0001718745-20-000213.txt : 20200708 0001718745-20-000213.hdr.sgml : 20200708 20200708134314 ACCESSION NUMBER: 0001718745-20-000213 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200708 DATE AS OF CHANGE: 20200708 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: 201017951 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 2020-06-30 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 51 78 23661046377.70 25503427083.84 24259805952.30 23570615637.37 28412041020.70 29424431224.14 30085722253.00 32179517930.35 0.3307 0.3441 0.3168 0.3029 0.4018 0.3970 0.3929 0.4135 400226659.00 77571319333.82 9922457963.76 55450660.21 624084972.69 77402911680.34 77329843138.15 0.0061 1.0010 1.0010 1.0010 1.0010 C000008130 10000000.00 19060978122.96 19043105673.81 1.0010 1.0010 1.0010 1.0010 2221614930.56 2241801394.19 2514495379.47 3301044993.76 2482546149.01 1888036954.16 3581765024.74 1722736530.05 11844412066.62 10449736452.14 0.0040 Y JPM Inv Mgmt, Inv Adv Contract, 600.57; JPM Dist Svcs, Shareholder Servicing Contract, 389864.33; C000008135 1000.00 1931017184.15 1928178039.14 1.0015 1.0015 1.0015 1.0015 8547157145.42 8575793557.12 8462480457.88 8456215740.43 8229951647.62 8299990960.81 8095902833.24 8080122524.32 36523145498.37 36632435233.64 0.0011 Y JPM Inv Mgmt, Inv Adv Contract, 67.24; C000008137 10000000.00 1374342.96 1372618.87 1.0013 1.0013 1.0013 1.0013 5189434.31 5375618.52 4229289.23 5193080.38 389262.83 389263.53 396270.76 389899.79 10359922.41 11503566.08 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 0.05; JPM Dist Svcs, Shareholder Servicing Contract, 1989.21; JPM Dist Svcs, Dist Volun, 127.06; C000008136 1000000.00 2325080108.39 2322705130.00 1.0011 1.0011 1.0010 1.0010 1993330528.87 1960753282.92 1974000417.95 1990281869.24 1916738010.80 1929551865.50 1883717423.76 1956758603.04 8512276369.56 8649224705.27 0.0017 Y JPM Inv Mgmt, Inv Adv Contract, 84.35; C000008138 5000000.00 2638865911.60 2635765358.41 1.0012 1.0012 1.0012 1.0012 5190902561.29 4706806761.60 5597073810.82 5550718659.39 5146254616.84 5413188028.47 4402710825.16 4203006488.59 22146470915.59 21789236912.15 0.0035 Y JPM Inv Mgmt, Inv Adv Contract, 95.84; JPM Dist Svcs, Shareholder Servicing Contract, 62421.86; C000008133 1000.00 656211.32 655605.83 1.0010 1.0010 1.0009 1.0009 5.18 0.00 0.00 0.31 0.00 0.57 0.00 0.62 0.00 1.73 0.0001 Y JPM Inv Mgmt, Inv Adv Contract, 0.03; JPM Dist Svcs, Shareholder Servicing Contract, 2245.04; JPM Dist Svcs, Dist Volun, 204.32; C000008134 50000000.00 45360871567.10 45319738101.28 1.0010 1.0009 1.0009 1.0009 5037639685.27 2705646155.03 5874595418.58 2647263637.09 7981677861.68 5585512303.52 4183273193.10 4091032038.77 24921052500.10 16799513613.67 0.0043 Y JPM Inv Mgmt, Inv Adv Contract, 1575.06; JPM Dist Svcs, Shareholder Servicing Contract, 184540.53; C000212345 5000000.00 1011764819.64 1010789964.70 1.0010 1.0010 1.0010 1.0010 270788267.16 1255035837.93 332492233.06 129993065.50 99997269.27 749997977.67 100997611.96 212998689.87 802768612.52 2433023957.23 0.0043 Y JPM Inv Mgmt, Inv Adv Contract, 53.53; JPM Dist Svcs, Shareholder Servicing Contract, 3447.99; C000115390 50000000.00 5072303412.22 5067532646.11 1.0010 1.0010 1.0010 1.0010 1390019219.05 1719254869.33 1020140043.55 1762923896.66 966470437.79 1025391594.49 749330278.97 911708835.02 4749312393.36 5812200035.26 0.0047 Y JPM Inv Mgmt, Inv Adv Contract, 175.42; AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.530 00850UHQ0 549300E7TSGLCOVSY746 US00850UHQ04 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 2020-08-24 2020-08-24 2020-08-24 N N N 0.0053 99939958.00 99939958.00 0.0013 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.800 00850UH72 549300E7TSGLCOVSY746 US00850UH720 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 2020-08-07 2020-08-07 2020-08-07 N N N 0.0080 149949808.50 149949808.50 0.0019 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.800 00850UH56 549300E7TSGLCOVSY746 US00850UH563 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 2020-08-05 2020-08-05 2020-08-05 N N N 0.0080 49984500.00 49984500.00 0.0006 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.050 00851BET8 549300E7TSGLCOVSY746 US00851BET89 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 2020-07-09 2020-07-09 2020-07-09 N N N 0.0205 50022169.50 50022169.50 0.0006 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.090 0QU001ON2 0001501437 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 250000000.00 250000000.00 0.0032 N Y Y N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 1.600 00851BEW1 549300E7TSGLCOVSY746 US00851BEW19 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 2020-07-16 2020-07-16 2020-07-16 N N N 0.0160 20011036.40 20011036.40 0.0003 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.050 00851BEU5 549300E7TSGLCOVSY746 US00851BEU52 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0205 75036677.25 75036677.25 0.0010 N N N N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 1.600 00851BEX9 549300E7TSGLCOVSY746 US00851BEX91 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 2020-07-17 2020-07-17 2020-07-17 N N N 0.0160 100058251.00 100058251.00 0.0013 N N N N ALASKA HOUSING FINANCE CORP ALASKA HOUSING FINANCE CORP 0.220 011839RX7 549300HJ8NOJNYW6ER36 US011839RX71 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating VMIG1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-07-08 2020-07-08 2043-12-01 Y ALASKA ST HSG FIN CORP - GOVTL PURPOSE GEN MTG II OR STATE CAP PROJ (GENERAL OBLIGATION) 1.0000 8 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating VMIG1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ N N 0.0022 65000000.00 65000000.00 0.0008 N N Y N ALPINE SECURITIZATION ALPINE SECURITIZATION 0.371 02088WN63 5493002FS5SZRATKZR12 US02088WN638 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 2021-01-06 2021-01-06 2021-01-06 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 0.0037 49904472.00 49904472.00 0.0006 N N N N ALPINE SECURITIZATION ALPINE SECURITIZATION 0.454 02089XJJ7 5493002FS5SZRATKZR12 US02089XJJ72 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 2020-08-21 2020-11-20 2020-11-20 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 0.0046 35000000.00 35000000.00 0.0005 N N N N ANTALIS SA ANTALIS SA 0.550 03664AH35 549300G2LM2ZKZ0X4Y50 US03664AH351 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 2020-08-03 2020-08-03 2020-08-03 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 0.0055 15067110.78 15067110.78 0.0002 N N N N ANTALIS SA ANTALIS SA 0.310 03664AJG4 549300G2LM2ZKZ0X4Y50 US03664AJG40 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 2020-09-16 2020-09-16 2020-09-16 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 0.0031 99953200.00 99953200.00 0.0013 N N N N ANTALIS SA ANTALIS SA 0.310 03664AHK7 549300G2LM2ZKZ0X4Y50 US03664AHK79 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 2020-08-19 2020-08-19 2020-08-19 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 0.0031 152615473.66 152615473.66 0.0020 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 1.401 04821TK12 549300BUNY5BIX4CVW20 US04821TK129 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 2020-10-01 2020-10-01 2020-10-01 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 0.0140 199910616.00 199910616.00 0.0026 N N N N AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.110 0PY002P31 0000859994 Non-Negotiable Time 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 1000000000.00 1000000000.00 0.0129 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 1.403 05253MNA8 JHE42UYNWWTJB8YTTU19 US05253MNA89 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+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0142 95001264.45 95001264.45 0.0012 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 0.459 05253MMT8 JHE42UYNWWTJB8YTTU19 US05253MMT89 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+ 2020-08-27 2020-08-27 2020-08-27 N N N 0.0047 255055472.70 255055472.70 0.0033 N N N N BANCO DEL ESTADO DE CHILE NEW YORK BRANCH BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.350 05971XTU5 5493004R4EJC0W0XVQ72 US05971XTU53 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 2020-09-14 2020-09-14 2020-09-14 N N N 0.0035 50001997.50 50001997.50 0.0006 N N N N BANCO DEL ESTADO DE CHILE NEW YORK BRANCH BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 1.000 05971XTE1 5493004R4EJC0W0XVQ72 US05971XTE12 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 2020-07-24 2020-07-24 2020-07-24 N N N 0.0100 48022152.48 48022152.48 0.0006 N N N N BANCO DEL ESTADO DE CHILE NEW YORK BRANCH BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.320 05971XTX9 5493004R4EJC0W0XVQ72 US05971XTX92 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 2020-09-25 2020-09-25 2020-09-25 N N N 0.0032 23998955.52 23998955.52 0.0003 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 0.701 06119QHA8 549300OGSFI8KL1WUU09 US06119QHA85 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 2020-08-10 2020-08-10 2020-08-10 N N N 0.0070 199836456.00 199836456.00 0.0026 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 1.421 06119QGT8 549300OGSFI8KL1WUU09 US06119QGT85 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 2020-07-27 2020-07-27 2020-07-27 N N N 0.0142 119946000.00 119946000.00 0.0015 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 1.271 06119QH34 549300OGSFI8KL1WUU09 US06119QH342 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0127 269819715.60 269819715.60 0.0035 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 0.801 06119QH67 549300OGSFI8KL1WUU09 US06119QH672 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 2020-08-06 2020-08-06 2020-08-06 N N N 0.0080 99926822.00 99926822.00 0.0013 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 1.570 06119QGG6 549300OGSFI8KL1WUU09 US06119QGG64 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 2020-07-16 2020-07-16 2020-07-16 N N N 0.0157 159975110.40 159975110.40 0.0021 N N N N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.150 0QH001JM5 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2043-02-25 3.000000 10000000.00 3731249.65 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2042-12-15 1.500000 1400000.00 425274.69 Agency Collateralized Mortgage Obligation Federal National Mort 2032-12-25 1.500000 2500000.00 675129.61 Agency Collateralized Mortgage Obligation Federal National Mort 2026-11-01 2.330000 2000000.00 2092784.69 Agency Mortgage-Backed Securities Government National M 2044-04-20 3.875000 20000000.00 1432747.58 Agency Mortgage-Backed Securities Federal National Mort 2037-10-01 2.560000 8781500.00 9402108.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-03-15 2.000000 3500000.00 1698123.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2043-05-01 3.042000 5000000.00 749552.14 Agency Mortgage-Backed Securities Government National M 2046-11-20 4.000000 1000000.00 460492.89 Agency Collateralized Mortgage Obligation Federal National Mort 2046-01-25 2.500000 3000000.00 1577412.58 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2039-08-15 3.000000 2000000.00 510839.57 Agency Collateralized Mortgage Obligation Federal National Mort 2042-10-25 1.750000 2000000.00 780393.18 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2029-07-15 3.500000 2000000.00 1735795.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-11-01 3.500000 21600000.00 16685936.33 Agency Mortgage-Backed Securities Federal National Mort 2025-12-25 2.500000 4434000.00 2297004.37 Agency Collateralized Mortgage Obligation Federal National Mort 2040-04-25 2.500000 10000000.00 510748.22 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-08-15 3.000000 15000000.00 6347599.10 Agency Collateralized Mortgage Obligation Federal National Mort 2047-05-25 3.500000 3000000.00 1955049.17 Agency Collateralized Mortgage Obligation Government National M 2039-12-20 3.125000 15459857.00 1616943.03 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2067-09-20 2.385880 1247000.00 1089414.24 Agency Collateralized Mortgage Obligation Government National M 2050-01-20 3.500000 11072725.00 11251311.94 Agency Collateralized Mortgage Obligation Federal National Mort 2048-02-01 3.500000 20851629.00 14797987.15 Agency Mortgage-Backed Securities Federal National Mort 2043-07-25 3.000000 2000000.00 684638.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2042-03-15 2.000000 13700000.00 5639095.10 Agency Collateralized Mortgage Obligation Government National M 2042-03-20 3.000000 3118481.00 254412.12 Agency Mortgage-Backed Securities Federal National Mort 2040-08-25 3.000000 4000000.00 3098888.31 Agency Collateralized Mortgage Obligation Government National M 2046-08-20 3.000000 2000000.00 1546825.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2047-06-15 2.750000 25000000.00 15348629.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-06-15 2.000000 15000000.00 7413474.89 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2042-09-15 3.000000 1300000.00 571516.72 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-04-01 4.000000 20324429.00 15167167.27 Agency Mortgage-Backed Securities Federal National Mort 2025-04-25 5.000000 5000000.00 428624.68 Agency Collateralized Mortgage Obligation Government National M 2029-05-20 3.000000 2055000.00 1791646.66 Agency Collateralized Mortgage Obligation Government National M 2042-10-20 2.500000 3350000.00 1753732.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-07-15 3.500000 4000000.00 3761620.17 Agency Collateralized Mortgage Obligation Government National M 2046-06-20 3.500000 19111727.00 1256358.07 Agency Collateralized Mortgage Obligation Federal National Mort 2047-05-25 2.500000 9000000.00 4863833.13 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2027-11-15 1.500000 4300000.00 1149146.57 Agency Collateralized Mortgage Obligation Federal National Mort 2026-11-01 2.950000 1100000.00 1091712.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2040-05-15 3.000000 2180000.00 756461.78 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2037-09-15 3.000000 2000000.00 700801.11 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2042-03-15 3.000000 3000000.00 1054454.84 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2033-01-15 2.250000 1000000.00 306539.50 Agency Collateralized Mortgage Obligation Government National M 2049-08-20 3.500000 12824119.00 2538280.56 Agency Collateralized Mortgage Obligation Federal National Mort 2033-04-25 3.000000 3751000.00 2118957.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2047-04-15 2.000000 13989353.00 7837277.71 Agency Collateralized Mortgage Obligation Federal National Mort 2032-03-01 2.290000 4000000.00 4344725.65 Agency Mortgage-Backed Securities Federal National Mort 2027-10-01 3.000000 3000000.00 3140257.09 Agency Mortgage-Backed Securities Federal National Mort 2032-10-25 3.000000 2700000.00 844963.15 Agency Collateralized Mortgage Obligation Federal Farm Credit B 2032-08-02 2.590000 589000.00 680346.70 Agency Debentures and Agency Strips Federal Home Loan Mor 2025-05-15 3.500000 2395000.00 1171857.06 Agency Collateralized Mortgage Obligation Government National M 2028-06-16 2.000000 2500000.00 522767.41 Agency Collateralized Mortgage Obligation Federal National Mort 2029-09-25 3.500000 1929000.00 1697615.20 Agency Collateralized Mortgage Obligation Government National M 2054-08-16 2.800000 3000000.00 1437203.20 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-04-25 3.500000 2000000.00 1384797.23 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-02-01 4.000000 21995873.00 15373143.91 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-08-15 1.500000 2100000.00 680025.33 Agency Collateralized Mortgage Obligation Government National M 2046-08-20 3.000000 2000000.00 1825261.05 Agency Collateralized Mortgage Obligation Federal National Mort 2049-09-25 2.500000 5000000.00 4920144.78 Agency Collateralized Mortgage Obligation Government National M 2049-10-20 4.000000 11621398.00 5234177.24 Agency Collateralized Mortgage Obligation Federal National Mort 2023-07-01 2.470000 2000000.00 1878594.33 Agency Mortgage-Backed Securities Government National M 2031-12-16 2.500000 2100000.00 1972009.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2042-01-15 1.500000 4550000.00 931087.57 Agency Collateralized Mortgage Obligation Federal National Mort 2043-10-25 3.000000 15000000.00 4683027.16 Agency Collateralized Mortgage Obligation Government National M 2039-10-20 3.000000 10000000.00 815973.42 Agency Collateralized Mortgage Obligation Government National M 2043-08-20 2.500000 2500000.00 1314468.60 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-10-15 3.000000 11533220.00 2389466.65 Agency Collateralized Mortgage Obligation Government National M 2067-01-20 2.262500 1365000.00 1205532.11 Agency Collateralized Mortgage Obligation Government National M 2069-05-20 3.822000 8264185.00 7230224.80 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.410000 2000000.00 2316587.89 Agency Mortgage-Backed Securities Federal National Mort 2038-05-01 3.951000 7652136.00 2141411.85 Agency Mortgage-Backed Securities Federal National Mort 2028-09-01 4.030000 1000000.00 1151334.91 Agency Mortgage-Backed Securities Federal National Mort 2031-07-25 6.000000 4750000.00 350344.61 Agency Collateralized Mortgage Obligation Federal National Mort 2028-11-01 2.810000 2736000.00 3063498.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 4.000000 12460006.00 13961105.15 Agency Mortgage-Backed Securities Government National M 2039-12-20 3.500000 17740094.00 1792874.24 Agency Mortgage-Backed Securities Federal National Mort 2026-09-01 2.470000 1250000.00 1254128.02 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-08-25 2.000000 2000000.00 1843795.30 Agency Debentures and Agency Strips Federal Home Loan Mor 2042-11-01 2.953000 4630657.00 796103.97 Agency Mortgage-Backed Securities Federal National Mort 2026-03-25 3.000000 2000000.00 1121458.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-12-15 3.000000 10000000.00 2026422.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-04-25 2.500000 2500000.00 2522826.76 Agency Debentures and Agency Strips Federal National Mort 2050-03-01 3.500000 13854666.00 15022077.38 Agency Mortgage-Backed Securities Federal National Mort 2029-12-25 3.500000 1389000.00 1295017.29 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2032-07-15 2.000000 10000000.00 2495415.19 Agency Collateralized Mortgage Obligation Federal National Mort 2027-03-01 2.260000 5600000.00 5869855.61 Agency Mortgage-Backed Securities Federal National Mort 2045-09-25 2.500000 2150000.00 1479611.71 Agency Collateralized Mortgage Obligation Government National M 2069-05-20 1.502380 1622538.00 1454491.03 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-12-15 4.500000 10000000.00 3133892.06 Agency Collateralized Mortgage Obligation Federal National Mort 2042-03-25 3.000000 2500000.00 1175566.43 Agency Collateralized Mortgage Obligation Federal National Mort 2028-06-25 3.000000 1861423.00 1417386.77 Agency Collateralized Mortgage Obligation Federal National Mort 2046-12-01 4.000000 24047341.00 16498154.81 Agency Mortgage-Backed Securities Federal Home Loan Mor 2034-06-15 2.000000 1975000.00 725107.67 Agency Collateralized Mortgage Obligation Federal National Mort 2029-02-01 2.380000 4851900.00 5290119.83 Agency Mortgage-Backed Securities Federal National Mort 2025-10-25 5.000000 2000000.00 280790.33 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-01-15 0.484750 4345013.00 3030525.27 Agency Collateralized Mortgage Obligation Government National M 2048-09-20 3.500000 1400000.00 610071.26 Agency Collateralized Mortgage Obligation Federal National Mort 2047-05-01 4.000000 30407870.00 15634775.77 Agency Mortgage-Backed Securities Federal National Mort 2027-12-25 1.500000 3725000.00 999750.60 Agency Collateralized Mortgage Obligation Federal National Mort 2047-10-01 4.000000 21777408.00 12128467.18 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2040-10-25 3.000000 3900000.00 1459182.74 Agency Collateralized Mortgage Obligation Government National M 2042-12-20 3.125000 15000000.00 1455649.24 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2067-04-20 1.903880 1600000.00 1389811.34 Agency Collateralized Mortgage Obligation Federal National Mort 2041-06-25 3.000000 20000000.00 6742378.45 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2042-12-25 3.000000 5000000.00 4634648.87 Agency Debentures and Agency Strips Federal National Mort 2047-03-01 4.000000 30023762.00 16339102.66 Agency Mortgage-Backed Securities Government National M 2042-11-20 3.125000 3516604.00 342495.43 Agency Mortgage-Backed Securities Federal National Mort 2035-08-25 0.484500 32214286.00 1633034.18 Agency Collateralized Mortgage Obligation Federal National Mort 2021-10-01 3.270000 2000000.00 1707688.46 Agency Mortgage-Backed Securities Federal National Mort 2028-06-25 1.250000 2000000.00 465427.63 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2027-06-15 3.000000 1000000.00 686009.99 Agency Collateralized Mortgage Obligation Government National M 2042-04-16 2.500000 4200000.00 1238777.70 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2027-11-25 2.971634 5000000.00 5596364.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2031-10-15 3.000000 1571000.00 373823.22 Agency Collateralized Mortgage Obligation Federal National Mort 2039-06-01 4.000000 4755258.00 4228498.85 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2024-08-25 3.021000 10000000.00 10324214.45 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2036-05-25 3.000000 3850000.00 1503217.15 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2041-06-15 3.000000 5000000.00 2008090.65 Agency Collateralized Mortgage Obligation Government National M 2044-08-20 3.000000 1890000.00 1397507.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2038-02-15 3.000000 3000000.00 464685.76 Agency Collateralized Mortgage Obligation Federal National Mort 2031-03-25 2.500000 5000000.00 1316021.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2041-03-15 2.500000 7500000.00 1750517.96 Agency Collateralized Mortgage Obligation Federal National Mort 2040-07-25 3.000000 15135000.00 798029.47 Agency Collateralized Mortgage Obligation Federal National Mort 2027-01-01 2.450000 6000000.00 6501801.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-07-15 2.500000 25000000.00 14478355.92 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-05-15 1.750000 1500000.00 943477.52 Agency Collateralized Mortgage Obligation Government National M 2068-02-20 1.856630 1659000.00 1568846.43 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2043-03-15 2.000000 4550000.00 849219.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-09-15 0.484750 7425000.00 3287642.95 Agency Collateralized Mortgage Obligation Federal National Mort 2025-07-01 3.750000 1000000.00 1033953.18 Agency Mortgage-Backed Securities Federal National Mort 2032-05-25 3.000000 2500000.00 849997.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2039-10-15 3.000000 2000000.00 615301.56 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2022-10-01 2.420000 3030000.00 2652517.99 Agency Mortgage-Backed Securities Federal National Mort 2042-11-25 1.500000 2500000.00 770578.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2040-04-15 4.000000 2000000.00 141176.35 Agency Collateralized Mortgage Obligation Government National M 2046-08-20 3.000000 15764435.00 4902057.60 Agency Collateralized Mortgage Obligation Government National M 2068-05-20 3.942000 2363166.00 2365005.38 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2045-01-20 4.000000 62056890.00 16659241.94 Agency Mortgage-Backed Securities Federal National Mort 2040-11-25 3.500000 2000000.00 666685.95 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2047-07-15 2.500000 9273000.00 5363284.71 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2042-03-25 1.750000 500000.00 151600.51 Agency Collateralized Mortgage Obligation Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-02-01 3.000000 18423082.00 13974048.26 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-15 3.500000 8000000.00 6304959.08 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2045-04-15 2.500000 15000000.00 5781601.58 Agency Collateralized Mortgage Obligation Federal National Mort B1V7KEBTPIMZEU4LTD58 2026-12-25 2.565295 2240000.00 1051264.57 Agency Collateralized Mortgage Obligation Federal National Mort 2045-03-25 3.000000 3000000.00 2227761.47 Agency Collateralized Mortgage Obligation 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 2020-07-07 2020-07-07 2020-07-17 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 0.0015 500000000.00 500000000.00 0.0065 N N Y N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 1.530 06367BKS7 NQQ6HPCNCCU6TUTQYE16 US06367BKS78 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 2020-09-28 2020-09-28 2020-09-28 N N N 0.0153 200000000.00 200000000.00 0.0026 N N N N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 1.400 06367BLC1 NQQ6HPCNCCU6TUTQYE16 US06367BLC18 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 2020-10-01 2020-10-01 2020-10-01 N N N 0.0140 200610482.00 200610482.00 0.0026 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 0.420 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 2020-07-01 2020-08-07 2020-08-07 N N N 0.0043 100008975.00 100008975.00 0.0013 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.381 06417LPK7 L3I9ZG2KFGXZ61BMYR72 US06417LPK79 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 2020-07-14 2021-01-12 2021-01-12 N N N 0.0140 100015974.00 100015974.00 0.0013 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.402 06417MHA6 L3I9ZG2KFGXZ61BMYR72 US06417MHA62 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 2020-07-08 2020-10-08 2020-10-08 N N N 0.0142 60000000.00 60000000.00 0.0008 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.937 06417MHP3 L3I9ZG2KFGXZ61BMYR72 US06417MHP32 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 2020-07-28 2021-01-28 2021-01-28 N N N 0.0095 85000000.00 85000000.00 0.0011 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.524 06417MKB0 L3I9ZG2KFGXZ61BMYR72 US06417MKB09 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 2020-08-14 2021-05-14 2021-05-14 N N N 0.0053 200034678.00 200034678.00 0.0026 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.570 06417MJZ9 L3I9ZG2KFGXZ61BMYR72 US06417MJZ95 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 2020-11-30 2020-11-30 2020-11-30 N N N 0.0057 200283416.00 200283416.00 0.0026 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.432 06417MGZ2 L3I9ZG2KFGXZ61BMYR72 US06417MGZ23 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 2020-07-08 2021-01-08 2021-01-08 N N N 0.0145 180000000.00 180000000.00 0.0023 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.483 06417MGM1 L3I9ZG2KFGXZ61BMYR72 US06417MGM10 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 2020-07-06 2021-01-04 2021-01-04 N N N 0.0150 60000000.00 60000000.00 0.0008 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.410 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 2020-07-01 2020-07-23 2020-07-23 N N N 0.0042 100000000.00 100000000.00 0.0013 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.473 06417MGP4 L3I9ZG2KFGXZ61BMYR72 US06417MGP41 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 2020-07-06 2021-01-05 2021-01-05 N N N 0.0149 110000000.00 110000000.00 0.0014 N N N N BANK OF NOVA SCOTIA-NEW YORK BANK OF NOVA SCOTIA-NEW YORK 0.631 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 2020-08-06 2020-11-06 2020-11-06 N N N 0.0064 150000000.00 150000000.00 0.0019 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.230 06740BEN3 G5GSEF7VJP5I7OUK5573 US06740BEN38 Other Instrument Medium Term Note 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 2020-07-01 2020-07-08 2020-10-26 Y BARCLAYS BANK PLC 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 N N 0.0023 125000000.00 125000000.00 0.0016 N N Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.580 06740BEQ6 G5GSEF7VJP5I7OUK5573 US06740BEQ68 Other Instrument Medium Term Note 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 2020-07-01 2020-08-04 2020-11-13 Y BARCLAYS BANK PLC 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 0.0059 200000000.00 200000000.00 0.0026 N N N N BARCLAYS BANK PLC (CCP) BARCLAYS BANK PLC (CCP) 0.310 06742VDY4 G5GSEF7VJP5I7OUK5573 US06742VDY48 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 2020-09-16 2020-09-16 2020-09-16 N N N 0.0031 149912899.50 149912899.50 0.0019 N N N N BARCLAYS BANK PLC (CCP) BARCLAYS BANK PLC (CCP) 0.300 06742VHU8 G5GSEF7VJP5I7OUK5573 US06742VHU89 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 2020-08-27 2020-08-27 2020-08-27 N N N 0.0030 99960528.00 99960528.00 0.0013 N N N N BARCLAYS BANK PLC (CCP) BARCLAYS BANK PLC (CCP) 0.300 06742VNX5 G5GSEF7VJP5I7OUK5573 US06742VNX54 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 2020-09-11 2020-09-11 2020-09-11 N N N 0.0030 99946669.00 99946669.00 0.0013 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.343 0RI001CA5 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMC STACR 2017-DNA3 2030-03-25 4.634500 1099000.00 1102443.91 Agency Collateralized Mortgage Obligation VELOCITY COM CAP LN T 2048-10-25 7.050000 5900000.00 3838238.82 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2036-12-15 3.834750 1294000.00 1031612.79 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-02-12 4.470739 2500000.00 2302261.07 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-DNA1 2050-01-25 5.434500 1500000.00 995768.69 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-DNA3 549300KB1O80CETXGJ21 2049-07-26 8.334500 1000000.00 887848.57 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-03-25 4.284500 567000.00 528517.75 Agency Collateralized Mortgage Obligation CONN AVE SECS 2019-HR 549300Z5THZ1JXIHVK60 2039-11-25 9.434500 4100000.00 3165078.42 Agency Collateralized Mortgage Obligation C-BASS ABS 2006-SL1 A 2036-09-25 6.056000 920000.00 70633.96 Asset-Backed Securities COMM MTG TR 2014-CCRE 2047-02-12 0.784368 17233000.00 559910.34 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS2 2047-03-12 5.169386 3500000.00 3119015.30 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2035-06-25 5.500000 7175000.00 398319.47 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-HQA1 2050-01-25 2.534500 4670000.00 3535638.38 Agency Collateralized Mortgage Obligation BBCMS TRUST 2018-CBM 2037-07-15 4.334750 2000000.00 1364806.29 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C6 2053-02-18 3.688350 7500000.00 6395851.28 Private Label Collateralized Mortgage Obligations PRIME MTG TR 2007-1 X 2037-03-25 0.293290 82317000.00 37178.47 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 201 2049-03-12 4.707745 146000.00 118176.10 Private Label Collateralized Mortgage Obligations BX TRUST 2018-EXCL C 2037-09-15 2.159750 14000000.00 9713492.17 Private Label Collateralized Mortgage Obligations GE CAP CMBS 2005-C4 X 2045-11-10 0.000000 55651606.00 11.83 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015 2048-02-18 1.760339 17787000.00 1065709.01 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 201 2048-04-22 1.380505 163467289.00 3635564.46 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2047-10-11 3.548000 5500000.00 4084350.11 Private Label Collateralized Mortgage Obligations VELOCITY COML CAP LN 2046-10-25 7.225500 2500000.00 2541301.35 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2006 2036-05-20 3.596125 5503000.00 522789.11 Private Label Collateralized Mortgage Obligations CWALT INC 2005-22T1 A 2035-06-25 5.500000 5000000.00 1145830.47 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-08-16 1.262512 53349723.00 1988619.85 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2012-RR6 2036-11-26 0.000000 8545529.00 5502560.12 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS3 2047-06-12 3.525000 4200000.00 2691664.85 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2049-03-25 6.790000 3444836.00 2754668.23 Private Label Collateralized Mortgage Obligations HPLY TRUST 2019-HIT F 2036-11-17 3.334750 3000000.00 2019032.17 Private Label Collateralized Mortgage Obligations MLTI FMLY CONN AVE SE 549300HG8ZEWVWVSN227 2049-10-25 3.434500 6000000.00 5403054.08 Agency Collateralized Mortgage Obligation CSMC TRUST 2017-CHOP 2032-07-15 0.934750 3175514.00 2986963.03 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2048-02-18 3.768000 1400000.00 797510.47 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-06-12 4.191046 125000.00 118909.77 Private Label Collateralized Mortgage Obligations FHLMC STACR 2020-HQA1 2050-01-25 5.284500 1900000.00 980838.82 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-SB 2040-02-27 6.784500 27861000.00 17592557.97 Agency Collateralized Mortgage Obligation Federal National Mort 2031-09-25 4.284500 4759000.00 4522982.48 Agency Collateralized Mortgage Obligation COMM MTG TR 2014-UBS4 2047-08-12 3.750000 1207795.00 117111.97 Private Label Collateralized Mortgage Obligations NATIONAL COLL ST LN T 2033-12-25 0.684500 10000000.00 2870.69 Asset-Backed Securities CONN AVE SECS 2020-R0 2040-01-25 3.434500 4077000.00 2829164.90 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HRP1 2042-12-26 4.784500 1891000.00 1729882.10 Agency Collateralized Mortgage Obligation BANC AMERICA FDG 2007 2037-10-25 7.000000 19980000.00 2070012.86 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 2030-02-25 4.334500 8419000.00 8340366.66 Agency Collateralized Mortgage Obligation ANCHORAGE CR FDG 10 L 2038-04-25 3.619000 17932798.00 19718201.32 Asset-Backed Securities BANK 2019-BNK22 X-J 2 2062-11-17 1.500000 10400000.00 1222076.27 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2018- 549300U48YU2VDL8N523 2058-05-25 4.500000 1370000.00 1058515.86 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-12-12 3.000000 4983400.00 2593549.07 Private Label Collateralized Mortgage Obligations MOFT TRUST 2020-ABC D 2042-02-12 3.476700 1500000.00 1335272.51 Private Label Collateralized Mortgage Obligations BCP VOYAGER MSTR FND 2036-09-26 23.781294 129600000.00 2555064.17 Private Label Collateralized Mortgage Obligations NATIONAL COLL ST LN T 2031-09-25 0.684500 1211000.00 236.23 Asset-Backed Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-02-25 4.634500 3027201.00 2908691.17 Agency Collateralized Mortgage Obligation VELOCITY COML CAP LN 2046-10-25 8.532000 1500000.00 1528188.00 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2037-09-25 6.265500 6722000.00 908024.99 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2037-05-25 5.915500 64032000.00 5083952.15 Private Label Collateralized Mortgage Obligations CITICORP MTG SEC REMI 2038-02-25 6.250000 30856800.00 1623834.36 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-12-12 3.000000 6187000.00 2596805.58 Private Label Collateralized Mortgage Obligations BANCORP COML MTG 2019 2036-09-17 3.034750 5000000.00 4382972.40 Private Label Collateralized Mortgage Obligations CWALT INC 2006-HY3 3- 2036-04-25 3.914522 17500000.00 1034450.66 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 X-H 2 2062-11-17 1.500000 5200000.00 634250.93 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM 202 2036-12-15 1.234750 155000.00 148851.53 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA2 5493005RUXPCBST1N217 2048-10-26 11.184500 7000000.00 6436026.82 Agency Collateralized Mortgage Obligation BLT 2019-LI-1 LLC 2032-01-10 0.000000 48899600.00 46230806.53 Asset-Backed Securities WELLS FARGO RR TR 201 2043-12-30 0.000000 1989257.00 1809507.74 Private Label Collateralized Mortgage Obligations INDYMAC INDX 2006-AR9 2036-06-25 3.384816 15000000.00 904234.42 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C6 2053-02-18 3.688350 14785000.00 10967633.81 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2033-02-15 2.925743 2000000.00 1623096.12 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015 2047-08-16 4.488007 5000000.00 4747311.69 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 2030-10-25 3.934500 2668000.00 2457680.11 Agency Collateralized Mortgage Obligation HPLY TRUST 2019-HIT G 2036-11-17 4.084750 2500000.00 1339669.59 Private Label Collateralized Mortgage Obligations BCP VOYAGER MSTR FND 2038-02-26 11.278671 15000000.00 5883626.70 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 20 2036-05-15 4.934750 6000000.00 4331934.87 Private Label Collateralized Mortgage Obligations CSMC MTG TRUST 2006-8 2021-10-25 5.500000 20500000.00 138464.34 Private Label Collateralized Mortgage Obligations GALTON FDG MTG TR 201 2059-10-25 0.000000 223279318.00 9775021.88 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2 2046-06-25 2.443820 4342000.00 581483.79 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2061-03-25 3.250000 4000000.00 1739567.63 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-10-19 3.791365 4806000.00 3696646.18 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 200 2036-02-25 5.267586 18006000.00 2180443.36 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-R0 2039-10-25 3.584500 4400000.00 3609627.33 Agency Collateralized Mortgage Obligation FIRST HORIZON ALT 200 2037-02-25 0.684500 13177000.00 766954.26 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA2 5493005RUXPCBST1N217 2048-10-26 4.434500 3971000.00 3722085.42 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-HQA1 2049-02-25 4.584500 3250000.00 3157091.39 Agency Collateralized Mortgage Obligation VELOCITY COMM CAP TR 2049-07-25 6.300000 5020000.00 3797213.65 Private Label Collateralized Mortgage Obligations CWALT INC 2005-76 2-A 2036-02-25 3.203820 50001200.00 708725.20 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HRP1 2043-05-25 11.934500 8071000.00 7375440.00 Agency Collateralized Mortgage Obligation MORGAN STAN CAP I 201 2049-08-17 2.843285 6483000.00 3792564.23 Private Label Collateralized Mortgage Obligations Federal National Mort 2040-01-25 0.000000 1500000.00 1042194.00 Agency Collateralized Mortgage Obligation HOME EQUITY MTG TR 20 2036-11-25 6.230000 364000.00 38981.23 Asset-Backed Securities CWMBS CHL MTG TR 2007 2037-09-25 6.915500 17203000.00 365657.46 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2007-C7 X 2045-09-15 0.000000 1004769401.00 89.06 Private Label Collateralized Mortgage Obligations JPMDB COML MT SEC TR 2052-11-18 2.500000 818000.00 295580.12 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 J 206 2062-11-17 1.961200 7160000.00 5612042.77 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HQA3 2030-04-25 4.634500 3093000.00 2971901.88 Agency Collateralized Mortgage Obligation CORVEST AMERN FIN TR 2049-10-15 4.358000 1000000.00 995967.61 Private Label Collateralized Mortgage Obligations GMACM MTG LN TR 2006- 2036-04-25 0.422241 44944000.00 41580.87 Private Label Collateralized Mortgage Obligations OHA CR PARTNERS XI 20 2031-01-20 6.885250 5000.00 4460.45 Asset-Backed Securities OCTAGON INV PTNS 2015 2026-10-20 5.635250 88734.00 74126.07 Asset-Backed Securities WELLS FARGO COML TR 2 2047-12-17 3.957000 1000000.00 690454.58 Private Label Collateralized Mortgage Obligations CORE MTG TR 2019-CORE 2031-12-15 2.034939 52782000.00 63227.10 Private Label Collateralized Mortgage Obligations 20 TIMES SQ TR 2018-2 2035-05-17 3.203230 8600000.00 7705078.67 Private Label Collateralized Mortgage Obligations AIR CANADA 2015-2 B 2 2025-06-15 5.000000 35000.00 18386.14 Asset-Backed Securities COMM MTG TR 2014-CCRE 2047-12-12 3.000000 5413100.00 2530541.25 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-DNA4 2049-10-25 6.434500 1000000.00 799970.68 Agency Collateralized Mortgage Obligation COMM MTG TR 2014-CCRE 2047-11-13 3.220000 4200000.00 2560059.13 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2006 2036-07-25 6.250000 1500000.00 307308.64 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2 2046-06-25 0.983641 270483500.00 1321758.66 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014- 2047-08-16 3.500000 137000.00 42383.89 Private Label Collateralized Mortgage Obligations VELOCITY COML CAP LN 2047-11-25 6.420000 1000000.00 612644.44 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-05-10 4.000000 4712000.00 1546696.20 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 2029-11-26 5.234500 4584000.00 4656092.63 Agency Collateralized Mortgage Obligation CHASE MORTGAGE FIN TR 2037-03-25 5.165500 136907749.00 2906046.82 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-HQA3 2049-09-27 7.684500 6250000.00 4705914.32 Agency Collateralized Mortgage Obligation ELLINGTON FIN MTG TR 2058-10-25 0.000000 232517770.00 2759801.38 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-02-12 4.568977 12221323.00 7953815.01 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2049-10-25 4.730000 1068793.00 828192.53 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2036-03-25 6.000000 1453846.00 627620.94 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2017-S 2032-10-12 4.744343 13500000.00 10795056.73 Private Label Collateralized Mortgage Obligations FHLMC STACR 2019-FTR2 2048-11-25 7.584500 2000000.00 1881640.81 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-09-25 5.684500 2890000.00 3004072.68 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-10-25 5.034500 5498000.00 5781879.53 Agency Collateralized Mortgage Obligation LB-UBS CMBS 2007-C2 X 2040-02-15 0.358582 159541500.00 522.73 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-WIN2 2044-10-25 3.981893 3928402.00 2534458.23 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 20 2056-08-25 4.000000 12702000.00 11485062.31 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA2 2050-03-25 4.284500 3000000.00 2431257.21 Agency Collateralized Mortgage Obligation VELOCITY COML CAP LN 2047-05-25 6.400000 1810000.00 1765006.22 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-02-12 4.470739 9660000.00 7512904.92 Private Label Collateralized Mortgage Obligations PRIME MTG TR 2007-2 X 2037-04-25 0.281886 40230000.00 34280.44 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS4 2047-08-12 3.750000 644150.00 202018.86 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 20 2056-01-25 4.000000 12514000.00 11450938.48 Agency Collateralized Mortgage Obligation CSMC COML MTG TR 2016 2049-12-17 3.503702 2831805.00 782100.44 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2036-12-17 3.358332 1000000.00 805430.32 Private Label Collateralized Mortgage Obligations MOFT TRUST 2020-ABC E 2042-02-12 3.476700 4900000.00 4178522.41 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2004-AR7 2034-11-25 0.834500 8032545.00 914212.98 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2036-08-19 3.807379 16490000.00 1172313.10 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2061-03-25 3.250000 11197650.00 6147924.79 Private Label Collateralized Mortgage Obligations BANK 2019-BNK16 D 205 2052-02-16 0.000000 4495000.00 3120388.54 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2049-08-17 1.500000 13931000.00 947869.88 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-11-13 1.442428 18049000.00 946236.08 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-04-15 4.518663 7000000.00 5515300.24 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 2020-07-02 2020-08-03 2020-08-03 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 0.0035 400000000.00 400000000.00 0.0052 N N N Y BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.429 0RI001D63 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COLONY AMER FIN 2016- 2048-11-18 2.554000 30000000.00 17624469.74 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-11 2 2036-07-25 0.434500 6666667.00 1121034.51 Private Label Collateralized Mortgage Obligations INVITATION HOMES TR 2 2037-06-18 1.084750 4620000.00 4020775.24 Private Label Collateralized Mortgage Obligations INVITATION HOMES TR 2 2037-07-17 1.193880 22922000.00 21127432.94 Private Label Collateralized Mortgage Obligations MOTEL 6 TR 2017-MTL6 2034-08-15 1.104750 41520000.00 12255276.55 Private Label Collateralized Mortgage Obligations UBS-BARCLY COML MTG T 2063-05-11 3.525000 11915690.00 12360211.77 Private Label Collateralized Mortgage Obligations JPMCC COMM MTG SEC 20 2052-03-12 4.029100 10905000.00 12779413.16 Private Label Collateralized Mortgage Obligations MS MTG LN TR 2007-8XS 2037-04-25 5.545500 86854000.00 400067.04 Private Label Collateralized Mortgage Obligations OBX TR 2018-EXP1 2-A- 2048-04-27 1.034500 19650000.00 10494151.23 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 549300RD723OFH36TP29 2048-12-17 3.718000 17680000.00 19624889.38 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2028-05-15 4.184750 11160000.00 7308187.48 Private Label Collateralized Mortgage Obligations HPLY TRUST 2019-HIT A 2036-11-17 1.184750 3750000.00 2905697.44 Private Label Collateralized Mortgage Obligations DBWF MTG TR 2018-GLKS 2030-12-19 1.223880 10756000.00 10221437.16 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2018-TAL 2037-03-16 0.906750 779000.00 740895.07 Private Label Collateralized Mortgage Obligations 20 TIMES SQ TR 2018-2 2035-05-17 0.000000 23300000.00 23148060.70 Private Label Collateralized Mortgage Obligations COMM MTG TR 2019- GC4 2057-08-17 2.950000 11270000.00 12443324.08 Private Label Collateralized Mortgage Obligations MAD MTG TR 2017-330M 2034-08-17 3.294370 100000.00 105268.08 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2018 2052-01-18 4.532400 17000000.00 20079500.70 Private Label Collateralized Mortgage Obligations GS MTG SECS CORP TR 2 2035-07-16 1.134750 1052000.00 1012275.87 Private Label Collateralized Mortgage Obligations BANK 2020-BNK27 A-5 2 2063-04-17 2.144000 1844360.00 1913496.04 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 200 2046-03-25 0.394500 17707040.00 1541291.77 Private Label Collateralized Mortgage Obligations OBX TRUST 2020-INV1 A 2049-12-25 1.068250 1260000.00 1025695.91 Private Label Collateralized Mortgage Obligations GS MRTG SEC CORP TR 2 2038-06-15 1.384750 154000.00 147148.54 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 2020-07-01 2020-08-04 2020-12-04 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 0.0044 180000000.00 180000000.00 0.0023 N N N Y BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.380 06945LLG1 549300KOFKIMD0C37W24 US06945LLG13 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 2020-11-16 2020-11-16 2020-11-16 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 0.0038 24971041.75 24971041.75 0.0003 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.750 06945LGP7 549300KOFKIMD0C37W24 US06945LGP76 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 2020-07-23 2020-07-23 2020-07-23 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 0.0075 99992525.00 99992525.00 0.0013 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.360 06945LLJ5 549300KOFKIMD0C37W24 US06945LLJ51 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 2020-11-18 2020-11-18 2020-11-18 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 0.0036 74908056.00 74908056.00 0.0010 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.300 06945LJE9 549300KOFKIMD0C37W24 US06945LJE92 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 2020-09-14 2020-09-14 2020-09-14 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 0.0030 49975722.00 49975722.00 0.0006 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.310 06945LHD3 549300KOFKIMD0C37W24 US06945LHD38 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 2020-08-13 2020-08-13 2020-08-13 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 0.0031 49989672.00 49989672.00 0.0006 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.463 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+ 2020-07-06 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 0.0148 100000000.00 100000000.00 0.0013 N N Y N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 0.444 07644DKP2 US07644DKP23 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+ 2020-08-25 2021-05-25 2021-05-25 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 0.0045 49999996.00 49999996.00 0.0006 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.320 07644AN67 US07644AN670 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+ 2021-01-06 2021-01-06 2021-01-06 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 0.0132 105000000.00 105000000.00 0.0013 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 0.413 07644DKR8 US07644DKR88 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+ 2020-09-03 2021-06-03 2021-06-03 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 0.0042 174999987.75 174999987.75 0.0023 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.546 07644AK29 US07644AK296 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+ 2020-10-02 2020-10-02 2020-10-02 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 0.0155 99602166.72 99602166.72 0.0013 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.546 07644AK52 US07644AK528 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+ 2020-10-05 2020-10-05 2020-10-05 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 0.0155 109548266.92 109548266.92 0.0014 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.230 0RH002JV1 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TORONTO DOMINION BK N 2022-10-22 3.350000 105515517.00 110260315.32 Corporate Debt Securities GENESIS ENERGY LP/ GE 2028-02-01 7.750000 11895.00 11125.46 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 2020-07-07 2020-07-07 2020-07-23 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 0.0023 105000000.00 105000000.00 0.0014 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.200 0RH002K49 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2029-10-02 2.000000 1.00 1.08 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2023-11-01 3.200000 1367000.00 1495312.70 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2045-06-01 3.500000 27000.00 14990.70 Agency Mortgage-Backed Securities DRIVE AUTO REC TR 202 2021-06-15 0.324330 747261.00 747334.32 Asset-Backed Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 17786000.00 13525697.19 Corporate Debt Securities ALASKA STUDENT LN COR 2031-08-25 0.684000 2.00 0.49 Other Instrument Municipal debt QUEBEC PROV CDA SR DE 2023-07-15 7.500000 100000.00 123893.50 Corporate Debt Securities SLM STUDENT LOAN TR 2 2039-07-25 1.741380 1271110.00 1186130.94 Asset-Backed Securities HYDRO-QUEBEC SR DEB 8 2026-04-15 8.250000 55000.00 78351.21 Corporate Debt Securities AVALONBAY CMNTYS INC 2028-01-15 3.200000 2679000.00 3006284.50 Corporate Debt Securities Federal National Mort 2037-05-01 3.558000 6648872.00 185909.77 Agency Mortgage-Backed Securities NISSAN AUTO REC TR 20 2024-07-15 1.930000 1.00 1.03 Asset-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2046-12-01 2.500000 175000.00 143216.15 Agency Mortgage-Backed Securities PUBLIC SVC ELEC GAS C 549300RUHPVD434XUK18 2047-12-01 3.600000 349958.00 410189.27 Corporate Debt Securities HYDRO-QUEBEC SR DEB 8 2029-06-15 8.625000 320000.00 504580.40 Corporate Debt Securities ALBERTA PROV CDA SR G LQPXMHHNJKIPJYE53543 2028-03-15 3.300000 35000.00 40972.22 Corporate Debt Securities EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 0.984500 2499945.00 149011.59 Asset-Backed Securities Federal National Mort 2040-07-01 3.960000 1609114.00 181918.35 Agency Mortgage-Backed Securities NAVIENT PRIV ED LN TR 2069-01-15 2.770000 1775820.00 1731090.94 Asset-Backed Securities CNH EQUIPMENT TR 2017 2022-09-15 1.860000 2.00 0.60 Asset-Backed Securities EXPORT DEV CDA GLBL B Z6MHCSLXHKYG4B6PHW02 2022-05-17 2.000000 125000.00 129217.36 Other Instrument International debt HYUNDAI CAP AMER INC 549300RIPPWJB5Z0FK07 2025-04-07 5.875000 2000000.00 2304010.28 Corporate Debt Securities ROYAL BK OF CDA BD CD ES7IP3U3RHIGC71XBU11 2023-10-05 3.700000 830000.00 914042.57 Corporate Debt Securities CANADA GOVT GLBL BD 2 4BFD7AQU0A75QLAHK410 2022-11-15 2.000000 5000.00 5218.35 Other Instrument International debt CCO HLDGS LLC / CCO H 2032-05-01 4.500000 430000.00 442513.00 Corporate Debt Securities Federal Home Loan Mor 2050-07-25 2.000000 1000.00 1000.27 Agency Debentures and Agency Strips ASSURANT INC CR SEN S H3F39CAXWQRVWURFXL38 2028-03-27 4.900000 1950000.00 2158100.75 Corporate Debt Securities BARCLAYS PLC ALT TIER 213800LBQA1Y9L22JB70 2099-01-01 7.750000 600000.00 610937.50 Corporate Debt Securities CREDIT ACCEPT AUTO TR 2028-06-15 3.940000 1.00 1.03 Asset-Backed Securities Government National M 2038-10-20 6.000000 45268.00 48842.07 Agency Mortgage-Backed Securities BWAY HOLDING COMPANY 549300DNGHXL0OMHW304 2025-04-15 7.250000 243000.00 220474.91 Corporate Debt Securities Federal Home Loan Mor 2039-01-25 3.070000 22827990.00 23089195.06 Agency Collateralized Mortgage Obligation DT AUTO OWNER TR 2019 549300XVMF0FUK76JG97 2024-11-15 3.610000 1.00 1.02 Asset-Backed Securities ALBERTA PROV CDA SR B LQPXMHHNJKIPJYE53543 2022-07-26 2.200000 244000.00 254953.43 Corporate Debt Securities AMERICREDIT AUTO RECV 2022-04-08 2.240000 2.00 1.27 Asset-Backed Securities CREDIT ACCEPT AUTO TR 549300J9CNONESCISQ91 2027-06-15 3.770000 1.00 1.01 Asset-Backed Securities DAIMLER FINANCE NORTH 549300423Z16BB673J12 2021-09-15 3.875000 596000.00 621009.40 Corporate Debt Securities NATIONAL FINL PARTNER VO2L9FZNXDJNQNEYH039 2025-05-15 7.000000 533198.00 565249.12 Corporate Debt Securities Federal National Mort 2035-01-01 3.215000 13700800.00 48607.37 Agency Mortgage-Backed Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-04-16 2.600000 11.00 11.84 Corporate Debt Securities CDP FINANCIAL INC. SR 2021-06-11 2.125000 370010.00 376733.65 Corporate Debt Securities Federal Home Loan Mor 2050-07-25 2.000000 1000.00 1027.99 Agency Debentures and Agency Strips CPPIB CAPITAL INC FR 2021-01-29 2.375000 349000.00 356608.83 Other Instrument International debt HYDRO-QUEBEC SR DEB 8 2027-01-15 8.250000 250000.00 370445.63 Corporate Debt Securities JEFFERIES FINANCE LLC 2026-06-03 6.250000 652300.00 606661.65 Corporate Debt Securities ROYAL BK OF CDA BD CD ES7IP3U3RHIGC71XBU11 2024-07-16 2.550000 2340000.00 2514954.00 Corporate Debt Securities OMNICOM GROUP INC SR 2024-11-01 3.650000 1500000.00 1660262.92 Corporate Debt Securities Federal National Mort 2038-05-01 3.945000 10876502.00 36765.93 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 4.500000 116950.00 125593.50 Agency Mortgage-Backed Securities Federal National Mort 2036-05-01 3.008000 8476282.00 142223.83 Agency Mortgage-Backed Securities PICASSO FINANCE SUB I 2025-06-15 6.125000 785000.00 800576.04 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2022-03-22 0.906380 6568482.00 6600479.82 Corporate Debt Securities GENESIS ENERGY LP/ GE 2028-02-01 7.750000 333808.00 312212.48 Corporate Debt Securities LEVEL 3 FING INC GLBL 2027-09-15 4.625000 336381.00 343441.50 Corporate Debt Securities CANADIAN PACER AUTO R 2021-06-21 3.000000 4.00 0.20 Asset-Backed Securities HYDRO-QUEBEC SR HK DB 6THEVG93PYJH84S4D167 2030-04-15 9.375000 220000.00 374119.08 Corporate Debt Securities KGS-ALPHA SBA COOF 20 2036-08-25 2.200873 15.00 0.17 Asset-Backed Securities Government National M 2050-06-20 2.500000 41932.00 44223.66 Agency Mortgage-Backed Securities WORLD FIN NET CCMT 20 2026-04-15 3.040000 15.00 15.14 Asset-Backed Securities KGS-ALPHA SBA COOF TR 2039-05-25 0.628694 165517694.00 514651.87 Asset-Backed Securities BANK AMER CORP SR NT 9DJT3UXIJIZJI4WXO774 2023-01-20 3.124000 1500000.00 1573266.67 Corporate Debt Securities Government National M 2050-05-20 2.500000 82931.00 87314.07 Agency Mortgage-Backed Securities ROYAL BK CDA SR SEC G ES7IP3U3RHIGC71XBU11 2021-10-22 3.350000 7639341.00 7972246.50 Corporate Debt Securities NAVIENT PRIV ED LN TR 2042-02-18 3.680000 99970.00 101861.67 Asset-Backed Securities Federal National Mort 2035-02-01 3.930000 9431080.00 82321.29 Agency Mortgage-Backed Securities Federal National Mort 2037-04-01 5.000000 354020.00 15237.57 Agency Mortgage-Backed Securities ICON BRAND HLDGS LLC 2043-01-25 4.229000 5078304.00 1401224.42 Asset-Backed Securities SLM PRIVATE ST LN TR 549300I2YWZ9E1B0EY33 2039-06-15 0.603380 680000.00 401455.74 Asset-Backed Securities CANADIAN IMP BK COMM 2IGI19DL77OX0HC3ZE78 2025-01-28 2.250000 1509708.00 1598237.28 Corporate Debt Securities ONCOR ELEC DELIVERY C 549300SP2X2BS1KERD24 2048-11-15 4.100000 2741000.00 3490814.25 Corporate Debt Securities PHEAA STUDENT LN TR 2 2040-08-25 0.774500 1.00 0.34 Asset-Backed Securities CHESAPEAKE FDG II LLC 2030-04-15 3.570000 264998.00 270373.35 Asset-Backed Securities IBM CREDIT LLC SR GLB 549300ZNLJL43AQTG067 2023-02-06 3.000000 1000000.00 1076280.00 Corporate Debt Securities BRITISH COLUMBIA PROV 54930058TO7MEKUHWL16 2021-09-22 2.650000 491000.00 508510.97 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2022-01-06 2.650000 2000.00 2091.68 Corporate Debt Securities ORACLE CORP SR NT 3.6 1Z4GXXU7ZHVWFCD8TV52 2023-07-15 3.625000 261000.00 289168.32 Corporate Debt Securities NAVIENT PRIV ED LN TR 2068-08-15 3.120000 224999.00 220368.52 Asset-Backed Securities Government National M 2050-05-20 3.500000 6985.00 7484.89 Agency Mortgage-Backed Securities HYDRO-QUEBEC SR DEB 9 6THEVG93PYJH84S4D167 2021-02-01 9.400000 1494000.00 1629618.68 Corporate Debt Securities CPPIB CAPITAL INC SR 2020-10-16 1.206130 587.00 588.76 Other Instrument International debt Government National M 2050-05-20 3.000000 46922.00 49778.47 Agency Mortgage-Backed Securities SAPPHIRE AVIATION FIN 2040-03-15 4.335000 1111220.00 535024.93 Asset-Backed Securities ONTARIO PROV CDA SR G 2027-05-21 1.050000 660000.00 661918.95 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2025-05-15 1.450000 6765000.00 6978655.61 Corporate Debt Securities TMX FIN LLC/TITLEMAX 2023-04-01 11.125000 212000.00 182850.74 Corporate Debt Securities ROYAL BK CDA FR 1.95% ES7IP3U3RHIGC71XBU11 2023-01-17 1.950000 747240.00 777278.43 Corporate Debt Securities AMAZON COM INC SR NT ZXTILKJKG63JELOEG630 2022-11-29 2.500000 396000.00 415218.98 Corporate Debt Securities EXPORT DEV CDA SR GLB Z6MHCSLXHKYG4B6PHW02 2022-07-18 1.750000 391542.00 406136.73 Other Instrument International debt Federal Home Loan Mor 2038-07-25 3.350000 18000000.00 14322773.84 Agency Collateralized Mortgage Obligation WORLD FIN NETWORK CCM 2024-08-15 2.310000 250000.00 251282.13 Asset-Backed Securities SANTANDER DRIVE AUTO 2022-02-15 2.280000 112934.00 40083.96 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0020 110000000.00 110000000.00 0.0014 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.200 0RH002K56 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRUIST BANK GLOBAL SU JJKC32MCHWDI71265Z06 2030-03-11 2.250000 510000.00 520586.33 Corporate Debt Securities BURLINGTON NORTHN SAN 2044-09-01 4.550000 263000.00 339953.87 Corporate Debt Securities PARK AEROSPACE HLDGS 635400CPI3EOIFF6OC33 2023-03-15 4.500000 418000.00 388110.91 Corporate Debt Securities BB&T CORP SR MEDIUM T 549300DRQQI75D2JP341 2021-05-10 2.050000 170000.00 172597.13 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2024-01-12 3.550000 2633000.00 2911167.67 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2025-05-22 3.750000 522000.00 579998.55 Corporate Debt Securities BANK AMER CORP FR 2.4 9DJT3UXIJIZJI4WXO774 2031-02-13 2.496000 2860000.00 3015551.59 Corporate Debt Securities ALASKA STUDENT LN COR 2031-08-25 0.684000 1099991.00 270868.12 Other Instrument Municipal debt BANK AMER CORP FR 3.5 9DJT3UXIJIZJI4WXO774 2024-03-05 3.550000 3950000.00 4264263.10 Corporate Debt Securities ROYAL BK OF CDA BD CD ES7IP3U3RHIGC71XBU11 2024-07-16 2.550000 1177000.00 1265000.37 Corporate Debt Securities KINDER MORGAN ENERGY 549300PDHUGWPWGOT525 2021-03-01 3.500000 300000.00 307457.83 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2045-06-01 3.750000 338000.00 397478.14 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2045-12-09 4.875000 4000.00 5172.82 Corporate Debt Securities NEWCREST FINANCE PTY 549300I0XDZ4K7PDSS04 2050-05-13 4.200000 455000.00 507972.62 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2042-12-01 3.700000 180000.00 201414.70 Corporate Debt Securities DAIMLER CHRYSLER NORT 549300423Z16BB673J12 2031-01-18 8.500000 200000.00 312558.00 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-02-04 3.650000 1211000.00 1350910.19 Corporate Debt Securities MORGAN STANLEY FR 2.6 IGJSJL3JD5P30I6NJZ34 2021-11-17 2.625000 168000.00 173101.39 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2021-02-25 2.875000 75000.00 76816.70 Corporate Debt Securities MORGAN STANLEY SR NT- IGJSJL3JD5P30I6NJZ34 2023-02-25 3.750000 70000.00 76287.46 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2021-08-09 1.700000 167000.00 170478.33 Corporate Debt Securities PT PERTAMINA PERSERO 254900NDAKGNZ2IBBL45 2060-02-25 4.150000 566000.00 568371.38 Corporate Debt Securities MANITOBA PROV CDA GLB 5493003QILFOB3JRKE30 2022-05-04 2.125000 2000000.00 2065531.11 Corporate Debt Securities GE CAP FUNDING LLC SR 549300XAGH9TOLX5XM67 2025-05-15 3.450000 545000.00 569642.18 Corporate Debt Securities MANUFACTURER AND TRAD WWB2V0FCW3A0EE3ZJN75 2022-05-18 2.500000 310000.00 321555.77 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2029-07-31 3.125000 315000.00 342124.91 Corporate Debt Securities SIMON PPTY GROUP LP S MR92GTD0MJTTTTQDVG45 2022-06-15 2.625000 230000.00 236300.56 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2030-02-13 2.150000 99000.00 104415.49 Corporate Debt Securities HSBC BK PLC SR GLBL 1 MP6I5ZYZBEU3UXPYFY54 2021-01-19 4.750000 500000.00 522356.53 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2030-02-04 2.894000 500000.00 515879.17 Corporate Debt Securities BPCE FR 4.625%071124 9695005MSX1OYEMGDF46 2024-07-11 4.625000 287000.00 319336.81 Corporate Debt Securities VIRGINIA ELEC & PWR C CQKUMNNZVDJLRYV2PT43 2043-01-15 4.000000 350000.00 425240.67 Corporate Debt Securities BANK AMER CORP FR 3.5 9DJT3UXIJIZJI4WXO774 2027-04-23 3.559000 3000.00 3368.50 Corporate Debt Securities RABOBANK NEDERLAND GL DG3RU1DBUFHT4ZF9WN62 2026-06-24 1.339000 2500000.00 2507282.92 Corporate Debt Securities AMERICAN EXPRESS CR C 9ET6B8VCXWW51H8Z3M54 2021-05-05 2.250000 38000.00 38655.03 Corporate Debt Securities Federal Home Loan Mor 2029-03-15 0.000000 1000000.00 898092.00 Agency Debentures and Agency Strips BP CAP MKTS AMER INC 5493009NTB34VXE1T760 2025-04-06 3.194000 790000.00 865154.81 Corporate Debt Securities AGL CAP CORP SR GLBL E8CD46SWUD2TSN8PA636 2043-06-01 4.400000 265000.00 301981.93 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2023-11-13 3.500000 794000.00 870453.82 Corporate Debt Securities BPCE S A FR 3.25%0111 9695005MSX1OYEMGDF46 2028-01-11 3.250000 350000.00 387872.43 Corporate Debt Securities TENCENT HLDGS LTD FR 2030-06-03 2.390000 2500000.00 2520531.25 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2022-06-27 2.200000 200000.00 205500.67 Corporate Debt Securities HUNT COS INC SR SEC G 549300ODPWDNCH5TKM49 2026-02-15 6.250000 731000.00 680127.88 Corporate Debt Securities BRITISH COLUMBIA PROV 54930058TO7MEKUHWL16 2021-09-22 2.650000 500000.00 517831.94 Corporate Debt Securities TENCENT HLDGS LTD FR 2026-01-26 1.810000 1000000.00 1009677.50 Corporate Debt Securities AIB GROUP PLC FR 4.75 635400AKJBGNS5WNQL34 2023-10-12 4.750000 25000.00 27191.79 Corporate Debt Securities MORGAN STANLEY FR 3.6 IGJSJL3JD5P30I6NJZ34 2027-01-20 3.625000 9000.00 10250.74 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2038-10-17 6.300000 2517.00 56.25 Agency Collateralized Mortgage Obligation DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2026-03-11 4.900000 327000.00 380750.99 Corporate Debt Securities HUNTINGTON NB COLUMBU 2WHM8VNJH63UN14OL754 2022-08-07 2.500000 500000.00 523835.28 Corporate Debt Securities HYDRO-QUEBEC DB-HH TA 2029-12-01 8.500000 5000.00 8004.19 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2023-07-19 3.500000 385000.00 426523.32 Corporate Debt Securities WRKCO INC 4.2%32 549300JEB576INN13W07 2032-06-01 4.200000 261000.00 306323.52 Corporate Debt Securities BANK AMER CORP FR 5.6 9DJT3UXIJIZJI4WXO774 2020-07-01 5.625000 100000.00 102796.88 Corporate Debt Securities BPCE SR NON PFD MED T 2023-09-12 4.000000 525000.00 573074.25 Corporate Debt Securities MACQUARIE BK LTD SUB 2021-04-07 6.625000 167000.00 176892.13 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2022-03-22 0.906380 105.00 105.51 Corporate Debt Securities BANK NOVA SCOTIA B C L3I9ZG2KFGXZ61BMYR72 2022-09-19 2.450000 1096000.00 1151012.20 Corporate Debt Securities COOPERATIEVE RABOBANK DG3RU1DBUFHT4ZF9WN62 2026-07-21 3.750000 1400000.00 1566701.50 Corporate Debt Securities VISA INC SR GLBL NT 2 549300JZ4OKEHW3DPJ59 2025-12-14 3.150000 529000.00 589618.11 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2024-01-12 3.500000 398000.00 437212.29 Corporate Debt Securities LYB INTERNATIONAL FIN 549300J6QSW38QNOJK61 2043-07-15 5.250000 720000.00 905344.20 Corporate Debt Securities SUNCORP-METWAY LTD FR JEBU6C6ITPD2YZ9N7F22 2022-05-04 2.800000 42000.00 43403.45 Corporate Debt Securities ABB FIN USA INC SR GL 5493002Y01YAFV45F528 2022-05-08 2.875000 425000.00 443093.43 Corporate Debt Securities BARCLAYS BANK PLC GLB G5GSEF7VJP5I7OUK5573 2021-01-11 2.650000 450000.00 460080.12 Corporate Debt Securities SOFI CONSUMER LN PRGR 5493000RZZ85L9YT5K31 2028-02-25 3.240000 1.00 0.34 Asset-Backed Securities GENERAL ELEC CAP CORP 3C7474T6CDKPR9K6YT90 2023-01-09 3.100000 104000.00 110302.92 Corporate Debt Securities WELLS FARGO CO MTN BE PBLD0EJDB5FWOLXP3B76 2023-02-13 3.450000 61000.00 65562.14 Corporate Debt Securities ANHEUSER BUSCH INBEV 5493000EYEKDT0FBSQ91 2036-02-01 4.700000 919000.00 1075131.46 Corporate Debt Securities TORONTO DOMINION BK N 2022-10-22 3.350000 2245834.00 2346824.16 Corporate Debt Securities CANADA GOVT SR GLBL B 4BFD7AQU0A75QLAHK410 2022-01-25 2.625000 900000.00 943183.87 Other Instrument International debt TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2023-09-20 3.450000 6000.00 6576.38 Corporate Debt Securities TRINITY ACQUISITION P 549300FJZWZN6MJNGB63 2026-03-15 4.400000 353000.00 406826.62 Corporate Debt Securities WELLS FARGO CO NEW SU PBLD0EJDB5FWOLXP3B76 2024-01-16 4.480000 483000.00 545818.44 Corporate Debt Securities Federal Home Loan Mor 2031-03-15 0.000000 2000000.00 1730160.00 Agency Debentures and Agency Strips NISSAN AUTO REC TR 20 2024-07-15 1.930000 1.00 1.03 Asset-Backed Securities GE CAPITAL INTERNATIO 549300G6UZOB126GBY72 2035-11-15 4.418000 981000.00 1000936.37 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2028-01-11 3.050000 9000.00 10208.41 Corporate Debt Securities Federal Home Loan Mor 2030-01-15 0.000000 3904000.00 3447310.08 Agency Debentures and Agency Strips AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2023-07-14 3.450000 460000.00 502434.23 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2025-07-01 3.300000 270000.00 302120.55 Corporate Debt Securities PACCAR FINL CORP SR M PH3S12DWZBHHQKVYZ297 2023-04-06 2.650000 1747353.00 1852997.48 Corporate Debt Securities Federal Home Loan Mor 2031-01-15 0.000000 4375000.00 3793256.25 Agency Debentures and Agency Strips TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 2034-03-01 4.625000 2005000.00 2339049.43 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2022-06-30 3.150000 3061000.00 3111292.23 Corporate Debt Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-04-16 2.600000 7215.00 7767.99 Corporate Debt Securities KAISER FNDTN HOSP/HLT DW4Z57L3G4IRMHYZYK62 2047-05-01 4.150000 460000.00 607890.64 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2050-06-01 4.500000 500000.00 597422.50 Corporate Debt Securities TRANSCANADA CORP SR G 5BV01I6231JPDAPMGH09 2039-01-15 7.625000 60000.00 96543.47 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2026-09-09 2.300000 110000.00 117079.78 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2027-02-14 2.000000 2401000.00 2552996.64 Corporate Debt Securities RYDER SYS MTN BE FR 3 ZXJ6Y2OSPZXIVGRILD15 2021-11-15 3.450000 50000.00 51637.63 Corporate Debt Securities FIFTH THIRD BK CIN OH QFROUN1UWUYU0DVIWD51 2021-06-14 2.250000 200000.00 203404.00 Corporate Debt Securities MEDTRONIC INC SR GLBL D56MRZY2INAN94ZONZ37 2022-03-15 3.150000 257000.00 271830.83 Corporate Debt Securities ONTARIO TEACHERS FINA 2021-04-16 2.750000 600000.00 614293.67 Corporate Debt Securities SCHWAB CHARLES CORP P 549300VSGCJ7E698NM85 2099-01-01 4.625000 14000.00 13409.03 Corporate Debt Securities GENERAL MTRS FINL CO 2020-11-06 1.040880 330000.00 329201.48 Corporate Debt Securities MORGAN STANLEY VR 042 IGJSJL3JD5P30I6NJZ34 2024-05-08 1.667630 200000.00 201517.02 Corporate Debt Securities SOCIETE GENERALE LW T 2026-08-19 4.250000 520000.00 565268.74 Corporate Debt Securities CITIGROUP INC SUB NT 6SHGI4ZSSLCXXQSBB395 2024-08-05 4.000000 475000.00 525269.78 Corporate Debt Securities WPP FIN 2010 SR GLBL 549300OJB3S151W7KN44 2024-09-19 3.750000 471000.00 512052.75 Corporate Debt Securities MASSACHUSETTS MUT LIF 2070-10-15 3.729000 4071000.00 4227484.15 Corporate Debt Securities METROPOLITAN LIFE GLO 635400MMSOCXNNNZDZ82 2024-01-11 3.600000 32000.00 35500.48 Corporate Debt Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-05-14 3.050000 34000.00 37188.43 Corporate Debt Securities CC HLDGS GS V LLC/ CR 2023-04-15 3.849000 300000.00 325976.63 Corporate Debt Securities NATIONWIDE BLDG SOC S 2025-07-21 3.900000 525000.00 597678.38 Corporate Debt Securities AFLAC INC SR GLBL NT 549300N0B7DOGLXWPP39 2024-11-15 3.625000 936000.00 1062660.69 Corporate Debt Securities US BANK ASSN CINCINNA 6BYL5QZYBDK8S7L73M02 2023-07-24 3.400000 1170000.00 1282569.60 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2021-09-09 1.700000 620000.00 630665.03 Corporate Debt Securities NEWFOUNDLAND PROV CDA 2023-10-13 7.320000 51000.00 62843.05 Corporate Debt Securities BLACKROCK INC SR GLBL 549300LRIF3NWCU26A80 2029-04-30 3.250000 437000.00 503072.94 Corporate Debt Securities MID-AMERICA APTS LP S 2028-06-15 4.200000 250000.00 289987.50 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-09-11 3.250000 439000.00 485990.68 Corporate Debt Securities SOCIETE GENERALE NY L O2RNE8IBXP4R0TD8PU41 2026-08-19 4.250000 400000.00 434822.11 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2045-02-15 5.100000 500000.00 595227.50 Corporate Debt Securities COMMONWEALTH BK AUSTR 2023-03-16 1.020880 80000.00 80560.56 Corporate Debt Securities ALABAMA PWR CO SR -20 0RL818ELFOHP5JHOFU19 2039-03-01 6.000000 305000.00 452120.82 Corporate Debt Securities COVIDIEN INTL FIN S A 549300938QUWMPITJ642 2022-06-15 3.200000 400000.00 419937.33 Corporate Debt Securities SAXON ASSET SEC TR 20 2036-11-25 0.564500 442156.00 39.09 Asset-Backed Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2028-04-01 3.800000 35000.00 41112.56 Corporate Debt Securities 3M CO FR 2.25%031523 LUZQVYP4VS22CLWDAR65 2023-03-15 2.250000 208000.00 218477.48 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2024-11-07 3.500000 592000.00 602622.12 Corporate Debt Securities MORGAN STANLEY FR 3.1 IGJSJL3JD5P30I6NJZ34 2026-07-27 3.125000 36000.00 40090.36 Corporate Debt Securities AVALONBAY CMNTYS INC K9G90K85RBWD2LAGQX17 2022-09-15 2.950000 200000.00 209818.83 Corporate Debt Securities KEYBANK NATIONAL ASSO HUX2X73FUCYHUVH1BK78 2021-11-22 2.500000 250000.00 257652.22 Corporate Debt Securities BERKSHIRE HATHAWAY FI 549300RLHFT5RU20WM87 2048-08-15 4.200000 1005000.00 1293535.50 Corporate Debt Securities TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 2038-05-15 4.750000 851000.00 1008203.10 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2021-03-15 2.900000 4311000.00 4428424.45 Corporate Debt Securities QUEBEC PROV CDA SR GL 549300WN65YFEQH74Y36 2029-09-15 7.500000 36000.00 56331.90 Corporate Debt Securities AMAZON COM INC SR NT ZXTILKJKG63JELOEG630 2022-11-29 2.500000 2365000.00 2479780.02 Corporate Debt Securities AERCAP IRELAND CAPITA 2023-07-03 4.125000 585000.00 584158.33 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2021-04-08 1.900000 170000.00 172459.52 Corporate Debt Securities APPLE INC SR GLBL NT3 HWUPKR0MPOU8FGXBT394 2027-05-11 3.200000 633000.00 718616.77 Corporate Debt Securities CITIZENS BANK N A FR DRMSV1Q0EKMEXLAU1P80 2022-05-26 2.650000 250000.00 258835.69 Corporate Debt Securities BARRICK NORTH AMERICA 2043-05-01 5.750000 325000.00 458966.17 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2049-02-01 4.800000 420000.00 505191.40 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2025-12-15 3.625000 750000.00 848370.31 Corporate Debt Securities MACQUARIE GRP LTD SR 2021-01-14 6.250000 140000.00 148045.72 Corporate Debt Securities BARCLAYS BANK PLC LW G5GSEF7VJP5I7OUK5573 2021-06-12 10.179000 337000.00 365250.54 Corporate Debt Securities BANK AMER CORP SR NT 9DJT3UXIJIZJI4WXO774 2023-01-20 3.124000 858000.00 899908.53 Corporate Debt Securities CAPITAL ONE BK USA NA LKE37K2B8CFZUR7F9816 2023-02-15 3.375000 2010000.00 2137124.96 Corporate Debt Securities KGS-ALPHA SBA COOF 20 2036-08-25 2.200873 21420880.00 242403.07 Asset-Backed Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2035-05-11 4.125000 267000.00 323554.49 Corporate Debt Securities VOLKSWAGEN GROUP AMER 5493002SQ1AVQBY41K40 2025-11-13 4.625000 290000.00 332496.08 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2043-03-15 3.900000 250000.00 278586.25 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-04-28 3.500000 890000.00 965372.12 Corporate Debt Securities CITIGROUP INC FR 3.3% 6SHGI4ZSSLCXXQSBB395 2025-04-27 3.300000 30000.00 33112.35 Corporate Debt Securities QUEBEC PROV CDA SR DE 549300WN65YFEQH74Y36 2024-02-09 7.125000 75000.00 94126.97 Corporate Debt Securities BB&T CORP SR MEDIUM T 549300DRQQI75D2JP341 2024-10-26 2.850000 304000.00 329343.47 Corporate Debt Securities 3M CO FR 3.25%021424 LUZQVYP4VS22CLWDAR65 2024-02-14 3.250000 4000.00 4397.11 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2022-01-14 3.450000 1002000.00 1034272.75 Corporate Debt Securities UBS AG LONDON BRANCH BFM8T61CT2L1QCEMIK50 2048-06-26 4.500000 1050000.00 1457767.50 Corporate Debt Securities ALABAMA PWR CO SR -20 0RL818ELFOHP5JHOFU19 2047-12-01 3.700000 904000.00 1037738.26 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2028-03-23 0.000000 1400000.00 1281056.00 Agency Debentures and Agency Strips SOCIETE GENERALE MTN O2RNE8IBXP4R0TD8PU41 2030-01-22 3.000000 428000.00 441638.93 Corporate Debt Securities QUEBEC PROV CDA SR GL 549300WN65YFEQH74Y36 2026-04-20 2.500000 75000.00 82666.58 Corporate Debt Securities PRUDENTIAL INS CO AME X574KRZ6V5A7UBU45C31 2025-07-01 8.300000 1000000.00 1339209.44 Corporate Debt Securities HYDRO-QUEBEC SR DEB 9 6THEVG93PYJH84S4D167 2021-02-01 9.400000 1000.00 1090.78 Corporate Debt Securities MACQUARIE BK LTD VR 0 2020-07-29 1.960750 200000.00 200891.37 Corporate Debt Securities MANULIFE FINL CORP SR 5493007GBX87QOZACS27 2046-03-04 5.375000 353000.00 476931.04 Corporate Debt Securities AIRCASTLE LTD SR GLBL 549300PNK8AKY3OIKP58 2024-05-01 4.125000 630000.00 596232.26 Corporate Debt Securities U S BANCORP MTNS BK E N1GZ7BBF3NP8GI976H15 2024-09-11 3.600000 1000.00 1124.91 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2045-05-26 4.600000 40000.00 48986.58 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2025-04-06 2.375000 1750000.00 1869842.92 Corporate Debt Securities BANK AMER CHRLT NC MT B4TYDEB6GKMZO031MB27 2036-10-15 6.000000 796000.00 1145046.00 Corporate Debt Securities WELLS FARGO CO MTN BE 2021-01-22 3.000000 101000.00 103791.30 Corporate Debt Securities WELLS FARGO CO MTN BE PBLD0EJDB5FWOLXP3B76 2025-02-19 3.000000 994000.00 1082094.91 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2050-08-01 3.500000 1689492.00 1625442.42 Corporate Debt Securities REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 2043-09-15 6.150000 364000.00 452658.57 Corporate Debt Securities AMEREN ILL CO 1M GLBL RC71E2BZ6UOMFPDJSE79 2047-12-01 3.700000 480000.00 558336.27 Corporate Debt Securities AMERICREDIT AUTO RECV 2023-03-20 2.970000 223276.00 227461.76 Asset-Backed Securities ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2029-10-02 2.000000 9990.00 10768.71 Corporate Debt Securities EXPEDIA GROUP INC SR 2030-02-15 3.250000 293000.00 275495.45 Corporate Debt Securities CNH INDUSTRIAL N.V. F 549300WGC2HZ5J67V817 2027-11-15 3.850000 25000.00 26386.56 Corporate Debt Securities DUKE ENERGY FLA PROJ 2031-09-01 2.538000 382000.00 410825.53 Corporate Debt Securities MOODYS CORP SR NT 4.5 549300GCEDD8YCF5WU84 2022-09-01 4.500000 777000.00 845675.15 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2049-05-15 5.300000 811000.00 980640.93 Corporate Debt Securities CITIGROUP INC SR NT 5 6SHGI4ZSSLCXXQSBB395 2042-01-30 5.875000 309000.00 456389.65 Corporate Debt Securities SANTANDER UK PLC SUB PTCQB104N23FMNK2RZ28 2023-11-07 5.000000 1199000.00 1314764.78 Corporate Debt Securities PRESIDENT&FELLOW HARV 6S3X7J22E861RNTJSA74 2056-07-15 3.300000 371000.00 453334.17 Corporate Debt Securities REGIONS FINANCIAL COR CW05CS5KW59QTC0DG824 2022-08-14 2.750000 285000.00 300039.13 Corporate Debt Securities COLGATE PALMOLIVE CO YMEGZFW4SBUSS5BQXF88 2022-05-03 2.300000 19000.00 19731.72 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2027-08-01 2.100000 2180000.00 2148873.23 Corporate Debt Securities CITIBANK NA N Y SR GL E57ODZWZ7FF32TWEFA76 2022-05-20 2.844000 429000.00 438939.93 Corporate Debt Securities BANC AMER CMBS 2007-1 2049-01-15 0.485117 12078999.00 407.25 Private Label Collateralized Mortgage Obligations DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2022-07-05 0.550000 102000.00 102272.06 Corporate Debt Securities ASCENTIUM EQUIP RECV 2022-08-10 2.870000 90000.00 91148.53 Asset-Backed Securities WELLS FARGO BANK NATL KB1H1DSPRFMYMCUFXT09 2023-08-14 3.550000 6000.00 6581.95 Corporate Debt Securities COOF SECURITIZATION T 2038-06-25 0.000000 960728.00 28437.55 Asset-Backed Securities NEW YORK LIFE GBL FDG 635400DPNHEAUHB7ZI15 2025-06-24 0.950000 1000000.00 1002958.33 Corporate Debt Securities ENGS COML FIN TR 2016 2022-02-22 2.630000 30000.00 100.02 Asset-Backed Securities NGPL PIPECO LLC SR GL 549300K3NT1HSQFEM073 2037-12-15 7.768000 464000.00 569052.69 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2022-05-20 1.950000 53662.00 55002.30 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2036-07-15 8.100000 1636000.00 2199757.42 Corporate Debt Securities CONSOLIDATED EDISON C VZFZPMWDHTQCFKYOBP05 2054-12-01 4.625000 330000.00 425500.58 Corporate Debt Securities U S BANCORP MTNS BK E N1GZ7BBF3NP8GI976H15 2024-02-05 3.375000 177000.00 195766.20 Corporate Debt Securities QUEBEC PROV CDA VR 09 2020-09-21 0.436380 399999.00 400185.79 Corporate Debt Securities PNC BK N A PITTSBURGH AD6GFRVSDT01YPT1CS68 2023-06-08 3.500000 374000.00 405105.16 Corporate Debt Securities ROYAL BK CDA SR SEC G 2022-09-23 1.900000 50000.00 51671.47 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2022-12-01 1.900000 886183.00 915923.79 Corporate Debt Securities WELLS FARGO CO MTN BE PBLD0EJDB5FWOLXP3B76 2043-11-02 5.375000 55000.00 74775.78 Corporate Debt Securities RYDER SYS MTN BE FR 2 ZXJ6Y2OSPZXIVGRILD15 2022-09-01 2.500000 200000.00 207154.78 Corporate Debt Securities Federal Home Loan Mor 2032-07-15 0.000000 4176000.00 3511306.08 Agency Debentures and Agency Strips BP CAP MKTS AMER INC 5493009NTB34VXE1T760 2028-11-06 4.234000 267000.00 311535.87 Corporate Debt Securities ATHENE GLOBAL FUNDING 549300LM1QSI4MSIL320 2024-06-25 2.750000 365000.00 370461.11 Corporate Debt Securities BANQUE FED DU CRED MU 2020-07-20 2.200000 50000.00 50537.89 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2044-03-15 4.850000 908000.00 1065516.06 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2023-10-10 3.625000 7000.00 7669.73 Corporate Debt Securities COMERICA BANK SUB NT 70WY0ID1N53Q4254VH70 2025-07-27 4.000000 1825000.00 2009836.00 Corporate Debt Securities CATERPILLAR FINL SVCS 2020-11-13 2.500000 4619000.00 4670843.14 Corporate Debt Securities BANK AMER CORP SR NT 9DJT3UXIJIZJI4WXO774 2038-04-24 4.244000 325000.00 398508.72 Corporate Debt Securities SANTANDER HOLDINGS US 549300SMVCQN2P0O6I58 2025-07-17 4.500000 284000.00 313003.50 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2077-08-16 4.875000 430000.00 379327.01 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2022-06-01 2.850000 3200000.00 3344242.67 Corporate Debt Securities BAYER US FIN II LLC 4 529900XWNEXYNJ3X6T40 2048-06-25 4.875000 215000.00 273640.62 Corporate Debt Securities BANK NOVA SCOTIA B C L3I9ZG2KFGXZ61BMYR72 2023-05-01 1.625000 350024.00 359432.74 Corporate Debt Securities BNP PARIBAS FR 3.375% R0MUWSFPU8MPRO8K5P83 2025-01-09 3.375000 250000.00 274300.31 Corporate Debt Securities US BANK ASSN CINCINNA 6BYL5QZYBDK8S7L73M02 2025-01-21 2.050000 50000.00 53471.71 Corporate Debt Securities BPCE SA FR 2.65%02032 9695005MSX1OYEMGDF46 2021-02-03 2.650000 250000.00 255952.71 Corporate Debt Securities GLAXOSMITHKLINE CAP P 549300U0LV41VX7LEP38 2022-05-08 2.850000 501000.00 524685.61 Corporate Debt Securities BANK AMER CORP VR 020 2026-02-05 1.310880 28000.00 27766.18 Corporate Debt Securities EAST OHIO GAS CO SR G BC95Y6MXLT75BGO7UM71 2050-06-15 3.000000 1000000.00 997356.67 Corporate Debt Securities WELLS FARGO & CO FR 5 PBLD0EJDB5FWOLXP3B76 2051-04-04 5.013000 38000.00 53020.36 Corporate Debt Securities BANK AMER CORP FR 4%0 9DJT3UXIJIZJI4WXO774 2025-01-22 4.000000 941000.00 1053577.06 Corporate Debt Securities HARTFORD FINL SVCS GR IU7C3FTM7Y3BQM112U94 2029-08-19 2.800000 430000.00 459007.32 Corporate Debt Securities PNC BK N A PITTSBURGH AD6GFRVSDT01YPT1CS68 2022-07-28 2.450000 56000.00 58684.89 Corporate Debt Securities GOLDMAN SACHS GROUP 2 784F5XWPLTWKTBV3E584 2022-10-31 2.876000 574000.00 591198.95 Corporate Debt Securities SOCIETE GENERALE SUB 2045-11-24 5.625000 1830000.00 2278615.35 Corporate Debt Securities AMERICAN INTL GROUP I ODVCVCQG2BP6VHV36M30 2055-01-15 4.375000 516000.00 606868.67 Corporate Debt Securities HSBC HLDGS PLC SR GLB MLU0ZO3ML4LN2LL2TL39 2026-06-04 2.099000 1646000.00 1661449.26 Corporate Debt Securities FLORIDA PWR & LT CO 1 A89MY1K3YLIGJMYWVX50 2025-04-01 2.850000 742000.00 818806.28 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2038-07-22 3.971000 402000.00 483693.75 Corporate Debt Securities NORTH CAROLINA ST ED 2041-07-25 1.891000 969996.00 304661.65 Other Instrument Municipal debt DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2023-10-12 3.650000 821000.00 909362.86 Corporate Debt Securities MACQUARIE GRP LTD SR 2028-11-28 3.763000 50000.00 53986.74 Corporate Debt Securities FLORIDA POWER CORP 1M 7MOHLM3DKE63RX2ZCN83 2037-09-15 6.350000 403000.00 594574.45 Corporate Debt Securities ANGLO AMERICAN CAPITA TINT358G1SSHR3L3PW36 2027-09-11 4.000000 266000.00 287900.08 Corporate Debt Securities SUNTRUST BK ATL SR MD JJKC32MCHWDI71265Z06 2022-08-01 2.450000 150000.00 156889.54 Corporate Debt Securities SANTANDER HOLDINGS US 549300SMVCQN2P0O6I58 2026-10-05 3.244000 500000.00 521229.72 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2025-04-09 4.350000 110000.00 117021.02 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2025-09-01 1.450000 148000.00 152469.89 Corporate Debt Securities ALBERTA PROV CDA GLBL LQPXMHHNJKIPJYE53543 2024-11-13 1.875000 19984.00 21011.14 Corporate Debt Securities ROYAL BK CDA SR SEC G ES7IP3U3RHIGC71XBU11 2021-10-22 3.350000 1315513.00 1372840.13 Corporate Debt Securities BANK NOVA SCOTIA B C L3I9ZG2KFGXZ61BMYR72 2024-02-11 3.400000 2000000.00 2194975.56 Corporate Debt Securities NORDEA BK AB EURO MTN 2023-08-30 3.750000 385000.00 418201.76 Corporate Debt Securities BURLINGTON NORTHN SAN 2046-08-01 3.900000 915000.00 1106611.67 Corporate Debt Securities SOCIETE GENERALE MTN 2027-01-12 4.000000 2661000.00 2961684.13 Corporate Debt Securities HSBC HLDGS PLC ALT TI MLU0ZO3ML4LN2LL2TL39 2099-12-31 6.875000 2048000.00 2089324.94 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2022-02-07 2.600000 220000.00 229347.31 Corporate Debt Securities WYETH CR SEN SR GLBL2 549300Q9GR3WRH4N4836 2024-02-01 6.450000 369000.00 454702.40 Corporate Debt Securities AFLAC INC SR GLBL NT3 549300N0B7DOGLXWPP39 2030-04-01 3.600000 809000.00 948414.97 Corporate Debt Securities SILVERSEA CRUISE FINA 2025-02-01 7.250000 541000.00 524887.37 Corporate Debt Securities KGS-ALPHA SBA COOF TR 2038-08-25 0.982512 121608003.00 292017.26 Asset-Backed Securities DANSKE BK AS 144A FR 2028-06-12 4.375000 481000.00 537992.49 Corporate Debt Securities NORDEA BK AB MTN 144A 529900ODI3047E2LIV03 2023-08-30 3.750000 1652000.00 1794465.73 Corporate Debt Securities BARCLAYS PLC ALT TIER 213800LBQA1Y9L22JB70 2099-01-01 7.750000 43708.00 44504.76 Corporate Debt Securities COMMONWEALTH BK AUSTR 2023-03-16 3.450000 100000.00 108565.67 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2043-02-15 4.450000 109000.00 121842.11 Corporate Debt Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 3714000.00 2824380.94 Corporate Debt Securities MASSMUTUAL GLBL FDG I 549300K1IE3K7YU6VG29 2024-04-09 3.600000 1250000.00 1397075.00 Corporate Debt Securities 3M CO FR 3.625%091428 LUZQVYP4VS22CLWDAR65 2028-09-14 3.625000 100000.00 117361.36 Corporate Debt Securities RYDER SYS MTN BE FR 2 ZXJ6Y2OSPZXIVGRILD15 2024-09-01 2.500000 5000.00 5193.57 Corporate Debt Securities PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 2022-09-15 3.500000 150000.00 159443.75 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2025-02-15 3.750000 857000.00 959867.85 Corporate Debt Securities COMCAST CORP NEW SR N 51M0QTTNCGUN7KFCFZ59 2044-03-01 4.750000 1279000.00 1694497.72 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2021-10-15 3.150000 185000.00 192772.31 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2026-07-30 1.850000 17000.00 17732.50 Corporate Debt Securities TMX FIN LLC/TITLEMAX 2023-04-01 11.125000 4349000.00 3751027.60 Corporate Debt Securities MORGAN STANLEY FR 2.7 IGJSJL3JD5P30I6NJZ34 2022-05-19 2.750000 525000.00 546814.77 Corporate Debt Securities TRAVELERS COMPANIES I 549300Y650407RU8B149 2049-03-04 4.100000 260000.00 330020.89 Corporate Debt Securities PACIFICORP 1MT 5.75% SGY07Y7FNYBNLM6Z1M11 2037-04-01 5.750000 218000.00 301994.37 Corporate Debt Securities CCG RECV TRUST 2019-2 2027-03-14 2.110000 499999.00 505908.38 Asset-Backed Securities CONSUMERS ENERGY CO 1 7NKTFWJ1G6MELP9TU740 2049-04-15 4.350000 360000.00 479517.30 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2078-02-15 5.375000 461000.00 421887.03 Corporate Debt Securities THOMSON REUTERS CORP. 549300561UZND4C7B569 2040-04-15 5.850000 55000.00 69241.56 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2030-05-15 0.000000 3385000.00 2977039.80 Agency Debentures and Agency Strips CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2021-09-07 3.150000 200000.00 208351.50 Corporate Debt Securities QUEBEC PROV CDA SR DE 2023-07-15 7.500000 170000.00 210618.95 Corporate Debt Securities GEORGIA PWR CO SR GLB 2040-09-01 4.750000 700000.00 864913.97 Corporate Debt Securities DIGITAL RLTY TR LP SR CD4SPTZ3YBTHY0C1AH38 2028-07-15 4.450000 233000.00 283597.31 Corporate Debt Securities WHIRLPOOL CORP SERA M 2022-06-01 4.700000 250000.00 268591.53 Corporate Debt Securities JP MORGAN COM MTG 200 2041-07-15 0.512000 20857.00 0.03 Private Label Collateralized Mortgage Obligations COMM 2003-LNB1 X-1 20 2038-06-10 1.408927 851.00 0.01 Private Label Collateralized Mortgage Obligations ANHEUSER BUSCH INBEV 2039-01-15 8.200000 721000.00 1161612.71 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-08-11 3.450000 366000.00 401743.86 Corporate Debt Securities RYDER SYS MTN BE FR 2 ZXJ6Y2OSPZXIVGRILD15 2021-09-01 2.250000 100000.00 101995.75 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2050-05-15 4.650000 256000.00 289337.60 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2022-09-08 2.150000 200000.00 208105.78 Corporate Debt Securities BANK AMER CORP SR NT 9DJT3UXIJIZJI4WXO774 2028-01-20 3.824000 400000.00 460394.22 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2077-08-16 5.250000 318000.00 302001.95 Corporate Debt Securities BROOKLYN UN GAS CO SR 2046-03-10 4.504000 326000.00 406943.26 Corporate Debt Securities WELLS FARGO CO MTN BE PBLD0EJDB5FWOLXP3B76 2046-06-14 4.400000 5000.00 5979.73 Corporate Debt Securities BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 2023-04-12 3.848000 400000.00 428434.93 Corporate Debt Securities MORGAN STANLEY FR 2.7 IGJSJL3JD5P30I6NJZ34 2025-07-22 2.720000 22000.00 23573.83 Corporate Debt Securities ONTARIO TEACHERS FINA 2022-09-19 2.125000 480000.00 500684.07 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2028-07-22 3.591000 283000.00 321708.88 Corporate Debt Securities SUNTRUST BKS INC SR G 549300DRQQI75D2JP341 2022-01-27 2.700000 400000.00 417118.00 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2020-11-27 2.450000 40000.00 40347.83 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-05-15 3.400000 29000.00 31910.44 Corporate Debt Securities DAIMLER FINANCE NORTH 549300423Z16BB673J12 2021-07-06 2.000000 1000000.00 1017326.67 Corporate Debt Securities CREDIT ACCEPT AUTO TR 2028-06-15 3.940000 249999.00 257591.14 Asset-Backed Securities AUSTRALIA & NEW ZEALA JHE42UYNWWTJB8YTTU19 2021-11-23 2.550000 250000.00 258257.71 Corporate Debt Securities DEUTSCHE BK AG N Y BR 7LTWFZYICNSX8D621K86 2021-01-22 3.150000 280000.00 285105.80 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2025-05-15 1.450000 3140000.00 3239169.05 Corporate Debt Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 6146.00 0.06 Asset-Backed Securities PRESIDENT&FELLOW HARV 6S3X7J22E861RNTJSA74 2046-07-15 3.150000 406000.00 471848.13 Corporate Debt Securities METLIFE INC EXT SB 14 2068-04-08 9.250000 600000.00 851141.67 Corporate Debt Securities DAIMLER FINANCE NORTH 549300423Z16BB673J12 2021-09-15 3.875000 500000.00 520981.04 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2024-11-07 2.000000 2723000.00 2863491.67 Corporate Debt Securities QUEBEC PROV CDA SR GL 549300WN65YFEQH74Y36 2030-05-28 1.350000 440000.00 448795.60 Corporate Debt Securities TOYOTA MTR CRD CORP M Z2VZBHUMB7PWWJ63I008 2021-09-15 3.400000 120000.00 125457.20 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2041-08-16 4.375000 100000.00 126888.47 Corporate Debt Securities ERP OPER LTD PARTNERS DX5HQV5MLU50FEWZ5072 2023-04-15 3.000000 330000.00 349704.30 Corporate Debt Securities SCHLUMBERGER INVT SA 529900EZ29I5KXPV2J32 2023-12-01 3.650000 402000.00 433082.75 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2021-11-06 4.200000 321000.00 331198.17 Corporate Debt Securities KINDER MORGAN ENERGY 549300PDHUGWPWGOT525 2038-01-15 6.950000 261000.00 358930.90 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2028-06-05 3.691000 375000.00 420961.20 Corporate Debt Securities Federal Home Loan Mor 2032-01-15 0.000000 4373000.00 3706423.61 Agency Debentures and Agency Strips BANK AMER CORP FR 4.4 9DJT3UXIJIZJI4WXO774 2026-03-03 4.450000 145000.00 168667.26 Corporate Debt Securities AVOLON HLDGS FDG LTD 635400ZRKEX9L1BKCH30 2023-10-01 5.125000 606000.00 562626.81 Corporate Debt Securities ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2024-01-29 3.050000 1.00 1.10 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2025-05-11 3.250000 989000.00 1099702.34 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2028-04-13 4.000000 10000.00 11621.56 Corporate Debt Securities NOVA SCOTIA PROV CDA 2022-04-01 8.750000 85000.00 98456.52 Corporate Debt Securities QUEBEC PROV CDA SR QM 549300WN65YFEQH74Y36 2023-02-13 2.625000 480000.00 511732.60 Corporate Debt Securities RABOBANK NEDERLAND GL DG3RU1DBUFHT4ZF9WN62 2024-07-22 2.625000 1858000.00 1995270.59 Corporate Debt Securities UNILEVER CAP CORP GTD MYF1DAS6G5WY7PRWCU78 2021-02-10 4.250000 350000.00 364107.72 Corporate Debt Securities METLIFE CAPITAL TRUST 2067-12-15 7.875000 1344000.00 1721370.00 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2020-12-14 2.500000 1127000.00 1139161.58 Corporate Debt Securities POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2027-03-01 5.750000 233000.00 245001.12 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2028-01-10 4.337000 2175000.00 2466950.85 Corporate Debt Securities DANSKE BK AS REGS FR 2024-01-12 5.375000 1875000.00 2135425.00 Corporate Debt Securities DOW CHEM CO CR SEN SR ZQUIP1CSZO8LXRBSOU78 2039-05-15 9.400000 569000.00 953001.03 Corporate Debt Securities DEUTSCHE TELEKOM INTL 2028-06-21 4.375000 1979000.00 2341936.23 Corporate Debt Securities CANADIAN PAC RY CO NE 54930036474DURYNB481 2025-02-01 2.900000 256000.00 280576.71 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0020 225000000.00 225000000.00 0.0029 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.370 0RH002JE9 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INDYMAC INDX 2006-FLX 2036-11-25 0.394500 3100000.00 424019.81 Private Label Collateralized Mortgage Obligations DT AUTO OWNER TR 2019 549300XVMF0FUK76JG97 2024-11-15 3.870000 659788.00 680676.56 Asset-Backed Securities WFRBS COML MTG TR 201 2045-03-17 2.695000 9020000.00 729637.47 Private Label Collateralized Mortgage Obligations SLC STUDENT LN TR 200 2039-09-15 0.473380 829999.00 781589.51 Asset-Backed Securities FBR SEC TRUST 2005-5 2035-11-25 3.559500 77.00 0.04 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 0.564500 1033573.00 91.37 Asset-Backed Securities JEFFERIES FINANCE LLC 2026-06-03 6.250000 536680.00 499131.03 Corporate Debt Securities ACE SECS HEQ 2007-HE4 2037-05-25 0.314500 15025990.00 350404.10 Asset-Backed Securities NATIXIS COM MTG SEC 2 2039-05-17 3.622000 400000.00 438030.69 Private Label Collateralized Mortgage Obligations FIRSTKEY MTG TR 2014- 2044-11-25 4.010150 5148000.00 4218385.59 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2049-04-12 1.907331 8592000.00 634443.43 Private Label Collateralized Mortgage Obligations SANTANDER RETAIL AUTO 2023-08-21 2.580000 660000.00 666756.20 Asset-Backed Securities NAVIENT PRIV ED LN TR 2069-01-15 2.770000 466870.00 455110.56 Asset-Backed Securities GS MTG SECS TR 2014-G 2047-06-12 3.516000 800000.00 497359.35 Private Label Collateralized Mortgage Obligations PSMC TR 2018-1 A-3 20 2048-02-25 3.500000 2260000.00 1128018.07 Private Label Collateralized Mortgage Obligations CWABS INC 2006-6 2-A- 2036-09-25 0.464500 1500000.00 345015.87 Asset-Backed Securities BANC AMER CMBS 2006-3 2044-07-10 0.105249 150000000.00 616.86 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2017-2 2057-04-25 4.142145 1361291.00 1392906.61 Private Label Collateralized Mortgage Obligations WORLD FIN NET CCMT 20 2026-04-15 3.040000 139323.00 140632.45 Asset-Backed Securities NISSAN AUTO LEASE TR 2024-07-15 2.780000 500000.00 512056.17 Asset-Backed Securities EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 0.984500 1.00 0.06 Asset-Backed Securities GS MTG SECS TR 2017-G 2050-03-11 0.956323 18200000.00 836531.98 Private Label Collateralized Mortgage Obligations SANTANDER RETAIL AUTO 2023-08-21 2.580000 29.00 29.30 Asset-Backed Securities CCG RECV TRUST 2019-1 2026-09-14 3.220000 505000.00 497198.82 Asset-Backed Securities SAXON ASSET SEC CO 20 2031-11-25 1.984500 28268000.00 1105721.41 Asset-Backed Securities JP MORGAN MTG TR 2007 2037-06-25 6.750000 6000000.00 772460.80 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 201 2054-12-11 3.585300 300000.00 330915.05 Private Label Collateralized Mortgage Obligations POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2027-03-01 5.750000 2000.00 2103.01 Corporate Debt Securities CONSECO FIN SECS 2002 2032-04-15 2.934750 11250000.00 428337.80 Asset-Backed Securities COMM MTG TR 2014-CCRE 2047-02-12 4.843626 450000.00 483871.86 Private Label Collateralized Mortgage Obligations ASCENTIUM EQUIP RECV 2022-08-10 2.870000 490000.00 496253.11 Asset-Backed Securities NAVIENT PRIV ED LN TR 2042-02-18 3.680000 28.00 28.53 Asset-Backed Securities CF MORTGAGE TR 2019-C 2052-05-17 2.854600 684881.00 624672.64 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 200 2035-10-25 1.054500 700000.00 625777.92 Asset-Backed Securities KGS ALPHA SBA COOF TR 2035-03-25 2.317504 26.00 0.33 Asset-Backed Securities COMM 2003-LNB1 X-1 20 2038-06-10 1.408927 87295453.00 693.63 Private Label Collateralized Mortgage Obligations FIELDSTONE MTG INV 20 2037-04-25 0.000000 27380.00 0.27 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2026-08-17 3.210000 250000.00 252381.63 Asset-Backed Securities NATIXIS COMM MTG TR 2 2038-08-17 3.885000 700000.00 756111.71 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2017 2050-05-17 3.599000 420000.00 470548.76 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 2020-07-07 2020-07-07 2020-07-13 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 0.0037 20000000.00 20000000.00 0.0003 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.400 0RH002J33 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEERE & CO SR GLBL NT PWFTNG3EI0Y73OXWDH08 2025-04-15 2.750000 4000.00 4398.38 Corporate Debt Securities Federal National Mort 2033-06-01 3.595000 1024.00 2.72 Agency Mortgage-Backed Securities KGS-ALPHA SBA COOF TR 2039-05-25 0.628694 2.00 0.01 Asset-Backed Securities Government National M 2040-05-15 3.750000 50000.00 57057.60 Agency Mortgage-Backed Securities FRESB MTG TR 2019-SB6 2039-02-25 2.950000 214212.00 217414.78 Agency Collateralized Mortgage Obligation FIELDSTONE MTG INV 20 2037-04-25 0.000000 2221.00 0.02 Asset-Backed Securities Federal Home Loan Mor 2027-03-01 3.859000 73503835.00 57150.21 Agency Mortgage-Backed Securities NEW RES MTG LN TR 201 2049-04-25 3.599870 1861000.00 1253413.55 Private Label Collateralized Mortgage Obligations BRITISH COLUMBIA PROV 54930058TO7MEKUHWL16 2026-06-02 2.250000 13000.00 14159.73 Corporate Debt Securities BARCLAYS PLC ALT TIER 213800LBQA1Y9L22JB70 2099-01-01 7.750000 1191399.00 1213117.21 Corporate Debt Securities CITIGRP COML MTG TR 2 2058-09-12 3.778000 600000.00 666419.63 Private Label Collateralized Mortgage Obligations EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 0.984500 2.00 0.12 Asset-Backed Securities MS BOFA ML TRUST 2015 2047-12-17 3.473000 1564000.00 1702410.39 Private Label Collateralized Mortgage Obligations Federal National Mort 2032-06-01 2.859000 1024.00 2.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-10-01 4.415000 1024.00 1.96 Agency Mortgage-Backed Securities Federal National Mort 2041-09-01 4.010000 629580.00 26724.24 Agency Mortgage-Backed Securities CANADIAN PACER AUTO R 2021-06-21 3.000000 2.00 0.10 Asset-Backed Securities Federal Home Loan Mor 2033-05-01 2.723000 1024.00 2.24 Agency Mortgage-Backed Securities Government National M 2050-03-20 3.000000 108511.00 114018.00 Agency Mortgage-Backed Securities Government National M 2046-12-15 2.550000 286035.00 306000.58 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2027-07-01 2.690000 1070.00 1.10 Agency Mortgage-Backed Securities KGS ALPHA SBA COOF TR 2035-03-25 2.317504 5.00 0.06 Asset-Backed Securities Government National M 2070-05-20 2.855000 8144.00 8799.47 Agency Mortgage-Backed Securities COMM MTG TR 2015-CCRE 2048-08-12 3.505000 1455000.00 1279533.82 Private Label Collateralized Mortgage Obligations CF MORTGAGE TR 2019-C 2052-05-17 1.303040 18427000.00 1394539.01 Private Label Collateralized Mortgage Obligations SAXON ASSET SEC TR 20 2036-11-25 0.564500 94732.00 8.37 Asset-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-06-01 2.000000 10159.00 10387.84 Agency Mortgage-Backed Securities KGS-ALPHA SBA COOF TR 2038-08-25 0.982512 5.00 0.01 Asset-Backed Securities Government National M 2050-06-20 3.000000 203104.00 215866.38 Agency Mortgage-Backed Securities ICON BRAND HLDGS LLC 2043-01-25 4.229000 3.00 0.83 Asset-Backed Securities Government National M 2050-05-20 5.000000 27464.00 30800.42 Agency Mortgage-Backed Securities GLS AUTO RECV TR 2019 2023-01-17 3.370000 1.00 0.27 Asset-Backed Securities SANTANDER DRIVE AUTO 2022-02-15 2.280000 1.00 0.35 Asset-Backed Securities NORTH CAROLINA ST ED 2041-07-25 1.891000 2.00 0.63 Other Instrument Municipal debt HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 2025-05-01 6.875000 139464.00 153735.93 Corporate Debt Securities KGS-ALPHA SBA COOF 20 2036-08-25 2.200873 43.00 0.49 Asset-Backed Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2023-02-23 3.200000 3.00 3.22 Corporate Debt Securities Federal National Mort 2026-07-01 3.560000 1000.00 1.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-02-01 3.779000 1001.00 2.62 Agency Mortgage-Backed Securities Federal National Mort 2041-05-01 2.625000 1000.00 1.49 Agency Mortgage-Backed Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2022-03-22 0.906380 17003965.00 17086798.42 Corporate Debt Securities COOF SECURITIZATION T 2038-06-25 0.000000 1310993.00 38805.39 Asset-Backed Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-04-16 2.600000 2.00 2.15 Corporate Debt Securities MANITOBA PROV CDA GLB 5493003QILFOB3JRKE30 2022-05-04 2.125000 575000.00 593840.19 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 2020-07-06 2020-07-06 2020-07-06 Y BMO CAPITAL MARKETS CORP 1.0000 6 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 0.0040 25000000.00 25000000.00 0.0003 N N Y N BNP PARIBAS BNP PARIBAS 0.260 0BNP01FY4 R0MUWSFPU8MPRO8K5P83 0000310732 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEW RESI MTG TR 2017- 2057-05-25 5.282356 9364742.00 4826149.82 Private Label Collateralized Mortgage Obligations CREDIT SUISSE GROUP S 549300506SI9CRFV9Z86 2029-01-12 3.869000 6825712.00 7651318.27 Corporate Debt Securities UBS AG STAMFORD BRH S BFM8T61CT2L1QCEMIK50 2022-08-17 7.625000 60602000.00 69275972.68 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2023-09-12 3.875000 51075000.00 55617355.13 Corporate Debt Securities POLAND REP SR GLBL NT 259400R9L8QEP0TPXS31 2023-03-17 3.000000 1250000.00 1333604.17 Other Instrument International debt BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2029-05-16 4.972000 51300000.00 60482027.40 Corporate Debt Securities CITIGROUP MTG LN TR 2 2066-01-25 4.000000 67744.00 41898.32 Private Label Collateralized Mortgage Obligations UNITED MEXICAN STS MT 254900EGTWEU67VP6075 2044-03-08 4.750000 3000000.00 3180833.33 Other Instrument International debt URUGUAY REP GLBL SINK 549300RDR012H2V82H43 2031-01-23 4.375000 150070.00 177319.69 Other Instrument International debt JP MRGN CHASE COM TR 2037-01-16 2.045130 1364582.00 1238133.46 Private Label Collateralized Mortgage Obligations SANTANDER HOLDINGS US 549300SMVCQN2P0O6I58 2025-07-17 4.500000 10531000.00 11606478.38 Corporate Debt Securities 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 2020-07-07 2020-07-07 2020-07-07 N N N 0.0026 205000000.00 205000000.00 0.0026 N N Y N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.517 05586FQK6 R0MUWSFPU8MPRO8K5P83 US05586FQK65 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 2020-07-03 2020-10-05 2020-10-05 N N N 0.0154 180000000.00 180000000.00 0.0023 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.495 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 2020-07-07 2020-07-07 2020-07-07 N N N 0.0050 108000000.00 108000000.00 0.0014 N N Y N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.453 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 2020-07-02 2020-08-03 2020-08-03 N N N 0.0046 150000000.00 150000000.00 0.0019 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.537 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 2020-07-07 2020-07-07 2020-07-07 N N N 0.0156 108000000.00 108000000.00 0.0014 N N Y N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.400 05586FE37 US05586FE376 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 2021-03-03 2021-03-03 2021-03-03 N N N 0.0040 553180388.60 553180388.60 0.0071 N N N N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 0.090 0SB001WK6 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2065-07-20 4.530000 1034175.02 962186.65 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 4.000000 16737648.76 12519569.38 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 12134007.26 12887895.61 Agency Mortgage-Backed Securities Government National M 2070-05-20 2.627000 250225.55 261985.70 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.410000 456340.75 372347.47 Agency Mortgage-Backed Securities Government National M 2070-03-20 4.485000 1093216.24 941789.93 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.401000 1193706.09 1249200.80 Agency Mortgage-Backed Securities Federal Home Loan Mor 2030-05-01 2.500000 28034135.56 12642563.81 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.589000 3780541.35 4004267.36 Agency Mortgage-Backed Securities Federal National Mort 2058-05-01 4.000000 11625386.67 10309773.25 Agency Mortgage-Backed Securities Government National M 2069-12-20 3.684000 2890423.04 3220798.00 Agency Mortgage-Backed Securities Government National M 2069-05-20 4.352000 741767.00 852781.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-12-01 4.500000 8640185.00 6516082.80 Agency Mortgage-Backed Securities Government National M 2070-05-20 1.304000 889500.23 899696.08 Agency Mortgage-Backed Securities Government National M 2065-01-20 4.547000 665530.62 671541.80 Agency Mortgage-Backed Securities Government National M 2066-11-20 4.539000 803798.37 888378.67 Agency Mortgage-Backed Securities Government National M 2069-06-20 4.212000 3767317.23 4174092.23 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.416000 2177369.29 2341604.71 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.131000 2434076.96 2627051.76 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.857000 3148976.48 3386490.52 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.912000 254596.94 253045.73 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 4.000000 9857359.11 10478897.37 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.697000 12594168.89 12661826.62 Agency Mortgage-Backed Securities Federal National Mort 2050-02-01 3.500000 12793536.76 13228681.58 Agency Mortgage-Backed Securities Government National M 2064-10-20 4.600000 910291.75 651187.58 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.920000 5962290.26 6678622.60 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.500000 11326364.04 11885454.76 Agency Mortgage-Backed Securities Government National M 2061-06-20 4.847000 395505.34 206181.19 Agency Mortgage-Backed Securities Government National M 2059-12-20 1.543000 72658.67 21468.91 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.141000 1847041.68 1930070.36 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 2.684000 12836364.44 11760565.25 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.807000 2423214.97 2655136.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-03-01 4.000000 35427880.51 10636897.92 Agency Mortgage-Backed Securities Government National M 2068-06-20 4.271000 702718.29 732419.64 Agency Mortgage-Backed Securities Government National M 2068-12-20 3.682000 668349.05 651691.81 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.491000 653928.00 506800.76 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 3.500000 12734798.28 13327036.62 Agency Mortgage-Backed Securities Federal National Mort 2036-03-01 3.000000 14895026.67 11999609.81 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-05-01 3.000000 15123417.08 11424143.07 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.501000 1430194.55 1551480.60 Agency Mortgage-Backed Securities Government National M 2059-10-20 1.610000 48439.11 10566.24 Agency Mortgage-Backed Securities Government National M 2065-09-20 4.665000 80651.12 65459.64 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-10-01 3.000000 18585602.54 13585221.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 3.000000 26985292.20 28617596.55 Agency Mortgage-Backed Securities Government National M 2065-10-20 2.943000 637639.38 484353.91 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.403000 3812351.07 4157419.00 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 16305224.34 13332579.96 Agency Mortgage-Backed Securities Federal National Mort 2043-10-01 3.500000 12933527.97 11359776.21 Agency Mortgage-Backed Securities Government National M 2066-02-20 4.564000 338088.04 297184.85 Agency Mortgage-Backed Securities Government National M 2070-04-20 4.010000 264865.30 282978.03 Agency Mortgage-Backed Securities Government National M 2067-05-20 4.700000 88885.77 101759.66 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.266000 550429.12 440728.13 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-03-01 4.000000 17950868.06 10327110.54 Agency Mortgage-Backed Securities Government National M 2064-11-20 4.626000 776430.51 706392.39 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-02-01 3.000000 10735318.00 11196808.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-05-01 4.000000 12596552.34 12147348.30 Agency Mortgage-Backed Securities Government National M 2067-03-20 4.511000 152341.00 177398.60 Agency Mortgage-Backed Securities Federal National Mort 2050-01-01 3.500000 12109777.78 13022145.94 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.239000 907137.64 987007.79 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.964000 2321022.50 2333029.17 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-10-01 3.500000 23279511.53 11052630.59 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-06-01 2.000000 12719206.70 13174504.84 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 4.000000 11830260.37 10975800.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-12-01 5.000000 12713705.23 12327061.83 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.980000 298331.16 316253.66 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2048-06-01 4.000000 15330978.67 10051122.23 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.127000 2439059.65 2616104.18 Agency Mortgage-Backed Securities Government National M 2069-12-20 3.868000 5748196.90 6476862.38 Agency Mortgage-Backed Securities Federal National Mort 2048-05-01 2.705000 13349852.20 12202214.43 Agency Mortgage-Backed Securities Government National M 2059-12-20 1.580000 217976.00 96535.03 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.197000 4871857.33 5463138.43 Agency Mortgage-Backed Securities Federal National Mort 2048-08-01 4.500000 16130950.59 12493288.31 Agency Mortgage-Backed Securities Government National M 2058-08-20 1.261000 48439.11 19176.99 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 12109777.78 10094031.53 Agency Mortgage-Backed Securities Federal National Mort 2047-07-01 4.500000 14872427.40 10130819.23 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.208000 8879.86 9537.05 Agency Mortgage-Backed Securities Government National M 2062-05-20 5.237000 247034.62 179996.52 Agency Mortgage-Backed Securities Government National M 2060-07-20 2.123000 48439.11 16838.05 Agency Mortgage-Backed Securities Federal National Mort 2047-04-01 2.946000 17060984.43 9937996.82 Agency Mortgage-Backed Securities Federal National Mort 2050-04-01 4.000000 10172915.22 10816211.19 Agency Mortgage-Backed Securities Government National M 2070-04-20 2.662000 2399588.55 2637931.70 Agency Mortgage-Backed Securities Government National M 2063-11-20 4.615000 1334432.60 1135570.97 Agency Mortgage-Backed Securities Government National M 2067-08-20 4.700000 121824.36 140622.79 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.115000 473979.37 490528.55 Agency Mortgage-Backed Securities Government National M 2070-04-20 1.316000 919800.35 919027.27 Agency Mortgage-Backed Securities Government National M 2069-02-20 4.349000 369633.29 461403.17 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.103000 4849210.59 5285693.94 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.332000 737265.31 915171.30 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.324000 243570.02 256616.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.000000 17946690.67 12553900.92 Agency Mortgage-Backed Securities Government National M 2060-07-20 1.398000 48439.11 19384.37 Agency Mortgage-Backed Securities Federal National Mort 2048-03-01 3.500000 12957462.22 11146742.27 Agency Mortgage-Backed Securities Federal National Mort 2044-09-01 3.724000 10062700.98 10385369.52 Agency Mortgage-Backed Securities Federal Home Loan Mor 2031-07-01 2.500000 26851700.52 12033313.05 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.524000 2458416.64 2683867.40 Agency Mortgage-Backed Securities Government National M 2070-05-20 3.291000 2163947.54 2342977.59 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.379000 807670.35 880533.17 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.695000 672763.55 569842.47 Agency Mortgage-Backed Securities Government National M 2064-11-20 4.467000 823464.89 656891.06 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.372000 2438008.52 2633033.65 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.288000 2422733.73 2585275.59 Agency Mortgage-Backed Securities Government National M 2070-04-20 2.793000 273753.15 284592.28 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.791000 3588370.80 3899057.99 Agency Mortgage-Backed Securities Government National M 2068-07-20 4.117000 1197741.55 793760.75 Agency Mortgage-Backed Securities Government National M 2063-10-20 4.713000 467254.32 341988.75 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 5.000000 13710360.77 11711826.16 Agency Mortgage-Backed Securities Government National M 2064-03-20 4.700000 1307856.00 828898.36 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.578000 2987378.28 3176881.28 Agency Mortgage-Backed Securities Government National M 2067-05-20 4.325000 43110.81 54081.72 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-05-01 4.000000 10919292.41 11830632.48 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.019000 247756.85 240213.91 Agency Mortgage-Backed Securities Government National M 2070-05-20 3.259000 327772.93 370623.12 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-04-01 3.000000 7992385.76 6227570.25 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.632000 799240.73 985412.53 Agency Mortgage-Backed Securities Government National M 2067-03-20 4.628000 1160951.32 1207758.54 Agency Mortgage-Backed Securities Federal National Mort 2050-05-01 2.500000 12293604.45 12679098.93 Agency Mortgage-Backed Securities Government National M 2067-10-20 4.632000 2074186.72 2355806.23 Agency Mortgage-Backed Securities Government National M 2070-01-20 3.660000 7371153.68 8044254.66 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.059000 606485.04 606105.31 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.355000 2153360.44 2321022.95 Agency Mortgage-Backed Securities Government National M 2066-02-20 3.180000 301710.27 213666.53 Agency Mortgage-Backed Securities Federal National Mort 2050-06-01 3.000000 12155787.43 12955484.67 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 3.500000 12803591.03 10926874.44 Agency Mortgage-Backed Securities Government National M 2060-01-20 1.610000 217976.00 86537.39 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2035-01-01 2.500000 13022855.02 12805620.33 Agency Mortgage-Backed Securities Government National M 2067-04-20 4.651000 1004518.42 1043868.57 Agency Mortgage-Backed Securities Federal National Mort 2044-01-01 4.000000 21918075.09 10874946.56 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 641818222.21 641818222.21 0.0083 N Y Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 0.480 0SC001QQ9 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N THUNDERBOLT AIRCRAFT 2032-05-17 5.750000 5355000.00 1959268.95 Asset-Backed Securities Federal National Mort 2050-06-01 2.500000 65825028.00 68692424.73 Agency Mortgage-Backed Securities APPLEBEES FDG 2019-1 2049-06-05 4.194000 3700000.00 3288902.25 Asset-Backed Securities AMER AIRLINES PT TR 2 2029-03-22 4.000000 450000.00 304328.14 Asset-Backed Securities JPMBB COML MTG SEC TR 2048-05-15 3.851943 2735000.00 1704577.68 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2057-10-28 4.950000 519100.00 533147.37 Asset-Backed Securities RESIDENTIAL ASSET SEC 2034-05-25 7.415500 44800875.00 201449.57 Private Label Collateralized Mortgage Obligations THL CR WIND RIVER CLO 2028-07-17 4.068880 3000000.00 2759639.57 Asset-Backed Securities SLM STUDENT LOAN TR 2 2040-01-25 1.451380 8000000.00 2597764.01 Asset-Backed Securities BANK 2018-BNK11 D 206 2061-03-17 3.000000 4350000.00 2781327.65 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLN PT 2025-10-11 4.150000 505000.00 314918.02 Asset-Backed Securities SLM STUDENT LOAN TR 2 2041-01-25 1.291380 7437000.00 2863849.41 Asset-Backed Securities GS MORTGAGE SECS CORP 2032-10-25 6.000000 45833333.00 32272.04 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TR 2 2041-01-25 1.221380 9120000.00 3660184.46 Asset-Backed Securities CAMB COML MTG TR 2019 2037-12-15 0.281280 59755000.00 10528.83 Private Label Collateralized Mortgage Obligations FLAGSHIP CR AUTO TR 2 2024-09-16 4.230000 120000.00 123971.70 Asset-Backed Securities BANK 2017-BNK4 D 2050 2050-05-17 3.357000 750000.00 500797.69 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 0.000000 11662000.00 1141441.57 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TR 2 2041-01-25 1.221380 3600000.00 1683336.88 Asset-Backed Securities BENCHMARK MTG TR 2019 2062-12-15 1.402181 14907500.00 1455665.72 Private Label Collateralized Mortgage Obligations JACK IN THE BOX FUNDI 2049-08-25 4.970000 500000.00 511993.14 Asset-Backed Securities PREFER TERM SEC XXVII 2037-12-22 0.713380 4500000.00 2896527.63 Other Instrument Collateralized debt obligation HUDSONS BAY JV TR 201 2034-08-07 5.330967 837000.00 506729.33 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR 2045-01-25 0.514500 10300000.00 759295.35 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECS CORP 2033-06-25 6.000000 45833333.00 5563.26 Private Label Collateralized Mortgage Obligations ONE MARKET PLAZA TR 2 2032-02-10 4.145500 100000.00 100433.44 Private Label Collateralized Mortgage Obligations SLM PRIVATE ST LN TR 2032-06-15 1.260000 2528000.00 2419523.52 Asset-Backed Securities JPMBB COML MTG SEC TR 2045-11-17 5.369978 3000000.00 2604257.45 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 2.293211 11662000.00 411836.54 Private Label Collateralized Mortgage Obligations PREFERRED TERM SEC 20 2035-06-23 0.799000 2511000.00 1789477.61 Other Instrument Collateralized debt obligation BYVW OPP MST FD TR 20 2069-05-28 4.500000 1261050.00 1116126.35 Asset-Backed Securities CWMBS INC 2004-4 A-2 2034-05-25 5.500000 19153317.00 4694.00 Private Label Collateralized Mortgage Obligations SLC STUDENT LN TR 200 2039-12-15 0.543380 1450000.00 596129.12 Asset-Backed Securities AIM AVIATION FIN LTD 2040-02-15 4.213000 5300000.00 1720398.39 Asset-Backed Securities PREFERRED TERM SEC 20 2035-12-22 0.743380 5100000.00 3533053.91 Other Instrument Collateralized debt obligation CWMBS INC 2004-3 A-3 2034-04-25 5.750000 17528260.00 11733.53 Private Label Collateralized Mortgage Obligations UNITED AIRLINES PTC 2 2027-07-07 3.650000 114000.00 71360.85 Asset-Backed Securities JP MORGAN CHASE CMBS 2028-05-15 3.934750 6219000.00 3932253.01 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR 2045-07-25 0.904500 24290000.00 1061115.83 Private Label Collateralized Mortgage Obligations BLACKBIRD CAP AIR LS 2041-12-16 5.682000 4250000.00 1975872.44 Asset-Backed Securities CHEC LOAN TRUST 2004- 2034-07-25 1.184500 2000000.00 538443.76 Asset-Backed Securities AMER AIRLINES PT TR 2 2030-04-15 3.250000 313000.00 217427.22 Asset-Backed Securities BELLEMEADE RE LTD 201 2549002JVH34IWRT3X93 2028-08-25 2.834500 2200000.00 2045262.30 Asset-Backed Securities GS MTG SECS TR 2013-G 2046-07-12 4.219605 750000.00 512064.84 Private Label Collateralized Mortgage Obligations APIDOS CLO 2015-22R C 5493003SQW0Q40KVFQ19 2031-04-21 4.085250 500000.00 461383.51 Asset-Backed Securities UNITED AIR PASS THRU 2029-11-01 3.500000 825000.00 625072.89 Asset-Backed Securities KOITERE FD TR 2017-RT 2057-07-28 4.950000 325500.00 345205.77 Asset-Backed Securities THL CR WIND RIVER CLO 2027-10-15 3.818880 3750000.00 3523470.30 Asset-Backed Securities UBS COML MTG TR 2018- 2051-03-17 5.047188 2500000.00 1801446.98 Private Label Collateralized Mortgage Obligations DELTA AITLINES PT 201 2025-10-25 3.404000 486000.00 432163.89 Asset-Backed Securities CONTINENTIAL AIRLINES 2022-05-01 8.048000 1740000.00 44.54 Asset-Backed Securities WELLS FARGO CO MTG TR 2050-10-17 2.700000 6020000.00 3889991.56 Private Label Collateralized Mortgage Obligations HUDSONS BAY JV TR 201 2034-08-07 0.652309 14179855.00 14647.68 Private Label Collateralized Mortgage Obligations SOUND POINT CLO 2018- 2031-10-20 4.535250 2000000.00 1838089.04 Asset-Backed Securities BALLYROCK CLO 2019-2 2030-11-20 4.476630 1500000.00 1465617.58 Asset-Backed Securities DBJPM MTG TR 2017-C6 2050-06-10 3.376021 1250000.00 881519.47 Private Label Collateralized Mortgage Obligations DELTA AIRLINES PT 201 2025-01-30 4.250000 680000.00 442267.78 Asset-Backed Securities BAMLL COML MTG TR 201 2034-09-15 1.884750 140000.00 125384.04 Private Label Collateralized Mortgage Obligations SLM STUDENT LOAN TR 2 2044-03-25 1.211380 8525000.00 3590212.09 Asset-Backed Securities UNITED AIRLINES PT CE 2024-03-03 4.625000 54776.00 28518.83 Asset-Backed Securities BLUEMOUNTAIN CLO 2016 2027-04-20 3.785250 2500000.00 2188938.39 Asset-Backed Securities BEAR STEARNS ASSET BK 2033-10-25 7.215500 42569583.00 135263.69 Private Label Collateralized Mortgage Obligations AMER AIRLINES PT TR 2 2031-04-15 3.600000 520000.00 380775.70 Asset-Backed Securities ONE MARKET PLAZA TR 2 2032-02-10 0.218388 2000000.00 5191.85 Private Label Collateralized Mortgage Obligations CWALT INC 2004-J12 A- 2035-01-25 4.915500 165104000.00 10636.01 Private Label Collateralized Mortgage Obligations HERTZ VEHICLE FIN II 549300FPK70TCB78NG05 2023-03-25 3.710000 2445000.00 1956451.66 Asset-Backed Securities WELLS FR COM MTG TR 2 2031-09-17 3.436970 3342000.00 2695539.13 Private Label Collateralized Mortgage Obligations JACK IN THE BOX FUNDI 2049-08-25 4.476000 3015000.00 3134416.64 Asset-Backed Securities UNITED AIRLINES PTC 2 2027-04-07 3.650000 600000.00 416506.28 Asset-Backed Securities OPTION ONE MTG LN TR 2033-08-25 0.824500 27000000.00 607990.35 Asset-Backed Securities ALESCO PREF FDG XII 2 2037-07-15 1.618880 2683000.00 1840317.02 Other Instrument Collateralized debt obligation JACK IN THE BOX FUNDI 2049-08-25 3.982000 500000.00 514545.04 Asset-Backed Securities PREFER TERM SEC XXI 2 2038-03-22 0.713380 5000000.00 3272088.21 Other Instrument Collateralized debt obligation GS MTG SECS TR 2017-G 2050-05-12 3.243000 1562500.00 1177303.78 Private Label Collateralized Mortgage Obligations WELLFLEET CLO 2019-10 2032-04-20 4.995250 750000.00 712516.31 Asset-Backed Securities BANK 2018-BNK15 E 206 2061-11-17 3.000000 2706250.00 1498149.33 Private Label Collateralized Mortgage Obligations WELK RESORTS 2019-A D 2038-06-15 4.030000 100000.00 69147.35 Asset-Backed Securities COMM MTG TR 2015-CCRE 2048-10-13 3.630258 560250.00 389971.75 Private Label Collateralized Mortgage Obligations SLM PRIVATE ST LN TR 2032-06-15 1.280000 3029000.00 2880912.19 Asset-Backed Securities BRE GRAND ISLAND TMSH 2033-09-26 3.780000 2500000.00 1758097.90 Asset-Backed Securities CARMAX AUTO OWNER TR 2026-07-15 2.640000 1000000.00 982617.00 Asset-Backed Securities JPMBB COML MTG SEC TR 2047-09-17 4.121567 5000000.00 3967200.76 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2049-10-18 3.214000 5000000.00 3403045.28 Private Label Collateralized Mortgage Obligations NYT MTG TR 2019-NYT X 2035-12-17 0.000000 19270500.00 171912.13 Private Label Collateralized Mortgage Obligations CWABS INC 2004-5 A 20 2034-10-25 1.084500 2500000.00 60794.67 Asset-Backed Securities WAMU MTG CERT 2003-S1 2034-01-25 7.215500 25177800.00 59431.26 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2046-03-12 4.227258 1909500.00 1298855.82 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2016-2 2055-08-25 3.525115 374000.00 379484.21 Private Label Collateralized Mortgage Obligations UNITED AIRLINES PT CE 2031-09-01 3.700000 232000.00 175333.84 Asset-Backed Securities WFRBS COML MTG TR 201 2057-10-17 4.141581 2000000.00 1623682.55 Private Label Collateralized Mortgage Obligations BAMLL COML MTG TR 201 2034-03-15 2.684750 1456000.00 1253429.12 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-G 2047-09-12 4.664503 2000000.00 1621223.03 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2053-02-18 2.600000 2500000.00 1384166.11 Private Label Collateralized Mortgage Obligations CEDAR FUNDING CLO LTD 2031-07-17 4.134880 3000000.00 2655598.43 Asset-Backed Securities PREFER TERM SEC XXVII 2038-03-22 0.713380 486000.00 350617.00 Other Instrument Collateralized debt obligation BEAR STEARNS ASSET BK 2034-03-25 7.315500 50270000.00 157198.84 Private Label Collateralized Mortgage Obligations WENDYS FDG LLC 2018-1 2048-03-15 3.884000 407000.00 419959.24 Asset-Backed Securities ARES XLI CLO LTD 2016 549300X38KZ67Q2FQG11 2029-01-16 5.418880 3000000.00 2907569.57 Asset-Backed Securities TICP CLO 2015-4R D-R 2027-07-20 3.635250 2562500.00 2352168.77 Asset-Backed Securities COMM MTG TR 2015-CCRE 2048-03-12 4.244252 2000000.00 1576883.96 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2053-02-18 2.500000 2720779.00 1722122.21 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2018-G 2051-07-12 3.000000 2199625.00 1126506.42 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 5.500000 583100.00 621557.52 Private Label Collateralized Mortgage Obligations SIERRA TIMSHR RECV FD 2034-03-20 3.200000 7000000.00 1257032.87 Asset-Backed Securities CITIGROUP COML MTG TR 2072-12-16 2.750000 4700000.00 3046983.11 Private Label Collateralized Mortgage Obligations ALESCO PREF FDG IX 20 2036-06-23 2.377750 5508000.00 3926996.57 Other Instrument Collateralized debt obligation NORTHWOODS CAP XVII L 2031-04-22 3.947630 1000000.00 726946.29 Asset-Backed Securities BX COML MTG TR 2019-X 2036-10-15 0.009412 141900000.00 11784.09 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 2020-07-01 2020-08-04 2020-10-20 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 0.0049 200000000.00 200000000.00 0.0026 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 0.480 0SC001QP1 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HUDBAY MINERALS INC S 549300WI524AL577IX21 2025-01-15 7.625000 5000.00 4884.84 Corporate Debt Securities BARCLAYS PLC SUB GLBL 213800LBQA1Y9L22JB70 2028-05-09 4.836000 250000.00 276530.25 Corporate Debt Securities PROVINCIA DE CORDOBA 2024-09-01 7.450000 150000.00 91443.96 Corporate Debt Securities VERICAST CORP / HARLA 2024-05-01 12.500000 105420.00 111452.37 Corporate Debt Securities HOSPITALITY PPTYS TR 2025-03-15 4.500000 109000.00 99598.21 Corporate Debt Securities CROWNROCK LP SR 144A 2025-10-15 5.625000 13000.00 12242.34 Corporate Debt Securities BUCKEYE PARTNERS L P 549300C1PQJLVEIUBK50 2028-03-01 4.500000 1193000.00 1140955.38 Corporate Debt Securities AUTOMOTORES GILDEMEIS 2021-05-24 8.250000 100000.00 25825.00 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-08-03 2.979000 207000.00 200523.85 Corporate Debt Securities SANCHEZ ENERGY CORP S 2023-02-15 0.000000 1683651.00 16836.51 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2023-12-19 6.000000 175000.00 196298.08 Corporate Debt Securities PETROLEUM CO TRINIDAD 2022-05-08 6.000000 372000.00 61839.83 Corporate Debt Securities ROYAL CARIBBEAN CRUIS 2023-06-15 9.125000 105000.00 104104.66 Corporate Debt Securities BANCOLOMBIA S A SUB G 54930052NWJRPNMP1W58 2027-10-18 4.875000 857000.00 845901.85 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2025-04-01 7.500000 580000.00 619754.17 Corporate Debt Securities PROVINCIA DE CORDOBA 2021-06-10 7.125000 1600000.00 969213.33 Corporate Debt Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2025-03-31 5.875000 200000.00 224230.00 Corporate Debt Securities UNIT CORPORATION SR S 549300XGK22FZCTN8B67 2021-05-15 0.000000 288000.00 37975.68 Corporate Debt Securities CHARTER COMMUNICATION 2038-04-01 5.375000 750000.00 910423.65 Corporate Debt Securities VALARIS PLC SR GLBL N 2025-03-15 5.200000 420000.00 39970.00 Corporate Debt Securities BANCO DO BRASIL S A G 2023-04-19 4.875000 270000.00 282720.94 Corporate Debt Securities SPIRIT AEROSYSTEMS IN 2026-06-15 3.850000 100000.00 91160.42 Corporate Debt Securities TARGA RES PARTNERS / 2023-05-01 5.250000 33000.00 32458.94 Corporate Debt Securities ALPHA HLDG S A DE C V 2022-12-19 10.000000 825000.00 768120.83 Corporate Debt Securities EQT CORP SR NT 4.875% 4NT01YGM4X7ZX86ISY52 2021-11-15 4.875000 80000.00 78343.50 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2025-06-01 6.125000 323000.00 351903.34 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2044-04-01 5.450000 630000.00 515638.37 Corporate Debt Securities NEWFIELD EXPL CO SR N T8W3X1PFLPW2YE0UIP44 2024-07-01 5.625000 52000.00 51181.97 Corporate Debt Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2024-01-15 5.000000 500000.00 286458.33 Corporate Debt Securities BALL CORP SR NT 4%23 0BGI85ALH27ZJP15DY16 2023-11-15 4.000000 232000.00 241498.08 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2025-01-15 0.000000 2051000.00 625555.00 Corporate Debt Securities ORAZUL ENGY EGNOR S E 2027-04-28 5.625000 300000.00 298784.25 Corporate Debt Securities TENNESSEE MERGER SUB 549300PVTQ4UDTTMQT11 2025-02-01 6.375000 138000.00 85406.19 Corporate Debt Securities CSN RESOURCES SA GLBL 2020-07-21 6.500000 100000.00 101870.83 Corporate Debt Securities COMMSCOPE FIN LLC 8.2 549300Z6K4JXMFE8QY54 2027-03-01 8.250000 1040000.00 1093716.87 Corporate Debt Securities COVEY PARK ENERGY LLC I03QQGEA4SS774AURI46 2025-05-15 7.500000 168000.00 151935.00 Corporate Debt Securities DIGICEL LIMITED SR RE 2023-03-01 6.750000 2400000.00 1277550.00 Corporate Debt Securities BRAZIL LN TR 1 SR SEC 2023-07-24 5.477000 1113318.00 575872.92 Corporate Debt Securities ZIGGO BD CO BV SR GLB 213800JYI4P7V5QDOG59 2030-02-28 5.125000 461000.00 455162.91 Corporate Debt Securities 1011778 B.C. UNLIMITE 2024-05-15 4.250000 318000.00 322206.87 Corporate Debt Securities PDC ENERGY INC SR GLB 5493008W8H2T511J5Y59 2026-05-15 5.750000 88000.00 80714.26 Corporate Debt Securities NUSTAR LOGISTICS L P N62BF2PKP51FIIOIUN20 2021-02-01 6.750000 586000.00 600906.38 Corporate Debt Securities CITIGROUP FDG INC MED 2034-12-29 1.708000 847000.00 675522.69 Corporate Debt Securities DENBURY RES INC SR SE 549300KCWA5W52MS5559 2022-03-31 9.250000 549000.00 232295.63 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-02-01 5.750000 395000.00 404894.20 Corporate Debt Securities JELD-WEN INC SR 144A 549300XWE6NM0N1HFW16 2025-12-15 4.625000 1228000.00 1175106.46 Corporate Debt Securities SPRINT CORPORATION SR 549300ZTTY7CXOLJ6539 2024-06-15 7.125000 210000.00 236243.44 Corporate Debt Securities ODEBRECHT FINANCE LTD 2099-01-01 0.000000 3355000.00 167783.55 Corporate Debt Securities OI EUROPEAN GROUP BV 72450053F5WRDY8CDZ66 2023-03-15 4.000000 119000.00 119793.33 Corporate Debt Securities INTELSAT LUXEMBOURG S 2023-06-01 0.000000 1167000.00 64185.00 Corporate Debt Securities IHS MARKIT LTD SR GLB 2028-08-01 4.750000 53000.00 63117.16 Corporate Debt Securities MURPHY OIL CORP SR GL QBKYQD0ODE7DC7PDIN91 2025-08-15 5.750000 60000.00 55593.75 Corporate Debt Securities FORD MOTOR CREDIT CO 2020-11-02 0.986130 300000.00 297207.41 Corporate Debt Securities VOTO-VOTORANTIM LTD S 2021-04-05 6.750000 930000.00 970396.88 Corporate Debt Securities ODEBRECHT FINANCE LTD 2029-06-27 0.000000 3050000.00 193675.00 Corporate Debt Securities JOHNSON CTLS INC MTNS 2064-07-02 4.950000 480000.00 584450.40 Corporate Debt Securities PROVINCIA DE ENTRE RI 2025-02-08 8.750000 250000.00 117378.47 Corporate Debt Securities AUTOPISTAS DEL SOL S 2030-12-30 7.375000 218000.00 168779.58 Corporate Debt Securities DIGICEL GROUP 0.5 LIM 2024-04-01 10.000000 813313.00 553052.84 Corporate Debt Securities SPRINT CAP CORP SR NT 549300L17W0GQBR1PO80 2028-11-15 6.875000 610000.00 743348.29 Corporate Debt Securities CENTURYLINK INC SR -W 8M3THTGWLTYZVE6BBY25 2023-12-01 6.750000 10000.00 10777.38 Corporate Debt Securities NEUQUEN PROV ARGENTIN 2025-04-27 7.500000 1080000.00 537985.80 Corporate Debt Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2024-02-15 0.000000 834000.00 844783.62 Corporate Debt Securities CCO HLDGS LLC / CCO H 2027-05-01 5.125000 800000.00 833759.44 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2028-03-01 4.125000 488000.00 476342.49 Corporate Debt Securities HILTON DOMESTIC OPER 5493003EG7H0N1E4XV50 2030-01-15 4.875000 1154000.00 1162128.49 Corporate Debt Securities ADIENT US LLC SR SEC 213800SOTRCDGZUHL712 2025-04-15 9.000000 424000.00 465022.00 Corporate Debt Securities DCP MIDSTREAM OPERATI 549300Y6CTBSE0QIPL28 2022-04-01 4.950000 150000.00 153335.63 Corporate Debt Securities TALLGRASS ENERGY PART 2023-10-01 4.750000 726000.00 678637.98 Corporate Debt Securities AMBAC LSNI LLC SR SEC 2023-02-12 6.000000 204829.00 155415.58 Corporate Debt Securities CHESAPEAKE ENERGY COR X2MT1W32SPAZ9WSKLE78 2021-02-15 6.125000 2519000.00 62975.00 Corporate Debt Securities JSL EUROPE LLC SR GLB 54930068BSUST41D5C30 2024-07-26 7.750000 548000.00 563427.72 Corporate Debt Securities CHARTER COMMUNICATION 2025-07-23 4.908000 490000.00 572091.82 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2025-12-15 5.850000 314000.00 346752.55 Corporate Debt Securities HCA INC SR GLBL NT 25 L3CJ6J7LJ2DX62FTXD46 2025-02-01 5.375000 382000.00 416665.17 Corporate Debt Securities TRANSOCEAN INC SR GLB 2031-04-15 7.500000 2515000.00 743496.88 Corporate Debt Securities RIO OIL FIN TR SR SEC 2028-04-06 8.200000 50000.00 51019.17 Corporate Debt Securities ENLINK MIDSTREAM PART 88CPW63VL7KHJWS0NY83 2026-07-15 4.850000 867000.00 669522.69 Corporate Debt Securities BRF GMBH SR GLBL REGS 5299002S6DY5RA2IOQ11 2026-09-29 4.350000 285000.00 276733.81 Corporate Debt Securities ELDORADO INTL FIN GMB 2021-06-16 8.625000 200000.00 203220.83 Corporate Debt Securities NOBLE HOLD INT LTD SR 2021-03-01 4.625000 107000.00 5915.84 Corporate Debt Securities WYNN RESORTS FIN LLC 2025-04-15 7.750000 318000.00 327972.83 Corporate Debt Securities HOLOGIC INC SR GLBL 1 549300DYP6F5ZJL0LB74 2025-10-15 4.375000 741000.00 753778.24 Corporate Debt Securities IRSA PROPIEDADES C SR 2023-03-23 8.750000 1140000.00 856238.48 Corporate Debt Securities LEVEL 3 FING INC SR G 2024-01-15 5.375000 369000.00 381319.22 Corporate Debt Securities ALCOA INC SR NT 5.9%2 549300HO5WFZUT5N2T22 2027-02-01 5.900000 150000.00 163412.92 Corporate Debt Securities ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 2023-06-01 5.625000 124000.00 80504.68 Corporate Debt Securities T MOBILE USA INC SR G 549300V2JRLO5DIFGE82 2024-04-15 6.000000 162000.00 166709.34 Corporate Debt Securities SOUTHWESTERN ENERGY C EFWMP121W54QV9MGOP87 2027-10-01 7.750000 2000.00 1798.32 Corporate Debt Securities CASCADES INC SR 144A 2023-07-15 5.750000 250000.00 257213.54 Corporate Debt Securities CANACOL ENERGY LTD SR 549300X5MNRWPMSM9N14 2025-05-03 7.250000 100000.00 102148.92 Corporate Debt Securities CIMPOR FINL OPERATION 2024-07-17 5.750000 1000000.00 624034.72 Corporate Debt Securities KRAFT FOODS GROUP INC 5493003STKEZ2S0RNU91 2040-02-09 6.500000 861000.00 1053673.14 Corporate Debt Securities MGM GROWTH PPTYS OPER 2027-02-01 5.750000 112000.00 117745.44 Corporate Debt Securities CHARTER COMMUNICATION 2031-04-01 2.800000 585000.00 595780.25 Corporate Debt Securities TRANSOCEAN OFFSHORE I 2027-04-15 8.000000 2320000.00 711466.67 Corporate Debt Securities EVERI PMTS INC SR GLB 5493006Q4MDLHOY1JV70 2025-12-15 7.500000 110000.00 105668.75 Corporate Debt Securities DEAN FOODS CO NEW SR 2023-03-15 0.000000 30000.00 1050.00 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-11-29 0.000000 1110000.00 22200.00 Corporate Debt Securities HERTZ CORP SR GLBL RE 2028-01-15 0.000000 1542000.00 478020.00 Corporate Debt Securities AUTOMOTORES GILDEMEIS 2021-05-23 7.500000 129000.00 59642.84 Corporate Debt Securities SPRINT CORPORATION SR 549300ZTTY7CXOLJ6539 2023-09-15 7.875000 744000.00 855948.75 Corporate Debt Securities SPECTRUM BRANDS INC S 549300VU3EH2E73C1Q04 2024-12-15 6.125000 105000.00 107761.72 Corporate Debt Securities PACIFIC DRILLING FIRS 2023-10-01 8.375000 596000.00 161340.10 Corporate Debt Securities C&W SENIOR FINANCING 5493009O8OIWZPZRY516 2026-10-15 7.500000 403000.00 418364.38 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2024-04-15 0.000000 715000.00 235950.00 Corporate Debt Securities BNP PARIBAS / BNP PAR 2020-12-21 1.469100 431000.00 426848.30 Corporate Debt Securities LATAM FINANCE LIMITED 2024-04-11 0.000000 450000.00 132750.00 Corporate Debt Securities SUMMIT MATERIALS LLC 2025-06-01 5.125000 530000.00 530863.09 Corporate Debt Securities BANCO BRADESCO S A GR 2023-01-27 2.850000 230000.00 229910.88 Corporate Debt Securities Federal Home Loan Mor 2050-06-01 2.500000 25223238.00 26063522.15 Agency Mortgage-Backed Securities CB SANDRIDGE ENERGY I 2022-10-16 0.000000 360000.00 3299.76 Corporate Debt Securities GRAPHIC PACKAGING INT SO75N4VY5NXGQSK8YQ65 2022-11-15 4.875000 60000.00 62315.63 Corporate Debt Securities ELEMENTIA S.A. DE C.V 2025-01-15 5.500000 400000.00 331167.33 Corporate Debt Securities FIAT CHRYSLER AUTOMOB 549300LKT9PW7ZIBDF31 2023-04-15 5.250000 322000.00 337117.09 Corporate Debt Securities CHC GROUP LLC / CHC F 2024-04-01 5.000000 8922263.00 446113.15 Corporate Debt Securities LIMITED BRANDS INC SR GR3KVMWVCR54YWQNXU90 2022-02-15 5.625000 77000.00 77469.22 Corporate Debt Securities LEHMAN BROS INC SR SU 2026-08-01 0.000000 61570000.00 914818.88 Corporate Debt Securities NOBLE HOLD INT LTD SR 2041-03-01 6.050000 366000.00 14639.49 Corporate Debt Securities MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 2028-06-15 4.375000 180000.00 181512.50 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2026-03-11 4.550000 437000.00 449129.54 Corporate Debt Securities PQ CORP SR SEC GLBL 2 2H1FRGMQKKSWC9PFJY28 2022-11-15 6.750000 348000.00 357374.25 Corporate Debt Securities MPT OPERATING PARTNER 2027-10-15 5.000000 250000.00 258839.17 Corporate Debt Securities SANCHEZ ENERGY CORP S 549300SB0HTIM17TVR61 2023-01-15 0.000000 36060000.00 90150.00 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2026-06-01 3.000000 205000.00 207258.42 Corporate Debt Securities RUTAS 2 & 7 FIN LTD S 2036-09-30 0.000000 925000.00 596625.00 Corporate Debt Securities ALPHA HLDG S A DE C V 2025-02-10 9.000000 485000.00 451050.00 Corporate Debt Securities NAVIENT CORPORATION S 54930067J0ZNOEBRW338 2026-06-15 6.750000 845000.00 796989.21 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2043-03-15 5.450000 243000.00 242002.69 Corporate Debt Securities DCP MIDSTREAM OPERATI 549300Y6CTBSE0QIPL28 2044-04-01 5.600000 854000.00 712103.16 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2023-06-15 0.000000 1231000.00 123.10 Corporate Debt Securities VALE S A SR NT 5.625% 254900SMTWBX7RU2SR20 2042-09-11 5.625000 130000.00 151585.36 Corporate Debt Securities T MOBILE USA INC SR G 549300V2JRLO5DIFGE82 2022-04-15 4.000000 200000.00 206470.67 Corporate Debt Securities TRANSOCEAN OFFSHORE I 2027-04-15 7.450000 124000.00 37264.58 Corporate Debt Securities LABL ESCROW ISSUER LL 2026-07-15 6.750000 483000.00 516151.91 Corporate Debt Securities OIL & GAS HLDG CO B S 549300OBH16L6TS6IW50 2027-10-25 7.500000 199000.00 215640.71 Corporate Debt Securities VALE OVERSEAS LTD SR 254900BA3U6G5DNV5V04 2039-11-10 6.875000 714000.00 937695.21 Corporate Debt Securities QVC INC SR SEC GLBL N 549300WBLU5NKPX5X472 2023-03-15 4.375000 288000.00 289011.00 Corporate Debt Securities T MOBILE USA INC SR G 549300V2JRLO5DIFGE82 2026-02-01 4.500000 303000.00 310858.30 Corporate Debt Securities ARDAGH PACKAGING SR S 2026-08-15 4.125000 405000.00 398097.28 Corporate Debt Securities BANCOLOMBIA S A SUB N 2020-07-26 6.125000 100000.00 102746.14 Corporate Debt Securities GARDA WORLD SECURITY 2027-02-15 4.625000 836000.00 833551.22 Corporate Debt Securities HILCORP ENERGY I L P 2025-10-01 5.750000 730000.00 627227.15 Corporate Debt Securities GMAC LLC SR NT 8%31 549300JBN1OSM8YNAI90 2031-11-01 8.000000 68000.00 87913.20 Corporate Debt Securities ANTERO RES FIN CORP S APVBKPOULHUX7YZLKU17 2021-11-01 5.375000 220000.00 203834.19 Corporate Debt Securities DISCOVER FINL SVCS AL Z1YLO2USPORE63VVUL20 2099-01-01 6.125000 950000.00 975708.06 Corporate Debt Securities VALARIS PLC SR NT 5.8 2044-01-15 5.850000 1975000.00 309704.69 Corporate Debt Securities INCEPTION MERGER SUB 549300QTYCKLMFSE8I97 2024-11-15 8.625000 311000.00 314057.52 Corporate Debt Securities CEMEX FINANCE LLC SR 2024-04-01 6.000000 1000000.00 1007033.33 Corporate Debt Securities MURRAY ENERGY CORP SR 2021-04-15 0.000000 1560000.00 15.60 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2039-10-15 7.250000 900000.00 1084593.75 Corporate Debt Securities SHELF DRILLING HLDGS 54930078ZJ3XP4MRYB68 2025-02-15 8.250000 2141000.00 1136737.19 Corporate Debt Securities ASBURY AUTOMOTIVE GRO 549300JH4DTA7U42GL91 2030-03-01 4.750000 392000.00 388093.61 Corporate Debt Securities PROVINCE OF SANTA FE 2023-03-23 7.000000 400000.00 266544.44 Corporate Debt Securities DCP MIDSTREAM OPERATI 549300Y6CTBSE0QIPL28 2023-03-15 3.875000 1347000.00 1317139.82 Corporate Debt Securities DONNELLEY R R & SONS 2029-04-15 6.625000 1800000.00 1338843.75 Corporate Debt Securities DELTA AIR LINES INC D Q2CCMS6R0AS67HJMBN42 2023-04-19 3.800000 1292000.00 1158645.50 Corporate Debt Securities BRASKEM IDESA S A P I 2029-11-15 7.450000 600000.00 567337.50 Corporate Debt Securities OLIN CORP SR GLBL NT 549300GKK294V7W57P06 2029-08-01 5.625000 581000.00 548058.03 Corporate Debt Securities CENGAGE LEARNING INC 549300BYGM0FWUSVXJ88 2024-06-15 9.500000 1008000.00 709590.00 Corporate Debt Securities INDUSTRIAS UNIDAS S A 2027-11-30 9.000000 1753107.00 691537.60 Corporate Debt Securities GPO CEM CHIHUAHUA SR 2024-06-23 5.250000 1080000.00 1106979.30 Corporate Debt Securities VALARIS PLC SR GLBL N 2022-06-01 4.875000 117000.00 13036.97 Corporate Debt Securities ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 2029-06-01 5.375000 340000.00 263680.15 Corporate Debt Securities ODEBRECHT OIL & GAS F 2099-01-01 0.000000 643758.00 643.76 Corporate Debt Securities AVIS BUDGET CAR RENT 2023-04-01 5.500000 652000.00 543505.39 Corporate Debt Securities TONON LUXEMBOURG SA R 2024-10-31 6.500000 164168.00 8436.02 Corporate Debt Securities HESS MIDSTREAM PARTNE 2028-06-15 5.125000 70000.00 68049.48 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2027-04-15 7.875000 220000.00 145317.98 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2022-09-01 0.000000 610000.00 6.10 Corporate Debt Securities CHAPARRAL ENERGY INC 2023-07-15 8.750000 890000.00 124692.71 Corporate Debt Securities LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2024-11-01 4.875000 200000.00 181657.92 Corporate Debt Securities BLACKBOARD INC SR SEC 549300ONVS6PJZ5LRX23 2024-11-15 10.375000 500000.00 493984.38 Corporate Debt Securities UNITED STATES STL COR JNLUVFYJT1OZSIQ24U47 2026-03-15 6.250000 544000.00 362156.67 Corporate Debt Securities PROVINCIA DE CORDOBA 2027-08-01 7.125000 2000000.00 1188979.17 Corporate Debt Securities BRASKEM FINANCE LIMIT 2022-05-02 5.375000 200000.00 208983.94 Corporate Debt Securities PG&E CORP SR SEC GLBL 8YQ2GSDWYZXO2EDN3511 2028-07-01 5.000000 500000.00 497986.11 Corporate Debt Securities AERCAP HLDGS N V JR S 549300SZYINBBLJQU475 2079-10-10 5.875000 1000000.00 735305.56 Corporate Debt Securities COMSTOCK RES INC SR G I03QQGEA4SS774AURI46 2026-08-15 9.750000 670000.00 630869.21 Corporate Debt Securities SPRINT CORPORATION SR 549300ZTTY7CXOLJ6539 2025-02-15 7.625000 866000.00 1024992.19 Corporate Debt Securities LEVEL 3 FING INC SR G 2023-02-01 5.625000 572000.00 572625.63 Corporate Debt Securities VALVOLINE INC SR GLBL 549300CMHPBEY6VPOT75 2030-02-15 4.250000 1369000.00 1362721.99 Corporate Debt Securities SAN MIGUEL INDUSTRIAS 2022-09-18 4.500000 642000.00 648959.28 Corporate Debt Securities CONTINENTAL RES INC S XXRTID9RYWOZ0UPIVR53 2022-09-15 5.000000 276000.00 273125.00 Corporate Debt Securities LUMBERMENS MUT CAS CO 2026-07-01 0.000000 1841000.00 18.41 Corporate Debt Securities ODEBRECHT FINANCE LTD 2023-04-05 0.000000 1550000.00 77500.00 Corporate Debt Securities SUNOCO LP/SUNOCO FIN 2026-02-15 5.500000 449000.00 445634.75 Corporate Debt Securities BWAY HOLDING COMPANY 549300DNGHXL0OMHW304 2025-04-15 7.250000 118000.00 107061.89 Corporate Debt Securities COACH INC SR GLBL NT 549300LJNVY5SW3VTN33 2025-04-01 4.250000 475000.00 462914.55 Corporate Debt Securities NAVIENT CORPORATION S 54930067J0ZNOEBRW338 2023-09-25 7.250000 213000.00 212176.10 Corporate Debt Securities FRONTERA ENERGY CORP 2023-06-25 9.700000 114000.00 93633.58 Corporate Debt Securities ENERGIZER HLDGS INC N 5493000D6NN0V57UME20 2026-07-15 6.375000 1111000.00 1181124.93 Corporate Debt Securities CB SANDRIDGE ENERGY I 2022-10-15 0.000000 27599000.00 275990.00 Corporate Debt Securities TRANSOCEAN PONTUS LTD 2025-08-01 6.125000 494000.00 377573.01 Corporate Debt Securities PACIFIC DRILLING SECO 2024-04-01 11.000000 244634.00 9099.03 Corporate Debt Securities AEROPUERTOS DOMINICAN 2029-03-30 6.750000 431000.00 387417.28 Corporate Debt Securities T-MOBILE US INC SR NT 549300JKU50UT08ZWD77 2020-08-15 7.000000 250000.00 257500.00 Corporate Debt Securities DEUTSCHE BANK A G LW 7LTWFZYICNSX8D621K86 2025-04-01 4.500000 400000.00 399082.00 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2025-02-01 3.100000 1270000.00 1215505.01 Corporate Debt Securities AMC ENTMT HLDGS INC S 549300ZO77UNR6NRBR11 2026-11-15 5.875000 500000.00 153671.88 Corporate Debt Securities ARCHROCK PARTNERS L P 2027-04-01 6.875000 4000.00 3821.07 Corporate Debt Securities REYNOLDS GROUP ISSUER 2023-07-15 5.125000 216000.00 221613.75 Corporate Debt Securities AVIS BUDGET CAR RENT 2025-05-15 10.500000 1000000.00 1125250.00 Corporate Debt Securities HCA INC SR GLBL NT 28 L3CJ6J7LJ2DX62FTXD46 2028-09-01 5.625000 224000.00 254485.00 Corporate Debt Securities ANTERO MIDSTREAM PART 2027-03-01 5.750000 1447500.00 1199987.55 Corporate Debt Securities PRIME SEC SVCS BORROW 2026-04-15 5.750000 46000.00 48281.18 Corporate Debt Securities AEROVIAS DE MEXICO S 2025-02-05 7.000000 2225000.00 619449.89 Corporate Debt Securities DIAMOND OFFSHORE DRIL 2043-11-01 0.000000 183000.00 20845.53 Corporate Debt Securities ODEBRECHT OFFSHORE DR 549300L7LF2PIRAWID66 2026-12-01 7.720000 13182554.00 1157809.07 Corporate Debt Securities CENTENE CORP DEL SR G 549300Z7JJ4TQSQGT333 2027-12-15 4.250000 797000.00 820528.10 Corporate Debt Securities PARTY CITY HLDGS INC 5493005PYM1JS6EZN307 2026-08-01 6.625000 273000.00 64815.70 Corporate Debt Securities NAVIENT CORPORATION S 54930067J0ZNOEBRW338 2020-10-26 5.000000 385000.00 386832.17 Corporate Debt Securities NUMERICABLE GROUP SA 5493001ZMCICV4N02J21 2026-05-01 7.375000 879000.00 941850.33 Corporate Debt Securities OPEN TEXT CORP SR 144 549300HP7ONDQODZJV16 2026-06-01 5.875000 830000.00 865053.09 Corporate Debt Securities PETROBRAS ARGENTINA S 2023-07-21 7.375000 109000.00 95814.59 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2020-07-02 2.800000 200000.00 202768.89 Corporate Debt Securities APACHE CORP SR NT 5.2 72ZZ1XRHOOU9P9X16K08 2042-02-01 5.250000 560000.00 467185.13 Corporate Debt Securities BANCO DO BRASIL S A G 2021-01-15 5.375000 136000.00 141594.42 Corporate Debt Securities VAIL RESORTS INC SR G 529900PSZHRNU9HKH870 2025-05-15 6.250000 57000.00 60290.17 Corporate Debt Securities KLABIN AUSTRIA GMBH S 2029-04-03 5.750000 204000.00 218054.75 Corporate Debt Securities CONTINENTAL RES INC S XXRTID9RYWOZ0UPIVR53 2044-06-01 4.900000 310000.00 247673.64 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2025-08-15 0.000000 754000.00 88595.00 Corporate Debt Securities PPL ENERGY SUPPLY LLC 2036-12-15 6.000000 431000.00 182084.57 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2050-06-01 5.500000 660000.00 707049.20 Corporate Debt Securities TALEN ENERGY SUPPLY L K5K33XN0PQAU1XF7NN66 2028-06-01 7.625000 100000.00 100804.86 Corporate Debt Securities ZIGGO SECD FIN B V SR 213800TQASLF9JXH5J59 2027-01-15 5.500000 700000.00 719640.83 Corporate Debt Securities ACI WORLDWIDE INC SR 5493003BPVMZUJ6F5C02 2026-08-15 5.750000 130000.00 137597.52 Corporate Debt Securities COMPANIA GEN DE COMBU 2021-11-07 9.500000 202000.00 149275.19 Corporate Debt Securities STATION CASINOS LLC S 5493004E7Q60TX54WL62 2025-10-01 5.000000 140000.00 127030.56 Corporate Debt Securities CHACO (PROVINCIA DEL) 2024-08-18 9.375000 800000.00 307508.00 Corporate Debt Securities NEIMAN MARCUS GROUP I 2028-06-01 0.000000 2000000.00 140000.00 Corporate Debt Securities AHERN RENTALS INC SR 2023-05-15 7.375000 1990000.00 978938.21 Corporate Debt Securities IHEARTCOMMUNICATIONS 54930076J6KDZL504O62 2027-05-01 8.375000 825043.00 751800.38 Corporate Debt Securities IHEARTCOMMUNICATIONS 54930076J6KDZL504O62 2028-01-15 4.750000 1241000.00 1180146.19 Corporate Debt Securities CHEMOURS CO SR GLBL N 549300M1BOLNXL8DOV14 2027-05-15 5.375000 744000.00 674263.95 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2023-05-04 3.096000 412000.00 389144.71 Corporate Debt Securities ENLINK MIDSTREAM PART 88CPW63VL7KHJWS0NY83 2025-06-01 4.150000 751000.00 586187.83 Corporate Debt Securities GEOPARK LTD SR SEC GL 529900ZR5QI19AH4KZ07 2024-09-21 6.500000 600000.00 562407.00 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2028-01-15 6.625000 21000.00 21552.61 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2023-01-15 0.000000 2743000.00 836615.00 Corporate Debt Securities WESTERN GAS PARTNERS 2021-06-01 5.375000 1210000.00 1209189.13 Corporate Debt Securities NGL ENERGY PARTNERS L 2025-03-01 6.125000 1048000.00 822938.36 Corporate Debt Securities ELDORADO RESORTS INC 5299000BKFWWVND5L441 2023-08-01 7.000000 100000.00 104397.22 Corporate Debt Securities SEADRILL NEW FIN LTD 2025-07-15 12.000000 1616798.00 654803.19 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-01-09 3.219000 200000.00 196868.05 Corporate Debt Securities ADVISOR GROUP HLDGS I 2027-08-01 10.750000 56000.00 57651.61 Corporate Debt Securities TRANSDIGM INC SR SB G 88Q84GB3X55CF5OC7582 2027-11-15 5.500000 200000.00 176935.00 Corporate Debt Securities MURRAY ENERGY CORP SR 2024-04-15 0.000000 6368000.00 63.68 Corporate Debt Securities PILGRIMS PRIDE CORP S 549300ZSLGV64ZL3HD75 2027-09-30 5.875000 71000.00 71594.09 Corporate Debt Securities VIKING CRUISES LTD SR 549300IJP90T4MV2GL84 2027-09-15 5.875000 2020000.00 1215727.74 Corporate Debt Securities ALTICE FINANCING S.A. 549300DIYGW8HVDF7Q17 2028-01-15 5.000000 1347000.00 1373191.67 Corporate Debt Securities SLM CORP FR 5.625%080 2033-08-01 5.625000 61000.00 49134.36 Corporate Debt Securities PRECISION DRILLING CO 549300WF2OE8T5BP4B84 2021-12-15 6.500000 128000.00 32167.14 Corporate Debt Securities CHARTER COMMUNICATION 2047-05-01 5.375000 305000.00 362897.85 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-01-07 3.937380 628000.00 624343.29 Corporate Debt Securities L BRANDS INC SR GLBL GR3KVMWVCR54YWQNXU90 2028-02-01 5.250000 6000.00 4887.78 Corporate Debt Securities GEOPARK LTD SR GLBL 1 529900ZR5QI19AH4KZ07 2027-01-17 5.500000 108000.00 95839.50 Corporate Debt Securities INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 2024-06-26 5.017000 1050000.00 1088857.82 Corporate Debt Securities PENNEY J C CORP INC S 8TDNUQ07MEFMWW1VHP39 2036-10-15 0.000000 14122000.00 105915.00 Corporate Debt Securities PENNEY J C CORP INC S 2097-03-01 0.000000 22743000.00 113715.00 Corporate Debt Securities Federal National Mort 2049-09-01 3.000000 135625406.00 134041683.24 Agency Mortgage-Backed Securities BWAY HOLDING COMPANY 549300DNGHXL0OMHW304 2024-04-15 5.500000 120000.00 118675.00 Corporate Debt Securities INDUSTRIAS META PES M 2025-12-30 8.500000 1761072.00 189848.84 Corporate Debt Securities HANESBRANDS INC SR 14 GX5LWVWZLL5S4W1L2F20 2024-05-15 4.625000 69000.00 69712.17 Corporate Debt Securities COMPANHIA BRASILERIA 2024-06-17 4.750000 710000.00 728967.85 Corporate Debt Securities ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 2022-12-01 5.125000 690000.00 497978.85 Corporate Debt Securities CSVC ACQUISITION CORP 2025-06-15 7.750000 100000.00 40697.92 Corporate Debt Securities TPC GROUP INC SR SEC 549300K276KVW5JD1583 2024-08-01 10.500000 266000.00 249629.92 Corporate Debt Securities KRAFT FOODS GROUP INC 5493003STKEZ2S0RNU91 2042-06-04 5.000000 1196000.00 1239739.05 Corporate Debt Securities TELECOM ITALIA CAPITA 2033-11-15 0.000000 146000.00 157498.67 Corporate Debt Securities TARGA RES PARTNERS / 2028-01-15 5.000000 834000.00 808126.54 Corporate Debt Securities TRANSPORTADORA DE GAS 2025-05-02 6.750000 555000.00 476681.17 Corporate Debt Securities PLANTRONICS INC NEW S 5493006O3W5M472F6668 2023-05-31 5.500000 150000.00 131718.75 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2050-06-03 6.750000 890000.00 914824.32 Corporate Debt Securities ALLEGHENY TECHNOLOGIE ZW1LRE7C3H17O2ZN9B45 2023-08-15 7.875000 489000.00 514951.84 Corporate Debt Securities LAND O LAKES INC PERP 2099-01-01 8.000000 10000.00 9733.33 Corporate Debt Securities BERRY PLASTICS CORP S 549300AP2Q7ERHX6RI89 2023-07-15 5.125000 39000.00 39879.04 Corporate Debt Securities AEGEA FIN S A R L S A 2024-10-10 5.750000 18000.00 18500.18 Corporate Debt Securities COVANTA HLDG CORP SR 40XIFLS8XDQGGHGPGC04 2025-07-01 5.875000 220000.00 228672.80 Corporate Debt Securities MATTEL INC SR NT 3.15 549300VELLG24KHTJ564 2023-03-15 3.150000 454000.00 435471.13 Corporate Debt Securities GRUPO POSADAS S A DE 2022-06-30 7.875000 1625000.00 475312.50 Corporate Debt Securities ENCANA CORP SR GLBL N 2038-02-01 6.500000 543000.00 479720.29 Corporate Debt Securities FMG RESOURCES AUGUST 549300EFD6S2NFE9D745 2024-05-15 5.125000 15000.00 15583.59 Corporate Debt Securities CARVANA CO SR GLBL 14 5493003WEAK2PJ5WS063 2023-10-01 8.875000 240000.00 244970.63 Corporate Debt Securities PRIME SEC SVCS BORROW 2024-04-15 5.250000 100000.00 104472.75 Corporate Debt Securities LEVEL 3 FING INC GLBL 2027-09-15 4.625000 230000.00 234827.60 Corporate Debt Securities CONSTELLATION OIL SVC 2030-11-09 0.000000 1766402.00 136085.38 Corporate Debt Securities PYXUS INTERNATIONAL I 2021-07-15 9.875000 4949000.00 395920.00 Corporate Debt Securities HOSPITALITY PPTYS TR 529900IS770AG1K9QG27 2022-08-15 5.000000 200000.00 199758.00 Corporate Debt Securities TWIN REEFS PASS-THROU 2099-01-01 0.000000 4300000.00 771579.10 Corporate Debt Securities ENDEAVOR ENERGY RESOU 2026-01-30 5.500000 60000.00 58862.80 Corporate Debt Securities HOSPITALITY PPTYS TR 2028-01-15 3.950000 45000.00 37165.24 Corporate Debt Securities JOHNSON CTLS INC SR N 2041-03-01 5.700000 555000.00 693284.72 Corporate Debt Securities HOSPITALITY PPTYS TR 2026-02-15 5.250000 250000.00 232454.38 Corporate Debt Securities SUBURBAN PROPANE PART 2024-06-01 5.500000 150000.00 149257.58 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-03-28 1.576000 535000.00 500221.67 Corporate Debt Securities HERTZ CORP SR GLBL RE 2024-10-15 0.000000 3687000.00 1122691.50 Corporate Debt Securities VISTRA OPERATIONS CO 549300ZH5GKBTJZ7NM23 2027-07-31 5.000000 13000.00 13429.56 Corporate Debt Securities LEVEL 3 FING INC GLBL 2027-09-15 4.625000 1093000.00 1115941.61 Corporate Debt Securities OASIS PETROLEUM INC S 529900FA4V2YNIKZ0M71 2023-01-15 6.875000 336000.00 67707.50 Corporate Debt Securities EDGEWELL PERS CARE CO 549300CY8QZDL4Z3RU59 2022-05-24 4.700000 873000.00 905545.44 Corporate Debt Securities SUMMIT MATERIALS LLC 2023-07-15 6.125000 200000.00 204724.58 Corporate Debt Securities FORESIGHT ENERGY LLC 2023-04-01 0.000000 130000.00 91.00 Corporate Debt Securities WASHINGTON PRIME GROU 549300K4BNOIQ154O537 2024-08-15 6.450000 1651000.00 993039.35 Corporate Debt Securities ASCENT RES UTICA HLDG 2026-11-01 7.000000 1484000.00 979324.58 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-12-31 6.125000 425000.00 418160.16 Corporate Debt Securities PENNEY J C CORP INC S 2037-04-01 0.000000 16272000.00 138312.00 Corporate Debt Securities L BRANDS INC SR GLBL GR3KVMWVCR54YWQNXU90 2035-11-01 6.875000 70000.00 59245.72 Corporate Debt Securities NEW GOLD INC CDA SR G 5493005G0GNCHP0H6L96 2027-07-15 7.500000 1157000.00 1187371.25 Corporate Debt Securities FAIR ISAAC CORP SR GL RI6HET5SJUEY30V1PS26 2028-06-15 4.000000 100000.00 100916.67 Corporate Debt Securities BLUE CUBE SPINCO INC 2025-10-15 10.000000 1187000.00 1258853.07 Corporate Debt Securities ASCENT RES UTICA HLDG 2022-04-01 10.000000 1326000.00 1173141.67 Corporate Debt Securities DCP MIDSTREAM LLC JR 549300Y6CTBSE0QIPL28 2043-05-21 5.850000 124000.00 87585.85 Corporate Debt Securities UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2025-05-15 7.500000 270000.00 275231.25 Corporate Debt Securities DELTA AIR LINES INC D 2021-04-19 3.400000 1110000.00 1088139.17 Corporate Debt Securities ULTRA RESOURCES INC S 2024-07-12 0.000000 1256541.00 65968.40 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2025-02-15 0.000000 7540000.00 9425.00 Corporate Debt Securities IHS MARKIT LTD SR GLB 549300HLPTRASHS0E726 2025-02-15 4.750000 90000.00 101962.13 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-05-01 0.000000 12494000.00 1249.40 Corporate Debt Securities GOL FINANCE PERP SR G 2099-01-01 8.750000 1042000.00 547747.85 Corporate Debt Securities SANCHEZ ENERGY CORP S 2021-06-15 0.000000 22069000.00 55172.50 Corporate Debt Securities AI CANDELARIA SPAIN S 2028-12-15 7.500000 150000.00 151938.75 Corporate Debt Securities LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2027-05-15 6.500000 400000.00 414888.89 Corporate Debt Securities AMERICAN AIRLS INC SR IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 870000.00 828675.00 Corporate Debt Securities IRON MTN INC NEW SR G SQL3F6CKNNBM3SQGHX24 2029-09-15 4.875000 184000.00 182016.25 Corporate Debt Securities 1011778 B.C. UNLIMITE 2028-01-15 3.875000 599000.00 586122.75 Corporate Debt Securities HERC HLDGS INC SR GLB 549300TP80QLITMSBP82 2027-07-15 5.500000 1244000.00 1265655.97 Corporate Debt Securities PRIME SEC SVCS BORROW 2028-01-15 6.250000 349000.00 338142.22 Corporate Debt Securities INTELSAT LUXEMBOURG S 2021-06-01 0.000000 2555000.00 140525.00 Corporate Debt Securities SUMMIT MIDSTREAM PART 2099-01-01 9.500000 8360000.00 1182591.67 Corporate Debt Securities CHARTER COMMUNICATION 2022-07-23 4.464000 250000.00 271319.50 Corporate Debt Securities CENTURY TEL ENTERPRIS 8M3THTGWLTYZVE6BBY25 2028-01-15 6.875000 315000.00 342764.23 Corporate Debt Securities VISTRA OPERATIONS CO 549300ZH5GKBTJZ7NM23 2027-02-15 5.625000 1300000.00 1356827.88 Corporate Debt Securities PAMPA ENERGIA SA SR G 254900QNIK0CVURGML24 2029-04-15 9.125000 382000.00 316681.98 Corporate Debt Securities KIRS MIDCO 3 PLC SR S 2023-07-15 8.625000 465000.00 503981.53 Corporate Debt Securities SYNGENTA FIN N V SR N 54930042S3BYCEGOCN86 2022-03-28 3.125000 400000.00 406646.44 Corporate Debt Securities ITAU UNIBANCO HLDG SA 2022-03-19 5.650000 997000.00 1047698.83 Corporate Debt Securities WESCO DISTR INC SR GL 549300I2CEZJG9N4AH67 2021-12-15 5.375000 165000.00 164994.98 Corporate Debt Securities BUCKEYE PARTNERS L P 549300C1PQJLVEIUBK50 2025-03-01 4.125000 310000.00 299928.23 Corporate Debt Securities ODEBRECHT FINANCE LTD 2022-06-26 0.000000 200000.00 10002.00 Corporate Debt Securities TIDEWATER INC NEW SR 2022-08-01 8.000000 1364031.00 1187540.54 Corporate Debt Securities NEWFIELD EXPL CO SR N T8W3X1PFLPW2YE0UIP44 2022-01-30 5.750000 554000.00 565804.82 Corporate Debt Securities SESI L L C SR GLBL RE 2021-12-15 7.125000 300000.00 132890.62 Corporate Debt Securities WHITING PETE CORP NEW 52990028CHK9KUB1B293 2026-01-15 0.000000 643000.00 98989.85 Corporate Debt Securities ILFC E-CAPITAL TR I 5 2065-12-21 3.020000 1150000.00 566008.28 Corporate Debt Securities NEWELL BRANDS INC CR 2046-04-01 6.000000 1255000.00 1339503.33 Corporate Debt Securities COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 2023-05-15 4.875000 127000.00 128726.41 Corporate Debt Securities SAMARCO MINERACAO SA 2022-11-01 0.000000 550000.00 281187.50 Corporate Debt Securities NOVELIS CORP SR 144A 549300G5F3W3B52WYL23 2026-09-30 5.875000 285000.00 285793.37 Corporate Debt Securities AMERICAN AXLE & MFG I RY5TAKFOBLDUGX31MS24 2022-10-15 6.625000 371000.00 380387.07 Corporate Debt Securities HOSPITALITY PPTYS TR 529900IS770AG1K9QG27 2027-02-15 4.950000 500000.00 443206.25 Corporate Debt Securities T MOBILE USA INC SR G 549300V2JRLO5DIFGE82 2028-02-01 4.750000 15000.00 16103.25 Corporate Debt Securities FORD MTR CO DEL SR NT 20S05OYHG0MQM4VUIC57 2043-01-15 4.750000 616000.00 497358.91 Corporate Debt Securities TRANSOCEAN INC SR GLB DOL4HJ22ADYSIWES4H94 2027-02-01 8.000000 733000.00 433365.89 Corporate Debt Securities CENTURYLINK INC SR SE 8M3THTGWLTYZVE6BBY25 2027-02-15 4.000000 992000.00 977906.99 Corporate Debt Securities CHEMOURS CO SR GLBL N 549300M1BOLNXL8DOV14 2023-05-15 6.625000 85000.00 81459.01 Corporate Debt Securities NOBLE HOLD INT LTD SR 2022-03-15 3.950000 399000.00 16566.81 Corporate Debt Securities UPJOHN INC SR GLBL RE 2025-06-22 1.650000 250000.00 254391.67 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2025-03-15 6.875000 1102000.00 1154071.80 Corporate Debt Securities AMERICAN WOODMARK COR 2026-03-15 4.875000 425000.00 420417.97 Corporate Debt Securities TELECOM ARGENTINA SA 2026-07-18 8.000000 1193000.00 1098753.00 Corporate Debt Securities LEHMAN BRTH HLD RICI 2038-05-11 0.000000 218862000.00 3282.93 Corporate Debt Securities SERVICE PPTYS TR SR G 529900IS770AG1K9QG27 2025-09-15 7.500000 225000.00 236913.37 Corporate Debt Securities BOART LONGYEAR MGMT P 2022-12-31 10.000000 563712.00 479155.20 Corporate Debt Securities PACIFIC GAS & ELEC CO 2034-03-01 0.000000 169000.00 201955.00 Corporate Debt Securities MURPHY OIL CORP SR GL QBKYQD0ODE7DC7PDIN91 2027-12-01 5.875000 109000.00 99705.86 Corporate Debt Securities NEWELL BRANDS INC CR 549300LWGYFM1TVO1Z12 2026-04-01 4.700000 630000.00 656661.25 Corporate Debt Securities ODEBRECHT OIL & GAS F 2099-12-31 0.000000 6524253.00 6524.25 Corporate Debt Securities AMERICAN AXLE & MFG I RY5TAKFOBLDUGX31MS24 2028-07-01 6.875000 15000.00 14751.56 Corporate Debt Securities FRONTIER COMMUNICATIO 2021-09-15 0.000000 1299000.00 402690.00 Corporate Debt Securities OASIS PETROLEUM INC S 2021-11-01 6.500000 274000.00 68678.86 Corporate Debt Securities ICAHN ENTERPRISES LP/ 2024-02-01 6.750000 302000.00 314967.13 Corporate Debt Securities EDGEWELL PERSONAL CAR 2028-06-01 5.500000 115000.00 118542.64 Corporate Debt Securities PLAINS ALL AMERN PIPE 2030-09-15 3.800000 337000.00 332445.63 Corporate Debt Securities WINDSTREAM SVCS LLC / 2024-06-30 0.000000 729000.00 36450.00 Corporate Debt Securities GULFPORT ENERGY CORP 549300FJX18IDUFPHD40 2026-01-15 6.375000 2000.00 1038.44 Corporate Debt Securities UNITED RENTALS NORTH NGIZXNT70J2LYT3FBI09 2027-05-15 5.500000 875000.00 917109.38 Corporate Debt Securities ADECOAGRO S A 6%27 2027-09-21 6.000000 12000.00 11448.00 Corporate Debt Securities IHS MARKIT LTD SR 144 549300HLPTRASHS0E726 2026-03-01 4.000000 510000.00 562337.33 Corporate Debt Securities NABORS INDS LTD SR GL 2028-01-15 7.500000 1745000.00 1143702.08 Corporate Debt Securities FRONTERA ENERGY CORP 2023-06-25 9.700000 1080000.00 887055.00 Corporate Debt Securities VICI PPTYS INC SR GLB 2027-02-15 3.750000 540000.00 514406.25 Corporate Debt Securities MALLINCKRODT INTL FIN 2025-04-15 5.500000 1338000.00 236101.25 Corporate Debt Securities AXTEL SAB DE CV 6.375 2024-11-14 6.375000 160000.00 166869.73 Corporate Debt Securities IRON MTN INC NEW SR G SQL3F6CKNNBM3SQGHX24 2027-09-15 4.875000 935000.00 914952.43 Corporate Debt Securities PRECISION DRILLING CO 549300WF2OE8T5BP4B84 2024-11-15 5.250000 105000.00 67889.06 Corporate Debt Securities FMG RESOURCES AUGUST 549300EFD6S2NFE9D745 2023-03-15 5.125000 350000.00 363981.77 Corporate Debt Securities GRUPO FAMSA S A B DE 2024-12-15 0.000000 670000.00 278673.10 Corporate Debt Securities NOBLE HOLD INT LTD SR 549300GNEZBJHMST9U32 2040-08-01 6.200000 6588000.00 300815.40 Corporate Debt Securities POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2026-08-15 5.000000 326000.00 330694.40 Corporate Debt Securities TRANSOCEAN INC SR GLB 2038-03-15 6.800000 1507000.00 414173.83 Corporate Debt Securities SBA COMMUNICATIONS CO 5299001HX8ZN8Y8QIT49 2022-10-01 4.000000 1000000.00 1021138.89 Corporate Debt Securities CHESAPEAKE ENERGY COR 2023-03-15 0.000000 5175000.00 168187.50 Corporate Debt Securities BLUE RACER MIDSTREAM 2026-07-15 6.625000 9000.00 8401.90 Corporate Debt Securities CALLON PETE CO DEL SR 549300EFOWPEB0WLZW21 2025-07-15 8.250000 500000.00 193906.25 Corporate Debt Securities CALPINE CORP SR NT 5. 43R4VPJBXTU2O15HEF41 2025-01-15 5.750000 84000.00 85846.25 Corporate Debt Securities BANCO BTG PACTUAL SA ZXLTQRYIK6IJH3R0IK66 2023-01-31 5.500000 843000.00 881286.25 Corporate Debt Securities NGL ENERGY PARTNERS L 2023-11-01 7.500000 1500000.00 1285937.50 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2023-01-09 3.087000 47000.00 45677.57 Corporate Debt Securities SUBURBAN PROPANE PART 2025-03-01 5.750000 83000.00 85200.08 Corporate Debt Securities SCIENTIFIC GAMES INTL RLTHESQ0RNFQJWPBJN60 2025-10-15 5.000000 1000000.00 938796.67 Corporate Debt Securities OLIN CORP SR GLBL NT 549300GKK294V7W57P06 2027-09-15 5.125000 56000.00 53477.08 Corporate Debt Securities DCP MIDSTREAM LLC PER 52990024YYS3MLGW0E91 2099-12-31 7.375000 425000.00 301993.49 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-01-09 3.810000 972000.00 945559.17 Corporate Debt Securities PROMERICA FINL CORP S 2024-05-14 9.700000 30000.00 28946.83 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2049-10-01 4.875000 1275000.00 1308943.16 Corporate Debt Securities CNX RESOURCES CORPORA 549300JK3KH8PWM3B226 2027-03-14 7.250000 119000.00 113156.77 Corporate Debt Securities BANCO MERCANTILE DEL 549300QTVYRPFHS0J362 2099-01-01 7.625000 1065000.00 1033360.62 Corporate Debt Securities TERRAFORM PWR OPER LL 5493000S2OLR3UT5BE13 2028-01-31 5.000000 44000.00 47088.95 Corporate Debt Securities MOSS CREEK RES HLDGS 54930037SLMSPWKYIX36 2027-05-15 10.500000 575000.00 312296.88 Corporate Debt Securities COSAN LTD SR GLBL REG 2029-09-20 5.500000 500000.00 483138.89 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2023-02-15 1.627380 200000.00 179415.89 Corporate Debt Securities GFL ENVIRONMENTAL INC 549300FYK4MBXWIVZU26 2026-12-15 5.125000 707000.00 728623.89 Corporate Debt Securities STANDARD INDS INC SR 54930064UHXCIUWVI755 2028-01-15 4.750000 25000.00 25926.52 Corporate Debt Securities VALARIS PLC SR GLBL N 2025-06-15 7.375000 1373000.00 182709.11 Corporate Debt Securities HERTZ CORP SR NT 7%28 2028-01-15 0.000000 500000.00 141250.00 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2023-03-15 5.625000 287000.00 293060.36 Corporate Debt Securities FTS INTERNATIONAL INC 549300LIZ1UTOOLOZV47 2022-05-01 6.250000 671000.00 222935.09 Corporate Debt Securities AES CORP SR GLBL NT 2 2NUNNB7D43COUIRE5295 2027-09-01 5.125000 234000.00 244691.69 Corporate Debt Securities TRANSOCEAN GUARDIAN L 2024-01-15 5.875000 303000.00 228192.06 Corporate Debt Securities TELECOM ITALIA CAP GT 549300777DJZOR5C4L39 2034-09-30 6.000000 751000.00 828578.30 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2031-03-01 4.250000 808000.00 854701.05 Corporate Debt Securities CALLON PETE CO DEL SR 549300EFOWPEB0WLZW21 2024-10-01 6.125000 3363004.00 1312050.32 Corporate Debt Securities BALL CORP SR GLBL NT 0BGI85ALH27ZJP15DY16 2026-03-15 4.875000 27000.00 29344.11 Corporate Debt Securities LEVEL 3 FING INC SR G 2023-05-01 5.125000 215000.00 217844.66 Corporate Debt Securities UNITED RENTALS NORTH NGIZXNT70J2LYT3FBI09 2028-01-15 4.875000 389000.00 405471.72 Corporate Debt Securities CYDSA S A SR GLBL REG 2027-10-04 6.250000 231000.00 230408.77 Corporate Debt Securities SCHAHIN II FINANCE CO 2023-09-25 0.000000 1050000.00 57006.25 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2039-10-15 0.000000 498000.00 56727.18 Corporate Debt Securities ALLIANCE ONE INTL INC 2021-04-15 0.000000 160000.00 153600.00 Corporate Debt Securities APACHE CORP SR GLBL N 72ZZ1XRHOOU9P9X16K08 2030-01-15 4.250000 1574000.00 1389163.87 Corporate Debt Securities CENTERPOINT ENERGY IN 21TPXMRRHFKOBHDC8J74 2099-01-01 6.125000 610000.00 605733.98 Corporate Debt Securities BUILDING MATLS CORP A 54930064UHXCIUWVI755 2025-10-15 6.000000 200000.00 207750.00 Corporate Debt Securities DUKE ENERGY FIELD SVC 549300Y6CTBSE0QIPL28 2036-11-03 6.450000 148000.00 134711.45 Corporate Debt Securities WPX ENERGY INC SR GLB ZXZE9GCS2BB547GJW219 2027-10-15 5.250000 1268000.00 1202618.75 Corporate Debt Securities LSC COMMUNICATIONS IN 5493000O7BCKOMYMHF87 2023-10-15 0.000000 4425000.00 177000.00 Corporate Debt Securities VALARIS PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 7.750000 1872000.00 214487.00 Corporate Debt Securities PENNEY J C CORP INC 8 2025-03-15 0.000000 12626000.00 220955.00 Corporate Debt Securities UNIFIN FIN S A B DE C 2028-01-27 8.375000 605000.00 476796.72 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2034-11-14 5.400000 475000.00 467295.50 Corporate Debt Securities AVIS BUDGET CAR RENT 2027-07-15 5.750000 1319000.00 1042147.40 Corporate Debt Securities TEREX CORP NEW SR GLB YAWJZJYEQ7M1SYMOS462 2025-02-01 5.625000 212000.00 198915.63 Corporate Debt Securities TRONOX FINANCE LLC SR 2025-10-01 5.750000 13000.00 12177.30 Corporate Debt Securities NABORS INDS LTD SR GL 2026-01-15 7.250000 451000.00 295060.49 Corporate Debt Securities RBS GLOBAL INC SR 144 2025-12-15 4.875000 55000.00 55386.72 Corporate Debt Securities CNX MIDSTREAM PARTNER 2026-03-15 6.500000 148000.00 138652.07 Corporate Debt Securities BBVA BANCOMER S A INS 2029-11-12 5.350000 1324000.00 1300344.53 Corporate Debt Securities CALPINE CORP SR GLBL 43R4VPJBXTU2O15HEF41 2024-02-01 5.500000 23000.00 23451.81 Corporate Debt Securities DCP MIDSTREAM OPERATI 549300Y6CTBSE0QIPL28 2029-05-15 5.125000 1380000.00 1328976.23 Corporate Debt Securities WINDSTREAM CORP SR NT 2023-08-01 0.000000 585000.00 29250.00 Corporate Debt Securities BRF SA SR GLBL REGS 2 2024-05-22 4.750000 230000.00 233910.89 Corporate Debt Securities BANCO HIPOTECARIO SA 2020-11-30 9.750000 164000.00 142374.14 Corporate Debt Securities ALTICE FRANCE HLDG S 5299000JVHXKJPOE6H40 2028-02-15 6.000000 1230000.00 1184588.40 Corporate Debt Securities CAMPOSOL S A SR GLBL 2027-02-04 6.000000 1321000.00 1333549.50 Corporate Debt Securities GENESIS ENERGY LP/ GE 2025-10-01 6.500000 779000.00 676631.18 Corporate Debt Securities CREDIVALORES - CREDIS 2022-07-27 9.750000 200000.00 172341.50 Corporate Debt Securities JBS USA LUX S A / JBS 2030-01-15 5.500000 247000.00 258536.96 Corporate Debt Securities ADVANCED DRAIN SYS IN 6QQTOZ5MF5DHM7K92I60 2027-09-30 5.000000 13000.00 13203.19 Corporate Debt Securities BALL CORP SR NT 5%22 0BGI85ALH27ZJP15DY16 2022-03-15 5.000000 120000.00 126175.60 Corporate Debt Securities AMERICAN BLDRS & CONT 549300H5GQ4C1BEKG397 2026-05-15 5.875000 1282000.00 1288209.69 Corporate Debt Securities EQT CORP CR SEN SR GL 4NT01YGM4X7ZX86ISY52 2030-02-01 7.000000 42000.00 44573.20 Corporate Debt Securities QEP RESOURCES INC SR Q6JQDZPXKEDQKVK58165 2026-03-01 5.625000 971000.00 649204.53 Corporate Debt Securities ODEBRECHT FINANCE LTD 2042-06-26 0.000000 1325000.00 66250.00 Corporate Debt Securities REDE D OR FIN S A R L 2030-01-22 4.500000 190000.00 170857.50 Corporate Debt Securities CALPINE CORP SR SEC G 43R4VPJBXTU2O15HEF41 2028-02-15 4.500000 530000.00 532983.90 Corporate Debt Securities CEMEX SAB DE CV SR SE 549300RIG2CXWN6IV731 2025-05-05 6.125000 1083000.00 1059063.14 Corporate Debt Securities FORD MTR CO DEL SR GL 20S05OYHG0MQM4VUIC57 2030-04-22 9.625000 497142.00 599394.44 Corporate Debt Securities TRANSOCEAN INC SR GLB DOL4HJ22ADYSIWES4H94 2026-01-15 7.500000 70000.00 40382.65 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2023-11-01 0.000000 117000.00 14040.00 Corporate Debt Securities UNIFIN FINANCIERA SAB 5493007GRMPGDJG93Z17 2025-01-15 7.000000 852000.00 685505.00 Corporate Debt Securities DENBURY RES INC SR SE 549300KCWA5W52MS5559 2024-02-15 7.750000 1755000.00 712990.69 Corporate Debt Securities TALEN ENERGY SUPPLY L K5K33XN0PQAU1XF7NN66 2026-01-15 10.500000 258000.00 217526.25 Corporate Debt Securities CBL & ASSOCIATES LP S 549300VS75TWHD9JTH89 2026-12-15 5.950000 3700000.00 1100672.92 Corporate Debt Securities YUM BRANDS INC SR GLB 549300JE8XHZZ7OHN517 2025-04-01 7.750000 462000.00 506753.81 Corporate Debt Securities BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 2022-06-06 2.894000 275000.00 285092.32 Corporate Debt Securities AES GENER S A JR SB G 549300IF4IFG0FS0RM26 2079-10-07 6.350000 300000.00 304017.08 Corporate Debt Securities ODEBRECHT FINANCE LTD 2025-04-25 0.000000 363000.00 21780.00 Corporate Debt Securities CENOVUS ENERGY INC SR 549300EIRQ0Z2B9C1W06 2037-06-15 5.250000 395000.00 353456.86 Corporate Debt Securities GENNEIA S.A. SR GLBL 2022-01-20 8.750000 225000.00 194915.00 Corporate Debt Securities LIBERTY MUT GROUP INC 2087-03-07 7.800000 552000.00 670238.40 Corporate Debt Securities MARRIOTT OWNERSHIP RE 2026-09-15 6.500000 827000.00 854330.97 Corporate Debt Securities NEUQUEN PROV ARGENTIN 2028-05-12 8.625000 150000.00 111707.63 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 2020-07-01 2020-08-04 2020-10-20 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 0.0049 341800000.00 341800000.00 0.0044 N N N Y BPCE SA BPCE SA 0.461 05571BQK2 US05571BQK25 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 2021-03-19 2021-03-19 2021-03-19 N N N 0.0046 314387901.45 314387901.45 0.0041 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 0.080 0RA001MI5 0000800030 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0008 400000000.00 400000000.00 0.0052 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 1.050 13608AJA5 2IGI19DL77OX0HC3ZE78 US13608AJA51 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 2020-09-10 2020-09-10 2020-09-10 N N N 0.0105 101963280.00 101963280.00 0.0013 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 0.370 13608CKN1 2IGI19DL77OX0HC3ZE78 US13608CKN10 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 2020-07-26 2021-02-26 2021-02-26 N N N 0.0037 85048950.65 85048950.65 0.0011 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 1.650 13606CAF1 2IGI19DL77OX0HC3ZE78 US13606CAF14 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 2020-10-01 2020-10-01 2020-10-01 N N N 0.0165 500000000.00 500000000.00 0.0065 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 0.428 13606CCL6 US13606CCL63 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 2020-09-10 2021-06-10 2021-06-10 N N N 0.0043 259999971.40 259999971.40 0.0034 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.500 16891MGQ6 5493001KQW6DM7KEDR62 US16891MGQ69 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 2020-07-24 2020-07-24 2020-07-24 N N N 0.0150 99985667.00 99985667.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.450 16891MGP8 5493001KQW6DM7KEDR62 US16891MGP86 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 2020-07-23 2020-07-23 2020-07-23 N N N 0.0145 99986456.00 99986456.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.600 16955AZV3 5493001KQW6DM7KEDR62 US16955AZV33 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 2020-07-17 2020-07-17 2020-07-17 N N N 0.0160 65042454.10 65042454.10 0.0008 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.050 16955AZN1 5493001KQW6DM7KEDR62 US16955AZN17 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0205 100051946.00 100051946.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.550 16955AZZ4 5493001KQW6DM7KEDR62 US16955AZZ47 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 2020-07-15 2020-07-15 2020-07-15 N N N 0.0155 100055758.00 100055758.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.750 16955AD47 5493001KQW6DM7KEDR62 US16955AD472 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 2020-08-07 2020-08-07 2020-08-07 N N N 0.0075 100046289.00 100046289.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.750 16955AD54 5493001KQW6DM7KEDR62 US16955AD548 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 2020-08-10 2020-08-10 2020-08-10 N N N 0.0075 80037856.00 80037856.00 0.0010 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.550 16955AE87 5493001KQW6DM7KEDR62 US16955AE876 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 2020-08-21 2020-08-21 2020-08-21 N N N 0.0055 75014154.75 75014154.75 0.0010 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.250 16955AB56 5493001KQW6DM7KEDR62 US16955AB567 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 0.0125 100078110.00 100078110.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.250 16955AB64 5493001KQW6DM7KEDR62 US16955AB641 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 2020-07-27 2020-07-27 2020-07-27 N N N 0.0125 100075547.00 100075547.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.130 16955AC30 5493001KQW6DM7KEDR62 US16955AC300 0001445474 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 2020-07-30 2020-07-30 2020-07-30 N N N 0.0113 70051295.30 70051295.30 0.0009 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.500 16955AA73 5493001KQW6DM7KEDR62 US16955AA734 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 0.0150 100070843.00 100070843.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.500 16955AA99 5493001KQW6DM7KEDR62 US16955AA999 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 2020-07-23 2020-07-23 2020-07-23 N N N 0.0150 49039668.44 49039668.44 0.0006 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.500 16955AA81 5493001KQW6DM7KEDR62 US16955AA817 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 2020-07-21 2020-07-21 2020-07-21 N N N 0.0150 100074209.00 100074209.00 0.0013 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.600 16955AZU5 5493001KQW6DM7KEDR62 US16955AZU59 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 2020-07-16 2020-07-16 2020-07-16 N N N 0.0160 75046171.50 75046171.50 0.0010 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.550 16955AG44 5493001KQW6DM7KEDR62 US16955AG442 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 2020-08-27 2020-08-27 2020-08-27 N N N 0.0055 50006822.50 50006822.50 0.0006 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.050 16955AZR2 5493001KQW6DM7KEDR62 US16955AZR21 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 2020-07-09 2020-07-09 2020-07-09 N N N 0.0205 25011725.75 25011725.75 0.0003 N N N N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 0.090 0CAN06IO9 E57ODZWZ7FF32TWEFA76 0000036684 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort 2041-07-01 4.500000 2923524.14 920538.85 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 1302095.38 592876.07 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 5.939000 884013.78 718276.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-10-01 3.000000 3773053.39 2229838.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.500000 4831469.04 2279273.40 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 4750639.67 982895.85 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 2.430000 775752.36 763790.97 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 3.000000 4311080.89 1941265.66 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.480000 2448198.90 2721337.06 Agency Mortgage-Backed Securities Federal Home Loan Ban 2549001DPIFGXC1TOL40 2029-12-14 2.125000 1014799.38 1116270.63 Agency Debentures and Agency Strips Federal National Mort 2045-06-01 3.500000 572317.79 296454.91 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 1121690.69 995299.49 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 6732816.53 193020.72 Agency Mortgage-Backed Securities Federal National Mort 2021-04-01 4.330000 466436.19 403221.14 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 780685.40 354911.85 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.000000 1117929.64 765651.59 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-05-01 3.500000 2182349.07 809785.58 Agency Mortgage-Backed Securities Federal National Mort 2022-11-01 2.260000 381458.00 333476.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.000000 3452156.15 2834048.66 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 2145629.32 1967583.90 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 4.000000 4948176.78 1781635.53 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-12-01 3.500000 1075205.13 591012.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 1977977.68 1609892.77 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 608715.90 516317.95 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 1013346.20 818654.79 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 2.831000 5086106.67 1035851.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-11-01 3.000000 529069.41 271073.12 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-06-01 2.500000 268519.79 79554.08 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-08-01 3.500000 9060262.29 4021749.73 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.000000 3031800.09 2147687.19 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 7816839.27 1893563.68 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-03-01 4.500000 4323506.49 1450873.96 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.564000 2643372.19 783009.01 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 861657.43 482841.38 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.590000 787135.56 809145.65 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.265000 1432732.03 880405.94 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 381157.92 237222.15 Agency Mortgage-Backed Securities Federal National Mort 2029-06-01 3.500000 5096997.23 1667913.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-12-01 3.000000 6809507.27 2809993.52 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 1089880.00 551672.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-09-01 2.603000 3632933.33 1452873.66 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 4.500000 13163232.78 2041909.47 Agency Mortgage-Backed Securities Federal Home Loan Ban 2038-05-10 3.600000 259149.24 335357.26 Agency Debentures and Agency Strips Federal National Mort 2032-04-01 3.500000 481969.16 150427.20 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 6038617.95 2737947.91 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 473420.62 267507.95 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 790660.47 516053.47 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.500000 4896052.18 2358702.50 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 3.500000 2930422.60 2590559.87 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-09-01 3.500000 355322.19 138117.57 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 3.550000 1695368.89 1753004.30 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 2664151.11 2495628.31 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 3.500000 2795204.10 1141072.46 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-04-01 4.000000 2824073.08 1628942.01 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-12-01 4.000000 1820442.31 829767.42 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 8658491.11 2732947.36 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 4.000000 1607689.74 200005.71 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 3285717.91 2793425.93 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.000000 432654.99 182661.45 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 6.000000 12109777.78 719461.94 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 5.000000 612441.35 78849.99 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 5423906.50 2627623.55 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 3599025.96 2795088.25 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 3082684.16 1106011.06 Agency Mortgage-Backed Securities Federal National Mort 2023-01-01 2.360000 529197.29 469816.13 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 1207986.18 922581.23 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.320000 3847520.05 4246828.56 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-02-01 4.000000 6021847.60 3750853.93 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 405361.73 404498.82 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 2989677.20 1462166.27 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.500000 5328451.90 4222365.70 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 2.440000 460171.56 416780.02 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 315800.48 94441.21 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 4.500000 1405505.62 443389.34 Agency Mortgage-Backed Securities Federal National Mort 2021-06-01 4.095000 217976.00 189980.06 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 2074478.32 518135.04 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 6079108.44 2687380.54 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 1041172.54 751173.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-08-01 4.000000 799245.33 646476.92 Agency Mortgage-Backed Securities Federal National Mort 2024-06-01 6.100000 90823.33 74826.60 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 2.405000 2526444.53 2697844.49 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.000000 411732.44 149474.11 Agency Mortgage-Backed Securities Federal Home Loan Ban 2043-06-22 3.625000 2166439.24 2814758.22 Agency Debentures and Agency Strips Federal Home Loan Mor 2043-05-01 4.000000 732590.69 362652.97 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 2458163.06 1760730.83 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 502305.59 250884.66 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 581269.33 182151.08 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 2.500000 1309100.89 353337.18 Agency Mortgage-Backed Securities 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 108988000.00 108988000.00 0.0014 N Y Y N CITIGROUP GLOBAL MARKETS INC. CITIGROUP GLOBAL MARKETS INC. 0.462 0CGL03AT1 82VOJDD5PTRDMVVMGV31 0000091154 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CAPITAL ONE FINL CORP ZUE8T73ROZOF6FLBAR73 2024-01-29 3.900000 10000.00 11031.58 Corporate Debt Securities COLONIAL PIPELINE CO 2048-04-15 4.250000 10000.00 11479.14 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2023-01-22 3.625000 2000.00 2171.26 Corporate Debt Securities KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 2027-06-15 3.430000 20000.00 22059.38 Corporate Debt Securities BP CAP MKTS AMER INC 5493009NTB34VXE1T760 2028-11-06 4.234000 5000.00 5834.01 Corporate Debt Securities ECOPETROL S A SR NT 7 254900IDGKCJICKBPA66 2043-09-18 7.375000 11000.00 13416.10 Corporate Debt Securities SUNTRUST BK ATL SR MD JJKC32MCHWDI71265Z06 2022-08-01 2.450000 18000.00 18826.74 Corporate Debt Securities ONCOR ELEC DELIVERY C 549300SP2X2BS1KERD24 2041-12-01 4.550000 35000.00 44785.13 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2037-01-15 5.550000 28000.00 36299.97 Corporate Debt Securities DUKE ENERGY IND LLC 1 6URPHM2EAWGJ2C6ISB97 2049-10-01 3.250000 2000.00 2237.51 Corporate Debt Securities OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2026-03-15 5.550000 50000.00 46913.38 Corporate Debt Securities NEW YORK LIFE GBL FDG 635400DPNHEAUHB7ZI15 2023-05-05 1.100000 14000.00 14249.75 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-10-15 4.150000 24000.00 28931.90 Corporate Debt Securities AMC NETWORKS INC SR G 549300VGG9K75226LR46 2025-08-01 4.750000 50000.00 50007.99 Corporate Debt Securities FORD MTR CO DEL SR DE 20S05OYHG0MQM4VUIC57 2032-01-15 8.900000 15000.00 17149.37 Corporate Debt Securities PROCTER AND GAMBLE CO 2022-02-06 2.300000 5000.00 5208.55 Corporate Debt Securities MASTERCARD INCORPORAT AR5L2ODV9HN37376R084 2049-06-01 3.650000 19000.00 22869.36 Corporate Debt Securities JAGGED PEAK ENERGY IN 549300RX1X1CBWDBPJ74 2026-05-01 5.875000 50000.00 48997.92 Corporate Debt Securities OBX TR 2018-EXP1 1-A- 2048-04-25 4.500000 31.00 12.11 Private Label Collateralized Mortgage Obligations BLACKROCK INC SR GLBL 549300LRIF3NWCU26A80 2029-04-30 3.250000 7000.00 8058.38 Corporate Debt Securities ODEBRECHT OFFSHORE DR 549300L7LF2PIRAWID66 2022-12-01 6.720000 1000.00 497.81 Corporate Debt Securities ZARAPITO LEASING LLC 2026-11-12 2.628000 60000.00 36804.20 Corporate Debt Securities AMGEN INC SR GLBL NT 62QBXGPJ34PQ72Z12S66 2023-08-19 2.250000 4000.00 4217.87 Corporate Debt Securities INVERSIONES ALSACIA S 2021-04-22 0.000000 30631.00 729.42 Corporate Debt Securities Federal National Mort 2034-05-25 5.500000 6000.00 1237.37 Agency Collateralized Mortgage Obligation DELL INTL LLC/EMC COR 2027-07-15 6.100000 39998.00 46675.87 Corporate Debt Securities ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 2023-06-01 3.050000 4000.00 4251.63 Corporate Debt Securities MPLX LP SR GLBL NT4.5 5493000CZJ19CK4P3G36 2038-04-15 4.500000 15000.00 15064.58 Corporate Debt Securities METLIFE INC SR -C DB1 C4BXATY60WC6XEOZDX54 2022-12-15 3.048000 3000.00 3180.27 Corporate Debt Securities GRIFFON CORP SR GLBL 5493000C2SGNC7ZN3242 2028-03-01 5.750000 50000.00 50406.18 Corporate Debt Securities APPALACHIAN PWR CO SR 2045-06-01 4.450000 9000.00 10920.01 Corporate Debt Securities UNION PAC CORP SR GLB 549300LMMRSZZCZ8CL11 2024-03-01 3.150000 4000.00 4367.73 Corporate Debt Securities PEPSICO INC -A 7%29 2029-03-01 7.000000 1000.00 1470.45 Corporate Debt Securities TEVA PHARMACEUTICAL F 2036-02-01 6.150000 30000.00 29713.62 Corporate Debt Securities AK STL CORP SR GLBL N 2025-10-15 6.375000 20000.00 16865.63 Corporate Debt Securities ODEBRECHT DRILLING NO 549300YNW6BY570L6488 2021-12-01 6.350000 1.00 0.21 Corporate Debt Securities FLEX ACQUISITION CO I 549300HHED2KGPBEDW39 2025-01-15 6.875000 50000.00 49585.52 Corporate Debt Securities PENSKE TRUCK LEASING 2029-11-01 3.350000 3000.00 3068.85 Corporate Debt Securities CENTURYLINK INC SR GL 8M3THTGWLTYZVE6BBY25 2042-03-15 7.650000 40000.00 43792.50 Corporate Debt Securities CLEARWAY ENERGY OPER 2028-03-15 4.750000 35000.00 36494.39 Corporate Debt Securities STRUCTURED ASSET MTG 2034-07-19 0.773880 3200000.00 18179.28 Private Label Collateralized Mortgage Obligations LYON WILLIAM HOMES IN 5493001MTHCP4IWKJU06 2023-09-01 6.000000 20000.00 20846.67 Corporate Debt Securities APPLE INC SR GLBL NT3 HWUPKR0MPOU8FGXBT394 2027-05-11 3.200000 3000.00 3405.77 Corporate Debt Securities TALEN ENERGY SUPPLY L K5K33XN0PQAU1XF7NN66 2026-01-15 10.500000 46000.00 38783.75 Corporate Debt Securities Federal National Mort 2026-12-18 7.000000 25000.00 172.96 Agency Collateralized Mortgage Obligation GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2025-10-21 4.250000 5000.00 5673.98 Corporate Debt Securities RIO TINTO FIN USA LTD 213800RX94ZKEZXPKH58 2040-11-02 5.200000 10000.00 14127.38 Corporate Debt Securities NOBLE HOLD INT LTD SR 549300GNEZBJHMST9U32 2042-03-15 5.250000 1255000.00 56867.19 Corporate Debt Securities DENTSPLY SIRONA INC S 9NHEHR1SOZCYXDO8HO28 2030-06-01 3.250000 5000.00 5257.30 Corporate Debt Securities PETROLEOS MEXICANOS A 549300CAZKPF4HKMPX17 2025-12-15 2.460000 34000.00 19412.00 Other Instrument International debt FORTIVE CORP SR NT 3. 549300MU9YQJYHDQEF63 2026-06-15 3.150000 18000.00 19808.87 Corporate Debt Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2020-10-15 9.000000 150000.00 1.26 Agency Collateralized Mortgage Obligation DUKE ENERGY CORP NEW I1BZKREC126H0VB1BL91 2045-12-15 4.800000 2000.00 2579.04 Corporate Debt Securities MOODYS CORP SR NT 2.7 549300GCEDD8YCF5WU84 2021-12-15 2.750000 2000.00 2062.17 Corporate Debt Securities T MOBILE USA INC SR S 549300V2JRLO5DIFGE82 2027-04-15 3.750000 42000.00 46816.88 Corporate Debt Securities STARBUCKS CORP SR GLB OQSJ1DU9TAOC51A47K68 2025-08-15 3.800000 9000.00 10275.21 Corporate Debt Securities RAMP SERIES TRUST 200 2046-08-25 0.434500 800.00 342.12 Asset-Backed Securities MORGAN STANLEY FR 3.8 IGJSJL3JD5P30I6NJZ34 2024-04-29 3.875000 7000.00 7782.78 Corporate Debt Securities AT&T INC SR GLBL NT3. 549300Z40J86GGSTL398 2024-03-11 3.900000 5000.00 5564.84 Corporate Debt Securities STATOIL ASA SR NT 2.6 OW6OFBNCKXC4US5C7523 2024-01-15 2.650000 21000.00 22631.19 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2027-01-17 4.350000 4000.00 4213.42 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2039-10-15 0.000000 12000.00 1366.92 Corporate Debt Securities ABBOTT LABS SR NT 3.7 HQD377W2YR662HK5JX27 2026-11-30 3.750000 7000.00 8160.57 Corporate Debt Securities INTERNATIONAL BUSINES VGRQXHF3J8VDLUA7XE92 2042-06-20 4.000000 33000.00 39600.04 Corporate Debt Securities IRVINE CORE OFF TR 20 2048-05-15 3.278870 48000.00 49804.78 Private Label Collateralized Mortgage Obligations DOMINION ENERGY INC S ILUL7B6Z54MRYCF6H308 2022-09-15 2.750000 9000.00 9397.72 Corporate Debt Securities FISERV INC SR GLBL NT GI7UBEJLXYLGR2C7GV83 2028-10-01 4.200000 20000.00 23702.87 Corporate Debt Securities WELLTOWER INC SR GLBL T6IZ0MBEG5ACZDTR7D06 2031-01-15 2.750000 50000.00 49956.00 Corporate Debt Securities PROCTER AND GAMBLE CO 2572IBTT8CCZW6AU4141 2027-08-11 2.850000 4000.00 4550.02 Corporate Debt Securities INTESA SANPAOLO S P A 2028-01-12 3.875000 30000.00 31520.50 Corporate Debt Securities STRYKER CORPORATION S 5493002F0SC4JTBU5137 2026-03-15 3.500000 20000.00 22717.97 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2029-08-15 3.375000 35000.00 40281.72 Corporate Debt Securities JOHNSON & JOHNSON SR 549300G0CFPGEF6X2043 2047-03-03 3.750000 18000.00 22748.72 Corporate Debt Securities MARSH & MCLENNAN COS 549300XMP3KDCKJXIU47 2030-11-15 2.250000 13000.00 13593.61 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2022-11-02 2.500000 2000.00 2090.68 Corporate Debt Securities QEP RESOURCES INC SR Q6JQDZPXKEDQKVK58165 2026-03-01 5.625000 46000.00 30755.31 Corporate Debt Securities XEROX CORP SR GLBL NT 2020-09-01 2.750000 43000.00 43283.38 Corporate Debt Securities WASH MUT BK FA CA GLB 2036-05-20 0.000000 2200000.00 5277.80 Corporate Debt Securities FEDERAL EXPRESS PASS 2023-07-15 6.720000 1.00 0.11 Asset-Backed Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2024-06-24 2.650000 15000.00 16138.07 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2023-07-24 2.905000 3000.00 3152.97 Corporate Debt Securities QUALCOMM INC FR 2.9%0 H1J8DDZKZP6H7RWC0H53 2024-05-20 2.900000 16000.00 17266.28 Corporate Debt Securities SAN DIEGO GAS & ELEC KNIRVXKVNJJ4P8OTMS63 2026-05-15 2.500000 3000.00 3242.45 Corporate Debt Securities MONDELEZ INTL INC SR 549300DV9GIB88LZ5P30 2023-05-07 3.625000 3000.00 3247.43 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2023-10-12 3.650000 23000.00 25475.45 Corporate Debt Securities MARRIOTT INTL INC NEW 225YDZ14ZO8E1TXUSU86 2030-06-15 4.625000 7000.00 7296.56 Corporate Debt Securities GOGO INTER HLDGS LLC/ 2024-05-01 9.875000 7000.00 6183.69 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2035-05-15 3.900000 8000.00 9592.12 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2026-02-23 3.250000 11000.00 12436.11 Corporate Debt Securities AEP TRANSMISSION CO L 549300X123Z1I0LA3Y84 2049-06-15 3.800000 12000.00 14221.12 Corporate Debt Securities PSEG PWR LLC SR NT 4. 2023-11-15 4.300000 2000.00 2217.85 Corporate Debt Securities MACYS RETAIL HLDGS IN 2034-12-15 4.500000 5000.00 2959.38 Corporate Debt Securities DTE ELEC CO 1M BD-A 4 2043-04-01 4.000000 10000.00 12028.19 Corporate Debt Securities FLORIDA PWR & LT CO 1 A89MY1K3YLIGJMYWVX50 2025-04-01 2.850000 2000.00 2207.03 Corporate Debt Securities WILLIAMS COS INC SR N D71FAKCBLFS2O0RBPG08 2023-01-15 3.700000 36000.00 38697.06 Corporate Debt Securities CAROLINA PWR & LT CO 0NIFZ782LS46WOC9QK20 2038-04-01 6.300000 2000.00 3007.91 Corporate Debt Securities BB&T CORP SR MEDIUM T 549300DRQQI75D2JP341 2024-10-26 2.850000 6000.00 6500.20 Corporate Debt Securities PLASTIPAK HLDGS INC S 2025-10-15 6.250000 50000.00 49213.54 Corporate Debt Securities AETNA INC SR GLBL NT 549300QKBENKLBXQ8968 2022-11-15 2.750000 22000.00 22946.17 Corporate Debt Securities SUNOCO LP/SUNOCO FIN 2026-02-15 5.500000 50000.00 49625.25 Corporate Debt Securities TARGET CORP SR NT 2.9 8WDDFXB5T1Z6J0XC1L66 2022-01-15 2.900000 19000.00 20005.32 Corporate Debt Securities NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 2045-06-15 4.450000 30000.00 38439.42 Corporate Debt Securities VESSEL MGMT SVCS INC 2035-04-16 5.125000 38000.00 47887.40 Corporate Debt Securities HILCORP ENERGY I L P 2025-10-01 5.750000 20000.00 17184.31 Corporate Debt Securities MARSH & MCLENNAN COS 549300XMP3KDCKJXIU47 2024-06-03 3.500000 4000.00 4385.82 Corporate Debt Securities NATIONAL RURAL UTILS 4NYF266XZC35SCTGX023 2025-01-27 2.850000 2000.00 2221.29 Corporate Debt Securities VERIZON GLOBAL FDG CO 2035-09-15 5.850000 31000.00 44428.35 Corporate Debt Securities CAMB COML MTG TR 2019 2037-12-15 0.281280 89632500.00 15793.25 Private Label Collateralized Mortgage Obligations BANK AMER CORP FR 4%0 9DJT3UXIJIZJI4WXO774 2024-04-01 4.000000 5000.00 5601.24 Corporate Debt Securities PROCTER AND GAMBLE CO 2034-02-01 5.500000 24000.00 33488.97 Corporate Debt Securities LUMBERMENS MUT CAS CO 2026-07-01 0.000000 376000.00 3.76 Corporate Debt Securities MEG ENERGY CORP SR GL 5493002WXPTG5ZC1T326 2027-02-01 7.125000 50000.00 43234.38 Corporate Debt Securities BURLINGTON NORTHN SAN 2022-09-01 3.050000 32000.00 33885.82 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2027-05-15 3.875000 10000.00 10501.81 Corporate Debt Securities MOUNTAIN VIEW CLO 201 2026-10-15 4.868880 419.00 376.50 Asset-Backed Securities VODAFONE GROUP PLC NE 213800TB53ELEUKM7Q61 2038-05-30 5.000000 1000.00 1266.23 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2028-06-15 4.950000 10000.00 10806.13 Corporate Debt Securities EL SALVADOR REP SR GL 529900AKDMUSFSDOM949 2035-06-15 7.650000 40000.00 34727.50 Other Instrument International debt PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2023-05-01 1.125000 1.00 1.02 Corporate Debt Securities DUKE ENERGY OHIO 1MTG L6KC0HABGHNFU1Z6QY21 2023-09-01 3.800000 2000.00 2194.38 Corporate Debt Securities CORPORACION LINDLEY S 2023-04-12 4.625000 4000.00 4160.12 Corporate Debt Securities RELX CAPITAL INC SR G 2R15C3RTKJN1RCBOV146 2030-05-22 3.000000 28000.00 30477.35 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2048-06-15 4.250000 34001.00 43413.53 Corporate Debt Securities FORD HOLDINGS INC SR 2030-03-01 9.300000 6000.00 6932.65 Corporate Debt Securities KAISER FNDTN HOSP/HLT DW4Z57L3G4IRMHYZYK62 2027-05-01 3.150000 3000.00 3350.95 Corporate Debt Securities UNUM GROUP SR GLBL NT 549300E32YFDO6TZ8R31 2049-12-15 4.500000 43000.00 39737.37 Corporate Debt Securities STATE STR CORP SR GLB 549300ZFEEJ2IP5VME73 2023-05-15 2.653000 1000.00 1040.53 Corporate Debt Securities WILLIAMS PARTNERS L P D71FAKCBLFS2O0RBPG08 2040-04-15 6.300000 2000.00 2441.11 Corporate Debt Securities BAXALTA INC SR NT 5.2 5493000JW8DCO3T45R55 2045-06-23 5.250000 6000.00 8200.75 Corporate Debt Securities CINEMARK USA INC SR N 54930008H2137JSCPQ09 2022-12-15 5.125000 50000.00 47231.77 Corporate Debt Securities MERCK & CO. INC SR NT 4YV9Y5M8S0BRK1RP0397 2025-02-10 2.750000 36000.00 39268.96 Corporate Debt Securities RADIAN GROUP INC 4.5% 54930005OUP720S5U385 2024-10-01 4.500000 46000.00 45117.95 Corporate Debt Securities PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2021-06-03 1.950000 14000.00 14228.38 Corporate Debt Securities FHLMC SCRTT SERIES 20 2058-08-26 3.500000 10000.00 10167.85 Agency Collateralized Mortgage Obligation MERCK & CO. INC SR NT 4YV9Y5M8S0BRK1RP0397 2022-02-10 2.350000 6000.00 6236.87 Corporate Debt Securities FHLMC REMIC SERIES K- S6XOOCT0IEG5ABCC6L87 2024-03-25 3.389000 30000.00 32883.69 Agency Collateralized Mortgage Obligation INGLES MKTS INC SR NT 549300XH5RYBMYP8TF26 2023-06-15 5.750000 9000.00 9066.56 Corporate Debt Securities MORGAN STANLEY CAP 20 2034-04-25 0.000000 1.00 0.06 Private Label Collateralized Mortgage Obligations NORTHN STS PWR CO MIN 2044-05-15 4.125000 39000.00 49266.60 Corporate Debt Securities Federal National Mort 2028-12-20 6.500000 13000.00 333.60 Agency Collateralized Mortgage Obligation COMMONSPIRIT HEALTH S 4SXHN5XW08IBO0UG2V58 2029-10-01 3.347000 1000.00 1027.97 Corporate Debt Securities STARBUCKS CORP SR GLB OQSJ1DU9TAOC51A47K68 2022-06-15 2.700000 13000.00 13515.00 Corporate Debt Securities CONOCOPHILLIPS CDA FD 0FJ5X7MVCTSE8OEPQE56 2036-10-15 5.950000 27000.00 36436.66 Corporate Debt Securities COMCAST CORP NEW SR N 51M0QTTNCGUN7KFCFZ59 2027-01-15 2.350000 16000.00 17238.25 Corporate Debt Securities SOUTHWESTERN ELEC PWR R64UBJHEC74EB3HGQ410 2026-10-01 2.750000 15000.00 16076.68 Corporate Debt Securities REALTY INCOME CORP SR 549300CUWDAUZSH43859 2025-04-15 3.875000 45000.00 50288.53 Corporate Debt Securities HUMANA INC SR GLBL NT 529900YLDW34GJAO4J06 2022-12-15 2.900000 8000.00 8362.63 Corporate Debt Securities AUTOMATIC DATA PROCES HGBOLILQXWER4SAL2I23 2025-09-15 3.375000 6000.00 6796.70 Corporate Debt Securities HORMEL FOODS CORP SR MSD54751OJP1FS2ND863 2030-06-11 1.800000 15000.00 15259.65 Corporate Debt Securities VALARIS PLC SR GLBL N 2022-06-01 4.875000 300000.00 33428.12 Corporate Debt Securities WILLIAMS PARTNERS L P D71FAKCBLFS2O0RBPG08 2024-03-04 4.300000 2000.00 2201.73 Corporate Debt Securities PETROLEOS MEXICANOS F 2029-01-23 6.500000 29000.00 25979.57 Other Instrument International debt CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2030-04-01 3.750000 40000.00 46126.60 Corporate Debt Securities EL SALVADOR REP SR GL 529900AKDMUSFSDOM949 2029-02-28 8.625000 20000.00 19434.58 Other Instrument International debt BAT CAP CORP FR 4.758 2138005GYEXN7XRHFA84 2049-09-06 4.758000 23000.00 25973.60 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2024-11-07 2.000000 28000.00 29444.64 Corporate Debt Securities VIACOMCBS INC SR GLBL 5KYC8KF17ROCY24M3H09 2050-05-19 4.950000 9000.00 10037.59 Corporate Debt Securities AIR LEASE CORP SR GLB 5493004NW4M4P8TMMK63 2024-09-15 4.250000 21000.00 21868.68 Corporate Debt Securities SEMPRA ENERGY SR NT 4 PBBKGKLRK5S5C0Y4T545 2023-12-01 4.050000 4000.00 4361.97 Corporate Debt Securities ESC LEHMAN BRTH HLD 2020-08-04 0.000000 1093000.00 11148.60 Corporate Debt Securities BIG RIV STL LLC/ BRS 2025-09-01 7.250000 50000.00 49323.26 Corporate Debt Securities FHLMC SCRTT SERIES 20 2056-07-25 3.000000 26474.00 23527.90 Agency Collateralized Mortgage Obligation ALABAMA PWR CO SR -20 0RL818ELFOHP5JHOFU19 2039-03-01 6.000000 9000.00 13341.27 Corporate Debt Securities HOME DEPOT INC SR GLB QEKMOTMBBKA8I816DO57 2045-03-15 4.400000 29000.00 37043.83 Corporate Debt Securities NOKIA CORP SR GLBL NT 549300A0JPRWG1KI7U06 2027-06-12 4.375000 13000.00 13792.19 Corporate Debt Securities BYVW OPP MST FD IVB 2 2054-06-28 0.000000 123136000.00 11535.97 Asset-Backed Securities CANADIAN IMPERIAL BK 2IGI19DL77OX0HC3ZE78 2023-09-13 3.500000 2000.00 2203.23 Corporate Debt Securities WELLTOWER INC SR GLBL T6IZ0MBEG5ACZDTR7D06 2029-03-15 4.125000 7000.00 7860.10 Corporate Debt Securities DRIVE AUTO RECV TR 20 2026-08-17 3.690000 24000.00 24424.76 Asset-Backed Securities THERMO FISHER SCIENTI HCHV7422L5HDJZCRFL38 2027-08-15 3.200000 3000.00 3381.15 Corporate Debt Securities GEORGE WASHINGTON UNI 5493002S4P5IVD462L47 2046-09-15 3.545000 35000.00 38222.09 Corporate Debt Securities SBA COMMUNICATIONS CO 5299001HX8ZN8Y8QIT49 2022-10-01 4.000000 2000.00 2042.28 Corporate Debt Securities TEXAS COHLD TCEH F D1 IZQQS5HJQJVNUDLLD671 2020-10-01 0.000000 5181000.00 7771.50 Corporate Debt Securities SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 2045-04-23 5.875000 25000.00 32244.35 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2021-05-03 2.050000 4000.00 4063.26 Corporate Debt Securities WEYERHAEUSER CO MTN B 08IRJODWFYBI7QWRGS31 2023-09-15 4.625000 40000.00 45082.78 Corporate Debt Securities DEERE & CO SR GLBL NT PWFTNG3EI0Y73OXWDH08 2025-04-15 2.750000 3000.00 3298.79 Corporate Debt Securities EQM MIDSTREAM PARTNER 549300NELT611CL6XM83 2023-07-15 4.750000 50000.00 50613.54 Corporate Debt Securities Federal Home Loan Mor 2049-11-25 3.000000 20569660.00 22506591.66 Agency Debentures and Agency Strips PRICELINE GRP INC SR FXM8FAOHMYDIPD38UZ17 2026-06-01 3.600000 3000.00 3302.31 Corporate Debt Securities WEATHERFORD INTL LTD 549300A2JKMG5PGOGF82 2024-12-01 11.000000 3000.00 2074.08 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2023-02-22 2.400000 13000.00 13764.44 Corporate Debt Securities SLM STUDENT LOAN TR 2 5493004WA7G168XIR344 2027-06-25 0.734500 140000.00 45716.60 Asset-Backed Securities SUNOCO LP/SUNOCO FIN 2023-01-15 4.875000 50000.00 50702.69 Corporate Debt Securities COMMONWEALTH BANK OF MSFSBD3QN1GSN7Q6C537 2039-09-12 3.743000 25000.00 27106.97 Corporate Debt Securities GOLDMAN SACHS GROUP 2 784F5XWPLTWKTBV3E584 2022-10-31 2.876000 3000.00 3089.89 Corporate Debt Securities CAPITAL ONE FINL CORP ZUE8T73ROZOF6FLBAR73 2027-03-09 3.750000 6000.00 6712.88 Corporate Debt Securities MASTERCARD INCORPORAT AR5L2ODV9HN37376R084 2050-03-26 3.850000 11400.00 14379.54 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2025-09-17 3.150000 7000.00 7822.17 Corporate Debt Securities ASSUREDPARTNERS INC S 549300HNDSDQWQ3L2P80 2025-08-15 7.000000 50000.00 51312.50 Corporate Debt Securities REPUBLICA ORIENTAL DE 549300RDR012H2V82H43 2055-04-20 4.975000 31.00 39.61 Other Instrument International debt DOW CHEM CO SR GLBL 1 2026-05-15 3.625000 25000.00 25325.03 Corporate Debt Securities AFLAC INC SR GLBL NT 549300N0B7DOGLXWPP39 2024-11-15 3.625000 8000.00 9082.57 Corporate Debt Securities STAPLES INC SR SEC 14 XQM2JINI1UL7642TU573 2026-04-15 7.500000 39000.00 31407.67 Corporate Debt Securities BURLINGTON NORTHN SAN 2025-09-01 3.650000 3000.00 3442.73 Corporate Debt Securities BAHAMAS COMWLTH NT RE 2029-11-20 6.950000 4000.00 3542.89 Other Instrument International debt LB SML BAL COML 2006- 2031-04-25 0.614500 436278.00 23667.47 Private Label Collateralized Mortgage Obligations WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2023-01-11 2.750000 2000.00 2133.00 Corporate Debt Securities NBCUNIVERSAL MEDIA LL VTBDOQJ6KOGQ6K786R46 2041-04-01 5.950000 4000.00 5858.64 Corporate Debt Securities ML MTG INVESTORS 2005 2034-12-25 4.624775 1130000.00 19459.92 Private Label Collateralized Mortgage Obligations MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 2043-09-15 4.800000 20000.00 26885.80 Corporate Debt Securities MATTEL INC SR NT 5.45 549300VELLG24KHTJ564 2041-11-01 5.450000 10000.00 8389.32 Corporate Debt Securities PECO ENERGY CO 1MTG B YH65D4JBECK76IFEJ279 2025-10-15 3.150000 4000.00 4446.85 Corporate Debt Securities PRUDENTIAL FINL INC 5 5PRBRS5FEH7NREC8OR45 2048-09-15 5.700000 30000.00 33176.25 Corporate Debt Securities NEUQUEN PROV ARGENTIN 2021-04-26 7.875000 175000.00 12489.75 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2023-01-13 2.000000 45000.00 46988.60 Corporate Debt Securities AIR PRODS & CHEMS INC 7QEON6Y1RL5XR3R1W237 2025-10-15 1.500000 35000.00 36173.20 Corporate Debt Securities SUNTRUST BK ATL SR MD JJKC32MCHWDI71265Z06 2022-05-17 2.800000 3000.00 3132.07 Corporate Debt Securities COSTCO WHSL CORP NEW 29DX7H14B9S6O3FD6V18 2027-05-18 3.000000 2000.00 2257.80 Corporate Debt Securities UNION ELEC CO SR SEC QMPJLLDULY5C1M8PNY21 2042-09-15 3.900000 30000.00 35263.95 Corporate Debt Securities NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 2049-11-01 3.400000 37000.00 40534.32 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2029-02-08 3.875000 2000.00 2392.13 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2022-01-06 2.650000 2000.00 2091.68 Corporate Debt Securities TEVA PHARMACEUTICAL F 5493004T21MOAFINJP35 2023-07-21 2.800000 20000.00 19127.33 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2035-07-15 4.625000 5000.00 6635.39 Corporate Debt Securities QUALCOMM INC FR 2.6%0 H1J8DDZKZP6H7RWC0H53 2023-01-30 2.600000 5000.00 5294.72 Corporate Debt Securities NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 2047-10-15 4.030000 1000.00 1201.19 Corporate Debt Securities CSX CORP SR GLBL NT 6 549300JVQR4N1MMP3Q88 2036-10-01 6.000000 21000.00 29222.62 Corporate Debt Securities PRIME MTG TR 2004-CL1 2034-02-25 0.584500 3600000.00 32513.10 Private Label Collateralized Mortgage Obligations DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2026-06-10 2.650000 1000.00 1103.79 Corporate Debt Securities TARGET CORP SR GLBL N 8WDDFXB5T1Z6J0XC1L66 2029-04-15 3.375000 2000.00 2316.84 Corporate Debt Securities SERVICE CORP INTL SR 549300RKVM2ME20JHZ15 2024-05-15 5.375000 5000.00 5139.84 Corporate Debt Securities BP CAP MKTS P L C SR 549300CRVT18MXX0AG93 2027-09-19 3.279000 30000.00 32882.98 Corporate Debt Securities BIOGEN INC SR GLBL NT W8J5WZB5IY3K0NDQT671 2022-09-15 3.625000 2000.00 2146.65 Corporate Debt Securities EQUINOR ASA SR GLBL N OW6OFBNCKXC4US5C7523 2030-05-22 2.375000 30000.00 31307.31 Corporate Debt Securities TEXAS INSTRS INC SR G WDJNR2L6D8RWOEB8T652 2030-05-04 1.750000 20000.00 20309.64 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2023-02-15 2.750000 36000.00 38327.85 Corporate Debt Securities NEWELL BRANDS INC SR 2022-06-15 4.000000 18000.00 18435.00 Corporate Debt Securities SUNTRUST BK ATL SR MD JJKC32MCHWDI71265Z06 2024-08-02 3.689000 4000.00 4393.30 Corporate Debt Securities SCHWAB CHARLES CORP S 549300VSGCJ7E698NM85 2025-05-21 3.850000 6000.00 6802.87 Corporate Debt Securities TESORO LOGISTICS LP / 2025-01-15 5.250000 2000.00 1900.65 Corporate Debt Securities QUALCOMM INC SR GLBL H1J8DDZKZP6H7RWC0H53 2030-05-20 2.150000 2000.00 2097.51 Corporate Debt Securities GEORGIA PAC CORP SR N L2EVHWFHVAQK72TMH265 2024-01-15 8.000000 2000.00 2573.21 Corporate Debt Securities BOEING CO SR GLBL NT 2028-03-01 3.250000 3000.00 3013.00 Corporate Debt Securities NATIONAL AUSTRALIA BK 549300E2IPL06NDXMZ63 2026-07-12 2.500000 291000.00 318370.49 Corporate Debt Securities NOBLE HOLD INT LTD SR 2024-01-15 7.750000 1102000.00 61183.96 Corporate Debt Securities U S CONCRETE INC SR G 549300J94Q38BL8BMH45 2024-06-01 6.375000 2000.00 1989.67 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2041-10-25 7.000000 2250000.00 39515.90 Agency Collateralized Mortgage Obligation ARCHER DANIELS MIDLAN 549300LO13MQ9HYSTR83 2026-08-11 2.500000 10000.00 10976.43 Corporate Debt Securities HOME DEPOT INC SR NT QEKMOTMBBKA8I816DO57 2023-04-01 2.700000 23000.00 24446.36 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2026-01-30 3.700000 1000.00 1150.25 Corporate Debt Securities PBF HLDG CO LLC / PBF 2025-06-15 7.250000 32000.00 28977.31 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-11-29 0.000000 2115000.00 42300.00 Corporate Debt Securities CHESAPEAKE ENERGY COR 2020-11-15 6.875000 75000.00 1500.00 Corporate Debt Securities AMERICAN EXPRESS CO S R4PP93JZOLY261QX3811 2022-08-01 2.500000 7000.00 7322.82 Corporate Debt Securities CVS HEALTH CORP SR NT 549300EJG376EN5NQE29 2043-12-05 5.300000 10000.00 13031.31 Corporate Debt Securities MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 2050-04-15 3.150000 10000.00 11000.83 Corporate Debt Securities MOSAIC CO NEW SR NT 5 2YD5STGSJNMUB7H76907 2033-11-15 5.450000 2000.00 2126.81 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2022-01-11 2.600000 2000.00 2086.03 Corporate Debt Securities ODEBRECHT OIL & GAS F 2099-12-31 0.000000 124444.00 124.44 Corporate Debt Securities BERKSHIRE HATHAWAY EN 549300JD0S5IZJE9LY15 2048-07-15 3.800000 30000.00 35537.90 Corporate Debt Securities CSX CORP SR GLBL NT3. 549300JVQR4N1MMP3Q88 2023-11-01 3.700000 20000.00 22000.88 Corporate Debt Securities LILLY ELI & CO SR NT FRDRIPF3EKNDJ2CQJL29 2025-06-01 2.750000 32000.00 35282.09 Corporate Debt Securities ACE INA HLDGS INC SR CZCBJZWDMLTHWJDXU843 2026-05-03 3.350000 42000.00 47818.01 Corporate Debt Securities CEDAR FAIR L P / CANA 2027-04-15 5.375000 50000.00 44948.40 Corporate Debt Securities PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2021-12-15 2.200000 6000.00 6157.54 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2024-05-01 2.875000 8000.00 8652.57 Corporate Debt Securities AVALONBAY CMNTYS INC 2028-01-15 3.200000 12000.00 13466.00 Corporate Debt Securities 3M CO FR 3.25%021424 LUZQVYP4VS22CLWDAR65 2024-02-14 3.250000 919.00 1010.24 Corporate Debt Securities MINERAL RES LTD SR GL 5299007V1ACKFFX2P066 2027-05-01 8.125000 25000.00 26895.40 Corporate Debt Securities MACQUARIE GRP LTD SR ACMHD8HWFMFUIQQ8Y590 2023-11-28 3.189000 47000.00 48949.31 Corporate Debt Securities WISCONSIN PWR & LT CO JWBYHVQVMY66CVCOSO49 2027-10-15 3.050000 25000.00 27674.85 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2025-05-11 1.125000 1000.00 1021.63 Corporate Debt Securities LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2024-11-01 4.875000 50000.00 45414.48 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2022-06-01 2.850000 2000.00 2090.15 Corporate Debt Securities NGL ENERGY PARTNERS L 2023-11-01 7.500000 50000.00 42864.58 Corporate Debt Securities SANDALWOOD 2013 LLC A 2025-07-10 2.897000 65000.00 34080.59 Corporate Debt Securities IRON MTN INC NEW SR G SQL3F6CKNNBM3SQGHX24 2030-07-15 5.250000 10000.00 9861.67 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2027-06-01 1.450000 17000.00 17491.58 Corporate Debt Securities REYNOLDS GROUP ISSUER 2021-07-15 4.718880 30000.00 30073.86 Corporate Debt Securities SANCHEZ ENERGY CORP S 2023-02-15 0.000000 489000.00 4890.00 Corporate Debt Securities SINOPEC GROUP OVERSEA 2029-08-08 2.950000 15000.00 15810.99 Corporate Debt Securities PRIVATE EXPT FDG CORP CYQE6SAYPFKNQJ6FMH60 2025-06-15 3.250000 14000.00 15733.82 Corporate Debt Securities SOUTHERN BAPTIST HOSP 2045-07-15 4.857000 12000.00 14757.01 Corporate Debt Securities AMER CR ACCEPT RECV T 2022-07-12 3.060000 25000.00 550.28 Asset-Backed Securities BIOGEN INC SR GLBL NT W8J5WZB5IY3K0NDQT671 2030-05-01 2.250000 19000.00 19260.49 Corporate Debt Securities BLACKROCK INC SR NT 3 549300LRIF3NWCU26A80 2024-03-18 3.500000 16000.00 17888.27 Corporate Debt Securities YPF SOCIEDAD ANONIMA 2024-04-04 8.750000 16000.00 13311.24 Corporate Debt Securities XEROX CORP SR GLBL NT 4KF48RN45X1OO8UBLY20 2020-08-20 3.500000 36000.00 36488.48 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2027-02-14 2.000000 33906.00 36052.44 Corporate Debt Securities ABBOTT LABS SR GLBL N HQD377W2YR662HK5JX27 2023-11-30 3.400000 18000.00 19626.54 Corporate Debt Securities PRIVATE EXPT FDG CORP CYQE6SAYPFKNQJ6FMH60 2024-01-15 3.550000 16000.00 17700.65 Corporate Debt Securities CONSOLIDATED EDISON C 2057-11-15 4.000000 38000.00 44263.92 Corporate Debt Securities TRANSCONTINENTAL GAS 2026-02-01 7.850000 6000.00 7986.18 Corporate Debt Securities APPLE INC SR GLBL NT2 HWUPKR0MPOU8FGXBT394 2023-05-03 2.400000 4000.00 4238.44 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2099-01-01 5.500000 2000.00 2122.78 Corporate Debt Securities BANK AMER CORP FR 4.0 9DJT3UXIJIZJI4WXO774 2051-03-20 4.083000 20000.00 25092.43 Corporate Debt Securities BANK OF MONTREAL FR 2 NQQ6HPCNCCU6TUTQYE16 2024-06-28 2.500000 3000.00 3183.18 Corporate Debt Securities HYUNDAI CAP AMER INC 549300RIPPWJB5Z0FK07 2023-02-10 2.375000 36000.00 36605.74 Corporate Debt Securities ACTIVISION BLIZZARD I 549300TPQQDBP9GNOF40 2047-06-15 4.500000 32000.00 40146.40 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2025-12-15 3.700000 31000.00 35613.16 Corporate Debt Securities MONONGAHELA POWER CO 2043-12-15 5.400000 20000.00 28097.80 Corporate Debt Securities UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 2022-10-01 2.450000 34000.00 35631.56 Corporate Debt Securities CROWN AMERICAS LLC/CA 2023-01-15 4.500000 20000.00 20917.90 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2038-04-15 4.375000 12000.00 13718.09 Corporate Debt Securities PRUDENTIAL FINL INC M 5PRBRS5FEH7NREC8OR45 2050-02-25 4.350000 35000.00 43156.55 Corporate Debt Securities KIMBERLY CLARK CORP S MP3J6QPYPGN75NVW2S34 2047-05-04 3.900000 20000.00 24878.53 Corporate Debt Securities BEAR STEARNS ARM TR 2 2033-10-25 3.936598 2000000.00 34170.49 Private Label Collateralized Mortgage Obligations GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 2022-11-15 2.250000 2000.00 2085.73 Corporate Debt Securities COVEY PARK ENERGY LLC I03QQGEA4SS774AURI46 2025-05-15 7.500000 50000.00 45218.75 Corporate Debt Securities RAYMOND JAMES FINL IN RGUZHJ05YTITL6D76949 2030-04-01 4.650000 20000.00 24115.50 Corporate Debt Securities CHC COMMERCIAL MORTGA 2034-06-15 0.000019 128500000.00 128.96 Private Label Collateralized Mortgage Obligations BUCKEYE PARTNERS L P 549300C1PQJLVEIUBK50 2023-07-01 4.150000 2000.00 1957.27 Corporate Debt Securities CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2045-07-20 5.125000 7000.00 9172.43 Corporate Debt Securities AIG SUNAMERICA GLOBAL 549300Q3UB1GMKCGGR05 2032-03-15 6.900000 29000.00 43559.89 Corporate Debt Securities JBS USA LLC / JBS USA 2024-07-15 5.875000 13000.00 13512.55 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2025-04-01 3.000000 32000.00 35086.93 Corporate Debt Securities RITE AID CORP SR SEC 529900W353T1JY1DKT44 2025-07-01 7.500000 24999.00 25709.43 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-08-16 2.200000 6000.00 6321.89 Corporate Debt Securities ATENTO LUXCO 1 S.A. S 2022-08-10 6.125000 18000.00 14918.93 Corporate Debt Securities WILLIAMS PARTNERS L P D71FAKCBLFS2O0RBPG08 2023-11-15 4.500000 6000.00 6573.81 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2024-11-15 2.950000 7000.00 7615.91 Corporate Debt Securities CITIGROUP GLOBAL MKTS 2023-02-28 0.000000 20000.00 19684.00 Corporate Debt Securities PILGRIMS PRIDE CORP S 549300ZSLGV64ZL3HD75 2027-09-30 5.875000 30000.00 30251.03 Corporate Debt Securities DTE ENERGY CO SR 2014 549300IX8SD6XXD71I78 2024-06-01 3.500000 40000.00 43400.38 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2023-08-08 2.000000 13000.00 13649.47 Corporate Debt Securities PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2047-09-21 6.750000 11000.00 8564.19 Other Instrument International debt AIR LEASE CORP SR GLB 5493004NW4M4P8TMMK63 2023-09-15 3.000000 9000.00 8971.02 Corporate Debt Securities YPF ENERGIA ELECTRICA 2026-07-25 10.000000 46000.00 36711.02 Corporate Debt Securities CSX CORP SR GLBL NT3. 549300JVQR4N1MMP3Q88 2028-03-01 3.800000 6000.00 6985.09 Corporate Debt Securities PLANTRONICS INC NEW S 5493006O3W5M472F6668 2023-05-31 5.500000 5000.00 4390.63 Corporate Debt Securities PPL ENERGY SUPPLY LLC 2036-12-15 6.000000 52000.00 21968.44 Corporate Debt Securities CROWN CASTLE INTL COR 54930012H97VSM0I2R19 2049-02-15 5.200000 7000.00 9464.98 Corporate Debt Securities CELULOSA ARAUCO Y CON 2027-11-02 3.875000 10000.00 10313.43 Corporate Debt Securities COMMONWEALTH BK AUSTR 2023-03-16 3.450000 492000.00 534143.08 Corporate Debt Securities DIGICEL GROUP 0.5 LIM 2024-04-01 10.000000 9548.00 6492.64 Corporate Debt Securities NISOURCE FIN CORP SR 549300D8GOWWH0SJB189 2045-02-01 5.650000 21000.00 29009.50 Corporate Debt Securities CSX CORP SR GLBL NT2. 549300JVQR4N1MMP3Q88 2026-11-01 2.600000 24000.00 26129.31 Corporate Debt Securities WALMART INC SR NT 5%4 2040-10-25 5.000000 5000.00 7084.34 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2048-03-01 4.125000 5999.00 7072.67 Corporate Debt Securities TEMPUR SEALY INTL INC 549300HFEKVR3US71V91 2023-10-15 5.625000 15000.00 15378.28 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2024-11-07 3.500000 2000.00 2035.89 Corporate Debt Securities GENERAL MLS INC SR GL 2TGYMUGI08PO8X8L6150 2023-10-17 3.700000 26000.00 28519.73 Corporate Debt Securities CELGENE CORP 3.45%27 2027-11-15 3.450000 12000.00 13886.31 Corporate Debt Securities NAVIENT STUDENT LN TR 2065-06-25 1.034500 101000.00 16432.41 Asset-Backed Securities CHARTER COMMUNICATION 2049-07-01 5.125000 4000.00 4715.77 Corporate Debt Securities NAVIENT CORPORATION S 54930067J0ZNOEBRW338 2025-06-25 6.750000 10000.00 9509.38 Corporate Debt Securities BOSTON PPTYS LTD PART BVHHEFJI6SHNOKQT2572 2029-06-21 3.400000 42000.00 46363.80 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 106328900.00 106317097.49 U.S. Treasuries (including strips) GENERAL MLS INC SR GL 2TGYMUGI08PO8X8L6150 2028-04-17 4.200000 10000.00 11935.67 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2022-02-07 2.600000 45000.00 46911.95 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2025-08-15 3.375000 4000.00 4490.63 Corporate Debt Securities SOUTHWEST AIRLS CO SR UDTZ87G0STFETI6HGH41 2025-05-04 5.250000 2000.00 2123.17 Corporate Debt Securities AEP TRANSMISSION CO L 549300X123Z1I0LA3Y84 2050-04-01 3.650000 10000.00 11637.04 Corporate Debt Securities MYLAN NV SR GLBL NT 2 549300A0CD4KNFGIIS89 2021-06-15 3.150000 29000.00 29650.25 Corporate Debt Securities UNITED AIRLINES PT CE 2023-10-11 4.750000 44000.00 21541.87 Asset-Backed Securities ABBVIE INC SR NT 4.4% FR5LCKFTG8054YNNRU85 2042-11-06 4.400000 29000.00 35009.67 Corporate Debt Securities NRG ENERGY INC SR NT 5E2UPK5SW04M13XY7I38 2028-01-15 5.750000 10000.00 10812.24 Corporate Debt Securities Federal National Mort 2027-04-18 7.000000 6000.00 46.72 Agency Collateralized Mortgage Obligation TRAVELERS COMPANIES I 549300Y650407RU8B149 2046-05-15 3.750000 20000.00 23645.95 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2022-06-28 2.500000 9000.00 9353.24 Corporate Debt Securities NORDIC INVT BK MTN BO 2021-02-01 2.250000 900000.00 917957.25 Corporate Debt Securities MORGAN STANLEY FR 4.4 IGJSJL3JD5P30I6NJZ34 2030-01-23 4.431000 1000.00 1210.68 Corporate Debt Securities KEYCORP STUDENT LN TR 2029-05-25 0.679500 5000000.00 25554.69 Asset-Backed Securities FEDEX CORP SR GLBL NT 2048-10-17 4.950000 16000.00 18550.84 Corporate Debt Securities DBCG MTG TR 2017-BBG 2034-06-16 0.152097 227486000.00 21468.71 Private Label Collateralized Mortgage Obligations HERTZ CORP SR GLBL 14 549300PD0C69OJ0NLB27 2028-01-15 0.000000 4000.00 1240.00 Corporate Debt Securities HEWLETT PACKARD ENTER 549300BX44RGX6ANDV88 2035-10-15 6.200000 16000.00 19781.55 Corporate Debt Securities AON PLC SR GLBL NT 45 635400FALWQYX5E6QC64 2045-05-15 4.750000 3000.00 3807.41 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2047-12-01 3.700000 5000.00 5933.20 Corporate Debt Securities MARTIN MARIETTA MATLS 5299005MZ4WZECVATV08 2027-12-15 3.500000 2000.00 2208.84 Corporate Debt Securities QVC INC SR SEC NT5.95 2043-03-15 5.950000 58000.00 49146.54 Corporate Debt Securities QVC INC SR SEC GLBL N 549300WBLU5NKPX5X472 2034-08-15 5.450000 41000.00 37684.64 Corporate Debt Securities CISCO SYS INC SR GLBL 8E6NF1YAL0WT6CWXXV93 2026-09-20 2.500000 19000.00 21068.61 Corporate Debt Securities HCA INC SR SEC NT4.75 L3CJ6J7LJ2DX62FTXD46 2023-05-01 4.750000 2000.00 2181.73 Corporate Debt Securities AON CORP SR GLBL NT 2 LTS3U8DGK38SETRUWX71 2029-05-02 3.750000 2000.00 2288.36 Corporate Debt Securities AMERICAN CAMPUS CMNTY RDKVCX5HITZ2GPIR7153 2026-07-15 3.300000 39000.00 40599.97 Corporate Debt Securities SCHLUMBERGER FINANCE 549300P4EXZFF0LRNF59 2022-11-20 2.650000 31000.00 32038.64 Corporate Debt Securities LADDER CAPITAL FIN HL 2022-03-15 5.250000 50000.00 48640.63 Corporate Debt Securities INTEL CORP SR GLBL NT KNX4USFCNGPY45LOCE31 2029-11-15 2.450000 3000.00 3247.93 Corporate Debt Securities OCCIDENTAL PETE CORP 2027-10-15 7.125000 34999.00 28606.21 Corporate Debt Securities VISA INC SR GLBL NT2. 549300JZ4OKEHW3DPJ59 2022-12-14 2.800000 29000.00 30621.81 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2024-07-26 2.900000 5033.00 5497.07 Corporate Debt Securities THERMO FISHER SCIENTI HCHV7422L5HDJZCRFL38 2023-04-15 3.000000 3000.00 3197.37 Corporate Debt Securities GUARDIAN LIFE INS CO N1YIDVMMKBHFYCCAIX69 2070-01-22 3.700000 1000.00 1080.29 Corporate Debt Securities BOEING CO SR GLBL NT 2033-02-15 6.125000 5000.00 6002.09 Corporate Debt Securities ROYAL CARIBBEAN CRUIS K2NEH8QNVW44JIWK7Z55 2022-11-15 5.250000 37000.00 27272.42 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2024-05-17 8.000000 132176.00 3668.53 Agency Collateralized Mortgage Obligation BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 2024-06-06 3.363000 10000.00 10797.52 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2048-08-15 5.500000 50000.00 41656.25 Corporate Debt Securities BERKSHIRE HATHAWAY FI 549300RLHFT5RU20WM87 2022-05-15 3.000000 7000.00 7370.09 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2022-02-01 1.845000 8000.00 2304.93 Corporate Debt Securities EXELON CORP JR SB GLB 3SOUA6IRML7435B56G12 2022-06-01 3.497000 2000.00 2088.17 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2022-03-15 2.875000 12000.00 12518.58 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2050-03-25 4.200000 10000.00 13176.83 Corporate Debt Securities HOME DEPOT INC SR NT QEKMOTMBBKA8I816DO57 2026-09-15 2.125000 16000.00 17283.01 Corporate Debt Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2023-07-25 3.531000 35000.00 37974.52 Agency Collateralized Mortgage Obligation UNITED STATES STL COR 2025-06-01 12.000000 40000.00 41413.33 Corporate Debt Securities COSTCO WHSL CORP NEW 29DX7H14B9S6O3FD6V18 2024-05-18 2.750000 2258.00 2439.88 Corporate Debt Securities WPX ENERGY INC SR GLB ZXZE9GCS2BB547GJW219 2027-10-15 5.250000 3000.00 2845.31 Corporate Debt Securities BEAR STEARNS ARM TR 2 2034-01-25 4.103440 1600000.00 26116.87 Private Label Collateralized Mortgage Obligations WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 2021-06-15 3.375000 14000.00 14413.37 Corporate Debt Securities MTRO COMM MTG TR 2019 2033-12-15 0.509517 34741500.00 21932.27 Private Label Collateralized Mortgage Obligations APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2047-02-09 4.250000 28000.00 36845.36 Corporate Debt Securities CANADIAN PAC RY CO NE 2031-10-15 7.125000 26000.00 38626.22 Corporate Debt Securities TIFFANY & CO SR GLBL 2044-10-01 4.900000 20000.00 25703.68 Corporate Debt Securities FORD MTR CO DEL SR GL 2025-11-15 7.125000 25000.00 26910.16 Corporate Debt Securities NVIDIA CORPORATION SR 549300S4KLFTLO7GSQ80 2026-09-16 3.200000 5000.00 5712.32 Corporate Debt Securities OUTFRONT MEDIA CAP / 2030-03-15 4.625000 50000.00 46315.98 Corporate Debt Securities BP CAP MKTS AMER INC 5493009NTB34VXE1T760 2026-05-04 3.119000 1000.00 1093.95 Corporate Debt Securities SUNCOR ENERGY INC NEW 549300W70ZOQDVLCHY06 2024-12-01 3.600000 12000.00 12992.04 Corporate Debt Securities WEST STREET MERGER SR 2025-09-01 6.375000 50000.00 49553.65 Corporate Debt Securities INTL PAPER CO SR NT 5 824LMFJDH41EY779Q875 2035-09-15 5.000000 4000.00 4864.73 Corporate Debt Securities GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 2025-05-15 3.500000 2000.00 2246.03 Corporate Debt Securities CSC HLDGS INC SR NT 5 3HG2WD2W22M120IUNG49 2024-06-01 5.250000 11000.00 11651.52 Corporate Debt Securities MYLAN INC SR NT 4.2%2 30ZMPDNA1RHIBH89C294 2023-11-29 4.200000 10000.00 10935.67 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2021-07-13 1.800000 1136000.00 1162673.28 Corporate Debt Securities KALLPA GENERACION S A 549300NG1PWEI5BZG095 2026-05-24 4.875000 34000.00 36078.59 Corporate Debt Securities SPIRIT AEROSYSTEMS IN ZD2NBKV6GCC3UMGBM518 2021-06-15 1.113380 5000.00 4658.02 Corporate Debt Securities BENCHMARK MTG TR 2020 2053-02-18 2.483000 20000.00 21397.80 Private Label Collateralized Mortgage Obligations SPRINT CORPORATION SR 549300ZTTY7CXOLJ6539 2025-02-15 7.625000 35000.00 41425.78 Corporate Debt Securities PEPSICO INC SR NT 2.7 FJSUNZKFNQ5YPJ5OT455 2022-03-05 2.750000 22000.00 23111.54 Corporate Debt Securities NUCOR CORP 3.95%28 549300GGJCRSI2TIEJ46 2028-05-01 3.950000 8000.00 9244.91 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2042-11-01 3.850000 6000.00 7281.18 Corporate Debt Securities EBAY INC. SR GLBL NT3 OML71K8X303XQONU6T67 2022-03-09 3.800000 40000.00 42540.27 Corporate Debt Securities BRISTOL-MYERS SQUIBB 2049-10-26 4.250000 20000.00 26412.51 Corporate Debt Securities ABBVIE INC SR GLBL 14 FR5LCKFTG8054YNNRU85 2021-11-19 2.150000 44000.00 44975.86 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2024-11-14 4.550000 3000.00 3047.44 Corporate Debt Securities BURLINGTON NORTHN SAN 2041-09-15 4.950000 5000.00 6497.84 Corporate Debt Securities MORGAN STANLEY FR 2.6 IGJSJL3JD5P30I6NJZ34 2021-11-17 2.625000 25000.00 25759.14 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-09-11 3.250000 1000.00 1107.04 Corporate Debt Securities ANGLO AMERICAN CAPITA TINT358G1SSHR3L3PW36 2030-04-01 5.625000 1869.00 2282.57 Corporate Debt Securities ENTERPRISE DEV AUTH S 2024-07-15 12.000000 10000.00 10602.10 Corporate Debt Securities STATE STR CORP SR GLB 549300ZFEEJ2IP5VME73 2025-11-01 2.354000 15000.00 15972.27 Corporate Debt Securities ROCKWELL AUTOMATION I VH3R4HHBHH12O0EXZJ88 2049-03-01 4.200000 2000.00 2527.99 Corporate Debt Securities ICAHN ENTERPRISES LP/ 2027-05-15 5.250000 35000.00 33777.19 Corporate Debt Securities INTL PAPER CO SR GLBL 824LMFJDH41EY779Q875 2047-08-15 4.400000 28000.00 33201.00 Corporate Debt Securities CENTERPOINT ENERGY IN 21TPXMRRHFKOBHDC8J74 2028-11-01 4.250000 4000.00 4656.26 Corporate Debt Securities CHOBANI LLC / CHOBANI 2025-04-15 7.500000 50000.00 49281.25 Corporate Debt Securities GOLDMAN SACHS GROUP I 2027-11-19 1.428000 10000.00 9665.30 Corporate Debt Securities AMERICAN GENERAL CORP 2029-02-15 6.625000 9000.00 11380.26 Corporate Debt Securities BANK AMER CORP FR 4.2 9DJT3UXIJIZJI4WXO774 2026-10-22 4.250000 22000.00 25306.55 Corporate Debt Securities BLACKROCK INC SR NT 3 549300LRIF3NWCU26A80 2022-06-01 3.375000 2000.00 2119.52 Corporate Debt Securities INTEL CORP SR GLBL NT KNX4USFCNGPY45LOCE31 2050-03-25 4.750000 20000.00 28379.49 Corporate Debt Securities TEREX CORP NEW SR GLB YAWJZJYEQ7M1SYMOS462 2025-02-01 5.625000 50000.00 46914.06 Corporate Debt Securities DEUTSCHE BK AG FR 3.7 7LTWFZYICNSX8D621K86 2024-05-30 3.700000 10000.00 10461.23 Corporate Debt Securities STATOIL ASA SR NT 2.4 OW6OFBNCKXC4US5C7523 2023-01-17 2.450000 35000.00 37001.41 Corporate Debt Securities Federal National Mort 2025-02-17 8.000000 2000.00 185.20 Agency Collateralized Mortgage Obligation TALLGRASS ENERGY PART 2024-09-15 5.500000 50000.00 46302.08 Corporate Debt Securities SANTANDER HOLDINGS US 549300SMVCQN2P0O6I58 2021-12-03 4.450000 2000.00 2090.96 Corporate Debt Securities AMERICAN AIRLS GROUP 2025-03-01 3.750000 25000.00 12177.02 Corporate Debt Securities FEDEX CORP SR NT 2.62 549300E707U7WNPZN687 2022-08-01 2.625000 2000.00 2101.21 Corporate Debt Securities ENTERGY ARKANSAS LLC 549300A0I5ONUIFMLP35 2026-04-01 3.500000 1000.00 1140.70 Corporate Debt Securities AZUL INVTS LLP SR REG 2024-10-26 5.875000 1000.00 451.94 Corporate Debt Securities BAKER HUGHES A GE CO 2029-11-07 3.138000 5000.00 5271.10 Corporate Debt Securities INTEL CORP SR NT 2.7% KNX4USFCNGPY45LOCE31 2022-12-15 2.700000 6000.00 6350.73 Corporate Debt Securities TRI-STATE GENERATION 2040-06-15 6.000000 25000.00 34592.00 Corporate Debt Securities BURLINGTON NORTHN SAN 2043-03-15 4.450000 2000.00 2538.08 Corporate Debt Securities CGDBB COML MTG TR 201 2032-07-15 0.007015 104404000.00 1232.56 Private Label Collateralized Mortgage Obligations BLACKROCK INC SR GLBL 549300LRIF3NWCU26A80 2030-04-30 2.400000 6000.00 6500.88 Corporate Debt Securities TAMPA ELEC CO SR GLBL WS423EPRKJIIJUITXD73 2048-06-15 4.300000 2000.00 2538.84 Corporate Debt Securities BOEING CO 3.825%59 RVHJWBXLJ1RFUBSY1F30 2059-03-01 3.825000 11000.00 9506.90 Corporate Debt Securities SIERRA PAC PWR CO -T QB888G5GSVGE1LD1WV84 2023-08-15 3.375000 5000.00 5449.73 Corporate Debt Securities CORE & MAIN LP SR GLB 2025-08-15 6.125000 25000.00 25490.47 Corporate Debt Securities APPLE INC SR NT 3.45% HWUPKR0MPOU8FGXBT394 2045-02-09 3.450000 9000.00 10468.91 Corporate Debt Securities CLIFFS NAT RES INC SR 2040-10-01 6.250000 6000.00 3872.71 Corporate Debt Securities EL PASO PIPELINE PART 2040-11-15 7.500000 4000.00 5689.18 Corporate Debt Securities CALLON PETE CO DEL SR 549300EFOWPEB0WLZW21 2023-04-15 6.250000 37000.00 14726.77 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2026-07-01 4.650000 25000.00 24328.02 Corporate Debt Securities SONOCO PRODS CO SR GL GKOMIK4RDJGHEF0VNP11 2030-05-01 3.125000 4000.00 4202.69 Corporate Debt Securities TELECOM ARGENTINA S A 2026-07-18 8.000000 48000.00 44208.00 Corporate Debt Securities Federal National Mort 2027-06-17 10.000000 21335000.00 40280.70 Agency Collateralized Mortgage Obligation KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 18000.00 17633.42 Corporate Debt Securities GLENCORE FDG LLC GLBL 213800STG1QDNBY87K49 2024-03-12 4.125000 9000.00 9785.12 Corporate Debt Securities INDIGO NAT RES LLC SR 549300F7DOI6H6TA3C86 2026-02-15 6.875000 50000.00 47789.06 Corporate Debt Securities EURO BK RECON & DEV E 549300HTGDOVDU6OGK19 2025-02-13 1.500000 1000000.00 1048058.33 Corporate Debt Securities PAYPAL HLDGS INC SR G 5493005X2GO78EFZ3E94 2030-06-01 2.300000 24000.00 25029.44 Corporate Debt Securities PARK AEROSPACE HLDGS 635400CPI3EOIFF6OC33 2021-03-15 3.625000 13000.00 12965.20 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-05-01 3.550000 2000.00 2304.10 Corporate Debt Securities CIBANCO S A INSTITUCI 2029-07-18 4.962000 39000.00 37677.08 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2024-08-16 2.019000 34000.00 35814.08 Corporate Debt Securities DOMINION ENERGY INC S ILUL7B6Z54MRYCF6H308 2027-03-15 3.600000 24999.00 27992.13 Corporate Debt Securities U S BANCORP MTNS BK E N1GZ7BBF3NP8GI976H15 2022-01-24 2.625000 36000.00 37597.86 Corporate Debt Securities ALABAMA PWR CO SR GLB 0RL818ELFOHP5JHOFU19 2022-03-30 2.450000 2000.00 2069.37 Corporate Debt Securities BANCO INTERNATIONAL D 5493001TRCGXJLRLHN14 2029-03-19 6.625000 40000.00 44143.47 Corporate Debt Securities KRAFT FOODS GROUP INC 2022-06-06 3.500000 27000.00 28251.54 Corporate Debt Securities AEP TRANSMISSION CO L 549300X123Z1I0LA3Y84 2048-09-15 4.250000 1000.00 1257.34 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2027-11-13 3.000000 44000.00 49595.33 Corporate Debt Securities IRON MTN INC NEW SR G 2021-06-01 4.375000 25000.00 24952.36 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2046-08-08 3.700000 4000.00 4979.98 Corporate Debt Securities MARB BONDCO PLC REGS 2024-03-15 7.000000 15000.00 15370.75 Corporate Debt Securities LIMITED BRANDS INC SR GR3KVMWVCR54YWQNXU90 2022-02-15 5.625000 19000.00 19115.78 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2038-07-01 7.500000 2000.00 2427.14 Corporate Debt Securities Federal Home Loan Mor 2049-11-25 3.000000 12550000.00 13634141.89 Agency Debentures and Agency Strips CHESAPEAKE ENERGY COR 2027-06-15 8.000000 76000.00 1520.00 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2027-05-17 3.100000 2000.00 2247.31 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2035-07-15 5.000000 20000.00 22407.33 Corporate Debt Securities GRACE W R & CO CONN S 549300GJVOEHHLSO6K25 2021-10-01 5.125000 20000.00 21333.40 Corporate Debt Securities LOWES COS INC SR GLBL WAFCR4OKGSC504WU3E95 2029-04-05 3.650000 4000.00 4610.07 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2027-02-01 3.300000 3000.00 3411.90 Corporate Debt Securities DIAGEO CAP PLC SR GLB 213800L23DJLALFC4O95 2024-10-24 2.125000 31000.00 32726.57 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2025-01-09 2.050000 2000.00 2133.56 Corporate Debt Securities CONAGRA BRANDS INC SR 54930035UDEIH090K650 2024-05-01 4.300000 35000.00 38884.55 Corporate Debt Securities KROGER CO SR NT 7.5%3 6CPEOKI6OYJ13Q6O7870 2031-04-01 7.500000 15000.00 22078.97 Corporate Debt Securities MOTOROLA SOLUTIONS IN 6S552MUG6KGJVEBSEC55 2028-02-23 4.600000 25000.00 28560.44 Corporate Debt Securities COLUMBIA HEALTHCARE C 2023-12-15 7.500000 12000.00 13297.50 Corporate Debt Securities MORGAN STANLEY FR 4%0 IGJSJL3JD5P30I6NJZ34 2025-07-23 4.000000 14000.00 16110.00 Corporate Debt Securities ALABAMA PWR CO SR NT 2025-04-01 2.800000 1000.00 1081.34 Corporate Debt Securities ABBVIE INC GLBL 144A FR5LCKFTG8054YNNRU85 2042-10-01 4.625000 30000.00 36928.02 Corporate Debt Securities KOITERE FD TR 2017-SP 2053-11-28 0.000000 8051000.00 37364.69 Asset-Backed Securities CATERPILLAR FINL SVCS 2022-06-06 2.400000 1000.00 1036.86 Corporate Debt Securities DUKE ENERGY FLA LLC 3 7MOHLM3DKE63RX2ZCN83 2028-07-15 3.800000 23000.00 27230.77 Corporate Debt Securities CENTRAIS ELETRICAS BR 2030-02-04 4.625000 50000.00 48567.85 Corporate Debt Securities CARNIVAL CORP SR GLBL 2028-01-15 6.650000 8000.00 6263.43 Corporate Debt Securities ARD FIN S A SR SEC GL 6354006P6QPGGPVJW880 2027-06-30 6.500000 521.00 515.33 Corporate Debt Securities VMWARE INC CR SEN SR 549300BUDHS3LRWBE814 2030-05-15 4.700000 1000.00 1116.25 Corporate Debt Securities ARAB PETROLEUM INVEST 213800A54KIUYH5YD185 2023-09-18 4.125000 1493000.00 1630038.74 Corporate Debt Securities WEX INC SR GLBL 144A T9M5IGROL1TL1G5OV478 2023-02-01 4.750000 29000.00 29140.06 Corporate Debt Securities CSX CORP SR GLBL NT4. 549300JVQR4N1MMP3Q88 2048-03-01 4.300000 2000.00 2523.83 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2022-02-26 2.950000 27000.00 28318.44 Corporate Debt Securities MEREDITH CORP SR GLBL 549300YC8BC386CCTS24 2026-02-01 6.875000 35000.00 30549.22 Corporate Debt Securities COLONIAL ENTERPRISES 2030-05-15 3.250000 4000.00 4361.01 Corporate Debt Securities COMMSCOPE INC SR 144A 549300Z6K4JXMFE8QY54 2021-06-15 5.000000 26000.00 26021.67 Corporate Debt Securities ABBVIE INC SR GLBL NT FR5LCKFTG8054YNNRU85 2023-05-14 2.850000 2000.00 2118.42 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2048-03-15 3.950000 3000.00 3750.36 Corporate Debt Securities UNITED RENTALS NORTH NGIZXNT70J2LYT3FBI09 2027-11-15 3.875000 50000.00 50242.19 Corporate Debt Securities LAM RESEARCH CORP SR 549300I4GMO6D34U1T02 2050-06-15 2.875000 16000.00 16444.20 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2037-06-15 6.500000 5000.00 7583.84 Corporate Debt Securities DTE ELEC CO SR SEC -D 9N0FWODEJVKHC2DYLO03 2025-03-01 3.375000 17000.00 19080.06 Corporate Debt Securities GRUPO FAMSA S A B DE 2024-12-15 0.000000 55000.00 22876.15 Corporate Debt Securities BALTIMORE GAS & ELEC 88V8C2WYSOD1SPSSLH72 2022-08-15 2.800000 15000.00 15762.60 Corporate Debt Securities BARRICK NORTH AMERICA 2043-05-01 5.750000 6000.00 8473.22 Corporate Debt Securities CANADIAN IMP BK COMM 2IGI19DL77OX0HC3ZE78 2022-06-16 2.550000 25000.00 26027.29 Corporate Debt Securities CITIGRP COML MTG TR 2 2049-07-12 2.450000 41000.00 41319.70 Private Label Collateralized Mortgage Obligations MID-ATLANTIC INTERSTA 2028-05-15 4.100000 6000.00 6878.13 Corporate Debt Securities BANK AMER CORP SR FIX 9DJT3UXIJIZJI4WXO774 2023-07-21 2.816000 34000.00 35740.71 Corporate Debt Securities KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 2050-05-01 3.800000 23500.00 26707.46 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2024-01-10 3.450000 2000.00 2226.68 Corporate Debt Securities DUKE ENERGY INDIANA I 6URPHM2EAWGJ2C6ISB97 2043-07-15 4.900000 10000.00 13653.58 Corporate Debt Securities TELEFONICA EUROPE B V 7245007FZS0M65WUGP67 2030-09-15 8.250000 1000.00 1557.60 Corporate Debt Securities AIRCASTLE LTD SR GLBL 549300PNK8AKY3OIKP58 2026-06-15 4.250000 1000.00 908.89 Corporate Debt Securities NUCOR CORP SR GLBL NT 549300GGJCRSI2TIEJ46 2030-06-01 2.700000 5000.00 5241.75 Corporate Debt Securities VODAFONE GROUP PLC NE 213800TB53ELEUKM7Q61 2043-02-19 4.375000 4000.00 4705.60 Corporate Debt Securities US BANK ASSN CINCINNA 6BYL5QZYBDK8S7L73M02 2021-11-16 3.450000 15000.00 15657.10 Corporate Debt Securities EMBRAER NETHERLANDS F 724500PBR8LR26XBSP67 2027-02-01 5.400000 17000.00 15509.95 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2025-05-22 3.750000 34000.00 37777.68 Corporate Debt Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2032-07-25 5.292183 10000.00 496.99 Agency Collateralized Mortgage Obligation EDF S A SR REGS NT 55 2055-10-13 5.250000 37000.00 48409.66 Corporate Debt Securities MATTAMY GROUP CORP SR 5493008TNY7A82WCXU31 2027-12-15 5.250000 50000.00 49859.38 Corporate Debt Securities BUCKEYE PARTNERS L P 549300C1PQJLVEIUBK50 2028-03-01 4.500000 50000.00 47818.75 Corporate Debt Securities QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 2029-06-30 4.200000 5000.00 5817.80 Corporate Debt Securities FOX CORP GLBL NT 4.70 549300DDU6FDRBIELS05 2029-01-25 4.709000 30000.00 36616.95 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2022-01-24 5.750000 7000.00 7724.48 Corporate Debt Securities COOPERATIEVE CENTRALE DG3RU1DBUFHT4ZF9WN62 2022-02-08 3.875000 33000.00 35340.52 Corporate Debt Securities AFLAC INC SR NT 3.25% 549300N0B7DOGLXWPP39 2025-03-17 3.250000 3000.00 3389.43 Corporate Debt Securities COLGATE PALMOLIVE CO 2047-08-01 3.700000 27000.00 35221.87 Corporate Debt Securities FIFTH THIRD BANCORP S THRNG6BD57P9QWTQLG42 2024-01-25 3.650000 7000.00 7749.95 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2036-03-15 5.800000 1000.00 1437.70 Corporate Debt Securities TEGNA INC SR GLBL 144 549300YC5EDBGX85AO10 2028-03-15 4.625000 50000.00 46958.44 Corporate Debt Securities BUILDERS FIRSTSOURCE 549300W0SKP6L3H7DP63 2030-03-01 5.000000 50000.00 47980.78 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2030-03-19 3.482000 20000.00 22936.98 Corporate Debt Securities UPC HLDG BV SR 144A N 213800G1DU7LKI6ZCD69 2028-01-15 5.500000 50000.00 48510.42 Corporate Debt Securities AT&T INC SR NT 5.35%4 549300Z40J86GGSTL398 2040-09-01 5.350000 2000.00 2530.03 Corporate Debt Securities IXION PLC 144A VR 042 2045-09-25 2.126130 10000000.00 112.82 Corporate Debt Securities LAMB WESTON HLDGS INC 2028-05-15 4.875000 45000.00 47447.10 Corporate Debt Securities MURRAY ENERGY CORP SR 2024-04-15 0.000000 9940000.00 99.40 Corporate Debt Securities GILEAD SCIENCES INC S 549300WTZWR07K8MNV44 2046-03-01 4.750000 17000.00 23201.96 Corporate Debt Securities AT&T INC SR NT 2.625% 549300Z40J86GGSTL398 2022-12-01 2.625000 3000.00 3129.28 Corporate Debt Securities SAN DIEGO GAS & ELEC KNIRVXKVNJJ4P8OTMS63 2042-04-01 4.300000 2000.00 2371.30 Corporate Debt Securities GS MORTGAGE SEC TR 20 2053-05-14 2.731300 15000.00 15648.45 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLN PT 2026-04-29 4.000000 2000.00 1249.22 Asset-Backed Securities AERCAP HLDGS N V JR S 549300SZYINBBLJQU475 2079-10-10 5.875000 46000.00 33824.06 Corporate Debt Securities COMMONWEALTH BK AUSTR MSFSBD3QN1GSN7Q6C537 2020-11-09 2.200000 22000.00 22194.41 Corporate Debt Securities POTOMAC ELEC PWR CO 1 549300BXF2DWUNN57U06 2024-03-15 3.600000 4000.00 4404.04 Corporate Debt Securities DELTA AIRLINES PT 200 2024-02-10 6.821000 8000.00 3168.69 Asset-Backed Securities QUEST DIAGNOSTICS INC 8MCWUBXQ0WE04KMXBX50 2031-06-30 2.800000 2000.00 2092.67 Corporate Debt Securities GENESIS ENERGY LP/ GE 2025-10-01 6.500000 50000.00 43429.47 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2028-01-29 3.400000 9000.00 10473.13 Corporate Debt Securities MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2024-02-06 4.640000 13000.00 14571.31 Corporate Debt Securities LUMBERMENS MUT CAS CO 2037-12-01 0.000000 405000.00 8.10 Corporate Debt Securities PEPSICO INC SR GLBL N FJSUNZKFNQ5YPJ5OT455 2021-10-06 1.700000 3000.00 3058.73 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2024-07-18 2.801000 7500.00 8127.93 Corporate Debt Securities ADAMS HOMES INC SR GL 2025-02-15 7.500000 24000.00 24300.00 Corporate Debt Securities BEACON ROOFING SUPPLY 2026-11-15 4.500000 20000.00 19712.50 Corporate Debt Securities OCCIDENTAL PETE CORP 2031-05-01 7.500000 50000.00 47614.58 Corporate Debt Securities GRAINGER W W INC SR G 549300TWZSP6O1IH2V34 2025-02-15 1.850000 17179.00 18101.04 Corporate Debt Securities WALMART INC SR NT 4.8 2040-07-08 4.875000 10000.00 14116.12 Corporate Debt Securities NEWMONT CORP SR GLBL 549300VSP3RIX7FGDZ51 2044-06-09 5.450000 7000.00 9386.36 Corporate Debt Securities WELLS FARGO CO MTN BE PBLD0EJDB5FWOLXP3B76 2044-11-04 4.650000 3000.00 3740.05 Corporate Debt Securities FLORIDA PWR & LT CO 1 2040-03-01 5.690000 10000.00 15063.29 Corporate Debt Securities IRB HLDG CORP SR GLBL 549300HVW4WNWYBXN830 2026-02-15 6.750000 20000.00 19381.25 Corporate Debt Securities AMERIPRISE FINL INC S 6ZLKQF7QB6JAEKQS5388 2025-04-02 3.000000 2098.00 2296.63 Corporate Debt Securities NXP B V / NXP FDG LLC 2026-06-18 3.875000 14000.00 15554.72 Corporate Debt Securities SVENSKA HANDELSBANKEN NHBDILHZTYCNBV5UYZ31 2021-05-24 3.350000 1613283.00 1659745.55 Corporate Debt Securities KIMCO RLTY CORP SR GL 549300EA7I6T15IBYS12 2049-10-01 3.700000 8000.00 7547.42 Corporate Debt Securities SUMMIT MATERIALS LLC 2023-07-15 6.125000 45000.00 46063.03 Corporate Debt Securities WALGREENS BOOTS ALLIA 549300RPTUOIXG4LIH86 2050-04-15 4.100000 13000.00 13296.55 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2021-12-01 8.750000 46000.00 37409.44 Corporate Debt Securities CENTENE CORP DEL SR G 549300Z7JJ4TQSQGT333 2025-01-15 4.750000 4000.00 4143.76 Corporate Debt Securities CSX CORP SR GLBL NT 2 549300JVQR4N1MMP3Q88 2029-03-15 4.250000 2000.00 2404.41 Corporate Debt Securities DOMINION ENERGY INC S ILUL7B6Z54MRYCF6H308 2025-10-01 3.900000 40000.00 45564.47 Corporate Debt Securities PNC FINL SVCS GROUP I CFGNEKW0P8842LEUIA51 2024-04-29 3.900000 5000.00 5528.49 Corporate Debt Securities HCA INC SR SEC GLBL N L3CJ6J7LJ2DX62FTXD46 2049-06-15 5.250000 3000.00 3605.24 Corporate Debt Securities UNION PAC CORP SR NT 549300LMMRSZZCZ8CL11 2022-07-15 4.163000 4000.00 4331.20 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2023-05-01 4.508000 22000.00 23394.85 Corporate Debt Securities MERITOR INC SR GLBL R 2025-06-01 6.250000 20000.00 20357.99 Corporate Debt Securities HOME DEPOT INC SR GLB QEKMOTMBBKA8I816DO57 2022-06-01 2.625000 3000.00 3138.40 Corporate Debt Securities WESCO DISTR INC SR GL 549300I2CEZJG9N4AH67 2028-06-15 7.250000 23000.00 24520.88 Corporate Debt Securities PEPSICO INC SR GLBL N FJSUNZKFNQ5YPJ5OT455 2022-07-17 3.100000 3000.00 3194.93 Corporate Debt Securities COMMONWEALTH EDISON C D8YOXB8L2ZDC8P7Q0771 2042-10-01 3.800000 30000.00 35343.73 Corporate Debt Securities CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2026-06-01 2.875000 4000.00 4323.34 Corporate Debt Securities AT&T INC SR GLBL NT 2 549300Z40J86GGSTL398 2027-03-01 4.250000 2000.00 2308.56 Corporate Debt Securities QUALCOMM INC SR NT 3. H1J8DDZKZP6H7RWC0H53 2025-05-20 3.450000 5000.00 5593.27 Corporate Debt Securities NVIDIA CORPORATION SR 549300S4KLFTLO7GSQ80 2030-04-01 2.850000 3000.00 3346.28 Corporate Debt Securities INTL FINANCE CORP VR 2022-12-15 0.383380 500000.00 499819.87 Corporate Debt Securities EQUINOR ASA SR GLBL N OW6OFBNCKXC4US5C7523 2049-11-18 3.250000 11603999.00 12303507.40 Corporate Debt Securities RADIATE HOLDCO LLC/RA 2025-02-15 6.625000 22000.00 22328.98 Corporate Debt Securities GENERAL ELEC CAP CORP 3C7474T6CDKPR9K6YT90 2032-03-15 6.750000 4000.00 4955.99 Corporate Debt Securities AVALONBAY CMNTYS INC K9G90K85RBWD2LAGQX17 2026-10-15 2.900000 3000.00 3261.25 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2049-02-01 4.800000 1000.00 1202.84 Corporate Debt Securities BX TRUST 2017-SLCT X- 2034-07-17 0.228195 88350000.00 1971.69 Private Label Collateralized Mortgage Obligations PETROLEOS MEXICANOS M 2099-01-01 6.625000 21000.00 15642.02 Other Instrument International debt DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2049-05-15 5.300000 2000.00 2418.35 Corporate Debt Securities BANK AMER CORP FR 4.1 9DJT3UXIJIZJI4WXO774 2024-01-22 4.125000 32000.00 36067.33 Corporate Debt Securities ANTHEM INC SR GLBL NT 8MYN82XMYQH89CTMTH67 2025-01-15 2.375000 7000.00 7479.61 Corporate Debt Securities OMNICOM GROUP INC SR 2022-05-01 3.625000 10000.00 10600.51 Corporate Debt Securities ANTERO MIDSTREAM PART 2027-03-01 5.750000 50000.00 41450.35 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2056-08-08 3.950000 3000.00 3884.55 Corporate Debt Securities OBX TR 2018-EXP1 2-A- 2048-04-27 1.034500 259.00 98.51 Private Label Collateralized Mortgage Obligations APPLIED MATLS INC SR 41BNNE1AFPNAZELZ6K07 2027-04-01 3.300000 8000.00 9126.15 Corporate Debt Securities OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2022-08-15 2.700000 34000.00 32219.93 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2023-03-01 2.750000 27000.00 28872.73 Corporate Debt Securities CENTENNIAL RESOURCE P 5493004CTVUMQLRPOE23 2027-04-01 6.875000 12000.00 6563.96 Corporate Debt Securities GOLDEN NUGGET INC SR 91D14OD6M4H1RVBN7R43 2025-10-01 8.750000 46000.00 28020.07 Corporate Debt Securities EDISON INTL SR GLBL N 549300I7ROF15MAEVP56 2027-06-15 5.750000 23000.00 26489.46 Corporate Debt Securities AQUA AMERICA INC 3.56 549300ILTEOF3E3QY357 2029-05-01 3.566000 40000.00 44698.17 Corporate Debt Securities JP MORGAN ACCEPT 2005 2035-06-25 3.610760 250000.00 5660.91 Private Label Collateralized Mortgage Obligations NETFLIX INC SR GLBL R 2025-06-15 3.625000 30000.00 30337.29 Corporate Debt Securities BP CAP MKTS P L C SR 549300CRVT18MXX0AG93 2025-03-17 3.506000 1000.00 1116.08 Corporate Debt Securities CONCHO RES INC SR GLB SYHS7HRDXLL4I0IQ8776 2027-10-01 3.750000 8000.00 8625.85 Corporate Debt Securities NATL BANK OF CANADA V 2022-03-02 0.000000 40000.00 39624.00 Corporate Debt Securities REYNOLDS AMERICAN INC 2037-06-15 7.250000 16000.00 21247.53 Corporate Debt Securities VENTAS RLTY LTD PARTN 32SXKSJ72K64GM3HOU64 2023-01-15 3.100000 8000.00 8296.79 Corporate Debt Securities BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 2022-06-06 2.894000 27917.00 28941.54 Corporate Debt Securities DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2022-03-15 2.750000 2000.00 2093.76 Corporate Debt Securities WELLS FARGO & CO FR 3 PBLD0EJDB5FWOLXP3B76 2024-01-24 3.750000 500.00 554.07 Corporate Debt Securities COMMONWEALTH EDISON C 2043-08-15 4.600000 5000.00 6417.95 Corporate Debt Securities SANDALWOOD 2013 LLC A 2026-02-12 2.821000 35000.00 19170.36 Corporate Debt Securities WESTERN UN CO SR GLBL 28ID94QU1140NC23S047 2023-06-09 4.250000 10000.00 10798.89 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-10-12 3.813000 40000.00 39818.46 Corporate Debt Securities AMN HEALTHCARE INC SR 549300H27NUKBFFQEE84 2027-10-01 4.625000 20000.00 19691.28 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2049-03-01 4.875000 38000.00 50490.77 Corporate Debt Securities Federal Home Loan Mor 2050-01-25 3.000000 14862128.00 16295225.09 Agency Debentures and Agency Strips GHANA REP FR 7.875%03 213800PP4399SNNXZ126 2027-03-26 7.875000 10000.00 9953.38 Other Instrument International debt EQT CORP SR GLBL NT3. 4NT01YGM4X7ZX86ISY52 2027-10-01 3.900000 50000.00 40967.08 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2022-05-15 3.350000 9000.00 9497.77 Corporate Debt Securities GENERAL MTRS CO SR GL 54930070NSV60J38I987 2035-04-01 5.000000 33000.00 33291.43 Corporate Debt Securities LOWES COS INC SR GLBL WAFCR4OKGSC504WU3E95 2027-05-03 3.100000 5000.00 5608.69 Corporate Debt Securities TIME WARNER CABLE INC 549300U5NFR7S6E3GM41 2037-05-01 6.550000 22000.00 29246.68 Corporate Debt Securities AMERICAN WTR CAP CORP 5IDHQUFVC8Q2KIBBFF06 2046-12-01 4.000000 15000.00 18226.98 Corporate Debt Securities ALABAMA PWR CO SR -20 0RL818ELFOHP5JHOFU19 2047-12-01 3.700000 5000.00 5739.70 Corporate Debt Securities ENTERGY LA LLC SR SEC 0V5453U14HDZO63CGH17 2028-04-01 3.250000 5000.00 5551.07 Corporate Debt Securities CSMS COML MTG TR 2017 2030-07-15 0.867176 39456600.00 13905.53 Private Label Collateralized Mortgage Obligations AMBAC LSNI LLC SR SEC 2023-02-12 6.000000 41.00 31.11 Corporate Debt Securities ERP OPER LTD PARTNERS DX5HQV5MLU50FEWZ5072 2027-08-01 3.250000 28000.00 31551.28 Corporate Debt Securities CAMPBELL SOUP CO SR G 5493007JDSMX8Z5Z1902 2025-03-15 3.950000 3000.00 3404.25 Corporate Debt Securities BYVW OPP MST FD TR 20 2064-10-28 0.000000 222332000.00 21785.02 Asset-Backed Securities CAPITAL ONE FINL CORP ZUE8T73ROZOF6FLBAR73 2023-01-30 3.200000 6000.00 6399.98 Corporate Debt Securities COMSTOCK RES INC SR G I03QQGEA4SS774AURI46 2026-08-15 9.750000 28000.00 26364.68 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2025-07-13 4.300000 8000.00 8501.66 Corporate Debt Securities REPUBLIC SVCS INC SR NKNQHM6BLECKVOQP7O46 2022-06-01 3.550000 30000.00 31596.89 Corporate Debt Securities FIRSTENERGY CORP GLBL 549300SVYJS666PQJH88 2026-01-15 1.600000 5000.00 5050.89 Corporate Debt Securities DAE FDG LLC SR 144A N 635400SZTPQL3Y1P2C76 2022-08-01 4.500000 51000.00 49272.38 Corporate Debt Securities NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 2046-01-15 4.650000 8000.00 10669.46 Corporate Debt Securities BANK AMER CORP FIX/FL 9DJT3UXIJIZJI4WXO774 2023-04-24 2.881000 25000.00 26010.55 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2037-08-22 3.875000 23000.00 28330.20 Corporate Debt Securities METLIFE INC SR NT 6.3 C4BXATY60WC6XEOZDX54 2034-06-15 6.375000 5000.00 7483.23 Corporate Debt Securities TARGET CORP SR GLBL N 8WDDFXB5T1Z6J0XC1L66 2025-04-15 2.250000 1.00 1.07 Corporate Debt Securities STARBUCKS CORP SR NT OQSJ1DU9TAOC51A47K68 2023-10-01 3.850000 8000.00 8820.70 Corporate Debt Securities ENERGIZER HLDGS INC N 5493000D6NN0V57UME20 2027-01-15 7.750000 10000.00 11030.21 Corporate Debt Securities PETROLEOS MEXICANOS S 2025-04-15 2.378000 56000.00 29119.56 Other Instrument International debt CHURCHILL DOWNS INC S 529900FODTBQC8MIS994 2027-04-01 5.500000 35000.00 34346.10 Corporate Debt Securities NEXTERA ENERGY CAP HL UMI46YPGBLUE4VGNNT48 2079-05-01 5.650000 19000.00 20585.35 Corporate Debt Securities VRX ESCROW CORP SR GL B3BS7ACMDUWISF18KY76 2023-05-15 5.875000 36000.00 36084.38 Corporate Debt Securities BANK AMER CORP FR 5.8 9DJT3UXIJIZJI4WXO774 2042-02-07 5.875000 3000.00 4535.54 Corporate Debt Securities NEXTERA ENERGY CAP HL UMI46YPGBLUE4VGNNT48 2030-06-01 2.250000 19000.00 19510.53 Corporate Debt Securities CAPEX S A MTN BE 144A 2024-05-15 6.875000 63000.00 47568.39 Corporate Debt Securities DOMINION ENERGY INC S ILUL7B6Z54MRYCF6H308 2028-06-01 4.250000 6000.00 6933.32 Corporate Debt Securities SOUTHERN CO SR GLBL N 549300FC3G3YU2FBZD92 2036-07-01 4.250000 19000.00 21972.21 Corporate Debt Securities UNITED AIRLINES PT CE 2031-09-01 3.500000 13000.00 11987.85 Asset-Backed Securities ITAU UNIBANCO HLDG SA 5493002W2IVG62O3ZJ94 2025-01-24 3.250000 30000.00 30017.80 Corporate Debt Securities FIRST UN CORP SUB DEB 2035-10-15 6.550000 25000.00 34095.65 Corporate Debt Securities ALTICE FRANCE S A SR 5493001ZMCICV4N02J21 2028-01-15 5.500000 10000.00 10167.58 Corporate Debt Securities BANCO CRUZEIRO DO SUL 2020-09-22 0.000000 425000.00 42.50 Corporate Debt Securities BANCOLOMBIA S A SUB N 2022-09-11 5.125000 45000.00 47498.73 Corporate Debt Securities TITAN ACQUISITION LTD 2026-04-15 7.750000 50000.00 48167.29 Corporate Debt Securities KINDER MORGAN ENERGY 549300PDHUGWPWGOT525 2024-09-01 4.250000 15000.00 16741.63 Corporate Debt Securities AMERICAN ELEC PWR CO 1B4S6S7G0TW5EE83BO58 2028-12-01 4.300000 21000.00 24796.67 Corporate Debt Securities CIMAREX ENERGY CO SR 11KYOFXPU1C4CQL1CL44 2029-03-15 4.375000 2000.00 2083.48 Corporate Debt Securities FLUOR CORP NEW SR GLB CQ7WZ4NOFWT7FAE6Q943 2028-09-15 4.250000 10000.00 8748.96 Corporate Debt Securities SANTANDER UK PLC GLBL PTCQB104N23FMNK2RZ28 2023-01-13 2.100000 48000.00 50040.56 Corporate Debt Securities CHEMOURS CO SR GLBL N 549300M1BOLNXL8DOV14 2027-05-15 5.375000 50000.00 45313.44 Corporate Debt Securities METLIFE INC SR NT 3.6 C4BXATY60WC6XEOZDX54 2024-04-10 3.600000 12000.00 13407.12 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2022-09-06 1.900000 1000.00 1035.10 Corporate Debt Securities CHURCH & DWIGHT INC S POOXSI30AWAQGYJZC921 2022-08-01 2.450000 2000.00 2101.24 Corporate Debt Securities HONEYWELL INTL INC SR ISRPG12PN4EIEOEMW547 2024-08-15 2.300000 15000.00 16094.78 Corporate Debt Securities CENTENE ESCROW I CORP 549300Z7JJ4TQSQGT333 2026-06-01 5.375000 40000.00 41821.99 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2024-02-01 3.000000 44000.00 47850.73 Corporate Debt Securities BP CAP MKTS P L C SR 549300CRVT18MXX0AG93 2028-11-28 3.723000 2000.00 2269.90 Corporate Debt Securities AMC ENTMT HLDGS INC S 549300ZO77UNR6NRBR11 2025-04-15 10.500000 50000.00 42063.50 Corporate Debt Securities SYSCO CORP SR GLBL NT 5RGWIFLMGH3YS7KWI652 2025-03-15 3.550000 10000.00 10865.24 Corporate Debt Securities GREAT WEST LIFECO FIN 549300604SRFDFB35F35 2047-06-03 4.150000 32000.00 36091.28 Corporate Debt Securities FLEXTRONICS INTL LTD 549300EAQH74YHD07T53 2030-05-12 4.875000 25000.00 27974.00 Corporate Debt Securities DELMARVA PWR & LT CO NJ98T8DDD027ZFXUDB24 2023-11-15 3.500000 2000.00 2186.29 Corporate Debt Securities EQUINIX INC SR NT 5.8 549300EVUN2BTLJ3GT74 2026-01-15 5.875000 7000.00 7576.99 Corporate Debt Securities TERRAFORM GLOBAL OPER 549300LC7QMVR79H5O86 2026-03-01 6.125000 33000.00 33173.14 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2031-01-23 4.900000 1000.00 1264.80 Corporate Debt Securities ULTRA RESOURCES INC S VZ4O3I6KP00FINKB5W86 2025-04-15 0.000000 317000.00 792.50 Corporate Debt Securities CATERPILLAR INC DEL S WRJR7GS4GTRECRRTVX92 2049-09-19 3.250000 16000.00 17954.85 Corporate Debt Securities SOUTHWEST AIRLINES 20 2024-02-01 6.150000 45443.00 15961.19 Asset-Backed Securities ALCOA NEDERLAND HLDG 2024-09-30 6.750000 1000.00 1036.88 Corporate Debt Securities EBAY INC. SR GLBL NT2 OML71K8X303XQONU6T67 2030-03-11 2.700000 15000.00 15910.58 Corporate Debt Securities PNC FINL SVCS GROUP I CFGNEKW0P8842LEUIA51 2029-04-23 3.450000 4000.00 4624.00 Corporate Debt Securities DAVITA INC SR GLBL NT M2XHYMU3TZNEZURC6H66 2024-07-15 5.125000 6000.00 6245.94 Corporate Debt Securities AT&T INC SR GLBL NT 4 549300Z40J86GGSTL398 2045-07-15 4.850000 16000.00 19373.59 Corporate Debt Securities NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 2025-01-15 2.930000 19000.00 20687.18 Corporate Debt Securities PENNEY J C CORP INC S 8TDNUQ07MEFMWW1VHP39 2036-10-15 0.000000 2574000.00 19305.00 Corporate Debt Securities BURLINGTON NORTHN SAN 2036-06-01 7.290000 20000.00 30714.85 Corporate Debt Securities PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2044-05-15 4.400000 5000.00 6549.45 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2030-01-15 5.093000 50000.00 50767.15 Corporate Debt Securities CENTURYLINK INC SR -W 8M3THTGWLTYZVE6BBY25 2023-12-01 6.750000 3000.00 3233.21 Corporate Debt Securities PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2048-09-15 4.200000 4000.00 5239.00 Corporate Debt Securities REPUBLICA ORIENTAL DE 2025-09-28 6.875000 40.00 49.90 Other Instrument International debt US BANK ASSN CINCINNA 6BYL5QZYBDK8S7L73M02 2021-04-26 3.150000 45000.00 46187.10 Corporate Debt Securities BAKER HUGHES A GE CO 2027-12-15 3.337000 6000.00 6383.28 Corporate Debt Securities MS CAP CITIGRP TR 201 2034-11-16 4.181000 202000.00 3722.15 Private Label Collateralized Mortgage Obligations PECO ENERGY CO 1M GLB YH65D4JBECK76IFEJ279 2049-09-15 3.000000 8000.00 8520.48 Corporate Debt Securities EDF S A SR GLBL 144A 2044-01-22 4.875000 40000.00 48215.83 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2060-06-03 2.700000 5000.00 5080.68 Corporate Debt Securities COMMONWEALTH EDISON C D8YOXB8L2ZDC8P7Q0771 2033-02-01 5.875000 19000.00 26218.59 Corporate Debt Securities ARCHER DANIELS MIDLAN 549300LO13MQ9HYSTR83 2030-03-27 3.250000 10000.00 11425.46 Corporate Debt Securities MACYS RETAIL HLDGS IN 2028-02-15 7.000000 10000.00 7463.20 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2028-03-02 3.961000 8000.00 9313.39 Corporate Debt Securities SIMMONS FOODS INC / S 5493002Z1TVWRIL6NM97 2024-11-01 5.750000 50000.00 48421.68 Corporate Debt Securities KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 2025-06-01 4.300000 1000.00 1125.26 Corporate Debt Securities ALTRIA GROUP INC SR G XSGZFLO9YTNO9VCQV219 2059-02-14 6.200000 20000.00 27242.04 Corporate Debt Securities EXELON GENERATION CO S2PEWKCZFFECR4533P43 2025-06-01 3.250000 6000.00 6505.70 Corporate Debt Securities KNIGHT RIDDER INC SR 2029-03-15 0.000000 1000000.00 10000.00 Corporate Debt Securities PRUDENTIAL FINL INC M 5PRBRS5FEH7NREC8OR45 2024-05-15 3.500000 3000.00 3335.99 Corporate Debt Securities KANSAS CITY SOUTHERN 2048-05-01 4.700000 33000.00 42238.11 Corporate Debt Securities KOHLS CORP SR GLBL NT 2045-07-17 5.550000 3000.00 2688.00 Corporate Debt Securities BHP FIN USA LTD SR DE 5493003NUVITP3TMY274 2026-03-01 6.420000 3000.00 3870.67 Corporate Debt Securities REGIONS FINANCIAL COR CW05CS5KW59QTC0DG824 2022-08-14 2.750000 7000.00 7369.38 Corporate Debt Securities PRECISION DRILLING CO 549300WF2OE8T5BP4B84 2021-12-15 6.500000 159000.00 39957.62 Corporate Debt Securities Federal National Mort 2028-06-17 6.000000 1000.00 55.18 Agency Collateralized Mortgage Obligation KENTUCKY UTILS CO 1MT AGX0G2MXE54NFNNICD28 2043-11-15 4.650000 4000.00 5028.01 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2029-01-17 5.650000 2000.00 2304.26 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2020-08-15 2.875000 4000.00 4055.01 Corporate Debt Securities STRUCTURED ASSET MTG 2035-07-19 0.443880 200000.00 4884.70 Private Label Collateralized Mortgage Obligations SALEM MEDIA GROUP INC 549300CTHBTS2MIXZL54 2024-06-01 6.750000 10000.00 8254.38 Corporate Debt Securities APPALACHIAN PWR CO SR 2044-05-15 4.400000 35000.00 41695.15 Corporate Debt Securities PHYSICIANS RLTY LP SR 549300P6Q1UMT0X60U20 2027-03-15 4.300000 18000.00 18988.95 Corporate Debt Securities ROPER TECHNOLOGIES IN 54930003T4SXCIWVXY35 2024-09-15 2.350000 19000.00 20161.36 Corporate Debt Securities SIX FLAGS THEME PKS I 2025-07-01 7.000000 33000.00 34597.93 Corporate Debt Securities GLP CAP LP/GLP FING I 2026-04-15 5.375000 42000.00 46250.31 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2027-05-16 3.250000 3000.00 3417.31 Corporate Debt Securities AMBAC ASSURN CORP PER 549300RYYRVPPB8NC636 2099-01-01 5.100000 11.00 10.87 Corporate Debt Securities CISCO SYS INC SR NT 3 8E6NF1YAL0WT6CWXXV93 2022-06-15 3.000000 3000.00 3161.85 Corporate Debt Securities BROADCOM CORP/BROADCO 2028-01-15 3.500000 30000.00 32163.65 Corporate Debt Securities 3M CO FR 2.25%031523 LUZQVYP4VS22CLWDAR65 2023-03-15 2.250000 9000.00 9453.35 Corporate Debt Securities CALUMET SPECIALTY PRO 2023-04-15 7.750000 10000.00 9461.46 Corporate Debt Securities BRIGHTHOUSE FINL INC 5493003T8SZSHOGGAW52 2047-06-22 4.700000 51000.00 46972.76 Corporate Debt Securities BANK AMER CORP FR 3.9 9DJT3UXIJIZJI4WXO774 2030-02-07 3.974000 2000.00 2357.11 Corporate Debt Securities BED BATH & BEYOND INC 2024-08-01 3.749000 28000.00 23604.47 Corporate Debt Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2022-01-25 8.500000 607000.00 274.39 Agency Collateralized Mortgage Obligation FLORIDA PWR & LT CO 1 A89MY1K3YLIGJMYWVX50 2024-06-01 3.250000 2000.00 2173.12 Corporate Debt Securities DISNEY WALT CO SR GLB 549300GZKULIZ0WOW665 2025-03-24 3.350000 3.00 3.34 Corporate Debt Securities EPR PPTYS SR GLBL NT4 549300YSSXFHMPOWZ492 2027-06-01 4.500000 3000.00 2811.14 Corporate Debt Securities BROOKFIELD FIN INC SR 2029-03-29 4.850000 3000.00 3572.10 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2025-04-01 2.500000 4000.00 4318.96 Corporate Debt Securities HEALTHSOUTH CORP SR G 549300FVRPM9DRQZRG64 2025-09-15 5.750000 15000.00 15488.11 Corporate Debt Securities CROWNROCK LP SR 144A 2025-10-15 5.625000 50000.00 47085.94 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-11-01 3.350000 30000.00 28973.71 Corporate Debt Securities LEHMAN BROS INC SR SU 2026-08-01 0.000000 2571000.00 38200.41 Corporate Debt Securities UNION PAC CORP SR NT 549300LMMRSZZCZ8CL11 2067-09-15 4.100000 40000.00 48089.13 Corporate Debt Securities LOCKHEED MARTIN CORP 2040-06-01 5.720000 19000.00 27576.94 Corporate Debt Securities VERIZON COMMUNICATION 2S72QS2UO2OESLG6Y829 2025-02-15 3.376000 40000.00 44885.20 Corporate Debt Securities GATX CORP SR NT 4.7%2 549300IHYHCQP2PIR591 2029-04-01 4.700000 7000.00 7974.96 Corporate Debt Securities WELLS FARGO & CO FR 2 PBLD0EJDB5FWOLXP3B76 2025-10-30 2.406000 37000.00 38641.32 Corporate Debt Securities AMERIGAS PARTNERS L P 2024-05-20 5.625000 15000.00 15739.20 Corporate Debt Securities KINDER MORGAN ENERGY 549300PDHUGWPWGOT525 2022-09-01 3.950000 3000.00 3205.22 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2038-03-01 3.900000 23000.00 27338.30 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2044-03-15 4.850000 42000.00 49285.98 Corporate Debt Securities WISCONSIN PUB SVC COR 549300BJRHJVYNUMQZ30 2049-09-01 3.300000 3000.00 3278.43 Corporate Debt Securities COMPANIA GEN DE COMBU 2021-11-07 9.500000 7000.00 5172.90 Corporate Debt Securities YPF SOCIEDAD ANONIMA 5493003N7447U18U5U53 2024-04-04 8.750000 53000.00 44093.50 Corporate Debt Securities PFIZER INC GLBL NT 1. 765LHXWGK1KXCLTFYQ30 2030-05-28 1.700000 9000.00 9143.74 Corporate Debt Securities VIRGINIA ELEC & PWR C CQKUMNNZVDJLRYV2PT43 2045-05-15 4.200000 5000.00 6193.20 Corporate Debt Securities DEUTSCHE TELEKOM INTL 529900ERDFHS6C1M4U58 2030-06-15 8.750000 17000.00 26697.58 Corporate Debt Securities NUTRIEN LTD SR GLBL N 5493002QQ7GD21OWF963 2050-05-13 3.950000 2000.00 2254.03 Corporate Debt Securities VOLCAN COMPANIA MINER 2022-02-02 5.375000 15000.00 14619.11 Corporate Debt Securities EMPRESA NACIONAL DEL 549300YP3P0JZBLIV197 2029-11-06 5.250000 36000.00 40459.14 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2024-03-03 4.000000 5000.00 5604.20 Corporate Debt Securities CAMPBELL SOUP CO SR G 5493007JDSMX8Z5Z1902 2030-04-24 2.375000 3000.00 3122.02 Corporate Debt Securities MARS INC DEL 4.2%59 2059-04-01 4.200000 15000.00 19484.15 Corporate Debt Securities PERFORMANCE FOOD GROU 2024-06-01 5.500000 10000.00 9994.31 Corporate Debt Securities TRONOX INC SR GLBL 14 549300EPZ4YXC7E5P181 2026-04-15 6.500000 209.00 198.15 Corporate Debt Securities SCIENCE APPLICATIONS 2028-04-01 4.875000 25000.00 25205.99 Corporate Debt Securities WILLIAMS PARTNERS L P D71FAKCBLFS2O0RBPG08 2025-01-15 3.900000 39000.00 43405.64 Corporate Debt Securities AVOLON HLDGS FDG LTD 635400ZRKEX9L1BKCH30 2026-05-01 4.375000 40000.00 33984.81 Corporate Debt Securities EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 2029-02-01 4.250000 15000.00 18060.75 Corporate Debt Securities KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 2023-12-15 3.130000 4000.00 4305.34 Corporate Debt Securities LIGHT SERVICOS DE ELE 2023-05-03 7.250000 19000.00 19398.60 Corporate Debt Securities VMWARE INC SR GLBL NT 549300BUDHS3LRWBE814 2022-08-21 2.950000 2000.00 2089.62 Corporate Debt Securities NEIMAN MARCUS GROUP L 2024-04-25 0.000000 135470.00 35222.20 Corporate Debt Securities BOSTON GAS CO SR 144A FN7P4E7K9JOBORDEUX61 2042-02-15 4.487000 19000.00 23952.28 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2025-02-19 2.350000 37000.00 39538.25 Corporate Debt Securities SUMITOMO MITSUI FINL 35380028MYWPB6AUO129 2023-07-19 3.748000 1000.00 1100.54 Corporate Debt Securities SOVRAN ACQUISITION LT 2026-07-01 3.500000 33000.00 35930.16 Corporate Debt Securities DCP MIDSTREAM OPERATI 549300Y6CTBSE0QIPL28 2022-04-01 4.950000 3000.00 3066.71 Corporate Debt Securities CELULOSA ARAUCO Y CON 2022-01-11 4.750000 19000.00 20088.67 Corporate Debt Securities KIMBERLY CLARK CORP S MP3J6QPYPGN75NVW2S34 2026-02-15 2.750000 3000.00 3331.30 Corporate Debt Securities VIRGINIA ELEC & PWR C CQKUMNNZVDJLRYV2PT43 2023-03-15 2.750000 2000.00 2106.34 Corporate Debt Securities AMERICAN CAMPUS CMNTY RDKVCX5HITZ2GPIR7153 2027-11-15 3.625000 2000.00 2065.80 Corporate Debt Securities EDF S A SR GLBL REGS 2039-01-26 6.950000 13000.00 19379.37 Corporate Debt Securities FIDELITY NATL INFORMA 6WQI0GK1PRFVBA061U48 2029-05-21 3.750000 2000.00 2354.51 Corporate Debt Securities WILLIAMS COS INC SR G D71FAKCBLFS2O0RBPG08 2021-09-01 7.875000 5000.00 5505.41 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2035-09-01 5.250000 10000.00 14844.34 Corporate Debt Securities ANDEAVOR 3.8%28 2028-04-01 3.800000 3000.00 2866.42 Corporate Debt Securities BURLINGTON NORTHN SAN 2041-06-01 5.400000 4000.00 5529.92 Corporate Debt Securities PUBLIC SVC ELEC GAS C 549300RUHPVD434XUK18 2047-12-01 3.600000 38000.00 44540.18 Corporate Debt Securities WELLS FARGO & CO FR 2 PBLD0EJDB5FWOLXP3B76 2026-02-11 2.164000 35000.00 36443.59 Corporate Debt Securities KKR GROUP FINANCE LLC 2043-02-01 5.500000 10000.00 12703.94 Corporate Debt Securities SKANDINAVISKA ENSKILD F3JS33DEI6XQ4ZBPTN86 2022-12-12 2.200000 25000.00 25931.25 Corporate Debt Securities RIO TINTO FIN USA PLC 2138006TSNBEUA761G16 2042-08-21 4.125000 30000.00 38296.84 Corporate Debt Securities Federal Home Loan Mor 2049-12-25 3.000000 32456639.00 35055240.91 Agency Debentures and Agency Strips ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2025-05-15 2.900000 33000.00 33895.79 Corporate Debt Securities FISERV INC SR GLBL NT GI7UBEJLXYLGR2C7GV83 2027-06-01 2.250000 3000.00 3153.14 Corporate Debt Securities UNITED RENTALS NORTH NGIZXNT70J2LYT3FBI09 2025-10-15 4.625000 25000.00 25328.39 Corporate Debt Securities PUBLIC SVC ELEC GAS C 549300RUHPVD434XUK18 2039-11-01 5.375000 35000.00 49276.82 Corporate Debt Securities WELLTOWER INC SR GLBL T6IZ0MBEG5ACZDTR7D06 2048-09-01 4.950000 23000.00 25946.36 Corporate Debt Securities PANAMA REP 3.75%26 2026-04-17 3.750000 16000.00 16801.67 Other Instrument International debt HOME DEPOT INC SR GLB QEKMOTMBBKA8I816DO57 2047-06-15 3.900000 15000.00 18326.78 Corporate Debt Securities HILTON DOMESTIC OPER 5493003EG7H0N1E4XV50 2026-05-01 5.125000 50000.00 49794.97 Corporate Debt Securities DXC TECHNOLOGY CO SR 549300DOVZ3EDJB7O259 2027-04-15 4.750000 6000.00 6600.46 Corporate Debt Securities WELLS FARGO MBS 2019- 2049-04-25 4.000000 150000.00 26570.62 Private Label Collateralized Mortgage Obligations DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2026-12-01 2.950000 29000.00 32291.69 Corporate Debt Securities CELULOSA ARAUCO Y CON 549300QEKV8G0AMNQD28 2050-01-29 5.150000 45000.00 45792.51 Corporate Debt Securities GS MTG SECS TR 2015-G 54930070360RBP384M53 2048-10-13 3.278000 29500.00 31107.83 Private Label Collateralized Mortgage Obligations ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2025-02-15 3.750000 10000.00 11200.33 Corporate Debt Securities TCF AUTO RECV OWNR TR 2022-10-17 2.920000 44000.00 44455.96 Asset-Backed Securities SUMITOMO MITSUI FINL 35380028MYWPB6AUO129 2022-01-11 2.846000 2000.00 2095.12 Corporate Debt Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2025-03-31 5.875000 22000.00 24665.30 Corporate Debt Securities GS MTG SECS TR 2013-G 2046-11-13 5.161000 20000.00 21454.31 Private Label Collateralized Mortgage Obligations LEIDOS INC CR SEN SR 5493006I78VIN6J1BQ95 2030-05-15 4.375000 20000.00 22558.27 Corporate Debt Securities KINROSS GOLD CORP SR 549300UEBMAQDN0K0R06 2024-03-15 5.950000 30000.00 34253.52 Corporate Debt Securities UNION PAC CORP SR GLB 549300LMMRSZZCZ8CL11 2059-08-15 3.950000 20000.00 23820.05 Corporate Debt Securities NVENT FIN S A R L CR 549300KO1OQ4MVFB6X02 2028-04-15 4.550000 15000.00 16166.39 Corporate Debt Securities PRIVATE EXPT FDG CORP CYQE6SAYPFKNQJ6FMH60 2021-12-15 4.300000 3000.00 3170.86 Corporate Debt Securities NGPL PIPECO LLC SR GL 549300K3NT1HSQFEM073 2027-08-15 4.875000 4000.00 4459.05 Corporate Debt Securities CONSUMERS ENERGY CO 1 2024-08-31 3.125000 33000.00 36212.66 Corporate Debt Securities WEWORK COS INC SR GLB 549300D8U9TF7WBED521 2025-05-01 7.875000 81000.00 39965.91 Corporate Debt Securities CAMPBELL SOUP CO SR G 5493007JDSMX8Z5Z1902 2050-04-24 3.125000 990.00 1010.78 Corporate Debt Securities SOUTHERN CALIF EDISON 2040-03-15 5.500000 25000.00 33102.79 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 2020-07-01 2020-07-14 2020-07-14 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 0.0047 222800000.00 222800000.00 0.0029 N N N Y CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.090 0CTG10YU4 82VOJDD5PTRDMVVMGV31 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 26191293.78 28247056.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 492916.39 560703.86 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-31 2.125000 193.76 213.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 1.500000 26681037.41 28593918.26 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-08-15 6.750000 11095099.49 15652098.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-28 0.000000 5667.38 5666.75 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-06-30 1.875000 10099.55 10986.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 0.375000 43977941.61 50449077.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 24.22 26.02 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 121097777.70 121097777.70 0.0016 N Y Y N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.453 20272AR32 MSFSBD3QN1GSN7Q6C537 US20272AR328 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+ 2020-07-06 2021-01-04 2021-01-04 N N N 0.0147 40012250.80 40012250.80 0.0005 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.148 20272AR81 MSFSBD3QN1GSN7Q6C537 US20272AR815 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+ 2020-07-22 2021-01-22 2021-01-22 N N N 0.0116 35000000.00 35000000.00 0.0005 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.451 20272AP67 MSFSBD3QN1GSN7Q6C537 US20272AP678 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+ 2020-09-04 2020-12-04 2020-12-04 N N N 0.0046 200085442.00 200085442.00 0.0026 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 0.358 8E4728B MSFSBD3QN1GSN7Q6C537 XS2024656766 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0036 74999583.00 74999583.00 0.0010 N N Y N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 1.350 21684XFC5 DG3RU1DBUFHT4ZF9WN62 US21684XFC56 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 2020-10-06 2020-10-06 2020-10-06 N N N 0.0135 100307784.00 100307784.00 0.0013 N N N N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 0.268 21687CCB3 US21687CCB37 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 2020-07-03 2020-11-03 2020-11-03 N N N 0.0027 100020161.00 100020161.00 0.0013 N N N N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 0.651 21684L6D9 DG3RU1DBUFHT4ZF9WN62 US21684L6D94 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 2020-08-06 2021-05-06 2021-05-06 N N N 0.0066 45022819.50 45022819.50 0.0006 N N N N COOPERATIEVE RABOBANK U.A COOPERATIEVE RABOBANK U.A 1.100 21684XFJ0 DG3RU1DBUFHT4ZF9WN62 US21684XFJ00 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 2020-10-14 2020-10-14 2020-10-14 N N N 0.0110 80205613.60 80205613.60 0.0010 N N N N CREDIT AGRICOLE CIB (LONDON) CREDIT AGRICOLE CIB (LONDON) 1.784 3F1889N 1VUV7VQFKUOQSJ21A208 XS2112344663 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 2020-07-28 2020-07-28 2020-07-28 N N N 0.0178 249970837.50 249970837.50 0.0032 N N N N CREDIT AGRICOLE CIB (LONDON) CREDIT AGRICOLE CIB (LONDON) 1.784 3F2512N 969500TJ5KRTCJQWXH05 XS2112461384 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0178 274959228.50 274959228.50 0.0035 N N N N CREDIT AGRICOLE CIB (LONDON) CREDIT AGRICOLE CIB (LONDON) 1.744 3F3186N 969500TJ5KRTCJQWXH05 XS2113670165 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0174 124981467.50 124981467.50 0.0016 N N N N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 0.390 22535CQP9 US22535CQP94 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 2021-03-16 2021-03-16 2021-03-16 N N N 0.0039 102019721.70 102019721.70 0.0013 N N N N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 1.441 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0146 75000000.00 75000000.00 0.0010 N N N N CREDIT AGRICOLE SA CREDIT AGRICOLE SA 1.764 3F0750N 969500TJ5KRTCJQWXH05 XS2110884199 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 2020-07-24 2020-07-24 2020-07-24 N N N 0.0176 149985001.50 149985001.50 0.0019 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.400 22536UZL7 N4JDFKKH2FTD8RKFXO39 US22536UZL78 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 2020-10-01 2020-10-01 2020-10-01 N N N 0.0140 130398165.30 130398165.30 0.0017 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.448 22536UYP9 N4JDFKKH2FTD8RKFXO39 US22536UYP91 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 2020-07-06 2020-10-05 2020-10-05 N N N 0.0147 150000000.00 150000000.00 0.0019 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.350 22536UZM5 N4JDFKKH2FTD8RKFXO39 US22536UZM51 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 2020-10-05 2020-10-05 2020-10-05 N N N 0.0135 200609818.00 200609818.00 0.0026 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.413 22536UYN4 N4JDFKKH2FTD8RKFXO39 US22536UYN44 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0143 100000000.00 100000000.00 0.0013 N N Y N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 0.340 22536UC40 N4JDFKKH2FTD8RKFXO39 US22536UC407 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 2021-01-04 2021-01-04 2021-01-04 N N N 0.0034 120013129.20 120013129.20 0.0016 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 1.709 3F7930N XS2122501047 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 2020-11-16 2020-11-16 2020-11-16 N N N 0.0171 194826982.35 194826982.35 0.0025 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 0.648 5F9932N N4JDFKKH2FTD8RKFXO39 XS2178157462 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 2020-11-20 2020-11-20 2020-11-20 N N N 0.0065 184825267.50 184825267.50 0.0024 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 0.579 6F1383N N4JDFKKH2FTD8RKFXO39 XS2180644937 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 2020-11-23 2020-11-23 2020-11-23 N N N 0.0058 339663882.80 339663882.80 0.0044 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 0.499 6F2965N XS2183116875 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 2020-12-01 2020-12-01 2020-12-01 N N N 0.0050 224750027.25 224750027.25 0.0029 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 1.837 2F6725N N4JDFKKH2FTD8RKFXO39 XS2102398711 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 2020-09-10 2020-09-10 2020-09-10 N N N 0.0184 449894722.50 449894722.50 0.0058 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.550 22549LQ99 ANGGYXNX0JLX3X63JN86 US22549LQ995 0001053092 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 2020-10-06 2020-10-06 2020-10-06 N N N 0.0155 70000000.00 70000000.00 0.0009 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.450 22549LY66 ANGGYXNX0JLX3X63JN86 US22549LY668 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 2021-01-07 2021-01-07 2021-01-07 N N N 0.0144 387178668.80 387178668.80 0.0050 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.533 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0156 100000000.00 100000000.00 0.0013 N Y Y N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.330 22549L2A2 ANGGYXNX0JLX3X63JN86 US22549L2A20 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 2020-11-24 2020-11-24 2020-11-24 N N N 0.0133 351400017.50 351400017.50 0.0045 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.346 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 2020-07-16 2020-07-16 2020-07-16 N N N 0.0137 395000000.00 395000000.00 0.0051 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 0.470 22549LZ32 US22549LZ327 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 2021-02-26 2021-02-26 2021-02-26 N N N 0.0047 240071836.80 240071836.80 0.0031 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.400 22549LU52 ANGGYXNX0JLX3X63JN86 US22549LU526 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 2020-10-02 2020-10-02 2020-10-02 N N N 0.0140 75212484.75 75212484.75 0.0010 N N N N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.280 0CSN01NG2 1V8Y6QCX6YMJ2OELII46 0001159510 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC SERIES 2008-2R 2 2037-06-25 6.000000 6031320.00 235341.48 Private Label Collateralized Mortgage Obligations DBARN NIM 2007-AHM1N 2047-02-25 8.750000 3216550.00 3941.17 Asset-Backed Securities CWMBS INC 2004-25 2-X 2035-02-25 2.746108 150000000.00 488206.03 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-TH1 A 2043-02-25 0.230000 69394304.00 171241.91 Private Label Collateralized Mortgage Obligations CWMBS INC 2005-18 A-7 2035-10-25 19.017624 2000000.00 173048.65 Private Label Collateralized Mortgage Obligations GSR MTG TR 2004-13F B 2034-11-25 6.472368 2280000.00 419817.32 Private Label Collateralized Mortgage Obligations HARBORVIEW NIM CI-8 2 2038-03-19 8.350000 1000000.00 103014.46 Asset-Backed Securities CSMC SERIES 2009-3R 2 2036-06-27 6.000000 5314432.00 1235918.77 Private Label Collateralized Mortgage Obligations CITICORP MTG SEC REMI 2038-06-25 6.500000 580000.00 57978.12 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-WIN1 2044-09-25 0.232000 211585536.00 176961.54 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-LSTK 2033-04-07 0.583516 139020000.00 68961.50 Private Label Collateralized Mortgage Obligations LEGACY MTG ASSET TR 2 2060-03-25 2.750000 25000000.00 24800734.62 Private Label Collateralized Mortgage Obligations GSR MTG TR 2004-10F B 2034-09-25 5.940054 4832000.00 530246.45 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-2 A-I 2045-02-25 0.232000 211379968.00 785334.04 Private Label Collateralized Mortgage Obligations MS MTG LN TR 2005-10 2035-12-25 6.000000 2000000.00 266118.87 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-02-12 4.470739 3310000.00 3048193.66 Private Label Collateralized Mortgage Obligations CSMC TR 2020-RPL2 A-I 2060-02-25 0.200000 252186880.00 1882594.57 Asset-Backed Securities CSMC TRUST 2015-WIN1 2044-12-25 0.232000 262586880.00 351415.95 Private Label Collateralized Mortgage Obligations CSMC SERIES 2009-3R 2 2036-10-29 6.000000 6215944.00 2923762.35 Private Label Collateralized Mortgage Obligations RESIDENTIAL MTG LN TR 2060-05-25 0.000000 13768432.00 6145140.34 Private Label Collateralized Mortgage Obligations RESIDENTIAL MTG LN TR 2060-05-25 0.000000 974000.00 965876.84 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-RPL1 2057-07-25 3.069260 1711518.00 1161457.44 Asset-Backed Securities CSMC TR 2019-RPL4 A-I 2058-08-26 0.200000 246044928.00 380236.64 Asset-Backed Securities EVOLVING MTG INVT TR 2045-04-25 0.000000 77041152.00 53419795.51 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2034-12-19 0.993880 5070000.00 190659.08 Private Label Collateralized Mortgage Obligations NEW RESI MTG LN TR 20 2054-11-25 0.000000 2613648.00 826530.68 Private Label Collateralized Mortgage Obligations GSR MTG TR 2005-5F B2 2035-06-25 5.691501 5000000.00 181347.23 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-IVR1 2043-11-25 0.232000 275591168.00 1582781.32 Private Label Collateralized Mortgage Obligations FHLT 2004-3 M6 2034-11-25 2.284500 3034000.00 22074.13 Asset-Backed Securities RESIDENTIAL MTG LN TR 2060-01-25 5.762630 6016848.00 4522925.52 Private Label Collateralized Mortgage Obligations CWMBS INC 2005-3 1-X 2035-04-25 2.789229 280000000.00 929365.51 Private Label Collateralized Mortgage Obligations FREED ABS TR 2020-01 2027-03-18 0.000000 21229.00 19824.53 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 A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0028 100000000.00 100000000.00 0.0013 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.528 0CSN01N72 1V8Y6QCX6YMJ2OELII46 0001159510 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMLT TRUST 2015-1 A- 2045-05-25 0.232000 228175616.00 451250.75 Private Label Collateralized Mortgage Obligations CWALT INC 2006-29T1 1 2036-10-25 34.577499 8392656.00 2506395.92 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR2 2043-04-25 0.000000 145213696.00 366007.78 Private Label Collateralized Mortgage Obligations MF1 2020-FL3 LTD A-S 2035-07-16 3.035000 780500.00 782780.25 Asset-Backed Securities CSMC 2019-AFC1 TR A-I 2049-08-25 0.000000 338054800.00 17652045.12 Private Label Collateralized Mortgage Obligations NEW RES MTG TR 2019-N 2059-11-25 0.000000 289694720.00 4017082.53 Private Label Collateralized Mortgage Obligations INDYMAC MBS 2004-AR2 2034-06-25 0.934500 10090000.00 125284.51 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-IVR2 2044-04-25 0.232000 242618879.00 716466.43 Private Label Collateralized Mortgage Obligations ADJUSTABLE RATE MTG 2 2035-01-25 2.268510 41695000.00 585216.85 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-6 IO- 2043-08-25 0.000000 207458816.00 389146.02 Private Label Collateralized Mortgage Obligations NCCCT 2005-A15B O 2045-06-01 0.000000 4950000.00 1162804.50 Asset-Backed Securities BANC AMERICA FDG 2014 2036-10-28 0.438250 140000.00 43198.10 Asset-Backed Securities BANC AMERICA FDG 2005 2035-09-20 0.000000 195849000.00 1312575.36 Private Label Collateralized Mortgage Obligations GE CAP CMBS 2005-C2 X 2043-05-10 1.401133 245219998.00 10649.66 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-WIN2 2044-10-25 0.232000 196322048.00 191756.10 Private Label Collateralized Mortgage Obligations CWALT INC 2007-18CB 1 2037-08-25 37.893000 6400000.00 1703335.63 Private Label Collateralized Mortgage Obligations CWALT INC 2006-29T1 2 2036-10-25 45.275747 759248.00 339137.57 Private Label Collateralized Mortgage Obligations NATIONAL COLLEGIATE V 2038-03-31 0.000000 7991750.00 1456000.95 Asset-Backed Securities CSMC SER 2019-11R 2045-09-25 0.000000 127456384.00 69353392.78 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-3 A-I 2045-03-25 0.232000 172974848.00 328169.27 Private Label Collateralized Mortgage Obligations CSMC COML MTG TR 2019 2021-12-15 0.000000 2600000.00 2340000.00 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-HYB1 2043-04-25 0.232000 12425952.00 6521.34 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR5 2043-10-25 0.232000 298647040.00 1038187.10 Private Label Collateralized Mortgage Obligations EVOLVING MTG INVT TR 2045-04-25 0.000000 77662720.00 53850786.41 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-IVR3 2044-07-25 0.232000 251015680.00 420776.67 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-1 A-I 2045-01-25 0.232000 368034816.00 569087.56 Private Label Collateralized Mortgage Obligations CSMLT TRUST 2015-2 A- 2045-08-25 0.000000 285828800.00 491959.01 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 A+ Standard & Poor's Short Rating A-1 2020-07-31 2020-08-04 2020-08-31 Y CREDIT SUISSE SECURITIES (USA) LLC 1.0000 35 N 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 N N 0.0054 150000000.00 150000000.00 0.0019 N N N Y DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 0.140 0DBS01ZN9 0001501323 Non-Negotiable Time 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+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0014 150000000.00 150000000.00 0.0019 N N Y N DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.570 25215VKU2 F4G136OIPBYND1F41110 US25215VKU25 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+ 2020-10-28 2020-10-28 2020-10-28 N N N 0.0057 99933333.00 99933333.00 0.0013 N N N N DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 0.570 25215VKV0 F4G136OIPBYND1F41110 US25215VKV08 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+ 2020-10-29 2020-10-29 2020-10-29 N N N 0.0057 499663890.00 499663890.00 0.0064 N N N N DNB BANK ASA-NEW YORK DNB BANK ASA-NEW YORK 0.651 23341VM32 549300GKFG0RYRRQ1414 US23341VM325 Certificate of Deposit 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+ 2020-08-06 2021-05-06 2021-05-06 N N N 0.0066 100059168.00 100059168.00 0.0013 N N N N DNB BANK ASA-NEW YORK DNB BANK ASA-NEW YORK 0.651 2332K4KR4 549300GKFG0RYRRQ1414 US2332K4KR44 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+ 2020-08-05 2021-05-05 2021-05-05 N N N 0.0066 70041282.50 70041282.50 0.0009 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.764 3F0793N 529900HNOAA1KXQJUQ27 XS2110847071 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+ 2020-07-24 2020-07-24 2020-07-24 N N N 0.0176 100000000.00 100000000.00 0.0013 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.718 5F5283N 529900HNOAA1KXQJUQ27 XS2168042955 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+ 2020-10-29 2020-10-29 2020-10-29 N N N 0.0072 209844831.00 209844831.00 0.0027 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.300 6F4770N XS2176535412 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+ 2020-11-12 2020-11-12 2020-11-12 N N N 0.0030 69942035.80 69942035.80 0.0009 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 0.499 5F8864N 529900HNOAA1KXQJUQ27 XS2176606536 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+ 2020-11-13 2020-11-13 2020-11-13 N N N 0.0050 99916204.00 99916204.00 0.0013 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.744 3F2777N 529900HNOAA1KXQJUQ27 XS2113171677 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+ 2020-07-30 2020-07-30 2020-07-30 N N N 0.0174 145000000.00 145000000.00 0.0019 N N N N FAIRWAY FINANCE CORPORATION FAIRWAY FINANCE CORPORATION 1.808 30601VK18 549300GKD6SUOVFV4H89 US30601VK186 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 2020-10-01 2020-10-01 2020-10-01 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 0.0181 74655000.00 74655000.00 0.0010 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.415 31428HBF7 549300B2Q47IR0CR5B54 US31428HBF73 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 A+ Standard & Poor's Short Rating A-1 2020-09-11 2020-09-11 2020-09-11 N N N 0.0042 25007389.25 25007389.25 0.0003 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 1.309 31428HAZ4 549300B2Q47IR0CR5B54 US31428HAZ47 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 A+ Standard & Poor's Short Rating A-1 2020-07-15 2020-07-15 2020-07-15 N N N 0.0133 150009739.50 150009739.50 0.0019 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 0.320 31849HHT2 2138002Y3WMK6RZS8H90 US31849HHT23 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+ 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 118971432.86 118971432.86 0.0015 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 0.380 31849HHD7 2138002Y3WMK6RZS8H90 US31849HHD70 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+ 2020-08-13 2020-08-13 2020-08-13 N N N 0.0038 239959226.40 239959226.40 0.0031 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.150 31849HGH9 2138002Y3WMK6RZS8H90 US31849HGH93 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+ 2020-07-17 2020-07-17 2020-07-17 N N N 0.0115 114994406.40 114994406.40 0.0015 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.200 31849HGG1 2138002Y3WMK6RZS8H90 US31849HGG11 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+ 2020-07-16 2020-07-16 2020-07-16 N N N 0.0120 145993446.06 145993446.06 0.0019 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 0.350 31849HHM7 2138002Y3WMK6RZS8H90 US31849HHM79 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+ 2020-08-21 2020-08-21 2020-08-21 N N N 0.0035 164965442.40 164965442.40 0.0021 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 0.380 31849HHE5 2138002Y3WMK6RZS8H90 US31849HHE53 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+ 2020-08-14 2020-08-14 2020-08-14 N N N 0.0038 164971125.00 164971125.00 0.0021 N N N N FIRST ABU DHABI BANK USA NV WASHINGTON DC BRANCH FIRST ABU DHABI BANK USA NV WASHINGTON DC BRANCH 1.390 31851XDB5 US31851XDB55 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0139 235000000.00 235000000.00 0.0030 N N Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 ORS002IN2 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 1400000000.00 1498697410.17 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-15 0.375000 2050000000.00 2356042881.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 596929000.00 816361269.12 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 1852600000.00 2129439829.52 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 0.125000 1250000000.00 1359458662.40 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+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 8000000000.00 8000000000.00 0.1034 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 ORS002IO0 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2044-02-15 3.625000 326264000.00 484122254.36 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-08-15 3.875000 345000000.00 520682287.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2047-08-15 2.750000 375000000.00 495879271.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.269061 500000000.00 500496349.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 28926000.00 38819934.19 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+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 2000000000.00 2000000000.00 0.0258 N Y Y N HONEYWELL INTERNATIONAL HONEYWELL INTERNATIONAL 1.201 43851TKM7 ISRPG12PN4EIEOEMW547 US43851TKM70 Non-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 2020-10-21 2020-10-21 2020-10-21 N N N 0.0120 199850588.00 199850588.00 0.0026 N N N N HSBC BANK USA HSBC BANK USA 1.250 40435RHP9 1IE8VN30JCEQV1H4R804 US40435RHP91 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 2020-10-07 2020-10-07 2020-10-07 N N N 0.0125 335749679.75 335749679.75 0.0043 N N N N HSBC BANK USA HSBC BANK USA 1.150 40435RHT1 1IE8VN30JCEQV1H4R804 US40435RHT14 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 2020-10-14 2020-10-14 2020-10-14 N N N 0.0115 192392883.84 192392883.84 0.0025 N N N N HSBC BANK USA HSBC BANK USA 0.950 40435RJA0 1IE8VN30JCEQV1H4R804 US40435RJA05 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 2020-10-20 2020-10-20 2020-10-20 N N N 0.0095 60089491.80 60089491.80 0.0008 N N N N HSBC BANK USA HSBC BANK USA 1.063 40435RGL9 1IE8VN30JCEQV1H4R804 US40435RGL96 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 2020-07-23 2020-07-23 2020-07-23 N N N 0.0108 70000000.00 70000000.00 0.0009 N N N N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 0.330 0HSN22TA4 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DEUTSCHE TELEKOM INTL 529900ERDFHS6C1M4U58 2028-06-21 4.375000 282000.00 333717.04 Corporate Debt Securities CVS HEALTH CORP SR GL 549300EJG376EN5NQE29 2048-03-25 5.050000 932000.00 1223768.55 Corporate Debt Securities VODAFONE AIRTOUCH PLC 213800TB53ELEUKM7Q61 2030-02-15 7.875000 886000.00 1312211.41 Corporate Debt Securities CREDIT SUISSE GROUP G 549300506SI9CRFV9Z86 2031-04-01 4.194000 545000.00 626253.23 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2023-05-01 4.508000 10.00 10.63 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-08-03 2.979000 357000.00 345830.99 Corporate Debt Securities SLM PRIVATE ST LN TR 549300I2YWZ9E1B0EY33 2039-06-15 0.603380 16500000.00 9741205.53 Asset-Backed Securities TRANSOCEAN INC SR GLB DOL4HJ22ADYSIWES4H94 2027-02-01 8.000000 2000000.00 1182444.44 Corporate Debt Securities TELEFONICA EUROPE B V 7245007FZS0M65WUGP67 2030-09-15 8.250000 61000.00 95013.75 Corporate Debt Securities UNITED STATES STL COR JNLUVFYJT1OZSIQ24U47 2025-06-01 12.000000 100.00 103.53 Corporate Debt Securities PERUSAHAAN LISTRIK NE 254900OYVDRYS9J51J61 2050-06-30 4.000000 8300000.00 8126364.00 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2023-01-11 2.700000 18000.00 19140.03 Corporate Debt Securities BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 2023-02-23 3.125000 600000.00 631088.58 Corporate Debt Securities DISCOVER CARD EXE TR 549300CKCX1QE4RUW216 2024-01-16 3.110000 6060000.00 6241411.15 Asset-Backed Securities TRANSOCEAN INC 7.25%2 DOL4HJ22ADYSIWES4H94 2025-11-01 7.250000 4500000.00 2562308.75 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2024-07-16 3.600000 2251000.00 2268175.13 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2021-12-01 8.750000 198000.00 161023.22 Corporate Debt Securities SEMPRA ENERGY PERP SU PBBKGKLRK5S5C0Y4T545 2099-01-01 4.875000 1940000.00 1935614.79 Corporate Debt Securities UNICREDIT SPA FR 5.45 549300TRUWO2CD2G5692 2035-06-30 5.459000 10.00 9.95 Corporate Debt Securities CENOVUS ENERGY INC SR 549300EIRQ0Z2B9C1W06 2047-06-15 5.400000 55000.00 47298.35 Corporate Debt Securities AMERICAN EXPRESS CRED 549300Y4SA5G3GIJTP18 2024-10-15 2.870000 1955000.00 2038153.64 Asset-Backed Securities PERUSAHAAN LISTRIK NE 254900OYVDRYS9J51J61 2030-06-30 3.000000 2490.00 2471.08 Corporate Debt Securities LATAM FINANCE LIMITED 2026-03-01 0.000000 5960.00 1639.00 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2022-01-24 5.750000 60000.00 66209.80 Corporate Debt Securities CAPITAL ONE CC TR 201 R42WS16M9R97TJJKGU15 2024-12-16 2.840000 2800000.00 2914246.53 Asset-Backed Securities DELL INC 6.5%38 3E70L4WYANTIWWIPHC81 2038-04-15 6.500000 94000.00 101993.92 Corporate Debt Securities AKER BP ASA SR GLBL 1 549300NFTY73920OYK69 2030-01-15 3.750000 38000.00 36536.90 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2099-01-01 6.750000 200000.00 204112.50 Corporate Debt Securities CISCO SYS INC SR GLBL 8E6NF1YAL0WT6CWXXV93 2040-01-15 5.500000 3500000.00 5214854.17 Corporate Debt Securities BNP PARIBAS FR 4.4%08 R0MUWSFPU8MPRO8K5P83 2028-08-14 4.400000 2194000.00 2568389.04 Corporate Debt Securities SLM PRIVATE ST LN TR 549300FE2YWO5PJ3Q820 2039-06-15 0.643380 2400.00 1578.94 Asset-Backed Securities INTEL CORP SR GLBL NT KNX4USFCNGPY45LOCE31 2030-03-25 3.900000 87480.00 106398.57 Corporate Debt Securities APACHE CORP SR NT 4.2 72ZZ1XRHOOU9P9X16K08 2044-01-15 4.250000 54000.00 41676.07 Corporate Debt Securities AES GENER S A JR SB G 2079-03-26 7.125000 8.00 8.53 Corporate Debt Securities IHEARTCOMMUNICATIONS 54930076J6KDZL504O62 2026-05-01 6.375000 99842.00 102196.82 Corporate Debt Securities ARGOS MERGER SUB INC 2023-03-15 7.125000 6480000.00 6509362.50 Corporate Debt Securities CLEAR CHANNEL OUTDOOR 2027-08-15 5.125000 50000.00 49570.94 Corporate Debt Securities RABOBANK NEDERLAND GL DG3RU1DBUFHT4ZF9WN62 2110-09-30 5.800000 100000.00 168993.00 Corporate Debt Securities CSC HLDGS INC SR NT 6 3HG2WD2W22M120IUNG49 2021-11-15 6.750000 5000000.00 5265987.50 Corporate Debt Securities ITHACA ENERGY NORTH S 213800BMMUN3AKWBIO91 2024-07-15 9.375000 500000.00 416484.38 Corporate Debt Securities MINERVA LUXEMBOURG S 222100NM3G3RCPGZ2Z17 2028-01-19 5.875000 8.00 7.98 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2026-08-01 4.542000 95000.00 92067.24 Corporate Debt Securities SOUTHWESTERN PUB SVC OL6FE7QD5EQ3DOYEO258 2048-11-15 4.400000 150000.00 191710.50 Corporate Debt Securities BARCLAYS PLC SR SB GL 213800LBQA1Y9L22JB70 2026-05-12 5.200000 300000.00 335734.00 Corporate Debt Securities PEPSICO INC SR GLBL N FJSUNZKFNQ5YPJ5OT455 2025-03-19 2.250000 3000000.00 3227737.50 Corporate Debt Securities NABORS INDS INC SR GL 2020-09-15 5.000000 215000.00 215447.92 Corporate Debt Securities DEVELOPMENT BK JAPAN 5493001HGBABMWFZUI25 2023-09-06 3.125000 328.00 357.02 Other Instrument International debt KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2025-07-15 3.950000 5017000.00 5439903.83 Corporate Debt Securities INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 2024-06-26 5.017000 300000.00 311102.23 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2045-06-15 5.000000 60000.00 53615.00 Corporate Debt Securities SANDS CHINA LTD CR SE 549300EVO6UZDGY05787 2030-06-18 4.375000 2455000.00 2547282.77 Corporate Debt Securities PLAINS ALL AMERN PIPE 2025-10-15 4.650000 302000.00 323963.71 Corporate Debt Securities TRANSOCEAN INC CR SEN 2041-12-15 9.600000 10140000.00 2930460.00 Corporate Debt Securities SBA COMMUNICATIONS CO 2024-09-01 4.875000 309000.00 320344.81 Corporate Debt Securities BPCE S A SR GLBL REGS 2029-10-01 2.700000 63.00 67.77 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2024-01-17 5.100000 4000000.00 4363046.67 Corporate Debt Securities ABBVIE INC SR GLBL NT FR5LCKFTG8054YNNRU85 2026-05-14 3.200000 6000.00 6573.05 Corporate Debt Securities AT&T INC SR GLBL NT4. 549300Z40J86GGSTL398 2044-06-15 4.800000 128000.00 151239.68 Corporate Debt Securities LIMA METRO LINE 2 FIN 5493009BVQNQT1UKQ352 2036-04-05 4.350000 400000.00 428108.33 Corporate Debt Securities AMERICAN AIRLS INC SR IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 1348.00 1283.97 Corporate Debt Securities PERUSAHAAN LISTRIK NE 2050-06-30 4.000000 2300.00 2251.88 Corporate Debt Securities BANK AMER CORP FR 3.1 9DJT3UXIJIZJI4WXO774 2030-07-23 3.194000 99000.00 110461.17 Corporate Debt Securities MGM CHINA HOLDINGS LI 529900VZFN87OS7WJM66 2026-05-15 5.875000 1530.00 1586.68 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2026-03-11 4.550000 250000.00 256939.10 Corporate Debt Securities MORGAN STANLEY FR 4.4 IGJSJL3JD5P30I6NJZ34 2030-01-23 4.431000 6.00 7.26 Corporate Debt Securities WOLVERINE ESCROW LLC 2024-11-15 8.500000 2000000.00 1541250.00 Corporate Debt Securities HALLIBURTON CO SR GLB ENYF8GB5SMQZ25S06U51 2039-09-15 7.450000 75000.00 97688.94 Corporate Debt Securities JAGUAR LAND ROVER PLC 529900L73GEWN1O5NH84 2023-02-01 5.625000 296000.00 268910.45 Corporate Debt Securities AT&T INC SR NT 4.3%42 549300Z40J86GGSTL398 2042-12-15 4.300000 70000.00 77919.92 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2048-04-24 4.281000 220000.00 275127.27 Corporate Debt Securities DEUTSCHE TELEKOM INTL 529900ERDFHS6C1M4U58 2027-01-19 3.600000 808000.00 920748.32 Corporate Debt Securities OCCIDENTAL PETE CORP IM7X0T3ECJW4C1T7ON55 2021-02-01 4.100000 6982000.00 7101178.86 Corporate Debt Securities SEAGATE HDD CAYMAN SR 2029-06-01 4.091000 43000.00 45100.71 Corporate Debt Securities AMERICAN CAMPUS CMNTY RDKVCX5HITZ2GPIR7153 2030-02-01 2.850000 5973300.00 5826565.89 Corporate Debt Securities T MOBILE USA INC SR S 549300V2JRLO5DIFGE82 2028-02-15 2.050000 60000.00 59757.10 Corporate Debt Securities MINERAL RES LTD SR GL 5299007V1ACKFFX2P066 2027-05-01 8.125000 1170.00 1258.71 Corporate Debt Securities BNP PARIBAS ALT TIER 2099-01-01 7.625000 430000.00 443571.88 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2027-03-08 3.350000 1029000.00 1179359.77 Corporate Debt Securities AMGEN INC SR GLBL NT 62QBXGPJ34PQ72Z12S66 2050-02-21 3.375000 1633760.00 1821697.54 Corporate Debt Securities EDF S A SR REGS NT 25 2025-10-13 3.625000 96000.00 107981.13 Corporate Debt Securities MACYS RETAIL HLDGS IN 549300JMONK27O4SQQ19 2043-02-15 4.300000 14881000.00 8870936.13 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2050-06-01 4.500000 3060000.00 3656225.70 Corporate Debt Securities MACYS RETAIL HLDGS IN 2042-01-15 5.125000 1281000.00 785880.16 Corporate Debt Securities HESS CORP SR NT 5.6%4 UASVRYNXNK17ULIGK870 2041-02-15 5.600000 45000.00 48406.50 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0033 110000000.00 110000000.00 0.0014 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 0.180 0HSN22T97 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PERUSAHAAN LISTRIK NE 254900OYVDRYS9J51J61 2030-06-30 3.000000 622666.00 617933.74 Corporate Debt Securities SLM PRIVATE ST LN TR 549300FE2YWO5PJ3Q820 2039-06-15 0.643380 31276199.00 20576287.36 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 A+ Standard & Poor's Short Rating A-1 2020-07-01 2020-07-01 2020-07-01 N N N 0.0018 20000000.00 20000000.00 0.0003 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 0.180 0HSN22T89 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MICROSOFT CORP GLBL N INR2EJN1ERAN0W5ZP974 2050-06-01 2.525000 245000.00 251566.99 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2030-03-15 3.800000 445000.00 508662.19 Corporate Debt Securities BANK OF MONTREAL FR 1 NQQ6HPCNCCU6TUTQYE16 2025-05-01 1.850000 1000000.00 1037827.50 Corporate Debt Securities TENCENT HLDGS LTD FR 2030-06-03 2.390000 400000.00 403285.00 Corporate Debt Securities TRANSCANADA PIPELINES 5BV01I6231JPDAPMGH09 2049-03-15 5.100000 89000.00 115748.51 Corporate Debt Securities BANCO SANTANDER S A S 5493006QMFDDMYWIAM13 2025-05-28 2.746000 250000.00 259127.72 Corporate Debt Securities HALLIBURTON CO SR GLB ENYF8GB5SMQZ25S06U51 2030-03-01 2.920000 10000000.00 9643100.00 Corporate Debt Securities PNC BK N A PITTSBURGH AD6GFRVSDT01YPT1CS68 2027-10-25 3.100000 250000.00 282121.81 Corporate Debt Securities STATE STR CORP SR GLB 549300ZFEEJ2IP5VME73 2030-01-24 2.400000 700000.00 759647.00 Corporate Debt Securities COOPERATIEVE CENTRALE DG3RU1DBUFHT4ZF9WN62 2041-05-24 5.250000 142000.00 202683.70 Corporate Debt Securities LEAR CORP SR GLBL NT 549300UPNBTXA1SYTQ33 2049-05-15 5.250000 1000000.00 1029312.50 Corporate Debt Securities NATIONWIDE BLDG SOC M 549300XFX12G42QIKN82 2032-10-18 4.125000 462000.00 504042.00 Corporate Debt Securities WELLS FARGO & CO FR 4 PBLD0EJDB5FWOLXP3B76 2029-01-24 4.150000 335000.00 398497.02 Corporate Debt Securities INDONESIA REP SR GLBL 529900FWX0GRR7WG5W79 2030-02-14 2.850000 24763.00 25616.62 Other Instrument International debt AMERICAN INTL GROUP I ODVCVCQG2BP6VHV36M30 2030-06-30 3.400000 100000.00 108694.78 Corporate Debt Securities BANCO SANTANDER S A S 5493006QMFDDMYWIAM13 2030-05-28 3.490000 200000.00 214440.44 Corporate Debt Securities AMERICAN EXPRESS CR C 9ET6B8VCXWW51H8Z3M54 2027-05-03 3.300000 5000.00 5705.78 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0018 15000000.00 15000000.00 0.0002 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.250 45580DK45 5493002ERZU2K9PZDL40 US45580DK456 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 2020-07-23 2020-07-23 2020-07-23 N N N 0.0125 205128510.40 205128510.40 0.0026 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.350 45580DJ70 5493002ERZU2K9PZDL40 US45580DJ706 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 0.0135 280200309.20 280200309.20 0.0036 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.530 45580DM68 5493002ERZU2K9PZDL40 US45580DM684 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 2020-08-28 2020-08-28 2020-08-28 N N N 0.0053 244553181.20 244553181.20 0.0032 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 0.561 44988KHS1 US44988KHS15 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 2020-08-03 2021-02-02 2021-02-02 N N N 0.0057 70028938.00 70028938.00 0.0009 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 0.458 44988GBU1 US44988GBU13 0000877559 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 2020-09-18 2020-09-18 2020-09-18 N N N 0.0046 200000000.00 200000000.00 0.0026 N N N N ING (US) FUNDING LLC ING (US) FUNDING LLC 0.463 44988KHL6 US44988KHL61 0000877559 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 2020-09-14 2020-09-14 2020-09-14 N N N 0.0047 50000000.00 50000000.00 0.0006 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.581 3F5232N 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 2020-08-06 2020-11-06 2020-11-06 N N N 0.0059 185000000.00 185000000.00 0.0024 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.641 3F4868N 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 2020-08-05 2020-11-05 2020-11-05 N N N 0.0065 331000000.00 331000000.00 0.0043 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.472 PP0841AW4 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 2020-07-08 2020-10-08 2020-10-08 N N N 0.0149 583217482.32 583217482.32 0.0075 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.540 PP152A499 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 2021-02-11 2021-02-11 2021-02-11 N N N 0.0054 135113019.30 135113019.30 0.0017 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 95126812.65 95126812.65 0.0012 N N N N ING BANK NV ING BANK NV 0.628 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 2020-08-10 2020-11-09 2020-11-09 N N N 0.0064 295191537.60 295191537.60 0.0038 N N N N ING BANK NV ING BANK NV 0.507 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0051 165016204.65 165016204.65 0.0021 N N N N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.230 0IFX05CS8 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PETROLEOS MEXICANOS S 2027-01-23 6.490000 126474400.00 118355200.23 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 37000000.00 32936166.67 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 25992000.00 27848442.50 Other Instrument International debt BANCO NACIONAL DE DES 254900DCL95WTK6VYD35 2023-09-26 5.750000 100000000.00 109376388.89 Other Instrument International debt PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 172.00 182.84 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 60000000.00 59526608.33 Other Instrument International debt PETROBRAS GLBL FIN B 2024-03-17 6.250000 7903000.00 8561967.51 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 25000000.00 25717486.11 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0023 354000000.00 354000000.00 0.0046 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.350 0IFX05BJ9 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 4000.00 3918.54 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 167000.00 180924.78 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 40568000.00 42308603.85 Other Instrument International debt PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 677444.00 720137.03 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0035 40000000.00 40000000.00 0.0005 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.370 0IFX05BV2 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 5000.00 4898.17 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 46387002.00 52887367.21 Other Instrument International debt PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 65775.00 69920.19 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 443000.00 479938.20 Corporate Debt Securities BRF SA SR NT REGS 22 2022-06-06 5.875000 553000.00 574526.45 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 2020-07-10 2020-07-10 2020-07-10 N N N 0.0037 50000000.00 50000000.00 0.0006 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.370 0IFX05BZ3 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NEWELL BRANDS INC CR 549300LWGYFM1TVO1Z12 2036-04-01 5.875000 421000.00 452766.26 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 2316597.00 2462590.68 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 243000.00 238051.14 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 19628859.00 22379516.44 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 20232000.00 21100070.82 Other Instrument International debt BRF SA SR NT REGS 22 2022-06-06 5.875000 780000.00 810362.80 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 1083000.00 1173302.65 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 2020-07-13 2020-07-13 2020-07-13 N N N 0.0037 45000000.00 45000000.00 0.0006 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.400 0IFX05BN0 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 40775475.00 46489478.23 Other Instrument International debt PETROBRAS GLBL FIN B 2024-03-17 6.250000 823000.00 891623.34 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 1159206.00 1232260.03 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 4000.00 3918.54 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0040 45000000.00 45000000.00 0.0006 N N Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.230 0IFX05CR0 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 68943461.00 73180371.82 Other Instrument International debt PETROLEOS MEXICANOS S 2027-01-23 6.490000 25525600.00 23886948.66 Other Instrument International debt KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 8000.00 7837.07 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-06-06 2.875000 150000000.00 147239583.33 Other Instrument International debt PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 3844560.00 4086847.05 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0023 230000000.00 230000000.00 0.0030 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.350 0IFX05CM1 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PETROBRAS GLBL FIN B 2024-03-17 6.250000 12124000.00 13134922.69 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 28189764.00 29966304.07 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 108000.00 112633.83 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 2020-07-27 2020-07-27 2020-07-27 N N N 0.0035 40000000.00 40000000.00 0.0005 N N N Y LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) 0.638 5F6691N DIZES5CFO5K3I5R58746 XS2170387158 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 2020-11-06 2020-11-06 2020-11-06 N N N 0.0064 124945825.00 124945825.00 0.0016 N N N N LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) 0.579 5F9193N XS2176945157 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 2020-11-16 2020-11-16 2020-11-16 N N N 0.0058 149926482.00 149926482.00 0.0019 N N N N LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) 0.668 5F6302N DIZES5CFO5K3I5R58746 XS2169278772 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 2020-11-04 2020-11-04 2020-11-04 N N N 0.0067 199916074.00 199916074.00 0.0026 N N N N LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) 0.648 5F6638N DIZES5CFO5K3I5R58746 XS2170189273 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 2020-11-05 2020-11-05 2020-11-05 N N N 0.0065 199914704.00 199914704.00 0.0026 N N N N LANDESBANK HESSEN-THURINGEN GIROZENTRALE-NEW YORK BR LANDESBANK HESSEN-THURINGEN GIROZENTRALE-NEW YORK BR 1.150 51500VNE5 DIZES5CFO5K3I5R58746 US51500VNE55 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 2020-07-17 2020-07-17 2020-07-17 N N N 0.0115 64030936.32 64030936.32 0.0008 N N N N LIBERTY STREET FUNDING LLC LIBERTY STREET FUNDING LLC 1.250 53127TG80 549300F33VRHM10B9391 US53127TG806 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 2020-07-08 2020-07-08 2020-07-08 N Y BANK OF NOVA SCOTIA - (SCOTIABANK) 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 0.0125 24999311.00 24999311.00 0.0003 N N Y N LLOYDS BANK PLC LLOYDS BANK PLC 0.324 53946BEV9 H7FNTJ4851HG0EXQ1Z70 US53946BEV99 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 2020-07-27 2020-07-27 2020-07-27 N N N 0.0033 150017280.00 150017280.00 0.0019 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.351 53944QM23 US53944QM238 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 2020-12-02 2020-12-02 2020-12-02 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 0.0035 59908291.80 59908291.80 0.0008 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.600 53944QGT1 US53944QGT13 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 2020-07-27 2020-07-27 2020-07-27 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 0.0060 49997112.50 49997112.50 0.0006 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.410 53944QL40 US53944QL404 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 2020-11-04 2020-11-04 2020-11-04 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 0.0041 37110158.85 37110158.85 0.0005 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.170 53944QGE4 US53944QGE44 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 2020-07-14 2020-07-14 2020-07-14 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 0.0117 99994439.00 99994439.00 0.0013 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.351 53944QM49 US53944QM493 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 2020-12-04 2020-12-04 2020-12-04 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 0.0035 50920597.08 50920597.08 0.0007 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.401 53944QNK2 US53944QNK21 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 2021-01-19 2021-01-19 2021-01-19 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 0.0040 200260890.48 200260890.48 0.0026 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.470 53944QG12 US53944QG123 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 2020-07-01 2020-07-01 2020-07-01 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 0.0147 49999839.00 49999839.00 0.0006 N Y Y N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 0.280 57666AJG8 635400YCKMVA7GIA6Q33 US57666AJG85 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 2020-09-16 2020-09-16 2020-09-16 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 0.0028 74966525.25 74966525.25 0.0010 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 1.253 59157TJ87 54930024MDLTV1K1YL10 US59157TJ876 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+ 2020-09-08 2020-09-08 2020-09-08 N N N 0.0125 10973645.82 10973645.82 0.0001 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.390 6F3972N JBONEPAGQXF4QP29B387 XS2186167636 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 2020-10-05 2020-10-05 2020-10-05 N N N 0.0039 59952507.60 59952507.60 0.0008 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.390 6F0591N 213800ZXJI3S6VKHTX31 XS2179030684 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 2020-08-20 2020-08-20 2020-08-20 N N N 0.0039 24992564.75 24992564.75 0.0003 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 0.390 6F0609N XS2179034751 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 2020-08-21 2020-08-21 2020-08-21 N N N 0.0039 64980101.55 64980101.55 0.0008 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.280 0MUT01BL6 JBONEPAGQXF4QP29B387 0001462160 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-10-15 4.150000 15000000.00 17963551.65 Corporate Debt Securities APPLE INC APPLE INC HWUPKR0MPOU8FGXBT394 2029-09-11 0.000000 30000000.00 32202600.00 Corporate Debt Securities LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 2026-01-15 3.550000 10000000.00 11488604.40 Corporate Debt Securities PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 2026-11-03 2.450000 10000000.00 10898002.20 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2027-05-25 2.900000 10000000.00 11203900.00 Corporate Debt Securities IC SERVICE CO OF NEW 549300SHPFALUPKK2351 2023-11-01 3.500000 10000000.00 10758403.30 Corporate Debt Securities PUBLIC SERVICE ELECTR 549300RUHPVD434XUK18 2028-05-01 3.700000 10000000.00 11628806.70 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2028-06-26 3.700000 35000000.00 41442131.15 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2029-06-15 2.950000 10000000.00 11241701.10 Corporate Debt Securities JOHN DEERE CAPITAL CO E0KSF7PFQ210NWI8Z391 2030-01-09 2.450000 25000000.00 27203014.00 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2023-11-01 3.200000 10000000.00 10898803.30 Corporate Debt Securities FLORIDA PWR & LT CO 1 A89MY1K3YLIGJMYWVX50 2024-06-01 3.250000 10000000.00 10921803.30 Corporate Debt Securities APPLE INC SR NT 2.7%2 HWUPKR0MPOU8FGXBT394 2022-05-13 2.700000 20000000.00 20887000.00 Corporate Debt Securities UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 2025-08-15 3.250000 12000000.00 13309449.36 Corporate Debt Securities SOUTHERN CALIFORNIA G XY0N0J73VHV5F4CUJV89 2024-09-15 3.150000 10000000.00 10949600.00 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2023-05-18 2.800000 10000000.00 10656004.40 Corporate Debt Securities CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 2023-09-20 2.200000 20000000.00 21122804.40 Corporate Debt Securities CLOROX CO 54930044KVSC06Z79I06 2028-05-15 3.900000 25000000.00 29440500.00 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2030-02-01 0.000000 20000000.00 21694600.00 Corporate Debt Securities BERKSHIRE HATHAWAY EN 549300JD0S5IZJE9LY15 2028-04-15 3.250000 10000000.00 11319901.10 Corporate Debt Securities TARGET CORP 8WDDFXB5T1Z6J0XC1L66 2026-04-15 2.500000 10000000.00 10991507.80 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2027-11-15 3.250000 12000000.00 13497609.36 Corporate Debt Securities NIKE INC 787RXPR0UX0O0XUXPZ81 2026-11-01 2.375000 10000000.00 10947703.30 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2025-06-26 3.550000 10000000.00 11320800.60 Corporate Debt Securities NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 2029-05-01 3.700000 10000000.00 11648106.70 Corporate Debt Securities DUKE ENERGY PROGRESS 0NIFZ782LS46WOC9QK20 2029-03-15 3.450000 10000000.00 11524803.30 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2029-03-15 3.450000 15000000.00 17566954.95 Corporate Debt Securities NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 2030-05-01 0.000000 20000000.00 21219400.00 Corporate Debt Securities ESTEE LAUDER COMPANIE 549300VFZ8XJ9NUPU221 2029-12-01 2.375000 15000000.00 16162052.55 Corporate Debt Securities LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 2025-03-01 2.900000 10000000.00 10989706.70 Corporate Debt Securities SOUTHERN CALIFORNIA G XY0N0J73VHV5F4CUJV89 2025-06-15 3.200000 9992000.00 11022277.32 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2025-09-17 3.150000 10000000.00 11099200.00 Corporate Debt Securities DUKE ENERGY PROGRESS 0NIFZ782LS46WOC9QK20 2025-08-15 3.250000 10000000.00 11133207.80 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2026-07-15 2.650000 15000000.00 16257906.60 Corporate Debt Securities AMGEN INC SR GLBL NT3 62QBXGPJ34PQ72Z12S66 2027-11-02 3.200000 20000000.00 22492200.00 Corporate Debt Securities AMAZON COMMUNICATIONS ZXTILKJKG63JELOEG630 2027-08-22 3.150000 10000000.00 11391705.00 Corporate Debt Securities Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 2025-07-28 3.950000 15000000.00 17278200.00 Corporate Debt Securities MIDAMERICAN ENERGY CO 2023-09-15 3.700000 10000000.00 10957504.40 Corporate Debt Securities Union Pacific Corp 549300LMMRSZZCZ8CL11 2026-03-01 2.750000 10000000.00 10903906.70 Corporate Debt Securities PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 2026-02-02 2.700000 10000000.00 11166800.00 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-05-01 3.550000 12000000.00 13769168.04 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2028-02-15 3.150000 15000000.00 16743300.00 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2029-08-15 3.375000 10000000.00 11422500.00 Corporate Debt Securities MERCK & CO. INC SR GL 4YV9Y5M8S0BRK1RP0397 2029-03-07 3.400000 10000000.00 11598006.70 Corporate Debt Securities HONEYWELL INTERNATION ISRPG12PN4EIEOEMW547 2029-08-15 2.700000 15000000.00 16632150.00 Corporate Debt Securities PACIFICORP SGY07Y7FNYBNLM6Z1M11 2024-04-01 3.600000 10000000.00 10955000.00 Corporate Debt Securities INTERNATIONAL BUS MAC VGRQXHF3J8VDLUA7XE92 2029-05-15 3.500000 10000000.00 11563202.20 Corporate Debt Securities WALMART INC Y87794H0US1R65VBXU25 2024-04-22 3.300000 10000000.00 10948000.00 Corporate Debt Securities 3M CO FR 3%080725 LUZQVYP4VS22CLWDAR65 2025-08-07 3.000000 10000000.00 11114100.00 Corporate Debt Securities COCA-COLA CO UWJKFUJFZ02DKWI3RY53 2026-09-01 2.250000 10000000.00 10754500.00 Corporate Debt Securities ENTERGY MISSISSIPPI L 54930043I78H35DVVW89 2028-06-01 2.850000 16997000.00 18152456.06 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2026-12-01 2.950000 12000000.00 13407723.96 Corporate Debt Securities EATWARE CORPORATION 0NZWDMRCE180888QQE14 2027-09-15 3.103000 15000000.00 16608759.15 Corporate Debt Securities DUKE ENERGY FLA LLC 3 7MOHLM3DKE63RX2ZCN83 2028-07-15 3.800000 10000000.00 11701902.20 Corporate Debt Securities MIDAMERICAN ENERGY HL 549300JD0S5IZJE9LY15 2023-11-15 3.750000 10000000.00 10969700.00 Corporate Debt Securities APPLE INC APPLE INC HWUPKR0MPOU8FGXBT394 2026-09-11 0.000000 25000000.00 26662500.00 Corporate Debt Securities PHILIP MORRIS INTL HL3H1H2BGXWVG3BSWR90 2027-08-17 3.125000 15000000.00 16768064.10 Corporate Debt Securities COCA-COLA CO UWJKFUJFZ02DKWI3RY53 2026-06-01 2.550000 15000000.00 16523250.00 Corporate Debt Securities HOME DEPOT INC SR NT QEKMOTMBBKA8I816DO57 2026-09-15 2.125000 1952000.00 2103359.91 Corporate Debt Securities CONNECTICUT LIGHT & P 549300O45IUXEDS1VZ32 2027-03-15 3.200000 10000000.00 11139502.20 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2027-09-12 2.900000 10000000.00 11189005.60 Corporate Debt Securities AEP TEXAS INC 5493001L78U618KXNZ75 2028-06-01 3.950000 20000000.00 22760813.40 Corporate Debt Securities MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 2029-04-15 3.650000 15000000.00 17868908.40 Corporate Debt Securities John Deere Capital Co E0KSF7PFQ210NWI8Z391 2026-09-14 2.250000 10000000.00 10792605.00 Corporate Debt Securities GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 2029-09-15 2.650000 38000000.00 40198329.64 Corporate Debt Securities WALMART INC Y87794H0US1R65VBXU25 2023-04-11 2.550000 8984000.00 9467435.06 Corporate Debt Securities COMMONWEALTH EDISON 2024-11-01 3.100000 12000000.00 12852488.04 Corporate Debt Securities PUBLIC SERVICE ELECTR 549300RUHPVD434XUK18 2025-05-15 3.000000 10000000.00 10779903.30 Corporate Debt Securities KIMBERLY CLARK CORP S MP3J6QPYPGN75NVW2S34 2026-02-15 2.750000 10000000.00 10951708.90 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2025-09-15 3.350000 10000000.00 11293808.90 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0028 1000000000.00 1000000000.00 0.0129 N Y Y N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 1.797 3F0287N RB0PEZSDGCO3JS6CEU02 XS2110273047 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 2020-07-23 2020-07-23 2020-07-23 N N N 0.0180 224954010.00 224954010.00 0.0029 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 0.400 6F3328N RB0PEZSDGCO3JS6CEU02 XS2183920755 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 2020-12-02 2020-12-02 2020-12-02 N N N 0.0040 99825499.00 99825499.00 0.0013 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 0.360 6F3293N RB0PEZSDGCO3JS6CEU02 XS2183920086 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 2020-09-02 2020-09-02 2020-09-02 N N N 0.0036 99938172.00 99938172.00 0.0013 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 0.490 6F2670N RB0PEZSDGCO3JS6CEU02 XS2182585906 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 2020-12-02 2020-12-02 2020-12-02 N N N 0.0049 299476497.00 299476497.00 0.0039 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.260 60710AKK7 RB0PEZSDGCO3JS6CEU02 US60710AKK78 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 2020-07-12 2020-08-12 2020-08-12 N N N 0.0026 200000000.00 200000000.00 0.0026 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.650 60710ALK6 RB0PEZSDGCO3JS6CEU02 US60710ALK69 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 2020-07-22 2020-07-22 2020-07-22 N N N 0.0065 100032255.00 100032255.00 0.0013 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.090 0NC002II5 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 1520000000.00 1520000000.00 0.0196 N Y Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.310 60710AMB5 RB0PEZSDGCO3JS6CEU02 US60710AMB51 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 2020-09-15 2020-09-15 2020-09-15 N N N 0.0031 173026597.02 173026597.02 0.0022 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.277 60710AK50 RB0PEZSDGCO3JS6CEU02 US60710AK505 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 2020-07-10 2020-09-10 2020-09-10 N N N 0.0028 150000000.00 150000000.00 0.0019 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.324 60710AJK9 RB0PEZSDGCO3JS6CEU02 US60710AJK97 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 2020-07-27 2020-08-27 2020-08-27 N N N 0.0033 175000000.00 175000000.00 0.0023 N N N N MUFG BANK LTD LONDON BRANCH MUFG BANK LTD LONDON BRANCH 1.647 3F7918N C3GTMMZIHMY46P4OIX74 XS2122474641 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 2020-08-14 2020-08-14 2020-08-14 N N N 0.0165 99975006.00 99975006.00 0.0013 N N N N MUFG BANK LTD LONDON BRANCH MUFG BANK LTD LONDON BRANCH 0.400 6F0613N C3GTMMZIHMY46P4OIX74 XS2178921040 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 2020-09-21 2020-09-21 2020-09-21 N N N 0.0040 99937558.00 99937558.00 0.0013 N N N N MUFG BANK LTD LONDON BRANCH MUFG BANK LTD LONDON BRANCH 0.479 6F0715N C3GTMMZIHMY46P4OIX74 XS2179037937 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 2020-11-20 2020-11-20 2020-11-20 N N N 0.0048 99860373.00 99860373.00 0.0013 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 0.380 55380TEK2 C3GTMMZIHMY46P4OIX74 US55380TEK25 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 2020-11-30 2020-11-30 2020-11-30 N N N 0.0038 126998845.57 126998845.57 0.0016 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.150 55380TCM0 C3GTMMZIHMY46P4OIX74 US55380TCM09 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 2020-10-19 2020-10-19 2020-10-19 N N N 0.0115 305795098.40 305795098.40 0.0039 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.260 55380TCE8 C3GTMMZIHMY46P4OIX74 US55380TCE82 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 2020-08-28 2020-08-28 2020-08-28 N N N 0.0126 300497016.00 300497016.00 0.0039 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 0.390 55380TDY3 C3GTMMZIHMY46P4OIX74 US55380TDY38 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 2020-11-20 2020-11-20 2020-11-20 N N N 0.0039 230026302.80 230026302.80 0.0030 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.320 55380TBV1 C3GTMMZIHMY46P4OIX74 US55380TBV17 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 2020-08-28 2020-08-28 2020-08-28 N N N 0.0132 50087745.50 50087745.50 0.0006 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 0.393 63254GNL5 F8SB4JFBSYQFRQEH3Z21 US63254GNL58 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+ 2020-07-01 2021-05-28 2021-05-28 N N N 0.0040 50003279.50 50003279.50 0.0006 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 0.319 63254GNA9 F8SB4JFBSYQFRQEH3Z21 US63254GNA93 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+ 2020-07-04 2021-02-04 2021-02-04 N N N 0.0032 160028736.00 160028736.00 0.0021 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.370 6F4800N F8SB4JFBSYQFRQEH3Z21 XS2188776996 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 AA- Standard & Poor's Short Rating A-1+ 2021-03-08 2021-03-08 2021-03-08 N N N 0.0037 219594269.40 219594269.40 0.0028 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.400 6F9696N XS2198207719 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 AA- Standard & Poor's Short Rating A-1+ 2021-04-30 2021-04-30 2021-04-30 N N N 0.0040 170609569.38 170609569.38 0.0022 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.489 1F2502B F8SB4JFBSYQFRQEH3Z21 XS2085849524 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 AA- Standard & Poor's Short Rating A-1+ 2020-08-25 2020-11-25 2020-11-25 N N N 0.0050 324842056.50 324842056.50 0.0042 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.380 6F8746N F8SB4JFBSYQFRQEH3Z21 XS2195472696 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 AA- Standard & Poor's Short Rating A-1+ 2021-03-23 2021-03-23 2021-03-23 N N N 0.0038 434149909.95 434149909.95 0.0056 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.499 1F3306B F8SB4JFBSYQFRQEH3Z21 XS2087642174 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 AA- Standard & Poor's Short Rating A-1+ 2020-08-27 2020-11-27 2020-11-27 N N N 0.0051 244879305.65 244879305.65 0.0032 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.110 0NCA01IL8 0000926171 Non-Negotiable Time 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 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 250000000.00 250000000.00 0.0032 N N Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.110 0NCA01IN4 0000926171 Non-Negotiable Time 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0011 250000000.00 250000000.00 0.0032 N N Y N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 1.176 63307NEW3 BSGEFEIOM18Y80CKCV46 US63307NEW39 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 2020-07-16 2020-07-16 2020-07-16 N N N 0.0119 120004192.80 120004192.80 0.0016 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.570 63873QGU2 2549003L5ZG5M2ZSE107 US63873QGU22 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 2020-12-02 2020-12-02 2020-12-02 N N N 0.0055 34042068.88 34042068.88 0.0004 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.000 63873QGF5 2549003L5ZG5M2ZSE107 US63873QGF54 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 2021-01-21 2021-01-21 2021-01-21 N N N 0.0100 150568956.00 150568956.00 0.0019 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.100 63873QGA6 2549003L5ZG5M2ZSE107 US63873QGA67 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 2020-11-16 2020-11-16 2020-11-16 N N N 0.0055 82262636.16 82262636.16 0.0011 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.400 63873QFJ8 2549003L5ZG5M2ZSE107 US63873QFJ85 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 2020-10-06 2020-10-06 2020-10-06 N N N 0.0140 225716944.50 225716944.50 0.0029 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.350 63873QFQ2 2549003L5ZG5M2ZSE107 US63873QFQ29 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 2020-10-08 2020-10-08 2020-10-08 N N N 0.0135 300932142.00 300932142.00 0.0039 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.400 63873QFF6 2549003L5ZG5M2ZSE107 US63873QFF63 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 2020-10-02 2020-10-02 2020-10-02 N N N 0.0140 75230013.75 75230013.75 0.0010 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.520 63873QHF4 2549003L5ZG5M2ZSE107 US63873QHF46 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 2020-12-14 2020-12-14 2020-12-14 N N N 0.0052 25027078.00 25027078.00 0.0003 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.440 63873QBJ2 2549003L5ZG5M2ZSE107 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 2020-09-04 2020-09-04 2020-09-04 N N N 0.0045 175000000.00 175000000.00 0.0023 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.491 63873JPN4 2549003L5ZG5M2ZSE107 US63873JPN45 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 2021-02-22 2021-02-22 2021-02-22 N N N 0.0049 44888906.25 44888906.25 0.0006 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.712 63873JH37 2549003L5ZG5M2ZSE107 US63873JH372 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0171 149764993.35 149764993.35 0.0019 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.073 63873LCZ6 2549003L5ZG5M2ZSE107 US63873LCZ67 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 2020-07-23 2020-10-23 2020-10-23 N N N 0.0109 130000000.00 130000000.00 0.0017 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.560 63873QCF9 2549003L5ZG5M2ZSE107 US63873QCF90 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 2020-07-02 2020-10-02 2020-10-02 N N N 0.0158 300000000.00 300000000.00 0.0039 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.550 63873QHP2 2549003L5ZG5M2ZSE107 US63873QHP28 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 2021-02-17 2021-02-17 2021-02-17 N N N 0.0055 98108841.74 98108841.74 0.0013 N N N N NEW YORK ST DORM AUTH ST PERSO NEW YORK ST DORM AUTH ST PERSO 5.000 64990FXG4 549300C8XO7EXTX2XU71 US64990FXG44 Other Municipal Security Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating MIG1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating SP-1+ 2021-03-31 2021-03-31 2021-03-31 N N N 0.0054 113869723.00 113869723.00 0.0015 N N N N NIEUW AMSTERDAM RECEIVABLES CORPORATION NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.230 65409RHH6 54930052Z500U6IGFJ82 US65409RHH66 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 2020-08-17 2020-08-17 2020-08-17 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 0.0023 99971733.00 99971733.00 0.0013 N N N N NIEUW AMSTERDAM RECEIVABLES CORPORATION NIEUW AMSTERDAM RECEIVABLES CORPORATION 0.270 65409RJG6 54930052Z500U6IGFJ82 US65409RJG65 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 2020-09-16 2020-09-16 2020-09-16 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 0.0027 79962906.40 79962906.40 0.0010 N N N N NORDEA BANK ABP NORDEA BANK ABP 0.477 65558TYS8 529900ODI3047E2LIV03 US65558TYS85 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+ 2020-08-21 2021-05-21 2021-05-21 N N N 0.0048 145999979.56 145999979.56 0.0019 N N N N NORDEA BANK ABP NORDEA BANK ABP 1.120 65558TWR2 529900ODI3047E2LIV03 US65558TWR21 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+ 2020-10-15 2020-10-15 2020-10-15 N N N 0.0112 96269094.72 96269094.72 0.0012 N N N N NORDEA BANK ABP NORDEA BANK ABP 1.100 65558TWW1 529900ODI3047E2LIV03 US65558TWW16 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+ 2020-11-17 2020-11-17 2020-11-17 N N N 0.0110 210728305.20 210728305.20 0.0027 N N N N NORDEA BANK ABP NEW YORK BRANCH NORDEA BANK ABP NEW YORK BRANCH 0.430 65558TZC2 US65558TZC25 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+ 2020-09-08 2021-06-07 2021-06-07 N N N 0.0044 299999955.00 299999955.00 0.0039 N N N N NORDEA BANK ABP NEW YORK BRANCH NORDEA BANK ABP NEW YORK BRANCH 0.533 65558TYF6 529900ODI3047E2LIV03 US65558TYF64 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+ 2020-08-14 2021-05-14 2021-05-14 N N N 0.0054 286999959.82 286999959.82 0.0037 N N N N NORDEA BANK ABP NEW YORK BRANCH NORDEA BANK ABP NEW YORK BRANCH 0.471 65558TYY5 529900ODI3047E2LIV03 US65558TYY53 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+ 2020-09-01 2021-06-01 2021-06-01 N N N 0.0048 349999944.00 349999944.00 0.0045 N N N N NORDEA BANK ABP NEW YORK BRANCH NORDEA BANK ABP NEW YORK BRANCH 0.441 65558TZT5 US65558TZT59 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+ 2020-09-17 2021-06-17 2021-06-17 N N N 0.0045 233999976.60 233999976.60 0.0030 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.300 65602VH58 5493007VSMFZCPV1NB83 US65602VH584 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 2020-09-01 2020-09-01 2020-09-01 N N N 0.0030 150009159.00 150009159.00 0.0019 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.240 65602VE77 5493007VSMFZCPV1NB83 US65602VE771 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0020 195904895.54 195904895.54 0.0025 N N Y N NRW.BANK NRW.BANK 0.100 62939LG29 US62939LG297 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA 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+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0010 234998432.55 234998432.55 0.0030 N N Y N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.430 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+ 2020-07-01 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+ 0.0044 100000000.00 100000000.00 0.0013 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 0.461 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+ 2020-08-28 2020-08-28 2020-08-28 N N N 0.0047 40008857.20 40008857.20 0.0005 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.441 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+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0146 65003174.60 65003174.60 0.0008 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.196 69034AKK7 5493007O3QFXCPOGWK22 US69034AKK78 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+ 2020-10-19 2020-10-19 2020-10-19 N N N 0.0120 99917675.00 99917675.00 0.0013 N N N N OVERSEA-CHINESE BANKING CORPORATION NY AGENCY OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 1.540 69033MNJ2 5493007O3QFXCPOGWK22 US69033MNJ26 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+ 2020-10-05 2020-10-05 2020-10-05 N N N 0.0153 50171919.00 50171919.00 0.0006 N N N N RABOBANK LONDON RABOBANK LONDON 0.434 6F3320N DG3RU1DBUFHT4ZF9WN62 XS2183927412 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 2020-09-02 2021-06-02 2021-06-02 N N N 0.0044 200000000.00 200000000.00 0.0026 N N N N RABOBANK LONDON RABOBANK LONDON 0.794 5F7608N DG3RU1DBUFHT4ZF9WN62 XS2171759926 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 2020-08-07 2021-05-06 2021-05-06 N N N 0.0070 133022374.59 133022374.59 0.0017 N N N N RABOBANK LONDON RABOBANK LONDON 0.375 8E5348N DG3RU1DBUFHT4ZF9WN62 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0038 120000998.40 120000998.40 0.0016 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.377 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+ 2020-07-10 2020-07-10 2020-07-10 N N N 0.0038 100003290.00 100003290.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.440 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+ 2020-07-01 2020-07-31 2020-07-31 N N N 0.0045 177015660.96 177015660.96 0.0023 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.937 78014XFD4 ES7IP3U3RHIGC71XBU11 US78014XFD49 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+ 2020-07-28 2021-01-28 2021-01-28 N N N 0.0095 99999992.00 99999992.00 0.0013 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.110 0ROY02D29 0001000275 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 250000000.00 250000000.00 0.0032 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.090 0ROY02D86 0001000275 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 800000000.00 800000000.00 0.0103 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.110 0ROY02D45 0001000275 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0011 250000000.00 250000000.00 0.0032 N N Y N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.841 78012UVZ5 ES7IP3U3RHIGC71XBU11 US78012UVZ55 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+ 2020-08-04 2021-05-04 2021-05-04 N N N 0.0085 100176354.00 100176354.00 0.0013 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.441 78012UWN1 ES7IP3U3RHIGC71XBU11 US78012UWN17 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+ 2020-09-16 2021-06-16 2021-06-16 N N N 0.0045 69999993.70 69999993.70 0.0009 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.711 78012UWA9 ES7IP3U3RHIGC71XBU11 US78012UWA95 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+ 2020-08-05 2021-05-05 2021-05-05 N N N 0.0072 83083913.83 83083913.83 0.0011 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 1.460 78012UUG8 ES7IP3U3RHIGC71XBU11 US78012UUG83 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+ 2020-10-01 2020-10-01 2020-10-01 N N N 0.0146 135455441.40 135455441.40 0.0017 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 1.300 78012UUV5 ES7IP3U3RHIGC71XBU11 US78012UUV50 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+ 2021-01-07 2021-01-07 2021-01-07 N N N 0.0129 402290068.00 402290068.00 0.0052 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.417 78012UWV3 US78012UWV33 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+ 2020-09-24 2021-06-24 2021-06-24 N N N 0.0042 102999993.82 102999993.82 0.0013 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 1.500 82124LG63 549300MYF6MOTU9T3G29 US82124LG631 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 2020-07-06 2020-07-06 2020-07-06 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 0.0150 49999000.00 49999000.00 0.0006 N N Y N SHELL INTERNATIONAL FINANCE BV SHELL INTERNATIONAL FINANCE BV 2.155 8225X2NF7 213800ITMMKU4Z7I4F78 US8225X2NF73 Non-Financial Company Commercial Paper Y Fitch Long Rating AA- 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+ 2021-01-15 2021-01-15 2021-01-15 N N N 0.0216 114727286.70 114727286.70 0.0015 N N N N SHELL INTERNATIONAL FINANCE BV SHELL INTERNATIONAL FINANCE BV 2.205 8225X2NB6 213800ITMMKU4Z7I4F78 US8225X2NB69 Non-Financial Company Commercial Paper Y Fitch Long Rating AA- 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+ 2021-01-11 2021-01-11 2021-01-11 N N N 0.0221 119723750.40 119723750.40 0.0015 N N N N SKANDINAVISKA ENSKILDA BANKEN SKANDINAVISKA ENSKILDA BANKEN 1.870 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 0.0187 99994400.00 99994400.00 0.0013 N N N N SKANDINAVISKA ENSKILDA BANKEN SKANDINAVISKA ENSKILDA BANKEN 1.875 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 0.0188 149990299.50 149990299.50 0.0019 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.423 83050PHK8 F3JS33DEI6XQ4ZBPTN86 US83050PHK84 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 2020-07-06 2020-07-06 2020-07-06 N N N 0.0144 200000000.00 200000000.00 0.0026 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 0.458 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 2020-07-29 2020-07-31 2020-07-31 N N N 0.0047 220000000.00 220000000.00 0.0028 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.350 83050PJZ3 F3JS33DEI6XQ4ZBPTN86 US83050PJZ36 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 2020-10-02 2020-10-02 2020-10-02 N N N 0.0135 100291806.00 100291806.00 0.0013 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.250 83050PKF5 F3JS33DEI6XQ4ZBPTN86 US83050PKF52 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 2020-10-08 2020-10-08 2020-10-08 N N N 0.0125 100282131.00 100282131.00 0.0013 N N N N SOCIETE GENERALE SOCIETE GENERALE 0.400 0SOC01PT5 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 12.00 8.70 Corporate Debt Securities NORTHWOOD CAPITAL 201 2030-01-25 9.751080 241.00 214.26 Asset-Backed Securities LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2027-05-15 6.500000 1552400.00 1610183.78 Corporate Debt Securities TRANSOCEAN INC SR GLB DOL4HJ22ADYSIWES4H94 2027-02-01 8.000000 2390656.00 1413408.95 Corporate Debt Securities CCO HLDGS LLC / CCO H 2029-06-01 5.375000 2.00 2.11 Corporate Debt Securities MELCO RESORTS FIN LTD 2026-04-26 5.250000 20.00 20.40 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-08-10 6.350000 19135982.00 19813672.17 Other Instrument International debt FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.534500 1284537.00 1151366.38 Agency Collateralized Mortgage Obligation SERVICE PPTYS TR SR G 529900IS770AG1K9QG27 2025-09-15 7.500000 8.00 8.42 Corporate Debt Securities ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 2029-06-01 5.875000 8.00 8.36 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 151815000.00 141867427.55 Other Instrument International debt FHLMC STACR 2020-HQA2 2050-03-25 3.284500 562928.00 539575.60 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-09-25 3.834500 813170.00 739053.24 Agency Collateralized Mortgage Obligation ADVISOR GROUP HLDGS I 2027-08-01 10.750000 385.00 396.35 Corporate Debt Securities ONEMAIN FINL TR 2018- 2029-03-14 5.520000 4.00 3.55 Asset-Backed Securities CONN AVE SECS 2020-R0 2040-01-25 2.234500 3997440.00 3784541.73 Agency Collateralized Mortgage Obligation Federal National Mort 2039-06-27 2.284500 2238628.00 1937709.15 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0040 160000000.00 160000000.00 0.0021 N Y Y N SOCIETE GENERALE SOCIETE GENERALE 0.400 0SOC01PU2 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SECURITIZED ASSET REC 2035-10-25 0.634500 6771890.00 6334765.35 Asset-Backed Securities TRANSOCEAN INC SR GLB DOL4HJ22ADYSIWES4H94 2027-02-01 8.000000 1125664.00 665517.57 Corporate Debt Securities FHLMC STACR 2020-HQA2 2050-03-25 3.284500 10548948.00 10111337.35 Agency Collateralized Mortgage Obligation ML MTG INVESTORS 2005 2036-05-25 1.054500 1578422.00 1297632.50 Asset-Backed Securities FHLMC STACR 2020-DNA2 5493007ZK0X40BI7UF30 2050-02-25 2.034500 1.00 0.95 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 2.734500 589900.00 495047.73 Agency Collateralized Mortgage Obligation ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 2029-06-01 5.875000 36.00 37.64 Corporate Debt Securities OPTION ONE MTG LN TR 2037-01-25 0.324500 7.00 3.03 Asset-Backed Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 109716000.00 117552312.92 Other Instrument International debt ADVISOR GROUP HLDGS I 2027-08-01 10.750000 192.00 197.66 Corporate Debt Securities JP MRGAN CHASE COM TR 2036-07-15 3.184750 8.00 7.15 Private Label Collateralized Mortgage Obligations PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2031-01-28 5.950000 4609960.00 3865185.11 Other Instrument International debt FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-09-25 3.834500 509357.00 462931.42 Agency Collateralized Mortgage Obligation LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2027-05-15 6.500000 475300.00 492991.72 Corporate Debt Securities ONEMAIN FINL TR 2018- 2029-03-14 5.520000 72239.00 64050.52 Asset-Backed Securities CWALT INC ALT LN TR 2 2046-07-20 0.400000 887.00 89.03 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY 7. 5493000PCHOG3B6S3Q85 2029-04-26 7.625000 13169984.00 14026764.63 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-08-10 6.350000 232.00 240.22 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 2000.00 2213.66 Other Instrument International debt NORTHWOOD CAPITAL 201 2030-01-25 9.751080 240.00 213.37 Asset-Backed Securities CCO HLDGS LLC / CCO H 2029-06-01 5.375000 5.00 5.28 Corporate Debt Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.534500 541320.00 485200.23 Agency Collateralized Mortgage Obligation CWABS INC 2007-4 A-3 2032-10-25 4.717324 20.00 8.93 Asset-Backed Securities Federal National Mort 2039-06-27 2.284500 375440.00 324972.94 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-R0 2040-01-25 2.234500 6208320.00 5877673.24 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0040 150000000.00 150000000.00 0.0019 N Y Y N SOCIETE GENERALE SOCIETE GENERALE 0.200 0SOC01RC0 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VULCAN MATLS CO SR GL 549300Q8LSNHAVWBNI21 2030-06-01 3.500000 990.00 1075.24 Corporate Debt Securities SOUTHWEST AIRLS CO SR UDTZ87G0STFETI6HGH41 2023-05-04 4.750000 721770.00 747904.49 Corporate Debt Securities BANK AMER CORP FR 4.0 9DJT3UXIJIZJI4WXO774 2051-03-20 4.083000 1.00 1.25 Corporate Debt Securities INDONESIA REP SR GLBL 529900FWX0GRR7WG5W79 2022-04-25 3.750000 4800000.00 5011636.00 Other Instrument International debt AEROPUERTO INTERNACIO 254900FO1PHX49ZIGB14 2048-11-18 6.000000 283000.00 309123.73 Corporate Debt Securities EXPORT IMPORT BK KORE 549300APVP4R32PI3Y06 2022-06-25 0.821880 2212880.00 2209968.18 Other Instrument International debt PERUSAHAAN PENERBIT S 254900G208H6Q0L5B953 2023-03-01 3.750000 2232000.00 2361893.10 Other Instrument International debt United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 489900.00 566776.20 U.S. Treasuries (including strips) POWER FIN LTD 6.15%28 2028-12-06 6.150000 8026981.00 8916049.42 Corporate Debt Securities MORGAN STANLEY FR 5.5 IGJSJL3JD5P30I6NJZ34 2051-03-24 5.597000 6783800.00 10300965.13 Corporate Debt Securities MARKEL CORP SR GLBL N 2050-09-17 4.150000 1163.00 1312.01 Corporate Debt Securities COMISION FEDERAL DE E 2024-01-15 4.875000 3801000.00 4085481.09 Corporate Debt Securities NXP B V / NXP FDG LLC 2025-05-01 2.700000 99831.00 104942.85 Corporate Debt Securities INVERSIONES CMPC SR G 2023-05-15 4.375000 3239000.00 3403148.47 Corporate Debt Securities PERUSAHAAN LISTRIK NE 2021-11-22 5.500000 489000.00 513354.92 Corporate Debt Securities PT PERTAMINA PERSERO 254900NDAKGNZ2IBBL45 2023-05-20 4.300000 10977000.00 11638778.94 Corporate Debt Securities MACQUARIE BK LTD GLBL 2030-06-03 3.624000 3.00 3.16 Corporate Debt Securities CORP NACIONAL DEL COB 2029-09-30 3.000000 755000.00 783712.65 Corporate Debt Securities CAMPBELL SOUP CO SR G 5493007JDSMX8Z5Z1902 2025-03-15 3.950000 826900.00 938325.46 Corporate Debt Securities CELULOSA ARAUCO Y CON 549300QEKV8G0AMNQD28 2050-01-29 5.150000 84999.00 86495.95 Corporate Debt Securities EDF S A SR 144A NT 55 2055-10-13 5.250000 513000.00 671193.38 Corporate Debt Securities POWER FIN LTD FR 3.95 3358003Q6D9LIJJZ1614 2030-04-23 3.950000 2933000.00 2879579.48 Corporate Debt Securities NONGHYUP BANK SR REGS 2023-07-30 3.875000 2538.00 2798.64 Corporate Debt Securities MYRIAD INTL HLDGS B V 635400Z5LQ5F9OLVT688 2027-07-06 4.850000 3617118.00 4123629.06 Corporate Debt Securities INDONESIA REP FR 4.75 2047-07-18 4.750000 774.00 924.35 Other Instrument International debt HSBC HLDGS PLC TIER I 2099-01-01 6.250000 8.00 8.07 Corporate Debt Securities INTEL CORP SR GLBL NT KNX4USFCNGPY45LOCE31 2060-03-25 4.950000 301408.00 445442.59 Corporate Debt Securities CK HUTCHISON INTL 17 2549005DONFYBXB2FX49 2099-12-31 4.000000 909093.00 913959.68 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 151200.00 223744.21 U.S. Treasuries (including strips) NUTRIEN LTD SR GLBL N 2036-05-23 7.125000 117000.00 154374.82 Corporate Debt Securities EPR PPTYS SR GLBL NT 549300YSSXFHMPOWZ492 2028-04-15 4.950000 1593000.00 1539033.14 Corporate Debt Securities POSCO SR GLBL REGS 24 2024-07-15 2.750000 10395197.00 10916767.35 Corporate Debt Securities NORFOLK SOUTHERN CORP 2022-04-01 3.000000 373000.00 390798.32 Corporate Debt Securities NXP B V / NXP FDG LLC 2026-06-18 3.875000 91000.00 101105.70 Corporate Debt Securities UNITED AIRLINES PTC 2 2033-02-25 4.150000 4499153.00 3991679.31 Asset-Backed Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2024-05-16 4.338000 2735000.00 2957853.27 Corporate Debt Securities AERCAP IRELAND CAPITA 2024-08-14 2.875000 393000.00 371522.99 Corporate Debt Securities BHP BILLITON FIN USA 2075-10-19 6.250000 247151.00 251420.88 Corporate Debt Securities United States Treasur 2021-01-15 1.125000 640900.00 762416.44 U.S. Treasuries (including strips) UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 2021-04-01 2.050000 3000.00 3053.99 Corporate Debt Securities SINOPEC GROUP OVERSEA 2021-09-29 2.000000 17108771.00 17339834.46 Corporate Debt Securities HSBC HLDGS PLC SR GLB MLU0ZO3ML4LN2LL2TL39 2022-01-05 2.650000 4617000.00 4816925.08 Corporate Debt Securities SINOPEC GRP OVERSEAS 2022-09-13 2.500000 1321.00 1361.81 Corporate Debt Securities UNITED AIRLINES PTC 2 2033-02-25 4.550000 854998.00 640796.35 Asset-Backed Securities BOC AVIATION PTE LTD 2023-09-26 1.408750 10.00 9.89 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-06-24 0.400000 86048113.00 86049738.35 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2031-01-29 2.666000 1462000.00 1534153.19 Corporate Debt Securities VODAFONE AIRTOUCH PLC 213800TB53ELEUKM7Q61 2030-02-15 7.875000 755000.00 1118193.69 Corporate Debt Securities REC LTD FR 4.75%05192 335800B4YRYWAMIJZ374 2023-05-19 4.750000 4340007.00 4477844.42 Corporate Debt Securities ROMANIA MEDIUM TERM N 315700IASY927EDWBK92 2022-02-07 6.750000 862000.00 949624.45 Other Instrument International debt CVS HEALTH CORP 4.78% 549300EJG376EN5NQE29 2038-03-25 4.780000 2000.00 2480.17 Corporate Debt Securities SPRINT SPECTRUM CO LL 2029-09-20 5.152000 120.00 138.17 Corporate Debt Securities UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2038-02-15 6.875000 514000.00 815091.56 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2021-04-15 0.125000 700.00 761.30 U.S. Treasuries (including strips) BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 2030-04-13 4.625000 1818.00 2145.97 Corporate Debt Securities NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 2043-06-01 4.750000 109000.00 141902.35 Corporate Debt Securities HSBC HLDGS PLC SR GLB MLU0ZO3ML4LN2LL2TL39 2031-06-04 2.848000 20.00 20.39 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 200.00 234.33 U.S. Treasuries (including strips) CITIGROUP INC SUB GLB 6SHGI4ZSSLCXXQSBB395 2032-06-15 6.625000 26000.00 35693.59 Corporate Debt Securities COLOMBIA REP BD 3.875 549300MHDRBVRF6B9117 2027-04-25 3.875000 118.00 124.73 Other Instrument International debt United States Treasur 254900HROIFWPRGM1V77 2023-01-15 0.125000 111800.00 127291.35 U.S. Treasuries (including strips) AMER AIRLINES PT TR 2 2029-03-22 4.000000 278382.00 188265.50 Asset-Backed Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2050-06-01 2.600000 4.00 4.04 Corporate Debt Securities PROGRESSIVE CORP OHIO 529900TACNVLY9DCR586 2099-01-01 5.375000 4454000.00 4482626.23 Corporate Debt Securities COOPERATIEVE CNT RAIF DG3RU1DBUFHT4ZF9WN62 2021-01-19 2.500000 1178000.00 1205306.69 Corporate Debt Securities SWISS RE TREASURY US 549300G1I1ZMYS87KM16 2042-12-06 4.250000 307000.00 386685.94 Corporate Debt Securities UNITED PARCEL SERVICE D01LMJZU09ULLNCY6Z23 2050-04-01 5.300000 288.00 420.30 Corporate Debt Securities XCEL ENERGY INC SR NT LGJNMI9GH8XIDG5RCM61 2036-07-01 6.500000 75000.00 111767.21 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 1070000.00 1155190.52 U.S. Treasuries (including strips) BANK CHINA HONG KONG 2099-01-01 5.900000 1345014.00 1454299.38 Corporate Debt Securities SB CAPITAL SA SR 144A 2022-02-07 6.125000 3400000.00 3695221.53 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2029-02-15 5.250000 400.00 566.23 U.S. Treasuries (including strips) PT INDONESIA ASAHAN A 2025-05-15 4.750000 1.00 1.07 Corporate Debt Securities PUGET SOUND ENERGY IN 2045-05-20 4.300000 123000.00 151859.22 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2022-05-31 0.125000 2600.00 2598.34 U.S. Treasuries (including strips) DISNEY WALT CO SR GLB 549300GZKULIZ0WOW665 2035-12-15 6.400000 129000.00 193471.19 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 860800.00 921484.81 U.S. Treasuries (including strips) DISNEY WALT CO SR GLB 2023-10-01 4.000000 2171.00 2397.78 Corporate Debt Securities ASB BK LTD VR 061418- 2023-06-14 1.283380 2606000.00 2625166.46 Corporate Debt Securities CANTOR FITZGERALD SR 549300RLUEEVQEMX0450 2022-06-17 6.500000 8301000.00 8826513.25 Corporate Debt Securities SINOPEC GROUP OVERSEA 549300C6OZZ8LTVR8209 2030-05-13 2.700000 2689985.00 2769648.91 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-02-22 2.000000 45022844.00 45407038.94 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2025-01-15 2.375000 324800.00 513303.35 U.S. Treasuries (including strips) BANK AMER CORP FR 3.4 9DJT3UXIJIZJI4WXO774 2025-03-15 3.458000 25000.00 27303.40 Corporate Debt Securities UNITED MEXICAN STS MT 254900EGTWEU67VP6075 2022-03-15 3.625000 2000.00 2098.65 Other Instrument International debt BOC AVIATION PTE LTD 2025-04-29 3.250000 166.00 170.70 Corporate Debt Securities GOLDMAN SACHS GRP INC 784F5XWPLTWKTBV3E584 2023-11-29 1.962500 1419000.00 1446634.24 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2024-03-12 3.900000 4172000.00 4607473.36 Corporate Debt Securities AMGEN INC SR NT 5.15% 62QBXGPJ34PQ72Z12S66 2041-11-15 5.150000 952000.00 1264958.10 Corporate Debt Securities CITIGROUP INC SUB NT 6SHGI4ZSSLCXXQSBB395 2023-05-15 3.500000 32000.00 34253.28 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2027-03-25 3.375000 168000.00 194328.33 Corporate Debt Securities UNITED MEXICAN STATES 254900EGTWEU67VP6075 2025-01-30 3.600000 1658000.00 1780028.80 Other Instrument International debt ICICI BK LTD GLBL MTN 2027-12-14 3.800000 2206320.00 2210333.05 Corporate Debt Securities INDIANAPOLIS PWR & LT 2046-05-01 4.050000 3585000.00 4287794.44 Corporate Debt Securities NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 2055-05-15 3.155000 1407920.00 1463495.88 Corporate Debt Securities HOST HOTELS & RESORTS FXB7X4WXVA8QPMNOGS12 2029-12-15 3.375000 2000.00 1905.45 Corporate Debt Securities HSBC HLDGS PLC SB GLB MLU0ZO3ML4LN2LL2TL39 2037-09-15 6.500000 1913000.00 2630065.73 Corporate Debt Securities PERU REP GLBL BD 2.39 254900STKLK2DBJJZ530 2026-01-23 2.392000 5488.00 5712.80 Other Instrument International debt GAZ CAP SA LUXEMBOURG 2034-04-28 8.625000 261000.00 403149.52 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2026-01-12 4.375000 6423000.00 7351680.16 Corporate Debt Securities MERCK & CO. INC SR GL 4YV9Y5M8S0BRK1RP0397 2040-06-24 2.350000 2999990.00 3050004.83 Corporate Debt Securities KIA MTRS CORP SR GLBL 2023-04-25 3.000000 2130000.00 2208163.90 Corporate Debt Securities KOOKMIN BANK FR 2.875 2023-03-25 2.875000 3560542.00 3765511.03 Corporate Debt Securities CHINA CINDA FIN 2014 2024-05-14 5.625000 2497000.00 2840780.72 Corporate Debt Securities ACE INA HLDGS INC SR CZCBJZWDMLTHWJDXU843 2045-11-03 4.350000 1200000.00 1555665.00 Corporate Debt Securities MORGAN STANLEY FR 5.5 IGJSJL3JD5P30I6NJZ34 2020-07-24 5.500000 6794000.00 6977664.47 Corporate Debt Securities INDIAN RAILWAY FINANC 2050-02-13 3.950000 3790613.00 3604577.08 Other Instrument International debt ENEL FIN INTL N.V. 4. 2023-09-14 4.250000 437725.00 481770.59 Corporate Debt Securities MICROSOFT CORP SR GLB INR2EJN1ERAN0W5ZP974 2022-02-06 2.400000 2000.00 2081.10 Corporate Debt Securities EXPORT IMPORT BK KORE 2023-06-01 1.125000 10779000.00 10820135.36 Other Instrument International debt INTERCORP PERU LIMITE 2029-08-15 3.875000 1917.00 1896.93 Corporate Debt Securities GAZ CAP SA LUXEMBOURG 2022-03-07 6.510000 3400000.00 3713188.17 Corporate Debt Securities 3M CO FR 3.125%091946 2046-09-19 3.125000 2155000.00 2351357.91 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2027-06-01 5.500000 135.00 149.75 Corporate Debt Securities SANTANDER UK PLC GLBL PTCQB104N23FMNK2RZ28 2023-01-13 2.100000 1.00 1.04 Corporate Debt Securities CANADIAN NATL RY CO 3 3SU7BEP7TH9YEQOZCS77 2048-02-03 3.650000 1290.00 1499.70 Corporate Debt Securities WELLS FARGO CO NEW PE PBLD0EJDB5FWOLXP3B76 2099-01-01 5.875000 9285000.00 9702341.41 Corporate Debt Securities INDONESIA REP GLBL NT 529900FWX0GRR7WG5W79 2050-10-15 4.200000 1000000.00 1124690.00 Other Instrument International debt UDR INC MEDIUM TERM N P3CH2EG5X6Z1XWU1OO74 2028-01-15 3.500000 395000.00 438869.36 Corporate Debt Securities LLOYDS BANKING GROUP 2045-12-01 5.300000 1986000.00 2636076.28 Corporate Debt Securities SUMITOMO LIFE INS CO 2073-09-20 6.500000 852000.00 977947.37 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2044-05-15 3.375000 16100.00 22934.30 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-11-15 2.750000 309000.00 398430.01 U.S. Treasuries (including strips) BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2047-11-15 4.350000 2865000.00 3783282.64 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2038-07-22 3.971000 4257200.00 5122340.85 Corporate Debt Securities TRUST F/1401 SR GLBL 2050-01-15 6.390000 9.00 9.71 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2024-03-07 3.407000 3735600.00 4074696.08 Corporate Debt Securities AUTONATION INC CR SEN 2027-11-15 3.800000 1500000.00 1560360.00 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2060-05-01 5.930000 384992.00 450049.66 Corporate Debt Securities TRANSATLANTIC HLDGS I 2039-11-30 8.000000 165000.00 255353.45 Corporate Debt Securities SINOPEC GROUP OVERSEA 2023-10-17 4.375000 14553000.00 16039465.65 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2025-06-26 3.550000 393000.00 445243.24 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 4700.00 6420.30 U.S. Treasuries (including strips) TOLEDO HOSPITAL TAX B 5493009DCR7NWV6K4T34 2028-11-15 5.325000 2.00 2.16 Corporate Debt Securities HARTFORD FINL SVCS GR IU7C3FTM7Y3BQM112U94 2067-02-12 2.517380 1000.00 773.22 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2029-01-15 0.875000 133500.00 155333.78 U.S. Treasuries (including strips) HSBC HLDGS PLC ALT TI MLU0ZO3ML4LN2LL2TL39 2099-12-31 6.875000 1129000.00 1151781.18 Corporate Debt Securities URUGUAY REP GLBL PIK 549300RDR012H2V82H43 2033-01-15 7.875000 1549990.00 2398382.84 Other Instrument International debt PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2024-03-15 2.950000 3868000.00 4224258.92 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2027-11-13 3.000000 435.00 490.32 Corporate Debt Securities CORP NACIONAL DEL COB 2030-01-14 3.150000 200000.00 210669.00 Corporate Debt Securities ADANI PORTS & SPL ECO 335800QOAXP5TM7OYP69 2024-07-24 3.375000 2.00 2.02 Corporate Debt Securities NORTHWESTERN MUT LIFE 2040-03-30 6.063000 2000.00 2885.62 Corporate Debt Securities HP INC SR GLBL NT3.4% WHKXQACZ14C5XRO8LW03 2030-06-17 3.400000 491267.00 505561.78 Corporate Debt Securities KREDITANSTALT FUR WIE 549300GDPG70E3MBBU98 2024-02-28 2.625000 12.00 13.10 Other Instrument International debt BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2024-05-16 1.765630 20396082.00 20252676.07 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-06-25 0.400000 151805476.00 151712368.64 Corporate Debt Securities SYSCO CORP 4.85%45 5RGWIFLMGH3YS7KWI652 2045-10-01 4.850000 2000.00 2349.00 Corporate Debt Securities MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 2048-08-01 3.650000 58000.00 69855.02 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2040-08-01 3.300000 750000.00 726411.25 Corporate Debt Securities PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2048-09-15 4.200000 865.00 1132.93 Corporate Debt Securities DXC TECHNOLOGY CO GLB 549300DOVZ3EDJB7O259 2023-04-15 4.000000 10.00 10.57 Corporate Debt Securities HYUNDAI CAP AMER INC 2022-02-01 3.950000 10164000.00 10619942.92 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2031-06-03 2.572000 1.00 1.03 Corporate Debt Securities EAST OHIO GAS CO SR G BC95Y6MXLT75BGO7UM71 2030-06-15 2.000000 5721190.00 5650120.11 Corporate Debt Securities PT PERTAMINA PERSERO 2022-05-03 4.875000 1360000.00 1435151.90 Corporate Debt Securities VOLKSWAGEN GROUP AMER 2021-11-12 4.000000 1353357.00 1415169.33 Corporate Debt Securities T MOBILE USA INC SR S 549300V2JRLO5DIFGE82 2050-04-15 4.500000 2161943.00 2554973.43 Corporate Debt Securities REINSURANCE GRP OF AM LORM1GNEU1DKEW527V90 2030-06-15 3.150000 41519.00 42998.22 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2026-06-15 6.020000 2514000.00 2888154.43 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2025-07-01 3.300000 20.00 22.38 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2023-02-22 2.400000 3139000.00 3323583.66 Corporate Debt Securities MICROSOFT CORP GLBL N INR2EJN1ERAN0W5ZP974 2050-06-01 2.525000 2256690.00 2317178.38 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-06-28 0.400000 77946000.00 77944094.65 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-03-09 1.150000 87589277.00 87997053.75 Corporate Debt Securities EQUINOR ASA SR GLBL N OW6OFBNCKXC4US5C7523 2030-05-22 2.375000 46690.00 48724.61 Corporate Debt Securities WEIBO CORP SR GLBL NT 549300Q9ID4640FE0422 2024-07-05 3.500000 2164.00 2270.67 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 52700.00 65547.09 U.S. Treasuries (including strips) CENCOSUD S A SR GLBL 2027-07-17 4.375000 912000.00 943317.19 Corporate Debt Securities EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 2029-02-01 4.250000 10.00 12.04 Corporate Debt Securities WISCONSIN PWR & LT CO JWBYHVQVMY66CVCOSO49 2050-04-01 3.650000 2589463.00 3086904.60 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0020 736000000.00 736000000.00 0.0095 N Y Y N SOCIETE GENERALE SOCIETE GENERALE 0.300 0SOC01RB2 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SRI LANKA GOVT DEMOCR 2025-06-03 6.125000 4800000.00 3214722.00 Other Instrument International debt VIKING CRUISES LTD SR 549300IJP90T4MV2GL84 2025-05-15 13.000000 17458063.00 18609422.25 Corporate Debt Securities JPMCC COML MTG SEC TR 2049-08-17 4.349237 102220.00 54162.65 Private Label Collateralized Mortgage Obligations SRI LANKA GOVT DEMOCR 2022-07-25 5.875000 600000.00 477195.08 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2021-01-21 5.500000 1897000.00 1949720.79 Other Instrument International debt WFRBS COML MTG TR 201 2046-06-15 3.250000 6019120.00 2313828.31 Private Label Collateralized Mortgage Obligations NORTHWOOD CAPITAL 201 2030-01-25 9.751080 4605989.00 4094927.87 Asset-Backed Securities BAHAMAS COMWLTH GLBL 2024-01-16 5.750000 8000000.00 7445555.56 Other Instrument International debt ONEMAIN FINL TR 2018- 2029-03-14 5.520000 424808.00 376654.88 Asset-Backed Securities FHLMC STACR 2017-HQA2 2029-12-26 2.834500 3475915.00 3021792.55 Agency Collateralized Mortgage Obligation PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2031-01-28 5.950000 4065762.00 3408906.53 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2025-01-15 4.250000 5000000.00 4644895.83 Other Instrument International debt FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-02-25 2.984500 8177112.00 5884472.60 Agency Collateralized Mortgage Obligation PETROLEOS MEXICANOS S 2021-02-04 6.375000 4995000.00 5124141.56 Other Instrument International debt WELLS FARGO COML TR 2 5493002S7XBI8CVRR075 2048-05-15 2.881000 4995072.00 3055519.54 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2028-10-24 6.125000 800000.00 784983.33 Other Instrument International debt FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-03-25 2.284500 9847000.00 7921900.24 Agency Collateralized Mortgage Obligation ML MTG INVESTORS 2005 2036-05-25 1.054500 5051026.00 4152486.15 Asset-Backed Securities FHLMC STACR 2019-FTR2 5493008J93RJW7PJFN93 2048-11-25 2.334500 18962905.00 17895999.55 Agency Collateralized Mortgage Obligation DOMINICAN REPUBLIC SR 2026-01-29 6.875000 15700000.00 16820144.85 Other Instrument International debt BAYVIEW FINANCIAL TR 2041-02-28 2.194500 4798000.00 4634651.89 Asset-Backed Securities BRAZIL FEDERATIVE REP 2025-02-04 8.750000 13514000.00 17051236.95 Other Instrument International debt PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2050-01-23 7.690000 179988.00 153878.39 Other Instrument International debt STRUCTURED ASSET ADJ 2035-10-25 0.834500 2557887.00 657261.91 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2024-11-14 5.600000 7174012.00 7099657.35 Other Instrument International debt CONN AVE SECS 2019-R0 2031-08-25 2.484500 33559723.00 22828930.85 Agency Collateralized Mortgage Obligation REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-03-22 5.750000 21932000.00 22104665.76 Other Instrument International debt WAMU PTC WMALT 2006-4 2036-05-25 5.967000 11612932.00 2807481.74 Private Label Collateralized Mortgage Obligations INTREPID AVIATION GRO 2021-08-15 8.500000 43901818.00 33447697.59 Corporate Debt Securities COMM MTG TR 2014-CCRE 2047-11-13 3.220000 6669128.00 3915751.09 Private Label Collateralized Mortgage Obligations PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2048-02-12 6.350000 1000000.00 759291.67 Other Instrument International debt MS HEQ LN TR 2006-3 A 2036-04-25 0.344500 37340000.00 5263003.94 Asset-Backed Securities MADISON PARK FDG XV 2 2026-01-27 6.431380 1363968.00 1210949.29 Asset-Backed Securities Federal National Mort 2039-07-25 2.184500 12995993.00 9866814.31 Agency Collateralized Mortgage Obligation ADJUSTABLE RATE MTG 2 2036-08-25 0.464500 9179319.00 3931828.32 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-01-17 4.000000 5483008.00 2701857.59 Private Label Collateralized Mortgage Obligations PT INDONESIA ASAHAN A 2025-05-15 4.750000 1184317.00 1273078.60 Corporate Debt Securities PETROLEOS MEXICANOS N 549300CAZKPF4HKMPX17 2027-03-13 6.500000 4240000.00 3918224.04 Other Instrument International debt MONGOLIA GOVT BD 144A 2022-12-05 5.125000 2800000.00 2782105.28 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 22358000.00 22181598.49 Other Instrument International debt CHENIERE ENERGY PARTN 5493005UEC8AZ34LDV29 2025-10-01 5.250000 2.00 2.01 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2038-03-05 7.250000 14210000.00 14537678.65 Other Instrument International debt SOUNDVIEW HM LN 2006- 2036-03-25 0.534500 4488497.00 4263848.78 Asset-Backed Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 16074000.00 17405969.78 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 14000000.00 13548947.22 Other Instrument International debt MORGAN STANLEY ABS 20 2036-06-25 0.334500 40699000.00 5393261.05 Asset-Backed Securities HARBORVIEW MTG LN TR 2036-11-19 0.433880 69999970.00 10254419.64 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 38494000.00 34266075.67 Other Instrument International debt PETROLEOS MEXICANOS 6 549300CAZKPF4HKMPX17 2029-01-23 6.500000 1194500.00 1070089.51 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2026-10-09 4.875000 8438000.00 7904876.61 Other Instrument International debt UNITI GROUP LP / UNIT 2025-02-15 7.875000 32273382.00 33494122.67 Corporate Debt Securities NIGERIA FED REP BD 5. 549300GSBZD84TNEQ285 2022-06-27 5.625000 2877000.00 2907118.59 Other Instrument International debt DBCCRE MTG TR 2014-AR 2034-01-12 5.098983 679421.00 611009.09 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2023-03-23 3.250000 4100000.00 3906795.47 Other Instrument International debt LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2027-05-15 6.500000 6.00 6.22 Corporate Debt Securities GS MTG COML 2006-GG8 2039-11-14 5.622000 21847769.00 6348688.45 Private Label Collateralized Mortgage Obligations SARATOGA INV CORP 201 2030-01-22 7.005250 3251707.00 2738834.47 Asset-Backed Securities FHLMC STACR 2020-HQA2 2050-03-25 3.284500 13345370.00 12791753.08 Agency Collateralized Mortgage Obligation UKRAINE CABINET OF MI 6354001WLTJXOMEXPY07 2022-09-01 7.750000 3744000.00 3957550.48 Other Instrument International debt OPTION ONE MTG LN TR 2037-01-25 0.324500 4234912.00 1832707.78 Asset-Backed Securities GUATEMALA REP SR GLBL 2027-06-05 4.375000 12301814.00 12769752.79 Other Instrument International debt REPUBLIC OF TURKEY 5. 5493000PCHOG3B6S3Q85 2028-02-17 5.125000 14698833.00 13767133.18 Other Instrument International debt EXPORT CR BK TURKEY I 789000JVRVYLAXGDWR11 2024-01-24 8.250000 199996.00 215145.70 Other Instrument International debt JP MORGAN ALT LN TR 2 2037-06-25 0.464500 14809507.00 6646646.13 Private Label Collateralized Mortgage Obligations FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2025-06-16 5.125000 1.00 1.01 Corporate Debt Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.534500 181220.00 162432.55 Agency Collateralized Mortgage Obligation BANCO NACIONAL DE COS 2023-11-01 6.250000 20421000.00 20275052.25 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2030-01-23 6.840000 2800000.00 2514316.00 Other Instrument International debt INDYMAC INDX 2007-FLX 2037-04-25 0.374500 56056983.00 9514176.28 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 2.734500 116364.00 97653.39 Agency Collateralized Mortgage Obligation OPTION ONE MTG LN TR 2036-01-25 0.544500 199750.00 172506.42 Asset-Backed Securities FHLMC STACR 2017-HQA1 2029-08-27 3.734500 6019591.00 5900491.47 Agency Collateralized Mortgage Obligation REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2043-04-16 4.875000 2566000.00 2007178.66 Other Instrument International debt JACKCON PK TR 2019-LI 2039-10-14 3.242400 1195.00 984.57 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2030-03-13 5.250000 14956000.00 13705366.82 Other Instrument International debt REPUBLIC OF TURKEY GL 2025-03-13 4.250000 19181480.00 18160135.46 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-03-25 5.125000 2100000.00 2131026.04 Other Instrument International debt GSAMP TRUST 2006-SD3 2036-06-25 0.444500 40885519.00 5433414.95 Asset-Backed Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-10-25 3.184500 22383130.00 22503513.00 Agency Collateralized Mortgage Obligation PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2023-01-30 3.500000 1200000.00 1153300.00 Other Instrument International debt Federal National Mort 2031-04-25 2.584500 11297440.00 7330911.09 Agency Collateralized Mortgage Obligation SOUTH AFRICA REP SR G 2029-09-30 4.850000 2200000.00 2116675.00 Other Instrument International debt COSTA RICA REP REGS N 2023-01-26 4.250000 9079000.00 8679347.46 Other Instrument International debt CWABS INC 2005-4 MF-2 2035-08-25 5.136000 4699999.00 4852210.03 Asset-Backed Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 23883000.00 23644966.10 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2030-01-15 11.875000 46857000.00 66009662.08 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 900000.00 925829.50 Other Instrument International debt Federal National Mort 2039-06-27 2.284500 1321602.00 1143950.80 Agency Collateralized Mortgage Obligation BRAZIL FEDERATIVE REP 2027-05-15 10.125000 4908000.00 6687965.96 Other Instrument International debt ACE CASH EXPRESS INC 2022-12-15 12.000000 3.00 2.18 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2026-04-14 4.250000 3268000.00 3006273.14 Other Instrument International debt CONN AVE SECS 2019-R0 2039-09-26 2.284500 12017488.00 11628761.82 Agency Collateralized Mortgage Obligation BANCO NACIONAL DE DES 2024-05-09 4.750000 9816281.00 10336437.55 Other Instrument International debt SOUTH AFRICA REP SR G 2049-09-30 5.750000 9837615.00 8705649.83 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 1745000.00 1819870.68 Other Instrument International debt FHLMC STACR 2017-HQA2 2029-12-26 0.834500 5688662.00 4876576.31 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0030 700000000.00 700000000.00 0.0090 N Y Y N SOCIETE GENERALE SOCIETE GENERALE 0.320 0SOC01R48 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 2027-05-15 10.125000 3326000.00 4532227.95 Other Instrument International debt SERVICE PPTYS TR SR G 529900IS770AG1K9QG27 2025-09-15 7.500000 7.00 7.37 Corporate Debt Securities CONN AVE SECS 2020-R0 2040-01-25 2.234500 495616.00 469220.16 Agency Collateralized Mortgage Obligation REPUBLIC OF TURKEY 7. 5493000PCHOG3B6S3Q85 2029-04-26 7.625000 70917792.00 75531388.36 Other Instrument International debt JPMCC COML MTG SEC TR 2049-08-17 4.349237 1.00 0.53 Private Label Collateralized Mortgage Obligations REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-08-10 6.350000 105412563.00 109145690.36 Other Instrument International debt CWABS INC 2007-4 A-3 2032-10-25 4.717324 5504380.00 2456368.93 Asset-Backed Securities ALBERTSONS COS INC / 2030-02-15 4.875000 2428.00 2536.38 Corporate Debt Securities ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 2029-06-01 5.875000 16.00 16.73 Corporate Debt Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-09-25 3.834500 938830.00 853259.91 Agency Collateralized Mortgage Obligation BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 864.00 917.10 Other Instrument International debt CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2027-06-30 5.125000 7.00 7.69 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 89581000.00 84933985.63 Other Instrument International debt FHLMC STACR 2020-HQA2 2050-03-25 3.284500 2321510.00 2225204.90 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA2 5493007ZK0X40BI7UF30 2050-02-25 2.034500 5539776.00 5245018.75 Agency Collateralized Mortgage Obligation CWALT INC ALT LN TR 2 2046-07-20 0.400000 192.00 19.27 Private Label Collateralized Mortgage Obligations SENIOR HSG PPTYS TR S 2028-02-15 4.750000 15.00 12.68 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 1325000.00 1466552.69 Other Instrument International debt WOORI BK KOREA FR 4.2 549300VUVMRL6RE7R376 2099-01-01 4.250000 1.00 1.01 Corporate Debt Securities CCO HLDGS LLC / CCO H 2029-06-01 5.375000 10.00 10.55 Corporate Debt Securities CWMBS INC 2005-9 1-A- 2035-05-25 0.644500 21394.00 1102.25 Private Label Collateralized Mortgage Obligations ACE CASH EXPRESS INC 2022-12-15 12.000000 3795.00 2751.38 Corporate Debt Securities Federal National Mort 2039-06-27 2.284500 841630.00 728497.17 Agency Collateralized Mortgage Obligation BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 88887577.00 101343689.46 Other Instrument International debt RUMO LUXEMBOURG S A R 2024-02-09 7.375000 4.00 4.34 Corporate Debt Securities FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.534500 5894620.00 5283512.49 Agency Collateralized Mortgage Obligation BX TRUST 2019-CALM F 2032-11-15 2.884750 2672.00 2508.68 Private Label Collateralized Mortgage Obligations ADVISOR GROUP HLDGS I 2027-08-01 10.750000 15.00 15.44 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 2020-07-02 2020-07-02 2020-07-02 N N N 0.0032 365000000.00 365000000.00 0.0047 N N Y N SOCIETE GENERALE SOCIETE GENERALE 1.331 83368YEP8 O2RNE8IBXP4R0TD8PU41 US83368YEP88 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 2020-07-13 2020-07-13 2020-07-13 N N N 0.0135 75002517.00 75002517.00 0.0010 N N N N SOCIETE GENERALE SOCIETE GENERALE 0.320 0SOC01RD8 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRANSOCEAN INC SR GLB DOL4HJ22ADYSIWES4H94 2027-02-01 8.000000 7392256.00 4370466.02 Corporate Debt Securities CONN AVE SECS 2020-R0 2040-01-25 2.184500 44632970.00 42267038.87 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.534500 747740.00 670220.24 Agency Collateralized Mortgage Obligation BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 63320000.00 66036797.37 Other Instrument International debt ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 2029-06-01 5.875000 8.00 8.36 Corporate Debt Securities CCO HLDGS LLC / CCO H 2029-06-01 5.375000 24.00 25.32 Corporate Debt Securities FHLMC STACR 2020-HQA2 2050-03-25 3.284500 130472.00 125059.52 Agency Collateralized Mortgage Obligation MELCO RESORTS FIN LTD 2026-04-26 5.250000 20.00 20.40 Corporate Debt Securities ADVISOR GROUP HLDGS I 2027-08-01 10.750000 2.00 2.06 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2030-01-15 11.875000 1270000.00 1789108.80 Other Instrument International debt CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2027-06-30 5.125000 3.00 3.29 Corporate Debt Securities NORTHWOOD CAPITAL 201 2030-01-25 9.751080 119.00 105.80 Asset-Backed Securities FHLMC STACR 2020-DNA2 5493007ZK0X40BI7UF30 2050-02-25 2.034500 375104.00 355145.68 Agency Collateralized Mortgage Obligation CWALT INC ALT LN TR 2 2046-07-20 0.400000 693.00 69.56 Private Label Collateralized Mortgage Obligations Federal National Mort 2039-06-27 2.284500 15172.00 13132.56 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 2.734500 27296.00 22906.97 Agency Collateralized Mortgage Obligation SENIOR HSG PPTYS TR S 2028-02-15 4.750000 2.00 1.69 Corporate Debt Securities ACE CASH EXPRESS INC 2022-12-15 12.000000 12.00 8.70 Corporate Debt Securities LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2027-05-15 6.500000 700.00 726.06 Corporate Debt Securities CONN AVE SECS 2020-R0 2040-01-25 2.234500 64.00 60.59 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA2 2029-12-26 2.834500 48959062.00 42562642.83 Agency Collateralized Mortgage Obligation REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 350000.00 387391.28 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 57991000.00 57413023.03 Other Instrument International debt 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 2020-07-07 2020-07-07 2020-07-07 N N N 0.0032 200000000.00 200000000.00 0.0026 N N Y N SOCIETE GENERALE SOCIETE GENERALE 0.400 0SOC01RE6 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN AIRLS INC SR IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 50698529.00 48037687.12 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2030-01-15 11.875000 55816000.00 78621130.73 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-03-22 5.750000 64037000.00 64530244.99 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 50520000.00 54694453.57 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 23828000.00 24865500.91 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 52668000.00 58384818.80 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 83863000.00 83101523.96 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 3483388.00 3717100.11 Other Instrument International debt 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0040 385000000.00 385000000.00 0.0050 N N N Y SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.090 0SON06U49 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2026-07-20 3.250000 150000000.00 209135.46 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2022-03-15 2.375000 37155100.00 38802021.01 U.S. Treasuries (including strips) United States Treasur 2039-11-15 0.000000 50000000.00 38829100.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-31 1.875000 13799700.00 14277227.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 8857300.00 9274967.62 U.S. Treasuries (including strips) Government National M 2049-12-20 2.500000 167417.00 173963.03 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 12584100.00 14302954.96 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-11-15 3.375000 9800.00 14501.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-15 1.625000 65988300.00 71028580.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 1.750000 29127500.00 30047739.67 U.S. Treasuries (including strips) United States Treasur 2027-01-31 1.500000 100.00 107.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 0.000000 40117800.00 40105122.78 U.S. Treasuries (including strips) Federal Home Loan Mor 2043-12-01 4.000000 5816504.00 2651193.87 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-04-30 0.294061 10258900.00 10272544.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 22400.00 31614.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 2.000000 100.00 105.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 2.750000 13535900.00 17559645.59 U.S. Treasuries (including strips) United States Treasur 2020-08-15 1.500000 100.00 100.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.625000 68999600.00 69997196.22 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-11-15 0.000000 109899200.00 100733277.02 U.S. Treasuries (including strips) Government National M 549300M8ZYFG0OCMTT87 2027-07-20 3.250000 21028720.00 41792.07 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.375000 14448200.00 14625482.48 U.S. Treasuries (including strips) Government National M 2026-04-20 3.875000 100301824.00 228905.41 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-06-30 2.125000 9135700.00 9312740.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-09-30 1.625000 3816400.00 4115950.38 U.S. Treasuries (including strips) United States Treasur 2044-11-15 0.000000 1018700.00 716843.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-30 1.500000 12283000.00 12973175.73 U.S. Treasuries (including strips) Government National M 2049-11-20 2.500000 7169920.00 7385133.00 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2021-08-31 1.125000 2255700.00 2288875.98 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0009 500000000.00 500000000.00 0.0065 N Y Y N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 1.676 3F7937N RILFO74KP1CM8P6PCT96 XS2122484368 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 2020-08-14 2020-08-14 2020-08-14 N N N 0.0168 164964327.00 164964327.00 0.0021 N N N N STANDARD CHARTERED BANK STANDARD CHARTERED BANK 1.705 3F5776N RILFO74KP1CM8P6PCT96 XS2116444949 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 2020-08-07 2020-08-07 2020-08-07 N N N 0.0171 174969341.75 174969341.75 0.0023 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 0.970 85325V5G1 RILFO74KP1CM8P6PCT96 US85325V5G11 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 2020-10-27 2020-10-27 2020-10-27 N N N 0.0097 200442164.00 200442164.00 0.0026 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 1.450 85325V4P2 RILFO74KP1CM8P6PCT96 US85325V4P29 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 2020-10-13 2020-10-13 2020-10-13 N N N 0.0145 200669698.00 200669698.00 0.0026 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 1.371 85325V3J7 RILFO74KP1CM8P6PCT96 US85325V3J77 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 2020-07-14 2020-07-14 2020-07-14 N N N 0.0139 150000000.00 150000000.00 0.0019 N N N N STARBIRD FUNDING CORPORATION STARBIRD FUNDING CORPORATION 1.200 85520LHC2 549300A8DDPP6QJBB522 US85520LHC28 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 2020-08-12 2020-08-12 2020-08-12 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 0.0120 129967546.80 129967546.80 0.0017 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.311 86565B4V0 5U0XI89JRFVHWIBS4F54 US86565B4V07 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 2020-07-13 2020-07-13 2020-07-13 N N N 0.0133 200000000.00 200000000.00 0.0026 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.304 86565B5R8 5U0XI89JRFVHWIBS4F54 US86565B5R85 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 0.0031 325000000.00 325000000.00 0.0042 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.501 86565B4A6 5U0XI89JRFVHWIBS4F54 US86565B4A69 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 2020-07-02 2020-07-02 2020-07-02 N N N 0.0152 150000000.00 150000000.00 0.0019 N N Y N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.324 86565B5J6 5U0XI89JRFVHWIBS4F54 US86565B5J69 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 2020-07-27 2020-08-27 2020-08-27 N N N 0.0033 350000000.00 350000000.00 0.0045 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.740 86565CCE7 5U0XI89JRFVHWIBS4F54 US86565CCE75 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 2020-07-22 2020-07-22 2020-07-22 N N N 0.0074 200076242.00 200076242.00 0.0026 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.414 86565CJF7 US86565CJF77 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 2020-07-17 2020-12-17 2020-12-17 N N N 0.0042 175000337.75 175000337.75 0.0023 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.350 86565CGV5 US86565CGV54 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 2020-12-01 2020-12-01 2020-12-01 N N N 0.0035 134994752.55 134994752.55 0.0017 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.408 86565CHM4 US86565CHM47 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 2020-07-13 2020-12-11 2020-12-11 N N N 0.0041 450016951.50 450016951.50 0.0058 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 0.499 5F9110N XS2176716715 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 2020-11-16 2020-11-16 2020-11-16 N N N 0.0050 149799298.50 149799298.50 0.0019 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 0.569 5F7941N 5493006GGLR4BTEL8O61 XS2173250056 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 2020-11-12 2020-11-12 2020-11-12 N N N 0.0057 124839892.50 124839892.50 0.0016 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.400 86564GDS7 5493006GGLR4BTEL8O61 US86564GDS75 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 2020-11-20 2020-11-20 2020-11-20 N N N 0.0040 100021357.00 100021357.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.311 86564F4M2 5493006GGLR4BTEL8O61 US86564F4M28 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 2020-07-13 2020-07-13 2020-07-13 N N N 0.0133 150000000.00 150000000.00 0.0019 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.300 86564GEE7 5493006GGLR4BTEL8O61 US86564GEE70 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 2020-09-09 2020-09-09 2020-09-09 N N N 0.0030 260043022.20 260043022.20 0.0034 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 0.400 86564GDR9 5493006GGLR4BTEL8O61 US86564GDR92 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 2020-11-18 2020-11-18 2020-11-18 N N N 0.0040 240054292.80 240054292.80 0.0031 N N N N SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH 0.401 86564YLW0 5493006GGLR4BTEL8O61 US86564YLW02 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 2020-11-30 2020-11-30 2020-11-30 N N N 0.0040 99855075.00 99855075.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 1.194 5F2562N 5493006GGLR4BTEL8O61 XS2159933618 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 2020-10-20 2020-10-20 2020-10-20 N N N 0.0119 99902717.00 99902717.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.499 6F0190N XS2178365818 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 2020-11-20 2020-11-20 2020-11-20 N N N 0.0050 99860373.00 99860373.00 0.0013 N N N N SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.549 5F8244N 5493006GGLR4BTEL8O61 XS2174787585 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 2020-11-13 2020-11-13 2020-11-13 N N N 0.0055 239692128.00 239692128.00 0.0031 N N N N SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.499 6F0298N XS2178218603 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 2020-11-18 2020-11-18 2020-11-18 N N N 0.0050 74897328.00 74897328.00 0.0010 N N N N SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 0.499 6F0468N XS2178212317 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 2020-11-19 2020-11-19 2020-11-19 N N N 0.0050 99861741.00 99861741.00 0.0013 N N N N SVENSKA HANDELSBANKEN SVENSKA HANDELSBANKEN 0.277 86960LAN0 US86960LAN01 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+ 2020-07-10 2020-11-10 2020-11-10 N N N 0.0028 50002830.00 50002830.00 0.0006 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.578 86959RGQ7 NHBDILHZTYCNBV5UYZ31 US86959RGQ74 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+ 2020-08-07 2021-05-07 2021-05-07 N N N 0.0059 140047479.60 140047479.60 0.0018 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.436 86959RHB9 US86959RHB96 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+ 2020-09-18 2021-06-18 2021-06-18 N N N 0.0044 174999987.75 174999987.75 0.0023 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.277 86959RFF2 NHBDILHZTYCNBV5UYZ31 US86959RFF29 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+ 2020-07-10 2020-11-10 2020-11-10 N N N 0.0028 200000000.00 200000000.00 0.0026 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.441 86959RHA1 US86959RHA14 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+ 2020-09-16 2021-06-16 2021-06-16 N N N 0.0045 50999995.41 50999995.41 0.0007 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.125 86959RGJ3 NHBDILHZTYCNBV5UYZ31 US86959RGJ32 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+ 2020-10-14 2020-10-14 2020-10-14 N N N 0.0112 300809967.00 300809967.00 0.0039 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 1.520 86959REN6 NHBDILHZTYCNBV5UYZ31 US86959REN61 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+ 2020-07-02 2020-10-02 2020-10-02 N N N 0.0154 110000000.00 110000000.00 0.0014 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.431 86959RGY0 US86959RGY09 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+ 2020-09-16 2021-06-16 2021-06-16 N N N 0.0044 99999991.00 99999991.00 0.0013 N N N N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 0.200 0TSU01AR9 0001335977 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DELL INTL LLC/EMC COR 2030-07-15 6.200000 13800000.00 16299732.00 Corporate Debt Securities DANSKE BK AS 144A FR MAES062Z21O4RZ2U7M96 2022-09-20 3.001000 17000000.00 17405043.89 Corporate Debt Securities FIVE CORNERS FDG TR S 2023-11-15 4.419000 20000000.00 22417875.00 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2025-05-01 4.875000 21436000.00 23580100.17 Corporate Debt Securities NORTHN STS PWR CO MIN 3S1GHB0TEH85KX44SB51 2051-06-01 2.600000 15000000.00 15186050.00 Corporate Debt Securities DXC TECHNOLOGY CO SR 549300DOVZ3EDJB7O259 2025-04-15 4.125000 9000000.00 9638336.25 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2037-11-15 3.800000 8000000.00 9294080.00 Corporate Debt Securities DEUTSCHE BANK A G -D 7LTWFZYICNSX8D621K86 2020-07-13 2.281380 32062000.00 32224862.72 Corporate Debt Securities NATWEST MKTS PLC US M RR3QWICWWIPCS8A4S074 2022-09-29 3.625000 11737000.00 12406750.71 Corporate Debt Securities UPJOHN INC SR GLBL 14 2022-06-22 1.125000 31188000.00 31346435.04 Corporate Debt Securities NETAPP INC SR GLBL NT QTX3D84DZDD5JYOCYH15 2030-06-22 2.700000 27400000.00 27426030.00 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2050-05-01 5.805000 17629000.00 20635449.66 Corporate Debt Securities VOLKSWAGEN GROUP AMER 5493002SQ1AVQBY41K40 2022-05-13 2.900000 13000000.00 13468859.44 Corporate Debt Securities BROOKFIELD FIN LLC SR 2050-04-15 3.450000 25000000.00 24251937.50 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2030-05-15 3.625000 10000000.00 10978691.67 Corporate Debt Securities KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 2023-05-25 4.057000 14000000.00 15327540.28 Corporate Debt Securities CANTOR FITZGERALD SR 549300RLUEEVQEMX0450 2022-06-17 6.500000 7238000.00 7696217.67 Corporate Debt Securities DIAMOND 1 FIN CORP/DI 2026-06-15 6.020000 11286000.00 12965676.57 Corporate Debt Securities BRIGHTHOUSE FINL INC 5493003T8SZSHOGGAW52 2030-05-15 5.625000 11000000.00 12278873.75 Corporate Debt Securities NGPL PIPECO LLC SR GL 549300K3NT1HSQFEM073 2022-08-15 4.375000 11400000.00 11943737.25 Corporate Debt Securities MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2030-02-15 4.663000 12998000.00 15316144.56 Corporate Debt Securities PAYPAL HLDGS INC SR G 5493005X2GO78EFZ3E94 2023-06-01 1.350000 13493000.00 13751458.41 Corporate Debt Securities NGPL PIPECO LLC SR GL 549300K3NT1HSQFEM073 2027-08-15 4.875000 9500000.00 10590231.88 Corporate Debt Securities BANKUNITED INC SR GLB 2025-11-17 4.875000 16856000.00 18518556.44 Corporate Debt Securities SANTANDER UK PLC SUB PTCQB104N23FMNK2RZ28 2023-11-07 5.000000 13700000.00 15022750.22 Corporate Debt Securities MORGAN STANLEY FR 3.1 IGJSJL3JD5P30I6NJZ34 2023-01-23 3.125000 5596900.00 6014867.94 Corporate Debt Securities COX COMMUNICATIONS IN 5493001NEDZNIFRP2R92 2023-06-30 2.950000 13000000.00 13693420.00 Corporate Debt Securities ALLY FINL INC SR GLBL 549300JBN1OSM8YNAI90 2024-05-21 3.875000 13734000.00 14232103.57 Corporate Debt Securities ABBVIE INC GLBL 144A FR5LCKFTG8054YNNRU85 2022-10-01 3.250000 9574000.00 10117656.93 Corporate Debt Securities CITIGROUP SR GLBL NT 6SHGI4ZSSLCXXQSBB395 2022-11-04 2.312000 26798000.00 27454455.72 Corporate Debt Securities BANK NOVA SCOTIA EXTN 2022-04-26 1.875000 10180000.00 10344135.53 Corporate Debt Securities BANK AMER CORP SR NT 9DJT3UXIJIZJI4WXO774 2023-01-20 3.124000 12000000.00 12586133.33 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2045-11-20 4.000000 10000000.00 12559044.44 Corporate Debt Securities BROADCOM INC SR GLBL 549300WV6GIDOZJTV909 2026-04-15 4.250000 11500000.00 12899597.92 Corporate Debt Securities SOCIETE GENERALE MTN O2RNE8IBXP4R0TD8PU41 2030-01-22 3.000000 30000000.00 30956000.00 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2029-01-17 5.650000 10000000.00 11521319.44 Corporate Debt Securities MASSMUTUAL GLBL FDG I 549300K1IE3K7YU6VG29 2023-06-09 0.850000 16690000.00 16762198.16 Corporate Debt Securities F M C CORP SR GLBL NT CKDHZ2X64EEBQCSP7013 2049-10-01 4.500000 10000000.00 12033950.00 Corporate Debt Securities CVS HEALTH CORP SR NT 549300EJG376EN5NQE29 2023-12-05 4.000000 20107000.00 22116046.76 Corporate Debt Securities BANKUNITED INC LW TIE 96OVUWEW5D4YX6PFXD91 2030-06-11 5.125000 15079000.00 15389399.12 Corporate Debt Securities NISSAN MTR ACCEP CORP 2022-09-28 2.600000 9100000.00 8963722.44 Corporate Debt Securities MORGAN STANLEY FR 3.7 IGJSJL3JD5P30I6NJZ34 2024-04-24 3.737000 20000000.00 21654823.33 Corporate Debt Securities ARES FIN CO II LLC SR 2030-06-15 3.250000 10000000.00 10192041.67 Corporate Debt Securities NETAPP INC SR GLBL NT QTX3D84DZDD5JYOCYH15 2027-06-22 2.375000 8500000.00 8605041.11 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2023-05-15 3.498000 17707000.00 18459237.63 Corporate Debt Securities ABBVIE INC GLBL 144A FR5LCKFTG8054YNNRU85 2022-03-15 3.450000 16000000.00 16803400.00 Corporate Debt Securities OWL ROCK CAPITAL CORP 2549000BD79OOCPF2L94 2025-03-30 4.000000 12943000.00 12916337.42 Corporate Debt Securities BANK NOVA SCOTIA B C L3I9ZG2KFGXZ61BMYR72 2099-12-31 4.900000 15000000.00 15000583.33 Corporate Debt Securities OMEGA HEALTHCARE INVS 549300OJ7ENK42CZ8E73 2029-10-01 3.625000 20000000.00 19782836.11 Corporate Debt Securities NOMURA HLDGS INC SR G 549300B3CEAHYG7K8164 2030-01-16 3.103000 24000000.00 25340061.33 Corporate Debt Securities MIZUHO FINL GROUP INC 353800CI5L6DDAN5XZ33 2023-09-13 1.163380 22750000.00 22642045.37 Corporate Debt Securities WESTPAC BKG CORP 144A 2026-01-16 2.000000 10000000.00 10591611.11 Corporate Debt Securities BPCE FR 5.7%102223 9695005MSX1OYEMGDF46 2023-10-22 5.700000 13000000.00 14625476.67 Corporate Debt Securities NEWMONT CORP SR NT 4. 549300VSP3RIX7FGDZ51 2042-03-15 4.875000 11172000.00 14445046.88 Corporate Debt Securities BOSTON SCIENTIFIC COR Y6ZDD9FP4P8JSSJMW954 2030-06-01 2.650000 22800000.00 23860694.00 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-07 2020-07-07 2020-07-07 N N N 0.0020 850000000.00 850000000.00 0.0110 N N Y N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 0.917 89120DRU5 PT3QB789TSUIDF371261 US89120DRU53 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+ 2020-08-03 2021-05-03 2021-05-03 N N N 0.0093 80093451.20 80093451.20 0.0010 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 0.430 89120DRZ4 PT3QB789TSUIDF371261 US89120DRZ41 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+ 2020-07-01 2021-06-01 2021-06-01 N N N 0.0044 49999993.00 49999993.00 0.0006 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 0.420 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+ 2020-07-27 2020-07-27 2020-07-27 N N N 0.0043 150013566.00 150013566.00 0.0019 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 0.721 89120DRW1 PT3QB789TSUIDF371261 US89120DRW10 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+ 2020-08-05 2021-05-05 2021-05-05 N N N 0.0073 100075822.00 100075822.00 0.0013 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 0.324 89120DRC5 PT3QB789TSUIDF371261 US89120DRC55 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+ 2020-07-05 2021-02-05 2021-02-05 N N N 0.0033 149983068.00 149983068.00 0.0019 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 1.457 89120DR84 PT3QB789TSUIDF371261 US89120DR842 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+ 2020-07-08 2021-01-07 2021-01-07 N N N 0.0148 175017958.50 175017958.50 0.0023 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 0.319 89120DRG6 PT3QB789TSUIDF371261 US89120DRG69 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+ 2020-07-04 2021-02-04 2021-02-04 N N N 0.0032 64989158.00 64989158.00 0.0008 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.428 89114NLU7 US89114NLU71 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+ 2020-09-10 2021-06-10 2021-06-10 N N N 0.0043 139999987.40 139999987.40 0.0018 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.428 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+ 2020-07-30 2020-07-30 2020-07-30 N N N 0.0043 175000000.00 175000000.00 0.0023 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.384 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+ 2020-07-27 2020-07-27 2020-07-27 N N N 0.0051 74993367.35 74993367.35 0.0010 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.270 89114NJW6 PT3QB789TSUIDF371261 US89114NJW65 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+ 2021-01-28 2021-01-28 2021-01-28 N N N 0.0126 351996127.00 351996127.00 0.0045 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.577 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+ 2020-07-08 2020-10-07 2020-10-07 N N N 0.0160 216000000.00 216000000.00 0.0028 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.430 89114NLD5 US89114NLD56 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+ 2020-07-01 2021-06-01 2021-06-01 N N N 0.0044 119999983.20 119999983.20 0.0016 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.470 89114NL37 PT3QB789TSUIDF371261 US89114NL375 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+ 2020-08-19 2021-05-19 2021-05-19 N N N 0.0048 155999979.72 155999979.72 0.0020 N N N N TOYOTA MOTOR CREDIT CORPORATION TOYOTA MOTOR CREDIT CORPORATION 0.900 89233GGE0 Z2VZBHUMB7PWWJ63I008 US89233GGE08 Non-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+ 2020-07-14 2020-07-14 2020-07-14 N N N 0.0090 99995372.00 99995372.00 0.0013 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 1.431 89233LCD5 724500OPA8GZSQUNSR96 US89233LCD55 Non-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+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0145 60000712.20 60000712.20 0.0008 N N Y N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.550 90275DLF5 BFM8T61CT2L1QCEMIK50 US90275DLF59 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 2021-01-04 2021-01-04 2021-01-04 N N N 0.0154 201240236.00 201240236.00 0.0026 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.500 90275DLB4 BFM8T61CT2L1QCEMIK50 US90275DLB46 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 2020-10-02 2020-10-02 2020-10-02 N N N 0.0150 200633482.00 200633482.00 0.0026 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.150 90275DMK3 BFM8T61CT2L1QCEMIK50 US90275DMK36 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 2020-12-21 2020-12-21 2020-12-21 N N N 0.0115 100387578.00 100387578.00 0.0013 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.170 90275DMB3 BFM8T61CT2L1QCEMIK50 US90275DMB37 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 2020-10-15 2020-10-15 2020-10-15 N N N 0.0117 200514476.00 200514476.00 0.0026 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.550 90275DLH1 BFM8T61CT2L1QCEMIK50 US90275DLH16 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 2021-01-06 2021-01-06 2021-01-06 N N N 0.0154 201251294.00 201251294.00 0.0026 N N N N UBS AG-LONDON UBS AG-LONDON 1.083 90276JJS6 BFM8T61CT2L1QCEMIK50 US90276JJS69 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 2020-07-23 2020-07-23 2020-07-23 N N N 0.0110 60004544.40 60004544.40 0.0008 N N N N UBS AG-LONDON UBS AG-LONDON 1.143 90351WNL5 BFM8T61CT2L1QCEMIK50 US90351WNL53 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 2021-01-20 2021-01-20 2021-01-20 N N N 0.0114 152606381.49 152606381.49 0.0020 N N N N UBS AG-LONDON UBS AG-LONDON 1.138 90351WNN1 BFM8T61CT2L1QCEMIK50 US90351WNN10 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 2021-01-22 2021-01-22 2021-01-22 N N N 0.0114 317170233.06 317170233.06 0.0041 N N N N UBS SECURITIES LLC UBS SECURITIES LLC 0.280 ABB9904Q4 0001070766 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBS COML MTG TR 2018- 2051-08-17 4.151900 2750000.00 2983652.61 Private Label Collateralized Mortgage Obligations BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2050-05-01 5.805000 1758.00 2057.81 Corporate Debt Securities NOBLE ENERGY INC SR G 02VFQXG2D1LR5ZH3K186 2044-11-15 5.050000 10000.00 9255.33 Corporate Debt Securities VODAFONE GROUP PLC NE 213800TB53ELEUKM7Q61 2043-02-19 4.375000 1000.00 1176.40 Corporate Debt Securities INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 2024-06-26 5.017000 465000.00 482208.46 Corporate Debt Securities UBS COML MTG TR 2018- 2051-10-17 4.069400 3621725.00 4187457.02 Private Label Collateralized Mortgage Obligations CLEVELAND CLIFFS INC 549300TM2WLI2BJMDD86 2027-03-15 7.000000 1257000.00 1056403.75 Corporate Debt Securities GO DADDY OPER CO LLC 2027-12-01 5.250000 2798903.00 2881748.20 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2031-03-31 4.412000 2818000.00 3365734.66 Corporate Debt Securities AVIS BUDGET CAR RENT 2027-07-15 5.750000 2.00 1.58 Corporate Debt Securities AMERICAN AIRLS GROUP 2025-03-01 3.750000 20.00 9.74 Corporate Debt Securities AVOLON HLDGS FDG LTD 635400ZRKEX9L1BKCH30 2027-02-15 3.250000 1.00 0.82 Corporate Debt Securities KREDITANSTALT FUR WIE 549300GDPG70E3MBBU98 2037-06-29 0.000000 8000.00 6303.76 Other Instrument International debt LEVEL 3 FING INC SR N 2022-08-15 5.375000 4505000.00 4539772.97 Corporate Debt Securities LEVEL 3 FING INC SR S 2029-11-15 3.875000 9726.00 10302.69 Corporate Debt Securities PBF HLDG CO LLC / PBF 2028-02-15 6.000000 398000.00 348648.00 Corporate Debt Securities CREDIT SUISSE GROUP S 2026-06-05 2.193000 2.00 2.03 Corporate Debt Securities DEUTSCHE BK AG N Y BR 7LTWFZYICNSX8D621K86 2025-11-26 3.961000 29675312.00 31174833.54 Corporate Debt Securities DEUTSCHE BK AG N Y BR 7LTWFZYICNSX8D621K86 2021-01-22 3.150000 9608000.00 9783201.88 Corporate Debt Securities PARTY CITY HLDGS INC 5493005PYM1JS6EZN307 2026-08-01 6.625000 1000000.00 237420.14 Corporate Debt Securities CARNIVAL CORP SR SEC F1OF2ZSX47CR0BCWA982 2023-04-01 11.500000 2500000.00 2715636.11 Corporate Debt Securities PHELPS DODGE CORP SR 2027-11-01 7.125000 1000.00 1121.68 Corporate Debt Securities PERFORMANCE FOOD GROU 549300OMUOGBYK0FFO76 2025-05-01 6.875000 1.00 1.05 Corporate Debt Securities MURPHY OIL CORP SR NT 2022-06-01 4.000000 4000.00 3752.89 Corporate Debt Securities GUITAR CTR ESCROW ISS 2021-10-15 9.500000 258361.00 195654.63 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2049-08-16 3.095000 4.00 4.19 Corporate Debt Securities GMAC INC SR NT 8%31 549300JBN1OSM8YNAI90 2031-11-01 8.000000 5006000.00 6559968.08 Corporate Debt Securities CENTENNIAL RESOURCE P 5493004CTVUMQLRPOE23 2027-04-01 6.875000 4901995.00 2681374.24 Corporate Debt Securities MPLX LP PERP -B BD6.8 5493000CZJ19CK4P3G36 2099-01-01 6.875000 46000.00 42125.94 Corporate Debt Securities IHEARTCOMMUNICATIONS 54930076J6KDZL504O62 2026-05-01 6.375000 199522.00 204227.81 Corporate Debt Securities UBS GROUP AG 4.125%26 549300SZJ9VS8SGXAN81 2026-04-15 4.125000 3500000.00 4014793.13 Corporate Debt Securities CLEVELAND CLIFFS INC 2025-10-15 6.375000 348000.00 297811.88 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2031-11-15 6.875000 563000.00 512945.78 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2060-04-01 3.850000 1.00 1.17 Corporate Debt Securities CIGNA CORP NEW SR GLB 549300VIWYMSIGT1U456 2038-08-15 4.800000 5903000.00 7606074.53 Corporate Debt Securities UNICREDIT SPA FR 7.29 549300TRUWO2CD2G5692 2034-04-02 7.296000 540000.00 616050.72 Corporate Debt Securities AMC ENTMT HLDGS INC 6 549300ZO77UNR6NRBR11 2027-05-15 6.125000 1570190.00 483078.77 Corporate Debt Securities BNP PARIBAS FR 3.052% 2031-01-13 3.052000 2016.00 2152.84 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2029-11-15 5.375000 196390.00 185189.63 Corporate Debt Securities AIR PRODS & CHEMS INC 7QEON6Y1RL5XR3R1W237 2050-05-15 2.800000 1434.00 1512.18 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2020-11-02 0.836130 940.00 941.90 Corporate Debt Securities IRB HLDG CORP SR GLBL 549300HVW4WNWYBXN830 2026-02-15 6.750000 93135.00 90253.64 Corporate Debt Securities DIGICEL HLDGS BERMUDA 2024-05-25 8.750000 1919896.00 1883297.98 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2022-03-01 3.550000 6313000.00 6387081.30 Corporate Debt Securities UBS AG LONDON BRANCH BFM8T61CT2L1QCEMIK50 2048-06-26 4.500000 361000.00 501194.35 Corporate Debt Securities SYNGENTA FIN N V CR S 2028-04-24 5.182000 3756813.00 4031249.44 Corporate Debt Securities CENTURYLINK INC SR NT 8M3THTGWLTYZVE6BBY25 2021-06-15 6.450000 2000.00 2039.88 Corporate Debt Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2024-01-15 5.000000 5595000.00 3205468.75 Corporate Debt Securities JUNEAU INVTS LLC MTN 2020-11-09 1.197630 12500000.00 1123552.56 Asset-Backed Securities DEVON ENERGY CORP SR 2032-04-15 7.950000 1628000.00 1955362.31 Corporate Debt Securities BOMBARDIER INC SR GLB 2034-05-01 7.450000 102000.00 64485.39 Corporate Debt Securities HESS CORP SR GLBL NT5 UASVRYNXNK17ULIGK870 2047-04-01 5.800000 1284000.00 1407442.33 Corporate Debt Securities NAVIOS MARITIME ACQUI 2021-11-15 8.125000 15734000.00 9128178.44 Corporate Debt Securities AK STL CORP SR GLBL N 2027-03-15 7.000000 13000.00 11370.02 Corporate Debt Securities TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2022-10-15 5.800000 508000.00 277918.33 Corporate Debt Securities EQT CORP SR GLBL NT3. 4NT01YGM4X7ZX86ISY52 2027-10-01 3.900000 182000.00 149120.18 Corporate Debt Securities GENWORTH FINL INC SR 2021-02-15 7.200000 6795000.00 6536790.00 Corporate Debt Securities DEUTSCHE BK AG N Y BR 7LTWFZYICNSX8D621K86 2032-12-01 4.875000 18456.00 17313.70 Corporate Debt Securities DEVON FING CORP U L C 2031-09-30 7.875000 673000.00 804098.72 Corporate Debt Securities UBS GROUP FDG SWITZ A 2023-05-23 3.491000 625000.00 655217.48 Corporate Debt Securities APX GROUP INC SR SEC 549300OMQVKPRU98OE64 2022-12-01 7.875000 1082000.00 1080748.94 Corporate Debt Securities COMM MTG TR 2014-UBS6 2047-12-12 3.378000 3499921.00 3756416.79 Private Label Collateralized Mortgage Obligations AK STL CORP SR SEC NT 2023-07-15 7.500000 66000.00 62328.75 Corporate Debt Securities COMMONWEALTH BANK OF MSFSBD3QN1GSN7Q6C537 2039-09-12 3.743000 50.00 54.21 Corporate Debt Securities AK STL CORP SR GLBL N 2025-10-15 6.375000 78000.00 65775.94 Corporate Debt Securities MACYS INC SR SEC GLBL 529900NZQ81TIOW3CW52 2025-06-15 8.375000 12394000.00 12395463.18 Corporate Debt Securities MOSS CREEK RES HLDGS 54930037SLMSPWKYIX36 2026-01-15 7.500000 165000.00 88171.88 Corporate Debt Securities ALBERTSONS COS INC / 2023-02-15 3.500000 1165.00 1193.07 Corporate Debt Securities GENWORTH HLDGS INC SR 2024-02-15 4.800000 3240001.00 2747520.85 Corporate Debt Securities OASIS PETROLEUM INC S 529900FA4V2YNIKZ0M71 2022-03-15 6.875000 2000.00 400.10 Corporate Debt Securities JAGUAR LAND ROVER PLC 2023-02-01 5.625000 445000.00 404274.16 Corporate Debt Securities NAVIENT CORPORATION S 54930067J0ZNOEBRW338 2021-07-26 6.625000 4000.00 4043.36 Corporate Debt Securities INTERNATIONAL GAME TE 549300UQ6KHRCZDRGZ76 2022-02-15 6.250000 1895000.00 1958364.06 Corporate Debt Securities BASIC ENERGY SVCS INC 2023-10-15 10.750000 91.00 38.64 Corporate Debt Securities COTY INC 6.5%26 549300BO9IWPF3S48F93 2026-04-15 6.500000 4875000.00 4356015.62 Corporate Debt Securities MINERAL RES LTD SR GL 2027-05-01 8.125000 59136.00 63619.45 Corporate Debt Securities HCA INC SR SEC GLBL N L3CJ6J7LJ2DX62FTXD46 2047-06-15 5.500000 2000.00 2459.92 Corporate Debt Securities NATWEST MARKETS PLC S 2023-05-21 2.375000 1.00 1.03 Corporate Debt Securities UBS AG LONDON BRANCH BFM8T61CT2L1QCEMIK50 2020-12-01 2.450000 46825000.00 47219903.84 Corporate Debt Securities PRIME SEC SVCS BORROW 2026-04-15 5.750000 750000.00 787193.12 Corporate Debt Securities UBS AG COML PAPER FLT BFM8T61CT2L1QCEMIK50 2021-01-28 0.000000 1000000.00 999940.00 Money Market AMC ENTMT HLDGS INC S 549300ZO77UNR6NRBR11 2026-11-15 5.875000 1250000.00 384179.69 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2029-06-01 4.091000 92000.00 96494.54 Corporate Debt Securities ALLY FINL INC SR NT 4 549300JBN1OSM8YNAI90 2022-02-13 4.125000 2000.00 2088.72 Corporate Debt Securities UBS AG LONDON BRANCH BFM8T61CT2L1QCEMIK50 2020-12-01 0.830000 13750000.00 13779130.90 Corporate Debt Securities AT&T INC SR GLBL NT 4 549300Z40J86GGSTL398 2049-03-09 4.550000 4000.00 4703.56 Corporate Debt Securities COMM MTG TR 2014-UBS2 2047-03-12 3.691000 7.00 7.53 Private Label Collateralized Mortgage Obligations TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2024-09-01 4.625000 683016.00 683356.27 Corporate Debt Securities HESS CORP SR NT 5.6%4 UASVRYNXNK17ULIGK870 2041-02-15 5.600000 280000.00 301196.00 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2027-01-09 4.271000 3.00 2.86 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2031-01-29 2.666000 1.00 1.05 Corporate Debt Securities ABBVIE INC SR GLBL 14 FR5LCKFTG8054YNNRU85 2029-11-21 3.200000 5200.00 5704.64 Corporate Debt Securities DOW CHEM CO SR GLBL N ZQUIP1CSZO8LXRBSOU78 2049-05-15 4.800000 7902000.00 9532261.62 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2060-05-01 5.930000 20.00 23.38 Corporate Debt Securities MOSS CREEK RES HLDGS 54930037SLMSPWKYIX36 2027-05-15 10.500000 775214.00 421038.10 Corporate Debt Securities AMERICAN WTR CAP CORP 5IDHQUFVC8Q2KIBBFF06 2047-09-01 3.750000 879.00 1035.70 Corporate Debt Securities BNP PARIBAS FR 2.219% R0MUWSFPU8MPRO8K5P83 2026-06-09 2.219000 6.00 6.15 Corporate Debt Securities UBS COML MTG TR 2018- 2051-08-17 4.296200 1128.00 1345.42 Private Label Collateralized Mortgage Obligations GRINDING MEDIA INC/MC 2023-12-15 7.375000 100001.00 101308.30 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2030-05-11 1.650000 1.00 1.02 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-11-01 3.350000 673992.00 650934.92 Corporate Debt Securities MACYS RETAIL HLDGS IN 549300JMONK27O4SQQ19 2021-01-15 3.450000 16998000.00 16544365.88 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2030-04-01 3.750000 250000.00 259927.71 Corporate Debt Securities SOCIETE GENERALE MTN O2RNE8IBXP4R0TD8PU41 2024-10-16 2.625000 1.00 1.03 Corporate Debt Securities CALUMET SPECIALTY PRO 2025-04-15 11.000000 140000.00 138308.33 Corporate Debt Securities CENTENNIAL RESOURCE P 2025-06-01 8.000000 13660.00 11862.95 Corporate Debt Securities UBS AG COML PAPER FLT 2020-11-03 0.000000 1608900.00 1609237.87 Money Market LYB INTERNATIONAL FIN 2050-05-01 4.200000 1477.00 1593.83 Corporate Debt Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2027-01-15 6.625000 219883.00 115013.01 Corporate Debt Securities ROYAL CARIBBEAN CRUIS K2NEH8QNVW44JIWK7Z55 2022-11-15 5.250000 53000.00 39065.90 Corporate Debt Securities UBS COML MTG TR 2017- 2050-12-16 3.418000 2760000.00 3062256.95 Private Label Collateralized Mortgage Obligations GENWORTH FINL INC EXT PXDECZED7L8SRUP41R09 2066-11-15 2.394880 4432000.00 1520442.47 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2025-12-15 5.850000 544000.00 600743.28 Corporate Debt Securities CSVC ACQUISITION CORP 2025-06-15 7.750000 1.00 0.41 Corporate Debt Securities GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 2028-05-15 3.750000 1512.00 1779.67 Corporate Debt Securities BERRY PETE CO LLC 7%2 2026-02-15 7.000000 1079.00 902.31 Corporate Debt Securities UBS COML MTG TR 2018- 2051-12-15 4.256900 80.00 87.49 Private Label Collateralized Mortgage Obligations ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-12-31 6.625000 1.00 0.79 Corporate Debt Securities STAPLES INC SR SEC 14 XQM2JINI1UL7642TU573 2026-04-15 7.500000 1.00 0.81 Corporate Debt Securities PEABODY SECS FIN CORP 2025-03-31 6.375000 967189.00 541323.59 Corporate Debt Securities ABBOTT LABS SR GLBL N HQD377W2YR662HK5JX27 2046-11-30 4.900000 10000.00 14236.83 Corporate Debt Securities PITNEY BOWES INC CR S 549300N2O26NW4ST6W55 2022-05-15 5.125000 13.00 11.00 Corporate Debt Securities LEVEL 3 FING INC SR G 2026-03-15 5.250000 4000.00 4143.75 Corporate Debt Securities DIGICEL HLDGS BERMUDA 2025-12-31 13.000000 3.00 2.57 Corporate Debt Securities CF INDS INC SR SEC GL 2026-12-01 4.500000 1.00 1.10 Corporate Debt Securities WELLS FARGO COML TR 2 2048-09-17 3.715000 4200000.00 2999024.68 Private Label Collateralized Mortgage Obligations WELLS FARGO CO MTN BE 2020-07-22 1.977630 1000.00 1004.25 Corporate Debt Securities CLEVELAND-CLIFFS INC 2025-10-15 6.375000 1890.00 1617.08 Corporate Debt Securities UBS GROUP AG SR FL 14 549300SZJ9VS8SGXAN81 2021-04-14 3.091380 27138000.00 27681903.01 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2027-12-15 8.000000 10.00 9.66 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2039-10-01 4.625000 549999.00 556348.20 Corporate Debt Securities BB-UBS TRUST 2012-TFT 2030-06-07 2.892200 2796975.00 2559891.73 Private Label Collateralized Mortgage Obligations WYNN RESORTS FIN LLC 2025-04-15 7.750000 5700000.00 5878758.33 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2027-05-01 5.040000 8442975.00 9372884.27 Corporate Debt Securities APX GROUP INC SR NT 7 549300OMQVKPRU98OE64 2023-09-01 7.625000 234000.00 221224.74 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2023-03-15 5.625000 1282.00 1309.07 Corporate Debt Securities AT&T INC SR GLBL NT3. 549300Z40J86GGSTL398 2027-02-15 3.800000 1000.00 1137.50 Corporate Debt Securities SOCIETE GENERALE MTN O2RNE8IBXP4R0TD8PU41 2030-01-22 3.000000 50.00 51.59 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2024-03-01 4.875000 21507.00 23572.85 Corporate Debt Securities BERRY PETE CO LLC 7%2 DQ2XTZKV7SILNNV77403 2026-02-15 7.000000 50000.00 41812.50 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2050-06-03 2.500000 6.00 6.04 Corporate Debt Securities FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 2027-09-01 5.000000 14.00 14.30 Corporate Debt Securities AKER BP ASA SR GLBL 1 549300NFTY73920OYK69 2025-01-15 3.000000 2299809.00 2270302.45 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2024-01-15 8.625000 1247000.00 1264347.33 Corporate Debt Securities PERFORMANCE FOOD GROU 549300OMUOGBYK0FFO76 2024-06-01 5.500000 9000.00 8994.88 Corporate Debt Securities NETFLIX INC SR GLBL R 2025-06-15 3.625000 1888625.00 1909858.92 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2021-12-01 8.750000 12000000.00 9758983.33 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2027-05-15 3.875000 1393.00 1462.90 Corporate Debt Securities COMM MTG TR 2014-UBS3 2047-06-12 3.546000 615990.00 629688.41 Private Label Collateralized Mortgage Obligations WYNN LAS VEGAS LLC / 2027-05-15 5.250000 16.00 14.35 Corporate Debt Securities AMC ENTMT INC SR SB G 549300ZO77UNR6NRBR11 2025-06-15 5.750000 1500000.00 509843.75 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 2020-07-01 2020-07-07 2049-12-31 N N N 0.0028 300000000.00 300000000.00 0.0039 N N Y N US TREASURY US TREASURY 0.100 9127963M9 254900HROIFWPRGM1V77 US9127963M90 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+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0010 524933062.50 524933062.50 0.0068 N Y Y N US TREASURY US TREASURY 0.145 912796TJ8 254900HROIFWPRGM1V77 US912796TJ85 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+ 2020-09-10 2020-09-10 2020-09-10 N N N 0.0015 199946750.00 199946750.00 0.0026 N Y Y N US TREASURY US TREASURY 0.124 9127963P2 254900HROIFWPRGM1V77 US9127963P22 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+ 2020-08-18 2020-08-18 2020-08-18 N N N 0.0012 474912918.25 474912918.25 0.0061 N Y Y N US TREASURY US TREASURY 0.130 9127963Q0 254900HROIFWPRGM1V77 US9127963Q05 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+ 2020-08-25 2020-08-25 2020-08-25 N N N 0.0013 499893055.00 499893055.00 0.0065 N Y Y N US TREASURY US TREASURY 0.175 9127962G3 254900HROIFWPRGM1V77 US9127962G32 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+ 2020-09-17 2020-09-17 2020-09-17 N N N 0.0018 399874332.00 399874332.00 0.0052 N Y Y N US TREASURY US TREASURY 0.100 912796WX3 254900HROIFWPRGM1V77 US912796WX33 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+ 2020-07-23 2020-07-23 2020-07-23 N N N 0.0010 199985028.00 199985028.00 0.0026 N Y Y N US TREASURY US TREASURY 0.152 9127962H1 254900HROIFWPRGM1V77 US9127962H15 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+ 2020-09-24 2020-09-24 2020-09-24 N N N 0.0015 899691876.00 899691876.00 0.0116 N Y Y N US TREASURY US TREASURY 0.265 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+ 2020-07-01 2021-01-31 2021-01-31 N N N 0.0029 649920523.59 649920523.59 0.0084 N Y Y N US TREASURY US TREASURY 0.125 9127963C1 254900HROIFWPRGM1V77 US9127963C19 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+ 2020-07-07 2020-07-07 2020-07-07 N N N 0.0013 499989790.00 499989790.00 0.0065 N Y Y N US TREASURY US TREASURY 0.122 912796UB3 254900HROIFWPRGM1V77 US912796UB31 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+ 2020-07-02 2020-07-02 2020-07-02 N N N 0.0012 699998201.00 699998201.00 0.0090 N Y Y N US TREASURY US TREASURY 0.170 9127964A4 254900HROIFWPRGM1V77 US9127964A44 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+ 2020-09-29 2020-09-29 2020-09-29 N N N 0.0017 699758500.00 699758500.00 0.0090 N Y Y N US TREASURY US TREASURY 0.147 9127963X5 254900HROIFWPRGM1V77 US9127963X55 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+ 2020-09-08 2020-09-08 2020-09-08 N N N 0.0015 274931478.25 274931478.25 0.0036 N Y Y N US TREASURY US TREASURY 0.197 912796WZ8 254900HROIFWPRGM1V77 US912796WZ80 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+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0020 349958000.00 349958000.00 0.0045 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 1.350 92512LHD6 US92512LHD64 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 2020-08-13 2020-08-13 2020-08-13 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 0.0135 199948912.00 199948912.00 0.0026 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.483 95001KFJ8 KB1H1DSPRFMYMCUFXT09 US95001KFJ88 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 2020-07-06 2021-01-04 2021-01-04 N N N 0.0150 55000000.00 55000000.00 0.0007 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 0.440 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 2020-07-01 2020-07-29 2020-07-29 N N N 0.0045 375000000.00 375000000.00 0.0048 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.280 0QY002N98 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MITSUBISHI TR & BKG C JBONEPAGQXF4QP29B387 2021-01-27 0.000000 10250000.00 10251127.50 Money Market INTERCONTINENTAL EXCH 2020-09-25 0.000000 2720747.00 2707143.26 Money Market BANCO DEL ESTADO DE C 5493004R4EJC0W0XVQ72 2020-09-14 0.000000 23025000.00 23025921.00 Money Market KBC BK NV N Y BRH CD 2020-07-23 0.180000 84202.00 84204.53 Money Market CREDIT INDUSTRIEL ET 2021-01-04 0.350000 73125000.00 73136700.00 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 2020-07-02 2020-07-02 2020-07-02 N N N 0.0028 104000000.00 104000000.00 0.0013 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.280 0QY002N80 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INTERCONTINENTAL EXCH 2020-09-25 0.000000 47279253.00 47042856.73 Money Market CAMPBELL SOUP CO 2020-12-01 0.000000 7590577.00 7560116.01 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 2020-07-01 2020-07-01 2020-07-01 N N N 0.0028 52000000.00 52000000.00 0.0007 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.550 0QY002N72 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FMC TECHNOLOGIES INC 2020-09-03 0.000000 7697386.00 7690473.75 Money Market GENERAL MTRS FINL CO 2020-07-15 0.000000 8952000.00 8947711.99 Money Market CAMPBELL SOUP CO 2020-12-01 0.000000 2186485.00 2177710.64 Money Market FMC TECHNOLOGIES INC 2020-08-03 0.000000 15000000.00 14994945.00 Money Market NORTHWEST NAT GAS CO 2020-09-03 0.000000 1000000.00 999248.00 Money Market OGLETHORPE PWR CORP E 2020-07-28 0.000000 10000.00 9997.03 Money Market HYUNDAI CAP AMER INC 549300RIPPWJB5Z0FK07 2020-08-06 0.000000 30600000.00 30572582.40 Money Market EXPERIAN FINANCE PLC 2020-08-31 0.000000 23000000.00 22983693.00 Money Market FMC TECHNOLOGIES INC 2020-08-07 0.000000 10000000.00 9996010.00 Money Market GENERAL MTRS FINL CO 2020-07-16 0.000000 250000.00 249867.25 Money Market AGRICULTURAL BK CHINA 2020-08-21 0.000000 25146568.00 25132385.34 Money Market NUTRIEN LTD DISC COML 2020-08-10 0.000000 15000000.00 14993280.00 Money Market INDUSTRIAL & COML BK 2020-08-28 0.000000 8752635.00 8747094.58 Money Market HARLEY-DAVIDSON FDG C 2020-08-05 0.000000 5000000.00 4998165.00 Money Market FMC TECHNOLOGIES INC 2020-08-04 0.000000 19207000.00 19200239.14 Money Market FMC TECHNOLOGIES INC 2020-08-21 0.000000 17450000.00 17438622.60 Money Market HYUNDAI CAP AMER INC 2020-08-03 0.000000 20000000.00 19983920.00 Money Market MARRIOTT INTL INC DIS 225YDZ14ZO8E1TXUSU86 2020-08-24 0.000000 250000.00 249043.75 Money Market MITSUBISHI UFJ TR & C 2020-09-09 0.000000 25100000.00 25088253.20 Money Market CENTENNIAL ENERGY HLD 2020-08-28 0.000000 20000000.00 19984000.00 Money Market MITSUBISHI UFJ TR & C 2020-08-19 0.000000 8425996.00 8423695.70 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 2020-09-21 2020-09-21 2020-09-21 N N N 0.0055 250000000.00 250000000.00 0.0032 N N N Y WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 0.371 9612C0Q44 EN5TNI6CI43VEPAMHL14 US9612C0Q442 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+ 2021-03-04 2021-03-04 2021-03-04 N N N 0.0037 199493650.00 199493650.00 0.0026 N N N N WESTPAC SECURITIES NZ LIMITED WESTPAC SECURITIES NZ LIMITED 1.433 96122JEX3 549300W0N3O6Q4RCKE25 US96122JEX37 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 AA- Standard & Poor's Short Rating A-1+ 2020-07-06 2020-07-06 2020-07-06 N N N 0.0145 77001282.05 77001282.05 0.0010 N N Y N JPMorgan Prime Money Market Fund 2020-07-08 Timothy J. Clemens Timothy J. Clemens Treasurer