000 1662.00 43128.90 Equities DYNAGAS LNG PARTNERS 2099-01-01 9.000000 30.00 695.40 Equities ABEONA THERAPEUTICS I 54930002Z8PIJRCB4576 2099-01-01 0.000000 65734.00 229411.66 Equities ALLSTATE CORP DP SHS OBT0W1ED8G0NWVOLOJ77 2099-01-01 5.100000 3742.00 97628.78 Equities CHS INC CLASS B SER 4 2099-01-01 7.500000 85.00 2322.20 Equities ENERGY TRANSFER OPERA 2099-01-01 7.625000 9825.00 244053.00 Equities PRUDENTIAL PLC PER SU 2099-01-01 6.500000 2946.00 80720.40 Equities RENAISSANCERE HOLDING 2099-01-01 5.375000 116.00 2946.40 Equities TSAKOS ENERGY NAVIGAT 2099-01-01 9.250000 4046.00 94878.70 Equities SEASPAN CORP CUM RD P 2099-01-01 8.250000 97.00 2513.27 Equities TEEKAY LNG PARTNERS L 2099-01-01 8.500000 1445.00 37541.10 Equities METLIFE INC PFD A FLT C4BXATY60WC6XEOZDX54 2099-01-01 4.000000 1555.00 38657.30 Equities NGL ENERGY PARTNERS L 2099-01-01 9.625000 883.00 22604.80 Equities OFG BANCORP PFD A 7.1 2099-01-01 7.125000 1245.00 32587.88 Equities OAKTREE CAP GROUP LLC 2099-01-01 6.625000 305.00 8250.25 Equities PPL CAP FDG INC JR SU 2073-04-30 5.900000 30.00 779.70 Equities PRIORITY TECHNOLOGY H 549300ZS6DXD7ROBKB40 2099-01-01 0.000000 241.00 602.50 Equities REGIONAL HEALTH PPTYS 2099-01-01 10.875000 4918.00 20360.52 Equities STERLING BANCORP DEL 2099-01-01 6.500000 30.00 800.40 Equities SUMMIT HOTEL PPTYS IN 2099-01-01 6.250000 3425.00 87337.50 Equities TECH DATA CORP COM 549300EK847TAWPJWF34 2099-01-01 0.000000 208971.00 29999876.76 Equities URSTADT BIDDLE PPTYS 2099-01-01 6.250000 3901.00 103610.56 Equities VORNADO RLTY TR PFD S 2099-01-01 5.700000 153.00 3877.02 Equities WAITR HLDGS INC COM 549300SZSHOJN5P4DJ61 2099-01-01 0.000000 27312.00 8193.60 Equities ANNALY CAP MGMT INC 6 2099-01-01 6.950000 354.00 9161.52 Equities ARLINGTON ASSET INVT 2099-01-01 8.250000 634.00 13510.54 Equities BBX CAP CORP NEW CL A 549300HWTUPNFVNT5B06 2099-01-01 0.000000 659.00 3110.48 Equities CIM COML TR CORP PFD 2099-01-01 5.500000 240.00 6463.20 Equities CEMTREX INC PFD SER 1 2099-01-01 10.000000 6750.00 4792.50 Equities CITIGROUP INC DEP SHS 2099-01-01 7.125000 25.00 710.50 Equities DIGITAL RLTY TR INC 6 2099-01-01 6.350000 2134.00 55590.70 Equities ELLSWORTH GRWTH AND I 2099-01-01 5.250000 2042.00 52438.56 Equities ENDURANCE INTL GROUP 549300UTQC2651SB0W88 2099-01-01 0.000000 116220.00 535774.20 Equities FEDERAL AGRIC MTG COR 2099-01-01 5.700000 4428.00 120381.82 Equities GMAC CAP TR I GTD TR 2040-02-15 7.694880 1938.00 50446.14 Equities GABELLI GLOBL UTIL & 2099-01-01 3.800000 30.00 1331.40 Equities NATIONAL RETAIL PPTYS 2099-01-01 5.200000 4113.00 105004.89 Equities NUSTAR ENERGY LP RED 2099-01-01 7.625000 1433.00 30895.48 Equities PUBLIC STORAGE 5.05% 2099-01-01 5.050000 165.00 4273.50 Equities AXIS CAPITAL HOLDINGS 2099-01-01 5.500000 2695.00 67833.15 Equities PARTNERRE LTD PFD SER 2099-01-01 6.500000 744.00 19552.32 Equities DYNAGAS LNG PARTNERS 2099-01-01 8.750000 30.00 603.00 Equities PUBLIC STORAGE DEP SH 2099-01-01 4.950000 1380.00 35314.20 Equities SOTHERLY HOTELS INC P 2099-01-01 8.000000 907.00 23799.68 Equities SPIRIT RLTY CAP INC N 2099-01-01 6.000000 767.00 19903.65 Equities US BANCORP DEL PFD B N1GZ7BBF3NP8GI976H15 2099-01-01 3.500000 5123.00 110246.96 Equities VEREIT INC PFD SER F 2099-01-01 6.700000 4438.00 113035.86 Equities WELLS FARGO CO NEW DE 2099-01-01 5.200000 2241.00 57190.32 Equities WELLS FARGO & CO NEW 2099-01-01 6.000000 6024.00 156443.28 Equities GOLAR LNG PARTNERS LP 2099-01-01 8.750000 8950.00 230462.50 Equities LEGG MASON INC JR SUB 2056-03-15 6.375000 25.00 668.00 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.000000 4752.00 101597.76 Equities PARTY CITY HOLDCO INC 549300BUAG9YASF5Q703 2099-01-01 0.000000 403604.00 896000.88 Equities PRUDENTIAL FINL INC J 2052-12-15 5.750000 4889.00 127456.23 Equities PRUDENTIAL FINL INC J 2053-03-15 5.700000 2851.00 73840.90 Equities PUBLIC STORAGE DEPSH1 2099-01-01 5.200000 25.00 632.61 Equities ROCKWELL MED INC COM 529900Y6YUB5X93MMD77 2099-01-01 0.000000 33913.00 80034.68 Equities SITE CENTERS CORP DEP 2099-01-01 6.250000 943.00 23933.34 Equities SOUTHERN CALIF EDISON 2099-01-01 4.780000 1288.00 31742.63 Equities ZIONS BANCORPORATION 2099-01-01 5.750000 1532.00 39108.59 Equities ASPEN INSURANCE HOLDI 2099-01-01 5.625000 1241.00 32700.35 Equities BROOKFIELD PROPERTY P 2099-01-01 6.375000 793.00 20816.25 Equities NORDIC AMERICAN TANKE 213800W4T8AMPKIPIU94 2099-01-01 0.000000 41458.00 201485.88 Equities HOEGH LNG PARTNERS LP 2099-01-01 8.750000 1871.00 48814.39 Equities TARGA RESOURCES PARTN 2099-01-01 9.000000 665.00 17216.85 Equities US BANCORP DEL PFD 1/ 2099-01-01 5.150000 929.00 24070.39 Equities WELLS FARGO CO NEW DE PBLD0EJDB5FWOLXP3B76 2099-01-01 5.850000 8107.00 220348.26 Equities SEASPAN CORP PERP PFD 2099-01-01 8.000000 1427.00 37744.15 Equities TEEKAY OFFSHORE PARTN 2099-01-01 7.250000 1308.00 27597.62 Equities ADAMAS PHARMACEUTICAL 529900JBG6S9MXH83I79 2099-01-01 0.000000 41665.00 152910.55 Equities CAPITAL ONE FINL CORP 2099-01-01 6.200000 4916.00 127521.04 Equities CITIZENS FINL GROUP I 2099-01-01 6.350000 2512.00 70712.80 Equities COSTCO WHSL CORP NEW 29DX7H14B9S6O3FD6V18 2099-01-01 0.000000 101646.00 29999800.44 Equities CUSTOMERS BANCORP INC 2099-01-01 6.500000 30.00 777.92 Equities FIFTH THIRD BANCORP 6 2099-01-01 6.000000 125.00 3431.25 Equities GABELLI HLTHCARE & WE 2099-01-01 5.760000 208.00 5439.20 Equities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2099-01-01 4.000000 504.00 11526.48 Equities HILLMAN GROUP CAP TR 2027-09-30 11.600000 2485.00 84117.25 Equities ING GROEP N V PERP DB 2099-01-01 6.125000 1647.00 42871.41 Equities ANTERO RES CORP COM APVBKPOULHUX7YZLKU17 2099-01-01 0.000000 111297.00 306066.75 Equities ARCH CAP GROUP LTD 5. 2099-01-01 5.450000 1117.00 28941.47 Equities ARMOUR RESIDENTIAL RE 2099-01-01 7.875000 965.00 24265.99 Equities ASHFORD HOSPITALITY T 2099-01-01 7.375000 30.00 649.50 Equities BLUEROCK RESIDENTIAL 2099-01-01 7.625000 25.00 651.47 Equities BRIGHTHOUSE FINL INC 2099-01-01 6.600000 5931.00 164110.77 Equities CAPITAL ONE FINL CORP 2099-01-01 6.000000 30.00 762.90 Equities FIRST REP BK SAN FRAN 2099-01-01 5.500000 30.00 809.10 Equities GABELLI EQUITY TR INC 2099-01-01 5.000000 2280.00 57820.80 Equities IBERIABANK CORP DSHS 2099-01-01 6.600000 1484.00 41373.92 Equities KIMCO RLTY CORP 5.25% 2099-01-01 5.250000 2566.00 67152.22 Equities MFA FINL INC PFD SER 2099-01-01 7.500000 1314.00 33901.20 Equities NATIONAL GEN HLDGS CO 2099-01-01 7.500000 5259.00 132684.57 Equities PS BUSINESS PKS INC C 2099-01-01 5.200000 2291.00 58809.97 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.500000 30.00 756.00 Equities PLYMOUTH INDL REIT IN 2099-01-01 7.500000 3742.00 98377.18 Equities RIBBON COMMUNICATIONS 549300L1E8Z8RL7CUL52 2099-01-01 0.000000 8285.00 25517.80 Equities SLM CORP PFD SER B 4K8SLPBF5DXXGPW03H93 2099-01-01 3.593630 1410.00 75294.00 Equities SERITAGE GROWTH PPTYS 2099-01-01 7.000000 3472.00 90751.48 Equities TWO HBRS INVT CORP 7. 2099-01-01 7.750000 5237.00 133124.54 Equities TSAKOS ENERGY NAVIGAT 2020-10-30 8.875000 2562.00 65830.85 Equities TEEKAY OFFSHORE PARTN 2099-01-01 8.500000 757.00 16792.08 Equities AG MTG INVT TR INC 8. 2099-01-01 8.250000 5491.00 140185.23 Equities ANNALY CAP MGMT INC P 2099-01-01 6.500000 517.00 13033.57 Equities CHS INC PFD B SR 2 RS 2099-01-01 7.100000 125.00 3377.50 Equities COMMUNITY HEALTH SYS 2099-01-01 0.000000 36.00 101.16 Equities DCP MIDSTREAM LP 7.87 2099-01-01 7.875000 1151.00 27773.63 Equities DIGITAL RLTY TR INC 5 2099-01-01 5.850000 1871.00 51471.21 Equities ENZO BIOCHEM INC COM 5299001N23WBO4XQ2P60 2099-01-01 0.000000 13689.00 36275.85 Equities FIRST REP BK SAN FRAN 2099-01-01 5.700000 1484.00 37854.61 Equities FLUENT INC COM 549300P3G8O165ICY429 2099-01-01 0.000000 27346.00 65630.40 Equities HIGHPOINT RES CORP CO 549300F0PA3NW6D2OO63 2099-01-01 0.000000 23025.00 38451.75 Equities NEW YORK MTG TR INC R 2099-01-01 7.750000 391.00 9778.91 Equities SOUTHERN CALIF EDISON 2099-01-01 4.080000 1500.00 34005.00 Equities TELEPHONE & DATA SYS 2060-03-15 7.000000 1775.00 45067.25 Equities TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 2099-01-01 0.000000 233748.00 20261276.64 Equities WELLS FARGO CO NEW DE 2099-01-01 5.250000 2867.00 72764.46 Equities ASPEN INSURANCE HOLDI 2099-01-01 5.625000 959.00 25442.27 Equities STERIS PLC SHS USD 2099-01-01 0.000000 8503.00 1291945.82 Equities WATFORD HOLDINGS LTD 2099-01-01 8.623130 30.00 768.00 Equities GLOBAL SHIP LEASE INC 2099-01-01 8.750000 431.00 10775.00 Equities CHIMERA INVT CORP 7.7 2099-01-01 7.750000 44.00 1144.00 Equities CITIGROUP INC DEP SHS 2099-01-01 6.875000 6494.00 183390.56 Equities CONSUMERS ENERGY CO P 2099-01-01 4.500000 100.00 10800.00 Equities CORPORATE BACKED CALL 2097-03-01 7.000000 30.00 175.50 Equities ALLSTATE CORP 5.625 D 2099-01-01 5.625000 596.00 14882.12 Equities ARLINGTON ASSET INVT 549300LA9ZT7L8G7IT53 2099-01-01 0.000000 11244.00 63078.84 Equities BANC OF CALIFORNIA IN 2099-01-01 7.375000 30.00 767.40 Equities CHERRY HILL MTG INVT 2099-01-01 8.250000 417.00 10812.81 Equities CHROMADEX CORP COM NE 529900OPI7B8JPXCVS70 2099-01-01 0.000000 33.00 144.21 Equities CUSTOMERS BANCORP INC 2099-01-01 7.000000 788.00 20161.22 Equities DISNEY WALT CO COM DI 549300GZKULIZ0WOW665 2099-01-01 0.000000 208666.00 29999910.82 Equities DRIVE SHACK INC PFD S 2099-01-01 8.050000 2166.00 51334.20 Equities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-01-01 7.600000 30.00 757.20 Equities FORTRESS BIOTECH INC 2099-01-01 9.375000 3825.00 78527.25 Equities FORUM ENERGY TECHNOLO 549300SF93HLCR1REE27 2099-01-01 0.000000 18691.00 31027.06 Equities GLADSTONE COML CORP P 2099-01-01 7.000000 218.00 5635.30 Equities GLOBAL NET LEASE INC 2099-01-01 7.250000 154.00 4050.82 Equities HOVNANIAN ENTERPRISES 2099-01-01 7.625000 6798.00 27531.90 Equities ISTAR INC PFD G 7.65% 2099-01-01 7.650000 247.00 6288.62 Equities MCDONALDS CORP COM UE2136O97NLB5BYP9H04 2099-01-01 0.000000 84803.00 16698558.73 Equities MERCHANTS BANCORP IND 2099-01-01 6.000000 396.00 10335.60 Equities MORGAN STANLEY DEP FI IGJSJL3JD5P30I6NJZ34 2099-01-01 6.375000 3455.00 97983.80 Equities NEXTERA ENERGY CAP HL 2073-01-15 5.000000 3424.00 87722.88 Equities OXFORD LANE CAP CORP 2099-01-01 6.750000 30.00 768.30 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.000000 665.00 14064.75 Equities AMERICAN HOMES 4 RENT 2099-01-01 5.875000 476.00 12423.60 Equities ASHFORD HOSPITALITY T 2099-01-01 7.500000 545.00 11799.25 Equities ALLSTATE CORP DEP 1/1 2099-01-01 5.625000 3428.00 93858.64 Equities ALPHABET INC CAP STK 5493006MHB84DD0ZWV18 2099-01-01 0.000000 22392.00 29998786.32 Equities ANWORTH MORTGAGE ASSE 2099-01-01 6.250000 57.00 1288.20 Equities ARLINGTON ASSET INVT 2099-01-01 7.000000 125.00 2641.73 Equities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2099-01-01 5.200000 30.00 785.10 Equities BROOKFIELD PROPERTY R 2099-01-01 6.375000 2631.00 65906.55 Equities CAPITAL ONE FINL CORP 2099-01-01 5.200000 2911.00 74754.48 Equities DHI GROUP INC COM 529900489RAC0CU0AO81 2099-01-01 0.000000 10377.00 31131.00 Equities DU PONT E I DE NEMOUR 2099-01-01 3.500000 828.00 72449.92 Equities ENERGY TRANSFER OPERA 2099-01-01 7.375000 2140.00 52087.60 Equities F N B CORP FLA DEP SH 2099-01-01 7.250000 1339.00 40370.85 Equities GCI LIBERTY INC CUM P 2039-03-14 7.000000 1761.00 46631.28 Equities GABELLI DIVD & INCOME 2099-01-01 5.875000 1022.00 26497.29 Equities IBERIABANK CORP 6.10% 2099-01-01 6.100000 207.00 5547.60 Equities INTERSTATE PWR & LT C 2099-01-01 5.100000 847.00 21632.38 Equities DRIVE SHACK INC PFD S 2099-01-01 9.750000 450.00 11713.50 Equities EXANTAS CAP CORP 8.62 2099-01-01 8.625000 531.00 14161.77 Equities GABELLI UTIL TR PFD C 2099-01-01 5.375000 30.00 791.70 Equities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2099-01-01 5.500000 871.00 23414.83 Equities METLIFE INC DEP SHS P 2099-01-01 5.625000 1798.00 49157.32 Equities MORGAN STANLEY DEP SH IGJSJL3JD5P30I6NJZ34 2099-01-01 7.125000 772.00 22164.12 Equities NEW YORK CMNTY BANCOR 2099-01-01 6.375000 30.00 840.00 Equities OXFORD LANE CAP CORP 2023-06-30 7.500000 5039.00 128343.33 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.800000 2802.00 57160.80 Equities PUMA BIOTECHNOLOGY IN 2099-01-01 0.000000 11008.00 92577.28 Equities RAMACO RES INC COM 5493001BYUI4TCQOPF70 2099-01-01 0.000000 12644.00 43811.46 Equities REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 2099-01-01 5.700000 1332.00 36963.00 Equities SOUTHWEST GAS HOLDING 2099-01-01 0.000000 383.00 28962.46 Equities SUMMIT HOTEL PPTYS IN 2099-01-01 6.450000 30.00 771.58 Equities SYNOVUS FINL CORP 5.8 2099-01-01 5.875000 1622.00 43372.28 Equities TRUIST FINL CORP DEP 549300DRQQI75D2JP341 2099-01-01 5.200000 310.00 8056.90 Equities TWO HBRS INVT CORP 7. 2099-01-01 7.250000 728.00 19073.60 Equities AMERICAN FIN TR INC 7 2099-01-01 7.500000 669.00 16898.94 Equities AMERICAN HOMES 4 RENT 2099-01-01 5.875000 2386.00 62226.88 Equities AMAZON COM INC COM ZXTILKJKG63JELOEG630 2099-01-01 0.000000 16243.00 29999034.27 Equities AMERICAN HOMES 4 RENT 2099-01-01 6.250000 299.00 8016.19 Equities ASHFORD HOSPITALITY T 2099-01-01 7.500000 50.00 1096.51 Equities BRAEMAR HOTELS & RESO 2099-01-01 8.250000 4616.00 122827.61 Equities CAMDEN PPTY TR SH BEN 5493002MYX22OHYJBD89 2099-01-01 0.000000 284873.00 29999975.63 Equities CASA SYS INC COM 549300PNQ0GUDHNZLG66 2099-01-01 0.000000 414311.00 1677959.55 Equities CITIGROUP INC DEP SHS 2099-01-01 6.300000 3316.00 87144.48 Equities COLONY CAP INC NEW 7. 2099-01-01 7.125000 800.00 19032.00 Equities CUSTOMERS BANCORP INC 2099-01-01 6.450000 30.00 777.00 Equities DIGITAL RLTY TR INC 5 2099-01-01 5.250000 2659.00 68256.53 Equities DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 2099-01-01 5.750000 93.00 2591.91 Equities FACEBOOK INC CL A BQ4BKCS1HXDV9HN80Z93 2099-01-01 0.000000 146763.00 29999824.83 Equities GAMCO NAT RES GOLD & 2099-01-01 5.200000 915.00 23112.90 Equities GENIE ENERGY LTD PFD- 2099-01-01 7.500000 4196.00 37659.10 Equities GLADSTONE INVT CORP P 2099-01-01 6.250000 618.00 15857.88 Equities HUNTINGTON BANCSHARES 2099-01-01 6.250000 3744.00 97493.76 Equities KANSAS CITY SOUTHERN 2099-01-01 4.000000 286.00 9192.04 Equities MANNKIND CORP COM NEW 213800GFBCNY1ZFST722 2099-01-01 0.000000 39.00 51.09 Equities MERCADOLIBRE INC COM 549300DKPDN9M5S8GB14 2099-01-01 0.000000 51383.00 29999964.55 Equities MORGAN STANLEY PFD A IGJSJL3JD5P30I6NJZ34 2099-01-01 4.000000 2038.00 45875.38 Equities MORGAN STANLEY DEP SH 2099-01-01 6.875000 30.00 850.80 Equities NRG ENERGY INC COM NE 5E2UPK5SW04M13XY7I38 2099-01-01 0.000000 764720.00 29999965.60 Equities NATIONAL GEN HLDGS CO 2099-01-01 7.500000 1311.00 33207.63 Equities NEVRO CORP COM 254900SH91I4BOYKUE38 2099-01-01 0.000000 256366.00 29999949.32 Equities NEW YORK MTG TR INC 8 2099-01-01 8.000000 54.00 1355.40 Equities OFG BANCORP 7% PFD SE 2099-01-01 7.000000 148.00 3855.40 Equities PNC FINL SVCS GROUP I 2099-01-01 6.125000 1941.00 53163.99 Equities PENNYMAC MTG INVT TR 2099-01-01 8.125000 1362.00 36093.00 Equities PRIORITY INCOME FUND 2029-06-30 7.000000 1615.00 40665.70 Equities PUBLIC STORAGE DEP1/1 2099-01-01 5.375000 669.00 16939.08 Equities SCIENTIFIC GAMES CORP 529900JXALYBOHXKFM62 2099-01-01 0.000000 1429.00 38168.59 Equities SOTHERLY HOTELS INC 8 2099-01-01 8.250000 3461.00 89951.39 Equities STRATS TR UTD STS CEL 2033-12-15 6.375000 1616.00 16231.10 Equities STRATS TR WAL MART ST 2030-02-15 2.444630 30.00 705.00 Equities WEBSTER FINL CORP CON 2099-01-01 5.250000 3169.00 81950.34 Equities TSAKOS ENERGY NAVIGAT 2099-01-01 8.750000 30.00 741.50 Equities COSTAMARE INC PERP PF 2099-01-01 8.500000 1529.00 39052.19 Equities DIANA SHIPPING INC PE 2099-01-01 8.875000 30.00 766.28 Equities AMERICAN INTL GROUP I 2099-01-01 5.850000 1648.00 45072.80 Equities ARCH CAP GROUP LTD DS 2099-01-01 5.250000 2120.00 53869.20 Equities BANCROFT FUND LTD PFD 2099-01-01 5.375000 1148.00 29274.00 Equities CAI INTERNATIONAL INC 2099-01-01 8.500000 545.00 14262.65 Equities COLONY CAP INC NEW 8. 2099-01-01 8.250000 4687.00 118534.23 Equities CORPORATE BACKED TR C 2034-02-15 6.345000 1400.00 40040.00 Equities CORTS TR J C PENNEY C 2097-03-01 7.625000 12314.00 77085.64 Equities CYMABAY THERAPEUTICS 549300YT9GNL852E7F84 2099-01-01 0.000000 60436.00 118454.56 Equities ENSTAR GROUP LTD 7% D 213800AMAL5QFXVUCN04 2099-01-01 7.000000 753.00 20526.78 Equities FEDERAL REALTY INVT T 2099-01-01 5.000000 563.00 14643.63 Equities FIRST REP BK SAN FRAN 2099-01-01 5.125000 7099.00 186419.74 Equities FIRST REP BK SAN FRAN 2099-01-01 5.500000 1683.00 43842.15 Equities GABELLI MULTIMEDIA TR 2099-01-01 5.125000 171.00 4343.40 Equities GABELLI GLOBL UTIL & 2099-01-01 7.000000 1415.00 73109.80 Equities GABELLI GLB SML & MD 2099-01-01 5.450000 1142.00 29612.97 Equities GAMING & LEISURE PPTY 5493006GWRDBCZYWTM57 2099-01-01 0.000000 699790.00 29999997.30 Equities GOLDMAN SACHS GROUP I 2099-01-01 6.300000 6360.00 169239.60 Equities MONDELEZ INTL INC CL 549300DV9GIB88LZ5P30 2099-01-01 0.000000 545454.00 29999970.00 Equities AMERICAN CAMPUS CMNTY 529900MR3ZXRO3W6UX26 2099-01-01 0.000000 643224.00 29999967.36 Equities AMERISERV FINL CAP TR 2028-06-30 8.450000 1481.00 42015.97 Equities ANNALY CAP MGMT INC P 2099-01-01 7.500000 1541.00 39557.47 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2099-01-01 0.000000 102908.00 29999740.16 Equities ASSOCIATED BANC CORP 2099-01-01 5.875000 148.00 3941.24 Equities BFC CAP TR II PFD TR 2034-03-31 7.200000 1154.00 31556.13 Equities BERKSHIRE HATHAWAY IN 5493000C01ZX7D35SD85 2099-01-01 0.000000 125408.00 28312110.08 Equities CHS INC PFD CL B 2099-01-01 7.875000 2500.00 68300.00 Equities CHIMERIX INC COM 5299002IR2GXUBEPKS66 2099-01-01 0.000000 1171.00 2377.13 Equities COLONY CAP INC NEW 8. 2099-01-01 8.750000 3823.00 96721.90 Equities DCP MIDSTREAM LP 7.95 2099-01-01 7.950000 969.00 23992.44 Equities DRIVE SHACK INC COM 549300BOELL93IDPTJ73 2099-01-01 0.000000 12.00 43.80 Equities ISTAR INC PFD SER D 2099-01-01 8.000000 1037.00 26518.58 Equities KEYCORP NEW DEP SHS P 2099-01-01 5.650000 6497.00 174379.48 Equities KIMCO RLTY CORP 5.125 2099-01-01 5.125000 1299.00 33735.03 Equities LANDMARK INFRASTRUCTU 2099-01-01 8.000000 33.00 879.45 Equities PNC FINL SVCS GROUP I 2099-01-01 5.375000 2916.00 74649.60 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.000000 1930.00 41977.50 Equities U S WELL SVCS INC CL 2099-01-01 0.000000 12826.00 21162.90 Equities WATERSTONE FINL INC M 5493002KM21XRC2DCQ02 2099-01-01 0.000000 62288.00 1194683.84 Equities MAIDEN HOLDINGS LTD P 2099-01-01 8.250000 12109.00 81979.14 Equities GASLOG PARTNERS LP 8. 2099-01-01 8.500000 827.00 20032.01 Equities CAI INTERNATIONAL INC 2099-01-01 8.500000 825.00 21450.00 Equities CABCO TR FOR J C PENN 2097-03-01 7.625000 2516.00 16001.76 Equities CATALYST PHARMACEUTIC 5299004O0R5XXLA5H544 2099-01-01 0.000000 2024.00 7428.08 Equities CHICKEN SOUP FOR THE 2099-01-01 9.750000 1262.00 32319.82 Equities COLONY CAP INC NEW 7. 2099-01-01 7.125000 30.00 715.80 Equities FIFTH THIRD BANCORP D 2099-01-01 6.625000 2215.00 63459.75 Equities GAMCO GLOBAL GOLD NAT 2099-01-01 5.000000 30.00 751.20 Equities GLADSTONE LD CORP RED 2099-01-01 6.375000 918.00 23500.80 Equities GLOBAL PARTNERS LP 9. 2099-01-01 9.750000 1853.00 49938.35 Equities LULULEMON ATHLETICA I 549300D9GZ4BMLDW5T40 2099-01-01 0.000000 340.00 78482.20 Equities NGL ENERGY PARTNERS L 2099-01-01 9.000000 3339.00 87181.29 Equities NATIONAL GEN HLDGS CO 2099-01-01 7.500000 1261.00 31865.47 Equities NEW RESIDENTIAL INVT 2099-01-01 7.125000 395.00 10242.39 Equities PS BUSINESS PKS INC C 2099-01-01 5.200000 770.00 19703.15 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.500000 518.00 9919.70 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.375000 5732.00 147942.92 Equities PRIORITY INCOME FUND 2025-06-30 6.375000 1480.00 36348.65 Equities PUBLIC STORAGE 5.60 D 2099-01-01 5.600000 4434.00 123398.22 Equities QORVO INC COM 254900YAUJV2EUEVBR11 2099-01-01 0.000000 258153.00 29999960.13 Equities STRATS TR FOR PROCTR& 2034-08-15 0.000000 30.00 660.00 Equities TCF FINANCIAL CORPORA 2099-01-01 5.700000 686.00 18103.54 Equities LANDMARK INFRASTRUCTU 2099-01-01 7.900000 72.00 1846.80 Equities MARCHEX INC CL B 2099-01-01 0.000000 310.00 1165.60 Equities MERCHANTS BANCORP IND 2099-01-01 7.000000 3448.00 96130.24 Equities MORGAN STANLEY NONCM IGJSJL3JD5P30I6NJZ34 2099-01-01 5.850000 3805.00 108404.45 Equities NIAGARA MOHAWK PWR CO 2099-01-01 3.600000 152.00 14660.40 Equities NIAGARA MOHAWK PWR CO 2099-01-01 3.900000 152.00 15504.00 Equities OFG BANCORP PERP PFD- 2099-01-01 7.125000 30.00 791.70 Equities OLD SECOND CAP TR I P 2033-06-30 7.800000 380.00 3963.40 Equities ORBCOMM INC COM 529900PSC8WVCY267I23 2099-01-01 0.000000 13862.00 56279.72 Equities PS BUSINESS PKS INC C 2099-01-01 5.250000 2161.00 55991.51 Equities QEP RES INC COM Q6JQDZPXKEDQKVK58165 2099-01-01 0.000000 408413.00 1821521.98 Equities REGIONS FINL CORP NEW CW05CS5KW59QTC0DG824 2099-01-01 6.375000 2529.00 64717.11 Equities REXFORD INDL RLTY INC 2099-01-01 5.875000 1265.00 32599.05 Equities SOTHERLY HOTELS INC 7 2099-01-01 7.875000 477.00 12306.60 Equities SYNOVUS FINL CORP PER 2099-01-01 6.300000 16.00 425.28 Equities TECTONIC FINANCIAL IN 2099-01-01 9.000000 1845.00 18911.25 Equities TRUIST FINL CORP DEP 2099-01-01 5.625000 30.00 825.30 Equities VALHI INC NEW COM 2099-01-01 0.000000 52400.00 96940.00 Equities ATHENE HLDG LTD 6.35 2099-01-01 6.350000 6722.00 189560.40 Equities COSTAMARE INC 8.87% C 2099-01-01 8.875000 30.00 802.28 Equities TEEKAY OFFSHORE PARTN 2099-01-01 8.875000 30.00 667.50 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.360000 992.00 19393.60 Equities PENNYMAC MTG INVT TR 2099-01-01 8.000000 1645.00 43214.15 Equities PUBLIC STORAGE PFD SH 2099-01-01 5.150000 30.00 781.80 Equities SCE TR III FXD/FLT RT 2099-01-01 5.750000 460.00 11348.20 Equities THE CHARLES SCHWAB CO 549300VSGCJ7E698NM85 2099-01-01 6.000000 3545.00 92240.90 Equities STATE STR CORP DEP SH 549300ZFEEJ2IP5VME73 2099-01-01 5.900000 30.00 825.30 Equities TAUBMAN CTRS INC PFD 2099-01-01 6.250000 793.00 20594.21 Equities TRISTATE CAP HLDGS IN 2099-01-01 6.750000 809.00 21454.68 Equities WINTRUST FINL CORP PF 2099-01-01 6.500000 698.00 20116.36 Equities COSTAMARE INC PFD SER 2099-01-01 8.750000 30.00 777.60 Equities GASLOG PARTNERS LP 8. 2099-01-01 8.200000 1083.00 26945.04 Equities SAFE BULKERS INC RED 2099-01-01 8.000000 4094.00 92115.00 Equities CEDAR REALTY TRUST IN 2099-01-01 6.500000 453.00 10464.30 Equities CITIGROUP CAP XIII TR 2040-10-30 8.305500 7047.00 196118.01 Equities GDL FUND 4% CUM PFD S 2025-03-26 4.000000 1848.00 94209.38 Equities GLOBAL BLOOD THERAPEU 549300U4G0QKK99GRT15 2099-01-01 0.000000 379122.00 29999923.86 Equities HARTFORD FINL SVCS GR 2042-04-15 7.875000 698.00 19830.18 Equities HECLA MNG CO COM 5493009Y6HOBZD1QD537 2099-01-01 0.000000 957177.00 3235258.26 Equities INVESTORS REAL ESTATE 2099-01-01 6.625000 1452.00 38332.80 Equities JERNIGAN CAP INC 7.0% 2099-01-01 7.000000 30.00 812.13 Equities NAVIENT CORPORATION S 2043-12-15 6.000000 120.00 2866.80 Equities PACIFIC GAS & ELEC CO 2099-01-01 6.000000 5192.00 136964.96 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.375000 30.00 760.64 Equities POWER REIT PFD SER A 2099-01-01 7.750000 30.00 804.60 Equities PUBLIC STORAGE PFD BE 2099-01-01 4.900000 1391.00 35662.18 Equities SCE TR II TR PFD SECS 2099-01-01 5.100000 25.00 625.00 Equities SCE TR IV PFD SER J 2099-01-01 5.375000 1022.00 25151.42 Equities SOUTHERN CALIF EDISON 2099-01-01 4.240000 59.00 1345.20 Equities TELEPHONE & DATA SYS 2059-11-15 6.875000 1141.00 29084.09 Equities VALLEY NATL BANCORP 5 2099-01-01 5.500000 657.00 17265.96 Equities WELLS FARGO CO NEW DE 2099-01-01 6.625000 3474.00 99669.06 Equities GASLOG LTD PFD SHS SE 2099-01-01 8.750000 893.00 22673.27 Equities PROTHENA CORP PLC SHS 5299009ZXQ8NIIJ8OL30 2099-01-01 0.000000 26716.00 421311.32 Equities KAYNE ANDERSN MLP MID 2020-04-15 3.500000 4665.00 117138.15 Equities OVERSTOCK COM INC DEL 549300ACR0DL9U7EI710 2099-01-01 0.000000 269736.00 1869270.48 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.300000 30.00 774.00 Equities PORTLAND GEN ELEC CO GJOUP9M7C39GLSK9R870 2099-01-01 0.000000 537538.00 29999995.78 Equities STATE STR CORP DEP SH 549300ZFEEJ2IP5VME73 2099-01-01 5.350000 1743.00 48490.26 Equities TELEPHONE & DATA SYS 2061-12-01 5.875000 30.00 753.30 Equities TRUIST FINL CORP DEP 2099-01-01 5.200000 4544.00 117416.96 Equities VORNADO RLTY TR 5.25% 2099-01-01 5.250000 1434.00 36841.61 Equities LIBERTY GLOBAL PLC SH 549300BSGXG3QLIQYT84 2099-01-01 0.000000 479380.00 10345020.40 Equities PARTNERRE LTD REDPFD 2099-01-01 5.875000 3124.00 80364.90 Equities ANWORTH MORTGAGE ASSE N2KM5OGWVS7HLNUACF84 2099-01-01 0.000000 165913.00 585672.89 Equities ASHFORD HOSPITALITY T 2099-01-01 8.450000 17.00 427.56 Equities ASSOCIATED BANC CORP 2099-01-01 5.375000 4983.00 128611.23 Equities CBL & ASSOC PPTYS INC 2099-01-01 6.625000 2096.00 9348.16 Equities CHS INC RED PFD SER3 2099-01-01 6.750000 1088.00 28832.00 Equities CHERRY HILL MTG INVT 2099-01-01 8.200000 852.00 21835.65 Equities COLONY CAP INC NEW 7. 2099-01-01 7.500000 516.00 12913.52 Equities COMPASS DIVERSIFIED H 2099-01-01 7.875000 1607.00 41332.04 Equities CORTS TR PECO ENERGY 2028-04-06 8.000000 1010.00 32370.50 Equities DUKE ENERGY CORP NEW 2073-01-15 5.125000 445.00 11512.15 Equities EPR PPTYS 5.750% CUM 2099-01-01 5.750000 3499.00 90309.19 Equities ENTRAVISION COMMUNICA 549300SKHY2ALCLKV539 2099-01-01 0.000000 38865.00 101826.30 Equities FEDERAL AGRIC MTG COR 2099-01-01 5.875000 30.00 789.00 Equities GABELLI EQUITY TR INC 2099-01-01 5.000000 30.00 755.36 Equities GABELLI HLTHCARE & WE 2099-01-01 5.875000 496.00 12732.32 Equities GOLDMAN SACHS GROUP I 2099-01-01 4.000000 1020.00 23368.20 Equities NUSTAR ENERGY LP PFD 2099-01-01 8.500000 1220.00 29158.00 Equities OFS CREDIT COMPANY IN 2099-01-01 6.875000 1800.00 46026.00 Equities 1347 PPTY INS HLDGS I 2099-01-01 8.000000 691.00 18449.70 Equities PENNSYLVANIA RL ESTAT 2099-01-01 6.875000 48.00 917.28 Equities REPUBLIC FIRST BANCOR 2099-01-01 0.000000 5126.00 21477.94 Equities SCE TR V PFD SEC 2099-01-01 5.450000 486.00 12009.06 Equities STAG INDL INC RED PFD 2099-01-01 6.875000 30.00 795.00 Equities SUNSTONE HOTEL INVS I 2099-01-01 6.450000 30.00 778.12 Equities TEXAS CAP BANCSHARES 2099-01-01 6.500000 1259.00 32671.05 Equities WASHINGTON PRIME GROU 2099-01-01 7.500000 225.00 4860.00 Equities WELLS FARGO & CO NEW PBLD0EJDB5FWOLXP3B76 2099-01-01 5.625000 4457.00 118288.78 Equities TSAKOS ENERGY NAVIGAT 2099-01-01 9.500000 205.00 4886.38 Equities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 Y BOFA SECURITIES INC. 1.0000 3 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0208 600000000.00 600000000.00 0.0097 N N Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 1.950 0MLP03AD9 8NAV47T0Y26Q87Y0QP81 0000065100 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CURO GROUP HLDGS CORP 54930007KH8KCGJ4YE72 2025-09-01 8.250000 5472000.00 4937226.00 Corporate Debt Securities DBUBS MTG TR 2011-LC2 2044-07-12 4.000000 19654000.00 18803988.52 Private Label Collateralized Mortgage Obligations EVEREST ACQ LLC/FINAN 2026-05-15 7.750000 12518000.00 8919075.00 Corporate Debt Securities HILTON DOMESTIC OPER 5493003EG7H0N1E4XV50 2030-01-15 4.875000 4455000.00 4836923.44 Corporate Debt Securities PACIFIC GAS & ELEC CO 2043-11-15 0.000000 7412000.00 7634360.00 Corporate Debt Securities WAMU PTC WMALT 2007-H 2037-02-25 2.052000 9340000.00 1400897.26 Private Label Collateralized Mortgage Obligations AI CANDELARIA SPAIN S 2028-12-15 7.500000 4440000.00 4992225.00 Corporate Debt Securities GRUPO POSADAS S A DE 2022-06-30 7.875000 5286000.00 4955677.86 Corporate Debt Securities GSAA HEQ TR 2006-17 A 2036-11-25 2.032000 3598333.00 715972.26 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE COM T 2031-12-15 4.739750 12882000.00 12800365.42 Private Label Collateralized Mortgage Obligations PENNEY J C CORP INC S 2037-04-01 7.400000 11920000.00 4270869.78 Corporate Debt Securities PROMERICA FINL CORP S 2024-05-14 9.700000 4530000.00 4773009.33 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 6.300000 4296000.00 4688847.72 Corporate Debt Securities PACIFIC GAS & ELEC CO 2022-08-15 0.000000 4432000.00 4454160.00 Corporate Debt Securities VALEANT PHARMACEUTICA KOO0397YRO83WY5MGD97 2026-04-01 9.250000 4344000.00 5094938.83 Corporate Debt Securities OWNIT MTG LN TR 2006- 2037-01-25 6.000000 9124000.00 8802765.25 Private Label Collateralized Mortgage Obligations FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2022-09-15 10.500000 9480000.00 4911825.00 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2025-09-15 11.000000 8804000.00 4684461.67 Corporate Debt Securities SANCHEZ ENERGY CORP S 2023-02-15 0.000000 7953651.00 5169873.15 Corporate Debt Securities LIGHT SERVICOS DE ELE 2023-05-03 7.250000 4165000.00 4509608.63 Corporate Debt Securities COMM MTG TR 2014-FL5 2031-08-15 6.266000 2481500.00 2219354.37 Private Label Collateralized Mortgage Obligations FIRSTENERGY SOLUTIONS 2021-08-15 0.000000 8732000.00 7727820.00 Corporate Debt Securities SUNOCO LP/SUNOCO FIN 2027-04-15 6.000000 4326000.00 4672080.00 Corporate Debt Securities CRC ESCROW ISSUER LLC 2025-10-15 5.250000 4115000.00 4304032.81 Corporate Debt Securities CWALT INC 2006-OA2 X- 2046-05-20 0.000000 324676000.00 1702558.02 Private Label Collateralized Mortgage Obligations FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2027-09-01 5.000000 3950000.00 4230252.50 Corporate Debt Securities GSAA HEQ TR 2006-20 2 2037-01-25 1.842000 10000000.00 856951.60 Private Label Collateralized Mortgage Obligations GOLDEN NUGGET INC SR 2024-10-15 6.750000 4095000.00 4296238.54 Corporate Debt Securities MGM RESORTS INTERNATI 54930066VBP7DZEGGJ87 2022-03-15 7.750000 4860000.00 5546981.25 Corporate Debt Securities 1011778 B.C. UNLIMITE 2028-01-15 4.375000 5005000.00 5054963.11 Corporate Debt Securities OWENS & MINOR INC NEW 549300LMT5KQQXCEZ733 2021-09-15 3.875000 4500000.00 4393359.37 Corporate Debt Securities JP MORGAN CHASE COM T 2031-12-15 5.239750 6270000.00 6237040.05 Private Label Collateralized Mortgage Obligations MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2027-02-15 4.185000 4290000.00 4666490.40 Corporate Debt Securities PENNEY J C CORP INC S 8TDNUQ07MEFMWW1VHP39 2036-10-15 6.375000 13219000.00 4405644.84 Corporate Debt Securities ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 2023-02-15 6.625000 4933000.00 5112504.33 Corporate Debt Securities AMSTED INDS INC SR GL N2VLGYMEEBIU3PFSUY86 2030-05-15 4.625000 4250000.00 4278894.10 Corporate Debt Securities FERRELLGAS L P / FERR 2022-01-15 6.750000 4896000.00 4313070.00 Corporate Debt Securities FXI HOLDINGS INC SR S 549300VLKCUZW3MSVS50 2024-11-01 7.875000 4950000.00 4815885.94 Corporate Debt Securities GREAT WOLF TRUST 2019 2036-12-15 2.756000 10000000.00 9959615.56 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2007-8 A3 2037-08-25 2.242000 25700000.00 5699762.07 Private Label Collateralized Mortgage Obligations HCA HEALTHCARE INC SR 529900PH4ZGUH2MNEU89 2021-02-15 6.250000 4846000.00 5171590.63 Corporate Debt Securities JP MORGAN CHASE COM T 2031-12-15 5.239750 4275000.00 4247961.60 Private Label Collateralized Mortgage Obligations VALE S A SR NT 5.625% 254900SMTWBX7RU2SR20 2042-09-11 5.625000 3797000.00 4521434.38 Corporate Debt Securities SAMARCO MINERACAO SA 2024-09-26 0.000000 8213000.00 5543775.00 Corporate Debt Securities JP MORGAN CHASE COM T 2031-12-15 4.739750 11020000.00 10977704.09 Private Label Collateralized Mortgage Obligations TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2024-09-01 4.625000 4656000.00 4928518.27 Corporate Debt Securities ENBRIDGE INC SUB GLBL 98TPTUM4IVMFCZBCUR27 2077-07-15 5.500000 4545000.00 4798194.37 Corporate Debt Securities WAMU PTC WMALT 2007-H 2037-02-25 1.882000 25000000.00 2403225.32 Private Label Collateralized Mortgage Obligations ALLEGHENY TECHNOLOGIE ZW1LRE7C3H17O2ZN9B45 2027-12-01 5.875000 4645743.00 4906840.21 Corporate Debt Securities CCO HLDGS LLC / CCO H 2023-05-01 5.125000 5250000.00 5399096.35 Corporate Debt Securities COMM MTG TR 2014-FL5 2031-08-15 5.416000 6540000.00 6243889.38 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-2 2A 2035-12-25 2.512000 446510.00 395726.14 Private Label Collateralized Mortgage Obligations GTCR AP FINANCE INC S 2027-05-15 8.000000 5186000.00 5445300.00 Corporate Debt Securities T MOBILE USA INC SR G 549300V2JRLO5DIFGE82 2024-01-15 6.500000 4460000.00 4721185.03 Corporate Debt Securities VALE OVERSEAS LTD SR 254900BA3U6G5DNV5V04 2026-08-10 6.250000 1959000.00 2347088.78 Corporate Debt Securities YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 2024-04-04 8.750000 4681000.00 4650118.40 Corporate Debt Securities GSAA HEQ TR 2007-5 2A 2037-05-25 1.932000 6060000.00 991783.39 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-06 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0198 271800000.00 271800000.00 0.0044 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.900 0MLP03AE7 8NAV47T0Y26Q87Y0QP81 0000065100 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AIR CANADA 2015-1 A 2 2028-09-15 3.600000 335000.00 288244.15 Asset-Backed Securities BAMLL TRUST 2011-FSHN 2033-07-11 5.615000 3250000.00 3354546.63 Private Label Collateralized Mortgage Obligations BAYVIEW FINANCIAL TR 2044-08-28 4.551630 5000000.00 4649217.20 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 2.328803 14719000.00 681083.13 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-RT 2057-07-28 4.190000 367300.00 384888.45 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 2.200000 14382000.00 777954.34 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 0.000000 9191000.00 250555.85 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 4.040000 686450.00 722459.41 Asset-Backed Securities BREAMER HTLS RES TR 2 2035-06-15 2.789750 670000.00 667867.32 Private Label Collateralized Mortgage Obligations CIM TRUST 2019-INV2 B 2049-05-25 4.807578 4189000.00 4164742.39 Private Label Collateralized Mortgage Obligations COLT MTG LN TR 2018-3 2048-10-26 3.692000 100000.00 50116.40 Private Label Collateralized Mortgage Obligations FPL GROUP CAP INC JR 2066-10-01 4.166130 13076000.00 11644584.02 Corporate Debt Securities HPS LN MGMT LTD 2015- 2031-02-05 2.890500 320000.00 319003.63 Asset-Backed Securities INDYMAC MBS 2004-IP2 2034-12-25 4.280862 50774000.00 2164507.70 Private Label Collateralized Mortgage Obligations LONGTRAIN LEASING III 2045-01-15 4.060000 12800000.00 13204910.93 Asset-Backed Securities MORGAN STANLEY CAP I 2033-08-15 2.589750 175000.00 174605.72 Private Label Collateralized Mortgage Obligations NCUA GUARN NTS TR 201 2020-12-08 2.273130 1500000.00 475664.04 Private Label Collateralized Mortgage Obligations OAKS MTG TR SER 2015- 2046-04-25 0.500000 60000000.00 14396.45 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC XX 2036-09-22 2.293630 1000000.00 767177.50 Asset-Backed Securities PRIME MTG TR 2003-3 P 2034-01-25 0.000000 3191802.00 23215.23 Private Label Collateralized Mortgage Obligations TICP CLO 2015-4R C-R 2027-07-20 3.615880 792500.00 781033.57 Asset-Backed Securities THORNBURG MTG TR 2005 2045-04-25 4.607958 204995000.00 8033921.49 Private Label Collateralized Mortgage Obligations TOWD POINT MTG TR 201 2055-04-25 2.750000 105000.00 38572.51 Asset-Backed Securities TOWD PT MTG TR 2018-3 2058-05-25 3.875000 3110000.00 3241722.58 Asset-Backed Securities CARLYLE GLBL MRKT STG 2032-01-20 3.285880 323000.00 324993.07 Asset-Backed Securities DBWF MTG TR 2016-85T 2036-12-11 3.791000 736000.00 790740.63 Private Label Collateralized Mortgage Obligations DISCOVER CARD EXE TR 549300CKCX1QE4RUW216 2025-04-15 2.099750 400000.00 400369.56 Asset-Backed Securities ELARA HGV TMSHR ISS L 2034-01-25 2.610000 1000000.00 890157.43 Asset-Backed Securities ENTERPRISE FLEET FNC RKWYUSIDZTWNAX1D9U96 2022-02-22 2.040000 200000.00 130630.73 Asset-Backed Securities JPMBB COML MTG SEC TR 2045-11-17 0.271212 76047000.00 855869.16 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2015 2045-06-25 0.277790 171687000.00 570048.32 Private Label Collateralized Mortgage Obligations L2L EDUCATION LN TR 2 2031-06-15 2.105380 500000.00 228365.58 Asset-Backed Securities LONG BEACH MTG LN TR 2034-10-25 2.352000 8700000.00 129619.47 Asset-Backed Securities MBRT 2019-MBR C 20361 2036-11-17 3.160000 6435000.00 6412196.50 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014- 2047-06-17 3.600000 260000.00 272170.08 Private Label Collateralized Mortgage Obligations NCUA GUARAN NTS TR 20 2020-10-07 2.163130 9060000.00 989569.80 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET 2003 2033-12-25 3.936204 30037000.00 3318809.05 Private Label Collateralized Mortgage Obligations VENTURE XXVI CLO 2017 2029-01-22 3.415880 550000.00 553661.28 Asset-Backed Securities VORNADO FIN CO 2010-V 2028-09-14 2.969600 700000.00 62812.14 Private Label Collateralized Mortgage Obligations ALESCO PREFERRED FDG 2034-12-23 2.638880 8943000.00 967746.95 Other Instrument collateralized debt obligation BYVW OPP MST FD IVB 2 2057-10-28 4.250000 459550.00 479886.06 Asset-Backed Securities BENEFT ST PRT CLO VII 549300D98ZLKNSI8CN63 2031-01-20 3.065880 980000.00 983358.06 Asset-Backed Securities COMM 2010-C1 D 204607 2046-07-12 6.106884 120000.00 122368.01 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 201 54930025J96YEH8FQE77 2048-11-18 3.156700 500000.00 502408.95 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC23 2048-10-13 3.598000 170000.00 177699.88 Private Label Collateralized Mortgage Obligations CATAMARAN CLO 2014-1 2030-04-22 4.353250 5000000.00 4884123.26 Asset-Backed Securities THORNBURG MTG TR 2007 2037-09-25 3.959748 147395000.00 8979521.32 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2017-5 2057-02-26 2.992000 847000.00 852940.48 Asset-Backed Securities 280 PARK AVE 2017-280 2034-09-15 2.619750 202285.00 202460.25 Private Label Collateralized Mortgage Obligations US AIRWAYS PT TRUST 2 2026-12-03 4.625000 700000.00 447288.25 Asset-Backed Securities UNITED AIRLINES PT CE 2028-03-03 3.750000 867000.00 715615.68 Asset-Backed Securities WAMU MTG CERT 2003-S1 2033-11-25 0.000000 1227198.00 78490.87 Private Label Collateralized Mortgage Obligations BROADCOM CORP/BROADCO 2027-01-15 3.875000 10455000.00 11048116.51 Corporate Debt Securities CAPITAL ONE CC TR 201 2026-03-16 2.089750 570000.00 569744.49 Asset-Backed Securities CARLYLE GLBL MKT 2014 2031-04-17 2.972130 450000.00 448569.87 Asset-Backed Securities SFAVE COML MTG TR 201 2043-01-08 4.144000 238000.00 247771.38 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TR 2 2042-01-25 2.069630 25000000.00 23472795.28 Asset-Backed Securities SOUND PNT CLO IV-R LT 549300HOEGQTNS4MTZ12 2031-04-18 3.153250 470000.00 468322.89 Asset-Backed Securities BA CREDIT CARD TR 201 5493006DQ60M1CRKHH19 2022-08-15 1.950000 250000.00 250252.38 Asset-Backed Securities KOITERE FD TR 2017-RT 2057-07-28 2.050000 9317000.00 463659.47 Asset-Backed Securities BLUEMOUNTAIN CLO 2016 2030-11-15 4.109880 2600000.00 2493975.93 Asset-Backed Securities CD 2019-CD8 MTG TR X- 2057-08-17 0.706392 64000000.00 3527938.43 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2012-G 2045-11-13 4.448000 42293000.00 43590215.60 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-G 2047-11-13 4.513288 150000.00 153219.71 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2017 2047-08-25 0.481355 93689000.00 725190.85 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013 2046-10-17 3.973000 400000.00 308732.37 Private Label Collateralized Mortgage Obligations MORTGAGE IT TR 2005-5 2035-12-25 2.312000 45000000.00 4787823.05 Private Label Collateralized Mortgage Obligations NAVIENT PRIV ED LN TR 54930094LU45XF2CP718 2029-02-15 2.989750 1420000.00 558452.71 Asset-Backed Securities NEW RESI MTG TR 2017- 2057-06-25 3.292000 362000.00 327064.81 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 20 2057-03-25 1.372370 3595500.00 91551.83 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 20 2057-03-25 4.000000 1663000.00 924815.59 Private Label Collateralized Mortgage Obligations PALMER SQUARE CLO LTD 549300UP5H2PFBIITY41 2031-01-17 3.132130 250000.00 250673.82 Asset-Backed Securities SOUND PNT CLO II LTD 549300Q00FJ0WHHYC788 2031-01-27 3.005630 250000.00 249475.84 Asset-Backed Securities AGATE BAY MTG TR 2013 2043-07-25 0.104754 400743000.00 536140.57 Private Label Collateralized Mortgage Obligations AMER AIRLINES PT TR 2 2028-04-01 3.700000 979000.00 755314.51 Asset-Backed Securities AMER AIRLINES PT TR 2 2029-03-22 4.000000 450000.00 400500.47 Asset-Backed Securities KOITERE FD TR 2017-RT 2057-07-28 4.150000 465850.00 486629.50 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 0.000000 112077000.00 83739.18 Asset-Backed Securities BRAVO RES FDG TR 2019 2044-10-25 4.060871 14055000.00 14329707.01 Private Label Collateralized Mortgage Obligations C-BASS ABS 2006-MH1 M 2036-10-25 6.250000 10800000.00 8186535.86 Asset-Backed Securities COMM MTG TR 2013-CCRE 2046-10-15 0.131033 77000000.00 411376.69 Private Label Collateralized Mortgage Obligations CARLYLE GLOBAL MKT ST 2030-10-15 3.700880 2000000.00 1922611.54 Asset-Backed Securities COLT MTG LN TR 2019-2 2049-05-25 3.337000 145000.00 100518.85 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLINES 2022-12-15 6.703000 876000.00 46604.66 Asset-Backed Securities DRB PRIME ST LN TR 20 2031-07-25 3.170000 6760000.00 1543980.45 Asset-Backed Securities DRYDEN 64 CLO LTD 201 2031-04-18 2.973250 500000.00 497285.84 Asset-Backed Securities FLAGSTAR MTG TR 2018- 2048-10-25 5.022124 6449000.00 6338328.68 Private Label Collateralized Mortgage Obligations 245 PK AVE TR 2017-24 2037-06-05 0.149400 44000000.00 577295.40 Private Label Collateralized Mortgage Obligations WILLIS ENGINE STRUC T 2043-09-15 4.750000 2719000.00 2675924.28 Asset-Backed Securities ACIS CLO 2014-4 A 202 549300GLSPRHLAVL0K92 2026-05-01 3.329130 500000.00 339696.65 Asset-Backed Securities AMERICAN EXPRESS CRED 549300Y4SA5G3GIJTP18 2024-02-15 3.060000 125000.00 127442.25 Asset-Backed Securities AIR CANADA 2013-1 A 2 2026-11-15 4.125000 814000.00 621117.03 Asset-Backed Securities AMER AIRLINES PT TR 2 2029-03-22 3.600000 608000.00 540689.88 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 0.000000 14382000.00 332123.53 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 0.000000 26713000.00 603980.93 Asset-Backed Securities BX TRUST 2017-CQHP C 2034-11-15 2.989750 4450000.00 4449126.81 Private Label Collateralized Mortgage Obligations CIM TRUST 2019-INV3 B 2049-08-25 4.724169 12892000.00 13686971.89 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLN PT 2025-10-11 4.150000 505000.00 364134.86 Asset-Backed Securities CORE MTG TR 2019-CORE 2031-12-15 2.619750 200000.00 199992.67 Private Label Collateralized Mortgage Obligations DBCG MTG TR 2017-BBG 2034-06-16 2.439750 100000.00 99894.33 Private Label Collateralized Mortgage Obligations DRYDEN SENIOR LN FND 549300XLLT7H0EYXK263 2029-04-16 3.280880 500000.00 503483.72 Asset-Backed Securities ENBRIDGE INC SR GLBL 98TPTUM4IVMFCZBCUR27 2049-11-15 4.000000 10058000.00 10679785.56 Corporate Debt Securities GS MTG SECS TR 2014-G 2047-01-11 4.885000 6943000.00 7256040.01 Private Label Collateralized Mortgage Obligations GSCG TRUST 2019-600C 2034-09-12 2.935900 935000.00 944187.34 Private Label Collateralized Mortgage Obligations INTOWN HOTEL PORT TR 2033-01-18 2.439750 575000.00 573836.39 Private Label Collateralized Mortgage Obligations MMAF EQUIP FIN LLC 20 2022-02-08 1.590000 700000.00 95528.59 Asset-Backed Securities NAVIENT PRIV ED LN TR 2058-12-16 3.910000 100000.00 102699.92 Asset-Backed Securities GS MTG SECS TR 2013-G 2046-06-12 4.179000 200000.00 204104.88 Private Label Collateralized Mortgage Obligations HALCYON LN ADV FDG 20 5493006GMMSBMRMTK635 2027-07-26 3.019630 1000000.00 877691.50 Asset-Backed Securities HOME EQUITY ASSET TR 2036-01-25 2.242000 3576000.00 1995143.38 Asset-Backed Securities JP MORGAN MTG TR 2016 2046-05-25 3.500000 1845000.00 753184.98 Private Label Collateralized Mortgage Obligations MIDOCEAN CR CLO V 201 2028-07-19 3.565880 900000.00 896897.44 Asset-Backed Securities MILL CTY MTG LN TR 20 2059-07-25 2.750000 1000000.00 974363.85 Asset-Backed Securities MS BOFA ML TRUST 2015 2048-04-17 3.883000 115000.00 118275.54 Private Label Collateralized Mortgage Obligations NAVIENT STUDENT LN TR 2065-06-25 3.058000 450000.00 453960.32 Asset-Backed Securities NEW RESI MTG LN TR 20 2057-03-25 4.750000 499000.00 438759.52 Private Label Collateralized Mortgage Obligations SANTANDER RETAIL AUTO 2023-08-21 2.580000 660000.00 665302.88 Asset-Backed Securities SIERRA TIMESHARE FDG 2036-08-20 2.750000 5000000.00 4593586.19 Asset-Backed Securities STRUCTURED ASSET SECS 2031-04-25 2.092000 38100000.00 3823107.13 Asset-Backed Securities CITIGROUP MTG LN TR 2 2053-01-25 4.250000 4170500.00 3693672.93 Private Label Collateralized Mortgage Obligations DEWOLF PK CLO LTD DEW 2030-10-15 3.210880 800000.00 805406.17 Asset-Backed Securities GSAA HEQ TR 2004-11 2 2034-12-25 2.432000 34295000.00 9873.00 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2017-5 2032-07-15 2.639750 600000.00 599676.73 Private Label Collateralized Mortgage Obligations JFIN CLO LTD 2017 A-1 2029-04-24 3.406000 200000.00 201242.71 Asset-Backed Securities JP MORGAN MTG TR 2016 2046-10-25 3.500000 822000.00 445007.96 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 20 2052-05-28 0.764922 5502000.00 70773.20 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 20 2057-03-25 0.622370 498850.00 9866.93 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG L 2058-11-25 4.250000 506000.00 511036.02 Private Label Collateralized Mortgage Obligations NEXTGEAR FLRPLN OWN T 2024-10-15 2.070000 170000.00 169066.79 Asset-Backed Securities SANTANDER DRIVE AUTO 2022-12-15 3.000000 220000.00 221085.92 Asset-Backed Securities STRUCTURED ASSET MTG 2035-07-19 2.013880 3000000.00 113160.89 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2018-S 2058-10-25 4.500000 4810500.00 4979680.47 Asset-Backed Securities MASTR ALTERNATIVE LN 2033-08-25 6.500000 48642029.00 164006.18 Private Label Collateralized Mortgage Obligations NAVIENT PRIV ED LN TR 2031-10-15 3.339750 105000.00 107207.05 Asset-Backed Securities NEW RESI MTG LN TR 20 2057-03-25 4.500000 599000.00 521270.94 Private Label Collateralized Mortgage Obligations NEW RES MTG LN TR 201 2049-07-25 2.801810 974000.00 879732.87 Private Label Collateralized Mortgage Obligations PREFERRED TERM SECS 2 2033-12-24 2.599630 3600000.00 474147.27 Asset-Backed Securities SOFI MTG TR 2016-1 1A 2046-11-25 0.311625 123952000.00 881080.48 Private Label Collateralized Mortgage Obligations SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2028-03-01 3.650000 10450000.00 11311030.65 Corporate Debt Securities TIAA BK MTG LN TR 201 2048-11-25 4.202340 4636000.00 4534736.19 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2016-2 2055-08-25 3.000000 1969000.00 1930964.17 Asset-Backed Securities TOWD PT MTG TR 2019-S 2058-11-25 4.400000 5606000.00 5793551.22 Asset-Backed Securities VOYA CLO LTD 2017-2 A 2030-06-07 3.210880 250000.00 251589.43 Asset-Backed Securities BX COML MTG TR 2018-I 2035-11-15 2.489750 690000.00 393909.48 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-RT 2057-07-28 4.250000 140350.00 147580.85 Asset-Backed Securities BEAR STEARNS ASSET BK 2020-09-25 5.858000 29513254.00 189387.98 Private Label Collateralized Mortgage Obligations CAMB COML MTG TR 2019 2037-12-15 2.989750 675000.00 676983.00 Private Label Collateralized Mortgage Obligations CIM TRUST 2019-J1 B-2 2049-08-25 4.018967 2913000.00 2946389.49 Private Label Collateralized Mortgage Obligations CIT EDUCATION LN TR 2 2042-06-25 2.246630 10000000.00 4415137.71 Asset-Backed Securities CITIGROUP MTG LN TR 2 2037-03-25 2.142000 8700000.00 875121.33 Asset-Backed Securities FORD CR AUTO OWN TR 2 2029-03-15 2.750000 10000000.00 10088778.33 Asset-Backed Securities GS MRTG SEC CORP TR 2 2038-06-15 2.939750 305000.00 305216.41 Private Label Collateralized Mortgage Obligations GS MORTGAGE-BACKED SE 2059-01-25 3.125000 9602000.00 9514183.58 Asset-Backed Securities INVITATION HOMES TR 2 2036-12-19 3.187380 320000.00 320396.65 Asset-Backed Securities JP MORGAN RESEC TR 20 2037-07-27 6.500000 101932000.00 13808333.72 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2015 2045-01-25 2.805913 2793000.00 2732990.49 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2018 2048-12-25 0.523915 125000000.00 853687.11 Private Label Collateralized Mortgage Obligations MASTR ASSET TR 2004-1 2034-02-25 5.500000 27613653.00 51669.39 Private Label Collateralized Mortgage Obligations MTRO COMM MTG TR 2019 2033-12-15 0.000000 23161000.00 9264.40 Private Label Collateralized Mortgage Obligations MADISON PK FDG XIII 2 2030-04-19 2.915880 500000.00 501875.38 Asset-Backed Securities NEW RESI MTG TR 2017- 2057-06-25 4.431061 219000.00 201974.63 Private Label Collateralized Mortgage Obligations PSMC TR 2019-1 A-3 20 2049-07-25 4.000000 744000.00 469019.91 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TR 2 2040-07-25 2.119630 2847000.00 1211481.22 Asset-Backed Securities SEQUOIA MTG TR 2018-5 2048-05-25 3.500000 1250000.00 916382.91 Private Label Collateralized Mortgage Obligations SOUND POINT CLO XIX 2 5493001QI7ZD0IPL4A34 2031-04-15 3.000880 720000.00 716787.76 Asset-Backed Securities SOUTHWESTERN ELEC PWR R64UBJHEC74EB3HGQ410 2028-09-15 4.100000 10000000.00 11073583.33 Corporate Debt Securities TOWD PT MTG TR 2017-4 2057-06-25 3.250000 2758000.00 2764451.12 Asset-Backed Securities VERUS SECURITIZATION 2059-05-25 3.211000 230000.00 182684.25 Private Label Collateralized Mortgage Obligations ZAIS CLO 3 LTD 2015-3 2031-07-15 4.190880 500000.00 496971.91 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 2.200000 3234000.00 293224.26 Asset-Backed Securities CIFC FUNDING LTD 2013 2030-10-18 3.953250 9500000.00 9177438.19 Asset-Backed Securities CIM TR 2018-INV1 B-3 2048-08-25 4.785140 10607000.00 8873466.16 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 201 2051-08-17 0.617223 18278000.00 790597.57 Private Label Collateralized Mortgage Obligations CHASE EDU LN TR 2007- 2023-12-28 2.174380 150000.00 4272.29 Asset-Backed Securities GS MTG SECS TR 2015-G 54930070360RBP384M53 2048-10-13 3.278000 595500.00 615306.10 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECS TR 2 2052-09-12 3.000500 660000.00 680902.25 Private Label Collateralized Mortgage Obligations BARCLAYS DRYROCK TR 2 213800R4G3N2G68CHU37 2023-05-15 2.039750 425000.00 425709.28 Asset-Backed Securities KOITERE FD TR 2017-RT 2057-07-28 1.950000 2807000.00 260327.73 Asset-Backed Securities JP MORGAN MTG TR 2016 2046-12-25 2.667955 1830300.00 1808301.96 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2018 2049-02-25 0.466546 49400000.00 254227.26 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2018 2049-01-25 0.209795 125000000.00 312839.36 Private Label Collateralized Mortgage Obligations MFA TRUST 2017-RPL1 A 2057-02-26 2.588000 100000.00 44180.07 Asset-Backed Securities MORGAN STANLEY CAP I 2045-03-17 5.419282 15600000.00 16149487.11 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2018- 2057-12-25 3.500000 1510000.00 976274.56 Asset-Backed Securities NORTHWOODS CAP XII-B 2031-06-16 4.043630 2850000.00 2652508.81 Asset-Backed Securities PREFERRED TERM SEC 20 2035-12-22 2.243630 150000.00 65446.28 Asset-Backed Securities SPIRIT AIRLINES 2017- 2031-08-15 3.375000 29000.00 27987.97 Asset-Backed Securities WFRBS COML MTG TR 201 549300QGM7D5K3CV2643 2047-03-15 1.221685 1000000.00 28702.48 Private Label Collateralized Mortgage Obligations WORLD OMNI AUTO LEASE 2021-06-15 1.919750 1150000.00 569027.35 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 4.000000 719100.00 745761.51 Asset-Backed Securities BARINGS CLO LTD 2018- 2029-07-20 3.865880 2900000.00 2854366.69 Asset-Backed Securities BYVW OPP MST FD IVB 2 2053-06-30 3.078803 5661000.00 828951.80 Private Label Collateralized Mortgage Obligations BRAVO RESI FDG TR 201 2058-03-25 3.500000 210000.00 180726.11 Private Label Collateralized Mortgage Obligations CIM TR 2018-J1 B-2 20 2048-03-25 3.757942 6650000.00 6512322.95 Private Label Collateralized Mortgage Obligations 5 BRYANT PK MTG TR 20 2033-06-15 2.569750 250000.00 248811.78 Private Label Collateralized Mortgage Obligations GSR MTG TR 2004-10F 8 2034-09-25 6.000000 29031000.00 50633.48 Private Label Collateralized Mortgage Obligations HOME EQUITY ASSET TR 2036-07-25 1.992000 8680000.00 126935.18 Asset-Backed Securities MORGAN STANLEY CAP 20 2047-06-12 5.713956 1995000.00 2017441.57 Private Label Collateralized Mortgage Obligations NRP MTG TR 2013-1 AIO 2043-07-25 0.060532 406634000.00 408622.05 Private Label Collateralized Mortgage Obligations NELNET ST LN TR 2017- 2066-02-25 2.642000 500000.00 387597.50 Asset-Backed Securities NEW RESI MTG TR 2017- 2057-06-25 3.292000 463000.00 421312.58 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 20 2057-03-25 0.872370 598650.00 16792.55 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC XV 2034-09-26 2.382500 26800000.00 10408552.86 Asset-Backed Securities PREFERRED TERM SEC XX 2036-09-22 2.233630 1000000.00 177251.82 Asset-Backed Securities REGIONAL DIVERSIFIED 2036-01-25 2.269630 6100000.00 517849.47 Asset-Backed Securities THL CR WIND RIVER CLO 2030-11-20 3.048500 500000.00 500865.95 Asset-Backed Securities TOWD PT MTG TR 2017-1 2056-10-25 3.750000 5053000.00 5218520.28 Asset-Backed Securities TRAPEZA CDO III 2003- 2034-01-20 3.701880 1500000.00 116983.29 Other Instrument collateralized debt obligation VOLKSWAGEN AUTO ENH 2 2022-11-21 3.020000 186000.00 188312.15 Asset-Backed Securities BANK 2017-BNK9 X-A 20 2054-11-17 0.812543 5916000.00 306085.56 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD TR 20 2069-05-28 1.700000 5224000.00 479899.86 Asset-Backed Securities BEAR STEARNS ABS TR 2 2036-04-25 2.162000 84166000.00 754647.04 Asset-Backed Securities COMM MTG TR 2015-CCRE 2048-08-12 3.696000 550000.00 587210.43 Private Label Collateralized Mortgage Obligations CITI GRP COML MTG TR 2045-09-12 4.881415 12000000.00 12491631.01 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2046-04-12 4.134000 3400000.00 3505672.57 Private Label Collateralized Mortgage Obligations COLT MTG LN TR 2018-4 2048-12-28 4.006000 200000.00 113373.34 Private Label Collateralized Mortgage Obligations JG WENTWORH XLIII LLC 2071-08-15 3.820000 250000.00 258827.04 Asset-Backed Securities MADISON PRK FDG XVIII 2030-10-21 3.155880 920000.00 925247.77 Asset-Backed Securities NCUA GUARN NTS TR 201 2020-12-08 2.400000 150000.00 5265.82 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG L 2058-11-25 4.000000 788000.00 761050.13 Private Label Collateralized Mortgage Obligations PREFER TERM SEC XXIII 2036-12-22 2.203630 250000.00 137575.17 Asset-Backed Securities SEQUOIA MTG TR 2013-4 2043-04-25 0.175000 170408000.00 437674.71 Private Label Collateralized Mortgage Obligations STACK INF ISSUER 2019 2044-02-25 4.540000 6700000.00 6964239.77 Asset-Backed Securities NEW RESI MTG TR 2018- 2057-12-25 4.250000 1700000.00 1504712.87 Private Label Collateralized Mortgage Obligations PREFER TERM SEC XXVI 2037-09-22 2.193630 12750000.00 3922108.16 Asset-Backed Securities SLM STUDENT LOAN TR 2 2043-12-28 3.292000 565000.00 539955.94 Asset-Backed Securities SMB PRIVATE ED LN TR 2048-10-15 4.500000 5000000.00 5153875.00 Asset-Backed Securities STEELE CREEK CLO 2016 2031-06-16 3.793630 14750000.00 13810140.02 Asset-Backed Securities THL CREDIT WIND RIVER 2033-01-18 3.501130 750000.00 753964.65 Asset-Backed Securities UBS COML MTG TR 2018- 2051-05-17 3.184700 185000.00 143318.75 Private Label Collateralized Mortgage Obligations UBS COML MTG TR 2018- 2051-02-17 0.882758 12982514.00 748425.56 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2003-S4 2032-02-25 6.000000 33857000.00 3108.98 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2046-12-17 4.691538 8000000.00 8513586.36 Private Label Collateralized Mortgage Obligations ALG STUDENT LN TR 200 2047-07-01 0.000000 44000000.00 35625920.00 Asset-Backed Securities ACIS CLO 2015-6 A-1 2 2027-05-03 3.499130 130000.00 102595.95 Asset-Backed Securities AMERICOLD 2010-ART D 2029-01-17 7.443000 150000.00 154687.99 Private Label Collateralized Mortgage Obligations ANGEL OAK MTG TR 2017 2047-01-25 2.810000 25000.00 3128.59 Asset-Backed Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2029-01-23 4.750000 7587029.00 8972991.63 Corporate Debt Securities ARES CLO LTD 2016-41R 549300X38KZ67Q2FQG11 2029-01-16 3.200880 250000.00 251496.58 Asset-Backed Securities BX COML MTG TR 2018-I 2035-11-15 2.639750 340000.00 238137.14 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-RT 2057-07-28 0.000000 7346000.00 236790.96 Asset-Backed Securities BYVW OPP MST FD IVB 2 2057-10-28 4.000000 161700.00 167146.42 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 4.000000 261200.00 274234.46 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 1.660000 13729000.00 817043.30 Asset-Backed Securities BENCHMARK MTG TR 2018 2052-01-18 0.141100 51140000.00 825893.81 Private Label Collateralized Mortgage Obligations AMER AIRLINES PT TR 2 2028-11-01 3.375000 174000.00 141197.38 Asset-Backed Securities ARROYO MTG TR 2019-1 2049-01-25 4.208000 5750000.00 4813238.77 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2057-10-28 1.950000 9191000.00 435729.99 Asset-Backed Securities CWALT INC 2004-12CB 2 2034-06-25 0.000000 5923750.00 131138.60 Private Label Collateralized Mortgage Obligations BX TRUST 2018-MCSF B 2035-04-16 2.545350 610000.00 607264.31 Private Label Collateralized Mortgage Obligations BANK 2018-BN14 A-3 20 2060-09-17 3.966000 600000.00 662850.50 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-RT 2057-07-28 0.000000 79074000.00 214971.49 Asset-Backed Securities KOITERE FD TR 2017-RT 2057-07-28 2.010000 7346000.00 356631.16 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 0.000000 187440000.00 187394.85 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 0.000000 13729000.00 812015.43 Asset-Backed Securities WAMU MTG CERT 2004-CB 2034-10-25 0.000000 1338698.00 100037.07 Private Label Collateralized Mortgage Obligations ZF NORTH AMER CAP SR 529900JYGMS9CW9IQX78 2025-04-29 4.750000 150000.00 159058.29 Corporate Debt Securities LEXN 2005-1X P6 2042-05-08 0.000000 250000.00 112335.29 Other Instrument collateralized debt obligation COMM MTG TR 2013-SFS 2035-04-13 1.872600 391579.00 143481.56 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 549300R1KUK063S4I339 2033-12-25 2.552000 88442000.00 224732.03 Asset-Backed Securities CITIGROUP COM MTG TR 2036-05-12 3.644000 900000.00 933307.60 Private Label Collateralized Mortgage Obligations FIRST NATL MASTR NT T 2023-10-16 2.179750 163000.00 163349.18 Asset-Backed Securities HPS LN MGMT LTD 2016- 54930040W4QDWLO30S73 2030-07-22 3.915880 1750000.00 1694127.72 Asset-Backed Securities JP MORGAN MTG TR 2018 2048-12-25 0.247043 71041000.00 283778.28 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015 2050-07-15 3.719000 450000.00 480398.34 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2018- 2057-12-25 3.500000 1441000.00 932520.73 Asset-Backed Securities OBX TR 2018-EXP2 B2-A 2058-07-25 4.698773 23042000.00 23522084.29 Private Label Collateralized Mortgage Obligations THORNBURG MTG TR 2003 2043-04-25 2.472000 55650000.00 437596.18 Private Label Collateralized Mortgage Obligations TIAA BANK MTG LN TR 2 2048-07-25 3.824705 4551000.00 4417555.68 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2017-5 2057-02-26 3.292000 1104000.00 1125149.57 Asset-Backed Securities WFRBS COML MTG TR 201 2046-12-17 0.252776 30000000.00 333108.75 Private Label Collateralized Mortgage Obligations ALG STUDENT LN TR 200 2047-07-01 2.788000 11000000.00 9611272.00 Asset-Backed Securities AMER AIRLINES PT TR 2 2030-04-15 3.250000 313000.00 281742.32 Asset-Backed Securities AMERIQUEST MTG SECS 2 2034-10-25 2.767000 684000.00 101552.01 Asset-Backed Securities BX TRUST 2017-SLCT X- 2034-07-17 0.220833 88350000.00 3729.46 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-RT 2057-07-28 0.000000 9317000.00 213489.74 Asset-Backed Securities BLUEMOUNTAIN CLO 2015 2027-07-19 4.053250 5000000.00 4978158.40 Asset-Backed Securities CSMC TRUST 2017-HL1 A 2047-06-25 3.500000 1021000.00 636634.78 Private Label Collateralized Mortgage Obligations CAPITAL ONE MASTER TR 2028-05-15 2.536130 3327000.00 3273373.75 Asset-Backed Securities FLAGSTAR MTG TR 2019- 2049-10-25 4.639459 11634650.00 12570944.50 Private Label Collateralized Mortgage Obligations INTOWN HOTEL PORT TR 2033-01-18 2.789750 375000.00 374210.21 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013 2048-12-17 3.134000 405000.00 415831.97 Private Label Collateralized Mortgage Obligations MOUNTAIN VIEW CLO 201 2030-10-14 4.300880 8070000.00 7633647.87 Asset-Backed Securities NCUA GUARN NTS TR 201 2020-02-06 2.113130 100000.00 16980.21 Asset-Backed Securities NEW RESI MTG TR 2017- 2057-05-25 4.750000 604000.00 566896.39 Private Label Collateralized Mortgage Obligations ADJUSTABLE RATE MTG 2 2035-05-25 4.107031 50500000.00 1729983.55 Private Label Collateralized Mortgage Obligations BAMLL COML MTG TR 201 2034-09-15 3.089750 3500000.00 3495503.28 Private Label Collateralized Mortgage Obligations ANGEL OAK MTG TR 2019 2059-05-25 2.930000 200000.00 168184.73 Private Label Collateralized Mortgage Obligations BANK 2019-BNK18 X-B 2 2062-05-17 0.399490 20720000.00 748091.69 Private Label Collateralized Mortgage Obligations BANK 2017-BNK7 X-B 20 2060-09-17 0.209102 57901000.00 554080.34 Private Label Collateralized Mortgage Obligations CIM TR 2019-INV1 B-3 2049-02-25 5.066044 9553000.00 9473311.26 Private Label Collateralized Mortgage Obligations EQUIFAX INC SR GLBL N 5493004MCF8JDC86VS77 2024-12-01 2.600000 11250000.00 11340800.00 Corporate Debt Securities EXPEDIA GROUP INC SR 2030-02-15 3.250000 10998000.00 10698393.09 Corporate Debt Securities HMH TR 2017-NSS A 203 2031-07-08 3.062200 850000.00 861479.06 Private Label Collateralized Mortgage Obligations HALCYON LN ADVISORS F 2030-01-17 4.102130 13920000.00 13388062.57 Asset-Backed Securities JOL AIR LTD 2019-1 A 549300TS4MUGCDXPW498 2044-04-15 3.967000 2797000.00 2657935.09 Asset-Backed Securities NEW RESI MTG LN TR 20 2052-05-28 0.464922 5335000.00 34047.74 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017- 2057-05-25 4.500000 949000.00 888038.81 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TR 2 2043-04-25 2.429630 10000000.00 9596288.11 Asset-Backed Securities SLM STUDENT LOAN TR 2 2043-11-25 3.592000 274000.00 267628.65 Asset-Backed Securities SLM STUDENT LOAN TR 2 2072-01-25 3.292000 200000.00 190517.24 Asset-Backed Securities STONEMONT PORT TR 201 2030-08-20 3.014630 1800000.00 1570342.03 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-06 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0193 680000000.00 680000000.00 0.0110 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.950 0MLP03AF4 8NAV47T0Y26Q87Y0QP81 0000065100 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2036-10-10 0.000000 13000000.00 6530030.00 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2033-08-10 4.500000 1093000.00 1296735.20 Corporate Debt Securities EL PASO ENERGY CORP M 549300WR7IX8XE0TBO16 2031-08-01 7.800000 5100000.00 7175462.00 Corporate Debt Securities GE CAPITAL INTERNATIO 549300G6UZOB126GBY72 2035-11-15 4.418000 6700000.00 7198831.75 Corporate Debt Securities BAXTER INTL INC SR GL J5OIVXX3P24RJRW5CK77 2046-08-15 3.500000 6655000.00 6619961.43 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2023-05-15 3.379880 7170000.00 7280050.43 Corporate Debt Securities HOSPITALITY PPTYS TR 529900IS770AG1K9QG27 2029-10-01 4.950000 6673000.00 6883566.52 Corporate Debt Securities INTERCORP PERU LTD SR 2029-08-15 3.875000 6640000.00 6695865.46 Corporate Debt Securities STARBUCKS CORP SR GLB OQSJ1DU9TAOC51A47K68 2028-11-15 4.000000 6273000.00 7007756.49 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2026-06-15 6.020000 6208000.00 7178051.73 Corporate Debt Securities CELULOSA ARAUCO Y CON 2029-04-30 4.250000 6769000.00 6893166.02 Corporate Debt Securities CSX CORP SR GLBL NT 4 549300JVQR4N1MMP3Q88 2042-05-30 4.750000 5550000.00 6596332.25 Corporate Debt Securities AMERICAN TOWER CORP N 5493006ORUSIL88JOE18 2029-03-15 3.950000 6223177.00 6765532.06 Corporate Debt Securities MPLX LP SR GLBL 144A 5493000CZJ19CK4P3G36 2027-12-01 4.250000 6225000.00 6581279.23 Corporate Debt Securities LLOYDS BANKING GROUP 549300PPXHEU2JF0AM85 2028-03-22 4.375000 6413000.00 7162164.88 Corporate Debt Securities STANLEY BLACK & DECKE 549300DJ09SMTO561131 2022-11-01 2.900000 6942000.00 7135215.14 Corporate Debt Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-06 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0198 100000000.00 100000000.00 0.0016 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.940 0MLP03AH0 8NAV47T0Y26Q87Y0QP81 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BROOKFIELD FIN INC SR 2028-01-25 3.900000 25568000.00 27878878.45 Corporate Debt Securities BNP PARIBAS FR 3.8%01 R0MUWSFPU8MPRO8K5P83 2024-01-10 3.800000 36000000.00 38474800.00 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2023-06-05 2.908000 37937000.00 38646400.82 Corporate Debt Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-10 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0197 100000000.00 100000000.00 0.0016 N N N Y CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.933 13608CJG8 2IGI19DL77OX0HC3ZE78 US13608CJG87 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-06-08 2020-06-08 N N N 0.0196 199982214.00 199982214.00 0.0032 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 1.860 13606B4G8 2IGI19DL77OX0HC3ZE78 US13606B4G89 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-04-29 2020-04-29 N N N 0.0189 115018443.70 115018443.70 0.0019 N N N N CANADIAN IMPERIAL BANK OF COMMERCE-LONDON CANADIAN IMPERIAL BANK OF COMMERCE-LONDON 1.913 6E9487N 2IGI19DL77OX0HC3ZE78 XS1993059564 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-05-04 2020-05-04 N N N 0.0194 65997723.66 65997723.66 0.0011 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.250 16955AUK2 5493001KQW6DM7KEDR62 US16955AUK23 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0225 100023634.00 100023634.00 0.0016 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.300 16955AWF1 5493001KQW6DM7KEDR62 US16955AWF10 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-30 2020-03-30 2020-03-30 N N N 0.0230 124996663.75 124996663.75 0.0020 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.250 16955AUL0 5493001KQW6DM7KEDR62 US16955AUL06 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-14 2020-02-14 2020-02-14 N N N 0.0225 100022293.00 100022293.00 0.0016 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.280 16955AVK1 5493001KQW6DM7KEDR62 US16955AVK14 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-28 2020-02-28 2020-02-28 N N N 0.0228 125000080.00 125000080.00 0.0020 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.310 16955AVU9 5493001KQW6DM7KEDR62 US16955AVU95 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-13 2020-03-13 2020-03-13 N N N 0.0231 40000650.00 40000650.00 0.0006 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.300 16955AVR6 US16955AVR66 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N N N 0.0230 100000036.00 100000036.00 0.0016 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.360 16955AST6 5493001KQW6DM7KEDR62 US16955AST69 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0236 130005645.90 130005645.90 0.0021 N Y Y N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.360 16955ASU3 5493001KQW6DM7KEDR62 US16955ASU33 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0236 130008360.30 130008360.30 0.0021 N N Y N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.260 16955ATY4 5493001KQW6DM7KEDR62 US16955ATY46 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0226 100030875.00 100030875.00 0.0016 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.260 16955AUE6 5493001KQW6DM7KEDR62 US16955AUE62 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-06 2020-02-06 2020-02-06 N N N 0.0226 125039542.50 125039542.50 0.0020 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.260 16955AUD8 5493001KQW6DM7KEDR62 US16955AUD89 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0226 125038626.25 125038626.25 0.0020 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.260 16955AUA4 5493001KQW6DM7KEDR62 US16955AUA41 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-05 2020-02-05 2020-02-05 N N N 0.0226 100032259.00 100032259.00 0.0016 N N N N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 2.063 0CGL03AR5 82VOJDD5PTRDMVVMGV31 0000831001 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW RES MTG TR 2019-N 2059-09-25 2.985880 723999.00 714670.48 Private Label Collateralized Mortgage Obligations United States Treasur 254900HROIFWPRGM1V77 2020-01-15 1.375000 29654900.00 35484783.80 U.S. Treasuries (including strips) INVERSIONES ALSACIA S 2021-04-22 0.000000 30631.00 802.36 Corporate Debt Securities ASHTEAD CAPITAL INC S 2028-05-01 4.000000 220000.00 223568.89 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2041-05-15 4.375000 30072500.00 40927284.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-15 1.125000 34189000.00 40799632.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-01-15 2.500000 57242400.00 83427774.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-11-15 4.250000 30630900.00 40921622.83 U.S. Treasuries (including strips) Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-14 2020-01-14 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 14 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0209 237700000.00 237700000.00 0.0038 N N N Y CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 2.212 0CGL03AS3 82VOJDD5PTRDMVVMGV31 0000831001 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BENCHMART MTG TR 2019 2052-08-16 3.000000 8217000.00 6808726.72 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC23 2048-10-13 3.645226 15022000.00 13393696.80 Private Label Collateralized Mortgage Obligations JP MORG CMBS 2010-C1 2043-06-17 5.951000 2118000.00 2141708.60 Private Label Collateralized Mortgage Obligations BAMLL COM MTG SEC TR 2037-03-12 3.534300 20730000.00 19158128.57 Private Label Collateralized Mortgage Obligations TRAPEZA CDO XII 2007- 2042-04-06 2.393130 22.00 16.90 Other Instrument collateralized debt obligation FHLMC STACR 2017-HQA2 2029-12-26 4.442000 13747693.00 13900690.31 Agency Collateralized Mortgage Obligation ALESCO PREF FDG XVII 2038-09-23 2.908880 45803341.00 27563030.73 Other Instrument collateralized debt obligation MADISON PK FDG 2013-4 549300UTF8S11AHH4P70 2030-05-28 5.508630 87855.00 88311.54 Asset-Backed Securities JPMBB COML MTG SEC TR 2048-12-17 4.116723 4997719.00 4972256.87 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2048-05-15 4.151016 10938000.00 11137124.91 Private Label Collateralized Mortgage Obligations PREFER TERM SEC XXVI 2037-09-22 2.263630 7914000.00 5637824.46 Asset-Backed Securities CAMB COML MTG TR 2019 2037-12-15 0.272207 89632500.00 16042.50 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2049-04-16 2.804000 2345363.00 2050111.77 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-11-13 3.268000 11085168.00 9987864.46 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2035-06-15 3.839750 13500000.00 12166665.73 Private Label Collateralized Mortgage Obligations OBX TR 2018-EXP1 B-3 2048-04-25 4.509425 8436000.00 8426491.94 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC 20 2035-12-22 2.323630 3922489.00 2923446.44 Asset-Backed Securities CGDBB COML MTG TR 201 2032-07-15 0.007015 104404000.00 1251.14 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 2029-09-25 5.442000 2510852.00 2683512.83 Agency Collateralized Mortgage Obligation CHC COMM MTG TR 2019- 2034-06-15 3.789750 4790000.00 4798077.54 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-G 549300ITVQSU1IHX4H03 2046-08-10 4.741220 7500000.00 7745087.37 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2047-09-17 3.968880 6500000.00 6464472.00 Private Label Collateralized Mortgage Obligations VERUS SEC TR 2017-1 B 2047-01-25 5.997043 4477454.00 4538714.31 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 201 2048-01-10 3.052000 8500000.00 7653430.22 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-LC19 2048-02-12 2.867000 157000.00 145326.66 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-SP 2053-11-28 2.552350 8048370.00 527045.88 Asset-Backed Securities TROPIC CDO V 2006-5 A 2036-07-15 2.320880 3263686.00 1560171.39 Other Instrument collateralized debt obligation WFRBS COML MTG TR 201 2046-06-15 3.976793 400000.00 382337.41 Private Label Collateralized Mortgage Obligations ALESCO PREF FDG XI 20 2036-12-23 2.377750 3927847.00 3085435.33 Other Instrument collateralized debt obligation BANK 2018-BNK15 D 206 2061-11-17 3.000000 9440000.00 8432994.29 Private Label Collateralized Mortgage Obligations CHC COMMERCIAL MORTGA 2034-06-15 0.000019 128500000.00 129.59 Private Label Collateralized Mortgage Obligations MMCF CLO 2017 1 LLC 2028-01-15 5.186130 286.00 282.95 Asset-Backed Securities NYT MTG TR 2019-NYT X 2035-12-17 0.000000 12847000.00 108929.71 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 200 2033-08-25 5.658000 108612255.00 918970.81 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2013- 2046-02-16 4.238531 4660000.00 4525486.17 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2049-03-17 3.000000 6215033.00 5726025.92 Private Label Collateralized Mortgage Obligations BX TRUST 2017-APPL X- 2034-07-17 0.118639 48431000.00 5684.28 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2046-12-17 5.027232 5500000.00 5776675.93 Private Label Collateralized Mortgage Obligations MOUNTAIN VIEW CLO 201 2026-10-15 5.650880 4977.00 4998.19 Asset-Backed Securities TRAPEZA CDO XIII 2007 2042-11-09 2.230630 4372000.00 3489013.98 Other Instrument collateralized debt obligation WELLS FARGO COML TR 2 2046-07-17 4.284297 2240000.00 1993269.02 Private Label Collateralized Mortgage Obligations BAYVIEW COML TR 2004- 2034-08-25 2.222000 23.00 0.98 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-04-10 3.110000 5489000.00 5148222.45 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2048-12-17 3.180000 7168918.00 5923717.57 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2036-02-15 3.339750 779000.00 777992.23 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA1 2029-08-27 5.342000 12642243.00 13374961.42 Agency Collateralized Mortgage Obligation MS BOFA ML TRUST 2013 2046-07-17 4.081355 6926000.00 6877717.18 Private Label Collateralized Mortgage Obligations OBX TR 2019-EXP2 B-3 2059-06-25 4.995510 1.00 0.98 Private Label Collateralized Mortgage Obligations SEQUOIA MTG TR 2018-2 2048-02-25 3.755704 1513000.00 1487141.18 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-03-05 Y CITIGROUP GLOBAL MARKETS INC. 1.0000 35 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0224 227200000.00 227200000.00 0.0037 N N N Y COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.951 20272AJ23 MSFSBD3QN1GSN7Q6C537 US20272AJ234 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-10 2020-02-10 2020-02-10 N N N 0.0198 100006811.00 100006811.00 0.0016 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.943 20272AJ31 MSFSBD3QN1GSN7Q6C537 US20272AJ317 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0197 40002490.00 40002490.00 0.0006 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 2.008 20272AP67 MSFSBD3QN1GSN7Q6C537 US20272AP678 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-04 2020-12-04 2020-12-04 N N N 0.0204 199999672.00 199999672.00 0.0032 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.965 20272AH33 MSFSBD3QN1GSN7Q6C537 US20272AH337 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0199 50000125.50 50000125.50 0.0008 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.948 20272AH66 MSFSBD3QN1GSN7Q6C537 US20272AH667 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0198 50002553.50 50002553.50 0.0008 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 2.199 6E6196B MSFSBD3QN1GSN7Q6C537 XS1985823100 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-17 2020-04-17 2020-04-17 N N N 0.0223 99993880.00 99993880.00 0.0016 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 1.877 8E4728B MSFSBD3QN1GSN7Q6C537 XS2024656766 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-05 2020-07-02 2020-07-02 N N N 0.0190 74999994.00 74999994.00 0.0012 N N N N COMMONWEALTH BANK OF AUSTRALIA-NEW YORK COMMONWEALTH BANK OF AUSTRALIA-NEW YORK 2.012 20271ERT8 MSFSBD3QN1GSN7Q6C537 US20271ERT81 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-03-27 2020-03-27 N N N 0.0204 49999823.00 49999823.00 0.0008 N N N N CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES 2.050 2063C0A28 549300B4YYZ4SNU1JB49 US2063C0A288 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N Y BNP PARIBAS 0.2920 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE AG 0.1140 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE INTERNATIONAL 0.0580 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 DBS BANK LIMITED SINGAPORE 0.0610 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 MUFG SECURITIES EMEA PLC(REPO) 0.2100 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 NATIXIS 0.0300 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 SOCIETE GENERALE 0.0120 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 STATE STREET BANK & TRUST CO. (BOSTON) 0.1360 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 UBS AG 0.0870 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0205 99990383.00 99990383.00 0.0016 N Y Y N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 2.012 0F0658N DG3RU1DBUFHT4ZF9WN62 XS2059867825 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-27 2020-03-27 2020-03-27 N N N 0.0204 100009616.00 100009616.00 0.0016 N N N N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 1.550 0RAB02GX3 0001098062 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 450000000.00 450000000.00 0.0073 N Y Y N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 2.140 22532XNC8 1VUV7VQFKUOQSJ21A208 US22532XNC82 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-07-10 2020-07-10 N N N 0.0217 75011526.00 75011526.00 0.0012 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.860 22536UWL0 N4JDFKKH2FTD8RKFXO39 US22536UWL06 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-05-05 2020-05-05 N N N 0.0189 200006734.00 200006734.00 0.0032 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.941 22536NAH9 N4JDFKKH2FTD8RKFXO39 US22536NAH98 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-26 2020-06-30 2020-06-30 N N N 0.0197 175049677.25 175049677.25 0.0028 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.951 22536NAK2 N4JDFKKH2FTD8RKFXO39 US22536NAK28 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-13 2020-05-13 2020-05-13 N N N 0.0198 30000574.80 30000574.80 0.0005 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 1.925 0F9643N N4JDFKKH2FTD8RKFXO39 XS2080338242 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-05-12 2020-05-12 2020-05-12 N N N 0.0193 148981750.50 148981750.50 0.0024 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.005 9E3884N N4JDFKKH2FTD8RKFXO39 XS2048712132 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-05-26 2020-05-26 2020-05-26 N N N 0.0201 397000988.00 397000988.00 0.0064 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.555 7E2821N N4JDFKKH2FTD8RKFXO39 XS2003565350 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-20 2020-02-20 2020-02-20 N N N 0.0256 194567250.15 194567250.15 0.0031 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.255 8E2327N N4JDFKKH2FTD8RKFXO39 XS2019329478 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-24 2020-03-24 2020-03-24 N N N 0.0226 199166290.00 199166290.00 0.0032 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.627 6E4610N N4JDFKKH2FTD8RKFXO39 XS1982121649 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0263 99956408.00 99956408.00 0.0016 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 2.180 22549LN68 ANGGYXNX0JLX3X63JN86 US22549LN687 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-16 2020-07-16 2020-07-16 N N N 0.0221 395041226.15 395041226.15 0.0064 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 2.045 22549LN84 ANGGYXNX0JLX3X63JN86 US22549LN844 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-04-01 2020-07-01 2020-07-01 N N N 0.0207 100000000.00 100000000.00 0.0016 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 2.018 22549LD77 ANGGYXNX0JLX3X63JN86 US22549LD779 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-03 2020-08-03 2020-08-03 N N N 0.0205 350107495.50 350107495.50 0.0056 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.890 22534E2J6 549300W0VPMVBI8GTK70 US22534E2J69 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-05-29 2020-05-29 N N N 0.0192 245049561.05 245049561.05 0.0040 N N N N CREDIT SUISSE AG LONDON BRANCH CREDIT SUISSE AG LONDON BRANCH 1.972 0F4677N ANGGYXNX0JLX3X63JN86 XS2069103724 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-04-20 2020-04-20 2020-04-20 N N N 0.0197 497054375.00 497054375.00 0.0080 N N N N CREDIT SUISSE AG LONDON BRANCH CREDIT SUISSE AG LONDON BRANCH 1.897 8E6727N ANGGYXNX0JLX3X63JN86 XS2030335678 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-15 2020-01-15 2020-01-15 N N N 0.0190 49961904.00 49961904.00 0.0008 N N N N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.900 0CSN01M40 1V8Y6QCX6YMJ2OELII46 0001230485 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AAMES MTG TR 2005-1 M 2035-06-25 0.000000 2000000.00 20.00 Asset-Backed Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2024-02-16 2.900000 2000.00 2081.71 Corporate Debt Securities ANHEUSER BUSCH INBEV 549300CRGMZK3K53BF92 2042-07-15 3.750000 2000.00 2109.04 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2021-02-28 1.125000 700.00 698.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-11-15 0.000000 4.62 3.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 0.000000 3.63 3.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 0.000000 0.12 0.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 0.000000 20.36 17.21 U.S. Treasuries (including strips) United States Treasur 2035-11-15 0.000000 1.42 0.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 0.000000 3.59 2.19 U.S. Treasuries (including strips) United States Treasur 2042-08-15 0.000000 1.70 0.97 U.S. Treasuries (including strips) United States Treasur 2045-08-15 0.000000 0.67 0.35 U.S. Treasuries (including strips) VALERO ENERGY PARTNER 549300WH1375KZXLJ231 2028-03-15 4.500000 4000.00 4456.14 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2024-11-01 3.500000 2000.00 2132.69 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2021-01-31 2.125000 100.00 101.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 2.000000 400.00 408.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 500.00 495.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-02-15 0.000000 15.71 12.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-08-15 0.000000 4.51 3.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-11-15 0.000000 0.14 0.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 0.000000 0.31 0.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 0.000000 19.30 17.97 U.S. Treasuries (including strips) BANK AMER CORP FR 3.2 9DJT3UXIJIZJI4WXO774 2027-10-21 3.248000 4000.00 4198.06 Corporate Debt Securities CIT GROUP INC SR GLBL N8O96ZZJQRFYQUJY7K79 2025-03-07 5.250000 3000.00 3362.99 Corporate Debt Securities CITIMORTGAGE ALT LN T 2037-02-25 0.000000 30926000.00 71.43 Private Label Collateralized Mortgage Obligations CWALT INC 2005-54CB 1 2035-11-25 3.058000 170000.00 3018.21 Private Label Collateralized Mortgage Obligations Federal National Mort 2021-03-01 6.000000 12828121.00 408.41 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2036-11-25 0.000000 28915000.00 289.15 Asset-Backed Securities FIELDSTONE MTG INV 20 2034-08-25 5.017000 2000000.00 1394.24 Asset-Backed Securities FIRST NLC TRUST 2005- 2035-05-25 1.081005 4760000.00 150.46 Asset-Backed Securities FLUOR CORP NEW SR GLB CQ7WZ4NOFWT7FAE6Q943 2028-09-15 4.250000 1000.00 1013.87 Corporate Debt Securities Government National M 2041-12-15 3.500000 4320.00 821.88 Agency Mortgage-Backed Securities JP MORGAN CHASE 2007- 2051-02-15 0.000000 500000000.00 99.75 Private Label Collateralized Mortgage Obligations United States Treasur 2025-11-15 0.000000 3.83 3.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 0.000000 17.48 14.60 U.S. Treasuries (including strips) United States Treasur 2038-02-15 0.000000 18.27 11.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-11-15 0.000000 0.70 0.41 U.S. Treasuries (including strips) SEADRILL NEW FIN LTD 2025-07-15 12.000000 1.00 0.88 Corporate Debt Securities ANDRADE GUTIERREZ INT 2021-08-20 11.000000 2.00 2.07 Corporate Debt Securities ASSET BACKED FDG NIM 2035-07-26 5.900000 1250000.00 154.40 Asset-Backed Securities BAT CAP CORP FR 2.789 2138005GYEXN7XRHFA84 2024-09-06 2.789000 1000.00 1014.34 Corporate Debt Securities BANC AMERICA FDG 2007 2047-02-20 2.054630 321580.00 796.41 Private Label Collateralized Mortgage Obligations AAMES MTG TR 2005-1 M 2035-06-25 0.000000 3000000.00 30.00 Asset-Backed Securities ACCREDITED MTG LN TR 2036-04-25 2.300851 2000000.00 659.13 Asset-Backed Securities ACCREDITED MTG LN TR 2036-04-25 2.300851 4000000.00 1318.25 Asset-Backed Securities CWALT INC 2007-19 1-A 2037-08-25 0.120000 1845832.00 2355.10 Private Label Collateralized Mortgage Obligations United States Treasur 254900HROIFWPRGM1V77 2040-02-15 4.625000 200.00 280.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 3.750000 900.00 1132.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-01-31 2.000000 100.00 100.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-08-15 2.875000 100.00 108.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 1.750000 300.00 300.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 100.00 100.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 1.625000 100.00 100.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-08-15 0.000000 14.75 11.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-08-15 0.000000 71.71 52.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-08-15 0.000000 0.67 0.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 0.78 0.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-15 0.000000 34.83 34.62 U.S. Treasuries (including strips) United States Treasur 2020-11-15 0.000000 5.11 5.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 0.000000 0.15 0.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 0.000000 21.51 19.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 0.000000 0.31 0.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-02-15 0.000000 7.29 4.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.000000 1.69 0.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 0.000000 0.73 0.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-11-15 0.000000 4.01 2.21 U.S. Treasuries (including strips) United States Treasur 2044-08-15 0.000000 1.25 0.68 U.S. Treasuries (including strips) PUERTO RICO SALES TAX 2051-07-01 0.000000 1000.00 195.14 Other Instrument municipal debt SMB PRIVATE ED LN TR 2045-09-15 0.000000 16949.00 2929.13 Asset-Backed Securities SASCO ARC FREMONT NIM 2034-11-27 4.500000 182000.00 0.23 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 2.112000 2000000.00 606.67 Asset-Backed Securities SECURITIZED ASSET NIM 2036-01-25 6.000000 1804000.00 212.04 Asset-Backed Securities United States Treasur 2044-02-15 0.000000 100.00 55.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 7.875000 100.00 109.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 6.125000 100.00 132.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 3000.00 4609.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 2.250000 100.00 101.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-28 2.625000 300.00 311.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 800.00 840.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 1000.00 1049.89 U.S. Treasuries (including strips) United States Treasur 2037-02-15 0.000000 8.87 5.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 0.000000 14.93 14.64 U.S. Treasuries (including strips) United States Treasur 2036-11-15 0.000000 8.78 5.90 U.S. Treasuries (including strips) United States Treasur 2045-02-15 0.000000 3.39 1.81 U.S. Treasuries (including strips) UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2027-01-15 3.450000 2000.00 2181.29 Corporate Debt Securities AETNA INC NEW SR NT 2 549300QKBENKLBXQ8968 2023-06-15 2.800000 2000.00 2035.01 Corporate Debt Securities CSMC TRUST 2017-CHOP 2032-07-15 0.000000 54500000.00 1471.50 Private Label Collateralized Mortgage Obligations FBR SEC TRUST 2005-3 2035-10-25 4.567000 1500000.00 966.46 Asset-Backed Securities Federal National Mort 2045-04-01 4.500000 1002.00 531.83 Agency Mortgage-Backed Securities Government National M 2041-11-15 4.000000 20000.00 1929.36 Agency Mortgage-Backed Securities GDB DEBT RECOVERY AUT 2040-08-20 7.500000 60.00 48.46 Other Instrument municipal debt HASCO NIM TRUST 2005 2035-11-25 6.250000 556000.00 98.64 Asset-Backed Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2022-08-10 2.720630 4000.00 4027.45 Corporate Debt Securities LONE STAR PORT TR 201 2028-09-15 0.000000 132078864.00 2753.32 Private Label Collateralized Mortgage Obligations LONE STAR PORT TR 201 2028-09-15 0.672436 154800000.00 3361.23 Private Label Collateralized Mortgage Obligations LUMINENT MTG TR 2006- 2036-04-25 2.032000 341.00 47.35 Private Label Collateralized Mortgage Obligations MCCLATCHY CO SR SEC G 549300O2Y2UWR3BER320 2026-07-15 9.000000 2000.00 1892.50 Corporate Debt Securities NORDEA BK AB MTN 144A 529900ODI3047E2LIV03 2023-08-30 3.750000 2000.00 2114.48 Corporate Debt Securities SASCO ARC 2004-4 B 20 2034-04-27 7.500000 450000.00 175.50 Asset-Backed Securities TELEFONICA EMISIONES 549300Y5MFC4SW5Z3K71 2021-02-16 5.462000 2000.00 2116.36 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2021-08-15 8.125000 100.00 113.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 7.125000 100.00 119.45 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-04-15 3.625000 200.00 409.38 U.S. Treasuries (including strips) COMMONWEALTH EDISON C D8YOXB8L2ZDC8P7Q0771 2046-06-15 3.650000 4000.00 4278.80 Corporate Debt Securities EXPRESS SCRIPTS HLDG 2026-02-25 4.500000 4000.00 4395.74 Corporate Debt Securities FBR SEC TRUST 2005-3 2035-10-25 4.042000 3200000.00 1828.44 Asset-Backed Securities Federal National Mort 2045-07-01 4.500000 1000.00 592.13 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.000000 1001.00 689.90 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.500000 1015.00 1072.21 Agency Mortgage-Backed Securities Federal National Mort 2047-06-01 3.500000 1015.00 855.92 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2036-11-25 0.000000 4700000.00 47.00 Asset-Backed Securities FIELDSTONE MTG INV 20 2035-10-25 0.000000 6295000.00 62.95 Asset-Backed Securities MONSANTO CO NEW SR GL 2064-07-15 4.700000 2000.00 1854.06 Corporate Debt Securities QUALCOMM INC SR NT 3. H1J8DDZKZP6H7RWC0H53 2025-05-20 3.450000 2000.00 2125.79 Corporate Debt Securities SAXON ASSET SEC TRUST 2036-11-25 2.252000 4000000.00 1291.11 Asset-Backed Securities SMUCKER J M CO SR GLB 5493000WDH6A0LHDJD55 2022-03-15 3.000000 2000.00 2052.84 Corporate Debt Securities SOUNDVIEW NIM TR 2006 2036-12-25 8.250000 1840000.00 2126.73 Asset-Backed Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2022-09-08 2.150000 2000.00 2030.06 Corporate Debt Securities United States Treasur 2040-11-15 0.000000 200.00 123.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-15 8.500000 100.00 103.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2036-02-15 4.500000 100.00 134.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 4.375000 100.00 135.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-31 1.875000 100.00 101.46 U.S. Treasuries (including strips) PEOPLES CHOICE HM LN 2035-12-25 3.592000 3000000.00 1526.67 Asset-Backed Securities TAYLOR MORRISON COMMU 2023-04-15 5.875000 3000.00 3269.22 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2020-12-15 1.875000 100.00 100.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 2.750000 100.00 105.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 2.000000 100.00 101.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 1.625000 100.00 100.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-05-15 0.000000 3.91 3.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-11-15 0.000000 239.42 152.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 16.38 10.25 U.S. Treasuries (including strips) United States Treasur 2040-05-15 0.000000 5.08 3.09 U.S. Treasuries (including strips) WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 2026-02-15 4.750000 2.00 2.12 Corporate Debt Securities CCF HLDGS LLC SR GLBL 2023-12-15 10.750000 375.00 2.62 Corporate Debt Securities CSMC TRUST 2013-IVR4 2043-07-25 0.500000 73506.00 87.11 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-SAF1 2044-03-25 0.096209 114864000.00 1746.77 Private Label Collateralized Mortgage Obligations COBALT CMBS MTG TR 20 2047-04-17 0.556723 458376834.00 1534.39 Private Label Collateralized Mortgage Obligations EQUIFIRST CI-4 2005-1 2035-04-25 6.414000 2900000.00 1157.55 Asset-Backed Securities FBR SEC TRUST 2005-4 2035-10-25 2.842000 571619.00 231.35 Asset-Backed Securities FBR SEC TRUST 2005-4 2035-10-25 4.792000 3353000.00 2265.14 Asset-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2051-11-01 3.500000 1009.00 841.25 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2035-12-25 2.752000 8433000.00 3307.61 Asset-Backed Securities FIELDSTONE MTG INV 20 2035-12-25 2.872000 6983000.00 2855.27 Asset-Backed Securities FIELDSTONE MTG INV 20 2036-02-25 0.000000 20000000.00 200.00 Asset-Backed Securities Government National M 2042-01-15 3.500000 2163.00 388.25 Agency Mortgage-Backed Securities Government National M 2042-08-15 3.500000 12959.00 4788.80 Agency Mortgage-Backed Securities GSAMP TRUST NIM 2005- 2035-11-25 5.500000 8000000.00 2089.40 Asset-Backed Securities KANSAS CITY SOUTHERN 5493008C12PZMWP3WY03 2069-11-15 4.200000 2104.00 2170.93 Corporate Debt Securities MLMI CAYMAN NIM 2004- 2035-01-25 4.500000 350000.00 26.09 Asset-Backed Securities OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2024-08-15 2.900000 4000.00 4110.68 Corporate Debt Securities PEOPLES CHOICE HM LN 2035-02-25 0.000000 2800000.00 4645.20 Asset-Backed Securities PEOPLES CHOICE HM LN 2035-08-25 0.000000 1687000.00 16.87 Asset-Backed Securities ACCREDITED MTG LN TR 2036-09-25 2.172000 10300000.00 3210.17 Asset-Backed Securities AEGIS ABS 2004-6 N 20 2035-03-25 4.750000 13482000.00 538.09 Asset-Backed Securities AMBAC LSNI LLC SR SEC 2023-02-12 6.944630 3214.00 2655.80 Corporate Debt Securities BANC AMER CMBS 2005-4 2045-07-10 0.000000 18377000.00 2.24 Private Label Collateralized Mortgage Obligations CSMC SERIES 2010-17R 2035-02-27 0.010000 356771.00 82578.59 Private Label Collateralized Mortgage Obligations CSMC SERIES 2015-1R 2 2035-12-28 4.280210 14945900.00 13772822.74 Asset-Backed Securities CSFB COML MTG PTC 200 2040-09-17 0.097470 16400000.00 89.53 Private Label Collateralized Mortgage Obligations DEUTSCHE ALT-A SECS 2 2035-09-25 0.000000 300254293.00 352.66 Private Label Collateralized Mortgage Obligations Federal National Mort 2024-08-01 6.500000 4192.00 49.36 Agency Mortgage-Backed Securities PACIFIC DRILLING SECO 549300VEJMMZCY6OBU06 2024-04-01 11.000000 16.00 10.04 Corporate Debt Securities SAXON ASSET SEC TR 20 2036-11-25 2.192000 8400000.00 2641.33 Asset-Backed Securities TOWNSQUARE MEDIA INC 2023-04-01 6.500000 3000.00 3093.21 Corporate Debt Securities ODEBRECHT OFFSHORE DR 549300L7LF2PIRAWID66 2026-12-01 7.720000 5.00 1.26 Corporate Debt Securities TONON LUXEMBOURG SA R 2024-10-31 6.500000 1.00 0.01 Corporate Debt Securities ABSC NIM TR 2005-HE5 2035-06-27 5.250000 15000000.00 998.98 Asset-Backed Securities ACCESS PT FDG I LLC 2 2029-04-15 3.060000 300000.00 4383.49 Asset-Backed Securities BNC MTG LN TR 2007-3 2037-07-25 2.062000 7500000.00 284.60 Asset-Backed Securities BANC AMER CMBS 2005-1 2042-11-10 0.000000 14957925.00 5.99 Private Label Collateralized Mortgage Obligations BANK OF NOVA SCOTIA S L3I9ZG2KFGXZ61BMYR72 2022-09-19 2.450000 3000.00 3065.38 Corporate Debt Securities CD 2007-CD4 MTG TRUST 5493006ZXL5DGZK5G872 2049-12-11 1.301459 49252000.00 1064.84 Private Label Collateralized Mortgage Obligations AEGIS ABS 2004-6 B3 2 2035-03-25 4.642000 7000000.00 4583.06 Asset-Backed Securities AIR 2 US 1999 B 144A 2020-10-01 8.627000 999.00 3.32 Asset-Backed Securities ARMOR MCP 2005-1 B2 1 2037-12-10 2.165130 5693000.00 3137.08 Private Label Collateralized Mortgage Obligations AREIT TRUST 2019-CRE3 2036-09-16 4.389750 9997980.00 9997470.73 Asset-Backed Securities ACCREDITED MTG LN TR 2036-04-25 2.242000 2000000.00 642.78 Asset-Backed Securities CWALT INC 2007-19 1-A 2037-08-25 0.000000 60000000.00 181.28 Private Label Collateralized Mortgage Obligations BURLINGTON NORTH SF 2 2021-01-15 5.140000 5000.00 162.56 Asset-Backed Securities COMM 2005-C6 X-C 2044 2044-06-10 0.000000 25370000.00 3.27 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-WIN2 2044-10-25 0.232000 154249984.00 275661.87 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 200 2039-09-16 0.000000 2081264493.00 65.10 Private Label Collateralized Mortgage Obligations EVEREST ACQ LLC/FINAN 2023-06-15 6.375000 1842000.00 921.00 Corporate Debt Securities Federal National Mort 2049-10-01 3.000000 1051.00 1070.17 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2035-03-25 3.817000 2000000.00 1080.28 Asset-Backed Securities LONG BEACH ASSET NIM 2046-04-25 5.780000 6300000.00 1155.19 Asset-Backed Securities NATIONSTAR NIM 2007-A 2037-03-25 9.790000 6289991.00 379.23 Asset-Backed Securities OGX PETROLEO E GAS PA 2022-04-01 0.000000 5000000.00 50.00 Corporate Debt Securities PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2030-01-23 6.840000 3000.00 3254.88 Other Instrument international debt SSM HEALTH CARE CORP 2027-06-01 3.823000 1000.00 1067.96 Corporate Debt Securities SEQUOIA MTG TRUST TRU 2032-09-20 0.532351 7702000.00 116.12 Private Label Collateralized Mortgage Obligations United States Treasur 254900HROIFWPRGM1V77 2027-11-15 2.250000 100.00 103.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-15 2.000000 100.00 101.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-11-15 3.125000 100.00 110.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 2.500000 200.00 205.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.500000 100.00 101.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 200.00 199.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-29 1.250000 100.00 100.35 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-31 1.875000 200.00 201.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-05-15 0.000000 3.98 3.04 U.S. Treasuries (including strips) United States Treasur 2036-05-15 0.000000 30.22 20.60 U.S. Treasuries (including strips) United States Treasur 2037-08-15 0.000000 3.87 2.55 U.S. Treasuries (including strips) CSMC TRUST 2017-LSTK 2033-04-07 0.000000 139020000.00 1390.20 Private Label Collateralized Mortgage Obligations CAYMAN ABSC NIMS 2005 2035-07-27 5.050000 21260000.00 666.81 Asset-Backed Securities CWABS INC NIM 2006-14 2037-04-25 7.000000 12000000.00 2702.67 Asset-Backed Securities Federal National Mort 2047-08-01 4.000000 1024.00 714.21 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.000000 1010.00 1057.12 Agency Mortgage-Backed Securities FERRELLGAS PARTNERS L 2020-06-15 8.625000 9000.00 4802.34 Corporate Debt Securities FIRST NLC TRUST 2005- 2035-05-25 1.081005 13680000.00 513.00 Asset-Backed Securities United States Treasur 2043-08-15 0.000000 100.00 56.69 U.S. Treasuries (including strips) PRIVATE EXPT FDG CORP CYQE6SAYPFKNQJ6FMH60 2022-05-15 2.800000 4000.00 4112.24 Corporate Debt Securities RENAISSANCE HEQ 2006- 2036-11-25 6.414000 10000000.00 2011.60 Asset-Backed Securities SASCO ARC FREMONT NIM 2034-11-27 7.500000 6135000.00 2491.96 Asset-Backed Securities TERWIN MTG TR 2004-3H 2035-03-25 6.000000 13200000.00 2612.95 Asset-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-11-15 7.625000 100.00 117.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 6.000000 100.00 126.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-30 2.750000 100.00 101.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.700136 900.00 901.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-15 1.750000 100.00 100.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-02-15 0.000000 2.59 1.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-05-15 0.000000 1.42 1.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2034-11-15 0.000000 1.10 0.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-11-15 0.000000 40.50 33.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 2.70 2.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 4.87 2.79 U.S. Treasuries (including strips) WM ASSET HLDGS 2006-6 2046-09-25 7.385000 2000000.00 2251.39 Asset-Backed Securities WM ASSET HLDGS CI 200 2046-09-25 7.143000 3000000.00 3276.25 Asset-Backed Securities FHLT 2004-3 M6 2034-11-25 3.892000 3034000.00 973.34 Asset-Backed Securities Government National M 2042-10-20 3.000000 6000.00 2123.56 Agency Mortgage-Backed Securities Government National M 2040-12-15 4.000000 2908.00 1018.33 Agency Mortgage-Backed Securities ML MTG TRUST 2008-C1 2051-02-12 0.000000 51573153.00 18.49 Private Label Collateralized Mortgage Obligations PEOPLES CHOICE HM LN 2035-05-25 0.000000 8000000.00 80.00 Asset-Backed Securities PEOPLES CHOICE HM LN 2035-08-25 0.000000 3562000.00 35.62 Asset-Backed Securities SASCO ARC 2004-BNC1 B 2034-09-27 6.750000 9450000.00 691.23 Asset-Backed Securities SAXON ASSET SEC TR 2036-11-25 2.842000 6050000.00 2448.57 Asset-Backed Securities SOUNDVIEW CI-4 NIM 20 2035-07-25 4.703000 4245000.00 61.36 Asset-Backed Securities United States Treasur 2020-08-15 0.000000 100.00 98.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 2.000000 100.00 145.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2037-02-15 4.750000 100.00 139.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-15 1.375000 100.00 100.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 103.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.500000 1000.00 1028.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 1.750000 100.00 100.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-06-30 2.000000 700.00 709.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-05-15 0.000000 0.78 0.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-15 0.000000 4.68 4.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 0.000000 38.39 33.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2038-05-15 0.000000 42.14 27.21 U.S. Treasuries (including strips) VERISIGN INC SR GLBL LMPL4N8ZOJRMF0KOF759 2025-04-01 5.250000 2000.00 2230.58 Corporate Debt Securities WASH MUT BK FA CA GLB 2036-05-20 0.000000 11660000.00 361.46 Corporate Debt Securities ACCREDITED MTG LN TR 2037-02-25 2.642000 2836000.00 1069.01 Asset-Backed Securities ADJUSTABLE RATE MTG 2 2035-01-25 0.853882 41694400.00 441473.41 Private Label Collateralized Mortgage Obligations ARMT 2006-3 2A2 2036-08-25 4.660680 1000000.00 16.45 Private Label Collateralized Mortgage Obligations CWALT INC 2007-18CB 1 2037-08-25 0.030000 240000000.00 80477.87 Private Label Collateralized Mortgage Obligations ARBPR RLTY CM 2019-FL 2034-09-15 6.270530 33338000.00 33769317.74 Other Instrument collateralized debt obligation BAYVIEW COML TR 2007- 2037-07-25 0.000000 12084000.00 232.15 Asset-Backed Securities CSMC SERIES 2010-15R 2036-05-28 0.010000 337577.00 27.38 Private Label Collateralized Mortgage Obligations ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 2029-06-01 5.375000 3000.00 2834.07 Corporate Debt Securities Federal National Mort 2049-08-01 4.000000 1021.00 1088.09 Agency Mortgage-Backed Securities GSAA HEQ TR NIM 2006- 2035-12-25 6.000000 200000.00 12.35 Asset-Backed Securities JERSEY CENT PWR & LT 549300W9UGH9ZPLNPF79 2024-04-01 4.700000 2000.00 2204.62 Corporate Debt Securities MERRILL LYNCH MTG INV 2029-12-10 1.315000 23000000.00 325.60 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 20 2044-12-16 0.000000 150000000.00 17.27 Private Label Collateralized Mortgage Obligations SECURITIZED ASSET NIM 2035-08-25 6.250000 9863000.00 923.70 Asset-Backed Securities AAMES MTG TR 2005-4 M 2035-10-25 0.000000 4500000.00 45.00 Asset-Backed Securities ALTRIA GROUP INC SR N XSGZFLO9YTNO9VCQV219 2042-08-09 4.250000 4000.00 4089.18 Corporate Debt Securities CITIMORTGAGE ALT LN T 2036-12-25 0.000000 50000000.00 119.81 Private Label Collateralized Mortgage Obligations CVS HEALTH CORP AMZ 1 2027-01-10 5.298000 300.00 116.64 Corporate Debt Securities ABSN 2006-HE3 A1 2036-03-27 5.500000 16790000.00 1732.73 Private Label Collateralized Mortgage Obligations EXIDE TECHNOLOGIES SR 2024-10-31 11.000000 2.00 1.71 Corporate Debt Securities Federal National Mort 2039-04-25 4.857372 30000.00 2010.98 Agency Collateralized Mortgage Obligation FLORIDA PWR & LT CO 1 A89MY1K3YLIGJMYWVX50 2025-12-01 3.125000 3000.00 3160.34 Corporate Debt Securities Government National M 2043-05-20 3.000000 6000.00 1981.67 Agency Mortgage-Backed Securities GS MTG COML 2005-GG4 2039-07-10 1.368283 70333000.00 277.46 Private Label Collateralized Mortgage Obligations KAISER FNDTN HOSP/HLT DW4Z57L3G4IRMHYZYK62 2027-05-01 3.150000 3000.00 3151.99 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2023-03-02 2.646880 2000.00 2009.34 Corporate Debt Securities NATIONAL RURAL UTILS 4NYF266XZC35SCTGX023 2025-01-27 2.850000 3000.00 3125.41 Corporate Debt Securities PRIVATE EXPT FDG CORP CYQE6SAYPFKNQJ6FMH60 2024-01-15 3.550000 4000.00 4328.03 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2031-02-15 5.375000 100.00 136.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-05-15 2.500000 300.00 308.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 100.00 100.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.875000 100.00 106.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.875000 100.00 102.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 100.00 102.89 U.S. Treasuries (including strips) ACCREDITED MTG LN TR 2036-09-25 2.242000 5000000.00 1606.94 Asset-Backed Securities BANC AMER CMBS 2007-3 2049-06-10 0.000000 1784897847.00 147.64 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MTG 2030-05-01 0.711826 1091.00 2.32 Private Label Collateralized Mortgage Obligations United States Treasur 254900HROIFWPRGM1V77 2020-11-15 1.750000 100.00 100.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 200.00 215.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-15 2.750000 100.00 102.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 100.00 101.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 0.125000 100.00 112.41 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 1.51 1.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 0.000000 11.30 10.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 0.000000 2.74 2.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-08-15 0.000000 9.10 7.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-02-15 0.000000 0.30 0.24 U.S. Treasuries (including strips) United States Treasur 2037-11-15 0.000000 39.58 25.85 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 1.12 0.72 U.S. Treasuries (including strips) UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2023-06-15 3.500000 2.00 2.10 Corporate Debt Securities ACTAVIS FUNDING SCS S 222100FLFVOSKCBCAR54 2022-03-15 3.450000 4000.00 4131.69 Corporate Debt Securities AMBAC ASSURN CORP SR 2055-02-12 0.000000 19.00 20.14 Corporate Debt Securities BLUE CUBE SPINCO INC 2025-10-15 10.000000 2000.00 2254.17 Corporate Debt Securities CAMPBELL SOUP CO SR G 5493007JDSMX8Z5Z1902 2023-03-15 3.650000 3000.00 3155.93 Corporate Debt Securities CBS CORP NEW SR GLBL 5KYC8KF17ROCY24M3H09 2027-01-15 2.900000 3000.00 3043.27 Corporate Debt Securities AAMES MTG TR 2005-2 M 2035-07-25 0.000000 3000000.00 30.00 Asset-Backed Securities CONTINENTAL AIRLINES 2021-09-15 7.256000 100000.00 2571.43 Asset-Backed Securities FBR SEC TRUST 2005-4 2035-10-25 4.792000 6432000.00 4345.17 Asset-Backed Securities FBR SEC TRUST 2005-5 2035-11-25 4.792000 3500000.00 2364.44 Asset-Backed Securities FIELDSTONE MTG INV 20 2036-07-25 0.000000 4300000.00 43.00 Asset-Backed Securities FIELDSTONE MTG INV 20 2036-05-25 4.092000 2000000.00 1156.67 Asset-Backed Securities FIRST NLC TRUST 2005- 2035-05-25 1.081005 12000000.00 482.66 Asset-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-05-20 4.500000 1021.00 646.02 Agency Mortgage-Backed Securities ML MTG INVESTORS NIM 2034-10-25 4.500000 8918000.00 270.80 Asset-Backed Securities SASCO ARC 2003-2 A 20 2033-04-27 7.750000 2000000.00 92.61 Asset-Backed Securities SEADRILL NEW FIN LTD 2025-07-15 12.000000 6.00 5.25 Corporate Debt Securities SHARPS SP I NIM 2004- 2034-02-25 5.920000 9000000.00 391.04 Asset-Backed Securities SINCLAIR TELEVISION G 549300CQGEN0CH65UD62 2024-08-01 5.625000 4000.00 4211.13 Corporate Debt Securities TECK RESOURCES LTD SR T8KI5SQ2JRWHL7XY0E11 2042-03-01 5.200000 3000.00 3148.29 Corporate Debt Securities United States Treasur 2037-05-15 0.000000 100.00 69.26 U.S. Treasuries (including strips) United States Treasur 2045-05-15 0.000000 100.00 54.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 109.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 100.00 99.59 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-01-15 0.500000 200.00 214.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-03-31 2.500000 500.00 516.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-15 2.875000 100.00 102.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.375000 100.00 103.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.125000 300.00 297.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-30 1.750000 600.00 602.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-15 1.375000 800.00 803.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.125000 100.00 102.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-15 2.375000 100.00 104.04 U.S. Treasuries (including strips) United States Treasur 2029-08-15 0.000000 3.00 2.46 U.S. Treasuries (including strips) WASTE MGMT INC DEL 3. 549300YX8JIID70NFS41 2026-06-15 3.200000 4000.00 4204.13 Corporate Debt Securities XPLORNET COMMUNICATIO 2138007ZVGYYNWEGU394 2022-06-01 9.625000 10.00 10.05 Corporate Debt Securities BAT CAP CORP SR GLBL 2138005GYEXN7XRHFA84 2024-08-15 3.222000 3000.00 3105.22 Corporate Debt Securities CSMC MTG TR 2006-9 4- 2036-11-25 0.000000 21774666.00 69.68 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-WIN1 2044-12-25 0.232000 262586880.00 527709.31 Private Label Collateralized Mortgage Obligations CSMC SER 2019-6R 2054-11-27 0.000000 104115200.00 22708982.73 Private Label Collateralized Mortgage Obligations CHASE MORTGAGE FIN TR 2035-05-25 4.958000 18141990.00 143.48 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 200 2041-02-15 0.000000 887206600.00 852.01 Private Label Collateralized Mortgage Obligations CREDIT SUISSE AG LOND 2020-12-21 0.000000 1000.00 1000.40 Corporate Debt Securities DSLA NIM CI-4 CORP 20 2037-03-19 8.350000 1225000.00 3137.70 Asset-Backed Securities EG GLOBAL FIN PLC SR 549300TL8Q5207VYET27 2025-10-30 8.500000 2000.00 2169.24 Corporate Debt Securities FBR SEC TRUST 2005-4 2035-10-25 2.887000 1180055.00 484.97 Asset-Backed Securities FIELDSTONE MTG INV 20 2036-07-25 0.000000 2000000.00 20.00 Asset-Backed Securities FIRST NLC TRUST 2005- 2035-05-25 1.081005 13440000.00 480.76 Asset-Backed Securities GE-WMC MTG SECS CI-NI 2036-01-25 5.500000 6100000.00 1222.07 Asset-Backed Securities MAGNOLIA FIN XI DAC 2021-08-01 4.458000 1050.00 954.21 Asset-Backed Securities PARK PLACE NIM 2005-W 2035-05-25 5.192000 69000000.00 4861.78 Asset-Backed Securities PYXIS ABS CDO 2006-1/ 2046-11-10 6.000000 15592499.00 1559.25 Other Instrument collateralized debt obligation AAMES MTG TR 2004-1 B 2035-01-25 0.000000 4100000.00 16.14 Asset-Backed Securities AAMES MTG TR 2005-4 M 2035-10-25 0.000000 4500000.00 45.00 Asset-Backed Securities ACCREDITED MTG LN TR 2036-09-25 2.842000 5000000.00 2023.61 Asset-Backed Securities BOART LONGYEAR MGMT P 2022-12-31 1.500000 6.00 3.24 Corporate Debt Securities CSMC MTG TR 2006-9 4- 2036-11-25 0.000000 21774666.00 69.68 Private Label Collateralized Mortgage Obligations COMM 2005-LP5 XC 144 2043-05-10 0.000000 210453000.00 86.67 Private Label Collateralized Mortgage Obligations CSMC TR 2019-RPL4 B-1 2058-08-26 3.546600 1.00 0.54 Asset-Backed Securities EXIDE TECHNOLOGIES SR 2020-04-30 11.000000 5.00 4.87 Corporate Debt Securities FBR SEC TRUST 2005-5 2035-11-25 5.167000 3800000.00 1127.25 Asset-Backed Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2038-12-15 6.375000 1000.00 1464.64 Corporate Debt Securities TAKEDA PHARMACEUTICAL 549300ZLMVP4X0OGR454 2021-11-26 4.000000 1.00 1.04 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2027-07-15 0.375000 300.00 322.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.625000 100.00 101.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-09-30 2.875000 100.00 105.16 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.625000 300.00 311.18 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 1.750000 2600.00 2628.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.125000 800.00 795.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 1.625000 100.00 100.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 100.00 100.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-11-15 0.000000 30.54 23.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 0.000000 4.95 4.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 0.000000 11.83 10.66 U.S. Treasuries (including strips) Federal National Mort B1V7KEBTPIMZEU4LTD58 2027-01-01 3.500000 1100.00 249.03 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-06-01 3.000000 5032.00 3719.62 Agency Mortgage-Backed Securities Federal National Mort 2039-03-25 10.131663 45000.00 945.48 Agency Collateralized Mortgage Obligation Government National M 2043-09-20 3.000000 5000.00 2421.97 Agency Mortgage-Backed Securities HASCO NIM CO 2006-OPT 2035-12-27 6.250000 9610000.00 742.48 Asset-Backed Securities LB-UBS CMBS 2006-C7 X 2038-11-15 0.713225 10257000.00 273.46 Private Label Collateralized Mortgage Obligations MLMI CAYMAN NIM 2005- 2036-02-25 4.500000 12700000.00 3477.52 Asset-Backed Securities NATIONSTAR NIM TRUST 2036-06-25 7.750000 4000000.00 4084.97 Asset-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-02-15 0.000000 1.88 1.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 38.23 24.12 U.S. Treasuries (including strips) United States Treasur 2040-11-15 0.000000 3.99 2.39 U.S. Treasuries (including strips) TRAPEZA CDO IX 2006-9 2040-01-27 0.000000 100000.00 497.00 Other Instrument collateralized debt obligation Government National M 2042-03-15 3.500000 11957.00 2347.80 Agency Mortgage-Backed Securities HASCO NIM CO 2006-WMC 2036-07-26 7.000000 3850000.00 2105.00 Asset-Backed Securities NATIONAL COLL ST LN T 2033-01-25 3.142000 7500000.00 3347.92 Asset-Backed Securities SANTANDER HLDGS USA I 549300SMVCQN2P0O6I58 2021-12-03 4.450000 1000.00 1042.68 Corporate Debt Securities SAXON ASSET SEC TR 20 2036-11-25 2.132000 4000000.00 1224.44 Asset-Backed Securities THE CHARLES SCHWAB CO 549300VSGCJ7E698NM85 2023-01-25 2.650000 1.00 1.03 Corporate Debt Securities SUNTRUST ACQ CE TR 20 2037-04-25 2.112000 1.00 0.01 Asset-Backed Securities T MOBILE USA INC SR N 549300V2JRLO5DIFGE82 2023-03-01 6.000000 3000.00 3113.50 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2020-02-29 2.250000 100.00 100.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 100.00 102.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 700.00 716.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 100.00 101.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.125000 100.00 100.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-28 1.750000 100.00 100.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 1000.00 997.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 2.125000 200.00 201.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-15 1.500000 300.00 300.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 0.39 0.37 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 0.000000 3.91 3.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 0.000000 35.51 32.19 U.S. Treasuries (including strips) United States Treasur 2037-05-15 0.000000 1.10 0.73 U.S. Treasuries (including strips) United States Treasur 2039-08-15 0.000000 116.83 72.62 U.S. Treasuries (including strips) United States Treasur 2043-02-15 0.000000 4.90 2.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 2.91 1.62 U.S. Treasuries (including strips) BANC AMER CMBS 2007-5 2051-02-10 0.000000 186074000.00 64.37 Private Label Collateralized Mortgage Obligations CITIMORTGAGE ALT LN T 2037-03-25 0.000000 60000000.00 136.62 Private Label Collateralized Mortgage Obligations CSMC 2007-4 1A2 2037-06-25 2.192000 1786201.00 225.76 Private Label Collateralized Mortgage Obligations FBR SEC TRUST 2005-2 2035-09-25 3.817000 5000000.00 2700.69 Asset-Backed Securities Federal National Mort 2046-10-01 3.000000 1003.00 610.37 Agency Mortgage-Backed Securities FEDEX CORP SR NT 3.87 549300E707U7WNPZN687 2042-08-01 3.875000 4000.00 3938.11 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2044-02-15 0.000000 1.13 0.62 U.S. Treasuries (including strips) US WEST COMMUNICATION 549300R2L4N683OO1509 2033-09-15 6.875000 1000.00 1024.55 Corporate Debt Securities WACHOVIA CMBS 2007-C3 2043-12-15 0.322037 417090323.00 1092.38 Private Label Collateralized Mortgage Obligations WELLS FARGO CO NEW SR PBLD0EJDB5FWOLXP3B76 2026-04-22 3.000000 1000.00 1035.35 Corporate Debt Securities FIELDSTONE MTG INV 20 2036-05-25 2.892000 4529000.00 1864.44 Asset-Backed Securities GSMSC NIM 2007-NIM1 N 2046-08-25 8.000000 1999999.00 1502.76 Asset-Backed Securities PEOPLES CHOICE HM LN 2035-02-25 0.000000 2500000.00 25.00 Asset-Backed Securities United States Treasur 2020-05-15 8.750000 100.00 103.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 2.125000 3000.00 4707.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-11-15 3.000000 400.00 450.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 103.71 U.S. Treasuries (including strips) ACCREDITED MTG LN TR 2037-02-25 3.092000 2000000.00 878.89 Asset-Backed Securities BARRETT BILL CORP SR XE2KCQGOGYZ847CKN141 2025-06-15 8.750000 5000.00 4568.23 Corporate Debt Securities CSMC MTG TRUST 2007-5 2037-08-25 0.000000 326635000.00 691.90 Private Label Collateralized Mortgage Obligations DIGICEL GROUP ONE LTD 2022-12-30 8.250000 358.00 206.97 Corporate Debt Securities ENERGY TRANSFER LP SR 2020-10-15 7.500000 3000.00 3129.65 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2020-05-01 9.375000 2125000.00 1062.50 Corporate Debt Securities FIELDSTONE MTG INV 20 2036-11-25 0.000000 8300000.00 83.00 Asset-Backed Securities Government National M 2038-01-20 7.000000 18214.00 534.79 Agency Mortgage-Backed Securities ML MTG INVESTORS 1998 2026-11-15 0.725890 10500000.00 2312.69 Private Label Collateralized Mortgage Obligations MURRAY ENERGY CORP SR 2021-04-15 0.000000 5100000.00 51.00 Corporate Debt Securities NOBLE ENERGY INC SR G 02VFQXG2D1LR5ZH3K186 2029-10-15 3.250000 10.00 10.23 Corporate Debt Securities NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 2047-10-15 4.030000 216.00 243.29 Corporate Debt Securities PNC FUNDING CORP SR N CFGNEKW0P8842LEUIA51 2022-03-08 3.300000 4000.00 4150.19 Corporate Debt Securities PEOPLES CHOICE HM LN 2035-02-25 0.000000 3500000.00 27.44 Asset-Backed Securities PEOPLES CHOICE HM LN 2035-05-25 0.000000 1200000.00 2642.40 Asset-Backed Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2026-09-15 6.750000 4000.00 3998.75 Corporate Debt Securities SANTANDER UK PLC 4% N PTCQB104N23FMNK2RZ28 2024-03-13 4.000000 2000.00 2161.92 Corporate Debt Securities SASCO ARC 2004-1 A 20 2034-06-27 5.250000 1500000.00 49.28 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 2.172000 1500000.00 467.50 Asset-Backed Securities TARGET CORP SR GLBL N 8WDDFXB5T1Z6J0XC1L66 2026-04-15 2.500000 2000.00 2061.62 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2021-12-15 2.625000 100.00 102.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 2.000000 100.00 101.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 2.250000 100.00 102.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 100.00 104.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 2.625000 1000.00 1017.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 2.250000 100.00 101.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.375000 300.00 302.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-15 0.125000 100.00 109.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-15 0.125000 200.00 223.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-12-31 2.250000 300.00 306.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-02-15 0.000000 0.35 0.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-11-15 0.000000 0.15 0.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-15 0.000000 3.98 3.63 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-05-15 0.000000 7.41 6.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 100.00 103.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-01-31 1.250000 100.00 100.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2031-08-15 0.000000 4.83 3.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2033-05-15 0.000000 3.34 2.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 0.000000 3.96 3.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 0.000000 1.00 0.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2035-05-15 0.000000 2.38 1.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-05-15 0.000000 19.06 15.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2041-08-15 0.000000 2.01 1.18 U.S. Treasuries (including strips) WACHOVIA CMBS 2007-C3 2046-05-17 0.085207 146560699.00 1097.77 Private Label Collateralized Mortgage Obligations United States Treasur 254900HROIFWPRGM1V77 2028-02-15 0.000000 10.00 8.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-11-15 0.000000 40.47 24.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 0.000000 4.70 2.84 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0190 75000000.00 75000000.00 0.0012 N N Y N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 1.940 23305DDD4 ATUEL7OJR5057F2PV266 US23305DDD49 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-13 2020-04-13 2020-04-13 N N N 0.0194 159140729.60 159140729.60 0.0026 N N N N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 2.183 23305DAT2 ATUEL7OJR5057F2PV266 US23305DAT28 0001501323 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-01-27 2020-01-27 N N N 0.0218 199739900.00 199739900.00 0.0032 N N N N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 2.231 23305DA70 ATUEL7OJR5057F2PV266 US23305DA703 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0223 24992125.25 24992125.25 0.0004 N N Y N DNB BANK ASA DNB BANK ASA 1.965 2332K4KB9 549300GKFG0RYRRQ1414 US2332K4KB91 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-04-24 2020-04-24 N N N 0.0199 250011122.50 250011122.50 0.0040 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 2.288 7E8795N XS2014455310 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0229 184316034.65 184316034.65 0.0030 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 2.228 8E9839N 529900HNOAA1KXQJUQ27 XS2037384398 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0223 174698063.75 174698063.75 0.0028 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.926 9E2802N XS2045011496 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0193 144004448.85 144004448.85 0.0023 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.907 1F6319P 529900HNOAA1KXQJUQ27 XS2093164395 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-27 2020-04-27 2020-04-27 N N N 0.0191 347913100.50 347913100.50 0.0056 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.895 1F0081N XS2081060316 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-05-14 2020-05-14 2020-05-14 N N N 0.0190 248296067.50 248296067.50 0.0040 N N N N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 1.898 2960E2CA9 US2960E2CA95 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-10 2020-03-10 2020-03-10 N N N 0.0190 368462546.40 368462546.40 0.0059 N N N N FAIRWAY FINANCE CORPORATION FAIRWAY FINANCE CORPORATION 1.915 30601YE76 549300GKD6SUOVFV4H89 US30601YE761 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-09 2020-04-09 2020-04-09 N Y BANK OF MONTREAL 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0194 85007301.50 85007301.50 0.0014 N N N N FAIRWAY FINANCE CORPORATION FAIRWAY FINANCE CORPORATION 1.960 30601YE92 549300GKD6SUOVFV4H89 US30601YE928 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-13 2020-06-12 2020-06-12 N Y BANK OF MONTREAL 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0199 100000315.00 100000315.00 0.0016 N N N N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.573 313384SZ3 2549001DPIFGXC1TOL40 US313384SZ36 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-02-12 2020-02-12 2020-02-12 N N N 0.0157 149639508.34 149639508.34 0.0024 N N Y N FEDERAL HOME LOAN BANKS FEDERAL HOME LOAN BANKS 1.573 313384TB5 2549001DPIFGXC1TOL40 US313384TB58 U.S. Government Agency Debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-02-14 2020-02-14 2020-02-14 N N N 0.0157 121778501.68 121778501.68 0.0020 N N Y N FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) FEDERAL RESERVE BANK OF NY(TSY/AGY REPO) 1.450 0FRT07HX0 254900Y8NKGV541U8Q32 0001457970 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2025-03-31 2.625000 474985600.00 500040311.74 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0145 500000000.00 500000000.00 0.0081 N Y Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.008 31428HAY7 549300B2Q47IR0CR5B54 US31428HAY71 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-23 2020-06-23 2020-06-23 N N N 0.0203 100009233.00 100009233.00 0.0016 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.226 31428FAA3 549300B2Q47IR0CR5B54 US31428FAA30 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0223 57974399.38 57974399.38 0.0009 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.091 31428HAZ4 549300B2Q47IR0CR5B54 US31428HAZ47 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-15 2020-07-15 2020-07-15 N N N 0.0212 150015652.50 150015652.50 0.0024 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 1.988 31428HBF7 549300B2Q47IR0CR5B54 US31428HBF73 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-11 2020-09-11 2020-09-11 N N N 0.0202 24999936.75 24999936.75 0.0004 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.915 31849HBQ4 2138002Y3WMK6RZS8H90 US31849HBQ48 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-24 2020-02-24 2020-02-24 N N N 0.0192 45877013.94 45877013.94 0.0007 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 2.211 31849HA69 2138002Y3WMK6RZS8H90 US31849HA693 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-06 2020-01-06 2020-01-06 N N N 0.0221 249934832.50 249934832.50 0.0040 N N Y N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.903 31849HB76 2138002Y3WMK6RZS8H90 US31849HB766 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-07 2020-02-07 2020-02-07 N N N 0.0190 199637734.00 199637734.00 0.0032 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 2.071 31849HAE2 2138002Y3WMK6RZS8H90 US31849HAE27 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0207 315801656.28 315801656.28 0.0051 N N N N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 1.550 ORS001XM9 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 68080000.00 83159387.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-06-30 2.625000 342238000.00 353800510.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 90363000.00 90850598.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 65000000.00 65951898.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 350000000.00 361824658.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 2.000000 70000000.00 70725635.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 2.125000 100000000.00 100765000.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 162714000.00 182040638.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 370000000.00 397529284.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 1.250000 66000000.00 65903183.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-05-31 1.375000 225000000.00 224998338.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 173064000.00 216121241.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 71527600.00 72586099.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 80000000.00 88648873.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 197000000.00 213145180.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 120000000.00 124456463.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-02-15 3.000000 75800000.00 87140438.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 75000000.00 77178630.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.875000 99979000.00 101197455.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 100000000.00 99580160.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.625000 125000000.00 125751678.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 108000000.00 114903143.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 200000000.00 211272292.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-12-31 1.625000 400000000.00 400406400.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.375000 100000000.00 99915925.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 1.875000 105000000.00 105990272.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 2.250000 109000000.00 110654565.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-05-15 2.875000 111900000.00 121075043.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2046-02-15 2.500000 85000000.00 88340075.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 2.250000 77333000.00 79860119.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-02-15 2.625000 250000000.00 267890937.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 1.750000 93103100.00 93209703.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 100000000.00 104433527.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 100000000.00 98692700.00 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 5000000000.00 5000000000.00 0.0807 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 1.550 OSA001P45 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2025-08-31 2.750000 53340000.00 56745652.32 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-09-30 3.000000 391840000.00 421733081.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-10-31 3.000000 998610000.00 1073076347.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 221405000.00 235895293.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 2.125000 174540000.00 178679390.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-15 0.375000 100000000.00 110794200.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 2.750000 344230000.00 362786062.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-31 2.875000 673165000.00 722290562.21 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 3100000000.00 3100000000.00 0.0500 N Y Y N GOTHAM FUNDING CORPORATION GOTHAM FUNDING CORPORATION 1.907 38346LCB0 549300Z2ZR7VTUMRPR17 US38346LCB09 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-11 2020-03-11 2020-03-11 N Y MUFG BANK LTD 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 84678971.15 84678971.15 0.0014 N N N N HSBC BANK PLC HSBC BANK PLC 1.965 40433FQH5 MP6I5ZYZBEU3UXPYFY54 US40433FQH54 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-03 2020-06-03 2020-06-03 N N N 0.0199 84999756.90 84999756.90 0.0014 N N N N HSBC BANK USA HSBC BANK USA 2.230 40435RDV0 1IE8VN30JCEQV1H4R804 US40435RDV06 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0223 50011124.00 50011124.00 0.0008 N N N N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.650 0HSN22IO6 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO PUB FIN C 2031-08-01 0.000000 187565.00 7033.69 Other Instrument municipal debt TRILLIUM CC TR II 201 2023-09-26 2.142000 11150101.00 11160303.34 Asset-Backed Securities MASTER CR CARD TR II 2022-07-21 2.265130 2980000.00 2986893.82 Asset-Backed Securities GOLDEN CC TR 2019-1 A 549300BEDPMEONLTJX58 2022-12-15 2.189750 3355000.00 3364244.35 Asset-Backed Securities UNITED AIRLINES PT CE 2024-06-01 3.700000 3570000.00 3683599.38 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 20000000.00 20000000.00 0.0003 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.800 0HSN22IN8 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTREPID AVIATION GRO 2021-08-15 8.500000 2180.00 2314.89 Corporate Debt Securities SANTANDER UK PLC FR 4 549300F5XIFGNNW4CF72 2025-09-15 4.750000 200000.00 217370.83 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2041-07-15 5.600000 2333000.00 2900447.81 Corporate Debt Securities MPT OPERATING PARTNER 2027-10-15 5.000000 49000.00 52575.37 Corporate Debt Securities NABORS INDS INC NEW S 549300VFQWRKICUFNU92 2025-02-01 5.750000 4555800.00 4222400.23 Corporate Debt Securities AIR LEASE CORP SR GLB 5493004NW4M4P8TMMK63 2022-07-01 2.625000 4.00 4.10 Corporate Debt Securities DT AUTO OWNER TR 2016 2023-06-15 4.520000 1106210.00 705776.01 Asset-Backed Securities MIDCONTINENT EXPRESS 2027-08-15 5.375000 4494990.00 4849423.08 Corporate Debt Securities SELECT MEDICAL CORP S 2026-08-15 6.250000 26550.00 29536.03 Corporate Debt Securities SUBURBAN PROPANE PART 2027-03-01 5.875000 971000.00 1028696.95 Corporate Debt Securities BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 2030-01-30 5.250000 1.00 1.04 Corporate Debt Securities CTR PARTNERSHIP LP/ C 2025-06-01 5.250000 190000.00 198403.54 Corporate Debt Securities MSCI INC SR GLBL 144A 549300HTIN2PD78UB763 2029-11-15 4.000000 260.00 265.11 Corporate Debt Securities AIR LEASE CORP SR GLB 2028-10-01 4.625000 80.00 89.26 Corporate Debt Securities BPCE S A SR GLBL REGS 2029-10-01 2.700000 4.00 4.01 Corporate Debt Securities RAIN CII CARBON LLC/ 2025-04-01 7.250000 6000.00 5942.54 Corporate Debt Securities VALEANT PHARMACEUTICA KOO0397YRO83WY5MGD97 2026-04-01 9.250000 10.00 11.73 Corporate Debt Securities VECTOR GROUP LTD SR G 549300TUIF4WWN6NDN50 2026-11-01 10.500000 12095100.00 12711446.14 Corporate Debt Securities HUGHES SATELLITE SYS 2026-08-01 6.625000 3914400.00 4452317.39 Corporate Debt Securities AVON PRODS INC CR SEN 5493007RY69UEB1F1B45 2023-03-15 7.000000 61000.00 67582.92 Corporate Debt Securities CITGO HOLDING INC SR 549300NYHOALWZ2BSL72 2024-08-01 9.250000 1801300.00 1996353.27 Corporate Debt Securities JSL EUROPE LLC SR GLB 54930068BSUST41D5C30 2024-07-26 7.750000 932720.00 1035937.39 Corporate Debt Securities LAND O LAKES INC 7% 2099-01-01 7.000000 2220.00 2068.30 Corporate Debt Securities SOUTH AFRICA REP SR G 2046-10-12 5.000000 2352569.00 2180627.57 Other Instrument international debt DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2039-10-15 5.700000 415000.00 246665.63 Corporate Debt Securities WABASH NATL CORP SR G 5299004ZAWHQZI5XO485 2025-10-01 5.500000 9204300.00 9306442.16 Corporate Debt Securities WEIGHT WATCHERS INTL SGT8R1MU6ESIC7UJC518 2025-12-01 8.625000 1678000.00 1787754.48 Corporate Debt Securities EQUINIX INC SR NT 5.8 549300EVUN2BTLJ3GT74 2026-01-15 5.875000 1135000.00 1234104.89 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-11-01 4.063000 5601000.00 5745667.14 Corporate Debt Securities MMAF EQUIP FIN LLC 20 2022-09-12 3.200000 489.00 495.47 Asset-Backed Securities METHANEX CORP SR GLBL 549300TSJHRXT9QXRD13 2029-12-15 5.250000 4240.00 4401.19 Corporate Debt Securities T MOBILE USA INC SR N 549300V2JRLO5DIFGE82 2025-03-01 6.375000 82000.00 86495.48 Corporate Debt Securities PRIME SEC SVCS BORROW 2026-04-15 5.750000 500.00 549.64 Corporate Debt Securities SOCIETE GENERALE LW T 2099-01-01 6.750000 7.00 7.84 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0180 51000000.00 51000000.00 0.0008 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.650 0HSN22IP3 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2037-10-01 6.750000 950000.00 1339136.63 Corporate Debt Securities CORP NACIONAL DEL COB 2035-09-21 5.625000 291000.00 369971.22 Corporate Debt Securities AIR LEASE CORP SR GLB 2028-10-01 4.625000 10.00 11.16 Corporate Debt Securities ENBRIDGE INC SR GLBL 98TPTUM4IVMFCZBCUR27 2044-06-10 4.500000 2208000.00 2452646.40 Corporate Debt Securities BRITISH TELECOMMUNICA 2029-11-08 3.250000 1035830.00 1041044.83 Corporate Debt Securities AMERICAN HONDA FIN CO 2021-01-08 2.497000 1640420.00 1655276.19 Corporate Debt Securities BMW US CAP LLC SR GLB 2024-04-18 3.150000 3152890.00 3281780.14 Corporate Debt Securities BPCE S A FR 3.25%0111 2028-01-11 3.250000 1.00 1.05 Corporate Debt Securities KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 2025-06-01 4.300000 41000.00 44605.29 Corporate Debt Securities SYSCO CORP SR GLBL NT 5RGWIFLMGH3YS7KWI652 2048-03-15 4.450000 960000.00 1111957.60 Corporate Debt Securities TECK RESOURCES LTD SR T8KI5SQ2JRWHL7XY0E11 2041-07-15 6.250000 579000.00 683101.79 Corporate Debt Securities EXPERIAN FINANCE PLC 2029-02-01 4.250000 88710.00 99275.39 Corporate Debt Securities BANK AMER CORP SR NT 9DJT3UXIJIZJI4WXO774 2028-01-20 3.824000 3880000.00 4234847.56 Corporate Debt Securities GHANA REP FR 8.95%032 213800PP4399SNNXZ126 2051-03-26 8.950000 199984.00 208585.20 Other Instrument international debt AMERICAN FINL GROUP I 549300AFOM7IVKIU1G39 2047-06-15 4.500000 3541000.00 3816401.27 Corporate Debt Securities CORPORACION NACIONAL 549300UVMBCBCIPSUI70 2025-09-16 4.500000 200000.00 219024.00 Corporate Debt Securities GOODMAN US FIN FOUR L 2037-10-15 4.500000 182956.00 199208.90 Corporate Debt Securities HEWLETT PACKARD ENTER 549300BX44RGX6ANDV88 2045-10-15 6.350000 8813000.00 10788779.13 Corporate Debt Securities AIR LEASE CORP SR GLB 5493004NW4M4P8TMMK63 2022-07-01 2.625000 23.00 23.56 Corporate Debt Securities DH EUROPE FIN II S A 222100KDGL314CKTZ511 2022-11-15 2.050000 2077570.00 2085730.81 Corporate Debt Securities DEUTSCHE BK AG N Y BR 7LTWFZYICNSX8D621K86 2022-02-14 5.000000 99.00 105.12 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2044-06-01 4.125000 53000.00 63092.41 Corporate Debt Securities MARKEL CORP SR GLBL N 549300SCNO12JLWIK605 2049-05-20 5.000000 432060.00 514430.32 Corporate Debt Securities SOUTH AFRICA REP SR G 2046-10-12 5.000000 7410.00 6868.43 Other Instrument international debt United States Treasur 254900HROIFWPRGM1V77 2047-02-15 3.000000 1862800.00 2121498.21 U.S. Treasuries (including strips) UNITED TECHNOLOGIES C I07WOS4YJ0N7YRFE7309 2028-11-16 4.125000 2072000.00 2343912.01 Corporate Debt Securities DEVELOPMENT BK JAPAN 5493001HGBABMWFZUI25 2023-09-06 3.125000 16573900.00 17401200.03 Other Instrument international debt PANAMA REP SR GLBL BD 2026-01-29 7.125000 1155000.00 1477921.16 Other Instrument international debt THOMSON REUTERS CORP 549300561UZND4C7B569 2026-05-15 3.350000 789000.00 814522.18 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2029-02-08 3.875000 48749.00 54574.25 Corporate Debt Securities BMW US CAP LLC SR 144 KK5MZM9DIXLXZL9DZL15 2023-09-15 2.250000 618000.00 623557.36 Corporate Debt Securities BPCE S A SR GLBL REGS 2029-10-01 2.700000 129.00 129.24 Corporate Debt Securities KRAFT FOODS GROUP INC 5493003STKEZ2S0RNU91 2042-06-04 5.000000 4420000.00 4754819.91 Corporate Debt Securities PHILIPPINES REP SR GL 529900RAHBALMYIJ3T08 2042-02-02 3.700000 687412.00 787005.01 Other Instrument international debt BAT CAP CORP SR GLBL 2138005GYEXN7XRHFA84 2047-08-15 4.540000 2599000.00 2671681.04 Corporate Debt Securities DEUTSCHE BK AG FR 4.2 2021-10-14 4.250000 1550000.00 1606190.94 Corporate Debt Securities KREDITANSTALT FUR WIE 549300GDPG70E3MBBU98 2022-06-15 2.125000 55.00 55.66 Other Instrument international debt ALTRIA GROUP INC 4.8% XSGZFLO9YTNO9VCQV219 2029-02-14 4.800000 5513000.00 6253855.32 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2047-01-10 4.950000 5000000.00 6054625.00 Corporate Debt Securities CREDIT AGRICOLE SA LO 2022-01-10 3.375000 558000.00 579844.30 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2040-09-01 4.500000 3923000.00 4387895.12 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2042-11-01 3.850000 160000.00 174577.56 Corporate Debt Securities WESTPAC BKG CORP SR G 2023-05-15 2.629880 2089000.00 2109953.51 Corporate Debt Securities GHANA REP FR 8.125%03 213800PP4399SNNXZ126 2032-03-26 8.125000 3844790.00 3962380.77 Other Instrument international debt OMEGA HEALTHCARE INVS 549300OJ7ENK42CZ8E73 2029-10-01 3.625000 4490120.00 4545390.88 Corporate Debt Securities DEUTSCHE BK AG FR 3.7 7LTWFZYICNSX8D621K86 2024-05-30 3.700000 128000.00 131025.07 Corporate Debt Securities ADVOCATE HEALTH & HOS 2049-10-15 3.387000 1266900.00 1270976.67 Corporate Debt Securities CONOCOPHILLIPS CO SR 6VJJ5GQWIRDQ06DUXG89 2026-03-15 4.950000 309000.00 359851.36 Corporate Debt Securities SANTANDER UK PLC SR G 549300F5XIFGNNW4CF72 2021-01-08 3.125000 58000.00 59354.91 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 94000000.00 94000000.00 0.0015 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.310 45580DF25 5493002ERZU2K9PZDL40 US45580DF258 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-20 2020-03-20 2020-03-20 N N N 0.0231 100008361.00 100008361.00 0.0016 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.260 45580DD92 5493002ERZU2K9PZDL40 US45580DD923 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0226 150048433.50 150048433.50 0.0024 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.260 45580DD84 5493002ERZU2K9PZDL40 US45580DD840 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0226 165052960.05 165052960.05 0.0027 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.320 45580DF58 US45580DF589 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-31 2020-03-31 2020-03-31 N N N 0.0232 249991455.00 249991455.00 0.0040 N N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH 2.262 0F9622N 5493002ERZU2K9PZDL40 XS2080337434 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0226 99780677.00 99780677.00 0.0016 N N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH 2.242 0F8106N 254900YLQBQNWLGKOI74 XS2078379034 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0224 99812713.00 99812713.00 0.0016 N N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH 2.262 0F9357N 5493002ERZU2K9PZDL40 XS2079798216 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0226 99780677.00 99780677.00 0.0016 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 2.078 44988KHL6 US44988KHL61 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-16 2020-09-14 2020-09-14 N N N 0.0211 49999970.00 49999970.00 0.0008 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 2.078 44988GBU1 US44988GBU13 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-18 2020-09-18 2020-09-18 N N N 0.0211 199999828.00 199999828.00 0.0032 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.930 0INB03FT7 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-27 2020-07-27 2020-07-27 N N N 0.0193 95011000.05 95011000.05 0.0015 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.905 0INB03FY6 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-31 2020-07-31 2020-07-31 N N N 0.0191 149995306.50 149995306.50 0.0024 N N N N ING BANK NV ING BANK NV 1.915 PPQD33NM0 3TK20IVIUJ8J3ZU0QE75 0001114446 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-02-10 2020-02-10 N N N 0.0194 305055985.80 305055985.80 0.0049 N N N N ING BANK NV ING BANK NV 2.084 PP9FC7KS5 70UN1RCXO6LO7KWNC831 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-10 2020-11-09 2020-11-09 N N N 0.0211 295096695.10 295096695.10 0.0048 N N N N ING BANK NV ING BANK NV 2.030 05586FFT9 R0MUWSFPU8MPRO8K5P83 US05586FFT93 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-07-07 2020-07-07 N N N 0.0206 108051539.76 108051539.76 0.0017 N N N N ING BANK NV/LONDON ING BANK NV/LONDON 2.045 AAY9966Y9 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-12 2020-07-10 2020-07-10 N N N 0.0207 165089121.45 165089121.45 0.0027 N N N N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.690 0IFX04TC8 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANNALY CAP MGMT INC C 2DTL0G3FPRYUT58TI025 2099-01-01 0.000000 15.00 141.30 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2099-01-01 0.000000 7754.00 2260446.08 Equities UMPQUA HLDGS CORP COM 5299002ENJ7CY215BW86 2099-01-01 0.000000 19587.00 345710.55 Equities GENERAL ELECTRIC CO C 3C7474T6CDKPR9K6YT90 2099-01-01 0.000000 338456.00 3750092.48 Equities PAYPAL HLDGS INC COM 5493005X2GO78EFZ3E94 2099-01-01 0.000000 34279.00 3701103.63 Equities ALEXION PHARMACEUTICA M1YXUUZR0EIMU8T0EM75 2099-01-01 0.000000 34547.00 3708274.98 Equities ALLIANCE DATA SYSTEMS 549300G8S4PO686J7H97 2099-01-01 0.000000 45175.00 5000420.75 Equities AUTOMATIC DATA PROCES HGBOLILQXWER4SAL2I23 2099-01-01 0.000000 21960.00 3724196.40 Equities COLGATE PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 2099-01-01 0.000000 54208.00 3728968.32 Equities ENTERGY CORP NEW COM 4XM3TW50JULSLG8BNC79 2099-01-01 0.000000 6824.00 813966.72 Equities LKQ CORP COM DS830JTTZQN6GK0I2E41 2099-01-01 0.000000 104549.00 3732399.30 Equities ATLASSIAN CORP PLC CL 549300AGBII4MWBVJY22 2099-01-01 0.000000 30.00 3579.90 Equities IQVIA HLDGS INC COM 549300W3R20NM4KQPH86 2099-01-01 0.000000 24282.00 3726072.90 Equities MEDNAX INC COM 2099-01-01 0.000000 5957.00 161851.69 Equities ANWORTH MORTGAGE ASSE N2KM5OGWVS7HLNUACF84 2099-01-01 0.000000 33.00 116.49 Equities ARCONIC INC COM 549300HO5WFZUT5N2T22 2099-01-01 0.000000 120428.00 3717612.36 Equities EXELON CORP COM 3SOUA6IRML7435B56G12 2099-01-01 0.000000 82584.00 3747661.92 Equities FORD MTR CO DEL COM 20S05OYHG0MQM4VUIC57 2099-01-01 0.000000 400659.00 3706095.75 Equities GRAPHIC PACKAGING HLD 2099-01-01 0.000000 224695.00 3734430.90 Equities PPG INDS INC COM 549300BKPEP01R3V6C59 2099-01-01 0.000000 1442.00 191670.64 Equities CONOCOPHILLIPS COM WPTL2Z3FIYTHSP5V2253 2099-01-01 0.000000 57712.00 3728772.32 Equities D R HORTON INC COM 529900ZIUEYVSB8QDD25 2099-01-01 0.000000 70878.00 3724638.90 Equities ALLISON TRANSMISSION 529900RP7DJ882LI9T83 2099-01-01 0.000000 77005.00 3727042.00 Equities THE CHARLES SCHWAB CO 549300VSGCJ7E698NM85 2099-01-01 0.000000 41914.00 2004327.48 Equities CATERPILLAR INC DEL C WRJR7GS4GTRECRRTVX92 2099-01-01 0.000000 24200.00 3569984.00 Equities TWITTER INC COM 549300I8RX485XMK6836 2099-01-01 0.000000 89800.00 2876294.00 Equities STARBUCKS CORP COM OQSJ1DU9TAOC51A47K68 2099-01-01 0.000000 57187.00 5000431.28 Equities VISA INC COM CL A 549300JZ4OKEHW3DPJ59 2099-01-01 0.000000 19801.00 3719221.83 Equities FIDELITY NATL INFORMA 6WQI0GK1PRFVBA061U48 2099-01-01 0.000000 36078.00 5000410.80 Equities AGILENT TECHNOLOGIES QUIX8Y7A2WP0XRMW7G29 2099-01-01 0.000000 43902.00 3727279.80 Equities JOHNSON & JOHNSON COM 549300G0CFPGEF6X2043 2099-01-01 0.000000 25730.00 3738569.00 Equities PROCTER & GAMBLE CO C 2572IBTT8CCZW6AU4141 2099-01-01 0.000000 29742.00 3701986.74 Equities AMEREN CORP COM XRZQ5S7HYJFPHJ78L959 2099-01-01 0.000000 65314.00 5000439.84 Equities STATE STR CORP COM 549300ZFEEJ2IP5VME73 2099-01-01 0.000000 62599.00 5000408.12 Equities ARCHER DANIELS MIDLAN 549300LO13MQ9HYSTR83 2099-01-01 0.000000 80997.00 3735581.64 Equities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 100000000.00 100000000.00 0.0016 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.690 0IFX04TD6 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Home Loan Mor 2049-04-01 4.000000 170424.00 155419.59 Agency Mortgage-Backed Securities PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 248000.00 279017.84 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2043-04-16 4.875000 25000000.00 20854520.83 Other Instrument international debt WILLIS-KNIGHTON MED C 2048-09-01 4.813000 4.00 4.87 Corporate Debt Securities ALLY FINL INC GTD SR 549300JBN1OSM8YNAI90 2020-03-15 8.000000 12000.00 12408.40 Corporate Debt Securities REPUBLIC OF TURKEY SR 2030-01-15 11.875000 15000000.00 22266406.25 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 30000000.00 30840700.00 Other Instrument international debt BANCO NACIONAL DE DES 254900DCL95WTK6VYD35 2023-09-26 5.750000 337000.00 375759.68 Other Instrument international debt MEDTRONIC INC SR GLBL D56MRZY2INAN94ZONZ37 2045-03-15 4.625000 2000.00 2560.84 Corporate Debt Securities REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2024-11-14 5.600000 34117564.00 34924633.93 Other Instrument international debt PACCAR FINL CORP SR M PH3S12DWZBHHQKVYZ297 2024-08-15 2.150000 2.00 2.01 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 56000.00 63749.39 Corporate Debt Securities BMW US CAPITAL LLC SR 2021-09-15 1.850000 331.00 332.02 Corporate Debt Securities AXIS SPECIALTY FINANC 2040-01-15 4.900000 200.00 203.65 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.000000 5040.00 5355.00 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2025-05-07 3.932000 6.00 6.34 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 2907532.00 3236143.45 Corporate Debt Securities TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 46000.00 37209.21 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2028-10-24 6.125000 19000000.00 19423494.17 Other Instrument international debt ING BANK NV SR GLBL R 2021-08-15 2.050000 1.00 1.01 Corporate Debt Securities HYUNDAI CAP AMER INC 2024-02-01 4.300000 1088.00 1165.74 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2029-08-01 2.850000 996.00 1007.51 Corporate Debt Securities BMW US CAPITAL LLC SR 2020-04-06 2.150000 1.00 1.01 Corporate Debt Securities AGILENT TECHNOLOGIES QUIX8Y7A2WP0XRMW7G29 2029-09-15 2.750000 4672.00 4680.94 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 42081000.00 42514644.70 Other Instrument international debt WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2025-06-01 3.950000 2000.00 2026.48 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 10000000.00 11746222.22 Other Instrument international debt POSCO SR GLBL REGS 24 2024-07-15 2.750000 627.00 637.05 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 52533128.00 57521403.87 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2023-01-05 2.625000 33722000.00 34169167.77 Other Instrument international debt VOLKSWAGEN GROUP AMER 5493002SQ1AVQBY41K40 2023-11-13 4.250000 7.00 7.50 Corporate Debt Securities PETROLEOS MEXICANOS S 2027-01-23 6.490000 1.00 1.08 Other Instrument international debt DAIMLER FINANCE NORTH 2021-07-06 2.000000 3019.00 3041.84 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-08-02 5.875000 1209000.00 1294794.00 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 259000000.00 259000000.00 0.0042 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 2.000 0IFX04SM7 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 23314251.00 25528052.47 Other Instrument international debt BANCO NACIONAL DE DES 254900DCL95WTK6VYD35 2023-09-26 5.750000 865000.00 964487.01 Other Instrument international debt RIO OIL FIN TR SR SEC 549300V5D1W52HY8NO65 2024-07-06 9.250000 250000.00 164975.13 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 269000.00 306224.74 Corporate Debt Securities PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 1111000.00 1249954.93 Other Instrument international debt DAIMLER FINANCE NORTH 2021-07-06 2.000000 125.00 125.95 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 1371000.00 1439763.65 Other Instrument international debt Federal Home Loan Mor 2049-04-01 4.000000 197312.00 179940.33 Agency Mortgage-Backed Securities REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2047-05-11 5.750000 90000000.00 80354375.00 Other Instrument international debt POSCO SR GLBL REGS 24 2024-07-15 2.750000 4168.00 4234.79 Corporate Debt Securities TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 2000.00 1617.79 Corporate Debt Securities PETROLEOS MEXICANOS S 2027-01-23 6.490000 1.00 1.08 Other Instrument international debt CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.000000 1000.00 1062.50 Corporate Debt Securities BRAZIL FEDERATIVE REP 2027-05-15 10.125000 1388000.00 1990261.88 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2037-01-20 7.125000 686000.00 903020.67 Other Instrument international debt Federal National Mort 2049-05-01 4.000000 20075.00 19240.52 Agency Mortgage-Backed Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 25000000.00 26284253.47 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2023-01-05 2.625000 4801000.00 4864663.26 Other Instrument international debt SUMITOMO MITSUI FINL 35380028MYWPB6AUO129 2021-03-09 2.934000 2000.00 2039.31 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 11389000.00 11506363.65 Other Instrument international debt ING BANK NV SR GLBL R 2021-08-15 2.050000 250.00 252.55 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2029-01-23 4.750000 11.00 13.01 Corporate Debt Securities BRAZIL FEDERATIVE REP 2025-02-04 8.750000 20936000.00 27462507.22 Other Instrument international debt FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-08-02 5.875000 200000.00 214192.56 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 32638000.00 32906470.22 Other Instrument international debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0200 200000000.00 200000000.00 0.0032 N N Y Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.640 0IFX04TE4 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2048-06-01 4.000000 1228876.00 1083645.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-12-01 3.500000 54087.00 49266.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2045-08-01 3.500000 85743.00 51509.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-10-01 4.000000 590093.00 470689.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-03-01 5.500000 7740512.00 808367.73 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 3122016.00 3105333.41 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 4.000000 7546240.00 6881856.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-10-01 2.500000 535271.00 524023.93 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 3.500000 9929760.00 5404846.21 Agency Mortgage-Backed Securities Government National M 2041-08-20 3.250000 1040.00 82.00 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 4.000000 401443.00 367737.16 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 4.000000 985688.00 847409.19 Agency Mortgage-Backed Securities Federal National Mort 2041-02-01 4.000000 10206960.00 2474271.22 Agency Mortgage-Backed Securities Federal National Mort 2046-08-01 3.500000 185853.00 156894.47 Agency Mortgage-Backed Securities PETROLEOS MEXICANOS S 2027-01-23 6.490000 456.00 494.30 Other Instrument international debt Federal Home Loan Mor 2029-09-01 3.000000 149216.00 63721.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-05-01 3.500000 2538768.00 1992501.48 Agency Mortgage-Backed Securities Federal National Mort 2047-05-01 4.000000 704418.00 566411.95 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 3583784.00 3349104.13 Agency Mortgage-Backed Securities AXIS SPECIALTY FINANC 2040-01-15 4.900000 327.00 332.97 Corporate Debt Securities Federal Home Loan Mor 2049-04-01 3.500000 52996.00 51714.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.000000 4114088.00 3907740.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-01-01 3.500000 5629816.00 4717133.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 451573.00 452817.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-01-01 4.000000 2384596.00 525920.61 Agency Mortgage-Backed Securities ZIMMER BIOMET HLDGS I 2P2YLDVPES3BXQ1FRB91 2025-04-01 3.550000 3000.00 3190.79 Corporate Debt Securities Federal National Mort 2047-05-01 3.500000 301939.00 248415.58 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-09-01 3.500000 1000.00 894.51 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 4.000000 6234184.00 4737692.36 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 42000000.00 42000000.00 0.0007 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 2.000 0IFX04SP0 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N POSCO SR GLBL REGS 24 2024-07-15 2.750000 1651.00 1677.46 Corporate Debt Securities DAIMLER FINANCE NORTH 2021-07-06 2.000000 31.00 31.23 Corporate Debt Securities CAPITAL ONE NATL ASSN 207ALC1P1YM0OVDV0K75 2022-08-08 2.724250 3694.00 3736.52 Corporate Debt Securities BANK AMER CORP FR 4.2 9DJT3UXIJIZJI4WXO774 2029-07-23 4.271000 2000.00 2262.41 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.000000 240.00 255.00 Corporate Debt Securities HYUNDAI CAP AMER INC 2024-02-01 4.300000 1913.00 2049.68 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2025-04-09 4.350000 2000.00 2154.82 Corporate Debt Securities TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 3000.00 2426.69 Corporate Debt Securities PETROLEOS MEXICANOS S 2027-01-23 6.490000 54949.00 59564.00 Other Instrument international debt ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2028-04-13 4.000000 2000.00 2220.23 Corporate Debt Securities ING BANK NV SR GLBL R 2021-08-15 2.050000 718.00 725.34 Corporate Debt Securities BANCO NACIONAL DE DES 254900DCL95WTK6VYD35 2023-09-26 5.750000 69959000.00 78005256.65 Other Instrument international debt DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2026-09-14 2.250000 2000.00 2016.30 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 85000.00 96762.47 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 2445891.00 2722327.44 Corporate Debt Securities WELLS FARGO & CO FR 2 PBLD0EJDB5FWOLXP3B76 2030-10-30 2.879000 3000.00 3038.49 Corporate Debt Securities AT&T BROADBAND CORP S 2022-11-15 9.455000 2000.00 2440.64 Corporate Debt Securities BRAZIL FEDERATIVE REP 2025-02-04 8.750000 10000.00 13117.36 Other Instrument international debt Federal Home Loan Mor 2049-04-01 4.000000 14880.00 13569.94 Agency Mortgage-Backed Securities HERSHEY CO GLBL NT 3. 21X2CX66SU2BR6QTAD08 2049-11-15 3.125000 232.00 230.32 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2029-08-01 2.850000 2.00 2.02 Corporate Debt Securities RIO OIL FIN TR SR SEC 549300V5D1W52HY8NO65 2024-07-06 9.250000 297000.00 195990.45 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-09 2020-01-09 2020-01-09 N N N 0.0200 75000000.00 75000000.00 0.0012 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 2.000 0IFX04SH8 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2025-04-09 4.350000 3000.00 3232.22 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 256.00 284.93 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 98179000.00 103103249.56 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 85000000.00 92346856.94 Other Instrument international debt Federal Home Loan Mor 2049-04-01 4.000000 33813.00 30836.05 Agency Mortgage-Backed Securities TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 32000.00 25884.67 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 425000.00 483812.33 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2023-01-05 2.625000 20046000.00 20311818.31 Other Instrument international debt HERSHEY CO GLBL NT 3. 21X2CX66SU2BR6QTAD08 2049-11-15 3.125000 2.00 1.99 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.000000 55480.00 58947.50 Corporate Debt Securities ALLY FINL INC GTD SR 549300JBN1OSM8YNAI90 2020-03-15 8.000000 5000.00 5170.17 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0200 200000000.00 200000000.00 0.0032 N N Y N KBC BANK NV - LONDON KBC BANK NV - LONDON 2.026 9E6385N 96QM9M0BWQYBMDQH8L02 XS2051789373 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N N N 0.0203 256145755.13 256145755.13 0.0041 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 2.221 48803NBM8 US48803NBM83 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-07 2020-01-07 2020-01-07 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ N 0.0222 49983666.50 49983666.50 0.0008 N N Y N KELLS FUNDING LLC KELLS FUNDING LLC 2.002 48803TMF8 US48803TMF83 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-21 2020-01-21 2020-01-21 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ N 0.0200 99898617.00 99898617.00 0.0016 N N N N LLOYDS BANK PLC LLOYDS BANK PLC 1.960 53946BDY4 H7FNTJ4851HG0EXQ1Z70 US53946BDY48 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-24 2020-01-24 2020-01-24 N N N 0.0199 55008028.90 55008028.90 0.0009 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.984 53944QEB2 US53944QEB23 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-05-11 2020-05-11 2020-05-11 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0198 24827666.75 24827666.75 0.0004 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 2.010 53944QD72 US53944QD724 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-04-07 2020-04-07 2020-04-07 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0201 39791260.00 39791260.00 0.0006 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.915 53944QF13 US53944QF133 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-06-01 2020-06-01 2020-06-01 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0192 79360800.00 79360800.00 0.0013 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.915 53944QF21 US53944QF216 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-06-02 2020-06-02 2020-06-02 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0192 59517466.80 59517466.80 0.0010 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.905 55607KBS4 4ZHCHI4KYZG2WVRT8631 US55607KBS42 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-26 2020-02-26 2020-02-26 N N N 0.0191 139600113.80 139600113.80 0.0023 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.916 55607KBT2 4ZHCHI4KYZG2WVRT8631 US55607KBT25 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-27 2020-02-27 2020-02-27 N N N 0.0192 189447162.70 189447162.70 0.0031 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.960 55607NHF0 4ZHCHI4KYZG2WVRT8631 US55607NHF06 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-16 2020-05-15 2020-05-15 N N N 0.0199 80002644.80 80002644.80 0.0013 N N N N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 1.991 57666ADD1 635400YCKMVA7GIA6Q33 US57666ADD19 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-04-13 2020-04-13 2020-04-13 N Y BNP PARIBAS 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0199 76591592.00 76591592.00 0.0012 N N N N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 1.912 57666AE57 635400YCKMVA7GIA6Q33 US57666AE572 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-05-05 2020-05-05 2020-05-05 N Y BNP PARIBAS 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 99362300.00 99362300.00 0.0016 N N N N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 1.905 57666AF15 635400YCKMVA7GIA6Q33 US57666AF157 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-06-01 2020-06-01 2020-06-01 N Y BNP PARIBAS 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 89296965.00 89296965.00 0.0014 N N N N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 1.897 57666ACB6 635400YCKMVA7GIA6Q33 US57666ACB61 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-11 2020-03-11 2020-03-11 N Y BNP PARIBAS 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0190 99651311.00 99651311.00 0.0016 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 1.917 59157TFS7 54930024MDLTV1K1YL10 US59157TFS78 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-06-26 2020-06-26 2020-06-26 N N N 0.0192 24778736.00 24778736.00 0.0004 N N N N MICHIGAN ST FIN AUTH REVENUE MICHIGAN ST FIN AUTH REVENUE 1.700 59447TXD0 54930022O46HOX5J1D14 US59447TXD08 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2049-09-01 N N N 0.0170 65000000.00 65000000.00 0.0010 N N Y N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 2.021 0F4405N JBONEPAGQXF4QP29B387 XS2068169023 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-17 2020-01-17 2020-01-17 N N N 0.0202 24977943.00 24977943.00 0.0004 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 1.973 1F8481N XS2096042051 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-20 2020-04-20 2020-04-20 N N N 0.0197 139169679.60 139169679.60 0.0022 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.995 60683BTQ6 JBONEPAGQXF4QP29B387 US60683BTQ67 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-30 2020-01-30 2020-01-30 N N N 0.0202 200039052.00 200039052.00 0.0032 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.972 60683BTM5 JBONEPAGQXF4QP29B387 US60683BTM53 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-27 2020-01-27 2020-01-27 N N N 0.0200 100016599.00 100016599.00 0.0016 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.000 0MUT01AS2 JBONEPAGQXF4QP29B387 0001462160 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSX CORP 549300JVQR4N1MMP3Q88 2028-03-01 3.800000 9000000.00 9811890.00 Corporate Debt Securities AEP TEXAS INC 2028-06-01 3.950000 6064000.00 6615342.94 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2022-05-13 2.700000 20000000.00 20439000.00 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2026-07-15 2.650000 14990000.00 15327131.69 Corporate Debt Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0200 50000000.00 50000000.00 0.0008 N N Y N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.010 60683BVL4 JBONEPAGQXF4QP29B387 US60683BVL43 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-11 2020-02-11 2020-02-11 N N N 0.0200 40004722.00 40004722.00 0.0006 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 1.995 60683BTR4 JBONEPAGQXF4QP29B387 US60683BTR41 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-29 2020-01-29 2020-01-29 N N N 0.0202 200038218.00 200038218.00 0.0032 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 2.125 9E6620N 549300IJV8X2BVHFN697 XS2052256927 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-10 2020-03-10 2020-03-10 N N N 0.0213 99622266.00 99622266.00 0.0016 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 1.951 1F1489N 549300IJV8X2BVHFN697 XS2083199146 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-20 2020-03-20 2020-03-20 N N N 0.0195 298705608.00 298705608.00 0.0048 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 1.955 1F0491N 51KMXRLB0RIEGI0WJN58 XS2081569852 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-18 2020-02-18 2020-02-18 N N N 0.0196 99735286.00 99735286.00 0.0016 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 1.983 0F6466N 549300IJV8X2BVHFN697 XS2074653309 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-04 2020-03-04 2020-03-04 N N N 0.0198 99654531.00 99654531.00 0.0016 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 2.055 0F3000N RB0PEZSDGCO3JS6CEU02 XS2065955580 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0206 74959397.25 74959397.25 0.0012 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.600 0NC002AX0 0001512734 Non-Negotiable Time Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0160 993997000.00 993997000.00 0.0160 N Y Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.600 0NC002AY8 0001512734 Non-Negotiable Time Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0160 375000000.00 375000000.00 0.0061 N Y Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.990 60710AFD9 RB0PEZSDGCO3JS6CEU02 US60710AFD90 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-12 2020-02-12 2020-02-12 N N N 0.0199 250036075.00 250036075.00 0.0040 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.980 60710AF64 RB0PEZSDGCO3JS6CEU02 US60710AF646 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-12 2020-05-11 2020-05-11 N N N 0.0201 125014741.25 125014741.25 0.0020 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.940 60710AFJ6 RB0PEZSDGCO3JS6CEU02 US60710AFJ60 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-20 2020-07-20 2020-07-20 N N N 0.0194 200058304.00 200058304.00 0.0032 N N N N MIZUHO INTERNATIONAL PLC MIZUHO INTERNATIONAL PLC 2.010 0F3058N 213800HZ54TG54H2KV03 XS2066012050 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-14 2020-04-14 2020-04-14 N N N 0.0201 49717233.00 49717233.00 0.0008 N N N N MUFG BANK LTD LONDON BRANCH MUFG BANK LTD LONDON BRANCH 2.241 8E1349N C3GTMMZIHMY46P4OIX74 XS2017793592 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-19 2020-03-19 2020-03-19 N N N 0.0224 99583699.00 99583699.00 0.0016 N N N N MUFG BANK LTD LONDON BRANCH MUFG BANK LTD LONDON BRANCH 1.975 9E2864N C3GTMMZIHMY46P4OIX74 XS2045185134 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-05-15 2020-05-15 2020-05-15 N N N 0.0198 148917042.00 148917042.00 0.0024 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 2.248 62479LCD5 C3GTMMZIHMY46P4OIX74 US62479LCD55 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-13 2020-03-13 2020-03-13 N N N 0.0225 14944459.20 14944459.20 0.0002 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.950 55379W2H8 C3GTMMZIHMY46P4OIX74 US55379W2H89 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-05-05 2020-05-05 2020-05-05 N N N 0.0195 75013572.75 75013572.75 0.0012 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.991 55379WW77 C3GTMMZIHMY46P4OIX74 US55379WW778 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-13 2020-05-13 2020-05-13 N N N 0.0202 100018962.00 100018962.00 0.0016 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.970 55379W4D5 C3GTMMZIHMY46P4OIX74 US55379W4D57 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-24 2020-07-24 2020-07-24 N N N 0.0197 300104103.00 300104103.00 0.0048 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.950 55379WN77 C3GTMMZIHMY46P4OIX74 US55379WN777 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-24 2020-02-24 2020-02-24 N N N 0.0198 75015183.75 75015183.75 0.0012 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 2.230 55379WT55 C3GTMMZIHMY46P4OIX74 US55379WT550 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-13 2020-03-13 2020-03-13 N N N 0.0223 160124230.40 160124230.40 0.0026 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.930 55379W4S2 C3GTMMZIHMY46P4OIX74 US55379W4S27 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-28 2020-07-28 2020-07-28 N N N 0.0193 75010160.25 75010160.25 0.0012 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.926 55379WW51 C3GTMMZIHMY46P4OIX74 US55379WW513 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-12 2020-03-12 2020-03-12 N N N 0.0195 50012539.00 50012539.00 0.0008 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 2.049 1F3306B F8SB4JFBSYQFRQEH3Z21 XS2087642174 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-27 2020-11-27 2020-11-27 N N N 0.0208 244955057.20 244955057.20 0.0040 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.909 6E8797N F8SB4JFBSYQFRQEH3Z21 XS1991242345 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-03 2020-04-30 2020-04-30 N N N 0.0194 210040689.60 210040689.60 0.0034 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 2.040 1F2502B F8SB4JFBSYQFRQEH3Z21 XS2085849524 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-25 2020-11-25 2020-11-25 N N N 0.0207 324940716.75 324940716.75 0.0052 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.928 4E9744N F8SB4JFBSYQFRQEH3Z21 XS1945294731 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-29 2020-01-29 2020-01-29 N N N 0.0196 274994252.50 274994252.50 0.0044 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.910 7E0204N F8SB4JFBSYQFRQEH3Z21 XS1995779219 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-10 2020-05-11 2020-05-11 N N N 0.0194 255052050.60 255052050.60 0.0041 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 2.012 63307NEK9 BSGEFEIOM18Y80CKCV46 US63307NEK90 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-28 2020-03-27 2020-03-27 N N N 0.0204 130048408.10 130048408.10 0.0021 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.010 63873QBJ2 US63873QBJ22 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-04 2020-09-04 2020-09-04 N N N 0.0204 174999482.00 174999482.00 0.0028 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.980 63873N6B2 KX1WK48MPD4Y2NCUIZ63 US63873N6B25 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-05 2020-06-05 2020-06-05 N N N 0.0198 85008303.65 85008303.65 0.0014 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.900 63873LCP8 KX1WK48MPD4Y2NCUIZ63 US63873LCP85 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-02-07 2020-02-07 N N N 0.0193 120020414.40 120020414.40 0.0019 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.000 63873N7A3 KX1WK48MPD4Y2NCUIZ63 US63873N7A33 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-04-08 2020-04-08 2020-04-08 N N N 0.0200 385054712.35 385054712.35 0.0062 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.250 63873N2F7 KX1WK48MPD4Y2NCUIZ63 US63873N2F74 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-18 2020-03-18 2020-03-18 N N N 0.0225 195125541.00 195125541.00 0.0031 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.960 63873N5Y3 KX1WK48MPD4Y2NCUIZ63 US63873N5Y37 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-05 2020-06-05 2020-06-05 N N N 0.0196 145001637.05 145001637.05 0.0023 N N N N NEW YORK STATE HOUSING FINANCE AGENCY NEW YORK STATE HOUSING FINANCE AGENCY 1.870 64987B6G8 5493000LS7KCDB02O506 US64987B6G89 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2049-11-01 Y BANK OF CHINA-NEW YORK 1.0000 2 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0187 38850000.00 38850000.00 0.0006 N Y Y N NIEUW AMSTERDAM RECEIVABLES CORPORATION NIEUW AMSTERDAM RECEIVABLES CORPORATION 2.207 65409RAG5 54930052Z500U6IGFJ82 US65409RAG56 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-16 2020-01-16 2020-01-16 N Y COOPERATIEVE RABOBANK U.A 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0221 74932800.00 74932800.00 0.0012 N N N N NORDEA BANK ABP NORDEA BANK ABP 2.062 65558TGK5 529900ODI3047E2LIV03 US65558TGK51 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-09 2020-04-09 2020-04-09 N N N 0.0209 95004968.50 95004968.50 0.0015 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.940 65602VSJ6 5493007VSMFZCPV1NB83 US65602VSJ60 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-09 2020-04-09 2020-04-09 N N N 0.0194 30003461.10 30003461.10 0.0005 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.650 65602VWL6 US65602VWL60 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 100000292.00 100000292.00 0.0016 N Y Y N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.900 65602VTT3 5493007VSMFZCPV1NB83 US65602VTT34 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-05-05 2020-05-05 2020-05-05 N N N 0.0190 139998243.00 139998243.00 0.0023 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.900 65602VWA0 5493007VSMFZCPV1NB83 US65602VWA06 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-11 2020-03-11 2020-03-11 N N N 0.0190 175013769.00 175013769.00 0.0028 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 2.220 65602VQG4 5493007VSMFZCPV1NB83 US65602VQG40 0001496637 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0222 400124712.00 400124712.00 0.0065 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.900 67984YGK4 5493004QSN8OZAIU2J90 US67984YGK47 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-27 2020-07-27 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0193 100033770.00 100033770.00 0.0016 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.996 69034CKE7 5493007O3QFXCPOGWK22 US69034CKE74 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-28 2020-08-28 2020-08-28 N N N 0.0202 39999903.60 39999903.60 0.0006 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 2.140 69034CJS8 5493007O3QFXCPOGWK22 US69034CJS89 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-10 2020-07-10 2020-07-10 N N N 0.0217 65016694.60 65016694.60 0.0010 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.961 69034ADG4 5493007O3QFXCPOGWK22 US69034ADG40 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-16 2020-04-16 2020-04-16 N N N 0.0196 198852128.00 198852128.00 0.0032 N N N N OVERSEA-CHINESE BANKING CORPORATION-LONDON OVERSEA-CHINESE BANKING CORPORATION-LONDON 2.270 7E8800N 5493007O3QFXCPOGWK22 XS2014323674 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0227 174310746.75 174310746.75 0.0028 N N N N RABOBANK LONDON RABOBANK LONDON 1.955 7E2118N DG3RU1DBUFHT4ZF9WN62 XS2001330302 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-20 2020-05-18 2020-05-18 N N N 0.0198 249990392.50 249990392.50 0.0040 N N N N RABOBANK LONDON RABOBANK LONDON 2.008 4E9971N DG3RU1DBUFHT4ZF9WN62 XS1946054555 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-29 2020-01-29 2020-01-29 N N N 0.0204 437027391.16 437027391.16 0.0071 N N N N RABOBANK LONDON RABOBANK LONDON 1.910 8E5348N XS2025593950 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-07-06 2020-07-06 N N N 0.0194 239993793.60 239993793.60 0.0039 N N N N RABOBANK LONDON RABOBANK LONDON 1.898 6E8746N DG3RU1DBUFHT4ZF9WN62 XS1991242261 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-04-30 2020-04-30 N N N 0.0193 374987550.00 374987550.00 0.0061 N N N N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 1.750 0RCM01AA5 549300LCO2FLSSVFFR64 0000050916 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTL PAPER CO CR SEN 824LMFJDH41EY779Q875 2038-06-15 8.700000 544000.00 809017.76 Corporate Debt Securities WILLIAMS PARTNERS L P D71FAKCBLFS2O0RBPG08 2025-01-15 3.900000 152000.00 162766.92 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2021-09-09 2.495000 418000.00 421149.51 Corporate Debt Securities BAT CAP CORP FR 3.215 2138005GYEXN7XRHFA84 2026-09-06 3.215000 25000.00 25492.77 Corporate Debt Securities BERKSHIRE HATHAWAY FI 549300RLHFT5RU20WM87 2049-01-15 4.250000 545.00 659.98 Corporate Debt Securities CAPITAL ONE NATL ASSN 207ALC1P1YM0OVDV0K75 2020-01-31 2.350000 3359000.00 3392562.01 Corporate Debt Securities ENERGY TRANSFER PRTNR 5493008K8W3OKZE54J59 2027-04-15 4.200000 4000.00 4225.00 Corporate Debt Securities GOLDMAN SACHS GROUP I 2028-03-22 0.044000 3000.00 2380.41 Corporate Debt Securities GRAINGER W W INC SR G 549300TWZSP6O1IH2V34 2047-05-15 4.200000 151114.00 170406.72 Corporate Debt Securities ASCENSION SR -2019B B 2039-11-15 3.106000 180000.00 178393.05 Corporate Debt Securities AVNET INC SR GLBL NT XJI53DCPL7QABOWK4Z75 2026-04-15 4.625000 4044000.00 4321602.06 Corporate Debt Securities CIGNA CORP NEW SR GLB 549300VIWYMSIGT1U456 2023-07-15 2.890880 275000.00 277863.65 Corporate Debt Securities GEORGE WASHINGTON UNI 5493002S4P5IVD462L47 2046-09-15 3.545000 1272000.00 1334009.47 Corporate Debt Securities HONEYWELL INTL INC SR 2047-11-21 3.812000 1890000.00 2169435.87 Corporate Debt Securities LLOYDS TSB BANK PLC 1 H7FNTJ4851HG0EXQ1Z70 2020-01-13 5.800000 9794000.00 10068580.23 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2024-02-06 2.875000 16000.00 16778.72 Corporate Debt Securities PNC BK N A PITTSBURGH AD6GFRVSDT01YPT1CS68 2021-03-12 2.237250 600000.00 601200.46 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2023-06-01 3.400000 1268000.00 1318249.43 Corporate Debt Securities AT&T INC SR GLBL NT 4 549300Z40J86GGSTL398 2044-06-01 4.650000 3000.00 3307.40 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2048-04-15 4.600000 120000.00 138944.80 Corporate Debt Securities BEDFORD ROW FUNDING C 2020-01-07 0.000000 5000000.00 5000250.00 Money Market MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2027-02-06 3.300000 3000.00 3249.03 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2021-07-28 5.500000 90000.00 96824.90 Corporate Debt Securities QUEBEC PROV CDA SR GL 549300WN65YFEQH74Y36 2029-09-15 7.500000 20000.00 29340.70 Corporate Debt Securities BROADCOM CORP/BROADCO 2027-01-15 3.875000 1315000.00 1389600.50 Corporate Debt Securities MIZUHO FINL GROUP INC 353800CI5L6DDAN5XZ33 2022-02-28 2.853750 210000.00 212340.80 Corporate Debt Securities SEMPRA ENERGY SR GLBL PBBKGKLRK5S5C0Y4T545 2021-01-15 2.500880 6000.00 6033.12 Corporate Debt Securities WELLS FARGO CAP X EXT 2086-12-01 5.950000 15401000.00 18906100.76 Corporate Debt Securities WILLIAMS COS INC DEL D71FAKCBLFS2O0RBPG08 2024-06-24 4.550000 30000.00 32417.05 Corporate Debt Securities ABBVIE INC SR GLBL 14 FR5LCKFTG8054YNNRU85 2022-11-21 2.544630 500000.00 503888.68 Corporate Debt Securities APPLE INC SR GLBL NT3 HWUPKR0MPOU8FGXBT394 2027-05-11 3.200000 3000.00 3181.34 Corporate Debt Securities BEDFORD ROW FUNDING C 2020-03-04 0.000000 700000.00 700126.00 Money Market GLOBAL PMTS INC SR GL 549300NOMHGVQBX6S778 2025-02-15 2.650000 13000.00 13213.21 Corporate Debt Securities GOLDMAN SACHS GRP INC 784F5XWPLTWKTBV3E584 2024-07-08 3.850000 4758000.00 5118201.75 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2025-10-21 4.250000 2425000.00 2653133.90 Corporate Debt Securities MORGAN STANLEY VR 042 IGJSJL3JD5P30I6NJZ34 2024-05-08 3.124250 499000.00 510207.34 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2028-03-01 3.650000 1052000.00 1138679.83 Corporate Debt Securities CONSTELLATION BRANDS 5493005GKEG8QCVY7037 2021-11-15 2.609880 6000.00 6021.09 Corporate Debt Securities HEWLETT PACKARD ENTER 549300BX44RGX6ANDV88 2021-10-05 2.763130 4000.00 4026.62 Corporate Debt Securities ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2029-10-02 2.000000 4488922.00 4436890.41 Corporate Debt Securities PHILIP MORRIS INTL IN 2020-02-21 2.314630 100000.00 100306.18 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2033-08-10 4.500000 25000.00 29660.00 Corporate Debt Securities CONAGRA BRANDS INC SR 54930035UDEIH090K650 2020-10-09 2.512000 11000.00 11079.55 Corporate Debt Securities COOPERATIEVE CNT RAIF 2023-01-10 2.489500 500000.00 503195.26 Corporate Debt Securities GE CAPITAL INTERNATIO 549300G6UZOB126GBY72 2035-11-15 4.418000 14360000.00 15429137.90 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2046-02-23 4.650000 1126000.00 1434010.73 Corporate Debt Securities BEDFORD ROW FUNDING C 2020-03-17 0.000000 250000.00 250027.50 Money Market CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2024-08-15 2.625000 2000.00 2041.05 Corporate Debt Securities DAIMLER FINANCE NORTH 549300423Z16BB673J12 2022-01-06 2.850000 735000.00 754121.03 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2026-03-01 3.043000 19000.00 20124.59 Corporate Debt Securities LOWES COS INC SR GLBL 2020-04-15 4.625000 565000.00 571545.76 Corporate Debt Securities THE MOUNT SINAI HOSPI 549300IJEDK5LH7YPT15 2048-07-01 3.981000 740000.00 769233.27 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2027-02-09 3.350000 2000.00 2158.34 Corporate Debt Securities NXP B V / NXP FDG LLC 2026-06-18 3.875000 5777000.00 6138418.75 Corporate Debt Securities QUEBEC PROV CDA SR -Q 549300WN65YFEQH74Y36 2021-08-25 2.750000 25000.00 25630.22 Corporate Debt Securities TOYOTA MOTOR CREDIT C 2023-01-11 2.374250 251593.00 253133.27 Corporate Debt Securities VOLKSWAGEN GROUP AMER 5493002SQ1AVQBY41K40 2021-11-12 4.000000 600000.00 623792.00 Corporate Debt Securities UNITED TECHNOLOGIES C I07WOS4YJ0N7YRFE7309 2024-05-04 2.800000 1880000.00 1940001.24 Corporate Debt Securities AMGEN INC SR GLBL NT 62QBXGPJ34PQ72Z12S66 2051-06-15 4.663000 240000.00 284885.50 Corporate Debt Securities DAIMLER FINANCE NORTH 549300423Z16BB673J12 2020-01-06 2.300000 2450000.00 2477186.83 Corporate Debt Securities GOLDMAN SACHS GROUP I 2028-05-30 0.108000 10000.00 7815.20 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2027-10-28 3.685630 250000.00 262430.56 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2021-02-10 2.470630 145000.00 145694.96 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2046-07-15 4.000000 245000.00 278737.32 Corporate Debt Securities QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 2030-06-30 2.950000 195669.00 196417.87 Corporate Debt Securities CITIZENS BK NA PROVID 2020-01-03 2.050000 40000.00 40408.63 Money Market TOYOTA MTR CRD CORP M Z2VZBHUMB7PWWJ63I008 2021-09-15 3.400000 30000.00 31057.10 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2026-03-11 4.900000 506000.00 572572.45 Corporate Debt Securities UNION PACIFIC CORP SR 549300LMMRSZZCZ8CL11 2045-11-15 4.050000 500000.00 548971.25 Corporate Debt Securities VERIZON MD INC SR GLB 2033-06-15 5.125000 184000.00 209910.04 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2021-05-06 2.850000 11000.00 11205.09 Corporate Debt Securities AVIATION CAP GROUP LL 549300ODEK8HY3445C77 2023-05-01 3.875000 500000.00 519880.35 Corporate Debt Securities AMERICAN UNIV -2019 S 549300ZMGVN6I2E7LS27 2049-04-01 3.672000 260805.00 283843.99 Corporate Debt Securities BRISTOL MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2023-02-20 3.250000 100000.00 104730.61 Corporate Debt Securities JEFFERIES GROUP LLC / 2038-03-29 7.000000 20000.00 16476.35 Corporate Debt Securities MEDTRONIC INC SR GLBL D56MRZY2INAN94ZONZ37 2035-03-15 4.375000 200000.00 240368.08 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2046-08-08 3.700000 2000.00 2300.59 Corporate Debt Securities SVENSKA HANDELSBANKEN NHBDILHZTYCNBV5UYZ31 2021-05-24 2.379500 500000.00 502794.75 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2020-08-21 1.900000 150000.00 151156.25 Corporate Debt Securities COMMONWEALTH BK AUSTR 2021-09-06 2.717130 20000.00 20235.54 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2023-05-15 4.250000 36000.00 38122.29 Corporate Debt Securities REPUBLIC SVCS INC SR NKNQHM6BLECKVOQP7O46 2021-11-15 5.250000 7208000.00 7677835.46 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2023-10-01 3.500000 916000.00 963826.90 Corporate Debt Securities WELLS FARGO CO NEW SR PBLD0EJDB5FWOLXP3B76 2023-01-24 3.069000 178000.00 183720.74 Corporate Debt Securities ABBVIE INC SR GLBL RE 2021-05-21 2.244630 2790000.00 2799859.95 Corporate Debt Securities BEDFORD ROW FUNDING C 2020-01-24 0.000000 2358453.00 2358594.51 Money Market CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2029-08-15 3.250000 269000.00 276956.35 Corporate Debt Securities CATERPILLAR INC DEL S WRJR7GS4GTRECRRTVX92 2049-09-19 3.250000 375000.00 380961.77 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2023-07-24 2.876000 2750000.00 2830472.33 Corporate Debt Securities CITIBANK NA N Y SR GL E57ODZWZ7FF32TWEFA76 2021-02-12 2.250630 350000.00 351744.18 Corporate Debt Securities UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 2049-09-01 3.400000 274843.00 282114.12 Corporate Debt Securities ONTARIO TEACHERS FINA 2022-09-19 2.125000 10768.00 10915.00 Corporate Debt Securities BMW US CAPITAL LLC SR 2021-04-12 3.100000 171000.00 174703.29 Corporate Debt Securities BAIDU INC SR GLBL NT 2020-06-30 3.000000 400000.00 401388.00 Corporate Debt Securities BANK AMER CORP FR 4.2 9DJT3UXIJIZJI4WXO774 2024-08-26 4.200000 7556000.00 8224756.37 Corporate Debt Securities DAIMLER FINANCE NORTH 549300423Z16BB673J12 2020-05-04 2.292250 142120.00 142729.61 Corporate Debt Securities MORGAN STANLEY FR 4%0 IGJSJL3JD5P30I6NJZ34 2025-07-23 4.000000 92000.00 101176.49 Corporate Debt Securities SANTANDER UK PLC SUB PTCQB104N23FMNK2RZ28 2023-11-07 5.000000 1100000.00 1190861.22 Corporate Debt Securities TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 2026-01-15 4.875000 315000.00 361646.38 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2020-12-15 1.900000 374884.00 375626.90 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2028-06-26 3.700000 158000.00 174539.62 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-07 2020-01-07 2020-02-25 Y RBC CAPITAL MARKETS LLC 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A3 Moody's Short Rating P-2 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ N N 0.0175 125000000.00 125000000.00 0.0020 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 2.062 78014XCC9 ES7IP3U3RHIGC71XBU11 US78014XCC92 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-17 2020-04-17 2020-04-17 N N N 0.0209 300033996.00 300033996.00 0.0048 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 2.146 78014XBB2 ES7IP3U3RHIGC71XBU11 US78014XBB29 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0218 115006721.75 115006721.75 0.0019 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.910 78012UPK5 ES7IP3U3RHIGC71XBU11 US78012UPK50 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-14 2020-05-14 2020-05-14 N N N 0.0194 99992514.00 99992514.00 0.0016 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.888 78014XCH8 ES7IP3U3RHIGC71XBU11 US78014XCH89 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-03 2020-05-01 2020-05-01 N N N 0.0192 125002473.75 125002473.75 0.0020 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.915 78014XCZ8 ES7IP3U3RHIGC71XBU11 US78014XCZ87 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-12 2020-07-10 2020-07-10 N N N 0.0194 99983400.00 99983400.00 0.0016 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 2.237 78014XAV9 ES7IP3U3RHIGC71XBU11 US78014XAV91 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-08 2020-01-08 2020-01-08 N N N 0.0227 100003339.00 100003339.00 0.0016 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.910 78014XDR5 ES7IP3U3RHIGC71XBU11 US78014XDR52 0001000275 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-31 2020-07-31 N N N 0.0194 177061383.60 177061383.60 0.0029 N N N N SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE 1.820 79765PDK6 549300RA28ZEFOB6M782 US79765PDK66 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2056-11-01 Y BANK OF CHINA-NEW YORK 1.0000 8 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0182 14160000.00 14160000.00 0.0002 N N Y N SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE 1.880 79765PDJ9 549300RA28ZEFOB6M782 US79765PDJ93 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2056-11-01 Y BANK OF CHINA-NEW YORK 1.0000 8 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0188 8945000.00 8945000.00 0.0001 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 1.906 82124LC42 549300MYF6MOTU9T3G29 US82124LC424 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-04 2020-03-04 2020-03-04 N Y BARCLAYS BANK PLC 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 149506399.50 149506399.50 0.0024 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 1.907 82124LCA8 549300MYF6MOTU9T3G29 US82124LCA89 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-10 2020-03-10 2020-03-10 N Y BARCLAYS BANK PLC 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 101632487.88 101632487.88 0.0016 N N N N SHIZUOKA BANK NEW YORK BRANCH SHIZUOKA BANK NEW YORK BRANCH 1.950 82487BCM5 549300TJ1GRR4PX8GJ82 US82487BCM54 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0195 70004408.60 70004408.60 0.0011 N N N N SKANDINAVISKA ENSKILDA BANKEN SKANDINAVISKA ENSKILDA BANKEN 1.895 83050TGQ8 F3JS33DEI6XQ4ZBPTN86 US83050TGQ85 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-24 2020-07-24 2020-07-24 N N N 0.0190 148395775.50 148395775.50 0.0024 N N N N SKANDINAVISKA ENSKILDA BANKEN SKANDINAVISKA ENSKILDA BANKEN 1.890 83050TGM7 F3JS33DEI6XQ4ZBPTN86 US83050TGM71 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-21 2020-07-21 2020-07-21 N N N 0.0189 98946656.00 98946656.00 0.0016 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.910 83050PEB1 F3JS33DEI6XQ4ZBPTN86 US83050PEB13 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-05 2020-06-05 2020-06-05 N N N 0.0191 137027561.66 137027561.66 0.0022 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.957 83050PGX1 F3JS33DEI6XQ4ZBPTN86 US83050PGX15 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-02 2020-06-02 2020-06-02 N N N 0.0198 50001913.00 50001913.00 0.0008 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 2.079 83050PFT1 F3JS33DEI6XQ4ZBPTN86 US83050PFT12 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-29 2020-07-31 2020-07-31 N N N 0.0211 219988689.80 219988689.80 0.0036 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.895 83050PFK0 F3JS33DEI6XQ4ZBPTN86 US83050PFK03 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-24 2020-07-24 2020-07-24 N N N 0.0190 300033468.00 300033468.00 0.0048 N N N N SOCIETE GENERALE SOCIETE GENERALE 2.050 0SOC01IW6 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACE CASH EXPRESS INC 2022-12-15 12.000000 1.00 0.86 Corporate Debt Securities CARRINGTON MTG LN 200 2036-01-25 2.212000 10402471.00 8629091.26 Asset-Backed Securities AMERIQUEST MTG SECS 2 2035-10-25 2.752000 9375000.00 8921027.08 Asset-Backed Securities ONEMAIN FINL ISSUE TR 2028-11-18 6.940000 293952.00 300822.34 Asset-Backed Securities CWALT INC ALT LN TR 2 2036-06-25 6.000000 36416000.00 8256434.17 Private Label Collateralized Mortgage Obligations PETROLEOS MEXICANOS N 549300CAZKPF4HKMPX17 2027-03-13 6.500000 8310000.00 8963410.68 Other Instrument international debt STAPLES INC SR 144A N XQM2JINI1UL7642TU573 2027-04-15 10.750000 1.00 1.04 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 18010000.00 18195593.05 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 8460000.00 8101860.00 Other Instrument international debt VALARIS PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 7.750000 1.00 0.61 Corporate Debt Securities AES GENER S A GLBL RE 2079-10-07 6.350000 317098.00 329667.85 Corporate Debt Securities ONEMAIN FINL TR 2018- 2029-03-14 5.520000 3580776.00 3657839.07 Asset-Backed Securities REYNOLDS GROUP ISSUER 2020-10-15 5.750000 4355000.00 4276297.31 Corporate Debt Securities ARAB REP EGYPT FR 6.1 529900GFIVH4086NMH82 2022-01-31 6.125000 4578000.00 4881158.97 Other Instrument international debt MEDNAX INC 6.25%27 2027-01-15 6.250000 2944604.00 3098741.75 Corporate Debt Securities REPUBLIC OF TURKEY SR 2030-01-15 11.875000 363000.00 538847.03 Other Instrument international debt BX COML MTG TR 2019-X 2036-10-15 4.389750 224192.00 224986.98 Private Label Collateralized Mortgage Obligations POST HLDGS INC SR 144 JM1I5YUAURL6DC8N1468 2028-01-15 5.625000 4636000.00 5114811.88 Corporate Debt Securities MS HEQ LN TR 2007-2 A 2037-04-25 1.962000 26000001.00 11717621.54 Asset-Backed Securities SENIOR HSG PPTYS TR S 2028-02-15 4.750000 10000000.00 10281625.00 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 21355000.00 23200789.77 Other Instrument international debt HILL ROM HLDGS INC SR JLZ01A0E2071OH26RE45 2027-09-15 4.375000 1.00 1.04 Corporate Debt Securities MASTR SPEC LN TR 2006 2046-07-25 2.052000 69035453.00 10965525.85 Asset-Backed Securities ADVANCED DISP SVCS IN 549300ML1GEF4BKIM713 2024-11-15 5.625000 9886000.00 10375665.94 Corporate Debt Securities IMPAC SECD ASSET TR 2 2037-09-25 2.032000 37201863.00 10611101.90 Private Label Collateralized Mortgage Obligations PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2025-01-15 4.250000 2500000.00 2586697.92 Other Instrument international debt STENA INTL SA SR SEC 2024-03-01 5.750000 4955000.00 5173054.41 Corporate Debt Securities COLOMBIA TELECOMUNICA 2049-12-29 8.500000 227000.00 234096.02 Corporate Debt Securities ONEMAIN FINL TR 2019- 2031-02-14 5.690000 576685.00 596568.46 Asset-Backed Securities OPTION ONE MTG LN TR 2037-02-25 1.892000 48228999.00 8805492.15 Asset-Backed Securities KAISA GROUP HLDGS LTD 254900N8L3L7NRJT0120 2022-10-22 11.950000 298367.00 317812.24 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2027-04-15 7.875000 8141950.00 8491779.06 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2026-03-15 8.000000 4351854.00 4611151.97 Corporate Debt Securities CIBANCO S A INSTITUCI 2029-07-18 4.962000 10925.00 11551.43 Corporate Debt Securities ACRISURE LLC / ACRISU 2025-11-15 7.000000 20.00 19.38 Corporate Debt Securities AVON INTL CAP P L C S 2022-08-15 6.500000 17.00 18.01 Corporate Debt Securities COMM MTG TR 2014-CCRE 2047-07-17 3.600000 282062.00 230014.79 Private Label Collateralized Mortgage Obligations CHILE REP GLBL NT 3.2 549300FLZTJM5YJF8D34 2028-02-06 3.240000 189.00 201.02 Other Instrument international debt CITIGROUP MTG LN TR 2 2046-11-25 2.192000 42598000.00 6725444.96 Asset-Backed Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2039-10-15 5.700000 5466000.00 3248853.75 Corporate Debt Securities MS HEQ LN TR 2007-2 A 2037-04-25 2.022000 19900000.00 9037207.74 Asset-Backed Securities REPUBLIC OF TURKEY 5. 5493000PCHOG3B6S3Q85 2028-02-17 5.125000 2824070.00 2752717.13 Other Instrument international debt CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.950000 121000.00 131238.01 Corporate Debt Securities APX GROUP INC SR NT 8 549300OMQVKPRU98OE64 2020-12-01 8.750000 4803000.00 4842858.23 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 7013614.00 8302318.82 Other Instrument international debt EAGLE INTER GLOBAL HL 2025-05-01 7.500000 174410.00 139927.69 Corporate Debt Securities MORGAN STANLEY CAP 20 2035-11-25 2.452000 5960928.00 5830810.21 Asset-Backed Securities WASHINGTON PRIME GROU 549300K4BNOIQ154O537 2024-08-15 6.450000 11999662.00 11367249.81 Corporate Debt Securities CWALT INC ALT LN TR 2 2046-07-20 1.974630 57211658.00 6328634.28 Private Label Collateralized Mortgage Obligations MEG ENERGY CORP SR 14 5493002WXPTG5ZC1T326 2023-01-30 6.375000 2960000.00 3046025.00 Corporate Debt Securities MOSS CREEK RES HLDGS 54930037SLMSPWKYIX36 2027-05-15 10.500000 12.00 10.18 Corporate Debt Securities NETFLIX INC SR GLBL N 549300Y7VHGU0I7CE873 2028-04-15 4.875000 425258.00 446162.09 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0205 235000000.00 235000000.00 0.0038 N N Y N SOCIETE GENERALE SOCIETE GENERALE 1.990 0SOC01H98 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 640.00 757.60 Other Instrument international debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2047-05-11 5.750000 2257000.00 2015109.16 Other Instrument international debt WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 2026-02-15 4.750000 2.00 2.12 Corporate Debt Securities GLOBAL PARTNERS / GLP 2027-08-01 7.000000 1.00 1.09 Corporate Debt Securities TRANSOCEAN POSEIDON L 2027-02-01 6.875000 107.00 115.93 Corporate Debt Securities AMERIGAS PARTNERS L P 2027-05-20 5.750000 272000.00 300257.78 Corporate Debt Securities ADIENT US LLC SR SEC 213800SOTRCDGZUHL712 2026-05-15 7.000000 1044.00 1147.10 Corporate Debt Securities NETFLIX INC SR GLBL N 549300Y7VHGU0I7CE873 2028-04-15 4.875000 621609.00 652164.97 Corporate Debt Securities AMSTED INDS INC SR 14 2024-09-15 5.375000 254000.00 264966.98 Corporate Debt Securities HUGHES SATELLITE SYS 2026-08-01 6.625000 970.00 1103.30 Corporate Debt Securities NORTHERN OIL & GAS IN OKFF0PIZDDMNH4UCYE51 2023-05-15 8.500000 536.00 566.02 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 1001000.00 1087520.04 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 209649000.00 211373508.61 Other Instrument international debt ACRISURE LLC / ACRISU 2025-11-15 7.000000 10.00 9.69 Corporate Debt Securities ONEMAIN FINL ISSUE TR 2028-11-18 6.940000 171595.00 175605.58 Asset-Backed Securities PENNEY J C CORP INC S 8TDNUQ07MEFMWW1VHP39 2023-07-01 5.875000 201000.00 178731.57 Corporate Debt Securities PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2047-09-21 6.750000 10000.00 10219.33 Other Instrument international debt BRUIN E&P PARTNERS LL 549300NZ4QCWC7W8KP34 2023-08-01 8.875000 241630.00 163518.91 Corporate Debt Securities J CREW BRAND LLC / CO 2021-09-15 13.000000 168000.00 183610.00 Corporate Debt Securities BX COML MTG TR 2019-X 2036-10-15 4.389750 176800.00 177426.93 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA1 2029-08-27 5.342000 250000.00 261578.24 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0202 200000000.00 200000000.00 0.0032 N N N Y SOCIETE GENERALE SOCIETE GENERALE 1.837 83368YCY1 O2RNE8IBXP4R0TD8PU41 US83368YCY14 0000865845 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0186 220006325.00 220006325.00 0.0036 N N Y N SOCIETE GENERALE SOCIETE GENERALE 2.050 0SOC01IV8 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CHURCHILL DOWNS INC S 529900FODTBQC8MIS994 2028-01-15 4.750000 4.00 4.22 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-01-09 3.810000 2916000.00 3013591.23 Corporate Debt Securities REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2024-11-14 5.600000 4779940.00 4893012.14 Other Instrument international debt ARCOS DORADOS HOLDING 2027-04-04 5.875000 3000000.00 3263354.17 Corporate Debt Securities MASTR ASSET BKD SECS 2036-02-25 1.972000 36740790.00 7944927.60 Asset-Backed Securities COSTA RICA REP SR GLB 2044-04-04 7.000000 201000.00 214159.92 Other Instrument international debt SRI LANKA GOVT DEMOCR 2025-06-03 6.125000 5000000.00 4885368.75 Other Instrument international debt NABORS INDS INC NEW S 549300VFQWRKICUFNU92 2023-01-15 5.500000 14516719.00 14374576.13 Corporate Debt Securities REYNOLDS GROUP ISSUER 2020-10-15 5.750000 3927000.00 3856032.04 Corporate Debt Securities RIO OIL FIN TR SR SEC 2027-01-06 9.750000 3500000.00 2912930.23 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 18000000.00 21143200.00 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 9747000.00 9847442.84 Other Instrument international debt ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 2026-05-15 7.500000 2649000.00 2935476.11 Corporate Debt Securities BEAZER HOMES USA INC 549300DUPYT2T0F60I45 2027-10-15 5.875000 1406.00 1437.27 Corporate Debt Securities BROOKFIELD RESIDENTIA 2025-05-15 6.375000 19244000.00 20167110.63 Corporate Debt Securities PAR PHARMACEUTICAL IN 549300KK5WR4MGN4YT97 2027-04-01 7.500000 322.00 327.85 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2026-05-23 8.750000 3466000.00 4488445.93 Corporate Debt Securities PETROLEOS MEXICANOS M 2099-01-01 6.625000 3195000.00 2984507.19 Other Instrument international debt AES ANDRES DOMINICANA 2026-05-11 7.950000 2826000.00 3029700.43 Corporate Debt Securities BAHAMAS COMWLTH NT RE 2029-11-20 6.950000 5000000.00 5803611.11 Other Instrument international debt BANCO DAVIVIENDA SA L 2022-07-09 5.875000 4858000.00 5315459.64 Corporate Debt Securities REPUBLIC OF TURKEY 7. 5493000PCHOG3B6S3Q85 2029-04-26 7.625000 5899999.00 6593871.66 Other Instrument international debt BANCO DO BRASIL S A G 2025-01-15 4.625000 8453000.00 8991438.49 Corporate Debt Securities ACE CASH EXPRESS INC 2022-12-15 12.000000 8744885.00 7520601.10 Corporate Debt Securities BARCLAYS BK PLC GLBL 2020-11-16 2.140000 16052951.00 15965540.90 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2023-03-31 6.250000 8876000.00 9147827.50 Corporate Debt Securities DIAMOND OFFSHORE DRIL 2043-11-01 4.875000 11457000.00 6392886.66 Corporate Debt Securities ALBERTSONS COS LLC/SA 2024-06-15 6.625000 10154853.00 10638939.07 Corporate Debt Securities CSC HLDGS INC SR GLBL 3HG2WD2W22M120IUNG49 2030-01-15 5.750000 3000000.00 3272708.33 Corporate Debt Securities SOUTH AFRICA REP SR G 2024-01-17 4.665000 5000000.00 5324360.42 Other Instrument international debt T MOBILE USA INC SR G 549300V2JRLO5DIFGE82 2024-01-15 6.500000 1719000.00 1819667.50 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 11757000.00 12470878.51 Other Instrument international debt UKRAINE CABINET OF MI 6354001WLTJXOMEXPY07 2022-09-01 7.750000 4650000.00 5121826.46 Other Instrument international debt BX TRUST 2017-SLCT F 2034-07-17 5.989750 20596000.00 17542560.50 Private Label Collateralized Mortgage Obligations FIVE POINT OPERATING 2025-11-15 7.875000 2329000.00 2351926.09 Corporate Debt Securities AVON INTL CAP P L C S 2022-08-15 6.500000 2995682.00 3173550.62 Corporate Debt Securities MASTEC INC SR NT 4.87 549300TMDIT8WREDOF45 2023-03-15 4.875000 3280000.00 3363537.50 Corporate Debt Securities SPRINT CORPORATION SR 549300ZTTY7CXOLJ6539 2023-09-15 7.875000 11317000.00 12736363.99 Corporate Debt Securities ADIENT US LLC SR SEC 213800SOTRCDGZUHL712 2026-05-15 7.000000 1168.00 1283.34 Corporate Debt Securities AMSTED INDS INC SR 14 2024-09-15 5.375000 11383000.00 11874484.74 Corporate Debt Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2027-06-30 5.125000 3689980.00 4082335.57 Corporate Debt Securities FELCOR LODGING LTD PA 2025-06-01 6.000000 5125000.00 5380395.83 Corporate Debt Securities HLF FING SARL LLC / H 2026-08-15 7.250000 16943000.00 18420217.81 Corporate Debt Securities SPRINGLEAF FDG TR 201 2030-07-15 5.020000 19543724.00 19889348.24 Asset-Backed Securities GUATEMALA REP SR GLBL 2026-05-03 4.500000 1059000.00 1118118.68 Other Instrument international debt JBS USA LUX S A / JBS 2029-04-15 6.500000 2500630.00 2825215.94 Corporate Debt Securities SEALED AIR CORP NEW S Q0M0CZB4YN6JZ65WXI09 2033-07-15 6.875000 3948000.00 4783043.12 Corporate Debt Securities VIACOM INC NEW JR SB 5KYC8KF17ROCY24M3H09 2057-02-28 5.875000 3102000.00 3287839.96 Corporate Debt Securities ZAMBIA REP SR GLBL 14 2022-09-20 5.375000 1500000.00 1041945.83 Other Instrument international debt COSTA RICA REP REGS N 2023-01-26 4.250000 22910000.00 23412429.03 Other Instrument international debt COMM MTG TR 2014-CCRE 2047-07-17 3.600000 8690249.00 7086689.49 Private Label Collateralized Mortgage Obligations CHENIERE ENERGY PARTN 5493005UEC8AZ34LDV29 2029-10-01 4.500000 932463.00 968456.07 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-03-18 5.584000 4692590.00 5142850.27 Corporate Debt Securities HORIZON AIRCRAFT FINA 2039-11-15 6.900000 19617551.00 19631400.99 Asset-Backed Securities GS MTG COML 2006-GG8 2039-11-14 5.622000 34.00 11.28 Private Label Collateralized Mortgage Obligations HCA INC SR SEC GLBL N L3CJ6J7LJ2DX62FTXD46 2039-06-15 5.125000 4300000.00 4768336.29 Corporate Debt Securities NOBLE HOLD INT LTD SR 549300GNEZBJHMST9U32 2026-02-01 7.875000 4494000.00 3415861.31 Corporate Debt Securities SOUTH AFRICA REP SR G 2028-10-12 4.300000 10950000.00 10833017.50 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-03-22 5.750000 20000000.00 20753055.56 Other Instrument international debt BAHAMAS COMWLTH GLBL 2024-01-16 5.750000 8000000.00 8829555.56 Other Instrument international debt CURO GROUP HLDGS CORP 54930007KH8KCGJ4YE72 2025-09-01 8.250000 3500000.00 3157947.92 Corporate Debt Securities GLOBAL AIRCRAFT LEASI 2024-09-15 6.500000 6704706.00 7171241.79 Corporate Debt Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2024-10-15 8.500000 10739137.00 9962786.89 Corporate Debt Securities MOTEL 6 TR 2017-MTL6 2034-08-15 5.989750 13547202.00 10930366.61 Private Label Collateralized Mortgage Obligations BRUIN E&P PARTNERS LL 549300NZ4QCWC7W8KP34 2023-08-01 8.875000 7985700.00 5404183.83 Corporate Debt Securities CITGO HOLDING INC SR 549300NYHOALWZ2BSL72 2024-08-01 9.250000 2630735.00 2915603.41 Corporate Debt Securities FHLMC STACR 2017-HQA1 2029-08-27 5.342000 1252600.00 1310611.59 Agency Collateralized Mortgage Obligation GOGO INTER HLDGS LLC/ 2024-05-01 9.875000 2.00 2.15 Corporate Debt Securities COLOMBIA TELECOMUNICA 2049-12-29 8.500000 2752000.00 2838027.52 Corporate Debt Securities DAKOTA MERGER SUB INC 5493008MIJR7VMQP7U77 2024-09-01 10.750000 6348000.00 6827494.42 Corporate Debt Securities FRESH MKT INC 1PRI SR 529900QM5ZSBEBR6CS58 2023-05-01 9.750000 20119000.00 10179794.85 Corporate Debt Securities PACIFIC DRILLING FIRS 549300VEJMMZCY6OBU06 2023-10-01 8.375000 11502925.00 10763342.84 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2115-06-05 6.850000 2926000.00 3353216.32 Corporate Debt Securities SOUTH AFRICA REP SR G 2029-09-30 4.850000 10707996.00 10826801.22 Other Instrument international debt TRANSOCEAN INC 7.25%2 DOL4HJ22ADYSIWES4H94 2025-11-01 7.250000 3816697.00 3794109.58 Corporate Debt Securities REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2047-05-11 5.750000 26047000.00 23255448.95 Other Instrument international debt CARVANA CO SR GLBL 14 5493003WEAK2PJ5WS063 2023-10-01 8.875000 7936204.00 8541902.81 Corporate Debt Securities REPUBLIC OF TURKEY SR 2026-10-09 4.875000 10229000.00 9869028.70 Other Instrument international debt VALARIS PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 7.750000 7439997.00 4535246.50 Corporate Debt Securities WASHINGTON PRIME GROU 549300K4BNOIQ154O537 2024-08-15 6.450000 965698.00 914803.30 Corporate Debt Securities GREENKO DUTCH BV SR G 2022-07-24 4.875000 2999993.00 3070597.84 Corporate Debt Securities EL SALVADOR REP SR GL 529900AKDMUSFSDOM949 2029-02-28 8.625000 1004062.00 1231712.14 Other Instrument international debt CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2024-01-15 8.625000 2000.00 2199.06 Corporate Debt Securities GENWORTH FINL INC SR 2021-02-15 7.200000 2855000.00 3017735.00 Corporate Debt Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 10379000.00 9060542.66 Corporate Debt Securities SOUTH AFRICA REP SR G 2020-03-09 5.500000 5800000.00 5927590.33 Other Instrument international debt BANCO NACIONAL DE COS 2023-11-01 6.250000 18224000.00 19413171.68 Other Instrument international debt CENTENE CORP DEL SR G 549300Z7JJ4TQSQGT333 2027-12-15 4.250000 4000000.00 4131333.33 Corporate Debt Securities CINCINNATI BELL INC N 549300JYVZOCUJOHL272 2024-07-15 7.000000 3000000.00 3212500.00 Corporate Debt Securities SOUTH AFRICA REP SR G 2026-04-14 4.875000 22845000.00 23993913.12 Other Instrument international debt TMX FIN LLC/TITLEMAX 2023-04-01 11.125000 3430000.00 3198486.91 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 18400000.00 20631273.44 Other Instrument international debt REPUBLIC OF TURKEY 5. 5493000PCHOG3B6S3Q85 2028-02-17 5.125000 4543708.00 4428906.80 Other Instrument international debt WHITING PETE CORP NEW 52990028CHK9KUB1B293 2023-04-01 6.250000 5642000.00 4812351.74 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0205 624000000.00 624000000.00 0.0101 N N Y N SOCIETE GENERALE SOCIETE GENERALE 2.000 0SOC01IU0 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AT&T INC SR GLBL NT3. 549300Z40J86GGSTL398 2023-02-17 3.600000 15000.00 15858.15 Corporate Debt Securities AMERICAN WTR CAP CORP 5IDHQUFVC8Q2KIBBFF06 2025-03-01 3.400000 4100000.00 4346528.44 Corporate Debt Securities BANK NEW ZEALAND FR 3 2024-02-20 3.500000 542.00 573.54 Corporate Debt Securities BARCLAYS BK PLC GLBL 2020-11-16 2.140000 31589248.00 31430950.77 Corporate Debt Securities CERRO DEL AGUILA S.A. 549300NG1PWEI5BZG095 2027-08-16 4.125000 499000.00 517889.23 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2023-05-09 3.700000 4340000.00 4498807.83 Corporate Debt Securities SINOPEC GROUP OVERSEA 2023-10-17 4.375000 8587000.00 9237907.72 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2023-02-23 2.850000 173000.00 179758.10 Corporate Debt Securities AUSTRALIA & NEW ZEALA JHE42UYNWWTJB8YTTU19 2021-06-01 2.300000 250000.00 251775.69 Corporate Debt Securities BANK AMER CORP PERP S 9DJT3UXIJIZJI4WXO774 2099-01-01 6.100000 242000.00 273763.17 Corporate Debt Securities CONSTELLATION BRANDS 5493005GKEG8QCVY7037 2025-12-01 4.750000 15321000.00 17152263.80 Corporate Debt Securities CROWN CASTLE INTL COR 54930012H97VSM0I2R19 2026-02-15 4.450000 2000.00 2226.00 Corporate Debt Securities LOWES COS INC SR GLBL WAFCR4OKGSC504WU3E95 2026-04-15 2.500000 4464000.00 4517649.84 Corporate Debt Securities CENCOSUD S A SR GLBL 2027-07-17 4.375000 363000.00 364335.49 Corporate Debt Securities E CL S A SR NT REG S 5493000FIKCC3ZDWTO77 2021-01-15 5.625000 2000000.00 2113062.50 Corporate Debt Securities INFRAESTRUCTURA ENERG 2048-01-14 4.875000 6281619.00 6124447.66 Corporate Debt Securities MEXICO CITY ARPT TR S 2028-04-30 3.875000 1500000.00 1541577.50 Corporate Debt Securities KEB HANA BANK SR GLBL 2022-01-30 3.375000 4753.00 4925.07 Corporate Debt Securities POSCO SR GLBL REGS 23 2023-08-01 4.000000 707.00 751.21 Corporate Debt Securities BANCO SANTANDER SA SR 5493006QMFDDMYWIAM13 2023-02-23 2.999500 800000.00 807455.60 Corporate Debt Securities CNOOC NEXEN FINANCE U 2024-04-30 4.250000 426000.00 458074.96 Corporate Debt Securities DP WORLD LTD GLOBAL M 2048-09-25 5.625000 4.00 4.68 Corporate Debt Securities DOMINION ENERGY INC J ILUL7B6Z54MRYCF6H308 2024-08-15 3.071000 74000.00 77140.28 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2026-05-15 3.079880 2139000.00 2169663.43 Corporate Debt Securities HOLLYFRONTIER CORP SR 549300J3U2WK73C9ZK26 2026-04-01 5.875000 4243000.00 4845227.26 Corporate Debt Securities MORGAN STANLEY FR 4%0 IGJSJL3JD5P30I6NJZ34 2025-07-23 4.000000 2000000.00 2199488.89 Corporate Debt Securities NONGHYUP BANK SR REGS 988400GSDJCW3LKJBD20 2023-07-30 3.875000 496.00 529.37 Corporate Debt Securities U S BANCORP MTNS BK E N1GZ7BBF3NP8GI976H15 2024-02-05 3.375000 192046.00 204377.99 Corporate Debt Securities MYRIAD INTL HLDGS B V 2025-07-21 5.500000 437000.00 495685.46 Corporate Debt Securities PT PELABUHAN INDONESI 2023-05-02 4.500000 797.00 847.81 Corporate Debt Securities BAIDU INC SR GLBL NT 254900AL64IANZYI1E02 2024-05-14 4.375000 26261.00 28128.95 Corporate Debt Securities CNH INDUSTRIAL CAPITA 549300PNSJ5B81UMVO28 2021-04-01 4.875000 4197000.00 4383985.09 Corporate Debt Securities CITIGROUP INC SUB GLB 6SHGI4ZSSLCXXQSBB395 2046-05-18 4.750000 16431000.00 19898789.93 Corporate Debt Securities MEXICO CITY ARPT TR S 2026-10-31 4.250000 899000.00 945831.91 Corporate Debt Securities QUALCOMM INC FR 2.6%0 H1J8DDZKZP6H7RWC0H53 2023-01-30 2.600000 319246.00 328463.70 Corporate Debt Securities SANTANDER UK PLC SR G 549300F5XIFGNNW4CF72 2023-01-10 3.571000 4112000.00 4278918.64 Corporate Debt Securities TD AMERITRADE HLDG CO ZI85ER3E6RXD4HPHW309 2024-04-01 3.750000 2931606.00 3137758.98 Corporate Debt Securities TENCENT HLDGS LTD FR 2020-02-11 2.875000 8181000.00 8277459.67 Corporate Debt Securities THERMO FISHER SCIENTI HCHV7422L5HDJZCRFL38 2029-10-01 2.600000 745778.00 742975.53 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2020-12-14 2.500000 4906000.00 4943291.05 Corporate Debt Securities BRITISH TELECOMMUNICA 2029-11-08 3.250000 1270.00 1276.39 Corporate Debt Securities INTERCORP PERU LTD SR 2029-08-15 3.875000 4511176.00 4549130.65 Corporate Debt Securities ADANI PORTS & SPL ECO 2024-07-24 3.375000 5000000.00 5101625.00 Corporate Debt Securities HOSPITALITY PPTYS TR 529900IS770AG1K9QG27 2027-02-15 4.950000 84000.00 88757.13 Corporate Debt Securities AERCAP IRELAND CAPITA 2024-08-14 2.875000 1265000.00 1290440.56 Corporate Debt Securities BANK AMER CORP VR 020 2026-02-05 2.660500 14875000.00 14926297.26 Corporate Debt Securities COMCAST CORP NEW GLBL 51M0QTTNCGUN7KFCFZ59 2039-11-01 3.250000 991160.00 1011037.99 Corporate Debt Securities DANSKE BK AS 144A FR MAES062Z21O4RZ2U7M96 2023-09-12 3.875000 212000.00 222645.58 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2037-10-01 6.750000 638000.00 899335.96 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2039-04-23 4.411000 1.00 1.15 Corporate Debt Securities MACQUARIE GRP LTD SR 2028-11-28 3.763000 200000.00 208986.98 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2022-11-02 2.500000 1624636.00 1656004.11 Corporate Debt Securities THE CHARLES SCHWAB CO 549300VSGCJ7E698NM85 2025-05-21 3.850000 40000.00 43520.43 Corporate Debt Securities TENCENT HLDGS LTD FR 2026-04-11 3.575000 15554585.00 16273286.76 Corporate Debt Securities UNICREDIT SPA FR 3.75 549300TRUWO2CD2G5692 2022-04-12 3.750000 100000.00 103281.50 Corporate Debt Securities WASTE MGMT INC DEL SR 549300YX8JIID70NFS41 2024-05-15 3.500000 140000.00 147829.50 Corporate Debt Securities MICROSOFT CORP SR NT INR2EJN1ERAN0W5ZP974 2022-02-12 2.375000 171000.00 174873.86 Corporate Debt Securities MIZUHO FINL GROUP INC 353800CI5L6DDAN5XZ33 2021-09-13 2.273000 200000.00 202133.17 Corporate Debt Securities NATIONWIDE BLDG SOC G 2024-03-08 3.766000 954664.00 999367.52 Corporate Debt Securities OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2023-02-15 2.700000 152000.00 154761.08 Corporate Debt Securities SANOFI-AVENTIS SR GLB 549300E9PC51EN656011 2028-06-19 3.625000 445247.00 491475.94 Corporate Debt Securities STATE STR CORP SR SB 549300ZFEEJ2IP5VME73 2023-05-15 3.100000 154000.00 159415.41 Corporate Debt Securities VMWARE INC SR GLBL NT 549300BUDHS3LRWBE814 2022-08-21 2.950000 655000.00 674244.45 Corporate Debt Securities NIPPON LIFE INSURANCE 2046-01-20 4.700000 1031000.00 1137593.94 Corporate Debt Securities MINEJESA CAPITAL BV S 549300KS7ERCP10BKC35 2037-08-10 5.625000 1.00 1.11 Corporate Debt Securities HEWLETT PACKARD ENTER 549300BX44RGX6ANDV88 2021-10-05 3.500000 152000.00 157094.11 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2026-08-04 2.450000 245000.00 250563.00 Corporate Debt Securities ATHENE HOLDING LTD SR 549300H316CT32FQXI76 2028-01-12 4.125000 810000.00 852233.40 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2021-06-15 4.420000 2000.00 2061.70 Corporate Debt Securities ALPHABET INC SR GLBL 5493006MHB84DD0ZWV18 2026-08-15 1.998000 5000.00 5016.56 Corporate Debt Securities ECOPETROL S A SR GLBL 254900IDGKCJICKBPA66 2026-06-26 5.375000 1000.00 1119.86 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2039-07-18 3.751000 1.00 1.12 Corporate Debt Securities SHERWIN WILLIAMS CO S Z15BMIOX8DDH0X2OBP21 2029-08-15 2.950000 7266000.00 7420410.57 Corporate Debt Securities TYSON FOODS INC SR GL WD6L6041MNRW1JE49D58 2027-06-02 3.550000 480.00 511.32 Corporate Debt Securities WEIBO CORP SR GLBL NT 2024-07-05 3.500000 3399168.00 3515840.66 Corporate Debt Securities WOORI BK GLOBAL MTN B 2021-07-20 2.625000 1366000.00 1389750.19 Corporate Debt Securities GRUPO BIMBO SAB DE CV 5493000RIXURZEBFEV60 2020-06-30 4.875000 1350000.00 1365147.00 Corporate Debt Securities SPRINT SPECTRUM CO LL 2029-09-20 5.152000 274616.00 299724.45 Corporate Debt Securities FEDEX CORP SR NT 3.2% 549300E707U7WNPZN687 2025-02-01 3.200000 977000.00 1026655.48 Corporate Debt Securities HSBC HLDGS PLC SR GLB 2026-09-12 3.267250 16490289.00 16726996.91 Corporate Debt Securities LOWES COS INC SR NT 3 WAFCR4OKGSC504WU3E95 2022-04-15 3.120000 85000.00 87618.00 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2024-03-07 3.407000 10069509.00 10610384.56 Corporate Debt Securities PERUSAHAAN LISTRIK NE 254900OYVDRYS9J51J61 2021-11-22 5.500000 734000.00 780466.28 Corporate Debt Securities SUMITOMO MITSUI BANKI 5U0XI89JRFVHWIBS4F54 2025-07-23 3.650000 2654000.00 2867349.90 Corporate Debt Securities TEACHERS INS & ANNUIT O06XD7BJ4EPXNABVFN69 2044-09-15 4.900000 4648000.00 5786024.07 Corporate Debt Securities TEACHERS INS & ANNUIT O06XD7BJ4EPXNABVFN69 2047-05-15 4.270000 19489000.00 22395150.96 Corporate Debt Securities VERIZON COMMUNICATION 2024-03-15 4.150000 407000.00 444111.96 Corporate Debt Securities WILLIAMS PARTNERS L P D71FAKCBLFS2O0RBPG08 2025-09-15 4.000000 253000.00 271622.49 Corporate Debt Securities SIGMA FIN NETH B V SR 549300K5R8C331KIC659 2028-03-27 4.875000 2340000.00 2550819.38 Corporate Debt Securities AT&T INC SR GLBL NT 2 549300Z40J86GGSTL398 2026-02-17 4.125000 2465000.00 2711918.02 Corporate Debt Securities ASB BK LTD VR 061418- 2023-06-14 2.863630 829000.00 840849.05 Corporate Debt Securities BPCE SR NON PFD MED T 2027-10-23 3.500000 8377800.00 8712525.69 Corporate Debt Securities BANCOLOMBIA S A SR NT 54930052NWJRPNMP1W58 2021-06-03 5.950000 100000.00 105072.25 Corporate Debt Securities DANSKE BK AS REGS FR 2023-09-12 3.875000 14999800.00 15753014.96 Corporate Debt Securities GOLDMAN SACHS GRP INC 784F5XWPLTWKTBV3E584 2020-06-15 6.000000 874000.00 891707.24 Corporate Debt Securities EMPRESA NACL DE TELEC 2024-10-30 4.875000 580000.00 621681.70 Corporate Debt Securities HOSPITALITY PPTYS TR 529900IS770AG1K9QG27 2026-10-01 4.750000 65000.00 67607.04 Corporate Debt Securities KROGER CO SR GLBL NT2 6CPEOKI6OYJ13Q6O7870 2022-08-01 2.800000 5000000.00 5154644.44 Corporate Debt Securities LLOYDS BANKING GROUP 2045-12-01 5.300000 950000.00 1179509.97 Corporate Debt Securities MIZUHO FINL GROUP INC 353800CI5L6DDAN5XZ33 2022-09-11 2.601000 206000.00 210341.50 Corporate Debt Securities MORGAN STANLEY FR 3.1 IGJSJL3JD5P30I6NJZ34 2023-01-23 3.125000 73000.00 75993.62 Corporate Debt Securities POWER FIN LTD 6.15%28 2028-12-06 6.150000 18000000.00 20814120.00 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2023-06-15 3.500000 74.00 77.64 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2039-03-15 4.812000 6545000.00 8027606.13 Corporate Debt Securities ANGLO AMERICAN CAPITA 2028-03-15 4.500000 1499674.00 1628398.52 Corporate Debt Securities AVOLON HLDGS FDG LTD 2023-10-01 5.125000 1210156.00 1315859.60 Corporate Debt Securities HSBC HLDGS PLC SR GLB MLU0ZO3ML4LN2LL2TL39 2022-01-05 3.543130 5671000.00 5830841.24 Corporate Debt Securities MORGAN STANLEY FR 3.9 IGJSJL3JD5P30I6NJZ34 2027-04-23 3.950000 1000.00 1080.88 Corporate Debt Securities NORTHWESTERN MUT LIFE 2040-03-30 6.063000 1130000.00 1565600.88 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2030-05-08 4.445000 261905.00 291382.55 Corporate Debt Securities SASOL FING USA LLC SR 549300XRB1PFMESFEL85 2024-03-27 5.875000 2499920.00 2745904.84 Corporate Debt Securities SHERWIN WILLIAMS CO S Z15BMIOX8DDH0X2OBP21 2022-01-15 4.200000 844000.00 892833.84 Corporate Debt Securities SPIRIT REALTY LP SR G 549300GTBVIBJRX5BW73 2030-01-15 3.400000 424905.00 431041.57 Corporate Debt Securities STANDARD CHARTERED PL U4LOSYZ7YG4W3S5F2G91 2022-09-10 2.744000 107836.00 109349.42 Corporate Debt Securities TEACHERS INS & ANNUIT O06XD7BJ4EPXNABVFN69 2039-12-16 6.850000 1306000.00 1913125.30 Corporate Debt Securities UNITED TECHNOLOGIES C I07WOS4YJ0N7YRFE7309 2023-08-16 3.650000 1.00 1.07 Corporate Debt Securities UNITED TECHNOLOGIES C I07WOS4YJ0N7YRFE7309 2025-08-16 3.950000 2400000.00 2652318.67 Corporate Debt Securities ZIMMER BIOMET HLDGS I 2P2YLDVPES3BXQ1FRB91 2025-04-01 3.550000 110000.00 116995.60 Corporate Debt Securities CHINA CINDA FIN 2015 2025-04-23 4.250000 12551000.00 13491317.43 Corporate Debt Securities EMPRESAS PUBLICAS DE 2029-07-18 4.250000 1551810.00 1642334.84 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2023-06-15 5.450000 1799.00 1954.58 Corporate Debt Securities ACTIVISION BLIZZARD I 549300TPQQDBP9GNOF40 2026-09-15 3.400000 141000.00 149343.91 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2027-11-13 3.000000 2307990.00 2427213.07 Corporate Debt Securities BARCLAYS BANK PLC SR G5GSEF7VJP5I7OUK5573 2020-01-08 5.125000 4559000.00 4672729.32 Corporate Debt Securities BARCLAYS BK PLC GLBL 2020-02-21 2.140000 19716930.00 20222612.29 Corporate Debt Securities BOC AVIATION PTE LTD 2021-05-02 2.952250 1000000.00 1008174.40 Corporate Debt Securities CITIGROUP INC SR NT F 6SHGI4ZSSLCXXQSBB395 2028-07-24 3.668000 2255000.00 2441025.47 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2028-06-15 4.950000 277000.00 304384.91 Corporate Debt Securities GOLDMAN SACHS GROUP 2 784F5XWPLTWKTBV3E584 2022-10-31 2.876000 575000.00 585576.17 Corporate Debt Securities HSBC HLDGS PLC TIER I 2099-01-01 6.250000 2077278.00 2239493.22 Corporate Debt Securities HALFMOON PARENT INC S 2023-07-15 3.750000 1.00 1.07 Corporate Debt Securities HEWLETT PACKARD ENTER 549300BX44RGX6ANDV88 2025-10-15 4.900000 1559000.00 1749444.84 Corporate Debt Securities ASHTEAD CAPITAL INC S 213800J1134IW58IC398 2029-11-01 4.250000 1820490.00 1871210.87 Corporate Debt Securities BANCO SANTANDER S A S 5493006QMFDDMYWIAM13 2029-06-27 3.306000 1600000.00 1647896.80 Corporate Debt Securities BANK MONTREAL QUE LW NQQ6HPCNCCU6TUTQYE16 2032-12-15 3.803000 3000000.00 3133453.75 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2025-03-16 3.650000 1193000.00 1251748.62 Corporate Debt Securities BARCLAYS BK PLC GLBL 2020-11-16 2.140000 92357102.00 92115670.27 Corporate Debt Securities BOC AVIATION PTE LTD 2020-03-30 3.000000 15880000.00 16015138.80 Corporate Debt Securities BOC AVIATION PTE LTD 2024-10-10 3.500000 9898905.00 10287316.03 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2024-11-07 3.500000 6957000.00 7208167.02 Corporate Debt Securities MANULIFE FINL CORP SR 2020-09-17 4.900000 2374000.00 2455640.54 Corporate Debt Securities NXP B V / NXP FDG LLC 2023-06-01 4.625000 1190000.00 1276603.08 Corporate Debt Securities NATIONAL AUSTRALIA BK F8SB4JFBSYQFRQEH3Z21 2034-08-02 3.933000 13987000.00 14779209.69 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2024-11-10 3.250000 152000.00 160365.15 Corporate Debt Securities ZB NATL ASSN 3.5%21 8WH0EE09O9V05QJZ3V89 2021-08-27 3.500000 250000.00 258804.58 Corporate Debt Securities MIZUHO FINANCIAL GRP 2026-04-12 3.477000 643804.00 680277.75 Corporate Debt Securities MYRIAD INTL HLDGS B V 2027-07-06 4.850000 4000000.00 4450326.67 Corporate Debt Securities BHP BILLITON FIN USA 2075-10-19 6.250000 3999990.00 4173295.12 Corporate Debt Securities AUSTRALIA & NEW ZEALA JHE42UYNWWTJB8YTTU19 2022-11-09 2.625000 9263136.00 9467839.73 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2025-05-07 3.932000 389281.00 411551.29 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2026-06-15 6.020000 1504000.00 1739012.53 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2026-03-11 4.900000 778000.00 880358.43 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2027-06-01 5.500000 204424.00 230915.42 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2024-08-16 2.019000 32000.00 32336.17 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2039-03-07 4.153000 9079000.00 10580628.52 Corporate Debt Securities INTEL CORP SR GLBL NT KNX4USFCNGPY45LOCE31 2025-07-29 3.700000 2762000.00 3031459.19 Corporate Debt Securities SUMITOMO MITSUI BANKI 5U0XI89JRFVHWIBS4F54 2024-07-11 3.400000 3642000.00 3871668.57 Corporate Debt Securities SYNCHRONY FINL SR GLB 549300RS7EWPM9MA6C78 2024-03-19 4.375000 75793.00 81792.34 Corporate Debt Securities ANGLO AMERICAN CAPITA 2025-05-14 4.875000 2187000.00 2417245.54 Corporate Debt Securities ENN ENERGY HOLDINGS L 2021-05-13 6.000000 1100000.00 1154211.67 Corporate Debt Securities BRISTOL MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2022-08-15 3.550000 608215.00 640196.47 Corporate Debt Securities ENEL AMERICAS S A SR 549300LKH11TFCJLZK20 2026-10-25 4.000000 2000.00 2081.96 Corporate Debt Securities HEALTHPEAK PROPERTIES PZ9HF5U52KPF0MH0QN75 2024-08-15 3.875000 114000.00 122959.40 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2024-02-16 2.900000 2023000.00 2105648.54 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2026-03-11 4.550000 5047986.00 5434138.70 Corporate Debt Securities AUSTRALIA & NEW ZEALA JHE42UYNWWTJB8YTTU19 2025-11-16 3.700000 2905000.00 3153442.06 Corporate Debt Securities BANK CHINA HONG KONG 2099-01-01 5.900000 6000618.00 6568829.85 Corporate Debt Securities BARCLAYS BK PLC GLBL 2020-11-16 2.140000 57529783.00 57216526.94 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2023-01-24 3.142000 316.00 326.57 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2022-01-11 3.000000 1475000.00 1519417.17 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2025-05-08 4.450000 2547000.00 2797186.15 Corporate Debt Securities MIZUHO FINL GROUP INC 353800CI5L6DDAN5XZ33 2022-09-11 2.768380 104.00 105.04 Corporate Debt Securities OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2026-03-15 5.550000 114000.00 131547.73 Corporate Debt Securities SUMITOMO MITSUI FINL 35380028MYWPB6AUO129 2026-10-19 3.010000 9863000.00 10177988.60 Corporate Debt Securities SUNOCO LOGISTICS PART 5493006LL0CKP8WQW329 2025-12-01 5.950000 2000.00 2290.21 Corporate Debt Securities TENCENT HLDGS LTD FR 254900N4SLUMW4XUYY11 2028-01-19 3.595000 4999010.00 5301838.22 Corporate Debt Securities VODAFONE GROUP PLC NE 213800TB53ELEUKM7Q61 2038-05-30 5.000000 10000.00 11670.77 Corporate Debt Securities MIZUHO FINANCIAL GRP 2021-04-12 2.632000 2757467.00 2796161.62 Corporate Debt Securities POSCO SR GLBL REGS 24 2024-07-15 2.750000 7800.00 7924.99 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2020-09-15 3.093630 50000.00 50385.95 Corporate Debt Securities ISRAEL ELEC CORP LTD 254900JW7GE35YNJGJ55 2023-06-21 6.875000 4500000.00 5101734.38 Corporate Debt Securities PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 2022-09-15 3.500000 670000.00 702962.88 Corporate Debt Securities PRINCIPAL FINL GROUP 2055-05-15 4.700000 486000.00 490677.75 Corporate Debt Securities TEXAS INSTRS INC SR N WDJNR2L6D8RWOEB8T652 2027-11-03 2.900000 733000.00 771835.56 Corporate Debt Securities COSL FIN BVI LTD SR G 2022-09-06 3.250000 6395000.00 6547403.51 Corporate Debt Securities SINOPEC GRP OVSEAS DE 2022-05-17 3.900000 10469000.00 10885334.68 Corporate Debt Securities NEWCASTLE COAL INFRAS 2027-09-29 4.400000 549079.00 558030.21 Corporate Debt Securities AEROPUERTO INTERNACIO 254900FO1PHX49ZIGB14 2048-11-18 6.000000 26.00 32.32 Corporate Debt Securities AXA SA SB GLBL NT8.6% F5WCUMTUM4RKZ1MAIE39 2030-12-15 8.600000 1080000.00 1580670.00 Corporate Debt Securities BNP PARIBAS FR 4.375% R0MUWSFPU8MPRO8K5P83 2033-03-01 4.375000 1382000.00 1514094.06 Corporate Debt Securities CITIGROUP INC SUB GLB 6SHGI4ZSSLCXXQSBB395 2027-09-29 4.450000 1541000.00 1715177.09 Corporate Debt Securities FLEXTRONICS INTL LTD 549300EAQH74YHD07T53 2029-06-15 4.875000 1466000.00 1595097.79 Corporate Debt Securities HSBC HLDGS PLC COCO 2 MLU0ZO3ML4LN2LL2TL39 2026-09-12 4.292000 200000.00 219121.20 Corporate Debt Securities HOSPITALITY PPTYS TR 529900IS770AG1K9QG27 2029-10-01 4.950000 86000.00 88713.73 Corporate Debt Securities ING GROEP N V SR GLBL 549300NYKK9MWM7GGW15 2022-03-29 3.110500 2500000.00 2534366.01 Corporate Debt Securities MERCK & CO INC SR GLB 4YV9Y5M8S0BRK1RP0397 2029-03-07 3.400000 48000.00 52567.31 Corporate Debt Securities ADANI PORTS & SPL ECO 335800QOAXP5TM7OYP69 2029-07-03 4.375000 1432033.00 1504394.22 Corporate Debt Securities NORDEA BK AB EURO MTN 2033-09-13 4.625000 2000000.00 2211053.06 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2023-05-15 3.379880 1139000.00 1156482.21 Corporate Debt Securities VEREIT OPERATING PRTN 5493005TQOUJE1LCS698 2025-11-01 4.625000 138942.00 153233.55 Corporate Debt Securities DAI-ICHI LIFE HLDGS I 2099-01-01 7.250000 200000.00 219493.06 Corporate Debt Securities BANGKOK BK PUBLIC CO 549300CCL2BKJGMYXV60 2034-09-25 3.733000 1475688.00 1510397.62 Corporate Debt Securities GUSAP III LP SR GLBL 2030-01-21 4.250000 30.00 30.63 Corporate Debt Securities ICBCIL FINANCE CO. LT 2021-05-19 2.750000 5.00 5.02 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0200 705000000.00 705000000.00 0.0114 N N Y N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 1.990 85325T5H4 RILFO74KP1CM8P6PCT96 US85325T5H48 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-24 2020-01-24 2020-01-24 N N N 0.0202 225025339.50 225025339.50 0.0036 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 1.940 85325T5S0 RILFO74KP1CM8P6PCT96 US85325T5S03 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-09 2020-02-07 2020-02-07 N N N 0.0197 125026533.75 125026533.75 0.0020 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 2.050 85325T6A8 RILFO74KP1CM8P6PCT96 US85325T6A85 0001281941 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-02 2020-03-02 2020-03-02 N N N 0.0205 125041606.25 125041606.25 0.0020 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 1.999 85325V2X7 RILFO74KP1CM8P6PCT96 US85325V2X70 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-20 2020-05-20 2020-05-20 N N N 0.0203 74999742.75 74999742.75 0.0012 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 2.025 85325V2T6 RILFO74KP1CM8P6PCT96 US85325V2T68 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-18 2020-05-18 2020-05-18 N N N 0.0205 150006351.00 150006351.00 0.0024 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 2.280 85325T5A9 RILFO74KP1CM8P6PCT96 US85325T5A94 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0228 157024333.43 157024333.43 0.0025 N N N N STARBIRD FUNDING CORPORATION STARBIRD FUNDING CORPORATION 1.990 85520LD77 549300A8DDPP6QJBB522 US85520LD774 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-04-07 2020-04-07 2020-04-07 N Y BNP PARIBAS 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0199 49744111.00 49744111.00 0.0008 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.970 86565BV32 5U0XI89JRFVHWIBS4F54 US86565BV326 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-04-08 2020-04-08 N N N 0.0200 99998643.00 99998643.00 0.0016 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.865 86565BF55 5U0XI89JRFVHWIBS4F54 US86565BF550 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-12 2020-02-10 2020-02-10 N N N 0.0189 149993421.00 149993421.00 0.0024 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.960 86565B2S9 5U0XI89JRFVHWIBS4F54 US86565B2S95 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-09 2020-06-09 2020-06-09 N N N 0.0199 49996535.00 49996535.00 0.0008 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.978 86565B2E0 5U0XI89JRFVHWIBS4F54 US86565B2E00 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-05-01 2020-05-01 N N N 0.0201 150002967.00 150002967.00 0.0024 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.000 0F3047N 2138007LMTICB1DAU493 XS2066000121 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-09 2020-04-09 2020-04-09 N N N 0.0200 74601915.75 74601915.75 0.0012 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.000 0F3400N 5493006GGLR4BTEL8O61 XS2066433827 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-14 2020-04-14 2020-04-14 N N N 0.0200 99442542.00 99442542.00 0.0016 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.167 9E9682N 5493006GGLR4BTEL8O61 XS2057281128 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0217 24960623.25 24960623.25 0.0004 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 2.250 86564FH63 5493006GGLR4BTEL8O61 US86564FH634 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0225 200023944.00 200023944.00 0.0032 N N Y N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 2.250 86564FH48 5493006GGLR4BTEL8O61 US86564FH485 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0225 100013547.00 100013547.00 0.0016 N N Y N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.995 86564FM67 5493006GGLR4BTEL8O61 US86564FM675 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-30 2020-01-30 2020-01-30 N N N 0.0202 100019526.00 100019526.00 0.0016 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.750 86564FQ97 5493006GGLR4BTEL8O61 US86564FQ973 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-02-28 2020-02-28 N N N 0.0177 60014795.40 60014795.40 0.0010 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.995 86564FM75 5493006GGLR4BTEL8O61 US86564FM758 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-29 2020-01-29 2020-01-29 N N N 0.0202 150028663.50 150028663.50 0.0024 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.894 86959RBF6 NHBDILHZTYCNBV5UYZ31 US86959RBF64 Certificate of Deposit Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-05 2020-05-05 2020-05-05 N N N 0.0192 105002259.60 105002259.60 0.0017 N N N N TD SECURITIES USA LLC (REPO) TD SECURITIES USA LLC (REPO) 1.570 0QG002PP0 0000803012 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Tennessee Valley Auth 549300HE1ISW43LNKM54 2060-09-15 4.625000 34779466.01 48539286.43 Agency Debentures and Agency Strips United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 13640767.96 14300900.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-31 1.625000 6793716.02 6839221.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.625000 18703606.30 18369817.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.750000 15593772.81 16037251.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 2.625000 25210588.82 25594195.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.125000 22812535.91 22745496.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-12-15 1.625000 16979660.19 17004966.38 U.S. Treasuries (including strips) Tennessee Valley Auth 2056-04-01 5.375000 22166155.33 34149338.38 Agency Debentures and Agency Strips Tennessee Valley Auth 549300HE1ISW43LNKM54 2065-09-15 4.250000 5337296.11 7066189.54 Agency Debentures and Agency Strips Tennessee Valley Auth 2060-09-15 0.000000 548703.88 163667.39 Agency Debentures and Agency Strips United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 26433134.94 26213423.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 15455776.69 15506471.64 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 1.750000 26964906.78 27048809.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.500000 8509778.15 8537268.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-31 1.375000 15516255.82 15175557.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.250000 21385112.13 21066614.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 16201527.18 17237096.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-28 2.000000 13468907.76 13613689.05 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 21228543.68 21542693.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 27695735.91 28064940.50 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 396844660.03 396844660.03 0.0064 N Y Y N THE CHIBA BANK LTD-NEW YORK THE CHIBA BANK LTD-NEW YORK 1.950 16706CJN7 FGJPAKKCTZVSKZXNBS63 US16706CJN74 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-05 2020-02-05 2020-02-05 N N N 0.0195 49999794.50 49999794.50 0.0008 N N N N THE CHIBA BANK LTD-NEW YORK THE CHIBA BANK LTD-NEW YORK 2.020 16706CJY3 FGJPAKKCTZVSKZXNBS63 US16706CJY30 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-13 2020-02-13 2020-02-13 N N N 0.0202 25000717.75 25000717.75 0.0004 N N N N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 1.961 0F2791N 5493007VSMFZCPV1NB83 XS2065584588 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-14 2020-04-14 2020-04-14 N N N 0.0196 99438792.00 99438792.00 0.0016 N N N N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 1.924 0F8717N 5493007VSMFZCPV1NB83 XS2079031592 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-02-07 N Y NORINCHUKIN BANK JOM 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0192 99803000.00 99803000.00 0.0016 N N N N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 2.275 8E6315N 5493007VSMFZCPV1NB83 XS2028884539 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-13 2020-01-13 2020-01-13 N N N 0.0228 64956136.70 64956136.70 0.0010 N N N N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 1.963 0F6451N 5493007VSMFZCPV1NB83 XS2074566089 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-28 2020-04-28 2020-04-28 N N N 0.0196 198728880.00 198728880.00 0.0032 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 2.032 89114M3H8 PT3QB789TSUIDF371261 US89114M3H80 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-07-27 2020-07-27 N N N 0.0206 150006291.00 150006291.00 0.0024 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 2.137 89120D2A6 PT3QB789TSUIDF371261 US89120D2A68 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-27 2020-09-28 2020-09-28 N N N 0.0217 200145596.00 200145596.00 0.0032 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 1.650 88602TA29 US88602TA297 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0165 44995772.70 44995772.70 0.0007 N Y Y N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 1.903 1F6956P PT3QB789TSUIDF371261 XS2094070864 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-14 2020-04-14 2020-04-14 N N N 0.0190 348151895.00 348151895.00 0.0056 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 2.213 8E9836N PT3QB789TSUIDF371261 XS2037194185 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0221 169708290.20 169708290.20 0.0027 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 2.265 8E6132N PT3QB789TSUIDF371261 XS2028892805 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0227 259829234.60 259829234.60 0.0042 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.992 89114MV38 PT3QB789TSUIDF371261 US89114MV384 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-29 2020-07-27 2020-07-27 N N N 0.0214 74985844.50 74985844.50 0.0012 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.898 89114MW94 PT3QB789TSUIDF371261 US89114MW945 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-02 2020-07-02 N N N 0.0193 125987955.66 125987955.66 0.0020 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 2.233 89114N6H3 PT3QB789TSUIDF371261 US89114N6H36 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-08 2020-10-07 2020-10-07 N N N 0.0226 216146344.32 216146344.32 0.0035 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.979 89114MM79 PT3QB789TSUIDF371261 US89114MM797 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-28 2020-06-03 2020-06-03 N N N 0.0201 199978826.00 199978826.00 0.0032 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 2.055 89114M3U9 PT3QB789TSUIDF371261 US89114M3U91 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-30 2020-07-30 2020-07-30 N N N 0.0208 175017319.75 175017319.75 0.0028 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 2.053 89232BBE7 HJZQGXYTVV2NWJZLPW74 US89232BBE74 Non-Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-10 2020-01-10 2020-01-10 N N N 0.0208 30000127.80 30000127.80 0.0005 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 1.940 89237BBG7 3UKPTDP5PGQRH8AUK042 US89237BBG77 Non-Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-09 2020-05-05 2020-05-05 N N N 0.0197 100012052.00 100012052.00 0.0016 N N N N TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORPORATION 1.984 89236TGE9 Z2VZBHUMB7PWWJ63I008 US89236TGE91 Other Instrument Other Instrument Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-16 2020-09-14 2020-09-14 N N N 0.0201 299909274.00 299909274.00 0.0048 N N N N TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORPORATION 2.134 89233GB54 Z2VZBHUMB7PWWJ63I008 US89233GB543 Non-Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-05 2020-02-05 2020-02-05 N N N 0.0213 99820000.00 99820000.00 0.0016 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.130 89233LCD5 724500OPA8GZSQUNSR96 US89233LCD55 Non-Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-10 2020-07-06 2020-07-06 N N N 0.0216 60012086.40 60012086.40 0.0010 N N N N UBS AG-LONDON UBS AG-LONDON 2.051 90276JGF7 BFM8T61CT2L1QCEMIK50 US90276JGF75 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-16 2020-01-16 2020-01-16 N N N 0.0208 30000343.80 30000343.80 0.0005 N N N N UBS AG-LONDON UBS AG-LONDON 2.248 90351WCD5 BFM8T61CT2L1QCEMIK50 US90351WCD56 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-13 2020-03-13 2020-03-13 N N N 0.0225 398599212.00 398599212.00 0.0064 N N N N UBS SECURITIES LLC UBS SECURITIES LLC 1.750 AAZ9908H6 T6FIZBDPKLYJKFCRVK44 0001017255 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANTERO RES CORP SR GL APVBKPOULHUX7YZLKU17 2023-06-01 5.625000 1000000.00 809531.25 Corporate Debt Securities BANK NOVA SCOTIA HOUS 2020-03-09 2.000000 1000000.00 1000210.00 Money Market NAVIOS MARITIME ACQUI 2021-11-15 8.125000 9994000.00 7996761.56 Corporate Debt Securities ALLEGHENY TECHNOLOGIE ZW1LRE7C3H17O2ZN9B45 2027-12-01 5.875000 6462.00 6825.17 Corporate Debt Securities BANK NOVA SCOTIA HOUS L3I9ZG2KFGXZ61BMYR72 2020-09-21 2.207750 820000.00 821517.50 Money Market COMMSCOPE FIN LLC 6%2 549300Z6K4JXMFE8QY54 2026-03-01 6.000000 105857.00 114704.88 Corporate Debt Securities L BRANDS INC SR NT 6. 2027-01-15 6.694000 3.00 3.09 Corporate Debt Securities PBF HLDG CO LLC / PBF 2025-06-15 7.250000 3736000.00 3999839.43 Corporate Debt Securities UBS GROUP FDG SWITZ A 549300SZJ9VS8SGXAN81 2028-03-23 4.253000 3105000.00 3431954.86 Corporate Debt Securities BALL CORP SR GLBL NT 2026-03-15 4.875000 10.00 11.00 Corporate Debt Securities CB ESCROW CORP SR GLB 549300JYVZOCUJOHL272 2025-10-15 8.000000 405673.00 436774.60 Corporate Debt Securities GENWORTH FINL INC EXT PXDECZED7L8SRUP41R09 2066-11-15 3.912380 797000.00 498124.32 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2024-07-15 4.625000 13765.00 14411.51 Corporate Debt Securities UBS AG STAMFORD BRH C 2020-02-24 1.969500 8000000.00 8024476.00 Money Market ALBERTSONS COS INC / 2028-02-15 5.875000 7040.00 7644.25 Corporate Debt Securities GUITAR CTR ESCROW ISS 2021-10-15 9.500000 1.00 1.00 Corporate Debt Securities UBS GROUP AG SR GLBL 549300SZJ9VS8SGXAN81 2020-09-24 2.950000 55000000.00 55818216.67 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2027-09-01 5.000000 1.00 1.07 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2099-01-01 4.950000 97343.00 101449.66 Corporate Debt Securities GOODYEAR TIRE & RUBR 5493002BI0S2ZQUY3437 2023-11-15 5.125000 470000.00 480065.64 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2031-11-15 6.875000 1893000.00 1937662.97 Corporate Debt Securities UBS GROUP AG SR COCO 549300SZJ9VS8SGXAN81 2021-04-15 3.000000 45468000.00 46338712.20 Corporate Debt Securities SINCLAIR TELEVISION G 549300CQGEN0CH65UD62 2030-03-01 5.500000 1500000.00 1544687.50 Corporate Debt Securities CB ESCROW CORP SR GLB 2025-10-15 8.000000 88203.00 94965.23 Corporate Debt Securities AK STL CORP SR GLBL N O05HJM8THRTZG4688Q91 2027-03-15 7.000000 89000.00 90897.18 Corporate Debt Securities ARDAGH PACKAGING SR G 2027-08-15 5.250000 441998.00 468112.35 Corporate Debt Securities CONSOLIDATED COMMUNIC 2022-10-01 6.500000 2709000.00 2501949.62 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2041-07-15 5.600000 62000.00 77080.05 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2025-05-01 5.125000 62.00 64.38 Corporate Debt Securities UBS AG LONDON BRH SR BFM8T61CT2L1QCEMIK50 2020-12-01 2.450000 92491000.00 92994485.04 Corporate Debt Securities FIRST QUANTUM MINERAL 2021-02-15 7.000000 545000.00 560668.75 Corporate Debt Securities AVANTOR INC SR GLBL-- 5493003VM0XB4U8YD238 2025-10-01 9.000000 4675518.00 5329061.91 Corporate Debt Securities BASIC ENERGY SVCS INC 2023-10-15 10.750000 1160.00 855.38 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2024-09-01 4.625000 333.00 352.49 Corporate Debt Securities TRANSDIGM INC SR SB G 88Q84GB3X55CF5OC7582 2025-05-15 6.500000 3500000.00 3677257.50 Corporate Debt Securities UBS AG COML PAPER FLT 2020-01-17 0.000000 500000.00 500045.00 Money Market UBS GROUP AG 4.125%26 549300SZJ9VS8SGXAN81 2026-04-15 4.125000 3725000.00 4084103.97 Corporate Debt Securities AVANTOR INC SR SEC GL 5493003VM0XB4U8YD238 2024-10-01 6.000000 2848000.00 3085105.49 Corporate Debt Securities AVON PRODS INC CR SEN 2043-03-15 8.950000 1143000.00 1447157.06 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.950000 3673000.00 3983778.65 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 6.300000 2355000.00 2570352.98 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-12-31 6.625000 736.00 710.13 Corporate Debt Securities GENWORTH HLDGS INC SR 2024-02-15 4.800000 1560970.00 1553649.05 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2029-05-18 4.892000 1063205.00 1207468.45 Corporate Debt Securities UBS GROUP AG SR GLBL 549300SZJ9VS8SGXAN81 2020-09-24 3.374750 1022000.00 1032052.60 Corporate Debt Securities DIGICEL GROUP ONE LTD 2022-12-30 8.250000 2487.00 1437.80 Corporate Debt Securities AVIS BUDGET CAR RENT 2025-03-15 5.250000 330000.00 344540.63 Corporate Debt Securities JUNEAU INVTS LLC MTN 2020-11-09 2.650630 12500000.00 1067090.71 Asset-Backed Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2026-01-01 4.875000 5.00 5.32 Corporate Debt Securities CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 2024-06-01 3.800000 21000.00 21786.68 Corporate Debt Securities DEVON ENERGY CORP SR 2032-04-15 7.950000 1092000.00 1570102.17 Corporate Debt Securities ENBRIDGE INC NOTE 207 98TPTUM4IVMFCZBCUR27 2077-01-15 6.000000 2000.00 2172.60 Corporate Debt Securities NUFARM AUSTRALIA LIMI 2026-04-30 5.750000 10.00 9.95 Corporate Debt Securities TRANSDIGM INC SR SB G 88Q84GB3X55CF5OC7582 2027-03-15 7.500000 5000000.00 5578375.00 Corporate Debt Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2027-06-30 5.125000 11.00 12.17 Corporate Debt Securities DCP MIDSTREAM LP PERP 52990024YYS3MLGW0E91 2099-12-31 7.375000 1150.00 1084.53 Corporate Debt Securities INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 2022-07-14 3.125000 5465046.00 5616153.00 Corporate Debt Securities MATTEL INC SR GLBL NT 2040-10-01 6.200000 3815000.00 3530125.47 Corporate Debt Securities SIRIUS XM RADIO INC S WP5O65E6BMU84LNO4227 2029-07-01 5.500000 1.00 1.11 Corporate Debt Securities ANTERO RES CORP SR GL APVBKPOULHUX7YZLKU17 2025-03-01 5.000000 4214.00 3242.87 Corporate Debt Securities MPLX LP PERP -B BD6.8 5493000CZJ19CK4P3G36 2099-01-01 6.875000 1000000.00 1033281.25 Corporate Debt Securities DEVON FING CORP U L C 2031-09-30 7.875000 34000.00 48101.75 Corporate Debt Securities GTE CALIF INC SR DEB 2027-05-15 6.750000 2190000.00 2049703.13 Corporate Debt Securities INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 2024-06-26 5.017000 465000.00 488909.11 Corporate Debt Securities NETFLIX INC 5.875%28 549300Y7VHGU0I7CE873 2028-11-15 5.875000 1.00 1.11 Corporate Debt Securities POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2029-12-15 5.500000 1654000.00 1766871.72 Corporate Debt Securities TRANSDIGM UK HOLDINGS 549300JTYP71LZZSE903 2026-05-15 6.875000 970.00 1043.52 Corporate Debt Securities UBS GROUP FDG SWITZ A 549300SZJ9VS8SGXAN81 2023-05-23 3.129500 750000.00 762442.13 Corporate Debt Securities WEST STREET MERGER SR 2025-09-01 6.375000 1998000.00 2035108.69 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2025-12-15 5.850000 6355000.00 7548516.66 Corporate Debt Securities UBS GROUP FDG SWITZ A 549300SZJ9VS8SGXAN81 2023-05-23 3.491000 21356000.00 22047891.09 Corporate Debt Securities UNITED STATES STL COR 2037-06-01 6.650000 3515000.00 2865979.66 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-07 2049-12-31 N N N 0.0177 300000000.00 300000000.00 0.0048 N N Y N US TREASURY US TREASURY 1.891 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-03-19 2020-03-19 2020-03-19 N N N 0.0189 548258942.00 548258942.00 0.0088 N Y Y N US TREASURY US TREASURY 1.561 912796TW9 254900HROIFWPRGM1V77 US912796TW96 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0156 198730084.00 198730084.00 0.0032 N Y Y N US TREASURY US TREASURY 1.641 9128285Y2 254900HROIFWPRGM1V77 US9128285Y20 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-01-02 2021-01-31 2021-01-31 N N N 0.0169 649749444.50 649749444.50 0.0105 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 1.907 92512LCC3 US92512LCC37 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-12 2020-03-12 2020-03-12 N Y NATIXIS 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 49810800.00 49810800.00 0.0008 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 1.897 92512LC90 US92512LC907 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N Y NATIXIS 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0190 49818971.00 49818971.00 0.0008 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.910 95001KCF9 KB1H1DSPRFMYMCUFXT09 US95001KCF93 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-07-29 2020-07-29 N N N 0.0194 375149250.00 375149250.00 0.0061 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 2.050 95001KES9 KB1H1DSPRFMYMCUFXT09 US95001KES96 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-10-07 2020-10-07 N N N 0.0208 165118892.40 165118892.40 0.0027 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 2.319 94989R4E5 KB1H1DSPRFMYMCUFXT09 US94989R4E55 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0235 90000000.00 90000000.00 0.0015 N N Y N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.890 94989R7A0 KB1H1DSPRFMYMCUFXT09 US94989R7A07 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-09 2020-04-09 2020-04-09 N N N 0.0192 233048109.84 233048109.84 0.0038 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.690 0QY002HV6 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N URANIUM ENERGY CORP C 549300VD69WD2USLIP04 2099-01-01 0.000000 52.00 47.46 Equities HIGHPOINT RES CORP CO 549300F0PA3NW6D2OO63 2099-01-01 0.000000 240644.00 401875.48 Equities LYON WILLIAM HOMES CL 54930001WYSBMHJC4N02 2099-01-01 0.000000 59702.00 1187472.78 Equities MACK CALI RLTY CORP C 2099-01-01 0.000000 214796.00 5000450.88 Equities NORTONLIFELOCK INC CO YF6ZV0M6AU4FY94MK914 2099-01-01 0.000000 138558.00 3530457.84 Equities ADESTO TECHNOLOGIES C 549300J97LXW3AREY415 2099-01-01 0.000000 300088.00 2535743.60 Equities SYNCHRONOSS TECHNOLOG 5493007Z5J8Z2TA76376 2099-01-01 0.000000 170028.00 794030.76 Equities TIVITY HEALTH INC COM U5UKZMHGMOP0CPFG4B24 2099-01-01 0.000000 249524.00 5000460.96 Equities FLEXION THERAPEUTICS 549300X8HYW1HZKCDG90 2099-01-01 0.000000 244402.00 5000464.92 Equities QEP RES INC COM Q6JQDZPXKEDQKVK58165 2099-01-01 0.000000 3561.00 15882.06 Equities ENTERCOM COMMUNICATIO 2099-01-01 0.000000 216958.00 1011024.28 Equities HALLIBURTON CO COM ENYF8GB5SMQZ25S06U51 2099-01-01 0.000000 35247.00 865666.32 Equities MOBILEIRON INC COM NE 5493009ZKZIDFX3SG973 2099-01-01 0.000000 1035293.00 5000465.19 Equities ROADRUNNER TRANSN SYS 2099-01-01 0.000000 7345.00 61183.85 Equities B RILEY FINL INC COM 2099-01-01 0.000000 121926.00 3064000.38 Equities CLEAR CHANNEL OUTDOOR 2099-01-01 0.000000 1075055.00 3074657.30 Equities GOPRO INC CL A 549300CQJMLT21SZFL16 2099-01-01 0.000000 1169700.00 5000467.50 Equities ADIENT PLC ORD SHS 5493002QLDY8O75RTR78 2099-01-01 0.000000 235982.00 5000458.58 Equities PACIFIC DRILLING SA L 549300VEJMMZCY6OBU06 2099-01-01 0.000000 101240.00 395848.40 Equities BLUEGREEN VACATIONS C 5493007S02F45LLHOD64 2099-01-01 0.000000 93352.00 965259.68 Equities RED LION HOTELS CORP 549300SQ6C322WRSYZ27 2099-01-01 0.000000 274034.00 1008445.12 Equities SERES THERAPEUTICS IN 549300GMXBE5NUWISF13 2099-01-01 0.000000 9400.00 34498.00 Equities CAESARS ENTMT CORP CO 529900CJT4VQO26ONP04 2099-01-01 0.000000 369310.00 5000457.40 Equities CALLON PETE CO DEL CO 549300EFOWPEB0WLZW21 2099-01-01 0.000000 350057.00 1687274.74 Equities LENDINGCLUB CORP COM 549300YC50YO7Y1OJR92 2099-01-01 0.000000 403263.00 5000461.20 Equities BONANZA CREEK ENERGY IIVIHPH28S64K95M2381 2099-01-01 0.000000 210218.00 4835014.00 Equities CENTENNIAL RESOURCE D 529900NXUJPOKU7OJ511 2099-01-01 0.000000 268167.00 1190661.48 Equities CYPRESS SEMICONDUCTOR 549300T2071OM26ZSE13 2099-01-01 0.000000 214428.00 5000460.96 Equities ROSETTA STONE INC COM 5299001UYF7L66NG5049 2099-01-01 0.000000 40081.00 714644.23 Equities BANKFINANCIAL CORP CO 2099-01-01 0.000000 56904.00 738613.92 Equities TRAVELZOO COM NEW 5493003SM75HBCOOU310 2099-01-01 0.000000 88854.00 977394.00 Equities CIVISTA BANCSHARES IN 5493001LX61Z2UVYSC48 2099-01-01 0.000000 4983.00 119841.15 Equities COLONY CAP INC NEW 7. 2099-01-01 7.125000 30.00 715.80 Equities NORTHERN OIL & GAS IN OKFF0PIZDDMNH4UCYE51 2099-01-01 0.000000 1552464.00 3570667.20 Equities QUOTIENT TECHNOLOGY I 5493005ZZT58VQ9RKP56 2099-01-01 0.000000 262415.00 2498190.80 Equities RIMINI STR INC DEL CO 2099-01-01 0.000000 139452.00 564780.60 Equities ENDO INTL PLC SHS 5493007TBMWZWGZIB256 2099-01-01 0.000000 437664.00 1890708.48 Equities BROOKFIELD PROPERTY R 2099-01-01 6.375000 68266.00 1710063.30 Equities HP INC COM WHKXQACZ14C5XRO8LW03 2099-01-01 0.000000 244044.00 5000461.56 Equities INDEPENDENCE CONTRACT 2099-01-01 0.000000 522280.00 465142.57 Equities PITNEY BOWES INC COM 549300N2O26NW4ST6W55 2099-01-01 0.000000 1282171.00 5000466.90 Equities NEWELL BRANDS INC COM 549300LWGYFM1TVO1Z12 2099-01-01 0.000000 261530.00 5000453.60 Equities CUSHMAN WAKEFIELD PLC 2099-01-01 0.000000 15.00 307.50 Equities LEAF GROUP LTD COM 529900E76PG58ENDMP24 2099-01-01 0.000000 64966.00 259214.34 Equities OASIS PETE INC NEW CO 529900FA4V2YNIKZ0M71 2099-01-01 0.000000 66900.00 206052.00 Equities SRC ENERGY INC COM 549300RFZV39PJ73PH67 2099-01-01 0.000000 272505.00 1106370.30 Equities MAIDEN HOLDINGS LTD P 2099-01-01 6.700000 47528.00 323195.15 Equities ADAMAS PHARMACEUTICAL 529900JBG6S9MXH83I79 2099-01-01 0.000000 10221.00 37511.07 Equities GENWORTH FINL INC COM 549300EMCG286BDNKJ33 2099-01-01 0.000000 1168333.00 5000465.24 Equities SAVARA INC COM 2099-01-01 0.000000 236600.00 1161706.00 Equities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 100000000.00 100000000.00 0.0016 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.690 0QY002HX2 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HYUNDAI CAP AMER INC 2020-04-01 0.000000 39500000.00 39281130.50 Money Market HYUNDAI CAP AMER INC 2020-03-24 0.000000 1382000.00 1374994.64 Money Market PARKER HANNIFIN CORP 2020-04-03 0.000000 7000000.00 6964069.00 Money Market PARKER HANNIFIN CORP 2020-04-09 0.000000 12750000.00 12680640.00 Money Market BANK CHINA LTD HONG K 2020-03-20 0.000000 4151538.00 4131735.16 Money Market WHEELS INC 2020-04-07 0.000000 19593308.00 19483017.27 Money Market AMERICAN WATER CAPITA 2020-01-02 0.000000 377381.00 375494.09 Money Market INDUSTRIAL AND COMM B 2020-03-31 0.000000 6853800.00 6813424.26 Money Market KENTUCKY UTILITIES CO 2020-01-03 0.000000 14000000.00 13930000.00 Money Market Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0169 100000000.00 100000000.00 0.0016 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.690 0QY002HU8 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORD MOTOR CREDIT CO 2020-06-15 0.000000 6800000.00 6709811.60 Money Market HSBC BANK USA NA CD Z 2023-02-03 0.000000 200000.00 267560.00 Money Market HSBC BANK USA NA CD Z 2021-08-05 0.000000 385000.00 515053.00 Money Market BANK OF THE WEST INST 2022-12-05 0.000000 1934643.00 2562434.65 Money Market HYUNDAI CAP AMER INC 2020-06-16 0.000000 92450000.00 91528643.30 Money Market FORD MOTOR CREDIT CO 2020-04-07 0.000000 524000.00 520082.05 Money Market HSBC BANK USA NA CD Z 2022-10-05 0.000000 305000.00 416081.00 Money Market BANK OF THE WEST INST 2023-01-05 0.000000 1273000.00 1700091.50 Money Market HYUNDAI CAP AMER INC 549300RIPPWJB5Z0FK07 2020-06-09 0.000000 13229000.00 13103099.61 Money Market HSBC BANK USA NA CD Z 2023-03-03 0.000000 280000.00 376068.00 Money Market FORD MOTOR CREDIT CO 2020-06-02 0.000000 373000.00 368607.55 Money Market FORD MOTOR CREDIT CO 2020-07-31 0.000000 19480196.00 19158850.69 Money Market FIRST ABU DHABI BK US 2020-04-24 0.000000 155000.00 155021.70 Money Market AGRICULTURAL BK CHINA 2020-04-03 0.000000 17808241.00 17699218.95 Money Market HSBC BANK USA NA 20 2020-03-04 0.000000 1033000.00 1420788.20 Money Market Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0169 149000000.00 149000000.00 0.0024 N N Y N WELLS FARGO SECURITIES LLC (REPO) WELLS FARGO SECURITIES LLC (REPO) 1.570 OQB006D08 0001470801 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2049-05-01 5.000000 1966146.23 2165015.71 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 5.000000 1616616.57 1771440.79 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.500000 1452774.75 1547952.71 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 5668709.03 5391520.66 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 444404.11 443501.56 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.000000 775.70 778.53 Agency Mortgage-Backed Securities Federal National Mort 2040-08-01 4.242000 26637483.49 1051478.73 Agency Mortgage-Backed Securities Government National M 2063-07-20 4.673000 1058252.43 618766.40 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-09-20 4.000000 121455.10 30836.41 Agency Mortgage-Backed Securities Government National M 2024-06-20 4.000000 80907.63 20599.44 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-10-20 3.500000 101210.73 78401.65 Agency Mortgage-Backed Securities Government National M 2047-07-15 4.500000 701546.22 476038.34 Agency Mortgage-Backed Securities Government National M 2054-12-15 3.000000 14896413.57 15176461.18 Agency Mortgage-Backed Securities Government National M 2057-03-15 3.440000 52859.71 55103.71 Agency Mortgage-Backed Securities Government National M 2046-03-15 4.500000 1210991.06 809082.32 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-02-01 3.000000 3543769.90 1337800.66 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-09-01 4.000000 9659900.65 4386643.46 Agency Mortgage-Backed Securities Federal National Mort 2038-09-01 3.880000 529126.21 570653.80 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-09-01 6.000000 90157.82 17769.78 Agency Mortgage-Backed Securities Federal National Mort 2028-02-01 2.500000 529.13 155.37 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 4.000000 173649.70 109972.07 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.000000 1573921.37 1556444.62 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 2118938.83 2076586.29 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.000000 23695848.64 24131299.35 Agency Mortgage-Backed Securities Federal National Mort 2034-10-01 4.000000 1476535.16 1564074.28 Agency Mortgage-Backed Securities Government National M 2065-04-20 4.552000 256952.16 245361.12 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2046-07-20 3.000000 75543442.63 48597799.70 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-03-20 5.500000 506002.87 463214.02 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 63097822.64 64985940.85 Agency Mortgage-Backed Securities Government National M 2047-08-15 4.500000 343825.68 224730.00 Agency Mortgage-Backed Securities Government National M 2067-11-20 4.677000 1058252.43 1219733.51 Agency Mortgage-Backed Securities Government National M 2060-07-15 4.290000 473294.93 499964.55 Agency Mortgage-Backed Securities Government National M 2060-02-15 4.660000 370289.93 395054.51 Agency Mortgage-Backed Securities Government National M 2061-02-15 4.150000 110219.11 117690.54 Agency Mortgage-Backed Securities Government National M 2054-10-15 3.080000 55431.79 56734.53 Agency Mortgage-Backed Securities Government National M 2054-09-15 3.090000 55819.11 57108.72 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.000000 942624.06 996162.32 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.000000 198246.66 205457.10 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 1082366.30 1114796.35 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2027-03-20 2.500000 105825.24 21720.33 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 3.621000 1341902.17 1108408.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2022-02-01 6.500000 2083.17 4.17 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 4.000000 37276222.13 19058350.34 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 3.500000 10786064.31 8532030.72 Agency Mortgage-Backed Securities Federal National Mort 2046-10-01 3.500000 1045.55 913.68 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 70730.95 54549.83 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.500000 3454466.63 3411580.21 Agency Mortgage-Backed Securities Government National M 2054-10-15 2.850000 412758.66 414476.96 Agency Mortgage-Backed Securities Government National M 2043-07-20 3.500000 1637483.72 525784.87 Agency Mortgage-Backed Securities Government National M 2064-03-20 4.700000 5455920.92 3356900.92 Agency Mortgage-Backed Securities Government National M 2041-04-15 3.180000 776227.63 719282.98 Agency Mortgage-Backed Securities Government National M 2045-09-20 3.500000 1000523.17 238513.43 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-06-01 4.000000 2645631.07 575382.88 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-05-01 4.000000 33334.95 24528.43 Agency Mortgage-Backed Securities Federal National Mort 2034-07-01 3.290000 2854635.92 3069880.23 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 3553693.66 3432622.82 Agency Mortgage-Backed Securities Federal National Mort 2044-04-01 4.500000 35924076.07 34387059.31 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.000000 136398.16 110918.95 Agency Mortgage-Backed Securities Federal National Mort 2049-09-01 3.432000 1697278.16 1396134.60 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 6487087.38 6628446.45 Agency Mortgage-Backed Securities Federal National Mort 2039-07-01 6.500000 840809.60 262707.39 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 12651971.29 10527181.19 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-10-20 4.000000 93999.27 25003.51 Agency Mortgage-Backed Securities Government National M 2043-06-20 4.125000 154112.77 135937.55 Agency Mortgage-Backed Securities Government National M 2049-09-20 2.500000 25868144.56 25825694.51 Agency Mortgage-Backed Securities Government National M 2047-08-15 4.500000 508245.83 384215.73 Agency Mortgage-Backed Securities Government National M 2060-01-15 3.660000 106196.16 110580.61 Agency Mortgage-Backed Securities Government National M 2054-10-15 3.090000 59090.17 60532.14 Agency Mortgage-Backed Securities Government National M 2049-08-20 3.500000 3041909.56 3126469.46 Agency Mortgage-Backed Securities Federal National Mort 2030-11-01 3.860000 713447.33 791303.46 Agency Mortgage-Backed Securities Federal National Mort 2029-02-01 3.770000 54571.43 58447.78 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 1434878.12 1499480.97 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 969593.10 1008734.51 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 168797.61 156794.97 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.000000 63111538.65 47397238.69 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 3.500000 7234170.20 7095486.91 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 4.000000 19416709.71 20380913.22 Agency Mortgage-Backed Securities Federal National Mort 2029-03-01 3.680000 4752924.89 5215877.20 Agency Mortgage-Backed Securities Federal National Mort 2031-01-01 4.090000 526623.45 546920.22 Agency Mortgage-Backed Securities Federal National Mort 2031-10-01 2.290000 7280776.70 7101730.26 Agency Mortgage-Backed Securities Government National M 2058-10-15 3.580000 4670.07 4941.45 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2033-10-20 6.000000 585413.60 19997.11 Agency Mortgage-Backed Securities Government National M 2024-04-15 6.500000 601275.22 49004.55 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 4.000000 3809369.57 3593405.20 Agency Mortgage-Backed Securities Federal National Mort 2034-08-01 4.500000 529.13 558.07 Agency Mortgage-Backed Securities Federal National Mort 2039-06-01 5.500000 685.22 50.93 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 4.500000 32573462.64 34455261.93 Agency Mortgage-Backed Securities Government National M 2049-12-20 4.000000 263108.01 270665.06 Agency Mortgage-Backed Securities Government National M 2059-10-15 3.340000 43792.60 46366.14 Agency Mortgage-Backed Securities Government National M 2068-06-20 4.197000 454312.53 424435.67 Agency Mortgage-Backed Securities Government National M 2060-11-15 4.300000 2032773.81 2168892.18 Agency Mortgage-Backed Securities Government National M 2060-07-15 4.180000 1525781.47 1632557.52 Agency Mortgage-Backed Securities Government National M 2068-07-20 4.539000 417797.53 392211.59 Agency Mortgage-Backed Securities Government National M 2049-06-15 5.000000 1555399.31 1720558.36 Agency Mortgage-Backed Securities Government National M 2045-05-20 3.500000 6171078.39 3759225.44 Agency Mortgage-Backed Securities Government National M 2048-03-20 5.000000 328415.94 194934.97 Agency Mortgage-Backed Securities Government National M 2060-01-15 3.480000 19729.00 20589.37 Agency Mortgage-Backed Securities Government National M 2051-07-15 3.730000 78949.33 85411.87 Agency Mortgage-Backed Securities Government National M 2069-03-20 4.234000 70067.42 74211.86 Agency Mortgage-Backed Securities Government National M 2049-07-20 4.500000 156473.20 163225.54 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 910542.61 947922.29 Agency Mortgage-Backed Securities Government National M 2049-12-20 5.000000 574875.52 622588.34 Agency Mortgage-Backed Securities Government National M 2049-12-20 4.000000 281173.44 297934.53 Agency Mortgage-Backed Securities Government National M 2064-05-20 4.567000 223315.07 188308.79 Agency Mortgage-Backed Securities Government National M 2046-08-15 4.500000 485630.45 477831.22 Agency Mortgage-Backed Securities Government National M 2067-07-20 4.569000 1009680.76 988757.54 Agency Mortgage-Backed Securities Government National M 2036-07-20 6.000000 645.00 19.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-11-01 4.000000 36795623.14 32437315.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-11-01 4.000000 76194.17 62976.85 Agency Mortgage-Backed Securities Federal National Mort 2027-06-01 3.000000 11348020.16 2763549.43 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 77781.55 56514.53 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 1645594.16 1775505.60 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-12-01 3.000000 21538196.28 21933996.54 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 4.000000 45482880.28 33282056.43 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.060000 132281.55 142133.00 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 4.000000 529.13 170.86 Agency Mortgage-Backed Securities Federal National Mort 2036-02-01 6.000000 12180.49 1589.88 Agency Mortgage-Backed Securities Federal National Mort 2032-01-01 2.500000 105825.24 77272.52 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.500000 530.18 471.88 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 3.960000 1443456.31 1575489.26 Agency Mortgage-Backed Securities Federal National Mort 2031-10-01 2.290000 3668573.32 3578522.07 Agency Mortgage-Backed Securities Federal National Mort 2036-10-01 4.573000 14110680.19 10737863.65 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.000000 16582550.97 15837143.24 Agency Mortgage-Backed Securities Federal National Mort 2022-11-01 5.500000 2132.38 12.16 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.500000 3237.72 2308.70 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-06-01 3.500000 117175.53 106513.45 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.500000 88908.02 22352.78 Agency Mortgage-Backed Securities Government National M 2060-01-15 3.450000 71098.69 73852.35 Agency Mortgage-Backed Securities Government National M 2047-10-15 4.500000 293277.73 146773.27 Agency Mortgage-Backed Securities Government National M 2039-08-20 5.000000 100186.87 3228.88 Agency Mortgage-Backed Securities Government National M 2034-04-20 3.875000 14286407.77 209857.42 Agency Mortgage-Backed Securities Federal National Mort 2033-11-01 4.000000 2481831.58 2322684.30 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 4.500000 9495148.74 9052616.51 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 3.500000 1216.99 401.17 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-08-20 4.000000 116365089.25 83694763.04 Agency Mortgage-Backed Securities Government National M 2060-05-15 4.290000 249350.20 262610.85 Agency Mortgage-Backed Securities Government National M 2049-06-20 4.000000 299008.69 327748.03 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 1212729.24 1249882.72 Agency Mortgage-Backed Securities Government National M 2069-06-20 4.251000 1377260.50 1540957.26 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.850000 1058252.43 1147450.76 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.280000 529126.21 589154.88 Agency Mortgage-Backed Securities Federal National Mort 2031-01-01 4.150000 529126.21 585918.56 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 1864942.91 980758.51 Agency Mortgage-Backed Securities Government National M 2062-05-20 5.236000 147063.22 102813.76 Agency Mortgage-Backed Securities Government National M 2063-08-20 4.488000 1703414.96 1299644.68 Agency Mortgage-Backed Securities Government National M 2048-03-20 5.500000 1236501.82 594195.18 Agency Mortgage-Backed Securities Government National M 2048-06-15 4.000000 29799.33 30433.36 Agency Mortgage-Backed Securities Government National M 2068-12-20 4.432000 709742.39 822457.06 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.500000 1091691.09 1174062.35 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.000000 528969.59 559019.03 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 3.500000 26271133.43 27034322.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-07-01 3.500000 1022355.98 331803.24 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.000000 5402888.72 4388188.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-06-01 4.500000 6617269.36 5331012.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-09-01 4.500000 30361420.87 27296122.01 Agency Mortgage-Backed Securities Federal National Mort 2030-08-01 3.860000 4201987.04 4453319.09 Agency Mortgage-Backed Securities Federal National Mort 2033-10-01 5.500000 3387.47 65.97 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 1257733.01 907944.06 Agency Mortgage-Backed Securities Federal National Mort 2033-02-01 3.000000 6296601.94 5536144.09 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.500000 722076.85 705921.45 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 3.500000 1822874.73 1895594.46 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 1368839.99 1202625.23 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 4.500000 1410893.88 1564468.32 Agency Mortgage-Backed Securities Federal National Mort 2038-03-01 6.500000 759029.97 16339.56 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2038-06-01 5.500000 809.56 17.85 Agency Mortgage-Backed Securities Government National M 2023-09-20 5.500000 169696.07 14188.21 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.000000 16025389.00 16329188.55 Agency Mortgage-Backed Securities Government National M 2049-10-20 4.500000 2198074.95 2369570.63 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 548803.36 573838.21 Agency Mortgage-Backed Securities Government National M 2049-12-20 4.500000 1046021.15 1126992.60 Agency Mortgage-Backed Securities Government National M 2064-04-20 4.672000 150886.69 121508.89 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2038-12-20 6.000000 701.62 27.05 Agency Mortgage-Backed Securities Government National M 2047-07-20 3.500000 3282927.61 2743240.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 2.907000 1141786.64 1161123.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-02-01 4.000000 4133412.28 3418285.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-10-01 3.000000 8890919.94 8672007.27 Agency Mortgage-Backed Securities Federal National Mort 2045-06-01 4.000000 534.95 245.17 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2032-11-01 3.500000 65082.52 54350.81 Agency Mortgage-Backed Securities Federal National Mort 2034-10-01 2.590000 20635922.33 20513083.56 Agency Mortgage-Backed Securities Federal National Mort 2039-11-01 4.316000 12415417.47 8332800.96 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.500000 1465412.93 1558567.50 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.500000 529126.21 543056.50 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 1878238.79 2021937.21 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.000000 2919381.92 2645128.92 Agency Mortgage-Backed Securities Federal National Mort 2037-03-01 7.000000 850.84 20.80 Agency Mortgage-Backed Securities Federal National Mort 2036-10-01 3.817000 20511370.25 330210.16 Agency Mortgage-Backed Securities Federal National Mort 2028-06-01 3.000000 212924.09 75714.96 Agency Mortgage-Backed Securities Government National M 2040-06-15 4.100000 2856236.00 2689644.14 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-11-20 3.500000 377280.75 295927.29 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 2.500000 3947360.92 3951796.45 Agency Mortgage-Backed Securities Government National M 2049-07-20 4.000000 10674880.08 10937962.89 Agency Mortgage-Backed Securities Government National M 2032-09-20 2.500000 1155915.90 825009.52 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 694761.77 716026.26 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 194576.64 200438.64 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 1522671.27 1568862.79 Agency Mortgage-Backed Securities Government National M 2031-07-20 7.000000 20751940.66 151988.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 3.064000 21034841.16 17705219.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 4.000000 16828161.83 17914860.95 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 288247.33 294337.47 Agency Mortgage-Backed Securities Federal National Mort 2034-04-01 4.000000 3908754.29 3841251.75 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.500000 12600552.39 13617778.10 Agency Mortgage-Backed Securities Federal National Mort 2047-11-01 6.500000 17984432.78 216532.54 Agency Mortgage-Backed Securities Federal National Mort 2037-10-01 6.500000 1264.08 17.01 Agency Mortgage-Backed Securities Federal National Mort 2038-11-01 6.500000 731.25 31.51 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 5.500000 557.17 14.16 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 3137447.00 2998418.68 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2048-01-20 3.000000 49056009.81 41090306.09 Agency Mortgage-Backed Securities Government National M 2059-12-15 3.450000 306979.45 318874.65 Agency Mortgage-Backed Securities Government National M 2054-11-15 2.750000 402135.92 401045.58 Agency Mortgage-Backed Securities Government National M 2049-07-20 3.500000 2276332.72 2333119.34 Agency Mortgage-Backed Securities Government National M 2049-11-20 5.000000 191337.33 209327.60 Agency Mortgage-Backed Securities Government National M 2044-07-20 4.500000 29842.72 14590.47 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 1834029.24 1885212.74 Agency Mortgage-Backed Securities Government National M 2049-10-20 3.500000 1401096.58 1443948.95 Agency Mortgage-Backed Securities Government National M 2044-02-20 4.500000 1388295.96 332003.58 Agency Mortgage-Backed Securities Government National M 2059-06-15 3.460000 81783.33 84699.26 Agency Mortgage-Backed Securities Government National M 2046-11-15 4.000000 1015673.11 661452.80 Agency Mortgage-Backed Securities Government National M 2038-01-20 6.000000 782.58 24.70 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-04-20 4.000000 270912.62 66018.55 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 5.000000 445756.56 459918.01 Agency Mortgage-Backed Securities Government National M 2047-11-15 4.500000 1092651.98 871004.27 Agency Mortgage-Backed Securities Government National M 2052-11-15 3.250000 61144.77 61497.21 Agency Mortgage-Backed Securities Government National M 2068-11-20 4.538000 533371.39 453878.15 Agency Mortgage-Backed Securities Government National M 2069-05-20 4.417000 1985753.00 2269942.75 Agency Mortgage-Backed Securities Government National M 2049-08-20 3.500000 45272.57 46510.95 Agency Mortgage-Backed Securities Government National M 2036-05-20 5.500000 729296.25 192727.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.000000 50880627.48 40479127.91 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 4.000000 541.83 295.06 Agency Mortgage-Backed Securities Federal National Mort 2033-07-01 3.775000 358255.49 395977.58 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.500000 5788460.34 5858699.51 Agency Mortgage-Backed Securities Federal National Mort 2034-12-01 2.500000 423409.97 428098.77 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2044-02-20 4.000000 171965.49 39803.96 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-02-20 3.500000 753886.33 508968.30 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-07-20 4.000000 12297628.69 12553782.64 Agency Mortgage-Backed Securities Government National M 2047-08-15 4.500000 35358.86 16644.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-09-01 3.000000 2724464.52 2762287.35 Agency Mortgage-Backed Securities Federal National Mort 2028-06-01 3.000000 529.13 174.82 Agency Mortgage-Backed Securities Federal National Mort 2044-08-01 3.500000 646.06 342.19 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 3.500000 174751.34 149572.06 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 112020.78 98548.70 Agency Mortgage-Backed Securities Federal National Mort 2049-02-01 5.500000 2046159.11 2149538.64 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.000000 3598058.25 2710058.09 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 2.750000 529.13 538.07 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-08-20 3.500000 99434267.93 102244464.90 Agency Mortgage-Backed Securities Government National M 2049-09-20 3.500000 880068.12 905551.19 Agency Mortgage-Backed Securities Government National M 2046-04-15 4.500000 1157688.47 1190919.27 Agency Mortgage-Backed Securities Government National M 2036-05-15 6.000000 229334.94 162888.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2039-12-01 5.500000 878958.01 195335.18 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 3.000000 220786.91 222934.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-09-01 3.500000 2372135.78 1188327.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-11-01 4.000000 31982487.92 26863629.04 Agency Mortgage-Backed Securities Federal National Mort 2042-02-01 4.000000 65646191.84 19092323.90 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.000000 606907.77 532957.53 Agency Mortgage-Backed Securities Government National M 2060-01-15 3.610000 48838.88 51000.93 Agency Mortgage-Backed Securities Government National M 2040-01-15 4.500000 1498301.30 197240.24 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 17990291.26 18617532.38 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 11162007.96 10891847.28 Agency Mortgage-Backed Securities Federal National Mort 2024-05-01 4.500000 268877.07 5757.52 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 1059.84 802.74 Agency Mortgage-Backed Securities Federal National Mort 2039-04-01 4.000000 568473.63 491667.80 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 4.000000 533.36 523.59 Agency Mortgage-Backed Securities Government National M 2030-03-20 4.500000 62799.87 14108.71 Agency Mortgage-Backed Securities Government National M 2061-07-15 3.390000 1405496.27 1448775.48 Agency Mortgage-Backed Securities Government National M 2043-11-15 3.530000 3178045.27 3379519.39 Agency Mortgage-Backed Securities Government National M 2049-11-20 4.500000 50385.51 54473.04 Agency Mortgage-Backed Securities Government National M 2066-07-20 4.635000 529126.21 631530.10 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.641000 644398.48 500659.24 Agency Mortgage-Backed Securities Government National M 2067-07-20 4.626000 46639.30 52892.80 Agency Mortgage-Backed Securities Government National M 2040-03-15 5.000000 743.95 57.67 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.690000 353567.43 374937.04 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.020000 696859.22 768473.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-09-01 3.500000 30689.32 19873.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-01-01 4.000000 4843456.27 4600526.84 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 81139.92 31216.51 Agency Mortgage-Backed Securities Federal National Mort 2028-07-01 2.500000 530.18 192.10 Agency Mortgage-Backed Securities Federal National Mort 2048-06-01 4.500000 3645476.43 3376284.61 Agency Mortgage-Backed Securities Federal National Mort 2031-02-01 4.180000 507961.17 573951.59 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 4.000000 24868.93 24972.44 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 5.000000 1376084.26 1523928.25 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.000000 541.83 580.76 Agency Mortgage-Backed Securities Federal National Mort 2046-03-01 4.000000 4014456.77 3848291.61 Agency Mortgage-Backed Securities Government National M 2064-03-20 4.682000 1058252.43 738446.39 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-11-20 3.000000 2115.98 1732.42 Agency Mortgage-Backed Securities Government National M 2067-06-20 4.609000 750875.60 801314.09 Agency Mortgage-Backed Securities Government National M 2060-07-15 3.480000 927200.03 959664.40 Agency Mortgage-Backed Securities Government National M 2048-05-20 5.000000 828565.09 848836.25 Agency Mortgage-Backed Securities Government National M 2059-04-15 3.560000 46708.62 49777.00 Agency Mortgage-Backed Securities Government National M 2035-07-20 5.450000 329982.68 228784.29 Agency Mortgage-Backed Securities Government National M 2040-04-20 4.625000 606.38 52.73 Agency Mortgage-Backed Securities Government National M 2068-08-20 4.208000 485336.79 542316.38 Agency Mortgage-Backed Securities Government National M 2054-10-15 3.060000 104964.35 106818.62 Agency Mortgage-Backed Securities Government National M 2049-06-15 5.000000 582870.09 644095.47 Agency Mortgage-Backed Securities Government National M 2049-07-20 4.500000 92715.61 97589.37 Agency Mortgage-Backed Securities Government National M 2049-09-20 4.000000 569353.03 594242.74 Agency Mortgage-Backed Securities Government National M 2049-11-20 4.500000 2473689.39 2643654.33 Agency Mortgage-Backed Securities Government National M 2046-03-15 4.500000 935651.77 792514.65 Agency Mortgage-Backed Securities Government National M 2037-04-20 6.000000 3376.88 78.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 4.000000 44724964.66 35558940.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-04-01 4.500000 3439320.39 3125098.27 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-06-01 3.500000 305279595.90 275228860.30 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-02-01 3.500000 211650.49 146771.34 Agency Mortgage-Backed Securities Federal National Mort 2037-08-01 3.930000 26456310.68 17932148.26 Agency Mortgage-Backed Securities Federal National Mort 2048-12-01 4.000000 18834399.43 17153216.03 Agency Mortgage-Backed Securities Federal National Mort 2049-08-01 3.000000 58246.21 58051.29 Agency Mortgage-Backed Securities Federal National Mort 2049-12-01 4.500000 2023913.59 2207245.75 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 4385304.93 3417941.89 Agency Mortgage-Backed Securities Federal National Mort 2049-07-01 5.000000 11304998.49 11652854.54 Agency Mortgage-Backed Securities Federal National Mort 2024-01-01 5.500000 872.53 13.19 Agency Mortgage-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0157 1587378640.65 1587378640.65 0.0256 N Y Y N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 2.116 9612C4D32 EN5TNI6CI43VEPAMHL14 US9612C4D327 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0215 131005509.86 131005509.86 0.0021 N N N N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 1.941 96130ABT4 EN5TNI6CI43VEPAMHL14 US96130ABT43 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-11 2020-02-11 2020-02-11 N N N 0.0198 35002069.20 35002069.20 0.0006 N N N N JPMorgan Prime Money Market Fund 2020-01-08 Timothy J. Clemens Timothy J. Clemens Treasurer