0001718745-20-000288.txt : 20200807 0001718745-20-000288.hdr.sgml : 20200807 20200807161033 ACCESSION NUMBER: 0001718745-20-000288 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20200731 FILED AS OF DATE: 20200807 DATE AS OF CHANGE: 20200807 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: 201085299 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 2020-07-31 0001217286 S000002969 9 N N 333-103022 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime N 54 84 27159377695.55 24645046833.22 28622656304.60 30549808718.52 31589943107.46 33201490871.50 33448919284.61 36324444188.59 38062817308.37 37115929801.21 0.3468 0.3110 0.3529 0.3669 0.3785 0.4240 0.4221 0.4479 0.4571 0.4447 399998707.04 83023577791.79 6942102603.19 45824875.96 496790970.65 82972610404.14 82902308573.24 0.0044 1.0009 1.0009 1.0009 1.0009 1.0008 C000008130 10000000.00 20576789626.94 20559444168.28 1.0009 1.0009 1.0009 1.0009 1.0008 1861631321.72 1996707642.80 1966161793.85 1947448918.31 2314616282.76 1983071451.43 1728294748.72 1237438210.89 2273621913.75 1712912370.26 9097885399.80 7581462013.71 0.0023 Y JPM Dist Svcs, Shareholder Servicing Contract, 387313.79; C000008135 1000.00 1939244909.54 1936585103.71 1.0015 1.0014 1.0014 1.0014 1.0014 6282864728.41 6381526231.93 8363860404.87 8233024257.49 8281873288.76 8299170190.79 8358553535.81 8347158280.92 8155310693.31 8205714229.25 36254759368.72 36246280739.42 0.0001 Y JPM Dist Svcs, Shareholder Servicing Volun, 32541.01; C000008137 10000000.00 1374221.14 1372637.18 1.0012 1.0012 1.0012 1.0012 1.0012 311417.55 311406.89 389256.86 389257.41 389262.53 389263.05 389260.80 389261.48 389260.47 389262.02 1712744.76 1712746.99 0.0001 Y JPM Dist Svcs, Shareholder Servicing Contract, 1491.14; JPM Dist Svcs, Dist Volun, 227.19; DST AM Sltns, TA Volun, 4.46; C000008136 1000000.00 2152077930.87 2150081114.14 1.0010 1.0010 1.0010 1.0009 1.0009 1313279817.15 1560505232.92 1823344055.74 1684294574.73 1782750813.04 1815698008.07 1763975779.28 1742165820.18 1300650882.56 1421488612.93 7239481379.57 7412273164.26 0.0001 Y JPM Dist Svcs, Shareholder Servicing Volun, 1911.52; C000008138 5000000.00 2634198741.21 2631325996.93 1.0012 1.0011 1.0011 1.0011 1.0011 3590047566.43 3639156827.83 4449908591.09 4539836043.47 4624052860.76 4500604337.47 4266883402.05 4341563917.29 4392512191.17 4412460185.15 19513604386.11 19518104337.11 0.0018 Y JPM Dist Svcs, Shareholder Servicing Contract, 56134.42; C000008133 1000.00 656154.02 655609.83 1.0009 1.0009 1.0009 1.0008 1.0008 4.85 0.00 0.00 0.05 0.00 1.25 0.00 0.39 0.00 0.86 0.00 2.63 0.0001 Y JPM Dist Svcs, Shareholder Servicing Contract, 2173.72; JPM Dist Svcs, Dist Volun, 260.68; C000008134 50000000.00 49423856056.70 49383726072.90 1.0009 1.0009 1.0008 1.0008 1.0008 4055452085.59 3871325398.29 4088926774.66 3407704269.18 4266384719.39 4006401718.66 5324143460.58 3036334302.81 4957229642.34 4222695588.00 20835397905.17 16774401797.68 0.0026 Y JPM Dist Svcs, Shareholder Servicing Contract, 131595.96; C000212345 5000000.00 940226965.39 939414276.60 1.0010 1.0009 1.0009 1.0009 1.0009 75580018.24 124996184.48 314993610.69 89993877.72 617999416.15 0.00 89994029.81 275015588.28 20292.46 764997507.07 1098002951.75 1170002509.97 0.0026 Y JPM Dist Svcs, Shareholder Servicing Contract, 950.28; C000115390 50000000.00 5304185798.33 5299703593.67 1.0009 1.0009 1.0009 1.0009 1.0008 1245790158.82 839946337.38 1000020674.84 860309796.63 1488955915.83 731113468.37 830382257.43 1505254157.47 758615057.92 924274303.44 4700322631.70 4467977223.53 0.0031 N 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 99982467.00 99982467.00 0.0012 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 49998673.50 49998673.50 0.0006 N N Y 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 149993583.00 149993583.00 0.0018 N N Y N AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 0.650 00851BFS9 549300E7TSGLCOVSY746 US00851BFS97 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 0.0065 100063381.00 100063381.00 0.0012 N N N N ALASKA HOUSING FINANCE CORP ALASKA HOUSING FINANCE CORP 0.210 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+ 2020-08-07 2020-08-07 2043-12-01 Y ALASKA ST HSG FIN CORP - GOVTL PURPOSE GEN MTG II OR STATE CAP PROJ (GENERAL OBLIGATION) 1.0000 7 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 0.0021 65000000.00 65000000.00 0.0008 N N Y N ALBION CAPITAL CORP SA / ALBION CAPITAL LLC ALBION CAPITAL CORP SA / ALBION CAPITAL LLC 0.250 01329WKU4 US01329WKU44 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 2020-10-28 2020-10-28 2020-10-28 N Y MUFG BANK LTD. 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0025 54184011.33 54184011.33 0.0007 N N N 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 49928891.50 49928891.50 0.0006 N N N N ALPINE SECURITIZATION ALPINE SECURITIZATION 0.401 02088WR69 5493002FS5SZRATKZR12 US02088WR696 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 2021-04-06 2021-04-06 2021-04-06 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 0.0040 74795094.00 74795094.00 0.0009 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 0.0004 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 SA 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 152648156.64 152648156.64 0.0018 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 SA 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 15069804.09 15069804.09 0.0002 N Y Y 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 SA 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 99975064.00 99975064.00 0.0012 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 1.400 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 199961766.00 199961766.00 0.0024 N N N N AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 0.120 0PY002P98 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+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0012 700000000.00 700000000.00 0.0084 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 255022784.25 255022784.25 0.0031 N N N N BANCO DEL ESTADO DE CHILE BANCO DEL ESTADO DE CHILE 0.270 05972NJR4 5493004R4EJC0W0XVQ72 US05972NJR44 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-09-25 2020-09-25 2020-09-25 N N N 0.0027 49961889.00 49961889.00 0.0006 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 50000927.00 50000927.00 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 24000406.56 24000406.56 0.0003 N N N N BANCO DEL ESTADO DE CHILE NEW YORK BRANCH BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.280 05971XUD1 5493004R4EJC0W0XVQ72 US05971XUD10 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 2020-10-23 2020-10-23 2020-10-23 N N N 0.0028 150001393.50 150001393.50 0.0018 N N N N BANCO DEL ESTADO DE CHILE NEW YORK BRANCH BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 0.300 05971XTY7 5493004R4EJC0W0XVQ72 US05971XTY75 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 2020-10-06 2020-10-06 2020-10-06 N N N 0.0030 100001291.00 100001291.00 0.0012 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 1.270 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 269993768.40 269993768.40 0.0033 N Y Y N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 0.700 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 199982500.00 199982500.00 0.0024 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 0.800 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 99995100.00 99995100.00 0.0012 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 0.130 0QH001KB7 NQQ6HPCNCCU6TUTQYE16 0000927971 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2047-06-15 2.750000 25000000.00 14550194.12 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-06-15 2.000000 15000000.00 7304720.86 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2047-04-15 2.000000 13989353.00 7439341.35 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2048-08-15 3.500000 8000000.00 6198430.90 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2046-07-15 2.500000 25000000.00 13581179.69 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2044-08-15 3.000000 15000000.00 6165516.42 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2049-10-25 2.000000 7500000.00 7075284.92 Agency Debentures and Agency Strips Federal National Mort 2041-06-25 3.000000 8854542.00 2513614.59 Agency Collateralized Mortgage Obligation Federal National Mort 2024-11-25 1.500000 24889045.00 15094825.34 Agency Debentures and Agency Strips Federal National Mort B1V7KEBTPIMZEU4LTD58 2024-08-25 3.021000 10000000.00 10310586.76 Agency Collateralized Mortgage Obligation Government National M 2049-11-20 3.500000 54654125.00 42312390.34 Agency Collateralized Mortgage Obligation Government National M 2070-01-20 2.330000 20000000.00 19390625.84 Agency Collateralized Mortgage Obligation Government National M 2049-01-20 0.636750 108556666.00 71720691.56 Agency Collateralized Mortgage Obligation Government National M 2069-09-20 2.350000 28261463.00 25762601.42 Agency Collateralized Mortgage Obligation Government National M 2050-01-20 3.500000 11072725.00 11235504.80 Agency Collateralized Mortgage Obligation Government National M 2049-02-20 0.636750 56500000.00 42186656.05 Agency Collateralized Mortgage Obligation Government National M 2069-09-20 2.350000 26474089.00 24054699.36 Agency Collateralized Mortgage Obligation Government National M 2069-11-20 2.380000 27618610.00 26469160.18 Agency Collateralized Mortgage Obligation Government National M 2040-11-16 4.000000 29294618.00 31287218.16 Agency Collateralized Mortgage Obligation Government National M 2069-07-20 2.553130 29718670.00 27392878.71 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 2020-08-07 2020-08-07 2020-08-17 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 0.0013 400000000.00 400000000.00 0.0048 N N Y N BANK OF MONTREAL-CHICAGO BANK OF MONTREAL-CHICAGO 0.200 06367BPQ6 NQQ6HPCNCCU6TUTQYE16 US06367BPQ67 0000927971 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 2020-10-30 2020-10-30 2020-10-30 N N N 0.0020 100000000.00 100000000.00 0.0012 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 200422228.00 200422228.00 0.0024 N N N 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 0.0024 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.350 06417MKV6 L3I9ZG2KFGXZ61BMYR72 US06417MKV62 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 2020-10-29 2021-07-29 2021-07-29 N N N 0.0035 24999999.25 24999999.25 0.0003 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.326 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 2020-10-08 2020-10-08 2020-10-08 N N N 0.0033 60000000.00 60000000.00 0.0007 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.349 06417MKU8 US06417MKU89 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 2020-08-24 2021-07-23 2021-07-23 N N N 0.0035 164924070.30 164924070.30 0.0020 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.297 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 2020-10-28 2021-01-28 2021-01-28 N N N 0.0030 85000000.00 85000000.00 0.0010 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.344 06417MKT1 US06417MKT17 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 2020-10-23 2021-07-23 2021-07-23 N N N 0.0035 69999997.20 69999997.20 0.0008 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.357 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 2020-10-08 2021-01-08 2021-01-08 N N N 0.0036 180000000.00 180000000.00 0.0022 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 200287088.00 200287088.00 0.0024 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.404 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 2020-10-06 2021-01-05 2021-01-05 N N N 0.0041 110000000.00 110000000.00 0.0013 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 200062116.00 200062116.00 0.0024 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 0.414 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 2020-10-06 2021-01-04 2021-01-04 N N N 0.0042 60000000.00 60000000.00 0.0007 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 0.0018 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 0.240 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 2020-08-03 2020-08-07 2020-10-26 Y BARCLAYS BANK PLC 1.0000 7 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 0.0024 125000000.00 125000000.00 0.0015 N N Y 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 99978300.00 99978300.00 0.0012 N N N N BARCLAYS BANK PLC (CCP) BARCLAYS BANK PLC (CCP) 0.390 06740BEZ6 G5GSEF7VJP5I7OUK5573 US06740BEZ67 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 2020-08-03 2020-08-31 2021-02-05 Y BARCLAYS BANK PLC (CCP) 1.0000 31 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 0.0040 200000000.00 200000000.00 0.0024 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 99987775.00 99987775.00 0.0012 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 149961421.50 149961421.50 0.0018 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.341 0RI001CA5 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 20 TIMES SQ TR 2018-2 2035-05-17 3.099900 8600000.00 7875804.75 Private Label Collateralized Mortgage Obligations BAMLL RE-REMIC TR 201 2045-06-28 0.000000 3008270.00 1989182.44 Private Label Collateralized Mortgage Obligations BANC AMERICA FDG 2007 2037-10-25 7.000000 19980000.00 2091710.96 Private Label Collateralized Mortgage Obligations BANCORP COML MTG 2019 2036-09-17 3.024750 5000000.00 4395171.67 Private Label Collateralized Mortgage Obligations BANCORP COML MTG TR 2 5493009R0KRDEB1KXF82 2035-03-16 2.874750 175000.00 159530.82 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 J 206 2062-11-17 1.961200 7160000.00 5567210.27 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 X-H 2 2062-11-17 1.500000 5200000.00 633245.60 Private Label Collateralized Mortgage Obligations BANK 2019-BNK22 X-J 2 2062-11-17 1.500000 10400000.00 1219597.60 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C6 2053-02-18 3.688350 7500000.00 7151974.69 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C6 2053-02-18 3.688350 14785000.00 13144879.62 Private Label Collateralized Mortgage Obligations BBCMS TRUST 2018-CBM 2037-07-15 4.324750 7882000.00 5380372.31 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2012-RR6 2036-11-26 0.000000 8545529.00 5575043.30 Private Label Collateralized Mortgage Obligations BCP VOYAGER MSTR FND 2036-09-26 30.976587 129600000.00 2443122.03 Private Label Collateralized Mortgage Obligations BCP VOYAGER MSTR FND 2038-02-26 1.008522 15000000.00 5931269.42 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2020 2053-07-17 2.335000 5500000.00 5693153.58 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2019-A 2036-10-15 2.911350 9931000.00 8602896.91 Private Label Collateralized Mortgage Obligations BX COML MTG TR 2019-A 2036-10-15 3.661350 5686000.00 4504376.80 Private Label Collateralized Mortgage Obligations BX TRUST 2018-EXCL C 2037-09-15 2.149750 24000000.00 16716979.36 Private Label Collateralized Mortgage Obligations CGDB COML MTG TR 2019 2036-11-17 3.166490 10729750.00 9854656.58 Private Label Collateralized Mortgage Obligations CHASE MORTGAGE FIN TR 2037-03-25 5.178370 136907749.00 2891392.60 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2047-10-11 3.548000 5500000.00 4228563.17 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-02-12 4.421557 5000000.00 3435663.15 Private Label Collateralized Mortgage Obligations CITGRP COML MTG TR 20 2048-06-12 4.055679 125000.00 120304.47 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2036-12-15 3.824750 1294000.00 1034792.25 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2036-03-25 6.000000 1453846.00 619664.56 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2061-03-25 3.250000 11197650.00 6244910.74 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2 2061-03-25 3.250000 4000000.00 1709130.09 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-02-12 0.676284 17233000.00 563188.74 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-05-10 4.000000 4712000.00 1579987.00 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-11-13 3.220000 4200000.00 2564920.40 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-11-13 1.291856 18049000.00 956011.25 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-12-12 3.000000 4983400.00 2623750.13 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-12-12 3.000000 5413100.00 2565766.10 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS2 2047-03-12 5.002629 3500000.00 2808459.00 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS3 2047-06-12 3.525000 3200000.00 2054321.60 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS4 2047-08-12 3.750000 644150.00 199895.85 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-UBS4 2047-08-12 3.750000 1207795.00 92204.71 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-HR 549300Z5THZ1JXIHVK60 2039-11-25 9.421630 4100000.00 3089874.18 Agency Collateralized Mortgage Obligation CONN AVE SECS 2019-R0 2039-10-25 3.571630 4400000.00 3451165.73 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-R0 2040-01-25 3.421630 4077000.00 2776050.42 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-SB 2040-02-27 6.771630 27861000.00 18427833.86 Agency Collateralized Mortgage Obligation CORE MTG TR 2019-CORE 2031-12-15 1.969296 52782000.00 64617.98 Private Label Collateralized Mortgage Obligations CSFB MTG PTC 2004-AR7 2034-11-25 0.821630 8032545.00 908023.43 Private Label Collateralized Mortgage Obligations CSMC COML MTG TR 2016 2049-12-17 3.358239 2831805.00 792080.02 Private Label Collateralized Mortgage Obligations CSMC MTG TRUST 2006-8 2021-10-25 5.500000 20500000.00 117523.25 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-WIN2 2044-10-25 3.953779 3928402.00 2548138.75 Private Label Collateralized Mortgage Obligations CWALT INC 2005-76 2-A 2036-02-25 3.022240 50001200.00 718648.25 Private Label Collateralized Mortgage Obligations CWALT INC 2006-HY3 3- 2036-04-25 3.921238 17500000.00 1029612.30 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2 2046-06-25 2.262240 4341998.00 571815.92 Private Label Collateralized Mortgage Obligations CWALT INC ALT LN TR 2 2046-06-25 1.106331 270483500.00 1322285.55 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2006 2036-05-20 3.597862 5503000.00 523616.11 Private Label Collateralized Mortgage Obligations CWMBS CHL MTG TR 2007 2037-09-25 6.928370 17203000.00 368617.76 Private Label Collateralized Mortgage Obligations Federal National Mort 2031-09-25 4.271630 14134000.00 12902004.60 Agency Collateralized Mortgage Obligation Federal National Mort 2031-07-25 4.521630 4500000.00 4116052.81 Agency Collateralized Mortgage Obligation FHLMC REMIC 2020-HQA3 2050-07-25 10.175750 5700000.00 5647833.48 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 20 2056-08-25 4.000000 12702000.00 11544153.42 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-DNA3 2030-03-25 4.621630 1099000.00 1056508.83 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA3 2030-04-25 4.621630 3093000.00 2878384.51 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HRP1 2042-12-26 4.771630 896000.00 819081.25 Agency Collateralized Mortgage Obligation FHLMC STACR 2018-HQA2 5493005RUXPCBST1N217 2048-10-26 4.421630 6971000.00 6032196.55 Agency Collateralized Mortgage Obligation FHLMC STACR 2018-HQA2 5493005RUXPCBST1N217 2048-10-26 11.171630 7000000.00 6478817.05 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-DNA3 549300KB1O80CETXGJ21 2049-07-26 8.321630 1000000.00 789357.63 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-DNA4 2049-10-25 6.421630 1000000.00 679962.51 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-FTR2 2048-11-25 7.571630 2000000.00 1539946.58 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-HQA1 2049-02-25 4.571630 18682437.00 17859885.90 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-HQA2 549300NKHCH87PYOHD44 2049-04-26 4.271630 1000000.00 960619.63 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-HQA3 2049-09-27 7.671630 6250000.00 4335202.52 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA1 2050-01-25 5.421630 1500000.00 812933.10 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA3 2050-06-27 9.521630 14250000.00 14148083.41 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA1 2050-01-25 2.521630 4670000.00 3730812.48 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA1 2050-01-25 5.271630 1900000.00 1014745.80 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA2 2050-03-25 4.271630 3000000.00 2389321.88 Agency Collateralized Mortgage Obligation FIRST HORIZON ALT 200 2037-02-25 0.671630 13177000.00 734337.61 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-10-25 5.021630 5498000.00 5391250.61 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 2029-11-26 5.221630 4584000.00 4500645.37 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 2030-02-25 4.321630 8419000.00 7790497.92 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-02-25 4.621630 3027201.00 2822678.80 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 2030-10-25 3.921630 2668000.00 2440077.39 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 4.421630 9000000.00 8329583.63 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-03-25 3.921630 1600000.00 1462122.78 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-03-25 4.271630 1567000.00 1435059.58 Agency Collateralized Mortgage Obligation GALTON FDG MTG TR 201 2059-10-25 0.000000 223279318.00 9399796.78 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 GMACM MTG LN TR 2006- 2036-04-25 0.412694 44944000.00 41628.06 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-02-12 4.326382 2500000.00 2379578.30 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2015-G 2048-02-12 4.326382 9660000.00 7704654.86 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2017-S 2032-10-12 4.591300 12000000.00 9890989.00 Private Label Collateralized Mortgage Obligations HARBORVIEW MTG LN TR 2036-08-19 3.805091 16490000.00 1176154.66 Private Label Collateralized Mortgage Obligations HPLY TRUST 2019-HIT F 2036-11-17 3.324750 3000000.00 2092500.93 Private Label Collateralized Mortgage Obligations HPLY TRUST 2019-HIT G 2036-11-17 4.074750 2500000.00 1644465.98 Private Label Collateralized Mortgage Obligations INDYMAC INDX 2006-AR9 2036-06-25 3.384679 15000000.00 915306.87 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2006 2036-07-25 6.250000 1500000.00 298493.97 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM 202 2036-12-15 1.024750 2015000.00 1975212.71 Private Label Collateralized Mortgage Obligations JP MRGN CHASE COM 202 2036-12-15 1.224750 155000.00 149950.15 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-10-19 3.652704 4806000.00 3427211.08 Private Label Collateralized Mortgage Obligations JPMDB COML MT SEC TR 2052-11-18 2.500000 818000.00 450370.62 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2007-C2 X 2040-02-15 0.166701 159541500.00 430.47 Private Label Collateralized Mortgage Obligations LB-UBS CMBS 2007-C7 X 2045-09-15 0.000000 1004769401.00 88.94 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 201 2048-04-22 1.380412 163467289.00 3768178.02 Private Label Collateralized Mortgage Obligations LSTAR COML MTG TR 201 2049-03-12 4.555513 146000.00 120747.88 Private Label Collateralized Mortgage Obligations MLTI FMLY CONN AVE SE 549300HG8ZEWVWVSN227 2049-10-25 3.421630 4000000.00 3664616.72 Agency Collateralized Mortgage Obligation MOFT TRUST 2020-ABC D 2042-02-12 3.476700 1500000.00 1371469.88 Private Label Collateralized Mortgage Obligations MOFT TRUST 2020-ABC E 2042-02-12 3.476700 4900000.00 4097876.13 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2049-08-17 2.703019 6483000.00 3830432.03 Private Label Collateralized Mortgage Obligations MORGAN STAN CAP I 201 2049-08-17 1.500000 13931000.00 959260.80 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP 20 2036-05-15 4.924750 6000000.00 4360078.67 Private Label Collateralized Mortgage Obligations MORGAN STANY CAP I TR 2053-07-17 1.973330 13600000.00 2047241.21 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015 2048-02-18 1.611636 17787000.00 1049362.39 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015 2047-08-16 4.343037 5000000.00 4814135.99 Private Label Collateralized Mortgage Obligations MS BOFAML TRUST 2014- 2047-08-16 3.500000 137000.00 43366.21 Private Label Collateralized Mortgage Obligations MTRO COMM MTG TR 2019 2033-12-15 1.974750 2995000.00 2919492.06 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2033-02-15 2.915743 2000000.00 1633675.77 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2033-02-15 3.464505 5671000.00 4479703.12 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2036-12-17 3.250001 1000000.00 810066.33 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2018- 549300U48YU2VDL8N523 2058-05-25 4.500000 960000.00 733690.70 Private Label Collateralized Mortgage Obligations PRIME MTG TR 2007-1 X 2037-03-25 0.293610 82317000.00 36783.25 Private Label Collateralized Mortgage Obligations PRIME MTG TR 2007-2 X 2037-04-25 0.281880 40230000.00 26833.68 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2035-06-25 5.500000 7175000.00 399973.10 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2037-05-25 5.928370 64032000.00 5169274.96 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET SEC 2037-09-25 6.278370 6722000.00 904810.50 Private Label Collateralized Mortgage Obligations VELOCITY COM CAP LN T 2048-10-25 7.050000 5900000.00 3845788.56 Private Label Collateralized Mortgage Obligations VELOCITY COML CAP LN 2046-10-25 7.225500 2500000.00 2543358.13 Private Label Collateralized Mortgage Obligations VELOCITY COML CAP LN 2046-10-25 8.467500 1500000.00 1530451.88 Private Label Collateralized Mortgage Obligations VELOCITY COML CAP LN 2047-05-25 6.400000 1810000.00 1769972.45 Private Label Collateralized Mortgage Obligations VELOCITY COML CAP LN 2047-11-25 6.420000 1000000.00 623026.57 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2049-03-25 6.790000 3850000.00 3083251.23 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2049-07-25 6.300000 5020000.00 3816331.06 Private Label Collateralized Mortgage Obligations VELOCITY COMM CAP TR 2049-10-25 4.730000 1200000.00 933552.10 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2048-02-18 3.768000 1400000.00 853385.40 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2050-04-15 4.372798 7000000.00 5657609.99 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2047-08-16 1.108963 53349723.00 1980192.52 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 2020-08-03 2020-08-03 2020-08-03 Y BARCLAYS CAPITAL INC 1.0000 3 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 0.0048 N Y Y N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 0.411 0RI001D63 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ASHFORD HOSP TR 2018- 2035-04-16 2.274750 6100000.00 5498930.40 Private Label Collateralized Mortgage Obligations BAMLL COM MTG SEC TR 2037-03-12 3.534300 10730000.00 8211446.35 Private Label Collateralized Mortgage Obligations BAMLL COML MTG TR 201 2050-02-17 3.748000 5000000.00 5635216.67 Private Label Collateralized Mortgage Obligations BANCORP COML MTG TR 2 5493009R0KRDEB1KXF82 2035-03-16 1.024750 24000.00 1967.26 Private Label Collateralized Mortgage Obligations BANK 2019-BNK19 AS 20 2061-08-17 3.446000 550000.00 621665.37 Private Label Collateralized Mortgage Obligations BANK 2019-BNK24 A-1 2 2062-11-17 2.056000 360000.00 330608.26 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2019-C3 2052-05-17 2.581000 225000.00 202390.98 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C7 2053-04-17 2.037000 375000.00 393838.69 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C7 2053-04-17 2.444000 4350000.00 4577194.70 Private Label Collateralized Mortgage Obligations BBCMS TR 2015-MSQ B 2 2032-09-15 3.894000 1500000.00 1554484.00 Private Label Collateralized Mortgage Obligations BBCMS TRUST 2015-VFM 2036-03-12 3.375000 1000000.00 900074.75 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2018 2053-05-16 3.000000 8030000.00 5424618.32 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2019 2062-03-17 3.717000 1670000.00 1960796.26 Private Label Collateralized Mortgage Obligations BENCHMART MTG TR 2019 2052-08-16 3.418800 5000000.00 5648975.00 Private Label Collateralized Mortgage Obligations CARS-DB4 LLP 2020-1 B 2050-02-15 4.170000 6100000.00 5980869.03 Private Label Collateralized Mortgage Obligations CFCRE COML MTG TR 201 2048-01-10 3.865000 1250000.00 1401252.29 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2072-12-16 3.102000 1610000.00 1814106.14 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-DC1 2048-02-12 3.350000 1750000.00 1896780.67 Private Label Collateralized Mortgage Obligations COMM MTG TR 2016-CCRE 2049-02-12 3.895956 5000000.00 4496783.15 Private Label Collateralized Mortgage Obligations CSAIL COML MTG TR 202 2053-03-17 2.500000 5500000.00 4304169.83 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-HL1 A 2047-06-25 3.500000 225000.00 122558.20 Private Label Collateralized Mortgage Obligations DBGS MTG TR 2018-C1 A 2051-10-17 4.764000 1600000.00 1927860.80 Private Label Collateralized Mortgage Obligations DBWF MTG TR 2018-GLKS 2030-12-19 2.586750 14111000.00 12989729.36 Private Label Collateralized Mortgage Obligations FHLMC REMIC 2020-HQA3 2050-07-25 3.775750 2000000.00 1983129.29 Agency Collateralized Mortgage Obligation FHLMC STACR 2014-HQ2 2024-09-25 2.371630 5815000.00 1431379.51 Agency Collateralized Mortgage Obligation FHLMC STACR 2015-DNA3 2028-04-25 4.871630 1475000.00 1525207.96 Agency Collateralized Mortgage Obligation FHLMC STACR 2015-HQ2 2025-05-27 2.121630 3850000.00 864859.85 Agency Collateralized Mortgage Obligation FHLMC STACR 2016-HQA2 2028-11-27 5.321630 1335000.00 1213418.66 Agency Collateralized Mortgage Obligation FHLMC STACR 2018-HRP2 549300YG8OJES76WL398 2047-02-25 1.421630 2330000.00 1516077.79 Agency Collateralized Mortgage Obligation FHLMC STACR 2018-SPI2 2048-05-25 3.808013 90000.00 87343.90 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-DNA1 2049-01-25 4.821630 4477744.00 4236777.51 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA1 5493003FQV7GR462GO02 2050-01-25 0.871630 283831.00 48460.09 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2028-04-25 5.721630 678000.00 283966.29 Agency Collateralized Mortgage Obligation GS MTG SECS TR 2013-G 5493005BBCF84ICNQ550 2046-02-12 1.494232 27563000.00 678718.28 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-G 2046-07-12 0.075793 1905000.00 3736.16 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2016-G 2049-11-15 3.233000 10000000.00 6479401.67 Private Label Collateralized Mortgage Obligations GSAA HEQ TR 2006-11 2 2036-07-25 0.421630 6666667.00 1114374.46 Private Label Collateralized Mortgage Obligations IMPACT FUNDING LLC 20 2051-01-25 5.876000 3000000.00 3284801.00 Private Label Collateralized Mortgage Obligations INVITATION HOMES TR 2 2037-07-17 1.330880 11000000.00 10882097.21 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2051-02-15 6.799500 16202000.00 19559738.93 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE CMBS 2031-10-07 3.201200 11230000.00 11065937.19 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2019 2049-12-25 1.071630 200000.00 106924.65 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC 20 2047-09-17 3.801200 1650000.00 1810999.85 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-01-17 3.494300 1348652.00 1472799.35 Private Label Collateralized Mortgage Obligations LCCM MORTGAGE TR 2017 2050-07-12 4.706000 6500000.00 6004359.83 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2049-11-18 2.860000 275000.00 291292.47 Private Label Collateralized Mortgage Obligations MORGAN STANLEY CAP I 2038-01-12 3.826100 10000000.00 5699834.17 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2013 2046-08-17 4.352694 500000.00 536070.12 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2016 2049-05-17 3.000000 6530000.00 4638069.63 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2016 2049-11-18 3.000000 10600000.00 6431104.80 Private Label Collateralized Mortgage Obligations MS MTG LN TR 2007-8XS 2037-04-25 5.558370 86854000.00 396728.48 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2035-06-15 2.567716 3631418.00 3117918.09 Private Label Collateralized Mortgage Obligations NATIXIS COMM MTG SEC 2038-12-16 2.966000 60000.00 62725.90 Private Label Collateralized Mortgage Obligations OBX TR 2019-EXP1 2A-1 2059-01-27 1.121630 650000.00 247463.21 Private Label Collateralized Mortgage Obligations OBX TR 2019-EXP2 2-A- 2059-06-25 1.071630 450000.00 224541.68 Private Label Collateralized Mortgage Obligations OBX TRUST 2020-INV1 A 2049-12-25 1.084500 1260000.00 992937.61 Private Label Collateralized Mortgage Obligations PALISADES CTR TR 2016 2033-04-14 2.712980 15000000.00 11793733.98 Private Label Collateralized Mortgage Obligations RALI SERIES TRUST 200 2046-03-25 0.381630 17707040.00 1555577.52 Private Label Collateralized Mortgage Obligations SFAVE COML MTG TR 201 2043-01-08 3.872000 47500.00 51608.35 Private Label Collateralized Mortgage Obligations TOWD POINT MTG TR 201 2055-04-25 3.750000 642000.00 685949.39 Private Label Collateralized Mortgage Obligations TOWD PT MTG TR 2019-H 2048-10-26 1.171630 630000.00 392765.73 Private Label Collateralized Mortgage Obligations TRICON AMER HOMES TR 2037-05-19 3.530000 200000.00 212622.82 Private Label Collateralized Mortgage Obligations UBS-BARCLY COML MTG T 2049-08-12 3.091000 175000.00 178245.46 Private Label Collateralized Mortgage Obligations UBS-BARCLY COML MTG T 2046-03-12 3.184700 375000.00 390739.84 Private Label Collateralized Mortgage Obligations VISIO TR 2019-1 A-1 2 2054-06-25 3.572000 54000.00 45933.36 Private Label Collateralized Mortgage Obligations VISIO TRUST 2019-2 A- 2054-11-25 2.722000 1065000.00 992602.07 Private Label Collateralized Mortgage Obligations WELLS FARGO CO MTG TR 2050-10-17 3.581000 250000.00 284151.29 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2052-06-17 3.311000 660000.00 752401.43 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG T 2043-11-18 4.393000 700000.00 48081.93 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 549300XO83D3BDYP0P62 2058-09-17 3.571000 75000.00 79049.91 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2049-06-17 2.603000 115000.00 115858.61 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 549300BSYX29G4VVM177 2059-11-18 2.933000 1700000.00 1802821.38 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2045-12-15 2.875000 287000.00 296876.48 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2045-05-17 3.001000 174000.00 182225.30 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2057-09-17 3.488000 325000.00 349243.59 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 2020-08-03 2020-09-04 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 0.0042 180000000.00 180000000.00 0.0022 N N N Y BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.240 06945LKW7 549300KOFKIMD0C37W24 US06945LKW71 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 2020-10-30 2020-10-30 2020-10-30 N Y SOCIETE GENERALE SA 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 0.0024 24986918.75 24986918.75 0.0003 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 SA 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 74964937.50 74964937.50 0.0009 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.150 06945LJ41 549300KOFKIMD0C37W24 US06945LJ412 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 2020-09-04 2020-09-04 2020-09-04 N Y SOCIETE GENERALE SA 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 0.0015 49992368.00 49992368.00 0.0006 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 SA 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 49989375.00 49989375.00 0.0006 N N N N 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 SA 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 24988075.00 24988075.00 0.0003 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.280 06945LM70 549300KOFKIMD0C37W24 US06945LM705 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 2020-12-07 2020-12-07 2020-12-07 N Y SOCIETE GENERALE SA 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 0.0028 124923406.25 124923406.25 0.0015 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.360 06945LN87 549300KOFKIMD0C37W24 US06945LN877 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 2021-01-08 2021-01-08 2021-01-08 N Y SOCIETE GENERALE SA 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 29960957.40 29960957.40 0.0004 N N N N BARTON CAPITAL S.A. BARTON CAPITAL S.A. 0.150 06945LHK7 549300KOFKIMD0C37W24 US06945LHK70 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 SA 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 0.0015 74996041.50 74996041.50 0.0009 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 SA 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 49997978.00 49997978.00 0.0006 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 175014544.25 175014544.25 0.0021 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.544 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 0.0154 99734777.82 99734777.82 0.0012 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.321 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 104893800.90 104893800.90 0.0013 N N N 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 50004031.50 50004031.50 0.0006 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.544 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 0.0154 109694139.06 109694139.06 0.0013 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.380 0RH002KP2 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACE SECS HEQ 2003-HS1 2033-07-25 6.171630 4081000.00 1541.46 Asset-Backed Securities AEGIS ABS 2005-4 M4 2 2035-10-25 0.771630 7500000.00 80989.06 Asset-Backed Securities AES CORP SR SEC GLBL 2NUNNB7D43COUIRE5295 2030-07-15 3.950000 914.00 979.28 Corporate Debt Securities AFC MTG LOAN ABC 1998 2028-09-25 0.891630 56700000.00 204540.96 Asset-Backed Securities ASCENTIUM EQUIP RECV 2022-08-10 2.870000 490000.00 496388.21 Asset-Backed Securities BANC AMER CMBS 2006-3 2044-07-10 0.105249 150000000.00 616.34 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2018 2051-04-12 3.746000 200000.00 221693.73 Private Label Collateralized Mortgage Obligations CANADIAN NATL RY CO S 3SU7BEP7TH9YEQOZCS77 2034-08-01 6.250000 360000.00 570110.40 Corporate Debt Securities CCG RECV TRUST 2019-1 2026-09-14 3.220000 505000.00 519329.66 Asset-Backed Securities CHASE FDG ACQUISITION 2034-08-25 5.484030 2000000.00 86660.84 Asset-Backed Securities CITICORP MTG SEC REMI 2038-02-25 0.000000 2009648.00 60468.63 Private Label Collateralized Mortgage Obligations CITIGROUP COML MTG TR 2051-11-10 3.300000 388000.00 295831.38 Private Label Collateralized Mortgage Obligations CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2022-11-04 2.312000 995000.00 1020648.45 Corporate Debt Securities COMM 2003-LNB1 X-1 20 2038-06-10 1.217687 87295453.00 590.63 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-LC13 2046-08-10 4.557000 100000.00 108173.65 Private Label Collateralized Mortgage Obligations COMM MTG TR 2014-CCRE 2047-04-12 3.775000 465930.00 500746.22 Private Label Collateralized Mortgage Obligations CONSECO FIN SECS 2002 2032-04-15 2.924750 11250000.00 322636.70 Asset-Backed Securities COOF SECURITIZATION T 2038-06-25 0.000000 2.00 0.06 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2026-08-17 3.210000 250000.00 252461.42 Asset-Backed Securities CSFB ABS TRUST 2002-H 2032-10-25 2.971630 1250000.00 20926.39 Asset-Backed Securities CSFB MTG PTC 2002-30 2032-11-25 7.391636 1000000.00 199093.69 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR3 2043-05-25 2.500000 1363.00 539.64 Private Label Collateralized Mortgage Obligations CWABS INC 2005-15 M-5 2036-01-25 0.951630 1500000.00 13353.29 Asset-Backed Securities CWABS INC 2006-6 2-A- 2036-09-25 0.451630 1500000.00 333070.00 Asset-Backed Securities DELTA FDG HM EQ LN TR 2030-01-15 8.100000 2500000.00 160887.17 Asset-Backed Securities FBR SEC TRUST 2005-5 2035-11-25 3.546630 77.00 0.03 Asset-Backed Securities Federal Home Loan Mor 2035-07-01 2.000000 1352018.00 1408325.04 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 2.610000 6274.00 6612.86 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-08-01 2.500000 72035.00 75803.25 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 2.500000 10654.00 11282.70 Agency Mortgage-Backed Securities Federal National Mort 2027-01-01 3.170000 391626.00 443407.05 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 2.000000 75860.00 78638.50 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 9748.00 10250.44 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 27351.00 0.27 Asset-Backed Securities GLOBAL MTG SEC 2005-A 2032-04-25 5.250000 11011000.00 7269.70 Private Label Collateralized Mortgage Obligations Government National M 2050-07-20 4.000000 1000.00 1079.14 Agency Mortgage-Backed Securities Government National M 2069-11-20 2.191000 538521.00 601325.75 Agency Mortgage-Backed Securities Government National M 2050-07-20 3.500000 148838.00 158959.98 Agency Mortgage-Backed Securities Government National M 2050-07-20 3.500000 226144.00 241018.77 Agency Mortgage-Backed Securities Government National M 2042-03-15 3.580000 533621.00 602198.41 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2042-05-16 0.576630 1016367.00 508663.02 Agency Collateralized Mortgage Obligation GS MTG SECS TR 2014-G 2047-06-12 3.516000 800000.00 496408.18 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2018-G 2051-03-10 4.141000 99000.00 112928.39 Private Label Collateralized Mortgage Obligations INDYMAC INDX 2006-FLX 2036-11-25 0.381630 3100000.00 425105.50 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2019 2049-06-25 4.000000 1308000.00 129034.73 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2045-07-17 4.038758 60000.00 63626.50 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2049-12-17 0.684462 4000000.00 106120.36 Private Label Collateralized Mortgage Obligations KGS ALPHA SBA COOF TR 2035-03-25 2.566302 26.00 0.32 Asset-Backed Securities LSTAR COML MTG TR 201 2049-03-12 2.809000 210000.00 217935.44 Private Label Collateralized Mortgage Obligations MARRIOTT INTL INC NEW 225YDZ14ZO8E1TXUSU86 2030-06-15 4.625000 1.00 1.08 Corporate Debt Securities MASTR ABS TRUST 2006- 2036-11-25 0.221630 25000000.00 205137.77 Asset-Backed Securities ML MTG INV MLCC 2006- 2036-05-25 3.189655 5078000.00 244572.92 Private Label Collateralized Mortgage Obligations MRCD 2019-PARK MORTGA 2036-12-15 2.717520 150000.00 153251.79 Private Label Collateralized Mortgage Obligations MS BOFA ML TRUST 2015 2048-03-17 0.877988 2028636.00 59705.94 Private Label Collateralized Mortgage Obligations NATIXIS COM MTG SEC 2 2039-05-17 3.622000 400000.00 443671.73 Private Label Collateralized Mortgage Obligations NAVIENT PRIV ED LN TR 2042-02-18 3.680000 28.00 28.65 Asset-Backed Securities NAVIENT PRIV ED LN TR 2069-01-15 2.770000 466870.00 457663.84 Asset-Backed Securities NEWCREST FINANCE PTY 549300I0XDZ4K7PDSS04 2050-05-13 4.200000 720.00 888.09 Corporate Debt Securities NISSAN AUTO LEASE TR 2024-07-15 2.780000 500000.00 512667.78 Asset-Backed Securities POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2027-03-01 5.750000 2000.00 2182.92 Corporate Debt Securities RESIDENTIAL ASSET 200 2035-11-25 0.581630 100000.00 92284.96 Asset-Backed Securities RESIDENTIAL ASSET 200 2035-10-25 1.041630 700000.00 636098.92 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 0.551630 1033264.00 73.66 Asset-Backed Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2040-03-25 5.500000 3607000.00 5401590.71 Corporate Debt Securities SLC STUDENT LN TR 200 2039-09-15 0.473380 829999.00 775629.81 Asset-Backed Securities STARBUCKS CORP SR GLB OQSJ1DU9TAOC51A47K68 2020-11-22 2.200000 2000.00 2020.63 Corporate Debt Securities TOWD PT MTG TR 2016-3 2056-04-25 2.250000 370000.00 105924.83 Private Label Collateralized Mortgage Obligations TOYOTA MOTOR CORP SR 5493006W3QUS5LMH6R84 2021-07-20 3.183000 3435.00 3535.65 Corporate Debt Securities UBS COML MTG TR 2018- 2051-12-15 3.321100 260000.00 197057.71 Private Label Collateralized Mortgage Obligations WELLS FARGO COM MTG 2 2052-05-17 2.741000 570000.00 92874.43 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2048-02-18 1.206148 1786878.00 66899.66 Private Label Collateralized Mortgage Obligations WELLS FARGO HEQ 2005- 2034-08-25 2.721630 504000.00 145664.08 Asset-Backed Securities WINWATER MTG LN TR 20 2045-02-20 3.500000 1000000.00 235218.66 Private Label Collateralized Mortgage Obligations WORLD FIN NET CCMT 20 2026-04-15 3.040000 139323.00 142360.54 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 2020-08-07 2020-08-07 2020-08-13 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 0.0038 20000000.00 20000000.00 0.0002 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.380 0RH002KD9 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AES CORP SR SEC GLBL 2NUNNB7D43COUIRE5295 2030-07-15 3.950000 2.00 2.14 Corporate Debt Securities BRITISH COLUMBIA PROV 54930058TO7MEKUHWL16 2026-06-02 2.250000 13000.00 14250.05 Corporate Debt Securities COOF SECURITIZATION T 2038-06-25 0.000000 1310993.00 38805.39 Asset-Backed Securities DEERE & CO SR GLBL NT PWFTNG3EI0Y73OXWDH08 2025-04-15 2.750000 4000.00 4417.55 Corporate Debt Securities EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 0.971630 2.00 0.10 Asset-Backed Securities Federal Home Loan Mor 2050-06-01 3.044000 3365015.00 3282609.97 Agency Mortgage-Backed Securities Federal National Mort 2040-07-01 2.000000 47567.00 49309.22 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 2218.00 0.02 Asset-Backed Securities HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 2025-05-01 6.875000 139464.00 160509.72 Corporate Debt Securities ICON BRAND HLDGS LLC 2043-01-25 4.229000 3.00 0.59 Asset-Backed Securities KGS ALPHA SBA COOF TR 2035-03-25 2.566302 5.00 0.06 Asset-Backed Securities KGS-ALPHA SBA COOF TR 2039-05-25 0.692410 2.00 0.01 Asset-Backed Securities MORGAN STANLEY CAP 20 2036-01-25 0.541630 88294.00 69532.60 Asset-Backed Securities NORTH CAROLINA ST ED 2041-07-25 1.168000 2.00 0.63 Other Instrument Municipal debt SANTANDER DRIVE AUTO 2022-02-15 2.280000 1.00 0.23 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 0.551630 94731.00 6.75 Asset-Backed Securities TOWD PT MTG TR 2017-2 2057-04-25 4.166169 21543940.00 23194546.36 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 2020-08-05 2020-08-05 2020-08-05 Y BMO CAPITAL MARKETS CORP 1.0000 5 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 0.0038 25000000.00 25000000.00 0.0003 N N Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.200 0RH002LH9 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AES CORP SR SEC GLBL 2NUNNB7D43COUIRE5295 2030-07-15 3.950000 89087.00 95449.79 Corporate Debt Securities ALASKA STUDENT LN COR 2031-08-25 0.667000 2.00 0.49 Other Instrument Municipal debt ALBERTA PROV CDA SR G LQPXMHHNJKIPJYE53543 2028-03-15 3.300000 35000.00 41347.83 Corporate Debt Securities AMERICREDIT AUTO RECV 2022-04-08 2.240000 2.00 1.08 Asset-Backed Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2026-02-23 3.250000 2500000.00 2872634.72 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2024-02-09 3.000000 732000.00 804104.44 Corporate Debt Securities APPLE INC SR GLBL NT4 HWUPKR0MPOU8FGXBT394 2036-02-23 4.500000 594000.00 822167.28 Corporate Debt Securities ASSURANT INC CR SEN S H3F39CAXWQRVWURFXL38 2028-03-27 4.900000 1950000.00 2177092.67 Corporate Debt Securities BANK NOVA SCOTIA B C 2021-01-13 4.375000 2000.00 2040.26 Corporate Debt Securities BAT CAPITAL CORP GLBL 2138005GYEXN7XRHFA84 2030-04-02 4.906000 480842.00 586952.80 Corporate Debt Securities BRITISH COLUMBIA PROV 54930058TO7MEKUHWL16 2021-09-22 2.650000 491000.00 508826.16 Corporate Debt Securities CANADA GOVT GLBL BD 2 4BFD7AQU0A75QLAHK410 2022-11-15 2.000000 5000.00 5224.11 Other Instrument International debt CCO HLDGS LLC / CCO H 2032-05-01 4.500000 430000.00 459723.75 Corporate Debt Securities CDP FINANCIAL INC. SR 2021-06-11 2.125000 370010.00 376792.80 Corporate Debt Securities CHESAPEAKE FDG II LLC 2030-04-15 3.570000 264998.00 271434.98 Asset-Backed Securities CISCO SYS INC SR GLBL 8E6NF1YAL0WT6CWXXV93 2026-02-28 2.950000 974000.00 1112276.35 Corporate Debt Securities CNH EQUIPMENT TR 2017 2022-09-15 1.860000 2.00 0.54 Asset-Backed Securities CONSTELLATION BRANDS 5493005GKEG8QCVY7037 2022-11-07 2.650000 19.00 19.95 Corporate Debt Securities COOF SECURITIZATION T 2038-06-25 0.000000 89550043.00 2650681.27 Asset-Backed Securities CPPIB CAPITAL INC FR 2021-01-29 2.375000 750000.00 757913.96 Other Instrument International debt CPPIB CAPITAL INC SR 2020-10-16 0.300880 1399999.00 1400286.51 Other Instrument International debt CREDIT ACCEPT AUTO TR 2028-06-15 3.940000 1.00 1.04 Asset-Backed Securities CUSHMAN & WAKEFIELD U 2028-05-15 6.750000 1600000.00 1732700.00 Corporate Debt Securities CWALT INC 2005-17 1-X 2035-07-25 2.329371 8.00 0.02 Private Label Collateralized Mortgage Obligations DEERE JOHN CAP CORP M E0KSF7PFQ210NWI8Z391 2022-01-06 2.650000 2000.00 2069.12 Corporate Debt Securities DT AUTO OWNER TR 2019 549300XVMF0FUK76JG97 2024-11-15 3.610000 1.00 1.02 Asset-Backed Securities EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 0.971630 2499945.00 123887.21 Asset-Backed Securities EXPORT DEV CDA GLBL B Z6MHCSLXHKYG4B6PHW02 2022-05-17 2.000000 125000.00 129425.14 Other Instrument International debt EXPORT DEV CDA GLBL B Z6MHCSLXHKYG4B6PHW02 2023-01-24 2.500000 575000.00 606760.76 Other Instrument International debt EXPORT DEV CDA SR GLB Z6MHCSLXHKYG4B6PHW02 2022-07-18 1.750000 785000.00 808284.63 Other Instrument International debt EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2040-03-19 4.227000 1840820.00 2410312.64 Corporate Debt Securities Federal Home Loan Mor 2050-07-25 1.500000 2867444.00 2961969.29 Agency Debentures and Agency Strips Federal Home Loan Mor 2050-07-01 2.610000 1202286.00 1267221.47 Agency Mortgage-Backed Securities FEDEX CORP SR GLBL NT 549300E707U7WNPZN687 2050-05-15 5.250000 3030035.00 4109863.72 Corporate Debt Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 38354.00 0.38 Asset-Backed Securities GARTNER INC SR GLBL 1 PP55B5R38BFB8O8HH686 2028-07-01 4.500000 1700000.00 1815047.50 Corporate Debt Securities Government National M 2038-10-20 6.000000 45074.00 48517.88 Agency Mortgage-Backed Securities GRACE W R & CO CONN S 549300GJVOEHHLSO6K25 2027-06-15 4.875000 1975000.00 2107798.18 Corporate Debt Securities HYDRO-QUEBEC SR DEB 8 2026-04-15 8.250000 55000.00 77981.84 Corporate Debt Securities HYDRO-QUEBEC SR DEB 8 2029-06-15 8.625000 320000.00 513904.27 Corporate Debt Securities HYDRO-QUEBEC SR HK DB 6THEVG93PYJH84S4D167 2030-04-15 9.375000 220000.00 383298.12 Corporate Debt Securities ICON BRAND HLDGS LLC 2043-01-25 4.229000 5078305.00 999248.68 Asset-Backed Securities INTL BUSN MACHS CORP VGRQXHF3J8VDLUA7XE92 2022-11-09 2.875000 1000000.00 1064278.61 Corporate Debt Securities IRON MTN INC NEW SR G SQL3F6CKNNBM3SQGHX24 2032-07-15 5.625000 5000000.00 5367968.75 Corporate Debt Securities JOHN DEERE CAP CO MTN E0KSF7PFQ210NWI8Z391 2023-01-27 2.800000 1124000.00 1190620.73 Corporate Debt Securities KGS ALPHA SBA COOF TR 2035-03-25 2.566302 4.00 0.05 Asset-Backed Securities KGS-ALPHA SBA COOF TR 2039-05-25 0.692410 165517686.00 502714.19 Asset-Backed Securities LEVEL 3 FING INC GLBL 2027-09-15 4.625000 336381.00 359918.33 Corporate Debt Securities LIVE NATION ENTERTAIN 5493007B9BM9ZXJINO78 2027-05-15 6.500000 2400000.00 2607622.67 Corporate Debt Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-04-16 2.600000 11.00 11.92 Corporate Debt Securities NATIONAL FINL PARTNER VO2L9FZNXDJNQNEYH039 2025-05-15 7.000000 1385309.00 1511564.52 Corporate Debt Securities NAVIENT PRIV ED LN TR 2068-08-15 3.120000 224999.00 228983.21 Asset-Backed Securities NAVIENT PRIV ED LN TR 2042-02-18 3.680000 99970.00 102288.26 Asset-Backed Securities NAVIENT PRIV ED LN TR 2069-01-15 2.770000 1775820.00 1740802.80 Asset-Backed Securities NEW RESI MTG LN TR 20 2055-08-25 5.525806 3.00 2.34 Private Label Collateralized Mortgage Obligations NEWFIELD EXPL CO SR N T8W3X1PFLPW2YE0UIP44 2026-01-01 5.375000 1550000.00 1497670.71 Corporate Debt Securities NISSAN AUTO REC TR 20 2024-07-15 1.930000 1.00 1.03 Asset-Backed Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 21500000.00 19300131.94 Corporate Debt Securities ONTARIO PROV CDA GLBL C7PVKCRGLG18EBQGZV36 2022-10-03 2.200000 4.00 4.19 Corporate Debt Securities ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2029-10-02 2.000000 1.00 1.09 Corporate Debt Securities PROVINCE OF MAN D N P 5493003QILFOB3JRKE30 2022-05-04 2.125000 216780.00 224394.49 Corporate Debt Securities PROVINCE OF QUEBEC SR 2023-07-15 7.500000 100000.00 120501.33 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2022-03-22 0.906380 12576487.00 12671966.58 Corporate Debt Securities ROYAL BK CDA FR 1.95% ES7IP3U3RHIGC71XBU11 2023-01-17 1.950000 747240.00 774886.63 Corporate Debt Securities ROYAL BK CDA SR SEC G ES7IP3U3RHIGC71XBU11 2021-10-22 3.350000 2039490.00 2130639.91 Corporate Debt Securities SANTANDER DRIVE AUTO 2022-02-15 2.280000 112934.00 25703.20 Asset-Backed Securities SAPPHIRE AVIATION FIN 2040-03-15 4.335000 1111220.00 542675.03 Asset-Backed Securities SAXON ASSET SEC CO 20 2031-11-25 1.971630 10.00 0.40 Asset-Backed Securities SAXON ASSET SEC TR 20 2036-11-25 0.551630 71869.00 5.12 Asset-Backed Securities SENTINELS HYDRO-QUEBE 2027-01-15 8.250000 250000.00 359991.67 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2035-05-11 4.125000 8288000.00 10641764.37 Corporate Debt Securities SLM PRIVATE ST LN TR 549300I2YWZ9E1B0EY33 2039-06-15 0.603380 680000.00 397403.70 Asset-Backed Securities SOFI CONSUMER LN PRGR 5493000RZZ85L9YT5K31 2028-02-25 3.240000 2.00 0.62 Asset-Backed Securities TMX FIN LLC/TITLEMAX 2023-04-01 11.125000 2695000.00 2444589.58 Corporate Debt Securities TORONTO DOMINION BK N 2022-10-22 3.350000 2343247.00 2448183.46 Corporate Debt Securities TRIPADVISOR INC SR GL 2025-07-15 7.000000 1000000.00 1050527.78 Corporate Debt Securities UNION PAC CORP SR NT 2055-02-01 3.875000 4000000.00 5198540.00 Corporate Debt Securities US FOODS INC SR SEC G 5493000JOOFAOUY1JZ87 2025-04-15 6.250000 497918.00 540811.56 Corporate Debt Securities VECTOR GROUP LTD SR S 549300TUIF4WWN6NDN50 2025-02-01 6.125000 1725000.00 1756265.63 Corporate Debt Securities VISA INC SR GLBL NT 2 549300JZ4OKEHW3DPJ59 2025-12-14 3.150000 4455000.00 5036789.59 Corporate Debt Securities WORLD FIN NET CCMT 20 2026-04-15 3.040000 15.00 15.33 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0020 110000000.00 110000000.00 0.0013 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.200 0RH002LI7 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 3M CO FR 2.25%031523 LUZQVYP4VS22CLWDAR65 2023-03-15 2.250000 2000.00 2118.34 Corporate Debt Securities 3M CO FR 3.25%021424 LUZQVYP4VS22CLWDAR65 2024-02-14 3.250000 4000.00 4442.63 Corporate Debt Securities 3M CO FR 3.625%101547 2047-10-15 3.625000 660000.00 838439.98 Corporate Debt Securities ABB FIN USA INC SR GL 5493002Y01YAFV45F528 2022-05-08 2.875000 425000.00 445607.60 Corporate Debt Securities ADOBE SYSTEMS INCORPO FU4LY2G4933NH2E1CP29 2023-02-01 1.700000 470000.00 490294.60 Corporate Debt Securities AERCAP IRELAND CAPITA 2023-07-03 4.125000 585000.00 588315.97 Corporate Debt Securities AES CORP SR SEC GLBL 2NUNNB7D43COUIRE5295 2030-07-15 3.950000 1616.00 1731.42 Corporate Debt Securities AIR LEASE CORP FR 2.3 5493004NW4M4P8TMMK63 2025-02-01 2.300000 50000.00 48425.00 Corporate Debt Securities AIR LEASE CORP SR GLB 5493004NW4M4P8TMMK63 2025-03-01 3.250000 563000.00 572774.62 Corporate Debt Securities AIRCASTLE LTD SR GLBL 549300PNK8AKY3OIKP58 2024-05-01 4.125000 630000.00 622344.19 Corporate Debt Securities ALASKA STUDENT LN COR 2031-08-25 0.667000 1099991.00 268330.30 Other Instrument Municipal debt ALBERTA PROV GLBL BD LQPXMHHNJKIPJYE53543 2024-11-13 1.875000 19984.00 21109.15 Corporate Debt Securities ALEXANDRIA REAL ESTAT MGCJBT4MKTQBVLNUIS88 2031-08-15 3.375000 500000.00 585096.25 Corporate Debt Securities ALLIED UNVL HOLDCO LL 2026-07-15 6.625000 250000.00 270111.11 Corporate Debt Securities ALTRIA GROUP INC GTD XSGZFLO9YTNO9VCQV219 2043-05-02 4.500000 541000.00 627514.02 Corporate Debt Securities AMEREN ILL CO 1M GLBL RC71E2BZ6UOMFPDJSE79 2047-12-01 3.700000 480000.00 610750.40 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2022-05-20 1.950000 53668.00 55368.52 Corporate Debt Securities AMERICAN HONDA FIN CO B6Q2VFHD1797Q7NZ3E43 2024-02-16 2.900000 3558000.00 3859510.85 Corporate Debt Securities AMERICAN INTL GROUP I ODVCVCQG2BP6VHV36M30 2045-07-10 4.800000 810000.00 1042866.90 Corporate Debt Securities AMERICAN WTR CAP CORP 5IDHQUFVC8Q2KIBBFF06 2048-09-01 4.200000 265000.00 365885.50 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2049-01-23 5.550000 508000.00 709926.61 Corporate Debt Securities ANTHEM INC SR GLBL NT 8MYN82XMYQH89CTMTH67 2028-03-01 4.101000 455000.00 548314.81 Corporate Debt Securities ANTHEM INC SR NT 3.5% 8MYN82XMYQH89CTMTH67 2024-08-15 3.500000 500000.00 559434.44 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2026-08-04 2.450000 427000.00 472546.31 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2044-05-06 4.450000 267000.00 374397.26 Corporate Debt Securities APPLIED MATLS INC SR 41BNNE1AFPNAZELZ6K07 2047-04-01 4.350000 300000.00 436176.00 Corporate Debt Securities APPLIED MATLS INC SR 41BNNE1AFPNAZELZ6K07 2027-04-01 3.300000 500000.00 582840.00 Corporate Debt Securities ARES CAPITAL CORP 4.2 WEQ82666OJYSI5GUAB47 2025-03-01 4.250000 721000.00 753357.28 Corporate Debt Securities ASCENTIUM EQUIP RECV 2022-08-10 2.870000 90000.00 91173.34 Asset-Backed Securities AVALONBAY CNMTYS INC K9G90K85RBWD2LAGQX17 2022-09-15 2.950000 200000.00 211802.89 Corporate Debt Securities BANC AMER CMBS 2007-1 2049-01-15 0.291037 12078999.00 244.45 Private Label Collateralized Mortgage Obligations BANCO SANTANDER S A S 5493006QMFDDMYWIAM13 2030-05-28 3.490000 400000.00 444603.00 Corporate Debt Securities BANCO SANTANDER S.A. 5493006QMFDDMYWIAM13 2023-04-12 3.848000 400000.00 433384.36 Corporate Debt Securities BANK AMER CHRLT NC MT B4TYDEB6GKMZO031MB27 2036-10-15 6.000000 796000.00 1189308.91 Corporate Debt Securities BANK AMER CORP FR 4%0 9DJT3UXIJIZJI4WXO774 2024-04-01 4.000000 147000.00 166329.52 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-08-16 2.200000 4000.00 4242.69 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2021-04-15 2.500000 731000.00 746395.67 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2022-02-07 2.600000 220000.00 230191.87 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-05-16 2.661000 168000.00 175478.31 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-01-29 2.950000 189000.00 200554.30 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2028-10-30 3.000000 1000.00 1131.54 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-08-11 3.450000 166000.00 183255.98 Corporate Debt Securities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2023-04-28 3.500000 981000.00 1070596.36 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-09-11 3.250000 439000.00 489295.74 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-05-15 3.400000 30000.00 33365.03 Corporate Debt Securities BANK NEW YORK MTN BK WFLLPEPC7FZXENRZV188 2024-02-04 3.650000 114000.00 127689.78 Corporate Debt Securities BANK NOVA SCOTIA B C 2022-04-26 1.875000 325000.00 330352.07 Corporate Debt Securities BANK NOVA SCOTIA B C L3I9ZG2KFGXZ61BMYR72 2025-06-11 1.300000 2000000.00 2046291.11 Corporate Debt Securities BANK NOVA SCOTIA B C L3I9ZG2KFGXZ61BMYR72 2022-09-19 2.450000 350000.00 368887.17 Corporate Debt Securities BARCLAYS BANK PLC GLB G5GSEF7VJP5I7OUK5573 2021-01-11 2.650000 450000.00 454325.50 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2031-06-24 2.645000 1050000.00 1079345.90 Corporate Debt Securities BAYER US FIN II LLC S 2045-04-15 3.950000 385000.00 431743.06 Corporate Debt Securities BAYER US FIN II LLC S 529900XWNEXYNJ3X6T40 2064-07-15 4.700000 450000.00 552482.50 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2031-07-23 1.898000 3997734.00 4049551.74 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2041-06-19 2.676000 3001000.00 3187758.23 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2023-01-11 3.300000 463000.00 493990.13 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2027-04-23 3.559000 3000.00 3393.15 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2024-08-26 4.200000 4000.00 4553.05 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2029-07-23 4.271000 79000.00 93858.25 Corporate Debt Securities BK OF AMERICA CORP FX 9DJT3UXIJIZJI4WXO774 2048-01-20 4.443000 294000.00 400521.37 Corporate Debt Securities BK OF AMERICA CORP PE 9DJT3UXIJIZJI4WXO774 2099-01-01 6.500000 569000.00 646944.15 Corporate Debt Securities BK OF AMERICA CORP SR 9DJT3UXIJIZJI4WXO774 2023-01-20 3.124000 292000.00 302624.29 Corporate Debt Securities BK OF AMERICA CORP VR 9DJT3UXIJIZJI4WXO774 2023-01-20 1.431750 300000.00 303188.24 Corporate Debt Securities BK OF AMERICA CORP VR 9DJT3UXIJIZJI4WXO774 2021-10-01 0.946130 250000.00 250459.61 Corporate Debt Securities BMW VEH OWNER TR 2019 2022-05-25 2.050000 158000.00 100173.60 Asset-Backed Securities BNP PARIBAS FR 3.052% 2031-01-13 3.052000 368000.00 401010.05 Corporate Debt Securities BNP PARIBAS FR 3.052% R0MUWSFPU8MPRO8K5P83 2031-01-13 3.052000 1400000.00 1525581.71 Corporate Debt Securities BNP PARIBAS FR 4.625% 2027-03-13 4.625000 200000.00 232878.14 Corporate Debt Securities BOSTON PPTYS LTD PART BVHHEFJI6SHNOKQT2572 2028-12-01 4.500000 2000000.00 2425980.00 Corporate Debt Securities BOSTON SCIENTIFIC COR Y6ZDD9FP4P8JSSJMW954 2049-03-01 4.700000 316000.00 448610.45 Corporate Debt Securities BP CAP MKTS P L C PER 549300CRVT18MXX0AG93 2099-01-01 4.375000 1300000.00 1364113.47 Corporate Debt Securities BP CAP MKTS P L C PER 549300CRVT18MXX0AG93 2099-01-01 4.875000 8378.00 9049.46 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2021-05-14 2.550000 419000.00 428638.75 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2022-08-15 3.550000 400000.00 431063.78 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2024-05-15 3.625000 380000.00 423271.66 Corporate Debt Securities C H ROBINSON WORLDWID 529900WNWN5L0OVDHA79 2028-04-15 4.200000 382000.00 458108.41 Corporate Debt Securities CAMDEN PPTY TR MTN BE 5493002MYX22OHYJBD89 2022-12-15 2.950000 550000.00 576581.19 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2021-08-09 1.700000 5000.00 5109.46 Corporate Debt Securities CATERPILLAR FINL SVCS EDBQKYOPJUCJKLOJDE72 2021-09-07 3.150000 43000.00 44862.76 Corporate Debt Securities CCG RECV TRUST 2019-2 2027-03-14 2.110000 499999.00 489786.67 Asset-Backed Securities CD&R SMOKEY BUYER INC 2025-07-15 6.750000 35000.00 37646.88 Corporate Debt Securities CHEVRON CORPORATION S 2050-05-11 3.078000 500000.00 580890.00 Corporate Debt Securities CIGNA CORP NEW GLBL N 549300VIWYMSIGT1U456 2046-07-15 4.800000 500000.00 672811.67 Corporate Debt Securities CISCO SYS INC SR NT 3 8E6NF1YAL0WT6CWXXV93 2024-03-04 3.625000 538000.00 606547.70 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2022-11-04 2.312000 1919000.00 1968466.70 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2024-06-01 4.044000 245000.00 268096.15 Corporate Debt Securities CITIGROUP INC SR NT 5 6SHGI4ZSSLCXXQSBB395 2042-01-30 5.875000 281000.00 433838.71 Corporate Debt Securities CITIGROUP INC SUB GLB 6SHGI4ZSSLCXXQSBB395 2027-09-29 4.450000 3403000.00 4017107.27 Corporate Debt Securities CITIGROUP INC SUB NT 6SHGI4ZSSLCXXQSBB395 2043-09-13 6.675000 4000000.00 6600510.00 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2024-02-01 3.000000 334000.00 366975.82 Corporate Debt Securities COMERICA BK DETROIT M 70WY0ID1N53Q4254VH70 2025-07-27 4.000000 1675000.00 1831653.44 Corporate Debt Securities COMM 2003-LNB1 X-1 20 2038-06-10 1.217687 851.00 0.01 Private Label Collateralized Mortgage Obligations COMMONWEALTH BANK OF 2023-03-16 1.020880 80000.00 80850.09 Corporate Debt Securities CONOCOPHILLIPS SR GLB WPTL2Z3FIYTHSP5V2253 2039-02-01 6.500000 353000.00 558975.50 Corporate Debt Securities CONSTELLATION BRANDS 5493005GKEG8QCVY7037 2023-05-01 4.250000 352000.00 391052.64 Corporate Debt Securities CONSUMERS ENERGY CO 1 7NKTFWJ1G6MELP9TU740 2049-04-15 4.350000 360000.00 519976.20 Corporate Debt Securities COVIDIEN INTL FIN S A 549300938QUWMPITJ642 2022-06-15 3.200000 400000.00 420079.56 Corporate Debt Securities CREDIT ACCEPT AUTO TR 2028-06-15 3.940000 249999.00 259539.99 Asset-Backed Securities CSMC TRUST 2013-IVR3 2043-05-25 2.500000 32.00 12.67 Private Label Collateralized Mortgage Obligations CSX CORP MEDTERM NTS 549300JVQR4N1MMP3Q88 2023-11-01 3.700000 385000.00 428385.65 Corporate Debt Securities CSX CORP MEDTERM NTS 549300JVQR4N1MMP3Q88 2041-04-15 5.500000 343000.00 499039.08 Corporate Debt Securities CUSHMAN & WAKEFIELD U 2028-05-15 6.750000 1550000.00 1678553.13 Corporate Debt Securities CVR ENERGY INC SR GLB 529900SOYZIXZBTXB558 2025-02-15 5.250000 1750000.00 1687408.33 Corporate Debt Securities CWALT INC 2005-17 1-X 2035-07-25 2.329371 6.00 0.01 Private Label Collateralized Mortgage Obligations DANSKE BK A/S FR 3.87 MAES062Z21O4RZ2U7M96 2023-09-12 3.875000 605000.00 659561.42 Corporate Debt Securities DEUTSCHE TELEKOM INTL 2023-09-19 2.485000 675000.00 713058.28 Corporate Debt Securities DEUTSCHE TELEKOM INTL 2028-06-21 4.375000 571000.00 691549.28 Corporate Debt Securities DISCOVER BK LW TIER I X05BVSK68TQ7YTOSNR22 2028-08-09 4.682000 3808000.00 3999769.19 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2042-05-15 4.950000 435000.00 530117.10 Corporate Debt Securities DOW CHEM CO SR GLBL N ZQUIP1CSZO8LXRBSOU78 2026-05-15 3.625000 397000.00 445387.46 Corporate Debt Securities DUKE ENERGY CORP 1MTG MWIUSDMN17TCR56VW396 2045-06-01 3.750000 349000.00 446737.45 Corporate Debt Securities DUKE ENERGY FLA LLC 1 7MOHLM3DKE63RX2ZCN83 2038-06-15 6.400000 3215000.00 5246422.76 Corporate Debt Securities DUKE ENERGY FLA PROJ 2031-09-01 2.538000 382000.00 424747.71 Corporate Debt Securities DUKE ENERGY INDIANA I 2038-08-15 6.350000 3785000.00 6159711.10 Corporate Debt Securities DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 2038-11-15 5.319000 270000.00 362863.53 Corporate Debt Securities EBAY INC. SR GLBL NT2 OML71K8X303XQONU6T67 2030-03-11 2.700000 491000.00 534792.29 Corporate Debt Securities EBAY INC. SR GLBL NT3 OML71K8X303XQONU6T67 2027-06-05 3.600000 327000.00 373725.03 Corporate Debt Securities ECOLAB INC SR GLBL NT 82DYEISM090VG8LTLS26 2022-08-10 2.375000 500000.00 524295.63 Corporate Debt Securities EDF S A SR 144A NT 55 2055-10-13 5.250000 513000.00 719656.92 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2027-06-01 5.500000 620000.00 688210.33 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2078-02-15 5.375000 461000.00 417105.76 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2077-08-16 5.250000 417000.00 401434.43 Corporate Debt Securities ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2077-08-16 4.875000 530000.00 479567.19 Corporate Debt Securities EXELON CORP SR GLBL N 3SOUA6IRML7435B56G12 2025-06-15 3.950000 555000.00 638875.61 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2023-04-15 1.571000 4000000.00 4140262.89 Corporate Debt Securities Federal Home Loan Mor 2050-07-01 2.610000 2950288.00 3109633.05 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.000000 868027.00 940572.17 Agency Mortgage-Backed Securities FEDEX CORP SR GLBL NT 549300E707U7WNPZN687 2045-11-15 4.750000 404000.00 506207.06 Corporate Debt Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 25499.00 0.25 Asset-Backed Securities FIRSTENERGY CORP -A 2 549300SVYJS666PQJH88 2022-07-15 2.850000 504000.00 516527.76 Corporate Debt Securities FIRSTENERGY CORP SR G 549300SVYJS666PQJH88 2050-03-01 3.400000 435000.00 452972.27 Corporate Debt Securities FLORIDA PWR&LT CO SEC A89MY1K3YLIGJMYWVX50 2049-10-01 3.150000 450000.00 557550.00 Corporate Debt Securities FOX CORP GLBL NT 4.70 549300DDU6FDRBIELS05 2029-01-25 4.709000 423000.00 515677.11 Corporate Debt Securities GE CAP FUNDING LLC SR 549300XAGH9TOLX5XM67 2025-05-15 3.450000 545000.00 579278.23 Corporate Debt Securities GENERAL ELEC CAP CORP 3C7474T6CDKPR9K6YT90 2037-08-07 6.150000 8000.00 9838.28 Corporate Debt Securities GENERAL ELEC CAP CORP 3C7474T6CDKPR9K6YT90 2039-01-10 6.875000 35000.00 45575.61 Corporate Debt Securities GENERAL ELECTRIC CO S 3C7474T6CDKPR9K6YT90 2030-05-01 3.625000 550000.00 564777.81 Corporate Debt Securities GENERAL MTRS FINL CO 5493008B6JBRUJ90QL97 2029-01-17 5.650000 447000.00 520087.73 Corporate Debt Securities GLAXOSMITHKLINE CAP P 549300U0LV41VX7LEP38 2022-05-08 2.850000 501000.00 526110.54 Corporate Debt Securities GLENCORE FDG LLC SR 1 213800STG1QDNBY87K49 2027-03-27 4.000000 613000.00 683279.09 Corporate Debt Securities GOLDMAN SACHS BDC INC 6D01AGSGBNZIJSN77043 2025-02-10 3.750000 500000.00 531841.25 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2022-10-31 2.876000 2172000.00 2244848.88 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2021-02-25 2.875000 75000.00 76841.87 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2024-07-08 3.850000 539000.00 597837.09 Corporate Debt Securities GREENWICH CAP CMBS 20 2042-08-12 0.722400 42591277.00 1451.26 Private Label Collateralized Mortgage Obligations HASBRO INC SR NT 3.15 2021-05-15 3.150000 400000.00 408692.00 Corporate Debt Securities HEWLETT PACKARD ENTER 549300BX44RGX6ANDV88 2026-04-01 1.750000 430000.00 430486.14 Corporate Debt Securities HSBC BK PLC SR GLBL 1 MP6I5ZYZBEU3UXPYFY54 2021-01-19 4.750000 500000.00 511106.67 Corporate Debt Securities HSBC HLDGS PLC ALT TI MLU0ZO3ML4LN2LL2TL39 2099-12-31 6.875000 508000.00 523980.83 Corporate Debt Securities HSBC HLDGS PLC SB GLB MLU0ZO3ML4LN2LL2TL39 2037-09-15 6.500000 1913000.00 2765979.07 Corporate Debt Securities HSBC HLDGS PLC SUB NT MLU0ZO3ML4LN2LL2TL39 2038-06-01 6.800000 2269000.00 3371491.97 Corporate Debt Securities HUNT COS INC SR SEC G 549300ODPWDNCH5TKM49 2026-02-15 6.250000 1545000.00 1489101.04 Corporate Debt Securities HUNTINGTON NB COLUMBU 2WHM8VNJH63UN14OL754 2023-10-06 3.550000 383000.00 423077.23 Corporate Debt Securities HUNTINGTON NB COLUMBU 2WHM8VNJH63UN14OL754 2022-08-07 2.500000 500000.00 525371.67 Corporate Debt Securities HYDRO-QUEBEC DB-HH TA 2029-12-01 8.500000 5000.00 8164.38 Corporate Debt Securities ICON BRAND HLDGS LLC 2043-01-25 4.229000 1.00 0.20 Asset-Backed Securities ING GROEP N.V. SR GLB 549300NYKK9MWM7GGW15 2029-04-09 4.050000 500000.00 604635.00 Corporate Debt Securities INTERNATIONAL PAPER C 2035-09-15 5.000000 290000.00 382915.68 Corporate Debt Securities INTESA SANPAOLO S P A 2048-01-12 4.375000 2230000.00 2498690.53 Corporate Debt Securities JOHNSON CONTROLS INTE 549300XQ6S1GYKGBL205 2047-02-15 4.500000 401000.00 499593.87 Corporate Debt Securities JP MORGAN COM MTG 200 2041-07-15 0.512000 20857.00 0.03 Private Label Collateralized Mortgage Obligations KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 2023-05-25 4.057000 450000.00 495494.02 Corporate Debt Securities KEYSIGHT TECHNOLOGIES 549300GLKVIO8YRCYN02 2027-04-06 4.600000 465000.00 555258.57 Corporate Debt Securities KGS ALPHA SBA COOF TR 2035-03-25 2.566302 74393720.00 917385.46 Asset-Backed Securities KGS-ALPHA SBA COOF TR 2039-05-25 0.692410 64.00 0.19 Asset-Backed Securities KIMCO REALTY CORP SR 549300EA7I6T15IBYS12 2022-11-01 3.400000 542000.00 574563.36 Corporate Debt Securities KINDER MORGAN INC DEL 549300WR7IX8XE0TBO16 2025-06-01 4.300000 541000.00 614806.83 Corporate Debt Securities LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 2035-03-01 3.600000 345000.00 436852.80 Corporate Debt Securities M & T BK CORP ALT TIE 549300WYXDDBYRASEG81 2099-01-01 5.000000 2998000.00 3136837.38 Corporate Debt Securities M & T BK CORP ALT TIE 2099-01-01 6.450000 5076000.00 5582288.70 Corporate Debt Securities MACQUARIE BK LTD SUB 2021-04-07 6.625000 167000.00 176824.47 Corporate Debt Securities MACQUARIE GROUP LIMIT 2028-11-28 3.763000 50000.00 55223.04 Corporate Debt Securities MACQUARIE GROUP LIMIT 2021-01-14 6.250000 140000.00 144020.49 Corporate Debt Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-05-14 3.050000 34000.00 37370.20 Corporate Debt Securities MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-04-16 2.600000 9360.00 10146.74 Corporate Debt Securities MANULIFE FINL CORP SR 5493007GBX87QOZACS27 2046-03-04 5.375000 251000.00 363788.84 Corporate Debt Securities MARS INC DEL SR GLBL 2050-07-16 2.450000 600000.00 617490.50 Corporate Debt Securities MARSH & MCLENNAN COS 549300XMP3KDCKJXIU47 2022-01-30 2.750000 456000.00 470769.84 Corporate Debt Securities MCDONALD FR 3.5%07012 UE2136O97NLB5BYP9H04 2027-07-01 3.500000 64000.00 74160.43 Corporate Debt Securities MCDONALD FR 4.875%120 UE2136O97NLB5BYP9H04 2045-12-09 4.875000 406000.00 561324.10 Corporate Debt Securities MERCK & CO. INC 4%49 4YV9Y5M8S0BRK1RP0397 2049-03-07 4.000000 260000.00 364096.20 Corporate Debt Securities METLIFE INC FDIC GTD 2067-12-15 7.875000 1344000.00 1827924.00 Corporate Debt Securities METLIFE INC FDIC GTD C4BXATY60WC6XEOZDX54 2022-12-15 3.048000 400000.00 427073.87 Corporate Debt Securities MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2026-02-06 4.975000 475000.00 564852.91 Corporate Debt Securities MORGAN STANLEY FR 2.6 IGJSJL3JD5P30I6NJZ34 2021-11-17 2.625000 168000.00 173642.42 Corporate Debt Securities MORGAN STANLEY FR 2.7 IGJSJL3JD5P30I6NJZ34 2022-05-19 2.750000 525000.00 548761.50 Corporate Debt Securities MORGAN STANLEY FR 3.1 IGJSJL3JD5P30I6NJZ34 2026-07-27 3.125000 98000.00 109153.11 Corporate Debt Securities MORGAN STANLEY FR 3.7 IGJSJL3JD5P30I6NJZ34 2024-10-23 3.700000 131000.00 147379.22 Corporate Debt Securities MORGAN STANLEY FR 4.3 IGJSJL3JD5P30I6NJZ34 2026-09-08 4.350000 5000.00 5931.60 Corporate Debt Securities MORGAN STANLEY FR 5%1 IGJSJL3JD5P30I6NJZ34 2025-11-24 5.000000 83000.00 99333.20 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2021-07-28 5.500000 6000.00 6305.21 Corporate Debt Securities MORGAN STANLEY VR 042 IGJSJL3JD5P30I6NJZ34 2024-05-08 1.667630 145000.00 147176.61 Corporate Debt Securities MORGAN STANLEY CAP 20 2036-01-25 0.541630 113394.00 89299.16 Asset-Backed Securities NATIONWIDE BLDG SOC G 549300XFX12G42QIKN82 2032-10-18 4.125000 2960000.00 3300037.40 Corporate Debt Securities NATIXIS COMM MTG TR 2 2038-08-17 3.885000 700000.00 786210.95 Private Label Collateralized Mortgage Obligations NATWEST GROUP PLC GLB 2138005O9XJIJN4JPN90 2024-05-22 2.359000 1085000.00 1125797.54 Corporate Debt Securities NATWEST GROUP PLC SR 2138005O9XJIJN4JPN90 2029-05-18 4.892000 317000.00 384357.43 Corporate Debt Securities NEW YORK LIFE GLOBAL 635400DPNHEAUHB7ZI15 2022-07-12 2.250000 724112.00 753060.19 Corporate Debt Securities NEWCREST FINANCE PTY 549300I0XDZ4K7PDSS04 2050-05-13 4.200000 5815420.00 7173049.18 Corporate Debt Securities NEWFOUNDLAND PROV CTF 2023-10-13 7.320000 51000.00 62891.16 Corporate Debt Securities NISOURCE INC SR NT 5. 549300D8GOWWH0SJB189 2045-02-01 5.650000 300000.00 444168.00 Corporate Debt Securities NISSAN AUTO REC TR 20 2024-07-15 1.930000 1.00 1.03 Asset-Backed Securities NORDEA BK AB EURO MTN 2023-08-30 3.750000 385000.00 419855.33 Corporate Debt Securities NORDEA BK AB MTN 144A 529900ODI3047E2LIV03 2023-08-30 3.750000 752000.00 820081.07 Corporate Debt Securities NORTH CAROLINA ST ED 2041-07-25 1.168000 969996.00 306745.14 Other Instrument Municipal debt NORTHROP GRUMMAN CORP 2031-02-15 7.750000 402000.00 635950.38 Corporate Debt Securities NUSTAR LOGISTICS L P N62BF2PKP51FIIOIUN20 2020-09-01 4.800000 100000.00 101500.00 Corporate Debt Securities NUSTAR LOGISTICS L P N62BF2PKP51FIIOIUN20 2027-04-28 5.625000 825000.00 820488.28 Corporate Debt Securities ONTARIO PROV CDA GLBL C7PVKCRGLG18EBQGZV36 2022-10-03 2.200000 1.00 1.05 Corporate Debt Securities ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2029-10-02 2.000000 9990.00 10889.11 Corporate Debt Securities ONTARIO PROV CDA SR G C7PVKCRGLG18EBQGZV36 2024-01-29 3.050000 1.00 1.09 Corporate Debt Securities ONTARIO TEACHERS FINA 2022-09-19 2.125000 480000.00 501840.80 Corporate Debt Securities ORACLE CORP SR GLBL N 1Z4GXXU7ZHVWFCD8TV52 2022-05-15 2.500000 9711000.00 10097767.55 Corporate Debt Securities ORACLE CORP SR NT 3.6 1Z4GXXU7ZHVWFCD8TV52 2023-07-15 3.625000 111000.00 121470.75 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2028-08-01 4.650000 548000.00 629191.68 Corporate Debt Securities PACIFIC GAS & ELEC CO 2027-12-01 3.300000 882000.00 934567.20 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2023-11-15 3.850000 348000.00 371593.63 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2042-04-15 4.450000 7743000.00 8724524.19 Corporate Debt Securities PARK AEROSPACE HLDGS 635400CPI3EOIFF6OC33 2023-03-15 4.500000 418000.00 401002.03 Corporate Debt Securities PARKER-HANNIFIN CORP 5493002CONDB4N2HKI23 2022-09-15 3.500000 150000.00 161179.83 Corporate Debt Securities PEPSICO INC MTNS BE S FJSUNZKFNQ5YPJ5OT455 2029-07-29 2.625000 480000.00 545071.60 Corporate Debt Securities PFIZER INC SR GLBL NT 765LHXWGK1KXCLTFYQ30 2044-05-15 4.400000 465000.00 649902.08 Corporate Debt Securities PFIZER INC SR NT 3.4% 765LHXWGK1KXCLTFYQ30 2024-05-15 3.400000 499000.00 556847.96 Corporate Debt Securities PFS FINANCING CORP 20 2025-06-15 1.270000 8500000.00 8571301.78 Asset-Backed Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2029-08-15 3.375000 400000.00 470229.00 Corporate Debt Securities PHILLIPS 66 SR GLBL N 5493005JBO5YSIGK1814 2022-04-01 4.300000 551000.00 592398.47 Corporate Debt Securities PHILLIPS 66 PARTNERS 549300TL5L4IG0H4FX64 2029-12-15 3.150000 173000.00 176113.14 Corporate Debt Securities PICASSO FINANCE SUB I 2025-06-15 6.125000 1435000.00 1539505.87 Corporate Debt Securities PNC FINL SVCS GROUP I CFGNEKW0P8842LEUIA51 2024-04-29 3.900000 4774000.00 5353261.25 Corporate Debt Securities POST HLDGS INC SR GLB JM1I5YUAURL6DC8N1468 2027-03-01 5.750000 233000.00 254309.79 Corporate Debt Securities PRESIDENT&FELLOW HARV 6S3X7J22E861RNTJSA74 2046-07-15 3.150000 405000.00 480710.70 Corporate Debt Securities PRINCIPAL FINANCIAL G 2055-05-15 3.436380 1937000.00 1744946.52 Corporate Debt Securities PROVINCE OF MAN D N P 5493003QILFOB3JRKE30 2022-05-04 2.125000 358220.00 370802.63 Corporate Debt Securities PROVINCE OF NOVA SCOT 2022-04-01 8.750000 85000.00 98466.27 Corporate Debt Securities PROVINCE OF QUEBEC FR 549300WN65YFEQH74Y36 2026-01-30 6.350000 25000.00 32208.00 Corporate Debt Securities PROVINCE OF QUEBEC SR 549300WN65YFEQH74Y36 2024-02-09 7.125000 75000.00 94320.87 Corporate Debt Securities PROVINCE OF QUEBEC SR 2023-07-15 7.500000 170000.00 204852.27 Corporate Debt Securities PROVINCE OF QUEBEC SR 549300WN65YFEQH74Y36 2023-02-13 2.625000 480000.00 512966.40 Corporate Debt Securities PROVINCE OF QUEBEC VR 2020-09-21 0.436380 399999.00 400300.10 Corporate Debt Securities PRUDENTIAL FINL INC R 5PRBRS5FEH7NREC8OR45 2042-09-15 5.875000 620000.00 678152.56 Corporate Debt Securities PRUDENTIAL INS CO AME X574KRZ6V5A7UBU45C31 2025-07-01 8.300000 1000000.00 1315446.67 Corporate Debt Securities QUEBEC PROV CDA SR GL 549300WN65YFEQH74Y36 2029-09-15 7.500000 36000.00 57075.96 Corporate Debt Securities QUEBEC PROV CDA SR GL 549300WN65YFEQH74Y36 2026-04-20 2.500000 75000.00 82963.79 Corporate Debt Securities QUEBEC PROV CDA SR -Q 549300WN65YFEQH74Y36 2021-08-25 2.750000 17000.00 17642.37 Corporate Debt Securities RAYTHEON TECHNOLOGIES I07WOS4YJ0N7YRFE7309 2024-12-15 3.150000 542000.00 590723.09 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2025-12-15 3.625000 601000.00 688031.98 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2022-03-22 0.906380 28817918.00 29036701.09 Corporate Debt Securities ROYAL BK CDA FR 2.55% ES7IP3U3RHIGC71XBU11 2024-07-16 2.550000 30000.00 32177.47 Corporate Debt Securities ROYAL BK CDA SR SEC G ES7IP3U3RHIGC71XBU11 2021-10-22 3.350000 11077.00 11572.06 Corporate Debt Securities ROYAL BK CDA SR SEC G ES7IP3U3RHIGC71XBU11 2022-09-23 1.900000 50000.00 51785.28 Corporate Debt Securities ROYAL CARIBBEAN CRUIS K2NEH8QNVW44JIWK7Z55 2023-06-01 10.875000 467000.00 494843.12 Corporate Debt Securities RYDER SYS MTN BE FR 2 ZXJ6Y2OSPZXIVGRILD15 2021-09-01 2.250000 100000.00 102519.50 Corporate Debt Securities RYDER SYS MTN BE FR 2 ZXJ6Y2OSPZXIVGRILD15 2022-09-01 2.500000 200000.00 208885.33 Corporate Debt Securities RYDER SYS MTN BE FR 3 ZXJ6Y2OSPZXIVGRILD15 2021-11-15 3.450000 50000.00 51958.67 Corporate Debt Securities RYDER SYS MTN BE FR 3 ZXJ6Y2OSPZXIVGRILD15 2024-03-18 3.650000 450000.00 496208.12 Corporate Debt Securities SANTANDER HOLDINGS US 549300SMVCQN2P0O6I58 2026-10-05 3.244000 500000.00 534216.44 Corporate Debt Securities SANTANDER UK PLC SUB PTCQB104N23FMNK2RZ28 2023-11-07 5.000000 1199000.00 1329136.80 Corporate Debt Securities SAXON ASSET SEC TR 20 2036-11-25 0.551630 443877.00 31.64 Asset-Backed Securities SCHLUMBERGER INVT SA 529900EZ29I5KXPV2J32 2023-12-01 3.650000 136000.00 148460.77 Corporate Debt Securities SCHWAB CHARLES CORP P 2099-01-01 7.000000 4050000.00 4444875.00 Corporate Debt Securities SG COML MTG SECS TR 2 549300SZQW4U3UN4A157 2048-10-13 3.055000 2580000.00 2783579.63 Private Label Collateralized Mortgage Obligations SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2023-01-06 2.250000 660000.00 690269.25 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2040-03-25 5.500000 886000.00 1326811.58 Corporate Debt Securities SILVERSEA CRUISE FINA 2025-02-01 7.250000 541000.00 541567.30 Corporate Debt Securities SIMON PPTY GROUP LP S MR92GTD0MJTTTTQDVG45 2022-06-15 2.625000 595000.00 614107.93 Corporate Debt Securities SOCIETE GENERALE LW T O2RNE8IBXP4R0TD8PU41 2026-08-19 4.250000 1697000.00 1872820.98 Corporate Debt Securities SOCIETE GENERALE LW T 2026-08-19 4.250000 520000.00 573875.61 Corporate Debt Securities SOFI CONSUMER LN PRGR 5493000RZZ85L9YT5K31 2028-02-25 3.240000 1.00 0.31 Asset-Backed Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2029-08-01 2.850000 449000.00 489603.07 Corporate Debt Securities SOUTHERN CO SR GLBL C 549300FC3G3YU2FBZD92 2030-04-30 3.700000 310000.00 365356.01 Corporate Debt Securities STARBUCKS CORP SR GLB OQSJ1DU9TAOC51A47K68 2030-03-12 2.250000 430000.00 450019.72 Corporate Debt Securities STATE STR CORP SR GLB 549300ZFEEJ2IP5VME73 2026-05-19 2.650000 500000.00 557440.00 Corporate Debt Securities STATE STR CORP FDIC G 549300ZFEEJ2IP5VME73 2029-12-03 4.141000 350000.00 431939.06 Corporate Debt Securities SUMITOMO MITSUI FIN G 35380028MYWPB6AUO129 2023-07-19 3.748000 524000.00 569519.53 Corporate Debt Securities SVENSKA HANDELSBANKEN NHBDILHZTYCNBV5UYZ31 2023-11-20 3.900000 650000.00 724627.58 Corporate Debt Securities SYNCHRONY FINANCIAL S 549300RS7EWPM9MA6C78 2025-07-23 4.500000 750000.00 809422.50 Corporate Debt Securities TC PIPELINES LP SR NT 6HL0C5LCIE4TN8UZHL06 2025-03-13 4.375000 560000.00 614286.87 Corporate Debt Securities TELEFONICA EMISONES S 549300Y5MFC4SW5Z3K71 2048-03-06 4.895000 362000.00 468234.68 Corporate Debt Securities TEXAS INSTRS INC SR N WDJNR2L6D8RWOEB8T652 2027-11-03 2.900000 542000.00 617434.96 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2020-12-14 2.500000 73000.00 73828.10 Corporate Debt Securities TORONTO DOMINION BANK PT3QB789TSUIDF371261 2023-07-19 3.500000 385000.00 420457.22 Corporate Debt Securities TOYOTA MOTOR CORP SR 5493006W3QUS5LMH6R84 2021-07-20 3.183000 301463.00 310296.64 Corporate Debt Securities TRANSCANADA PIPELINE 5BV01I6231JPDAPMGH09 2037-10-15 6.200000 450000.00 643655.50 Corporate Debt Securities TRINITY ACQUISITION P 549300FJZWZN6MJNGB63 2026-03-15 4.400000 353000.00 415880.67 Corporate Debt Securities TRUIST FINL CORP ALT 549300DRQQI75D2JP341 2099-01-01 4.950000 2400000.00 2581800.00 Corporate Debt Securities TRUIST FINL CORP FR 2 549300DRQQI75D2JP341 2021-05-10 2.050000 170000.00 172868.33 Corporate Debt Securities TRUIST FINL CORP FR 2 549300DRQQI75D2JP341 2024-10-26 2.850000 190000.00 208086.26 Corporate Debt Securities TRUIST FINL CORP FR 3 549300DRQQI75D2JP341 2025-06-05 3.700000 240000.00 275778.13 Corporate Debt Securities TRUIST FINL CORP PERP 549300DRQQI75D2JP341 2099-01-01 5.050000 3314000.00 3166602.49 Corporate Debt Securities TRUIST FINL CORP SR G 549300DRQQI75D2JP341 2022-01-27 2.700000 400000.00 412956.00 Corporate Debt Securities U S BANCORP MTNS BK E N1GZ7BBF3NP8GI976H15 2024-09-11 3.600000 1000.00 1130.31 Corporate Debt Securities UNILEVER CAP CORP FLT MYF1DAS6G5WY7PRWCU78 2021-02-10 4.250000 350000.00 364072.63 Corporate Debt Securities UPJOHN INC SR GLBL 14 2022-06-22 1.125000 500000.00 504644.38 Corporate Debt Securities US BANCORP FR 2.4%073 N1GZ7BBF3NP8GI976H15 2024-07-30 2.400000 321000.00 343331.97 Corporate Debt Securities US BANCORP FR 3.375%0 N1GZ7BBF3NP8GI976H15 2024-02-05 3.375000 7000.00 7788.62 Corporate Debt Securities US FOODS INC SR SEC G 5493000JOOFAOUY1JZ87 2025-04-15 6.250000 2027082.00 2201706.67 Corporate Debt Securities VALERO ENERGY CORP SR 549300XTO5VR8SKV1V74 2026-09-15 3.400000 344000.00 383661.29 Corporate Debt Securities VIACOMCBS INC SR GLBL 5KYC8KF17ROCY24M3H09 2028-02-15 3.375000 459000.00 513824.11 Corporate Debt Securities VIACOMCBS INC SR GLBL 5KYC8KF17ROCY24M3H09 2024-08-15 3.700000 430000.00 482391.68 Corporate Debt Securities VIACOMCBS INC SR GLBL 5KYC8KF17ROCY24M3H09 2028-06-01 3.700000 415000.00 463196.72 Corporate Debt Securities VIRGINIA ELEC & PWR C CQKUMNNZVDJLRYV2PT43 2043-01-15 4.000000 350000.00 446574.72 Corporate Debt Securities VODAFONE GROUP PLC SR 213800TB53ELEUKM7Q61 2043-02-19 4.375000 393000.00 486128.23 Corporate Debt Securities WALGREEN CO SR NT 3.1 E1OI0SEUGJMPPTKRDD35 2022-09-15 3.100000 200000.00 212522.22 Corporate Debt Securities WELLS FARGO & CO FR 2 PBLD0EJDB5FWOLXP3B76 2022-07-22 2.625000 50000.00 51985.31 Corporate Debt Securities WELLS FARGO & CO FR 3 2021-01-22 3.000000 101000.00 102358.45 Corporate Debt Securities WELLS FARGO & CO FR 3 PBLD0EJDB5FWOLXP3B76 2025-02-19 3.000000 35000.00 38453.45 Corporate Debt Securities WELLS FARGO & CO FR 4 PBLD0EJDB5FWOLXP3B76 2045-11-17 4.900000 875000.00 1162526.94 Corporate Debt Securities WELLS FARGO & CO FR 5 PBLD0EJDB5FWOLXP3B76 2043-11-02 5.375000 55000.00 77602.15 Corporate Debt Securities WELLS FARGO BANK NATL 2036-08-26 5.950000 465000.00 661670.85 Corporate Debt Securities WESTPAC BKG CORP 144A EN5TNI6CI43VEPAMHL14 2031-11-23 4.322000 6527000.00 7465541.99 Corporate Debt Securities WESTPAC BKG CORP 144A EN5TNI6CI43VEPAMHL14 2030-02-04 2.894000 500000.00 523625.00 Corporate Debt Securities WHIRLPOOL CORP SERA M 2022-06-01 4.700000 250000.00 268735.83 Corporate Debt Securities WINNEBAGO INDS INC SR 549300B7OYKYJLTE3G11 2028-07-15 6.250000 250000.00 264748.26 Corporate Debt Securities WYETH SR GLBL NT 37 549300Q9GR3WRH4N4836 2037-04-01 5.950000 433000.00 676802.09 Corporate Debt Securities XCEL ENERGY INC SR GL LGJNMI9GH8XIDG5RCM61 2028-06-15 4.000000 325000.00 392294.86 Corporate Debt Securities ZIMMER BIOMET HOLDING 2P2YLDVPES3BXQ1FRB91 2045-08-15 4.450000 505000.00 579007.47 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0020 275000000.00 275000000.00 0.0033 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 0.230 0RH002L63 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AES CORP SR SEC GLBL 2NUNNB7D43COUIRE5295 2030-07-15 3.950000 1.00 1.07 Corporate Debt Securities BALTIMORE GAS & ELEC 88V8C2WYSOD1SPSSLH72 2050-06-15 2.900000 100.00 111.03 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2022-11-04 2.312000 26000.00 26670.21 Corporate Debt Securities Federal National Mort 2040-07-01 2.000000 5084.00 5270.21 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2039-10-16 5.500000 2536.00 5499.31 Agency Collateralized Mortgage Obligation MANITOBA PROV CDA SR 5493003QILFOB3JRKE30 2024-04-16 2.600000 16.00 17.34 Corporate Debt Securities ONTARIO PROV CDA GLBL C7PVKCRGLG18EBQGZV36 2022-10-03 2.200000 19.00 19.90 Corporate Debt Securities ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2022-03-22 0.906380 23660.00 23839.62 Corporate Debt Securities TMX FIN LLC/TITLEMAX 2023-04-01 11.125000 14000.00 12699.17 Corporate Debt Securities TORONTO DOMINION BK N 2022-10-22 3.350000 105515517.00 110240765.64 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 2020-08-07 2020-08-07 2020-10-23 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 0.0013 N N Y N BNG BANK NV BNG BANK NV 0.110 09657RH67 529900GGYMNGRQTDOO93 US09657RH676 Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2020-08-06 2020-08-06 2020-08-06 N N N 0.0011 199996534.00 199996534.00 0.0024 N N Y N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.379 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 2020-10-03 2020-10-05 2020-10-05 N N N 0.0038 180000000.00 180000000.00 0.0022 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 0.451 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0046 150000000.00 150000000.00 0.0018 N Y 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 553400460.48 553400460.48 0.0067 N N N N BNP PARIBAS SA BNP PARIBAS SA 0.260 0BNP01GO5 R0MUWSFPU8MPRO8K5P83 0000310732 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMBAC LSNI LLC SR SEC 2023-02-12 6.000000 13241423.00 10199824.82 Corporate Debt Securities CARNIVAL CORP MTN BE F1OF2ZSX47CR0BCWA982 2023-04-01 11.500000 31090000.00 34926126.01 Corporate Debt Securities HERTZ CORP SR GLBL 14 549300PD0C69OJ0NLB27 2028-01-15 0.000000 12770314.00 5044274.03 Corporate Debt Securities INTL GAME TECH PLC SR 549300UQ6KHRCZDRGZ76 2025-02-15 6.500000 3682000.00 4068507.72 Corporate Debt Securities KLX ENERGY SERVICES H 2025-11-01 11.500000 38174999.00 20232749.47 Corporate Debt Securities LIMITED BRANDS INC SR GR3KVMWVCR54YWQNXU90 2025-07-01 9.375000 57085.00 64283.30 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2022-04-01 8.125000 10927000.00 12015147.08 Corporate Debt Securities TMX FIN LLC/TITLEMAX 2023-04-01 11.125000 25900000.00 23493458.33 Corporate Debt Securities UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2027-09-15 7.500000 20000000.00 21611666.67 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2022-03-31 0.375000 457700.00 460093.77 U.S. Treasuries (including strips) United States Treasur 2025-11-15 0.000000 49.92 48.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-15 0.625000 3548800.00 4112091.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 1.750000 2642800.00 2728929.73 U.S. Treasuries (including strips) United States Treasur 2028-08-15 0.000000 85000.00 81960.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 555100.00 566591.68 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.500000 9500.00 9613.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 2.250000 22700.00 23186.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-09-30 1.500000 898200.00 951463.26 U.S. Treasuries (including strips) United States Treasur 2038-02-15 0.000000 130800.00 113929.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 124900.00 180135.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-08-15 2.125000 4209500.00 4337684.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-08-15 0.000000 136788.04 104510.44 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 3.125000 100.00 103.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 4.375000 6949.00 11344.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-07-31 1.750000 100.00 101.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-31 1.375000 25200.00 25371.03 U.S. Treasuries (including strips) United States Treasur 2021-07-15 2.625000 40500.00 41508.10 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 33864500.00 36507488.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 2.000000 44600.00 46689.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-31 2.250000 4166700.00 4256700.72 U.S. Treasuries (including strips) United States Treasur 2039-02-15 0.000000 100.00 84.80 U.S. Treasuries (including strips) WEWORK COS INC SR GLB 549300D8U9TF7WBED521 2025-05-01 7.875000 46044000.00 31986191.25 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 2020-08-04 2020-08-04 2020-08-04 N N N 0.0026 205000000.00 205000000.00 0.0025 N N Y N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 0.100 0SB001YG3 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2049-11-01 3.000000 3627619.14 3671890.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-06-01 2.000000 1274912.15 1325942.26 Agency Mortgage-Backed Securities Federal Home Loan Mor S6XOOCT0IEG5ABCC6L87 2047-11-01 4.000000 6264403.02 3781892.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-11-01 5.000000 4392574.00 3444664.78 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-05-01 4.000000 4028506.91 3728556.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-03-01 4.000000 5599875.76 3913526.57 Agency Mortgage-Backed Securities Federal Home Loan Mor 2049-07-01 4.000000 5731129.21 4204135.15 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 3.000000 3760696.87 3989362.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-08-01 4.500000 4640115.72 3541325.22 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 2.500000 3269410.98 3440438.23 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-01-01 4.000000 5214611.66 3174965.37 Agency Mortgage-Backed Securities Federal National Mort 2049-06-01 4.000000 5525498.96 4076244.91 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.500000 3855290.20 4056965.57 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 4.000000 3330432.93 3211888.70 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.000000 3537258.75 3188352.28 Agency Mortgage-Backed Securities Federal National Mort 2048-09-01 4.500000 6340773.50 3813136.37 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.500000 3443300.52 3584963.40 Agency Mortgage-Backed Securities Federal National Mort 2049-05-01 3.500000 4357418.51 3468522.63 Agency Mortgage-Backed Securities Federal National Mort 2046-06-01 3.048000 6465773.74 3399095.49 Agency Mortgage-Backed Securities Federal National Mort 2056-07-01 4.000000 4437888.89 3294842.24 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 3.000000 4846386.22 3399691.46 Agency Mortgage-Backed Securities Federal National Mort 2049-11-01 3.500000 4022852.86 4234799.87 Agency Mortgage-Backed Securities Federal National Mort 2040-03-01 2.500000 3267335.43 3292297.44 Agency Mortgage-Backed Securities Federal National Mort 2049-10-01 3.000000 3770841.48 3156632.13 Agency Mortgage-Backed Securities Federal National Mort 2039-01-01 4.000000 744780.14 434018.56 Agency Mortgage-Backed Securities Federal National Mort 2050-07-01 3.000000 3322539.84 3563390.75 Agency Mortgage-Backed Securities Federal National Mort 2050-08-01 2.000000 3742557.44 3878523.30 Agency Mortgage-Backed Securities Government National M 2070-04-20 2.244000 50161.37 51977.17 Agency Mortgage-Backed Securities Government National M 2067-08-20 4.700000 22322.58 26397.62 Agency Mortgage-Backed Securities Government National M 2070-06-20 3.117000 477894.82 517730.94 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.433000 54664.94 57587.05 Agency Mortgage-Backed Securities Government National M 2059-12-20 1.580000 39941.00 17601.20 Agency Mortgage-Backed Securities Government National M 2060-01-20 1.610000 39941.00 15717.08 Agency Mortgage-Backed Securities Government National M 2069-04-20 4.405000 135093.38 149089.24 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.123000 446922.97 482614.19 Agency Mortgage-Backed Securities Government National M 2067-03-20 4.511000 27914.32 33321.70 Agency Mortgage-Backed Securities Government National M 2067-03-20 4.628000 212727.81 226678.78 Agency Mortgage-Backed Securities Government National M 2059-12-20 1.543000 13313.67 3923.83 Agency Mortgage-Backed Securities Government National M 2060-07-20 1.562000 8875.78 3086.75 Agency Mortgage-Backed Securities Government National M 2070-05-20 1.304000 162988.26 162991.10 Agency Mortgage-Backed Securities Government National M 2069-12-20 3.684000 529628.89 594041.77 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.339000 262062.80 284302.32 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.465000 692730.40 727452.95 Agency Mortgage-Backed Securities Government National M 2063-10-20 4.713000 85617.71 62955.89 Agency Mortgage-Backed Securities Government National M 2065-10-20 2.397000 116838.34 88045.39 Agency Mortgage-Backed Securities Government National M 2058-08-20 1.256000 8875.78 3460.85 Agency Mortgage-Backed Securities Government National M 2066-11-20 4.539000 147284.61 166753.81 Agency Mortgage-Backed Securities Government National M 2064-03-20 4.700000 239646.00 152168.94 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.267000 100858.30 69347.77 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.372000 446730.37 487988.06 Agency Mortgage-Backed Securities Government National M 2070-06-20 2.497000 725272.82 805299.30 Agency Mortgage-Backed Securities Government National M 2064-11-20 4.466000 150888.22 120499.92 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.807000 444019.66 489765.77 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.593000 338444.10 351255.45 Agency Mortgage-Backed Securities Government National M 2070-06-20 2.853000 192988.65 209440.84 Agency Mortgage-Backed Securities Government National M 2070-03-20 4.370000 200316.32 158518.57 Agency Mortgage-Backed Securities Government National M 2068-06-20 4.265000 128763.13 128970.04 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.687000 657517.88 707418.79 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.857000 577005.13 624610.84 Agency Mortgage-Backed Securities Government National M 2070-05-20 3.260000 60059.73 68815.36 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.288000 443931.48 476796.64 Agency Mortgage-Backed Securities Government National M 2070-06-20 2.368000 50885.90 53424.00 Agency Mortgage-Backed Securities Government National M 2059-10-20 1.610000 8875.78 1938.77 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.206000 394572.66 420858.46 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.198000 892698.52 1008040.78 Agency Mortgage-Backed Securities Government National M 2066-02-20 2.633000 55284.11 39258.61 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.847000 83617.95 64654.63 Agency Mortgage-Backed Securities Government National M 2070-04-20 2.663000 439690.45 486721.51 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.404000 698559.08 766929.84 Agency Mortgage-Backed Securities Government National M 2064-11-20 4.626000 142269.84 130145.42 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.245000 44630.74 47097.98 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.021000 45397.92 43821.85 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.416000 398971.94 432041.16 Agency Mortgage-Backed Securities Government National M 2065-09-20 4.664000 14778.17 11731.14 Agency Mortgage-Backed Securities Government National M 2070-04-20 1.315000 168540.32 165900.13 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.414000 425294.34 421232.88 Agency Mortgage-Backed Securities Government National M 2070-06-20 2.828000 1346456.78 1535358.83 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.524000 450469.86 494929.89 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.831000 147994.10 161094.75 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.436000 547394.56 580747.38 Agency Mortgage-Backed Securities Government National M 2065-11-20 2.544000 245355.43 168071.73 Agency Mortgage-Backed Securities Government National M 2068-07-20 4.113000 219469.09 137906.25 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.491000 119823.00 93294.86 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.511000 111129.75 109164.24 Agency Mortgage-Backed Securities Government National M 2060-07-20 1.397000 8875.78 3516.08 Agency Mortgage-Backed Securities Government National M 2065-01-20 4.547000 121949.02 125153.33 Agency Mortgage-Backed Securities Government National M 2070-06-20 3.174000 438721.00 478786.31 Agency Mortgage-Backed Securities Government National M 2069-05-20 4.357000 135918.25 130780.78 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.239000 166220.06 182071.66 Agency Mortgage-Backed Securities Government National M 2061-06-20 4.843000 72470.73 34803.68 Agency Mortgage-Backed Securities Government National M 2070-05-20 3.291000 396512.59 424875.60 Agency Mortgage-Backed Securities Government National M 2064-09-20 4.695000 123274.35 104962.12 Agency Mortgage-Backed Securities Government National M 2070-06-20 1.192000 175513.05 183993.54 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.568000 86849.97 89120.77 Agency Mortgage-Backed Securities Government National M 2064-10-20 4.599000 166798.01 116874.10 Agency Mortgage-Backed Securities Government National M 2069-12-20 3.869000 1053275.28 1194531.01 Agency Mortgage-Backed Securities Government National M 2070-03-20 1.360000 46651.27 45758.50 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.344000 218729.65 225410.54 Agency Mortgage-Backed Securities Government National M 2070-02-20 3.131000 446009.96 484604.85 Agency Mortgage-Backed Securities Government National M 2066-02-20 4.566000 61949.82 54283.88 Agency Mortgage-Backed Securities Government National M 2070-01-20 3.660000 1350659.01 1478370.17 Agency Mortgage-Backed Securities Government National M 2068-12-20 3.601000 122465.45 119707.22 Agency Mortgage-Backed Securities Government National M 2067-05-20 4.325000 7899.44 10173.19 Agency Mortgage-Backed Securities Government National M 2070-06-20 1.306000 175738.40 178270.68 Agency Mortgage-Backed Securities Government National M 2069-06-20 4.181000 690307.27 759547.49 Agency Mortgage-Backed Securities Government National M 2063-11-20 4.621000 244515.78 206613.54 Agency Mortgage-Backed Securities Government National M 2070-06-20 2.896000 1651590.08 1892811.97 Agency Mortgage-Backed Securities Government National M 2065-07-20 4.530000 189497.86 177319.53 Agency Mortgage-Backed Securities Government National M 2067-05-20 4.700000 16287.05 19131.21 Agency Mortgage-Backed Securities Government National M 2070-03-20 3.103000 888548.83 973583.89 Agency Mortgage-Backed Securities Government National M 2062-05-20 5.237000 45265.58 33116.70 Agency Mortgage-Backed Securities Government National M 2070-06-20 3.450000 573393.08 639213.45 Agency Mortgage-Backed Securities Government National M 2069-02-20 4.349000 67730.04 85525.40 Agency Mortgage-Backed Securities Government National M 2070-04-20 3.931000 48532.80 50222.35 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.660000 1627.11 1750.43 Agency Mortgage-Backed Securities Government National M 2070-05-20 2.627000 45850.27 47891.20 Agency Mortgage-Backed Securities Government National M 2070-03-20 2.920000 1092504.84 1232305.52 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 117604055.55 117604055.55 0.0014 N Y Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 0.500 0SC001QP1 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AEROVIAS DE MEXICO S 2025-02-05 7.000000 1025000.00 223142.50 Corporate Debt Securities ALLIANCE ONE INTL INC 2021-04-15 0.000000 160000.00 153600.00 Corporate Debt Securities AVIANCA HLDGS SA/ AVI 2023-05-10 0.000000 8398500.00 1620910.50 Corporate Debt Securities BRUIN E&P PARTNERS LL 549300NZ4QCWC7W8KP34 2023-08-01 8.875000 18256000.00 36512.00 Corporate Debt Securities BUFFALO THUNDER DEV A 2022-12-09 0.000000 31484340.00 15742170.00 Corporate Debt Securities California Res Corp 2024-11-15 6.000000 6875000.00 103125.00 Corporate Debt Securities CALIFORNIA RES CORP S 2022-12-15 0.000000 3000000.00 53970.00 Corporate Debt Securities CHESAPEAKE ENERGY COR X2MT1W32SPAZ9WSKLE78 2025-01-01 0.000000 6118000.00 550191.74 Corporate Debt Securities DEAN FOODS CO SR GLBL 2023-03-15 0.000000 30000.00 600.00 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2025-08-15 0.000000 4000.00 445.00 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2023-11-01 0.000000 117000.00 12894.57 Corporate Debt Securities DIAMOND OFFSHORE DRIL F14FQJ2EEHW5VPYUHL14 2039-10-15 0.000000 26000.00 2831.66 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2026-05-15 0.000000 3500000.00 910000.00 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2023-06-15 0.000000 1231000.00 123.10 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2022-09-01 0.000000 1032000.00 10.32 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-05-01 0.000000 12762000.00 1276.20 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-11-29 0.000000 1110000.00 11100.00 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2025-02-15 0.000000 8170000.00 12255.00 Corporate Debt Securities Federal Home Loan Mor 2050-04-01 3.000000 57368116.00 60231767.30 Agency Mortgage-Backed Securities Federal National Mort 2049-03-01 4.000000 220052384.00 215348355.72 Agency Mortgage-Backed Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2022-09-15 0.000000 5185000.00 1801787.50 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2025-09-15 0.000000 718000.00 249289.60 Corporate Debt Securities FRONTIER COMMUNICATIO 2021-09-15 0.000000 1299000.00 400468.71 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2025-01-15 0.000000 2326000.00 721060.00 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2024-04-15 0.000000 715000.00 234162.50 Corporate Debt Securities FRONTIER COMMUNICATIO 2022-04-15 0.000000 5149000.00 1683105.12 Corporate Debt Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2027-04-01 0.000000 1018000.00 1048540.00 Corporate Debt Securities GRUPO FAMSA S A B DE 2024-12-15 0.000000 670000.00 281668.00 Corporate Debt Securities HERTZ CORP SR 144A NT 549300PD0C69OJ0NLB27 2024-10-15 5.500000 8743000.00 3431627.50 Corporate Debt Securities HERTZ CORP SR GLBL 14 549300PD0C69OJ0NLB27 2026-08-01 0.000000 15325000.00 6053375.00 Corporate Debt Securities HERTZ CORP SR GLBL 14 549300PD0C69OJ0NLB27 2028-01-15 0.000000 1475000.00 582625.00 Corporate Debt Securities HERTZ CORP SR GLBL RE 2024-10-15 0.000000 3687000.00 1447147.50 Corporate Debt Securities HERTZ CORP SR GLBL RE 2028-01-15 0.000000 1542000.00 609090.00 Corporate Debt Securities HERTZ CORP SR NT 7%28 2028-01-15 0.000000 500000.00 115000.00 Corporate Debt Securities HERTZ CORP SR NT 6.25 549300PD0C69OJ0NLB27 2022-10-15 0.000000 15583000.00 6155285.00 Corporate Debt Securities HI-CRUSH INC SR GLBL 2026-08-01 0.000000 2910000.00 98212.50 Corporate Debt Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2025-07-15 0.000000 3762000.00 2501730.00 Corporate Debt Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2023-08-01 0.000000 1864000.00 1174320.00 Corporate Debt Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2022-09-30 0.000000 1482000.00 1619085.00 Corporate Debt Securities INTELSAT LUXEMBOURG S 2021-06-01 0.000000 2555000.00 121362.50 Corporate Debt Securities INTELSAT LUXEMBOURG S 2023-06-01 0.000000 1167000.00 55432.50 Corporate Debt Securities LATAM FINANCE LIMITED 2024-04-11 0.000000 200000.00 68200.00 Corporate Debt Securities LATAM FINANCE LIMITED 2026-03-01 0.000000 200000.00 68000.00 Corporate Debt Securities LEHMAN BROS INC SR SU 2026-08-01 0.000000 61570000.00 891157.89 Corporate Debt Securities LSC COMMUNICATIONS IN 5493000O7BCKOMYMHF87 2023-10-15 0.000000 4425000.00 779906.25 Corporate Debt Securities LUMBERMENS MUT CAS CO 2026-07-01 0.000000 1841000.00 18.41 Corporate Debt Securities MURRAY ENERGY CORP SR 2021-04-15 0.000000 1560000.00 15.60 Corporate Debt Securities MURRAY ENERGY CORP SR 2024-04-15 0.000000 6368000.00 63.68 Corporate Debt Securities NEIMAN MARCUS GROUP I 2028-06-01 0.000000 2000000.00 150000.00 Corporate Debt Securities NEIMAN MARCUS GROUP L 2024-10-25 0.000000 72496000.00 3624800.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2029-06-27 0.000000 3050000.00 198250.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2042-06-26 0.000000 1325000.00 86125.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2099-01-01 0.000000 3255000.00 223781.25 Corporate Debt Securities ODEBRECHT FINANCE LTD 2022-06-26 0.000000 200000.00 10500.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2023-04-05 0.000000 1550000.00 96875.00 Corporate Debt Securities ODEBRECHT FINANCE LTD 2025-04-25 0.000000 363000.00 21780.00 Corporate Debt Securities PENNEY J C CORP INC 8 2025-03-15 0.000000 27793000.00 243188.75 Corporate Debt Securities PENNEY J C CORP INC S 2037-04-01 0.000000 16272000.00 40680.00 Corporate Debt Securities PENNEY J C CORP INC S 2097-03-01 0.000000 18418000.00 127636.74 Corporate Debt Securities PENNEY J C CORP INC S 8TDNUQ07MEFMWW1VHP39 2036-10-15 0.000000 16122000.00 72549.00 Corporate Debt Securities PENNEY J C CORP INC S 2023-07-01 0.000000 14637000.00 5415690.00 Corporate Debt Securities SAMARCO MINERACAO SA 2022-11-01 0.000000 4448000.00 2255136.00 Corporate Debt Securities SAMARCO MINERACAO SA 2023-10-24 0.000000 11257000.00 5712927.50 Corporate Debt Securities SAMARCO MINERACAO SA 2024-09-26 0.000000 12545000.00 6366587.50 Corporate Debt Securities SCHAHIN II FINANCE CO 2023-09-25 0.000000 1050000.00 59286.50 Corporate Debt Securities TWIN REEFS PASS-THROU 2099-01-01 0.000000 4300000.00 807337.90 Corporate Debt Securities ULTRA RESOURCES INC S 2024-07-12 0.000000 1256541.00 62827.05 Corporate Debt Securities UNIT CORPORATION SR S 549300XGK22FZCTN8B67 2021-05-15 0.000000 1000000.00 130000.00 Corporate Debt Securities WINDSTREAM CORP SR NT 2023-08-01 0.000000 585000.00 5850.00 Corporate Debt Securities WINDSTREAM SVCS LLC / 2024-06-30 0.000000 729000.00 14580.00 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 2020-08-03 2020-09-04 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 0.0051 341800000.00 341800000.00 0.0041 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 0.500 0SC001QQ9 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AIM AVIATION FIN LTD 2040-02-15 4.213000 10300000.00 3772470.33 Asset-Backed Securities ALESCO PREF FDG IX 20 2036-06-23 1.645100 219236.00 157134.44 Other Instrument Collateralized debt obligation ALESCO PREF FDG XII 2 2037-07-15 0.675000 2683000.00 1838659.90 Other Instrument Collateralized debt obligation ALLEGRO CLO 2019-10 D 2032-04-20 4.071750 2750000.00 2735326.40 Asset-Backed Securities AMER AIRLINES PT TR 2 2029-03-22 4.000000 880000.00 603539.10 Asset-Backed Securities AMER AIRLINES PT TR 2 2030-04-15 3.250000 313000.00 214015.97 Asset-Backed Securities AMER AIRLINES PT TR 2 2031-04-15 3.600000 520000.00 385294.12 Asset-Backed Securities APIDOS CLO 2015-22R C 5493003SQW0Q40KVFQ19 2031-04-21 3.221750 500000.00 457942.21 Asset-Backed Securities BAMLL COML MTG TR 201 2034-03-15 2.674750 1456000.00 1275669.71 Private Label Collateralized Mortgage Obligations BANK 2017-BNK4 D 2050 2050-05-17 3.357000 750000.00 519016.13 Private Label Collateralized Mortgage Obligations BANK 2018-BNK11 D 206 2061-03-17 3.000000 4350000.00 2851177.05 Private Label Collateralized Mortgage Obligations BANK 2018-BNK15 E 206 2061-11-17 3.000000 2706250.00 1513456.78 Private Label Collateralized Mortgage Obligations BANK 2020-BNK27 D 206 2063-04-17 2.500000 1400000.00 1168803.07 Private Label Collateralized Mortgage Obligations BBCMS MTG TR 2020-C7 2053-04-17 3.605360 1200000.00 1032301.76 Private Label Collateralized Mortgage Obligations BEAR STEARNS ASSET BK 2033-10-25 7.228370 42569583.00 133794.79 Private Label Collateralized Mortgage Obligations BEAR STEARNS ASSET BK 2034-03-25 7.328370 50270000.00 155513.28 Private Label Collateralized Mortgage Obligations BENCHMARK MTG TR 2019 2062-12-15 1.276235 14907500.00 1448748.55 Private Label Collateralized Mortgage Obligations BLACKBIRD CAP AIR LS 2041-12-16 5.682000 4250000.00 2003285.87 Asset-Backed Securities BLUEMOUNTAIN CLO 2016 2027-04-20 2.921750 2500000.00 2190881.89 Asset-Backed Securities BRE GRAND ISLAND TMSH 2033-09-26 3.780000 2500000.00 1840421.26 Asset-Backed Securities BX COML MTG TR 2019-X 2036-10-15 0.009108 141900000.00 11591.13 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 5.500000 583100.00 628068.41 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 2.253519 11662000.00 388685.08 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2053-06-30 0.000000 11662000.00 1159027.87 Private Label Collateralized Mortgage Obligations BYVW OPP MST FD IVB 2 2057-10-28 4.950000 519100.00 539978.72 Asset-Backed Securities BYVW OPP MST FD TR 20 2069-05-28 4.500000 1261050.00 1133595.68 Asset-Backed Securities CAMB COML MTG TR 2019 2037-12-15 1.361033 59755000.00 39731.31 Private Label Collateralized Mortgage Obligations CARMAX AUTO OWNER TR 2026-07-15 2.640000 1000000.00 990501.33 Asset-Backed Securities CHEC LOAN TRUST 2004- 2034-07-25 1.171630 2000000.00 529830.94 Asset-Backed Securities CITIGROUP COML MTG TR 2072-12-16 2.750000 4700000.00 3076181.33 Private Label Collateralized Mortgage Obligations CITIGRP COML MTG TR 2 2053-02-18 2.600000 2500000.00 1398949.17 Private Label Collateralized Mortgage Obligations COMM MTG TR 2013-CCRE 2046-03-12 4.090704 1909500.00 1373018.18 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE 2048-03-12 4.107169 2000000.00 1658973.28 Private Label Collateralized Mortgage Obligations COMM MTG TR 2015-CCRE 2048-10-13 3.480711 560250.00 451307.48 Private Label Collateralized Mortgage Obligations CONTINENTAL AIRLN PT 2025-10-11 4.150000 505000.00 314887.44 Asset-Backed Securities CONTINENTIAL AIRLINES 2022-05-01 8.048000 1740000.00 44.84 Asset-Backed Securities CWALT INC 2004-J12 A- 2035-01-25 4.928370 165104000.00 8697.48 Private Label Collateralized Mortgage Obligations CWMBS INC 2004-3 A-3 2034-04-25 5.750000 17528260.00 16224.21 Private Label Collateralized Mortgage Obligations CWMBS INC 2004-4 A-2 2034-05-25 5.500000 19153317.00 9622.54 Private Label Collateralized Mortgage Obligations DELTA AIRLINES PT 201 2025-01-30 4.250000 680000.00 414115.14 Asset-Backed Securities DELTA AITLINES PT 201 2025-10-25 3.404000 486000.00 448080.98 Asset-Backed Securities Federal Home Loan Mor 2050-03-01 2.500000 84968348.00 85552507.79 Agency Mortgage-Backed Securities FLAGSHIP CR AUTO TR 2 2024-09-16 4.230000 120000.00 124258.92 Asset-Backed Securities GS MORTGAGE SECS CORP 2033-06-25 6.000000 45833333.00 5532.23 Private Label Collateralized Mortgage Obligations GS MORTGAGE SECS CORP 2032-10-25 6.000000 45833333.00 32135.58 Private Label Collateralized Mortgage Obligations GS MTG SECS CORP TR 2 2035-07-16 1.974750 2500000.00 2167351.82 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2013-G 2046-07-12 4.083580 750000.00 537416.99 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2014-G 2047-09-12 4.531604 2000000.00 1579260.67 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2017-G 2050-05-12 3.243000 1562500.00 1196024.22 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2018-G 2051-07-12 3.000000 2199625.00 1138657.88 Private Label Collateralized Mortgage Obligations HILTON GRAND VACA TR 2032-02-25 4.000000 5300000.00 3509693.54 Asset-Backed Securities JACK IN THE BOX FUNDI 2049-08-25 3.982000 500000.00 514783.32 Asset-Backed Securities JP MORGAN CHASE CMBS 2035-02-15 2.224750 4500000.00 3758358.50 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2045-11-17 5.198858 3000000.00 2652820.14 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-05-15 3.711558 2735000.00 1811570.91 Private Label Collateralized Mortgage Obligations KOITERE FD TR 2017-RT 2057-07-28 4.950000 325500.00 349676.84 Asset-Backed Securities MASTR ASSET TR 2003-1 2033-12-25 5.250000 11000000.00 684303.13 Private Label Collateralized Mortgage Obligations NORTHWOODS CAP XVII L 2031-04-22 3.107750 1000000.00 753316.94 Asset-Backed Securities NYT MTG TR 2019-NYT X 2035-12-17 1.326165 19270500.00 183520.81 Private Label Collateralized Mortgage Obligations OCTAGON INV PTNS 32 2 2029-07-16 3.675000 2000000.00 1893746.67 Asset-Backed Securities ONE MARKET PLAZA TR 2 2032-02-10 4.145500 100000.00 103011.76 Private Label Collateralized Mortgage Obligations ONE MARKET PLAZA TR 2 2032-02-10 0.090167 2000000.00 4610.28 Private Label Collateralized Mortgage Obligations OPTION ONE MTG LN TR 2033-08-25 0.811630 27000000.00 613153.75 Asset-Backed Securities PREFER TERM SEC XXI 2 2038-03-22 0.713380 5000000.00 3088679.79 Other Instrument Collateralized debt obligation PREFER TERM SEC XXVII 2037-12-22 0.713380 4500000.00 2909053.56 Other Instrument Collateralized debt obligation PREFER TERM SEC XXVII 2038-03-22 0.713380 486000.00 351968.97 Other Instrument Collateralized debt obligation PREFERRED TERM SEC 20 2035-06-23 0.799000 2511000.00 1797482.75 Other Instrument Collateralized debt obligation PREFERRED TERM SEC 20 2035-12-22 0.743380 5100000.00 3547600.61 Other Instrument Collateralized debt obligation RESIDENTIAL ASSET SEC 2034-05-25 7.428370 44800875.00 201227.12 Private Label Collateralized Mortgage Obligations SLC STUDENT LN TR 200 2039-12-15 0.543380 1450000.00 598715.11 Asset-Backed Securities SLM STUDENT LOAN TR 2 2040-01-25 0.704500 8000000.00 2539148.79 Asset-Backed Securities SLM STUDENT LOAN TR 2 2041-01-25 0.544500 7437000.00 2797830.24 Asset-Backed Securities SLM STUDENT LOAN TR 2 2044-03-25 0.464500 8525000.00 3517318.29 Asset-Backed Securities SLM STUDENT LOAN TR 2 2041-01-25 0.474500 9120000.00 3584886.50 Asset-Backed Securities SLM STUDENT LOAN TR 2 2041-01-25 0.474500 3600000.00 1566213.15 Asset-Backed Securities SONIC CAP LLC 2020-1 2050-01-20 3.845000 2363000.00 2507273.67 Asset-Backed Securities SOUND POINT CLO 2018- 2031-10-20 3.671750 2000000.00 1835643.85 Asset-Backed Securities THL CR WIND RIVER CLO 2027-10-15 2.875000 3750000.00 3399479.17 Asset-Backed Securities THL CR WIND RIVER CLO 2028-07-17 3.125000 3000000.00 2751446.67 Asset-Backed Securities THUNDERBOLT AIRCRAFT 2032-05-17 5.750000 5355000.00 2203594.73 Asset-Backed Securities TICP CLO 2015-4R D-R 2027-07-20 2.771750 2562500.00 2348138.99 Asset-Backed Securities UBS COML MTG TR 2018- 2051-03-17 4.884201 2500000.00 1867430.42 Private Label Collateralized Mortgage Obligations UNITED AIRLINES PT CE 2027-02-15 4.300000 500000.00 347108.58 Asset-Backed Securities UNITED AIRLINES PT CE 2031-09-01 3.700000 232000.00 182799.86 Asset-Backed Securities UNITED AIRLINES PTC 2 2027-07-07 3.650000 114000.00 66880.87 Asset-Backed Securities UNITED AIRLINES PTC 2 2027-04-07 3.650000 600000.00 401024.63 Asset-Backed Securities WAMU MTG CERT 2003-S1 2034-01-25 7.228370 25177800.00 59533.79 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR 2045-01-25 0.501630 10300000.00 749128.49 Private Label Collateralized Mortgage Obligations WELK RESORTS 2019-A D 2038-06-15 4.030000 100000.00 72610.62 Asset-Backed Securities WELLFLEET CLO 2019-10 2032-04-20 4.131750 3750000.00 3651271.80 Asset-Backed Securities WELLS FARGO CO MTG TR 2050-10-17 2.700000 4020000.00 2660544.54 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 2049-10-18 3.214000 5000000.00 3520301.67 Private Label Collateralized Mortgage Obligations WELLS FR COM MTG TR 2 2031-09-17 3.436970 3342000.00 2726333.89 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2057-10-17 3.995498 2000000.00 1658875.16 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 2020-08-03 2020-09-04 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 0.0051 200000000.00 200000000.00 0.0024 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 0.190 0SC001RD7 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 1347 PPTY INS HLDGS I 2099-01-01 8.000000 4678.00 116435.42 Equities ACACIA RESH CORP ACAC 529900BCN7BE6ESPDZ72 2099-01-01 0.000000 7383.00 29827.32 Equities ACCURAY INC COM 549300G28LY4TZKZJG51 2099-01-01 0.000000 1722.00 3908.94 Equities ADURO BIOTECH INC COM 549300X0O3003W5QYQ48 2099-01-01 0.000000 52.00 148.72 Equities AG MTG INVT TR INC 8. 2099-01-01 8.250000 1489.00 21664.95 Equities AG MTG INVT TR INC PF 2099-01-01 8.000000 1425.00 20933.25 Equities AGNC INVT CORP CUM 1/ 2099-01-01 7.000000 1428.00 33686.52 Equities AIR LEASE CORP 6.150 2099-01-01 6.150000 11374.00 248635.64 Equities ALLSTATE CORP COM OBT0W1ED8G0NWVOLOJ77 2099-01-01 0.000000 34753.00 3200056.24 Equities ALLSTATE CORP DP SHS OBT0W1ED8G0NWVOLOJ77 2099-01-01 5.100000 305.00 8158.75 Equities ALLSTATE CORP SUB DEB 2053-01-15 5.100000 30.00 805.50 Equities ALTERA INFRASTRUCTURE 2099-01-01 7.250000 5755.00 89202.50 Equities ALTERA INFRASTRUCTURE 2099-01-01 8.500000 2278.00 36926.38 Equities ALTERA INFRASTRUCTURE 2099-01-01 8.875000 30.00 478.80 Equities ALTICE USA INC CL A 54930064K3612MGCER95 2099-01-01 0.000000 247225.00 6192986.25 Equities AMERICAN HOMES 4 RENT 2099-01-01 6.250000 243.00 6646.05 Equities AMERICAN INTL GROUP I 2099-01-01 5.850000 300.00 8277.00 Equities AMERISERV FINL CAP TR 2028-06-30 8.450000 426.00 11949.30 Equities ANNALY CAPITAL MANAGE 2099-01-01 6.750000 720.00 16272.00 Equities ANTARES PHARMA INC CO 5299004QMIHMZUUNYY44 2099-01-01 0.000000 9517.00 25505.56 Equities ANWORTH MTG ASSET COR 2099-01-01 8.625000 964.00 22485.30 Equities ANWORTH MTG ASSET COR 2099-01-01 7.625000 30.00 624.30 Equities APOLLO GLOBAL MGMT IN 2099-01-01 6.375000 1049.00 28107.75 Equities ARBOR RLTY TR INC CUM 2099-01-01 8.500000 2248.00 56423.68 Equities ARBOR RLTY TR INC PFD 2099-01-01 8.250000 46.00 1158.74 Equities ARCH CAP GROUP LTD 5. 2099-01-01 5.450000 135.00 3508.65 Equities ARCH CAP GROUP LTD DS 2099-01-01 5.250000 751.00 18872.63 Equities ARLINGTON ASSET INVST 2099-01-01 8.250000 3112.00 59128.00 Equities ARMADA HOFFLER PPTYS 2099-01-01 6.750000 9247.00 217304.50 Equities ASHFORD HOSPITALITY T 2099-01-01 7.375000 135.00 742.50 Equities ASHFORD HOSPITALITY T 2099-01-01 8.450000 1219.00 7045.82 Equities ASPEN INSURANCE HOLDI 2099-01-01 5.625000 1001.00 25230.21 Equities ASPEN INSURANCE HOLDI 2099-01-01 5.950000 1299.00 34449.48 Equities ASSOCIATED BANC CORP 2099-01-01 5.375000 4154.00 105013.12 Equities ASSOCIATED BANC CORP 2099-01-01 6.125000 3959.00 101627.53 Equities ASSOCIATED BANC CORP 2099-01-01 5.875000 471.00 12371.99 Equities ASSURED GUARNTY MUNI 2102-11-01 6.250000 1515.00 40435.35 Equities AT&T INC 5% DEP RP PF 2099-01-01 5.000000 4314.00 113415.06 Equities ATHENE HLDG LTD 6.35 2099-01-01 6.350000 177.00 4573.68 Equities ATLANTIC POWER CORP C 2U3V7WI7HVCB625AQQ40 2099-01-01 0.000000 46049.00 90716.53 Equities ATLAS CORP 8.25% CUM 2099-01-01 8.250000 3862.00 87242.97 Equities AVANTOR INC 6.25 PFD 2022-05-15 6.250000 7715.00 555711.45 Equities AVID BIOSERVICES INC 2099-01-01 10.500000 3061.00 77994.28 Equities B. RILEY FINANCIAL IN 2099-01-01 6.875000 120.00 2667.60 Equities BANCROFT FD LTD PFD C 2099-01-01 5.375000 6556.00 168751.44 Equities BFC CAP TR II PFD TR 2034-03-31 7.200000 1778.00 49126.14 Equities BLUEROCK RESIDENTIAL 2099-01-01 7.625000 25.00 598.11 Equities BLUEROCK RESIDENTIAL 2099-01-01 7.125000 30.00 673.50 Equities BLUEROCK RESIDENTIAL 2099-01-01 8.250000 30.00 742.50 Equities BOSTON PROPERTIES INC 2099-01-01 5.250000 1990.00 51222.60 Equities BRAEMAR HOTELS & RESO 2099-01-01 8.250000 589.00 8098.75 Equities BRIGHTHOUSE FINL INC 2099-01-01 6.600000 2968.00 78177.12 Equities BROOKFIELD PROPERTY P 2099-01-01 6.500000 538.00 10867.60 Equities CABCO SER 2004-102 TR 2034-06-15 3.250000 1622.00 39402.60 Equities CACI INTL INC CL A SYRPI2D1O9WRTS2WX210 2099-01-01 0.000000 48859.00 9999971.53 Equities CAI INTERNATIONAL INC 2099-01-01 8.500000 5545.00 122128.63 Equities CAPITAL ONE FINL CORP 2099-01-01 4.800000 10944.00 253353.60 Equities CAPITAL ONE FINL CORP 2099-01-01 5.200000 3017.00 77687.75 Equities CAPITAL ONE FINL CORP 2099-01-01 6.000000 30.00 800.33 Equities CARLISLE COS INC COM XR64VGX1ZPX6G7ZN7Z11 2099-01-01 0.000000 59319.00 6987185.01 Equities CASSAVA SCIENCES INC 529900XA0UG5JXABYF08 2099-01-01 0.000000 107363.00 341414.34 Equities CBDMD INC 8% SER A CU 2099-01-01 8.000000 2160.00 17542.87 Equities CENTRAL EUROPEAN MEDI 54930067ZPEG8H2PPN39 2099-01-01 0.000000 54239.00 213701.66 Equities CHERRY HILL MTG INVT 2099-01-01 8.200000 623.00 14324.64 Equities CHICKEN SOUP FOR THE 2099-01-01 9.750000 5319.00 122337.00 Equities CHIMERIX INC COM 5299002IR2GXUBEPKS66 2099-01-01 0.000000 10154.00 32695.88 Equities CIM COML TR CORP PFD 2099-01-01 5.500000 50.00 1110.00 Equities CITIGROUP INC DEP SHS 2099-01-01 6.875000 3559.00 99545.23 Equities COLONY CAP INC NEW 7. 2099-01-01 7.125000 3675.00 71037.75 Equities COLONY CAP INC NEW 7. 2099-01-01 7.150000 420.00 8169.00 Equities COLONY CAP INC NEW 7. 2099-01-01 7.500000 4413.00 89451.51 Equities COMMERCE BANCSHARES I 2099-01-01 6.000000 928.00 24239.36 Equities COMPASS DIVERSIFIED H 2099-01-01 7.875000 3066.00 71591.10 Equities COMPASS DIVERSIFIED H 2099-01-01 7.875000 3610.00 83571.50 Equities CONDUENT INC COM 549300SFJ2D2CYY6CQ11 2099-01-01 0.000000 3134.00 6205.32 Equities CONSTELLATION BRANDS 5493005GKEG8QCVY7037 2099-01-01 0.000000 40860.00 7388713.80 Equities CONSUMERS ENERGY CO P 2099-01-01 4.500000 400.00 43124.04 Equities CORPORATE BACKED TR C 2034-02-15 6.345000 675.00 19912.43 Equities COSTAMARE INC 8.87% C 2099-01-01 8.875000 30.00 664.20 Equities COSTAMARE INC PERP PF 2099-01-01 7.625000 973.00 20491.38 Equities COSTAMARE INC PERP PF 2099-01-01 8.500000 4044.00 86529.06 Equities COSTAMARE INC PFD SER 2099-01-01 8.750000 30.00 645.00 Equities CREDIT-ENHANCED CORTS 2027-01-01 8.205000 855.00 27702.00 Equities CUSTOMERS BANCORP INC 2099-01-01 6.450000 30.00 618.60 Equities CUSTOMERS BANCORP INC 2099-01-01 6.500000 30.00 623.70 Equities CYCLACEL PHARMACEUTIC 2099-01-01 6.000000 470.00 2801.20 Equities DCP MIDSTREAM LP 7.95 2099-01-01 7.950000 3549.00 59161.83 Equities DIANA SHIPPING INC PE 2099-01-01 8.875000 30.00 667.80 Equities DIGIRAD CORP 10% CUM 2099-01-01 10.000000 2510.00 17620.20 Equities DIGITAL RLTY TR INC 5 2099-01-01 5.200000 229.00 6112.81 Equities DIGITAL RLTY TR INC 5 2099-01-01 5.250000 93.00 2432.88 Equities DIGITAL RLTY TR INC 6 2099-01-01 6.350000 294.00 7476.42 Equities DIGITAL RLTY TR INC P 2099-01-01 5.875000 2947.00 75649.49 Equities DILLARDS CAP TR I CAP 2038-08-01 7.500000 8225.00 159770.63 Equities DIVERSIFIED HEALTHCAR 2042-08-01 5.625000 30.00 567.90 Equities DRIVE SHACK INC PFD S 2099-01-01 9.750000 13784.00 173816.24 Equities DRIVE SHACK INC PFD S 2099-01-01 8.050000 4319.00 54419.40 Equities DRIVE SHACK INC PFD S 2099-01-01 8.375000 4752.00 61776.00 Equities DU PONT E I DE NEMOUR 2099-01-01 3.500000 21.00 1711.50 Equities DU PONT E I DE NEMOUR 2099-01-01 4.500000 234.00 24453.00 Equities DUKE ENERGY CORP NEW 2073-01-15 5.125000 660.00 17120.40 Equities DYNAGAS LNG PARTNERS 2099-01-01 8.750000 956.00 18598.98 Equities DYNAGAS LNG PARTNERS 2099-01-01 9.000000 30.00 660.00 Equities DYNEX CAP INC 6.9% SE 2099-01-01 6.900000 11870.00 271110.80 Equities DYNEX CAP INC PFD SER 2099-01-01 7.625000 30.00 725.40 Equities ENDO INTL PLC SHS 5493007TBMWZWGZIB256 2099-01-01 0.000000 62460.00 213613.20 Equities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-01-01 7.600000 30.00 582.60 Equities ENSTAR GROUP LTD 7% D 213800AMAL5QFXVUCN04 2099-01-01 7.000000 1586.00 41426.32 Equities ENTERCOM COMMUNICATIO 2099-01-01 0.000000 172721.00 246991.03 Equities ENZO BIOCHEM INC COM 5299001N23WBO4XQ2P60 2099-01-01 0.000000 4104.00 10136.88 Equities EPR PPTYS 5.750% CUM 2099-01-01 5.750000 6626.00 113834.68 Equities EPR PPTYS CONV PFD 9% 2099-01-01 9.000000 825.00 21037.50 Equities EROS INTL PLC SHS NEW 254900397NMORQEIZA86 2099-01-01 0.000000 145075.00 451183.25 Equities ESSEX PPTY TR INC COM 549300TR2H2VEFX0NC60 2099-01-01 0.000000 45326.00 9999822.12 Equities ETSY INC COM 54930089Q7XT501AEA40 2099-01-01 0.000000 88983.00 9999909.54 Equities EVERGY INC COM 549300PGTHDQY6PSUI61 2099-01-01 0.000000 57960.00 3736681.20 Equities EVOFEM BIOSCIENCES IN 5493007VAGG43TIEJW57 2099-01-01 0.000000 68981.00 209702.24 Equities EXTREME NETWORKS INC 549300WRECW11X94UB57 2099-01-01 0.000000 15926.00 71667.00 Equities FARMLAND PARTNERS INC 2099-01-01 6.000000 111.00 2645.13 Equities FEDERAL AGRIC MTG COR 2099-01-01 5.700000 3819.00 101185.17 Equities FEDERAL AGRIC MTG COR 2099-01-01 5.875000 30.00 769.80 Equities FEDERAL AGRIC MTG COR 2099-01-01 6.000000 1725.00 46057.50 Equities FIFTH THIRD BANCORP 6 2099-01-01 6.000000 373.00 9992.67 Equities FIFTH THIRD BANCORP D 2099-01-01 6.625000 964.00 26471.44 Equities FIRST HORIZON NATL CO 2099-01-01 6.200000 951.00 24250.88 Equities FLUENT INC COM 549300P3G8O165ICY429 2099-01-01 0.000000 8635.00 15974.75 Equities FORTIVE CORP 5% PFD C 549300MU9YQJYHDQEF63 2021-07-01 5.000000 8097.00 7408755.00 Equities FORTRESS TRANS INFRST 2099-01-01 8.000000 1254.00 24152.04 Equities FORTRESS TRANS INFRST 2099-01-01 8.250000 439.00 8231.25 Equities GABELLI DIVID & INCOM 2099-01-01 5.875000 57.00 1481.99 Equities GABELLI EQUITY TR INC 2099-01-01 5.450000 30.00 784.20 Equities GABELLI EQUITY TR INC 2099-01-01 5.000000 1793.00 45873.90 Equities GABELLI GLB SML & MD 2099-01-01 5.450000 441.00 11324.88 Equities GABELLI GLOBL UTIL & 2099-01-01 3.800000 30.00 1327.20 Equities GABELLI GO ANYWHERE T 2099-01-01 8.000000 458.00 18617.70 Equities GABELLI HLTHCARE & WE 2099-01-01 5.875000 3024.00 79047.36 Equities GABELLI UTIL TR PFD C 2099-01-01 5.375000 30.00 778.20 Equities GAMCO GLOBAL GOLD NAT 2099-01-01 5.000000 30.00 759.00 Equities GASLOG PARTNERS LP 8. 2099-01-01 8.200000 5426.00 80467.58 Equities GASLOG PARTNERS LP 8. 2099-01-01 8.500000 878.00 13644.12 Equities GASLOG PARTNERS LP PF 2099-01-01 8.625000 114.00 1824.00 Equities GDL FUND 4% CUM PFD S 2025-03-26 4.000000 624.00 31980.00 Equities GENIE ENERGY LTD PFD- 2099-01-01 7.500000 11748.00 101913.90 Equities GLADSTONE COMMERCIAL 2099-01-01 6.625000 1273.00 30119.18 Equities GLADSTONE COMMERCIAL 2099-01-01 7.000000 1559.00 38398.17 Equities GLADSTONE INVT CORP 6 2025-08-31 6.375000 1367.00 32944.70 Equities GLADSTONE LD CORP RED 2099-01-01 6.375000 7147.00 186679.64 Equities GLOBAL BLOOD THERAPEU 549300U4G0QKK99GRT15 2099-01-01 0.000000 143884.00 9999938.00 Equities GLOBAL PARTNERS LP 9. 2099-01-01 9.750000 340.00 8415.00 Equities GLOBAL SHIP LEASE INC 2099-01-01 8.750000 1425.00 29568.75 Equities GODADDY INC CL A 2099-01-01 0.000000 145158.00 9999934.62 Equities GOLAR LNG PARTNERS LP 2099-01-01 8.750000 2176.00 42540.80 Equities GOLD RESOURCE CORP CO 5299006MQBYLDAOI2D32 2099-01-01 0.000000 116609.00 509581.33 Equities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2099-01-01 5.500000 5374.00 143593.28 Equities HARTFORD FINL SVCS GR 2099-01-01 6.000000 3382.00 95609.14 Equities HERSHA HOSPITALITY TR 2099-01-01 6.500000 5348.00 57972.32 Equities HERSHA HOSPITALITY TR 2099-01-01 6.875000 30.00 330.30 Equities HILLMAN GROUP CAP TR 2027-09-30 11.600000 5171.00 130541.90 Equities HOEGH LNG PARTNERS LP 2099-01-01 8.750000 790.00 18683.50 Equities HOVNANIAN ENTERPRISES 2099-01-01 7.625000 2548.00 13759.20 Equities HOWMET AEROSPACE INC 2099-01-01 3.750000 910.00 65975.00 Equities HUNTINGTON BANCSHARES 2099-01-01 6.250000 1235.00 31504.85 Equities HUNTINGTON BANCSHARES 2099-01-01 5.875000 1872.00 48222.72 Equities INNOVATIVE INDL PPTYS 2099-01-01 9.000000 4008.00 119448.42 Equities INTUIT COM VI90HBPH7XSFMB9E4M29 2099-01-01 0.000000 32901.00 9999929.94 Equities INVESCO MORTGAGE CAPI 2099-01-01 7.750000 8593.00 200818.41 Equities INVESTORS REAL ESTATE 2099-01-01 6.625000 1570.00 40584.50 Equities ISTAR INC PFD G 7.65% 2099-01-01 7.650000 596.00 14348.70 Equities ISTAR INC PFD SER D 2099-01-01 8.000000 2674.00 67304.58 Equities JERNIGAN CAP INC 7.0% 2099-01-01 7.000000 30.00 706.80 Equities KANSAS CITY SOUTHERN 2099-01-01 4.000000 436.00 12726.75 Equities KIMCO RLTY CORP 5.125 2099-01-01 5.125000 386.00 9387.52 Equities KKR & CO INC 6.75% PF 2099-01-01 6.750000 825.00 21689.25 Equities LANDMARK INFRASTRUCTU 2099-01-01 7.900000 1775.00 41961.00 Equities LANDMARK INFRASTRUCTU 2099-01-01 8.000000 5299.00 125427.33 Equities LEGG MASON INC JR SUB 2056-03-15 6.375000 25.00 649.00 Equities LIBERTY BROADBAND COR 549300MIX43II8JLN536 2099-01-01 0.000000 56281.00 7551784.58 Equities LIBERTY GLOBAL PLC SH 549300BSGXG3QLIQYT84 2099-01-01 0.000000 93919.00 2213670.83 Equities LIBERTY TRIPADVISOR H 5299006PCRAU736ZJ155 2099-01-01 0.000000 33980.00 90386.80 Equities LOGMEIN INC COM 549300D12V5KRBV00592 2099-01-01 0.000000 95136.00 8155057.92 Equities MAIDEN HOLDINGS LTD P 2099-01-01 7.125000 450.00 4450.50 Equities MAIDEN HOLDINGS LTD P 2099-01-01 8.250000 1422.00 14433.30 Equities MANNKIND CORP COM NEW 213800GFBCNY1ZFST722 2099-01-01 0.000000 74459.00 122112.76 Equities MARINUS PHARMACEUTICA 2099-01-01 0.000000 54790.00 93690.90 Equities MEDTRONIC PLC SHS 549300GX3ZBSQWUXY261 2099-01-01 0.000000 103659.00 9999983.73 Equities MERCK & CO. INC COM 4YV9Y5M8S0BRK1RP0397 2099-01-01 0.000000 126598.00 9999976.02 Equities METLIFE INC 4.75% DP C4BXATY60WC6XEOZDX54 2099-01-01 4.750000 1477.00 37899.82 Equities METLIFE INC DEP SHS P 2099-01-01 5.625000 3556.00 98750.12 Equities MFA FINL INC 6.50 PFD 2099-01-01 6.500000 169.00 3045.38 Equities MISTRAS GROUP INC COM 2099-01-01 0.000000 3180.00 11384.40 Equities MONMOUTH REAL ESTATE 2099-01-01 6.125000 1454.00 36640.65 Equities MORGAN STANLEY DEP FI IGJSJL3JD5P30I6NJZ34 2099-01-01 6.375000 6326.00 180164.48 Equities MORGAN STANLEY DEP SH IGJSJL3JD5P30I6NJZ34 2099-01-01 7.125000 1585.00 45331.00 Equities MORGAN STANLEY NONCM IGJSJL3JD5P30I6NJZ34 2099-01-01 5.850000 1673.00 47697.23 Equities NABORS INDUSTRIES LTD 2021-05-01 6.000000 30.00 192.00 Equities NATIONAL CINEMEDIA IN 2099-01-01 0.000000 774.00 2004.66 Equities NATIONAL GEN HLDGS CO 2099-01-01 7.500000 7102.00 183870.78 Equities NATIONAL RETAIL PROPE 2099-01-01 5.200000 6.00 147.78 Equities NAVIENT CORPORATION S 2043-12-15 6.000000 366.00 8052.00 Equities NETFLIX INC COM 549300Y7VHGU0I7CE873 2099-01-01 0.000000 20584.00 9999707.20 Equities NEW SR INVT GROUP INC 549300H8A719CGNNEW69 2099-01-01 0.000000 2296.00 8334.48 Equities NEW YORK CMNTY BANCOR 2099-01-01 6.375000 30.00 793.20 Equities NEW YORK MTG TR INC 7 2099-01-01 7.875000 309.00 6065.67 Equities NEW YORK MTG TR INC R 2099-01-01 7.750000 2502.00 50490.36 Equities NEXTERA ENERGY CAP HL 2072-11-15 5.125000 700.00 17836.00 Equities NGL ENERGY PARTNERS L 2099-01-01 9.000000 88.00 1272.48 Equities NIAGARA MOHAWK PWR CO 2099-01-01 3.600000 256.00 25602.56 Equities NIAGARA MOHAWK PWR CO 2099-01-01 3.900000 13.00 1329.38 Equities NOBLE ENERGY INC COM 02VFQXG2D1LR5ZH3K186 2099-01-01 0.000000 478772.00 4893049.84 Equities NUSTAR ENERGY LP 9.00 2099-01-01 9.000000 3263.00 65879.97 Equities NUSTAR ENERGY LP RED 2099-01-01 7.625000 589.00 10385.95 Equities OFG BANCORP 7% SER B 2099-01-01 7.000000 1542.00 37779.00 Equities OFG BANCORP PERP PFD- 2099-01-01 7.125000 30.00 735.00 Equities OFG BANCORP PFD A 7.1 2099-01-01 7.125000 791.00 19782.91 Equities OFS CREDIT COMPANY IN 2099-01-01 6.875000 6.00 141.00 Equities ORBCOMM INC COM 529900PSC8WVCY267I23 2099-01-01 0.000000 7506.00 34077.24 Equities OTIS WORLDWIDE CORP C 549300ZLBKR8VSU25153 2099-01-01 0.000000 157753.00 9999962.67 Equities OXFORD LANE CAP CORP 2099-01-01 6.750000 30.00 690.90 Equities OXFORD LANE CAP CORP 2023-06-30 7.500000 5008.00 121694.40 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.360000 948.00 22979.52 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.500000 570.00 13725.60 Equities PACIFIC GAS & ELEC CO 2099-01-01 4.800000 2278.00 55811.00 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.000000 158.00 3993.12 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.000000 252.00 6378.12 Equities PACIFIC GAS & ELEC CO 2099-01-01 5.500000 2224.00 63161.60 Equities PACIFIC GAS & ELEC CO 2099-01-01 6.000000 3545.00 110214.05 Equities PANGAEA LOGISTICS SOL 54930055ZYLTF0B2VS67 2099-01-01 0.000000 7894.00 16498.46 Equities PARATEK PHARMACEUTICA 5493007V5QDIWECEYV79 2099-01-01 0.000000 8214.00 36634.44 Equities PARTNERRE LTD PFD SER 2099-01-01 6.500000 7394.00 190779.99 Equities PARTNERRE LTD PFD SER 7LLHQS68KCIGNZBR7918 2099-01-01 7.250000 705.00 18365.25 Equities PAYCOM SOFTWARE INC C 254900LSB0HNJUDC6Q18 2099-01-01 0.000000 34900.00 9999897.00 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.300000 30.00 612.90 Equities PEBBLEBROOK HOTEL TR 2099-01-01 6.375000 30.00 591.60 Equities PEOPLES UNITED FINANC 2099-01-01 5.625000 3489.00 89737.08 Equities PHASEBIO PHARMACEUTIC 549300FC27CEJIY52K95 2099-01-01 0.000000 1182.00 4893.48 Equities PITNEY BOWES INC NT 4 2043-03-07 6.700000 30.00 488.70 Equities PLYMOUTH INDL REIT IN 2099-01-01 7.500000 4637.00 115891.15 Equities PNC FINL SVCS GROUP I 2099-01-01 6.125000 3413.00 92116.87 Equities POPULAR CAP TR I PFD 2033-11-01 6.700000 141.00 3687.15 Equities POWER REIT PFD SER A 2099-01-01 7.750000 30.00 778.50 Equities PRIORITY INCOME FUND 2024-06-30 6.625000 578.00 13872.00 Equities PRUDENTIAL FINL INC J 2052-12-15 5.750000 875.00 22750.00 Equities PRUDENTIAL FINL INC J 2053-03-15 5.700000 2051.00 53531.10 Equities PS BUSINESS PKS INC C 2099-01-01 5.200000 398.00 10320.14 Equities PUBLIC STORAGE 4.875 2099-01-01 4.875000 1272.00 34407.60 Equities PUBLIC STORAGE DEP 1/ 2099-01-01 5.200000 25.00 635.75 Equities PUBLIC STORAGE DEP RP 2099-01-01 5.400000 1049.00 27106.16 Equities PUBLIC STORAGE DEP SH 2099-01-01 5.125000 2058.00 53899.23 Equities PUBLIC STORAGE DEPSH1 2099-01-01 5.200000 25.00 634.75 Equities PUBLIC STORAGE PFD BE 2099-01-01 4.900000 2171.00 55968.38 Equities PUBLIC STORAGE PFD SH 2099-01-01 5.150000 30.00 794.40 Equities RADIANT LOGISTICS INC 549300HWCW2HBOG4GN20 2099-01-01 0.000000 4910.00 21456.70 Equities REGIONAL HEALTH PPTYS 2099-01-01 10.875000 6476.00 12174.88 Equities REGIONS FINANCIAL COR 2099-01-01 6.375000 30.00 821.40 Equities REINSURANCE GRP OF AM 2042-09-15 6.200000 679.00 18102.14 Equities REXFORD INDL RLTY INC 2099-01-01 5.625000 6920.00 178120.80 Equities REXFORD INDL RLTY INC 2099-01-01 5.875000 1733.00 44260.82 Equities REXFORD INDL RLTY INC 2099-01-01 5.875000 230.00 5858.10 Equities RIVERNORTH SPECIALTY 2024-10-31 5.875000 6280.00 157942.00 Equities ROYAL BK OF CDA BD CD 2099-01-01 6.750000 1425.00 41610.00 Equities SAFE BULKERS INC PERP 2099-01-01 8.000000 9543.00 181477.32 Equities SAFE BULKERS INC RED 2099-01-01 8.000000 2412.00 45538.56 Equities SAUL CTRS INC 6.125% 2099-01-01 6.125000 30.00 706.35 Equities SAVARA INC COM 2099-01-01 0.000000 16529.00 33388.58 Equities SERITAGE GROWTH PPTYS 2099-01-01 7.000000 2076.00 28026.00 Equities SHOCKWAVE MED INC COM 549300LDXO56IC5Y1538 2099-01-01 0.000000 202634.00 9999987.90 Equities SIEBERT FINL CORP COM 2099-01-01 0.000000 997.00 3948.12 Equities SITE CENTERS CORP DEP 2099-01-01 6.375000 53.00 1222.71 Equities SITE CENTERS CORP DEP 2099-01-01 6.250000 61.00 1396.90 Equities SL GREEN RLTY CORP PF 2099-01-01 6.500000 535.00 13776.25 Equities SLM CORP PFD SER B 4K8SLPBF5DXXGPW03H93 2099-01-01 2.013380 11326.00 362432.00 Equities SOTHERLY HOTELS INC 7 2099-01-01 7.875000 973.00 6227.20 Equities SOTHERLY HOTELS INC 8 2099-01-01 8.250000 858.00 5405.40 Equities SOTHERLY HOTELS INC P 2099-01-01 8.000000 3753.00 24882.39 Equities SOUTHERN CALIF EDISON 2099-01-01 4.080000 500.00 10865.00 Equities SOUTHERN CALIF EDISON 2099-01-01 4.240000 1912.00 44855.52 Equities SOUTHERN CALIF EDISON 2099-01-01 4.320000 199.00 4724.06 Equities SOUTHERN CALIF EDISON 2099-01-01 4.780000 2680.00 67000.27 Equities SPARK ENERGY INC PFD 2099-01-01 8.750000 2790.00 58032.00 Equities SPIRIT RLTY CAP INC N 2099-01-01 6.000000 1261.00 31521.85 Equities STAG INDL INC RED PFD 2099-01-01 6.875000 30.00 781.50 Equities STATE STR CORP DEP SH 549300ZFEEJ2IP5VME73 2099-01-01 5.350000 1484.00 42109.98 Equities STEEL PARTNERS HLDGS 5493009U8Z59G5SIZ389 2024-12-23 6.000000 2512.00 40845.12 Equities STERLING BANCORP DEL 2099-01-01 6.500000 30.00 775.78 Equities STIFEL FINL CORP 6.25 2099-01-01 6.250000 2618.00 70240.94 Equities STIFEL FINL CORP DSHS 2099-01-01 6.250000 30.00 785.10 Equities STRATS TR FOR PROCTR& 2034-08-15 0.000000 30.00 645.00 Equities STRATS TR UTD STS CEL 2033-12-15 6.375000 2552.00 25394.95 Equities STRATS TR WAL MART ST 2030-02-15 0.775000 30.00 648.00 Equities SUMMIT HOTEL PPTYS IN 2099-01-01 6.250000 2125.00 37400.00 Equities SUMMIT HOTEL PPTYS IN 2099-01-01 6.450000 30.00 543.00 Equities SUNSTONE HOTEL INVS I 2099-01-01 6.450000 95.00 2214.45 Equities SVB FINANCIAL GROUP D 2099-01-01 5.250000 1444.00 37428.48 Equities SYNCHRONY FINANCIAL 5 2099-01-01 5.625000 1373.00 33556.12 Equities SYNOVUS FINL CORP 5.8 2099-01-01 5.875000 87.00 2099.31 Equities SYNOVUS FINL CORP PER 2099-01-01 6.300000 3138.00 78340.17 Equities TAUBMAN CTRS INC PFD 2099-01-01 6.250000 36309.00 784274.40 Equities TAUBMAN CTRS INC PFD- 2099-01-01 6.500000 7506.00 163067.85 Equities TELEPHONE & DATA SYS 2060-03-15 7.000000 9175.00 232219.25 Equities TELEPHONE & DATA SYS 2059-11-15 6.875000 341.00 8606.84 Equities TELEPHONE & DATA SYS 2061-12-01 5.875000 30.00 741.30 Equities TENNESSEE VALLEY AUTH 2029-05-01 2.216000 1373.00 35533.24 Equities TENNESSEE VALLEY AUTH 2028-06-01 2.134000 2368.00 60784.67 Equities TRISTATE CAP HLDGS IN 2099-01-01 6.375000 1213.00 25412.35 Equities TRISTATE CAP HLDGS IN 2099-01-01 6.750000 4083.00 87580.35 Equities TRITON INTL LTD 8.5% 2099-01-01 8.500000 32.00 795.52 Equities TRUIST FINL CORP DEP 2099-01-01 5.625000 30.00 778.20 Equities TRUIST FINL CORP DEP1 549300DRQQI75D2JP341 2099-01-01 5.200000 530.00 13393.10 Equities TSAKOS ENERGY NAVIGAT 2099-01-01 9.500000 112.00 2139.20 Equities TSAKOS ENERGY NAVIGAT 2099-01-01 8.750000 30.00 608.22 Equities TSAKOS ENERGY NAVIGAT 2020-10-30 8.875000 6178.00 155376.70 Equities TWO HBRS INVT CORP 7. 2099-01-01 7.500000 30.00 648.30 Equities TWO HBRS INVT CORP 7. 2099-01-01 7.750000 3087.00 67759.65 Equities U S SILICA HLDGS INC 529900HOXGPM9F75C193 2099-01-01 0.000000 196449.00 707216.40 Equities UMH PPTYS INC 6.375% 2099-01-01 6.375000 30.00 719.70 Equities UMH PPTYS INC PFD RED 2099-01-01 8.000000 30.00 766.50 Equities URSTADT BIDDLE PPTYS 2099-01-01 6.250000 535.00 12021.45 Equities US BANCORP DEL DEP PE 2099-01-01 5.500000 1399.00 38122.75 Equities US BANCORP DEL PERP P 2099-01-01 3.500000 994.00 819075.88 Equities VALLEY NATL BANCORP 5 2099-01-01 5.500000 686.00 15997.52 Equities VALLEY NATL BANCORP 6 2099-01-01 6.250000 143.00 3919.63 Equities VBI VACCINES INC COM 2099-01-01 0.000000 33808.00 146050.56 Equities VERTEX PHARMACEUTICAL 54930015RAQRRZ5ZGJ91 2099-01-01 0.000000 35790.00 9999726.00 Equities VORNADO RLTY TR 5.25% 2099-01-01 5.250000 1429.00 32809.84 Equities VORNADO RLTY TR PFD S 2099-01-01 5.700000 2237.00 54135.40 Equities VORNADO RLTY TR PFD S 2099-01-01 5.400000 1726.00 40008.68 Equities WEBSTER FINL CORP CON 2099-01-01 5.250000 225.00 6090.08 Equities WELLS FARGO CO NEW 5. PBLD0EJDB5FWOLXP3B76 2099-01-01 5.625000 2970.00 76566.60 Equities WELLS FARGO CO NEW CO PBLD0EJDB5FWOLXP3B76 2099-01-01 0.000000 405679.00 9999987.35 Equities WELLS FARGO CO NEW DE 2099-01-01 6.625000 5612.00 150513.84 Equities WELLS FARGO CO NEW DE PBLD0EJDB5FWOLXP3B76 2099-01-01 5.850000 4288.00 108958.08 Equities WELLS FARGO CO NEW PF 2099-01-01 5.700000 3806.00 97129.12 Equities WELLS FARGO CO NEW PF PBLD0EJDB5FWOLXP3B76 2099-01-01 5.500000 4272.00 109000.08 Equities WINTRUST FINL CORP PF 2099-01-01 6.500000 1758.00 44653.20 Equities WISDOMTREE INVTS INC 549300WIU8IS7UFO7871 2099-01-01 0.000000 4502.00 15982.10 Equities YOUNGEVITY INTL INC 9 2099-01-01 9.750000 2311.00 36837.34 Equities ZIONS BANCORPORATION 2099-01-01 6.300000 516.00 13761.72 Equities ZIONS BANCORPORATION 2099-01-01 5.750000 3474.00 88239.60 Equities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0019 200000000.00 200000000.00 0.0024 N Y Y N 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 314383519.80 314383519.80 0.0038 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 0.362 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 2020-08-26 2021-02-26 2021-02-26 N N N 0.0037 85048032.65 85048032.65 0.0010 N N N 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 101981297.28 101981297.28 0.0012 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 1.650 13606CAF1 549300H8L46OOZOFHU82 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 0.0060 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 260022102.60 260022102.60 0.0031 N N N N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 0.420 13606CDF8 US13606CDF86 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 2021-07-07 2021-07-07 2021-07-07 N N N 0.0042 330348806.70 330348806.70 0.0040 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.650 16955AM39 5493001KQW6DM7KEDR62 US16955AM390 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 2020-10-21 2020-10-21 2020-10-21 N N N 0.0065 50009657.50 50009657.50 0.0006 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.650 16955AM21 US16955AM218 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 2020-10-22 2020-10-22 2020-10-22 N N N 0.0065 55010118.35 55010118.35 0.0007 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.650 16955AL97 5493001KQW6DM7KEDR62 US16955AL970 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 2020-10-23 2020-10-23 2020-10-23 N N N 0.0065 45007748.55 45007748.55 0.0005 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.610 16955AM62 5493001KQW6DM7KEDR62 US16955AM622 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 2020-10-26 2020-10-26 2020-10-26 N N N 0.0061 100004085.00 100004085.00 0.0012 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.610 16955AN53 5493001KQW6DM7KEDR62 US16955AN539 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 2020-11-02 2020-11-02 2020-11-02 N N N 0.0061 99999218.00 99999218.00 0.0012 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.611 16891MKT5 5493001KQW6DM7KEDR62 US16891MKT52 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 2020-10-27 2020-10-27 2020-10-27 N N N 0.0061 99858467.00 99858467.00 0.0012 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 80012792.80 80012792.80 0.0010 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 0.610 16955AN79 5493001KQW6DM7KEDR62 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 2020-11-03 2020-11-03 2020-11-03 N N N 0.0061 75000000.00 75000000.00 0.0009 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 100011467.00 100011467.00 0.0012 N N Y 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 75014118.75 75014118.75 0.0009 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 50011013.50 50011013.50 0.0006 N N N N CITIBANK N.A. (REPO) CITIBANK N.A. (REPO) 0.100 0CAN06JX8 E57ODZWZ7FF32TWEFA76 0001115828 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Ban 2549001DPIFGXC1TOL40 2029-12-14 2.125000 185947.54 206948.52 Agency Debentures and Agency Strips Federal Home Loan Ban 2038-05-10 3.600000 47485.41 62820.59 Agency Debentures and Agency Strips Federal Home Loan Mor 2047-08-01 4.000000 146450.33 112470.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-06-01 2.500000 49202.43 14421.88 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-08-01 3.500000 1660164.13 728318.99 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-12-01 3.500000 185681.27 147037.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2026-02-01 4.000000 294586.27 36045.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 362436.26 292686.45 Agency Mortgage-Backed Securities Federal Home Loan Mor 2032-04-01 3.500000 893338.29 229232.49 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-11-01 3.500000 897131.89 410491.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-02-01 4.000000 1103417.88 679306.63 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 1432324.56 345174.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-12-01 3.000000 1247745.30 496401.29 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-07-01 5.000000 112221.16 13170.37 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-03-01 4.500000 792221.04 265254.89 Agency Mortgage-Backed Securities Federal Home Loan Mor 2033-01-01 3.000000 190780.05 136524.05 Agency Mortgage-Backed Securities Federal Home Loan Mor 2029-05-01 3.500000 399884.41 145672.38 Agency Mortgage-Backed Securities Federal Home Loan Mor 2044-01-01 4.500000 257538.90 81099.42 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-07-01 4.500000 870487.11 179372.70 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-05-01 4.000000 134236.82 65681.90 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-06-01 3.500000 512181.37 210152.85 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-12-01 4.000000 333570.15 148845.44 Agency Mortgage-Backed Securities Federal Home Loan Mor 2047-11-01 3.500000 536958.24 474227.14 Agency Mortgage-Backed Securities Federal Home Loan Mor 2042-11-01 3.000000 96944.44 49723.73 Agency Mortgage-Backed Securities Federal Home Loan Mor 2046-04-01 4.000000 517471.20 296454.06 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-04-01 3.500000 2074680.30 975193.92 Agency Mortgage-Backed Securities Federal Home Loan Mor 2035-10-01 3.000000 691358.34 402861.75 Agency Mortgage-Backed Securities Federal Home Loan Mor 2028-09-01 3.500000 65107.74 25028.28 Agency Mortgage-Backed Securities Federal Home Loan Mor 2043-09-01 2.607000 665683.33 261514.65 Agency Mortgage-Backed Securities Federal Home Loan Mor 2041-12-01 3.500000 197016.04 99135.60 Agency Mortgage-Backed Securities Federal Home Loan Mor 2048-10-01 4.000000 632558.49 483736.62 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 57865.94 17335.05 Agency Mortgage-Backed Securities Federal National Mort 2031-03-01 4.500000 2411975.08 368885.88 Agency Mortgage-Backed Securities Federal National Mort 2048-04-01 4.000000 111538.53 87884.30 Agency Mortgage-Backed Securities Federal National Mort 2023-01-01 2.360000 96967.87 85889.75 Agency Mortgage-Backed Securities Federal National Mort 2048-10-01 4.500000 602061.05 494718.64 Agency Mortgage-Backed Securities Federal National Mort 2043-11-01 2.831000 931956.67 177394.02 Agency Mortgage-Backed Securities Federal National Mort 2029-06-01 3.500000 933952.21 292305.98 Agency Mortgage-Backed Securities Federal National Mort 2032-04-01 3.500000 88313.99 26928.60 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 393156.04 356525.73 Agency Mortgage-Backed Securities Federal National Mort 2047-03-01 3.000000 659470.29 502688.79 Agency Mortgage-Backed Securities Federal National Mort 2049-01-01 4.500000 157886.46 88381.72 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.480000 448597.61 501266.99 Agency Mortgage-Backed Securities Federal National Mort 2028-01-01 2.500000 239874.11 63151.48 Agency Mortgage-Backed Securities Federal National Mort 2043-03-01 4.000000 1248294.98 550571.29 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.000000 204844.70 141656.58 Agency Mortgage-Backed Securities Federal National Mort 2047-08-01 4.000000 221346.28 169041.01 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 238590.45 98580.14 Agency Mortgage-Backed Securities Federal National Mort 2042-11-01 3.000000 79277.87 33495.78 Agency Mortgage-Backed Securities Federal National Mort 2043-02-01 3.500000 993853.68 479513.95 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.000000 75444.11 27016.48 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 3.500000 488167.78 458212.36 Agency Mortgage-Backed Securities Federal National Mort 2041-07-01 4.500000 535694.19 168159.09 Agency Mortgage-Backed Securities Federal National Mort 2022-11-01 2.260000 69896.75 60935.50 Agency Mortgage-Backed Securities Federal National Mort 2043-01-01 3.590000 144231.39 149342.43 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.265000 262527.76 161807.51 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 69841.76 43498.38 Agency Mortgage-Backed Securities Federal National Mort 2028-05-01 3.320000 665886.99 736406.03 Agency Mortgage-Backed Securities Federal National Mort 2043-06-01 3.500000 199705.00 101382.57 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 2.405000 462935.01 494642.89 Agency Mortgage-Backed Securities Federal National Mort 2046-09-01 3.500000 450423.40 323745.55 Agency Mortgage-Backed Securities Federal National Mort 2033-08-01 3.500000 564858.00 202479.24 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 380118.63 91356.80 Agency Mortgage-Backed Securities Federal National Mort 2043-08-01 2.564000 484360.34 143338.70 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 4.000000 106509.33 32282.37 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 86747.59 49027.59 Agency Mortgage-Backed Securities Federal National Mort 2022-12-01 2.430000 142145.58 139709.82 Agency Mortgage-Backed Securities Federal National Mort 2042-06-01 3.500000 1113910.11 491381.94 Agency Mortgage-Backed Securities Federal National Mort 2046-11-01 3.000000 555534.22 383730.83 Agency Mortgage-Backed Securities Federal National Mort 2042-10-01 3.000000 144877.28 94820.09 Agency Mortgage-Backed Securities Federal National Mort 2033-06-01 3.550000 310652.22 320840.53 Agency Mortgage-Backed Securities Federal National Mort 2040-11-01 4.000000 1586545.28 495012.01 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 4.500000 1065641.90 798242.95 Agency Mortgage-Backed Securities Federal National Mort 2023-04-01 2.440000 84319.89 76209.52 Agency Mortgage-Backed Securities Federal National Mort 2045-08-01 4.000000 906682.98 312368.08 Agency Mortgage-Backed Securities Federal National Mort 2021-06-01 4.095000 39941.00 34652.80 Agency Mortgage-Backed Securities Federal National Mort 2048-07-01 4.500000 74276.77 74106.28 Agency Mortgage-Backed Securities Federal National Mort 2042-09-01 3.500000 143049.49 65023.58 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2043-05-01 3.000000 547815.80 264345.16 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 3.000000 789944.22 356526.90 Agency Mortgage-Backed Securities Federal National Mort 2024-06-01 6.100000 16642.08 13618.62 Agency Mortgage-Backed Securities Federal National Mort 2036-04-01 6.000000 1233692.82 35543.95 Agency Mortgage-Backed Securities Federal National Mort 2048-02-01 4.000000 205533.86 183067.23 Agency Mortgage-Backed Securities Federal National Mort 2021-04-01 4.330000 85467.79 73536.67 Agency Mortgage-Backed Securities Federal National Mort 2033-04-01 6.000000 2218944.44 132470.13 Agency Mortgage-Backed Securities Federal National Mort 2024-07-01 5.939000 161982.94 130743.86 Agency Mortgage-Backed Securities Federal National Mort 2042-12-01 3.000000 92040.35 46031.54 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 19970500.00 19970500.00 0.0002 N Y Y N CITIGROUP GLOBAL MARKETS INC. (REPO) CITIGROUP GLOBAL MARKETS INC. (REPO) 0.100 0CTG12BQ4 82VOJDD5PTRDMVVMGV31 0000200245 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2050-01-20 4.500000 316339.42 336981.01 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.000000 6507.37 6607.45 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.500000 119.29 129.56 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 3.500000 21942377.13 22189401.42 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2050-01-20 4.500000 44.38 45.64 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.500000 46074.38 50958.65 Agency Mortgage-Backed Securities Government National M 2050-01-20 4.500000 45570.82 49109.62 Agency Mortgage-Backed 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 22189444.43 22189444.43 0.0003 N Y Y N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.308 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+ 2020-10-22 2021-01-22 2021-01-22 N N N 0.0031 35000000.00 35000000.00 0.0004 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.384 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+ 2020-10-06 2021-01-04 2021-01-04 N N N 0.0039 40010188.00 40010188.00 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 200067154.00 200067154.00 0.0024 N N N N COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND 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 100222026.00 100222026.00 0.0012 N N N N COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND 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 80154014.40 80154014.40 0.0010 N N N N COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND 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 45030552.30 45030552.30 0.0005 N N N N COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND COOPERATIEVE RABOBANK U.A. DBA RABOBANK NEDERLAND 0.256 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 2020-08-03 2020-11-03 2020-11-03 N N N 0.0026 100007520.00 100007520.00 0.0012 N N N N CREDIT AGRICOLE CIB (LONDON) CREDIT AGRICOLE CIB (LONDON) 0.150 0CAL01ZU1 0001330437 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0015 200000000.00 200000000.00 0.0024 N Y Y N CREDIT AGRICOLE CIB (LONDON) CREDIT AGRICOLE CIB (LONDON) 1.783 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 274996447.00 274996447.00 0.0033 N Y Y 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 124998385.00 124998385.00 0.0015 N Y Y N CREDIT AGRICOLE CIB (LONDON) CREDIT AGRICOLE CIB (LONDON) 0.150 0CAL01ZV9 0001330437 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-08-04 2020-08-04 2020-08-04 N N N 0.0015 100000000.00 100000000.00 0.0012 N N Y N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 0.090 0QV003US9 0001330437 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 722408000.00 722408000.00 0.0087 N Y Y 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 102086343.00 102086343.00 0.0012 N N N N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 0.386 22532XPP7 US22532XPP77 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 2020-10-08 2021-04-08 2021-04-08 N N N 0.0039 161999985.42 161999985.42 0.0020 N N N N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 0.090 0QV003UR1 0001330437 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 928364000.00 928364000.00 0.0112 N Y Y N CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) CREDIT AGRICOLE CORPORATE & INVESTMENT BANK (REPO) 0.090 0PW004ZX2 1VUV7VQFKUOQSJ21A208 0001330437 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-07-01 2.000000 157943658.00 163684383.49 Agency Mortgage-Backed Securities Federal National Mort 2050-03-01 3.000000 332992300.00 350108142.68 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 5426524.00 5693137.84 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-05-20 3.500000 500000000.00 318908660.45 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2049-10-20 2.500000 350000000.00 350781946.39 Agency Mortgage-Backed Securities Government National M 549300M8ZYFG0OCMTT87 2047-10-20 3.500000 540000000.00 340823729.68 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 1500000000.00 1500000000.00 0.0181 N Y 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 120066886.80 120066886.80 0.0014 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 130291801.90 130291801.90 0.0016 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 0.310 22536UC99 US22536UC993 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 2021-01-07 2021-01-07 2021-01-07 N N N 0.0031 135058118.85 135058118.85 0.0016 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 0.379 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 2020-10-05 2020-10-05 2020-10-05 N N N 0.0038 150000000.00 150000000.00 0.0018 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 200455134.00 200455134.00 0.0024 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 194862622.50 194862622.50 0.0023 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 224816418.00 224816418.00 0.0027 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 449894448.00 449894448.00 0.0054 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 184864269.20 184864269.20 0.0022 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 339742786.60 339742786.60 0.0041 N N N N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.522 0CSN01NN7 1V8Y6QCX6YMJ2OELII46 0001230485 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANC AMERICA FDG 2005 2035-09-20 0.000000 195848999.00 1330164.42 Private Label Collateralized Mortgage Obligations CSFB NIM TR HEAT 2005 2035-06-27 4.750000 17350000.00 10037.22 Asset-Backed Securities CSMC 2019-AFC1 TR A-I 2049-08-25 0.000000 63853200.00 3279219.56 Private Label Collateralized Mortgage Obligations CSMC SER 2019-6R 2046-10-29 0.000000 90066304.00 26903525.54 Private Label Collateralized Mortgage Obligations CSMC SERIES 2020-4R 1 2047-06-27 0.000000 40183680.00 20237005.87 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-6 IO- 2043-08-25 0.000000 207458816.00 367769.78 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR2 2043-04-25 0.000000 145213696.00 353691.95 Private Label Collateralized Mortgage Obligations CSMC TRUST 2013-IVR5 2043-10-25 0.232000 299541504.00 1020934.37 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-IVR1 2043-11-25 0.232000 275591167.00 1598336.90 Private Label Collateralized Mortgage Obligations CSMC TRUST 2014-WIN1 2044-09-25 0.232000 211585536.00 165752.97 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-2 A-I 2045-02-25 0.232000 211379968.00 309352.51 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-3 A-I 2045-03-25 0.232000 172974848.00 283144.43 Private Label Collateralized Mortgage Obligations CSMC TRUST 2015-WIN1 2044-12-25 0.232000 261327872.00 200623.24 Private Label Collateralized Mortgage Obligations CSMC TRUST 2017-LSTK 2033-04-07 0.472499 139020000.00 56963.33 Private Label Collateralized Mortgage Obligations CSMLT TRUST 2015-1 A- 2045-05-25 0.232000 228175616.00 432729.03 Private Label Collateralized Mortgage Obligations CSMLT TRUST 2015-2 A- 2045-08-25 0.000000 285828800.00 482870.95 Private Label Collateralized Mortgage Obligations CSMLT TRUST 2015-3 A- 2045-11-25 0.232000 289389568.00 543549.56 Private Label Collateralized Mortgage Obligations CWALT INC 2006-29T1 2 2036-10-25 45.359402 759248.00 333287.79 Private Label Collateralized Mortgage Obligations CWALT INC 2007-18CB 1 2037-08-25 37.970220 6400000.00 1675292.23 Private Label Collateralized Mortgage Obligations EVOLVING MTG INVT TR 2045-04-25 0.000000 112250880.00 78667661.72 Private Label Collateralized Mortgage Obligations HOMEWARD OPPORTUNITIE 2065-05-25 0.000000 39906240.00 23350737.27 Private Label Collateralized Mortgage Obligations THORNBURG MTG TR 2006 2036-07-25 3.587288 110000000.00 95498.57 Private Label Collateralized Mortgage Obligations THORNBURG MTG TR 2007 2047-06-25 1.712130 7500000.00 488823.52 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2004-S2 2034-06-25 5.430567 849994.00 31865.75 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 2020-08-28 2020-09-04 2020-10-30 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 0.0053 150000000.00 150000000.00 0.0018 N N N Y CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 0.290 0CSN01NO5 1V8Y6QCX6YMJ2OELII46 0001230485 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC SER 2019-11R 2045-09-25 0.000000 125320113.00 64803654.38 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 2020-08-05 2020-08-05 2020-08-05 N N N 0.0029 60000000.00 60000000.00 0.0007 N N Y N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 1.550 22549LQ99 549300D0YARF5HYP1809 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 0.0008 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 1.400 22549LU52 549300D0YARF5HYP1809 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 75146360.25 75146360.25 0.0009 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 1.330 22549L2A2 549300D0YARF5HYP1809 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 351128487.50 351128487.50 0.0042 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 1.450 22549LY66 549300D0YARF5HYP1809 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 386916245.10 386916245.10 0.0046 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 0.390 22549L2X2 549300D0YARF5HYP1809 US22549L2X23 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 2021-04-09 2021-04-09 2021-04-09 N N N 0.0039 75007284.00 75007284.00 0.0009 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 0.390 22549L2T1 549300D0YARF5HYP1809 US22549L2T11 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 2021-04-08 2021-04-08 2021-04-08 N N N 0.0039 100010366.00 100010366.00 0.0012 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 0.380 22549L3T0 549300D0YARF5HYP1809 US22549L3T02 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 2021-04-12 2021-04-12 2021-04-12 N N N 0.0038 300004062.00 300004062.00 0.0036 N N N N CREDIT SUISSE/NEW YORK NY CREDIT SUISSE/NEW YORK NY 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 240177069.60 240177069.60 0.0029 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 BBB+ Fitch Short Rating F1 Moody's Long Rating Baa3 Moody's Short Rating P-3 Standard & Poor's Long Rating BBB Standard & Poor's Short Rating A-2 2020-10-29 2020-10-29 2020-10-29 N N N 0.0057 499837500.00 499837500.00 0.0060 N N N 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 BBB+ Fitch Short Rating F1 Moody's Long Rating Baa3 Moody's Short Rating P-3 Standard & Poor's Long Rating BBB Standard & Poor's Short Rating A-2 2020-10-28 2020-10-28 2020-10-28 N N N 0.0057 99967614.00 99967614.00 0.0012 N N N N DNB BANK ASA DNB BANK ASA 0.335 2332K4LA0 US2332K4LA00 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+ 2020-10-22 2021-07-22 2021-07-22 N N N 0.0034 154992501.10 154992501.10 0.0019 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 100075441.00 100075441.00 0.0012 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 70052615.50 70052615.50 0.0008 N N N N DNB BANK ASA-NEW YORK DNB BANK ASA-NEW YORK 0.360 2332K4KZ6 549300GKFG0RYRRQ1414 US2332K4KZ69 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+ 2020-08-21 2021-07-21 2021-07-21 N N N 0.0037 60000792.00 60000792.00 0.0007 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 99939661.00 99939661.00 0.0012 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 209892429.60 209892429.60 0.0025 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 69958366.80 69958366.80 0.0008 N N N N ERSTE GROUP BANK AG - NEW YORK ERSTE GROUP BANK AG - NEW YORK 0.090 OSE001NJ0 0001811420 Non-Negotiable Time Deposit 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 250000000.00 250000000.00 0.0030 N Y Y N EUROPEAN INVESTMENT BANK EUROPEAN INVESTMENT BANK 0.150 29878RHH4 US29878RHH49 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2020-08-17 2020-08-17 2020-08-17 N N N 0.0015 99995750.00 99995750.00 0.0012 N N N N FAIRWAY FINANCE CORPORATION FAIRWAY FINANCE CORPORATION 0.260 30601VNR8 549300GKD6SUOVFV4H89 US30601VNR86 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 2021-01-25 2021-01-25 2021-01-25 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 0.0026 10584381.54 10584381.54 0.0001 N N N N FAIRWAY FINANCE CORPORATION FAIRWAY FINANCE CORPORATION 1.806 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 74771250.00 74771250.00 0.0009 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 25003954.75 25003954.75 0.0003 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 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 239991592.80 239991592.80 0.0029 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 0.240 31849HL34 2138002Y3WMK6RZS8H90 US31849HL344 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+ 2020-11-03 2020-11-03 2020-11-03 N N N 0.0024 74963781.00 74963781.00 0.0009 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 0.250 31849HKP6 US31849HKP63 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+ 2020-10-23 2020-10-23 2020-10-23 N N N 0.0025 162933822.00 162933822.00 0.0020 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 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 164993647.50 164993647.50 0.0020 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 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 118989290.00 118989290.00 0.0014 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 0.250 31849HKE1 2138002Y3WMK6RZS8H90 US31849HKE17 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+ 2020-10-14 2020-10-14 2020-10-14 N N N 0.0025 299896875.00 299896875.00 0.0036 N N N N FIRST ABU DHABI BANK P.J.S.C. FIRST ABU DHABI BANK P.J.S.C. 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 164988450.00 164988450.00 0.0020 N N N N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 ORS002KF6 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2042-02-15 0.750000 1090000000.00 1572036083.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-01-15 0.125000 1577600000.00 1817758293.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-15 0.375000 1400000000.00 1617862729.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-01-15 0.125000 53660600.00 59128002.13 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 1300000000.00 1481468379.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 1500000000.00 1611746527.65 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+ 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 8000000000.00 8000000000.00 0.0964 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 OSA002D79 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2030-07-15 0.125000 914554400.00 1020000098.75 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+ 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 1000000000.00 1000000000.00 0.0121 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 OSA002DB0 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2044-05-15 3.375000 15680000.00 23176871.74 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-07-15 0.125000 371415900.00 414239169.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-05-15 3.000000 52000000.00 72584052.84 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+ 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 500000000.00 500000000.00 0.0060 N Y Y N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 0.090 ORS002KG4 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2024-12-31 1.750000 657941800.00 703658349.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-31 0.250000 1335000000.00 1336341675.00 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 2000000000.00 2000000000.00 0.0241 N Y Y N FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS 0.250 34411GNL6 US34411GNL67 Non-Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2021-01-20 2021-01-20 2021-01-20 N N N 0.0025 131869961.52 131869961.52 0.0016 N N N N FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS 0.250 34411GNB8 HZFDOR6TCRSIQLKQTX32 US34411GNB85 Non-Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2021-01-11 2021-01-11 2021-01-11 N N N 0.0025 29972803.20 29972803.20 0.0004 N N N N FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHTS 0.270 34411GN77 HZFDOR6TCRSIQLKQTX32 US34411GN777 Non-Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2021-01-07 2021-01-07 2021-01-07 N N N 0.0027 199824888.00 199824888.00 0.0024 N N N N HONEYWELL INTERNATIONAL INC HONEYWELL INTERNATIONAL INC 1.200 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 199921644.00 199921644.00 0.0024 N N N N HSBC BANK USA NATIONAL ASSOCIATION HSBC BANK USA NATIONAL ASSOCIATION 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 192323301.12 192323301.12 0.0023 N N N N HSBC BANK USA NATIONAL ASSOCIATION HSBC BANK USA NATIONAL ASSOCIATION 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 60079996.80 60079996.80 0.0007 N N N N HSBC BANK USA NATIONAL ASSOCIATION HSBC BANK USA NATIONAL ASSOCIATION 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 335586682.15 335586682.15 0.0040 N N N N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 0.200 0HSN22UO2 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ANGLO AMERICAN CAPITA TINT358G1SSHR3L3PW36 2027-09-11 4.000000 5000.00 5627.62 Corporate Debt Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2049-01-23 5.550000 5000000.00 6987466.67 Corporate Debt Securities AT&T INC SR GLBL NT 4 549300Z40J86GGSTL398 2045-06-15 4.350000 80000.00 94592.67 Corporate Debt Securities AT&T INC SR NT 4.3%42 549300Z40J86GGSTL398 2042-12-15 4.300000 96000.00 112605.55 Corporate Debt Securities BAT CAPITAL CORP FR 2 2138005GYEXN7XRHFA84 2024-09-06 2.789000 50000.00 53872.17 Corporate Debt Securities BAT CAPITAL CORP GLBL 2138005GYEXN7XRHFA84 2050-04-02 5.282000 4000000.00 5181279.78 Corporate Debt Securities BK OF AMERICA CORP SR 9DJT3UXIJIZJI4WXO774 2038-04-24 4.244000 956000.00 1217031.23 Corporate Debt Securities BNP PARIBAS FR 4.375% 2033-03-01 4.375000 200000.00 231161.53 Corporate Debt Securities BP CAP MKTS P L C SR 2024-04-14 3.224000 176000.00 190921.71 Corporate Debt Securities BPCE S A FR 3.25%0111 2028-01-11 3.250000 81000.00 90095.92 Corporate Debt Securities COLONIAL ENTERPRISES 2030-05-15 3.250000 765000.00 851851.72 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-05-01 3.550000 89000.00 104903.86 Corporate Debt Securities CONAGRA INC MTN BE SR 54930035UDEIH090K650 2048-11-01 5.400000 10000000.00 14742100.00 Corporate Debt Securities DELL INTL LLC/EMC COR 2029-10-01 5.300000 500000.00 583338.33 Corporate Debt Securities DEUTSCHE BK AG FR 3.7 7LTWFZYICNSX8D621K86 2024-05-30 3.700000 55000.00 58452.17 Corporate Debt Securities DEUTSCHE TELEKOM INTL 2027-01-19 3.600000 600000.00 680748.00 Corporate Debt Securities DIAGEO CAP PLC SR NT 213800L23DJLALFC4O95 2023-04-29 2.625000 84000.00 89432.14 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2030-05-15 3.625000 706000.00 788214.19 Corporate Debt Securities EMPRESA NACIONAL DEL 549300YP3P0JZBLIV197 2029-11-06 5.250000 5000000.00 5776100.00 Corporate Debt Securities ENI SPA GLBL B 144A N BUCRF72VH5RBN7X3VL35 2028-09-12 4.750000 1644000.00 1931960.30 Corporate Debt Securities FEDEX CORP SR GLBL NT 549300E707U7WNPZN687 2048-02-15 4.050000 100000.00 115651.50 Corporate Debt Securities GENERAL MTRS CO SR GL 54930070NSV60J38I987 2025-10-01 6.125000 30000000.00 35337629.17 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2022-01-24 5.750000 5160000.00 5560251.17 Corporate Debt Securities GS CALTEX CORP SR GLB 2024-06-04 3.000000 230000.00 243468.03 Corporate Debt Securities ING GROEP N.V. SR GLB 549300NYKK9MWM7GGW15 2027-03-29 3.950000 1195000.00 1399663.00 Corporate Debt Securities INTERCONTINENTAL EXCH 5493000F4ZO33MV32P92 2050-06-15 3.000000 500000.00 571653.33 Corporate Debt Securities LLOYDS TSB GROUP PLC 549300PPXHEU2JF0AM85 2028-08-16 4.550000 9150000.00 11264145.62 Corporate Debt Securities MEXICO GENERADORA DE 2032-12-06 5.500000 650000.00 574115.51 Corporate Debt Securities NATWEST GROUP PLC SR 2138005O9XJIJN4JPN90 2030-01-27 5.076000 1345000.00 1653304.94 Corporate Debt Securities QATAR ST GLBL 144A BD 52990074F6OJOAXK4P65 2025-04-16 3.400000 32030.00 35628.96 Other Instrument International debt QATAR ST GLBL 144A NT 52990074F6OJOAXK4P65 2030-04-16 3.750000 430000.00 509065.53 Other Instrument International debt QATAR ST GLBL 144A NT 52990074F6OJOAXK4P65 2050-04-16 4.400000 89000.00 120524.79 Other Instrument International debt RABOBANK NEDERLAND GL 2110-09-30 5.800000 430000.00 767026.83 Corporate Debt Securities RELX CAPITAL INC SR G 2R15C3RTKJN1RCBOV146 2030-05-22 3.000000 730000.00 814052.20 Corporate Debt Securities REPUBLIC OF THE PHILI 529900RAHBALMYIJ3T08 2040-01-20 3.950000 998000.00 1231030.23 Other Instrument International debt SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2050-04-06 3.250000 945000.00 1101446.59 Corporate Debt Securities SHELL INTERNATIONAL F 213800ITMMKU4Z7I4F78 2046-09-12 3.750000 95000.00 117900.62 Corporate Debt Securities SOUTHERN CALIF EDISON 9R1Z5I36FERIBVKW4P77 2050-02-01 3.650000 29000.00 33871.71 Corporate Debt Securities TRANSCANADA PIPELINE 5BV01I6231JPDAPMGH09 2049-03-15 5.100000 89000.00 126460.69 Corporate Debt Securities TRANSCANADA PIPELINE 5BV01I6231JPDAPMGH09 2040-06-01 6.100000 55000.00 76669.82 Corporate Debt Securities UNITED MEXICAN STATES 254900EGTWEU67VP6075 2030-04-16 3.250000 721000.00 744352.39 Other Instrument International debt US BANCORP FR 3.9%042 N1GZ7BBF3NP8GI976H15 2028-04-26 3.900000 2078000.00 2542935.18 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2026-05-13 2.850000 5000.00 5587.43 Corporate Debt Securities WESTPAC BKG CORP 144A EN5TNI6CI43VEPAMHL14 2034-07-24 4.110000 250000.00 283559.79 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0020 100000000.00 100000000.00 0.0012 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 0.200 0HSN22UN4 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO PUB FIN C 2031-08-01 0.000000 200000.00 3180.00 Other Instrument Municipal debt PUERTO RICO PUB FIN C 2031-08-01 0.000000 75000.00 1192.50 Other Instrument Municipal debt SLM PRIVATE ST LN TR 549300FE2YWO5PJ3Q820 2039-06-15 0.643380 32042500.00 21196067.04 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0020 20000000.00 20000000.00 0.0002 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.630 45580DP73 US45580DP737 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 2020-10-23 2020-10-23 2020-10-23 N N N 0.0063 102038494.80 102038494.80 0.0012 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 244542721.49 244542721.49 0.0029 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.100 45581BH34 5493002ERZU2K9PZDL40 US45581BH348 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 0.0010 54523409.51 54523409.51 0.0007 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 0.600 45580DQ23 US45580DQ230 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 2020-10-26 2020-10-26 2020-10-26 N N N 0.0060 185058487.75 185058487.75 0.0022 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 (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 70024740.10 70024740.10 0.0008 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 0.0024 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 0.397 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 2020-10-08 2020-10-08 2020-10-08 N N N 0.0040 583147242.48 583147242.48 0.0070 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 135156654.00 135156654.00 0.0016 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 0.0040 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 0.0022 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 2020-08-08 2020-11-09 2020-11-09 N N N 0.0064 295142974.70 295142974.70 0.0036 N N N N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.350 0IFX05EO5 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 28375368.00 33719395.64 Other Instrument International debt KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 38000.00 39679.66 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2025-01-27 5.299000 181153.00 195181.78 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2050-06-03 6.750000 8555600.00 9258763.38 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 2020-08-27 2020-08-27 2020-08-27 N N N 0.0035 40000000.00 40000000.00 0.0005 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.350 0IFX05EH0 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 19840797.00 21590636.80 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 17465854.00 20755256.50 Other Instrument International debt PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2023-05-20 4.375000 10000000.00 10417369.44 Corporate Debt Securities PETROBRAS GLOBAL FINA 2024-03-17 6.250000 2000.00 2230.88 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2025-01-27 5.299000 1160881.00 1250781.46 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 A+ Standard & Poor's Short Rating A-1 2020-08-24 2020-08-24 2020-08-24 N N N 0.0035 50000000.00 50000000.00 0.0006 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.240 0IFX05EW7 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 7379000.00 7941466.32 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2047-02-21 5.625000 54134000.00 62299775.56 Other Instrument International debt KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 140000.00 146188.23 Corporate Debt Securities PETROBRAS GLOBAL FINA 2024-03-17 6.250000 20000.00 22308.81 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2025-01-27 5.299000 17709982.00 19081471.05 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2050-06-03 6.750000 14524300.00 15718015.91 Corporate Debt Securities REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2024-11-14 5.600000 1368561.00 1315956.56 Other Instrument International debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2047-05-11 5.750000 50000000.00 39399902.78 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 70000000.00 66005051.39 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 45000000.00 40036343.75 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 37000000.00 30531166.67 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 25000000.00 25309194.44 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0024 285000000.00 285000000.00 0.0034 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.240 0IFX05EX5 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 81621000.00 87842583.40 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 13921938.00 15149769.79 Other Instrument International debt PETROLEOS MEXICANOS S 2027-01-23 6.490000 152000000.00 145412615.56 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0024 230000000.00 230000000.00 0.0028 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 0.370 0IFX05DH1 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 10192044.00 12111545.62 Other Instrument International debt EMPRESA ELECTRICA GUA 2025-04-30 4.560000 200000.00 166322.00 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2046-06-01 4.375000 25000.00 26105.04 Corporate Debt Securities PETROBRAS GLOBAL FINA 2024-03-17 6.250000 2000.00 2230.88 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2025-01-27 5.299000 11672883.00 12576849.54 Corporate Debt Securities PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2050-06-03 6.750000 26920000.00 29132487.50 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 2020-08-10 2020-08-10 2020-08-10 N N N 0.0037 50000000.00 50000000.00 0.0006 N N N Y KBC BANK NV - LONDON KBC BANK NV - LONDON 0.310 7F2022P XS2202892654 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 2021-01-08 2021-01-08 2021-01-08 N N N 0.0031 254740249.35 254740249.35 0.0031 N N N N KBC BANK NV/NEW YORK NY KBC BANK NV/NEW YORK NY 0.120 4823TCMA8 6B2PBRV1FCJDMR45RZ53 US4823TCMA87 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 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 100000211.00 100000211.00 0.0012 N N Y 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 199937086.00 199937086.00 0.0024 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 199936432.00 199936432.00 0.0024 N N N N LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) 0.578 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 149946919.50 149946919.50 0.0018 N N N N 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 124959860.00 124959860.00 0.0015 N N N N LANDESBANK HESSEN-THURINGEN GIROZENTRALE-NEW YORK BR LANDESBANK HESSEN-THURINGEN GIROZENTRALE-NEW YORK BR 0.120 51500VQH5 DIZES5CFO5K3I5R58746 US51500VQH59 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 200000284.00 200000284.00 0.0024 N Y Y N LMA AMERICAS LLC LMA AMERICAS LLC 0.350 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 50952876.00 50952876.00 0.0006 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 200350960.62 200350960.62 0.0024 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.350 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 59946473.40 59946473.40 0.0007 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 37126818.40 37126818.40 0.0004 N N N 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 SA 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 74983060.50 74983060.50 0.0009 N N N N METLIFE SHORT TERM FUNDING LLC METLIFE SHORT TERM FUNDING LLC 1.252 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 10985486.10 10985486.10 0.0001 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 24997819.75 24997819.75 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 64994047.95 64994047.95 0.0008 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 59976579.00 59976579.00 0.0007 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.290 0MUT01BQ5 JBONEPAGQXF4QP29B387 0001462160 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CISCO SYSTEMS INC 8E6NF1YAL0WT6CWXXV93 2023-09-20 2.200000 20000000.00 21133411.20 Corporate Debt Securities AMGEN INC SR GLBL NT3 62QBXGPJ34PQ72Z12S66 2027-11-02 3.200000 20000000.00 22808400.00 Corporate Debt Securities CLOROX CO 54930044KVSC06Z79I06 2028-05-15 3.900000 25000000.00 29957750.00 Corporate Debt Securities DUKE ENERGY FLA LLC 3 7MOHLM3DKE63RX2ZCN83 2028-07-15 3.800000 10000000.00 11957808.90 Corporate Debt Securities AMAZON COMMUNICATIONS ZXTILKJKG63JELOEG630 2027-08-22 3.150000 10000000.00 11554105.00 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-10-15 4.150000 15000000.00 18352656.60 Corporate Debt Securities APPLE INC APPLE INC HWUPKR0MPOU8FGXBT394 2029-09-11 0.000000 30000000.00 32784000.00 Corporate Debt Securities APPLE INC APPLE INC HWUPKR0MPOU8FGXBT394 2026-09-11 0.000000 25000000.00 26885500.00 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2030-02-01 0.000000 20000000.00 22167000.00 Corporate Debt Securities LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 2026-01-15 3.550000 10000000.00 11484707.80 Corporate Debt Securities SAN DIEGO GAS & ELECT KNIRVXKVNJJ4P8OTMS63 2023-09-01 3.600000 10000000.00 10871000.00 Corporate Debt Securities PHILIP MORRIS INTL HL3H1H2BGXWVG3BSWR90 2027-08-17 3.125000 15000000.00 16954201.65 Corporate Debt Securities BERKSHIRE HATHAWAY EN 549300JD0S5IZJE9LY15 2028-04-15 3.250000 10000000.00 11503304.40 Corporate Debt Securities PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 2026-11-03 2.450000 10000000.00 11108508.90 Corporate Debt Securities MIDAMERICAN ENERGY CO 2023-09-15 3.700000 10000000.00 10930607.80 Corporate Debt Securities TARGET CORP 8WDDFXB5T1Z6J0XC1L66 2026-04-15 2.500000 10000000.00 11011501.10 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2027-05-25 2.900000 10000000.00 11301106.70 Corporate Debt Securities Union Pacific Corp 549300LMMRSZZCZ8CL11 2026-03-01 2.750000 10000000.00 11015903.30 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2027-11-15 3.250000 12000000.00 13713601.32 Corporate Debt Securities COCA-COLA CO UWJKFUJFZ02DKWI3RY53 2026-06-01 2.550000 15000000.00 16638750.00 Corporate Debt Securities PROCTER & GAMBLE CO 2572IBTT8CCZW6AU4141 2026-02-02 2.700000 10000000.00 11241400.00 Corporate Debt Securities NIKE INC 787RXPR0UX0O0XUXPZ81 2026-11-01 2.375000 10000000.00 10974005.00 Corporate Debt Securities HOME DEPOT INC SR NT QEKMOTMBBKA8I816DO57 2026-09-15 2.125000 10000000.00 10823407.80 Corporate Debt Securities COMCAST CORP NEW SR G 51M0QTTNCGUN7KFCFZ59 2028-05-01 3.550000 12000000.00 14044080.00 Corporate Debt Securities IC SERVICE CO OF NEW 549300SHPFALUPKK2351 2023-11-01 3.500000 10000000.00 10894100.00 Corporate Debt Securities CONNECTICUT LIGHT & P 549300O45IUXEDS1VZ32 2027-03-15 3.200000 10000000.00 11307508.90 Corporate Debt Securities COMCAST CORP 51M0QTTNCGUN7KFCFZ59 2028-02-15 3.150000 15000000.00 17112600.00 Corporate Debt Securities PUBLIC SERVICE ELECTR 549300RUHPVD434XUK18 2028-05-01 3.700000 10000000.00 11782800.00 Corporate Debt Securities APPLE INC HWUPKR0MPOU8FGXBT394 2027-09-12 2.900000 10000000.00 11313202.20 Corporate Debt Securities WALMART INC SR GLBL N Y87794H0US1R65VBXU25 2025-06-26 3.550000 10000000.00 11400103.90 Corporate Debt Securities WAL-MART STORES INC S Y87794H0US1R65VBXU25 2028-06-26 3.700000 35000000.00 42203007.70 Corporate Debt Securities AEP TEXAS INC 5493001L78U618KXNZ75 2028-06-01 3.950000 20000000.00 23453806.60 Corporate Debt Securities NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 2029-05-01 3.700000 10000000.00 11844400.00 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2029-06-15 2.950000 7798000.00 8944699.33 Corporate Debt Securities PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2029-08-15 3.375000 10000000.00 11611005.00 Corporate Debt Securities DUKE ENERGY PROGRESS 0NIFZ782LS46WOC9QK20 2029-03-15 3.450000 10000000.00 11820003.30 Corporate Debt Securities JOHN DEERE CAPITAL CO E0KSF7PFQ210NWI8Z391 2030-01-09 2.450000 25000000.00 27733505.50 Corporate Debt Securities MERCK & CO. INC SR GL 4YV9Y5M8S0BRK1RP0397 2029-03-07 3.400000 10000000.00 11823600.00 Corporate Debt Securities PFIZER INC 765LHXWGK1KXCLTFYQ30 2029-03-15 3.450000 15000000.00 17901754.95 Corporate Debt Securities MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 2029-04-15 3.650000 15000000.00 18220053.30 Corporate Debt Securities HONEYWELL INTERNATION ISRPG12PN4EIEOEMW547 2029-08-15 2.700000 15000000.00 17116050.00 Corporate Debt Securities NEVADA POWER CO MJZFGXRJ52U8U4MKJ519 2030-05-01 0.000000 20000000.00 21948600.00 Corporate Debt Securities John Deere Capital Co E0KSF7PFQ210NWI8Z391 2026-09-14 2.250000 9999000.00 10851919.69 Corporate Debt Securities PACIFICORP SGY07Y7FNYBNLM6Z1M11 2024-04-01 3.600000 10000000.00 11002900.00 Corporate Debt Securities ESTEE LAUDER COMPANIE 549300VFZ8XJ9NUPU221 2029-12-01 2.375000 15000000.00 16405954.95 Corporate Debt Securities GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 2029-09-15 2.650000 38000000.00 41401764.18 Corporate Debt Securities INTERNATIONAL BUS MAC VGRQXHF3J8VDLUA7XE92 2029-05-15 3.500000 10000000.00 11794508.90 Corporate Debt Securities MIDAMERICAN ENERGY HL 549300JD0S5IZJE9LY15 2023-11-15 3.750000 10000000.00 11033039.70 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2023-11-01 3.200000 10000000.00 10910100.00 Corporate Debt Securities WALMART INC Y87794H0US1R65VBXU25 2023-04-11 2.550000 9998000.00 10539798.31 Corporate Debt Securities WALMART INC Y87794H0US1R65VBXU25 2024-04-22 3.300000 10000000.00 10980600.00 Corporate Debt Securities FLORIDA PWR & LT CO 1 A89MY1K3YLIGJMYWVX50 2024-06-01 3.250000 10000000.00 10912906.70 Corporate Debt Securities COMMONWEALTH EDISON 2024-11-01 3.100000 12000000.00 13056240.00 Corporate Debt Securities LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 2025-03-01 2.900000 10000000.00 11008803.30 Corporate Debt Securities APPLE INC SR NT 2.7%2 HWUPKR0MPOU8FGXBT394 2022-05-13 2.700000 20000000.00 20866000.00 Corporate Debt Securities PUBLIC SERVICE ELECTR 549300RUHPVD434XUK18 2025-05-15 3.000000 10000000.00 11088255.30 Corporate Debt Securities SOUTHERN CALIFORNIA G XY0N0J73VHV5F4CUJV89 2025-06-15 3.200000 10000000.00 11072108.90 Corporate Debt Securities UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 2025-08-15 3.250000 12000000.00 13386841.32 Corporate Debt Securities 3M CO FR 3%080725 LUZQVYP4VS22CLWDAR65 2025-08-07 3.000000 10000000.00 11184200.00 Corporate Debt Securities DISNEY WALT CO MTNS B 7260JQNI6SCF9FIV2392 2025-09-17 3.150000 10000000.00 11130500.00 Corporate Debt Securities SOUTHERN CALIFORNIA G XY0N0J73VHV5F4CUJV89 2024-09-15 3.150000 10000000.00 10972000.00 Corporate Debt Securities COCA-COLA CO UWJKFUJFZ02DKWI3RY53 2026-09-01 2.250000 10000000.00 10960500.00 Corporate Debt Securities DUKE ENERGY PROGRESS 0NIFZ782LS46WOC9QK20 2025-08-15 3.250000 10000000.00 11188301.10 Corporate Debt Securities KIMBERLY CLARK CORP S MP3J6QPYPGN75NVW2S34 2026-02-15 2.750000 10000000.00 11089505.60 Corporate Debt Securities ENTERGY MISSISSIPPI L 54930043I78H35DVVW89 2028-06-01 2.850000 16997000.00 18713017.12 Corporate Debt Securities ORACLE CORPORATION 1Z4GXXU7ZHVWFCD8TV52 2026-07-15 2.650000 15000000.00 16531961.70 Corporate Debt Securities HOME DEPOT INC QEKMOTMBBKA8I816DO57 2025-09-15 3.350000 10000000.00 11319005.60 Corporate Debt Securities DUKE ENERGY CAROLINAS MWIUSDMN17TCR56VW396 2026-12-01 2.950000 12000000.00 13510928.04 Corporate Debt Securities MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 2023-05-18 2.800000 10000000.00 10668507.80 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 2020-08-05 2020-08-05 2020-08-05 N N N 0.0029 1000000000.00 1000000000.00 0.0121 N N Y N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.360 60683BH30 JBONEPAGQXF4QP29B387 US60683BH300 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 2021-01-28 2021-01-28 2021-01-28 N N N 0.0036 150059463.00 150059463.00 0.0018 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.370 60683BG49 JBONEPAGQXF4QP29B387 US60683BG492 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 2021-01-20 2021-01-20 2021-01-20 N N N 0.0037 150068341.50 150068341.50 0.0018 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.360 60683BG80 JBONEPAGQXF4QP29B387 US60683BG807 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 2021-01-19 2021-01-19 2021-01-19 N N N 0.0036 100040534.00 100040534.00 0.0012 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 0.360 60683BH22 JBONEPAGQXF4QP29B387 US60683BH227 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 2021-01-15 2021-01-15 2021-01-15 N N N 0.0036 50020497.00 50020497.00 0.0006 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 0.489 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 299625369.00 299625369.00 0.0036 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 99875123.00 99875123.00 0.0012 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 99972324.00 99972324.00 0.0012 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.312 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 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 175000000.00 175000000.00 0.0021 N N N 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 173029368.48 173029368.48 0.0021 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.340 60710AQQ8 US60710AQQ84 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 2020-10-29 2021-01-29 2021-01-29 N N N 0.0034 172999996.54 172999996.54 0.0021 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.367 60710AQ47 RB0PEZSDGCO3JS6CEU02 US60710AQ478 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 2021-01-20 2021-01-20 N N N 0.0037 99987956.00 99987956.00 0.0012 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.288 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 2020-08-10 2020-09-10 2020-09-10 N N N 0.0029 150000000.00 150000000.00 0.0018 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.360 60710APN6 RB0PEZSDGCO3JS6CEU02 US60710APN62 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 2021-01-19 2021-01-19 2021-01-19 N N N 0.0036 40015453.20 40015453.20 0.0005 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.360 60710APK2 RB0PEZSDGCO3JS6CEU02 US60710APK24 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 2021-01-15 2021-01-15 2021-01-15 N N N 0.0036 100040054.00 100040054.00 0.0012 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.090 0NC002JS2 0000865845 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 450000000.00 450000000.00 0.0054 N Y Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.090 0NC002JR4 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 700000000.00 700000000.00 0.0084 N Y Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 0.248 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 2020-08-12 2020-08-12 2020-08-12 N N N 0.0025 200000000.00 200000000.00 0.0024 N N N N MUFG BANK LTD LONDON BRANCH MUFG BANK LTD LONDON BRANCH 1.646 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 99993895.00 99993895.00 0.0012 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 99920730.00 99920730.00 0.0012 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 99971986.00 99971986.00 0.0012 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 0.250 55380TGA2 US55380TGA25 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 0.0025 170005171.40 170005171.40 0.0020 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 0.290 55380TGK0 US55380TGK07 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 2021-01-29 2021-01-29 2021-01-29 N N N 0.0029 169997422.80 169997422.80 0.0020 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 305645184.80 305645184.80 0.0037 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 230112842.60 230112842.60 0.0028 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 300268911.00 300268911.00 0.0036 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 127059702.70 127059702.70 0.0015 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 50047150.50 50047150.50 0.0006 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 0.304 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+ 2020-08-04 2021-02-04 2021-02-04 N N N 0.0031 160039297.60 160039297.60 0.0019 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 0.408 63254GNW1 F8SB4JFBSYQFRQEH3Z21 US63254GNW14 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+ 2020-08-10 2021-07-09 2021-07-09 N N N 0.0041 124984257.50 124984257.50 0.0015 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 0.391 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+ 2020-08-03 2021-05-28 2021-05-28 N N N 0.0040 50019624.50 50019624.50 0.0006 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 325051834.25 325051834.25 0.0039 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 245039753.70 245039753.70 0.0030 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.369 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 219715346.40 219715346.40 0.0026 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.399 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 170694513.63 170694513.63 0.0021 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 0.379 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 434379020.10 434379020.10 0.0052 N N N N NATIONAL BANK OF CANADA NATIONAL BANK OF CANADA 0.250 63307LNN7 US63307LNN72 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 2021-01-22 2021-01-22 2021-01-22 N N N 0.0025 169805798.80 169805798.80 0.0020 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.351 63873QJR6 2549003L5ZG5M2ZSE107 US63873QJR65 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 2020-08-19 2021-04-19 2021-04-19 N N N 0.0036 184978170.00 184978170.00 0.0022 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 225528909.75 225528909.75 0.0027 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 0.0021 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.412 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 2020-10-02 2020-10-02 2020-10-02 N N N 0.0042 300000000.00 300000000.00 0.0036 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.709 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 149985757.17 149985757.17 0.0018 N Y Y 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 300694641.00 300694641.00 0.0036 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 98159385.24 98159385.24 0.0012 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 150558621.00 150558621.00 0.0018 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 44934337.35 44934337.35 0.0005 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.286 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 2020-10-23 2020-10-23 2020-10-23 N N N 0.0029 130000000.00 130000000.00 0.0016 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 25029137.00 25029137.00 0.0003 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 82222097.00 82222097.00 0.0010 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 0.390 63873QJL9 2549003L5ZG5M2ZSE107 US63873QJL95 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 2021-04-08 2021-04-08 2021-04-08 N N N 0.0039 50022580.50 50022580.50 0.0006 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 34042915.14 34042915.14 0.0004 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 75166966.50 75166966.50 0.0009 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 0.0055 113508769.00 113508769.00 0.0014 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. DBA RABOBANK NEDERLAND 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 99993200.00 99993200.00 0.0012 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. DBA RABOBANK NEDERLAND 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 79979842.40 79979842.40 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 146058097.78 146058097.78 0.0018 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 96194997.12 96194997.12 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 210577880.10 210577880.10 0.0025 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 300076335.00 300076335.00 0.0036 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 287111430.62 287111430.62 0.0035 N N N N NORDEA BANK ABP NEW YORK BRANCH NORDEA BANK ABP NEW YORK BRANCH 0.373 65558TA88 US65558TA884 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+ 2020-10-13 2021-07-12 2021-07-12 N N N 0.0038 50014135.00 50014135.00 0.0006 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 234101843.82 234101843.82 0.0028 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 350086737.00 350086737.00 0.0042 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.200 65602VZW9 5493007VSMFZCPV1NB83 US65602VZW98 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 2020-09-04 2020-09-04 2020-09-04 N N N 0.0025 92088258.36 92088258.36 0.0011 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.180 65602VS64 5493007VSMFZCPV1NB83 US65602VS649 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 2020-09-22 2020-09-22 2020-09-22 N N N 0.0018 99994406.00 99994406.00 0.0012 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 150011847.00 150011847.00 0.0018 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 0.180 65602VR73 5493007VSMFZCPV1NB83 US65602VR732 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 2020-08-17 2020-08-17 2020-08-17 N N N 0.0018 200002454.00 200002454.00 0.0024 N N N N NRW.BANK NRW.BANK 0.120 62939LH44 52990002O5KK6XOGJ020 US62939LH444 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+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0012 474994722.75 474994722.75 0.0057 N N Y N NRW.BANK NRW.BANK 0.120 62939LH36 52990002O5KK6XOGJ020 US62939LH360 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+ 2020-08-03 2020-08-03 2020-08-03 N N N 0.0012 199998334.00 199998334.00 0.0024 N Y Y N NRW.BANK NRW.BANK 0.150 62939LHT9 52990002O5KK6XOGJ020 US62939LHT98 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+ 2020-08-27 2020-08-27 2020-08-27 N N N 0.0015 149983462.50 149983462.50 0.0018 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.280 67984WND6 5493004QSN8OZAIU2J90 US67984WND64 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+ 2020-11-23 2020-11-23 2020-11-23 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+ 0.0028 199895862.00 199895862.00 0.0024 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 40003729.60 40003729.60 0.0005 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 99954000.00 99954000.00 0.0012 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 50122509.50 50122509.50 0.0006 N N N N OVERSEA-CHINESE BANKING CORPORATION NY AGENCY OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 0.320 69033MQR1 5493007O3QFXCPOGWK22 US69033MQR15 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+ 2020-08-24 2021-04-22 2021-04-22 N N N 0.0032 124977817.50 124977817.50 0.0015 N N N N PRICOA SHORT TERM FUNDING LLC PRICOA SHORT TERM FUNDING LLC 0.300 74154EN46 US74154EN464 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+ 2021-01-04 2021-01-04 2021-01-04 N Y THE PRUDENTIAL INSURANCE COMPANY OF AMERICA 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 0.0030 49963148.50 49963148.50 0.0006 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 133242274.13 133242274.13 0.0016 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 0.0024 N N N N RABOBANK LONDON RABOBANK LONDON 0.348 7F7520N XS2212175439 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 2020-10-30 2021-08-31 2021-08-31 N N N 0.0035 170000000.00 170000000.00 0.0020 N N N N RABOBANK LONDON RABOBANK LONDON 0.260 7F7519N XS2212054998 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 2021-02-26 2021-02-26 2021-02-26 N N N 0.0026 169744534.20 169744534.20 0.0020 N N N N RABOBANK-NEW YORK RABOBANK-NEW YORK 0.273 21684L6Y3 DG3RU1DBUFHT4ZF9WN62 US21684L6Y32 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 2020-08-28 2021-03-29 2021-03-29 N N N 0.0028 49990284.50 49990284.50 0.0006 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 0.297 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+ 2020-10-28 2021-01-28 2021-01-28 N N N 0.0030 100004853.00 100004853.00 0.0012 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 135301984.20 135301984.20 0.0016 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.340 78012UXG5 US78012UXG56 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+ 2020-10-29 2021-07-29 2021-07-29 N N N 0.0034 131999996.04 131999996.04 0.0016 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 103045826.76 103045826.76 0.0012 N N N N ROYAL BANK OF CANADA NY BRANCH ROYAL BANK OF CANADA NY BRANCH 0.383 78012UXB6 US78012UXB69 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+ 2020-10-09 2021-07-09 2021-07-09 N N N 0.0039 100037255.00 100037255.00 0.0012 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 83093575.86 83093575.86 0.0010 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 70030369.50 70030369.50 0.0008 N N N 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 100181051.00 100181051.00 0.0012 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 401970280.00 401970280.00 0.0048 N N N N SHELL INTERNATIONAL FINANCE BV SHELL INTERNATIONAL FINANCE BV 2.203 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 0.0220 119833813.20 119833813.20 0.0014 N N N N SHELL INTERNATIONAL FINANCE BV SHELL INTERNATIONAL FINANCE BV 2.153 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 0.0215 114834707.05 114834707.05 0.0014 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 100207575.00 100207575.00 0.0012 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 0.245 83050PLY3 F3JS33DEI6XQ4ZBPTN86 US83050PLY33 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 2021-02-26 2021-02-26 2021-02-26 N N N 0.0025 49995630.00 49995630.00 0.0006 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 100207714.00 100207714.00 0.0012 N N N N SOCIETE GENERALE NY BRANCH (REPO) SOCIETE GENERALE NY BRANCH (REPO) 0.090 0SON06W05 O2RNE8IBXP4R0TD8PU41 0000865845 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mor 2030-11-01 5.330000 10146.00 25.67 Agency Mortgage-Backed Securities Federal Home Loan Mor 2050-07-01 2.500000 44835339.00 47146301.82 Agency Mortgage-Backed Securities Federal Home Loan Mor 2027-08-15 0.000000 1000.00 935.25 Agency Debentures and Agency Strips Federal Home Loan Mor 2047-07-01 4.000000 12505807.00 9316168.90 Agency Mortgage-Backed Securities Federal National Mort B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 26932289.00 28320468.95 Agency Mortgage-Backed Securities Federal National Mort 2028-10-01 3.500000 7726890.00 2959536.51 Agency Mortgage-Backed Securities Federal National Mort 2047-12-01 4.500000 29131300.00 24037925.12 Agency Mortgage-Backed Securities Federal National Mort 2047-10-01 3.500000 38654981.00 30675913.43 Agency Mortgage-Backed Securities Federal National Mort 2047-09-01 4.000000 21163.00 16395.05 Agency Mortgage-Backed Securities Government National M 2026-12-20 3.125000 14255440.00 38945.27 Agency Mortgage-Backed Securities Government National M 2034-01-20 0.486750 70562048.00 2386312.73 Agency Collateralized Mortgage Obligation Government National M 549300M8ZYFG0OCMTT87 2048-03-20 3.500000 14439791.00 8861712.56 Agency Mortgage-Backed Securities Government National M 2049-11-20 2.500000 19383600.00 19847147.70 Agency Mortgage-Backed Securities Government National M 2050-04-20 2.500000 19291936.00 20260332.44 Agency Mortgage-Backed Securities Government National M 2049-12-20 2.500000 11519182.00 11937627.64 Agency Mortgage-Backed Securities Government National M 2027-08-20 3.250000 17130558.00 30130.74 Agency Mortgage-Backed Securities Government National M 2028-02-20 3.000000 10671525.00 49594.41 Agency Mortgage-Backed Securities United States Treasur 254900HROIFWPRGM1V77 2047-02-15 0.875000 15960400.00 23074025.21 U.S. Treasuries (including strips) United States Treasur 2038-08-15 0.000000 11.54 9.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-01-15 2.375000 8400.00 13177.85 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-10-31 2.875000 600.00 657.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-05-15 2.125000 88300.00 91824.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-07-31 0.250000 186367000.00 186554298.84 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-22 0.000000 1200.00 1199.47 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-05-15 0.000000 34341477.97 26328924.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-31 0.150028 100.00 100.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-05-15 3.125000 100.00 147.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 2867000.00 3091816.76 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-11-15 2.250000 21521600.00 24461189.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-30 2.750000 200.00 215.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-01 0.000000 300.00 299.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 1.375000 400.00 417.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 0.000000 19.09 14.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-15 0.000000 53.63 53.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-15 2.375000 100.00 102.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-08-15 3.625000 71853600.00 110068231.65 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-02-28 1.125000 30106400.00 31507711.71 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-07-15 0.750000 5600000.00 6579415.33 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 3.625000 100.00 103.55 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-07-15 0.125000 40294200.00 46144812.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 8.000000 5605600.00 6269343.01 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-15 1.750000 114800.00 115764.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-15 2.500000 100.00 108.29 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-03 0.000000 994000.00 993906.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 2.000000 1368700.00 2080436.08 U.S. Treasuries (including strips) United States Treasur 2036-08-15 0.000000 114.12 97.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-31 2.000000 34800.00 35456.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2049-11-15 2.375000 85455100.00 111038769.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 1.250000 341900.00 353232.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-10-15 1.625000 100.00 100.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-05-15 4.375000 93.00 151.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-10 0.000000 1100.00 1099.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2044-11-15 3.000000 21622000.00 30285009.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-03-25 0.000000 10006900.00 9999004.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.625000 100900.00 111679.69 U.S. Treasuries (including strips) United States Treasur 2020-11-15 0.000000 13.83 13.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 2.250000 100.00 109.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-15 2.125000 100.00 109.49 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 2.250000 100.00 102.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-20 0.000000 24900.00 24898.58 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-27 0.000000 362900.00 362871.69 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-15 0.125000 7052400.00 7463948.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-02-15 0.000000 12.83 12.77 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-11-15 2.250000 400.00 436.88 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-11-30 2.750000 216400.00 219287.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-08-31 2.750000 200.00 218.31 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 0.000000 15045980.35 12295605.23 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.875000 100.00 107.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2042-02-15 3.125000 300000.00 426187.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-08-15 8.750000 13890100.00 14497156.14 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-24 0.000000 100.00 99.98 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2030-02-15 0.000000 39300000.00 36792070.50 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-02-15 3.500000 200.00 293.53 U.S. Treasuries (including strips) United States Treasur 2025-02-15 0.000000 100.00 99.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 1.750000 124700.00 129722.67 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-10-31 1.500000 100.00 102.07 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 1.125000 300.00 304.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 800.00 835.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.000000 100.00 73.91 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2032-04-15 3.375000 214600.00 474863.61 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-03-31 0.375000 41203100.00 41418592.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-05-15 2.875000 100.00 136.46 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-10-31 1.875000 10953500.00 11433126.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-15 7.250000 100.00 117.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-05-31 2.875000 200.00 226.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-29 2.375000 61030000.00 66455403.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-03 0.000000 200.00 199.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-29 0.000000 500.00 499.92 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 93800.00 102315.83 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-07-31 2.750000 500.00 539.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-20 0.000000 100.00 99.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 2.750000 94500.00 104330.53 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-02-15 2.250000 400.00 408.72 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.500000 100.00 101.20 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-08-15 6.875000 2000300.00 2728042.94 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-02-15 2.250000 100.00 113.19 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2043-02-15 0.625000 300.00 418.06 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2039-05-15 0.000000 68.51 55.73 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-30 2.875000 300.00 328.57 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-06-30 0.125000 200.00 200.00 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 1000000000.00 1000000000.00 0.0121 N Y Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.320 0SOC01SW5 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 3793.00 2808.08 Corporate Debt Securities ADVISOR GROUP HLDGS I 2027-08-01 10.750000 15.00 16.03 Corporate Debt Securities AI CANDELARIA SPAIN S 2028-12-15 7.500000 583891.00 628777.62 Corporate Debt Securities ALBERTSONS COS INC / 2027-01-15 4.625000 2163020.00 2300924.54 Corporate Debt Securities ALBERTSONS COS INC / 2030-02-15 4.875000 767.00 845.87 Corporate Debt Securities AMERICAN AIRLINES SR IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 2243.00 1950.94 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 864.00 940.20 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 80192137.00 95294989.47 Other Instrument International debt BX TRUST 2019-CALM F 2032-11-15 2.874750 2672.00 2521.91 Private Label Collateralized Mortgage Obligations CCO HLDGS LLC / CCO H 2031-02-01 4.250000 68.00 70.83 Corporate Debt Securities CEMEX SAB DE CV SR SE 2026-04-16 7.750000 498000.00 536539.67 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2023-03-31 6.250000 498000.00 512110.00 Corporate Debt Securities CONN AVE SECS 2019-HR 549300Z5THZ1JXIHVK60 2039-11-25 2.321630 3346527.00 2240804.90 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-R0 2040-01-25 2.221630 419335.00 395261.75 Agency Collateralized Mortgage Obligation CWABS INC 2007-4 A-3 2032-10-25 4.703855 5504379.00 2423741.99 Asset-Backed Securities CWALT INC ALT LN TR 2 2046-07-20 0.396750 192.00 19.44 Private Label Collateralized Mortgage Obligations CWMBS INC 2005-9 1-A- 2035-05-25 0.631630 21388.00 1091.64 Private Label Collateralized Mortgage Obligations DIEBOLD INC SR SEC GL 549300XZK6EWDBAZSY16 2025-07-15 9.375000 999995.00 1052859.32 Corporate Debt Securities DIVERSIFIED HEALTHCAR 2028-02-15 4.750000 15.00 13.38 Corporate Debt Securities Federal National Mort 2039-06-27 2.271630 841648.00 667313.95 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA2 2029-12-26 2.821630 1866088.00 1742272.16 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA2 5493007ZK0X40BI7UF30 2050-02-25 2.021630 5539776.00 5241839.23 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA2 2050-03-25 3.271630 2934055.00 2812040.90 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-09-25 3.821630 1138520.00 967677.76 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 2.721630 687228.00 528136.38 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.521630 5894620.00 4892305.29 Agency Collateralized Mortgage Obligation FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2029-05-03 5.113000 37670.00 40212.67 Corporate Debt Securities GAP INC SR SEC GLBL 2 T2ZG1WRWZ4BUCMQL9224 2023-05-15 8.375000 1425170.00 1588411.35 Corporate Debt Securities HOME EQUITY ASSET TR 2036-07-25 0.571630 5818500.00 4576526.71 Asset-Backed Securities ILLUMINATE BUYER LLC 2028-07-01 9.000000 318600.00 343291.50 Corporate Debt Securities JPMCC COML MTG SEC TR 2049-08-17 4.208682 1.00 0.54 Private Label Collateralized Mortgage Obligations OCWEN LN SERVICING LL 2022-11-15 8.375000 201000.00 180433.79 Corporate Debt Securities ONEMAIN FINL TR 2019- 2031-02-14 5.690000 2291570.00 2318188.75 Asset-Backed Securities REPUBLIC OF TURKEY 7. 5493000PCHOG3B6S3Q85 2029-04-26 7.625000 70917792.00 72896378.70 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-08-10 6.350000 105412563.00 105938161.75 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 89581000.00 80734876.25 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 1325000.00 1412832.78 Other Instrument International debt RIO OIL FIN TR SR SEC 2028-04-06 8.200000 382540.00 392150.13 Corporate Debt Securities SERVICE PPTYS TR SR G 529900IS770AG1K9QG27 2025-09-15 7.500000 7.00 7.50 Corporate Debt Securities WYNDHAM DESTINATIONS T4VNTWMFQ7JQB65L7T35 2026-07-31 6.625000 1508000.00 1555182.60 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 2020-08-06 2020-08-06 2020-08-06 N N N 0.0032 365000000.00 365000000.00 0.0044 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.320 0SOC01SR6 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN AIRLINES SR IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 19.00 16.53 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 1606000.00 1635844.83 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 9206000.00 9907729.91 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 1511484.00 1796146.82 Other Instrument International debt CONN AVE SECS 2019-R0 2031-08-25 2.471630 33559723.00 20358063.23 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-R0 2040-01-25 2.221630 64.00 60.33 Agency Collateralized Mortgage Obligation CTR PARTNERSHIP LP/ C 2025-06-01 5.250000 2000.00 2052.50 Corporate Debt Securities ENERGIZER HLDGS INC N 5493000D6NN0V57UME20 2028-06-15 4.750000 163896.00 175684.77 Corporate Debt Securities Federal National Mort 2039-06-27 2.271630 15272.00 12108.65 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-DNA2 5493007ZK0X40BI7UF30 2050-02-25 2.021630 375107.00 354933.23 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA2 2050-03-25 3.271630 826356.00 791991.58 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-10-25 3.171630 22383130.00 22117921.32 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 2.721630 27296.00 20977.04 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.521630 747740.00 620595.11 Agency Collateralized Mortgage Obligation GEOPARK LTD SR SEC GL 529900ZR5QI19AH4KZ07 2024-09-21 6.500000 1341000.00 1291787.53 Corporate Debt Securities NIGERIA FED REP BD 5. 549300GSBZD84TNEQ285 2022-06-27 5.625000 2000.00 2035.31 Other Instrument International debt PETROBRAS GLOBAL FINA 549300FNENFFSMO3GT38 2031-01-03 5.600000 74141.00 77875.24 Corporate Debt Securities PETROLEOS MEXICANOS F 2050-01-23 7.690000 44.00 38.41 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2031-01-28 5.950000 317709.00 274097.26 Other Instrument International debt REPUBLIC OF TURKEY 7. 5493000PCHOG3B6S3Q85 2029-04-26 7.625000 11218780.00 11531780.85 Other Instrument International debt REPUBLIC OF TURKEY GL 2025-03-13 4.250000 30272781.00 27766657.23 Other Instrument International debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2030-03-13 5.250000 30020000.00 26356784.48 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-03-22 5.750000 11850000.00 11573829.17 Other Instrument International debt REPUBLIC OF TURKEY SR 2026-10-09 4.875000 31398000.00 28295288.89 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 22931000.00 21622311.91 Other Instrument International debt REPUBLIC OF TURKEY SR 2038-03-05 7.250000 27450000.00 26936723.12 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 1102000.00 993177.50 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 350000.00 373201.11 Other Instrument International debt SOUTH AFRICA REP SR G 2025-09-16 5.875000 243000.00 264546.34 Other Instrument International debt UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2026-11-01 8.000000 5840.00 6226.90 Corporate Debt Securities UNIGEL LUXEMBOURG SA 2026-10-01 8.750000 1000000.00 853923.61 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 2020-08-04 2020-08-04 2020-08-04 N N N 0.0032 200000000.00 200000000.00 0.0024 N N Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.200 0SOC01SY1 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABBVIE INC SR GLBL 14 FR5LCKFTG8054YNNRU85 2022-11-21 2.300000 12.00 12.51 Corporate Debt Securities ABBVIE INC SR GLBL 14 FR5LCKFTG8054YNNRU85 2049-11-21 4.250000 44061.00 56644.55 Corporate Debt Securities ABBVIE INC SR GLBL NT FR5LCKFTG8054YNNRU85 2023-11-14 3.750000 12.00 13.25 Corporate Debt Securities ADANI PORTS & SPL ECO 335800QOAXP5TM7OYP69 2022-01-19 3.950000 6942520.00 7071976.78 Corporate Debt Securities ADANI PORTS & SPL ECO 2024-07-24 3.375000 1026107.00 1043573.91 Corporate Debt Securities AERCAP IRELAND CAPITA 2026-04-03 4.450000 1.00 0.98 Corporate Debt Securities ALASKA AIRLINES EQ TR 2029-02-15 4.800000 1000000.00 1045431.67 Asset-Backed Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2037-08-22 3.875000 1592000.00 2099107.06 Corporate Debt Securities AMER AIRLINES PT TR 2 2029-03-22 4.000000 278386.00 190928.22 Asset-Backed Securities AMER AIRLINES PT TR 2 2031-04-15 3.350000 1000000.00 849097.40 Asset-Backed Securities AMGEN INC MTNS BK ENT 62QBXGPJ34PQ72Z12S66 2051-06-15 4.663000 42000.00 59631.11 Corporate Debt Securities AMGEN INC MTNS BK ENT 2041-10-01 4.950000 207000.00 291157.92 Corporate Debt Securities ANTHEM INC SR NT 3.12 8MYN82XMYQH89CTMTH67 2022-05-15 3.125000 150000.00 157967.58 Corporate Debt Securities APPLE INC SR GLBL NT HWUPKR0MPOU8FGXBT394 2027-11-13 3.000000 435.00 499.01 Corporate Debt Securities ARCHER DANIELS MIDLAN 549300LO13MQ9HYSTR83 2047-09-15 3.750000 60000.00 79988.80 Corporate Debt Securities ASB BK LTD VR 061418- 2023-06-14 1.283380 2606000.00 2638366.19 Corporate Debt Securities AT&T INC GLBL NT 3.85 549300Z40J86GGSTL398 2060-06-01 3.850000 99982.00 111468.68 Corporate Debt Securities AT&T INC SR GLBL NT4. 549300Z40J86GGSTL398 2028-02-15 4.100000 95000.00 112745.58 Corporate Debt Securities AUTONATION INC CR SEN 2027-11-15 3.800000 1500000.00 1588293.33 Corporate Debt Securities BANCO SANTANDER MEXIC 2022-11-09 4.125000 534000.00 562318.69 Corporate Debt Securities BANGKOK BK PUB LTD FR 549300CCL2BKJGMYXV60 2034-09-25 3.733000 1.00 1.01 Corporate Debt Securities BANK CHINA HONG KONG 2099-01-01 5.900000 1935177.00 2111372.72 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-06-24 0.400000 42292564.00 42308776.15 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-06-25 0.400000 86529520.00 86544326.16 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-06-28 0.400000 77946002.00 77972503.64 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-03-09 1.150000 87594774.00 88085815.70 Corporate Debt Securities BARCLAYS BK PLC GLBL 2021-02-22 2.000000 45022844.00 45481426.68 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2024-05-16 4.338000 1359000.00 1486878.50 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2024-05-16 1.765630 20396082.00 20494785.79 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2026-01-12 4.375000 6423000.00 7344951.18 Corporate Debt Securities BHP BILLITON FIN USA 2075-10-19 6.250000 247151.00 253009.65 Corporate Debt Securities BK OF AMERICA CORP FR 9DJT3UXIJIZJI4WXO774 2025-03-15 3.458000 25000.00 27535.59 Corporate Debt Securities BMW US CAP LLC EXTND KK5MZM9DIXLXZL9DZL15 2030-04-09 4.150000 1991000.00 2396310.08 Corporate Debt Securities BOC AVIATION PTE LTD 2023-09-26 1.408750 10.00 9.78 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2060-05-01 5.930000 384992.00 466514.38 Corporate Debt Securities BOSTON SCIENTIFIC COR Y6ZDD9FP4P8JSSJMW954 2029-03-01 4.000000 40000.00 47805.47 Corporate Debt Securities BRISTOL-MYERS SQUIBB HLYYNH7UQUORYSJQCN42 2042-08-01 3.250000 4000000.00 4962520.00 Corporate Debt Securities CANTOR FITZGERALD SR 549300RLUEEVQEMX0450 2022-06-17 6.500000 8301000.00 9013511.72 Corporate Debt Securities CENCOSUD S A SR GLBL 2027-07-17 4.375000 912000.00 943390.91 Corporate Debt Securities CHEVRON CORP NEW SR G 2027-05-11 1.995000 973.00 1046.64 Corporate Debt Securities CHILE REP GLBL NT 2.5 549300FLZTJM5YJF8D34 2032-01-27 2.550000 2388000.00 2547309.45 Other Instrument International debt CHINA CINDA FIN 2014 2024-05-14 5.625000 2497000.00 2864995.38 Corporate Debt Securities CHINA CINDA FIN 2015 2025-04-23 4.250000 1038000.00 1160412.78 Corporate Debt Securities CIMAREX ENERGY CO SR 11KYOFXPU1C4CQL1CL44 2027-05-15 3.900000 7000.00 7187.34 Corporate Debt Securities CK HUTCHISON INTL 17 2549005DONFYBXB2FX49 2099-12-31 4.000000 909093.00 924035.46 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2027-03-25 3.375000 168000.00 196494.90 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2050-06-01 2.600000 4.00 4.32 Corporate Debt Securities COCA COLA CO SR GLBL UWJKFUJFZ02DKWI3RY53 2027-05-25 2.900000 7000.00 7811.00 Corporate Debt Securities COMCAST CORP NEW 3.99 51M0QTTNCGUN7KFCFZ59 2049-11-01 3.999000 213000.00 278778.13 Corporate Debt Securities COMCAST CORP NEW SR N 51M0QTTNCGUN7KFCFZ59 2042-07-15 4.650000 76000.00 104308.23 Corporate Debt Securities COMISION FEDERAL DE E 2024-01-15 4.875000 3801000.00 4040619.79 Corporate Debt Securities COOPERATIEVE CENTRALE DG3RU1DBUFHT4ZF9WN62 2021-01-19 2.500000 1178000.00 1191197.53 Corporate Debt Securities CORPORACION NACIONAL 2030-01-14 3.150000 200000.00 214154.00 Corporate Debt Securities CORPORACION NACIONAL 2029-09-30 3.000000 400000.00 428800.00 Corporate Debt Securities CREDIT SUISSE AG NEW 549300D0YARF5HYP1809 2025-04-09 2.950000 100.00 110.53 Corporate Debt Securities CSX CORP SR GLBL NT2. 549300JVQR4N1MMP3Q88 2026-11-01 2.600000 49000.00 54563.95 Corporate Debt Securities CSX CORP MEDTERM NTS 549300JVQR4N1MMP3Q88 2048-03-01 4.300000 191000.00 260034.40 Corporate Debt Securities DAI-ICHI LIFE HOLDING 2099-01-01 4.000000 852000.00 922858.00 Corporate Debt Securities DAI-ICHI LIFE HOLDING 2099-01-01 7.250000 226000.00 239670.05 Corporate Debt Securities DELL INTL LLC/EMC COR 2026-06-15 6.020000 2514000.00 2966123.35 Corporate Debt Securities DISCOVERY COMMUNICATI L2Z2MO2EQURH3BREWI15 2050-05-15 4.650000 700.00 843.13 Corporate Debt Securities DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 2048-11-15 5.419000 9806000.00 13946878.77 Corporate Debt Securities DXC TECHNOLOGY CO GLB 549300DOVZ3EDJB7O259 2023-04-15 4.000000 10.00 10.69 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2027-06-01 5.500000 3150.00 3496.55 Corporate Debt Securities ENTERTAINMENT PROPERT 549300YSSXFHMPOWZ492 2028-04-15 4.950000 1593000.00 1582717.19 Corporate Debt Securities EOG RES INC SR GLBL N XWTZDRYZPBUHIQBKDB46 2050-04-15 4.950000 12600000.00 17367745.50 Corporate Debt Securities EVERGC SR GLBL NT2.9% 549300PGTHDQY6PSUI61 2029-09-15 2.900000 30000.00 33347.57 Corporate Debt Securities EXPERIAN FINANCE PLC 635400RKRK5EGXSPC782 2029-02-01 4.250000 10.00 12.17 Corporate Debt Securities EXPORT IMPORT BANK KO 549300APVP4R32PI3Y06 2022-06-25 0.821880 2212880.00 2216336.25 Other Instrument International debt EXPORT IMPORT BK KORE 2023-06-01 1.125000 10779000.00 10854506.90 Other Instrument International debt EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2049-08-16 3.095000 6.00 6.92 Corporate Debt Securities FIDELITY NATIONAL INF 2048-05-15 4.750000 78000.00 107176.51 Corporate Debt Securities GAZ CAP SA LUXEMBOURG 2034-04-28 8.625000 261000.00 405996.27 Corporate Debt Securities GAZ CAP SA LUXEMBOURG 2022-03-07 6.510000 3400000.00 3732109.17 Corporate Debt Securities GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 2050-04-01 4.250000 6300000.00 8884354.50 Corporate Debt Securities GILEAD SCIENCES INC S 549300WTZWR07K8MNV44 2047-03-01 4.150000 2327000.00 3231089.92 Corporate Debt Securities GILEAD SCIENCES INC S 549300WTZWR07K8MNV44 2041-12-01 5.650000 3034000.00 4761701.19 Corporate Debt Securities GOLDMAN SACHS GROUP I 784F5XWPLTWKTBV3E584 2023-11-29 1.962500 1419000.00 1459972.74 Corporate Debt Securities GOVERNMENT OF BERMUDA 2023-01-03 4.138000 1400000.00 1474344.90 Other Instrument International debt HOME DEPOT INC SR GLB QEKMOTMBBKA8I816DO57 2056-09-15 3.500000 15000.00 19400.43 Corporate Debt Securities HOST HOTELS & RESORTS FXB7X4WXVA8QPMNOGS12 2029-12-15 3.375000 2000.00 1949.17 Corporate Debt Securities HSBC HLDGS PLC SR GLB MLU0ZO3ML4LN2LL2TL39 2022-01-14 4.875000 4000.00 4254.45 Corporate Debt Securities HSBC HLDGS PLC TIER I 2099-01-01 6.250000 8.00 8.06 Corporate Debt Securities ICICI BK LTD GLBL MTN 2027-12-14 3.800000 2206320.00 2257916.02 Corporate Debt Securities INDIAN RAILWAY FINANC 2050-02-13 3.950000 2799998.00 2709848.18 Other Instrument International debt INDONESIA REP GLBL BD 529900FWX0GRR7WG5W79 2050-02-14 3.500000 229978.00 251134.95 Other Instrument International debt INDONESIA REP SR GLBL 529900FWX0GRR7WG5W79 2049-02-11 5.350000 13277100.00 18432800.77 Other Instrument International debt INTERCORP PERU LIMITE 2029-08-15 3.875000 1917.00 1941.46 Corporate Debt Securities INVERSIONES CMPC S A 2023-05-15 4.375000 3239000.00 3439832.85 Corporate Debt Securities ISRAEL ST $GLBL BD3.3 213800T8ZHTFZIBYPE21 2050-01-15 3.375000 6.00 6.82 Other Instrument International debt ISRAEL ST $GLBL BD3.8 213800T8ZHTFZIBYPE21 2050-07-03 3.875000 2339980.00 2890825.92 Other Instrument International debt JD.COM INC SR GLBL NT 549300HVTWB0GJZ16V92 2030-01-14 3.375000 28.00 30.74 Corporate Debt Securities JUNIPER NETWORKS SR G AUHIXNGG7U2U7JEHM527 2024-03-15 4.500000 10000.00 11410.20 Corporate Debt Securities KIA MTRS CORP SR GLBL 2023-04-25 3.000000 2130000.00 2227184.80 Corporate Debt Securities KOOKMIN BANK FR 2.875 2023-03-25 2.875000 3560542.00 3781483.03 Corporate Debt Securities KREDITANSTALT FUR WIE 549300GDPG70E3MBBU98 2024-02-28 2.625000 12.00 13.14 Other Instrument International debt LABORATORY CORP AMER OZ7UA8IXAIFILY2VZH07 2022-02-01 3.200000 50000.00 52783.50 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2024-03-12 3.900000 4172000.00 4666625.37 Corporate Debt Securities MACQUARIE BK LTD GLBL 2030-06-03 3.624000 54.00 58.10 Corporate Debt Securities MITSUBISHI UFJ FINANC 353800V2V8PUY9TK3E06 2022-07-25 1.034500 4000.00 4028.38 Corporate Debt Securities MITSUBISHI UFJ FINANC 353800V2V8PUY9TK3E06 2025-07-17 1.412000 700000.00 711143.38 Corporate Debt Securities MITSUBISHI UFJ FINANC 353800V2V8PUY9TK3E06 2030-07-17 2.048000 800000.00 820125.16 Corporate Debt Securities MITSUBISHI UFJ FINL G 353800V2V8PUY9TK3E06 2024-03-07 3.407000 9775606.00 10765757.58 Corporate Debt Securities MIZUHO BANK LTD. REGS 2025-03-26 3.200000 6108000.00 6760470.13 Corporate Debt Securities MOLSON COORS BEVERAGE 54930073LBBH6ZCBE225 2022-05-01 3.500000 201000.00 211168.59 Corporate Debt Securities MORGAN STANLEY FR 3.6 IGJSJL3JD5P30I6NJZ34 2027-01-20 3.625000 8683000.00 9961985.40 Corporate Debt Securities MORGAN STANLEY FR 4.3 IGJSJL3JD5P30I6NJZ34 2045-01-27 4.300000 3302000.00 4455216.16 Corporate Debt Securities MORGAN STANLEY FR 5.5 IGJSJL3JD5P30I6NJZ34 2051-03-24 5.597000 6490773.00 10501064.46 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2038-07-22 3.971000 4550625.00 5717554.28 Corporate Debt Securities NISSAN MTR ACCEP CORP 2022-09-28 2.600000 339020.00 339699.17 Corporate Debt Securities NONGHYUP BANK SR REGS 2023-07-30 3.875000 5273.00 5730.43 Corporate Debt Securities NORFOLK SOUTHERN CORP 54930036C8MWP850MI84 2055-05-15 3.155000 2413650.00 2713064.62 Corporate Debt Securities NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 2040-05-01 5.150000 328748.00 467785.76 Corporate Debt Securities NXP B V / NXP FDG LLC 2025-05-01 2.700000 99831.00 106831.65 Corporate Debt Securities NXP B V / NXP FDG LLC 2026-06-18 3.875000 91000.00 102982.05 Corporate Debt Securities PANASONIC CORP SR GLB 2022-07-19 2.536000 12528773.00 12923615.89 Corporate Debt Securities PEPSICO INC MTNS BE S FJSUNZKFNQ5YPJ5OT455 2050-03-19 3.625000 17142.00 22618.55 Corporate Debt Securities PERUSAHAAN LISTRIK NE 2030-06-30 3.000000 5570.00 5726.18 Corporate Debt Securities PERUSAHAAN LISTRIK NE 2030-02-05 3.375000 1000000.00 1074843.75 Corporate Debt Securities PERUSAHAAN LISTRIK NE 2050-06-30 4.000000 6000000.00 6290180.00 Corporate Debt Securities PERUSAHAAN LISTRIK NE 2021-11-22 5.500000 489000.00 517063.17 Corporate Debt Securities PERUSAHAAN PENERBIT S 2023-03-01 3.750000 2232000.00 2388688.26 Other Instrument International debt PHILIP MORRIS INTL IN HL3H1H2BGXWVG3BSWR90 2025-05-01 1.500000 2065374.00 2143445.14 Corporate Debt Securities POSCO SR GLBL REGS 24 2024-07-15 2.750000 5958591.00 6243327.24 Corporate Debt Securities POWER FIN LTD 6.15%28 2028-12-06 6.150000 8026981.00 9126396.45 Corporate Debt Securities POWER FIN LTD FR 3.95 3358003Q6D9LIJJZ1614 2030-04-23 3.950000 2933000.00 2873601.05 Corporate Debt Securities PT INDONESIA ASAHAN A 2025-05-15 4.750000 756.00 838.33 Corporate Debt Securities PT PERTAMINA PERSERO 254900NDAKGNZ2IBBL45 2023-05-20 4.300000 919000.00 985499.86 Corporate Debt Securities PT PERTAMINA PERSERO 2022-05-03 4.875000 1360000.00 1454236.10 Corporate Debt Securities REALTY INCOME CORP SR 549300CUWDAUZSH43859 2023-08-01 4.650000 133000.00 150883.18 Corporate Debt Securities REALTY INCOME CORP SR 549300CUWDAUZSH43859 2022-10-15 3.250000 150000.00 158990.92 Corporate Debt Securities REC LTD FR 4.75%05192 335800B4YRYWAMIJZ374 2023-05-19 4.750000 4867312.00 5139190.58 Corporate Debt Securities RELIANCE INDS LTD SR 2025-01-28 4.125000 10123000.00 11102594.27 Corporate Debt Securities REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 2027-04-25 3.875000 149.00 163.19 Other Instrument International debt REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 2024-02-26 4.000000 1700000.00 1842988.89 Other Instrument International debt ROGERS COMMUNICATIONS 54930030NVF3Y2OL0A78 2049-05-01 4.350000 10614000.00 14069228.49 Corporate Debt Securities SB CAPITAL SA SR GLBL 2022-02-07 6.125000 3400000.00 3709074.17 Corporate Debt Securities SHERWIN WILLIAMS CO S Z15BMIOX8DDH0X2OBP21 2022-01-15 4.200000 150000.00 156392.50 Corporate Debt Securities SHINHAN BK FR 3.875%1 2023-11-05 3.875000 31.00 34.24 Corporate Debt Securities SINOPEC GROUP OVERSEA 2023-10-17 4.375000 14553000.00 16171546.26 Corporate Debt Securities SINOPEC GRP OVERSEAS 2022-09-13 2.500000 2146.00 2221.08 Corporate Debt Securities SINOPEC GRP OVERSEAS 549300C6OZZ8LTVR8209 2030-05-13 2.700000 2690301.00 2875999.03 Corporate Debt Securities SK TELECOM CO LTD 3.7 2023-04-16 3.750000 1015.00 1098.25 Corporate Debt Securities SOUTHWEST AIRLS CO SR UDTZ87G0STFETI6HGH41 2023-05-04 4.750000 721770.00 762332.87 Corporate Debt Securities SPRINT SPECTRUM CO LL 2029-09-20 5.152000 120.00 140.50 Corporate Debt Securities STANLEY BLACK & DECKE 549300DJ09SMTO561131 2022-11-01 2.900000 150000.00 159609.00 Corporate Debt Securities SUMITOMO MITSUI FIN G 35380028MYWPB6AUO129 2022-10-18 1.011750 20.00 20.08 Corporate Debt Securities TELEFONICA EMISONES S 549300Y5MFC4SW5Z3K71 2027-03-08 4.103000 19780.00 23274.49 Corporate Debt Securities TELEFONICA EUROPE B V 7245007FZS0M65WUGP67 2030-09-15 8.250000 25890000.00 41137850.77 Corporate Debt Securities TENCENT HLDGS LTD FR 2030-06-03 2.390000 1231.00 1280.69 Corporate Debt Securities TOLEDO HOSPITAL TAX B 5493009DCR7NWV6K4T34 2028-11-15 5.325000 2.00 2.20 Corporate Debt Securities TRUST F/1401 SR GLBL 2030-01-15 4.869000 3100000.00 3093889.13 Corporate Debt Securities TRUST F/1401 SR GLBL 2050-01-15 6.390000 2900000.00 2962792.25 Corporate Debt Securities UNION PAC CORP GLBL N 549300LMMRSZZCZ8CL11 2060-03-20 3.839000 5619847.00 7196437.16 Corporate Debt Securities UNITED AIRLINES PTC 2 2033-02-25 4.550000 852937.00 633949.50 Asset-Backed Securities UNITED AIRLINES PTC 2 2033-02-25 4.150000 4499153.00 3960865.56 Asset-Backed Securities UNITED MEXICAN STATES 254900EGTWEU67VP6075 2025-01-30 3.600000 1357000.00 1460037.01 Other Instrument International debt UNITED MEXICAN STATES 254900EGTWEU67VP6075 2029-04-22 4.500000 1378770.00 1559733.56 Other Instrument International debt UNITED MEXICAN STATES 254900EGTWEU67VP6075 2050-01-31 4.500000 737998.00 817148.29 Other Instrument International debt United States Treasur 254900HROIFWPRGM1V77 2022-04-30 0.125000 100.00 100.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-06-30 0.250000 4076000.00 4081464.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 7877700.00 9334497.52 U.S. Treasuries (including strips) UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2059-08-15 3.875000 162937.00 219128.77 Corporate Debt Securities VEREIT OPERATING PRTN 5493005TQOUJE1LCS698 2028-01-15 3.400000 329500.00 342417.13 Corporate Debt Securities VIACOMCBS INC SR GLBL 2029-06-01 4.200000 87000.00 101092.26 Corporate Debt Securities VODAFONE GROUP PLC SR 213800TB53ELEUKM7Q61 2024-01-16 3.750000 182000.00 200164.05 Corporate Debt Securities VODAFONE GROUP PLC SR 213800TB53ELEUKM7Q61 2048-05-30 5.250000 316000.00 435005.60 Corporate Debt Securities VOLKSWAGEN GROUP AMER 2021-11-12 4.000000 1353357.00 1422023.33 Corporate Debt Securities WAL-MART STORES INC S Y87794H0US1R65VBXU25 2028-06-26 3.700000 240.00 289.64 Corporate Debt Securities WASTE MGMT INC DEL SR 549300YX8JIID70NFS41 2022-09-15 2.900000 160000.00 168876.09 Corporate Debt Securities XCEL ENERGY INC SR GL LGJNMI9GH8XIDG5RCM61 2022-03-15 2.600000 200000.00 207948.44 Corporate Debt Securities XIAOMI BEST TIME INTE 2030-04-29 3.375000 493.00 510.69 Corporate Debt Securities Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0020 736000000.00 736000000.00 0.0089 N Y Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.300 0SOC01SX3 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ADJUSTABLE RATE MTG 2 2036-08-25 0.451630 9179319.00 3936020.22 Private Label Collateralized Mortgage Obligations AIR PRODS & CHEMS INC 7QEON6Y1RL5XR3R1W237 2050-05-15 2.800000 6.00 6.89 Corporate Debt Securities ARCELORMITTAL SA LUXE 2EULGUTUI56JI9SAL165 2024-07-16 3.600000 1069.00 1102.93 Corporate Debt Securities BAHAMAS COMWLTH GLBL 2024-01-16 5.750000 6408000.00 5951341.00 Other Instrument International debt BANCO NACIONAL DE COS 2023-11-01 6.250000 20421000.00 21124531.81 Other Instrument International debt BANCO NACIONAL DE DES 2024-05-09 4.750000 67.00 71.99 Other Instrument International debt BAYVIEW FINANCIAL TR 2041-02-28 2.197630 4798000.00 4684028.96 Asset-Backed Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 16085000.00 16383912.92 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2023-01-05 2.625000 563000.00 579508.80 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2024-04-15 8.875000 16857000.00 21381172.97 Other Instrument International debt BRAZIL FEDERATIVE REP 2025-02-04 8.750000 16261000.00 20777944.44 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 25754000.00 27717105.80 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2027-05-15 10.125000 9965000.00 13737686.72 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 11301344.00 13429763.79 Other Instrument International debt CARNIVAL CORP MTN BE F1OF2ZSX47CR0BCWA982 2023-04-01 11.500000 14289231.00 16052347.46 Corporate Debt Securities COMM MTG TR 2014-CCRE 2047-11-13 3.220000 6669128.00 3961597.64 Private Label Collateralized Mortgage Obligations CONN AVE SECS 2019-HR 549300Z5THZ1JXIHVK60 2039-11-25 2.321630 4754652.00 3183672.96 Agency Collateralized Mortgage Obligation CONN AVE SECS 2019-R0 2039-09-26 2.271630 12017488.00 11307659.97 Agency Collateralized Mortgage Obligation CONN AVE SECS 2020-R0 2040-01-25 2.171630 44632970.00 42211108.82 Agency Collateralized Mortgage Obligation COSTA RICA REP REGS N 549300S1EK2VN6XVJP58 2023-01-26 4.250000 9079000.00 8697429.81 Other Instrument International debt CWABS INC 2005-4 MF-2 2035-08-25 5.136000 4699999.00 4893770.56 Asset-Backed Securities DBCCRE MTG TR 2014-AR 2034-01-12 4.934500 679421.00 629407.52 Private Label Collateralized Mortgage Obligations DOMINICAN REPUBLIC SR 2026-01-29 6.875000 15700000.00 17272998.26 Other Instrument International debt EXPORT CR BK TURKEY I 789000JVRVYLAXGDWR11 2024-01-24 8.250000 199996.00 204370.91 Other Instrument International debt Federal National Mort 2031-04-25 2.571630 11297440.00 6570438.81 Agency Collateralized Mortgage Obligation Federal National Mort 2031-09-25 2.321630 10026000.00 6495997.73 Agency Collateralized Mortgage Obligation Federal National Mort 2039-06-27 2.271630 1321602.00 1047853.08 Agency Collateralized Mortgage Obligation Federal National Mort 2039-07-25 2.171630 12995993.00 8862015.15 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA1 2029-08-27 3.721630 6019591.00 5886296.27 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA2 2029-12-26 2.821630 19877243.00 18558378.28 Agency Collateralized Mortgage Obligation FHLMC STACR 2017-HQA2 2029-12-26 0.821630 5688662.00 4849516.05 Agency Collateralized Mortgage Obligation FHLMC STACR 2019-FTR2 5493008J93RJW7PJFN93 2048-11-25 2.321630 18962905.00 17816046.69 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA2 2050-03-25 3.271630 18353038.00 17589818.00 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2029-09-25 3.821630 1427326.00 1213146.56 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-02-25 2.971630 8177112.00 5431460.57 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2030-12-26 2.721630 116364.00 89426.02 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-01-27 2.521630 181220.00 150405.55 Agency Collateralized Mortgage Obligation FNMA CONN AVE SECS 20 B1V7KEBTPIMZEU4LTD58 2031-03-25 2.271630 9847000.00 7198649.02 Agency Collateralized Mortgage Obligation GHANA REP SR GLBL 144 213800PP4399SNNXZ126 2035-02-11 7.875000 1986840.00 1838758.33 Other Instrument International debt GSAMP TRUST 2006-SD3 2036-06-25 0.431630 40885519.00 5498033.26 Asset-Backed Securities GUATEMALA REP SR GLBL 2027-06-05 4.375000 12078156.00 12962084.10 Other Instrument International debt HARBORVIEW MTG LN TR 2036-11-19 0.426750 69999970.00 10250928.30 Private Label Collateralized Mortgage Obligations INDONESIA REP GLBL BD 529900FWX0GRR7WG5W79 2050-02-14 3.500000 5.00 5.46 Other Instrument International debt INDYMAC INDX 2007-FLX 2037-04-25 0.361630 56056983.00 9587314.21 Private Label Collateralized Mortgage Obligations JP MORGAN ALT LN TR 2 2037-06-25 0.451630 14809507.00 6758180.08 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2048-01-17 4.000000 5483008.00 3221926.99 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2049-08-17 4.208682 102220.00 54732.39 Private Label Collateralized Mortgage Obligations MADISON PARK FDG XV 2 2026-01-27 5.684500 1363968.00 1198234.45 Asset-Backed Securities ML MTG INVESTORS 2005 2036-05-25 1.041630 5051026.00 3945198.50 Asset-Backed Securities MONGOLIA GOVT BD 144A 2022-12-05 5.125000 2800000.00 2824723.61 Other Instrument International debt MORGAN STANLEY ABS 20 2036-06-25 0.321630 40699000.00 5436179.59 Asset-Backed Securities MORGAN STANLEY CAP 20 2042-06-11 6.014330 30200.00 30517.55 Private Label Collateralized Mortgage Obligations MS HEQ LN TR 2006-3 A 2036-04-25 0.331630 37339998.00 5263273.68 Asset-Backed Securities NATWEST GROUP PLC SUB 2138005O9XJIJN4JPN90 2022-12-15 6.125000 11000.00 12132.96 Corporate Debt Securities NIGERIA FED REP BD 5. 549300GSBZD84TNEQ285 2022-06-27 5.625000 5865000.00 5968553.91 Other Instrument International debt NORTHWOOD CAPITAL 201 2030-01-25 8.094500 4605989.00 4008828.92 Asset-Backed Securities OPTION ONE MTG LN TR 2036-01-25 0.531630 199750.00 175247.08 Asset-Backed Securities OPTION ONE MTG LN TR 2037-01-25 0.311630 4234912.00 1849843.45 Asset-Backed Securities PETROLEOS MEXICANOS 6 549300CAZKPF4HKMPX17 2029-01-23 6.500000 1194500.00 1103316.52 Other Instrument International debt PETROLEOS MEXICANOS F 2023-09-21 4.625000 250000.00 247460.73 Other Instrument International debt PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2050-01-23 7.690000 179988.00 157128.67 Other Instrument International debt PETROLEOS MEXICANOS F 2050-01-23 7.690000 3049885.00 2662535.20 Other Instrument International debt PETROLEOS MEXICANOS N 549300CAZKPF4HKMPX17 2027-03-13 6.500000 4240000.00 4136909.11 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2030-01-23 6.840000 2800000.00 2600724.00 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2031-01-28 5.950000 6198753.00 5347853.62 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2048-02-12 6.350000 150000.00 122480.00 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2025-01-15 4.250000 5000000.00 4718854.17 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 4000000.00 4100444.44 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2023-01-30 3.500000 800000.00 772312.00 Other Instrument International debt PETROLEOS MEXICANOS S 2027-01-23 6.490000 5940000.00 5682571.95 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2030-01-23 6.840000 1.00 0.93 Other Instrument International debt REPUBLIC OF TURKEY 5. 2028-02-17 5.125000 40225703.00 36332050.49 Other Instrument International debt REPUBLIC OF TURKEY 7. 5493000PCHOG3B6S3Q85 2029-04-26 7.625000 9262696.00 9521122.65 Other Instrument International debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2024-11-14 5.600000 14471632.00 13915374.63 Other Instrument International debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2047-05-11 5.750000 55617000.00 43826087.86 Other Instrument International debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2023-12-23 7.250000 3986840.00 4026514.60 Other Instrument International debt REPUBLIC OF TURKEY SR 2022-03-25 5.125000 6215000.00 6215591.29 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2023-03-23 3.250000 17400000.00 16280575.83 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-08-10 6.350000 21138123.00 21243520.03 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-03-22 5.750000 21082000.00 20590672.28 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 42055000.00 44119088.60 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2026-04-14 4.250000 19268000.00 16994836.29 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2028-10-24 6.125000 3815000.00 3599579.67 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 2286000.00 2314272.74 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 1918000.00 1728597.50 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2043-04-16 4.875000 11358000.00 8501273.70 Other Instrument International debt SOUTH AFRICA REP SR G 2025-09-16 5.875000 1257000.00 1368455.75 Other Instrument International debt SOUTH AFRICA REP SR G 2029-09-30 4.850000 2200000.00 2145102.67 Other Instrument International debt SOUTH AFRICA REP SR G 2049-09-30 5.750000 9837615.00 8919732.73 Other Instrument International debt SRI LANKA GOVT DEMOCR 2025-06-03 6.125000 4800000.00 3694550.00 Other Instrument International debt SRI LANKA REP SR 144A 2022-07-25 5.875000 600000.00 507489.58 Other Instrument International debt STRUCTURED ASSET ADJ 2035-10-25 0.821630 2557887.00 655373.03 Private Label Collateralized Mortgage Obligations TRINIDAD & TOBAGO REP 2030-06-26 4.500000 4897540.00 4820403.75 Other Instrument International debt UKRAINE GOVERNMENT SR 6354001WLTJXOMEXPY07 2022-09-01 7.750000 3744000.00 4019619.76 Other Instrument International debt WAMU PTC WMALT 2006-4 2036-05-25 5.967000 11612932.00 2800599.23 Private Label Collateralized Mortgage Obligations WELLS FARGO COML TR 2 5493002S7XBI8CVRR075 2048-05-15 2.881000 4995072.00 3087193.43 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 201 2046-06-15 3.250000 6019120.00 2375923.22 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0030 700000000.00 700000000.00 0.0084 N Y Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.400 0SOC01RE6 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AMERICAN AIRLINES SR IWUQB36BXD6OWD6X4T14 2025-07-15 11.750000 50080010.00 43559175.36 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 19937000.00 20307495.92 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 12165000.00 13092280.50 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 3483388.00 3790602.02 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 16.00 19.01 Other Instrument International debt CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2024-01-15 8.625000 2000.00 2062.67 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2026-03-15 8.000000 1.00 1.05 Corporate Debt Securities CONN AVE SECS 2019-HR 549300Z5THZ1JXIHVK60 2039-11-25 2.321630 35240.00 23596.39 Agency Collateralized Mortgage Obligation Federal National Mort 2039-06-27 2.271630 128.00 101.49 Agency Collateralized Mortgage Obligation FHLMC STACR 2020-HQA2 2050-03-25 3.271630 1935904.00 1855398.49 Agency Collateralized Mortgage Obligation FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2029-05-03 5.113000 177010.00 188957.90 Corporate Debt Securities JPMCC COML MTG SEC TR 2049-08-17 4.208682 19.00 10.17 Private Label Collateralized Mortgage Obligations LIMITED BRANDS INC SR GR3KVMWVCR54YWQNXU90 2025-07-01 6.875000 4770.00 5172.88 Corporate Debt Securities ONEMAIN FINL TR 2019- 2031-02-14 5.690000 269968.00 273103.93 Asset-Backed Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2024-03-22 5.750000 64037000.00 62544582.14 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2025-02-05 7.375000 50520000.00 52999556.68 Other Instrument International debt REPUBLIC OF TURKEY SR 2030-01-15 11.875000 55816000.00 72205693.96 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 9887000.00 8796429.57 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 83863000.00 80148987.27 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2034-02-14 8.000000 52668000.00 56159303.20 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 0.0046 N Y Y N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.370 0SOC01SZ8 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 79562000.00 81072849.23 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 26450000.00 28581061.81 Other Instrument International debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 52734826.00 57827398.85 Other Instrument International debt REPUBLIC OF TURKEY SR 2030-01-15 11.875000 19361000.00 25188225.38 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 12199000.00 11599446.26 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 7649000.00 6956096.21 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 51824000.00 43307589.33 Other Instrument International debt REPUBLIC OF TURKEY SR 2022-03-25 5.125000 13370000.00 13357996.71 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2043-04-16 4.875000 3731000.00 2872905.76 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 70473000.00 63485504.17 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2026-04-14 4.250000 7786000.00 6891918.48 Other Instrument International debt REPUBLIC OF TURKEY SR 2026-10-09 4.875000 26927000.00 24365636.44 Other Instrument International debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 18976000.00 18232773.33 Other Instrument International debt REPUBLIC OF TURKEY GL 2025-03-13 4.250000 26527500.00 24409794.94 Other Instrument International debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2030-01-23 6.840000 8338950.00 7771067.50 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 2020-08-31 2020-08-31 2020-08-31 N N N 0.0037 385000000.00 385000000.00 0.0046 N N N Y SOCIETE GENERALE SA FRANCE SOCIETE GENERALE SA FRANCE 0.100 0SK001BS2 0000865845 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 2020-08-03 2020-08-03 2020-08-03 N N N 0.0010 500000000.00 500000000.00 0.0060 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 164989605.00 164989605.00 0.0020 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 174994487.50 174994487.50 0.0021 N N Y 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 200478564.00 200478564.00 0.0024 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 200327922.00 200327922.00 0.0024 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 SA 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 129994712.90 129994712.90 0.0016 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.360 86565CLQ0 US86565CLQ05 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 2020-08-22 2021-01-22 2021-01-22 N N N 0.0037 169987515.20 169987515.20 0.0020 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.312 86565B5J6 549300MS3WYYVQ4HXM15 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 2020-08-27 2020-08-27 2020-08-27 N N N 0.0032 350000000.00 350000000.00 0.0042 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.359 86565CLX5 US86565CLX55 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 2021-01-28 2021-01-28 N N N 0.0036 168981844.33 168981844.33 0.0020 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.383 86565CKJ7 US86565CKJ70 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 2020-08-12 2021-01-12 2021-01-12 N N N 0.0039 270023965.20 270023965.20 0.0033 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.401 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 2020-08-17 2020-12-17 2020-12-17 N N N 0.0041 175048653.50 175048653.50 0.0021 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.340 86565CMG1 US86565CMG14 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 2021-01-27 2021-01-27 N N N 0.0034 84999998.30 84999998.30 0.0010 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.300 86565CMS5 5U0XI89JRFVHWIBS4F54 US86565CMS51 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 2021-02-04 2021-02-04 2021-02-04 N N N 0.0030 499953070.00 499953070.00 0.0060 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 135057090.15 135057090.15 0.0016 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 0.398 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 2020-08-13 2020-12-11 2020-12-11 N N N 0.0040 450126531.00 450126531.00 0.0054 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 149887135.50 149887135.50 0.0018 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 124910508.75 124910508.75 0.0015 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 100055906.00 100055906.00 0.0012 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 260041280.20 260041280.20 0.0031 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 240131779.20 240131779.20 0.0029 N N N N SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH SUMITOMO MITSUI TRUST BANK LIMITED SINGAPORE BRANCH 0.400 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 99927817.00 99927817.00 0.0012 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 74942065.50 74942065.50 0.0009 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 99921745.00 99921745.00 0.0012 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 99920730.00 99920730.00 0.0012 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 239811148.80 239811148.80 0.0029 N N N N SUMITOMO MITSUI TRUST BANK LTD SUMITOMO MITSUI TRUST BANK LTD 1.193 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 99948726.00 99948726.00 0.0012 N N N N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.350 86960LBJ8 US86960LBJ89 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+ 2020-10-27 2021-07-27 2021-07-27 N N N 0.0035 164999996.70 164999996.70 0.0020 N N N N SVENSKA HANDELSBANKEN AB SVENSKA HANDELSBANKEN AB 0.288 86960LAN0 NHBDILHZTYCNBV5UYZ31 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+ 2020-08-10 2020-11-10 2020-11-10 N N N 0.0029 50003419.50 50003419.50 0.0006 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.372 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+ 2020-10-02 2020-10-02 2020-10-02 N N N 0.0038 110000000.00 110000000.00 0.0013 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 51022126.35 51022126.35 0.0006 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.362 86959RHZ6 NHBDILHZTYCNBV5UYZ31 US86959RHZ64 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+ 2020-10-20 2021-07-20 2021-07-20 N N N 0.0037 215020670.10 215020670.10 0.0026 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.375 86959RHT0 NHBDILHZTYCNBV5UYZ31 US86959RHT05 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+ 2020-10-15 2021-07-15 2021-07-15 N N N 0.0038 125023695.00 125023695.00 0.0015 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+ 2020-09-19 2021-06-18 2021-06-18 N N N 0.0044 175076408.50 175076408.50 0.0021 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 300608868.00 300608868.00 0.0036 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.311 86959RJE1 NHBDILHZTYCNBV5UYZ31 US86959RJE18 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+ 2020-10-30 2021-07-30 2021-07-30 N N N 0.0032 185000000.00 185000000.00 0.0022 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 140084803.60 140084803.60 0.0017 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.288 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+ 2020-08-10 2020-11-10 2020-11-10 N N N 0.0029 200000000.00 200000000.00 0.0024 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 100034706.00 100034706.00 0.0012 N N N N SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 0.390 86959RHS2 US86959RHS22 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+ 2021-07-07 2021-07-07 2021-07-07 N N N 0.0039 100042401.00 100042401.00 0.0012 N N N N SWEDBANK AB - NEW YORK SWEDBANK AB - NEW YORK 0.090 0QE002BW2 0001699973 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-08-03 2020-08-03 2020-08-03 N N N 0.0009 1250000000.00 1250000000.00 0.0151 N Y Y N TD SECURITIES (USA) LLC TD SECURITIES (USA) LLC 0.210 0TSU01AW8 0001335977 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AB SVENSK EXPORTKREDI 2021-03-10 1.750000 2000000.00 2031948.33 Other Instrument International debt ALASKA AIRLINES EQ TR 2029-02-15 4.800000 7100000.00 7422564.83 Asset-Backed Securities AMGEN INC MTNS BK ENT 62QBXGPJ34PQ72Z12S66 2030-02-21 2.450000 6000000.00 6525773.33 Corporate Debt Securities APOLLO MGMT HLDGS LP 2030-06-05 2.650000 187992.00 191257.84 Corporate Debt Securities APPLE INC SR GLBL NT3 HWUPKR0MPOU8FGXBT394 2027-05-11 3.200000 6000000.00 6906306.67 Corporate Debt Securities BOEING CO CR SEN SR G RVHJWBXLJ1RFUBSY1F30 2050-05-01 5.805000 11752168.00 13998462.70 Corporate Debt Securities BROOKFIELD FIN LLC SR 2050-04-15 3.450000 7500000.00 7889312.50 Corporate Debt Securities CANTOR FITZGERALD SR 549300RLUEEVQEMX0450 2022-06-17 6.500000 7900000.00 8578092.11 Corporate Debt Securities CREDIT SUISSE GRP FDG 549300PXR5FKNXF0OH19 2023-06-09 3.800000 13375000.00 14482494.58 Corporate Debt Securities DELL INTL LLC/EMC COR 2026-06-15 6.020000 10746000.00 12678584.52 Corporate Debt Securities DXC TECHNOLOGY CO SR 549300DOVZ3EDJB7O259 2025-04-15 4.125000 9000000.00 9805755.00 Corporate Debt Securities FISERV INC SR GLBL NT GI7UBEJLXYLGR2C7GV83 2023-10-01 3.800000 10000000.00 11096566.67 Corporate Debt Securities FMC CORP MTN BE SR GL CKDHZ2X64EEBQCSP7013 2049-10-01 4.500000 10000000.00 12864100.00 Corporate Debt Securities HASBRO INC CR SEN SR 549300NUB6D2R1ITYR45 2026-11-19 3.550000 13339000.00 14265526.94 Corporate Debt Securities ING BANK NV GLBL CVRD 2022-12-05 2.625000 7500000.00 7895328.12 Corporate Debt Securities LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 2029-08-08 3.900000 11000000.00 11202968.33 Corporate Debt Securities METLIFE INC FDIC GTD C4BXATY60WC6XEOZDX54 2066-12-15 6.400000 5675000.00 7029609.89 Corporate Debt Securities MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2024-02-06 4.640000 5742000.00 6506521.78 Corporate Debt Securities MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 2030-02-15 4.663000 10998000.00 13301548.82 Corporate Debt Securities NEWMONT GOLD CO SR NT 549300VSP3RIX7FGDZ51 2042-03-15 4.875000 9618000.00 13477190.44 Corporate Debt Securities NISSAN MTR ACCEP CORP 2022-09-28 2.600000 9100000.00 9118230.33 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2050-07-01 4.950000 7357000.00 8956319.84 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2030-07-01 4.550000 7357000.00 8442122.76 Corporate Debt Securities PACIFIC GAS & ELEC CO 1HNPXZSMMB7HMBMVBS46 2040-07-01 4.500000 5926000.00 6829981.67 Corporate Debt Securities PVH CORPORATION CR SE 123WALMHY1GZXG2YDL90 2025-07-10 4.625000 10020803.00 10287836.52 Corporate Debt Securities WESTPAC BKG CORP 144A 2022-02-25 2.100000 9100000.00 9275721.00 Corporate Debt Securities WESTPAC BKG CORP 144A 2026-01-16 2.000000 10000000.00 10610877.78 Corporate Debt Securities WESTPAC BKG CORP 144A 2025-01-16 3.150000 10000000.00 10909750.00 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+ 2020-08-04 2020-08-04 2020-08-04 N N N 0.0021 250000000.00 250000000.00 0.0030 N N Y N THE BANK OF NOVA SCOTIA THE BANK OF NOVA SCOTIA 0.440 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 2020-08-03 2020-08-07 2020-08-07 N N N 0.0045 100001915.00 100001915.00 0.0012 N N Y N THE BANK OF NOVA SCOTIA THE BANK OF NOVA SCOTIA 0.336 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 2020-10-14 2021-01-12 2021-01-12 N N N 0.0034 100022334.00 100022334.00 0.0012 N N N N THE TORONTO-DOMINION BANK THE TORONTO-DOMINION BANK 0.346 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+ 2020-10-07 2021-01-07 2021-01-07 N N N 0.0035 175044866.50 175044866.50 0.0021 N N N 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 80107865.60 80107865.60 0.0010 N N N N THE TORONTO-DOMINION BANK THE TORONTO-DOMINION BANK 0.450 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+ 2020-08-03 2021-06-01 2021-06-01 N N N 0.0046 50033039.50 50033039.50 0.0006 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 100097714.00 100097714.00 0.0012 N N N N THE TORONTO-DOMINION BANK THE TORONTO-DOMINION BANK 0.314 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+ 2020-08-05 2021-02-05 2021-02-05 N N N 0.0032 150019759.50 150019759.50 0.0018 N N N N THE TORONTO-DOMINION BANK THE TORONTO-DOMINION BANK 0.304 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+ 2020-08-04 2021-02-04 2021-02-04 N N N 0.0031 65005110.30 65005110.30 0.0008 N N N N THUNDER BAY FUNDING LLC THUNDER BAY FUNDING LLC 0.280 88603HCU0 US88603HCU05 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+ 2020-11-23 2020-11-23 2020-11-23 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+ 0.0028 49975562.50 49975562.50 0.0006 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.360 89114NPD1 PT3QB789TSUIDF371261 US89114NPD11 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+ 2020-08-21 2021-07-21 2021-07-21 N N N 0.0037 49978034.50 49978034.50 0.0006 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 140059581.20 140059581.20 0.0017 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 156049316.28 156049316.28 0.0019 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.340 89114NPY5 US89114NPY57 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+ 2020-10-28 2021-07-28 2021-07-28 N N N 0.0034 169999994.90 169999994.90 0.0020 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.410 89114NN68 US89114NN686 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+ 2021-07-06 2021-07-06 2021-07-06 N N N 0.0041 170153533.80 170153533.80 0.0020 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.450 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+ 2020-08-03 2021-06-01 2021-06-01 N N N 0.0046 120079294.80 120079294.80 0.0014 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 0.466 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+ 2020-10-07 2020-10-07 2020-10-07 N N N 0.0047 216000000.00 216000000.00 0.0026 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 351808709.00 351808709.00 0.0042 N N N N TOTAL CAPITAL CANADA LTD. TOTAL CAPITAL CANADA LTD. 0.280 89153PN40 5299005IX98ZZ9LSGK46 US89153PN408 Non-Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating NR 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 0.0028 99892281.00 99892281.00 0.0012 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 0.180 89237DHK8 3UKPTDP5PGQRH8AUK042 US89237DHK81 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+ 2020-08-19 2020-08-19 2020-08-19 N N N 0.0018 109994194.20 109994194.20 0.0013 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 0.220 89237DJJ9 3UKPTDP5PGQRH8AUK042 US89237DJJ90 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+ 2020-09-18 2020-09-18 2020-09-18 N N N 0.0022 159969947.20 159969947.20 0.0019 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.550 90275DLH1 254900R882POXXVAK772 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 201104960.00 201104960.00 0.0024 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.500 90275DLB4 254900R882POXXVAK772 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 200455904.00 200455904.00 0.0024 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.170 90275DMB3 254900R882POXXVAK772 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 200399754.00 200399754.00 0.0024 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.150 90275DMK3 254900R882POXXVAK772 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 100340847.00 100340847.00 0.0012 N N N N UBS AG STAMFORD BRANCH UBS AG STAMFORD BRANCH 1.550 90275DLF5 254900R882POXXVAK772 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 201091948.00 201091948.00 0.0024 N N N N UBS AG-LONDON UBS AG-LONDON 1.142 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 152755161.75 152755161.75 0.0018 N N N N UBS AG-LONDON UBS AG-LONDON 1.137 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 317482146.54 317482146.54 0.0038 N N N N UBS SECURITIES LLC UBS SECURITIES LLC 0.300 ABB9904Q4 0001070766 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 1011778 B.C. UNLIMITE 2025-10-15 5.000000 321952.00 334856.55 Corporate Debt Securities ACTAVIS FUNDING SCS S 2045-03-15 4.750000 155000.00 164509.94 Corporate Debt Securities ADIENT GLOBAL HLDGS L 213800VA38VCKE6M8790 2026-08-15 4.875000 1445000.00 1383072.72 Corporate Debt Securities AK STL CORP SR GLBL N 2025-10-15 6.375000 67000.00 57872.65 Corporate Debt Securities AK STL CORP SR GLBL N 2027-03-15 7.000000 3115000.00 2698974.44 Corporate Debt Securities AK STL CORP SR NT 7.6 2021-10-01 7.625000 409000.00 410049.77 Corporate Debt Securities AK STL CORP SR SEC NT 2023-07-15 7.500000 746000.00 679481.67 Corporate Debt Securities AKER BP ASA SR GLBL 1 549300NFTY73920OYK69 2025-01-15 3.000000 900.00 890.87 Corporate Debt Securities ALBERTSONS COS INC / 2027-01-15 4.625000 65000.00 69144.11 Corporate Debt Securities ALLIANCE RES OP PART 2025-05-01 7.500000 1865.00 1331.14 Corporate Debt Securities ALLY FINL INC SR GLBL 549300JBN1OSM8YNAI90 2024-09-30 5.125000 2000000.00 2278546.67 Corporate Debt Securities ALLY FINL INC SR NT 4 549300JBN1OSM8YNAI90 2022-02-13 4.125000 5262000.00 5564828.10 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2030-06-03 1.500000 1170988.00 1214053.04 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2050-06-03 2.500000 10231563.00 11082294.73 Corporate Debt Securities AMAZON COM INC SR GLB ZXTILKJKG63JELOEG630 2060-06-03 2.700000 5000000.00 5519800.00 Corporate Debt Securities AMERICAN AIRLINES GRO 2025-03-01 3.750000 1585000.00 715231.25 Corporate Debt Securities AMERICAN WTR CAP CORP 5IDHQUFVC8Q2KIBBFF06 2047-09-01 3.750000 3.00 3.87 Corporate Debt Securities ANGLO AMERICAN CAPITA TINT358G1SSHR3L3PW36 2027-09-11 4.000000 774.00 871.16 Corporate Debt Securities ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 2021-11-01 5.375000 2000.00 1941.88 Corporate Debt Securities ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 2025-03-01 5.000000 3073.00 2015.38 Corporate Debt Securities ARAMARK SVCS INC SR G 42YMHYH0XMHJEXDUB065 2025-05-01 6.375000 1608010.00 1723217.22 Corporate Debt Securities ARAMARK SVCS INC SR G 42YMHYH0XMHJEXDUB065 2028-02-01 5.000000 2159000.00 2223770.00 Corporate Debt Securities AVIS BUDGET CAR RENT 2027-07-15 5.750000 391000.00 366584.22 Corporate Debt Securities AVON INTL OPERATIONS 549300TLB866S6OTS133 2022-08-15 7.875000 2000.00 2087.63 Corporate Debt Securities AVON PRODS INC CR SEN 2043-03-15 8.950000 8326000.00 9856411.31 Corporate Debt Securities BARCLAYS PLC SUB GLBL 213800LBQA1Y9L22JB70 2024-09-11 4.375000 10000000.00 11045938.89 Corporate Debt Securities BARCLAYS PLC SUB GLBL 213800LBQA1Y9L22JB70 2028-05-09 4.836000 1490000.00 1691023.85 Corporate Debt Securities BED BATH & BEYOND SR 529900ZBUWWUV7BKGX39 2044-08-01 5.165000 2000.00 1261.65 Corporate Debt Securities BERRY PETE CO LLC 7%2 2026-02-15 7.000000 1079.00 892.63 Corporate Debt Securities BNP PARIBAS FR 3.052% 2031-01-13 3.052000 2015.00 2195.75 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2021-12-01 8.750000 13964000.00 13958181.67 Corporate Debt Securities BOMBARDIER INC SR GLB W7L3VLU8EHQY34Z36697 2022-03-15 5.750000 3210000.00 3055028.33 Corporate Debt Securities BOMBARDIER INC SR GLB 2034-05-01 7.450000 4761000.00 3421373.63 Corporate Debt Securities BOMBARDIER INC SR GLB 2022-03-15 5.750000 144000.00 137048.00 Corporate Debt Securities CAESARS ENTERTAINMENT 2025-07-01 6.250000 1040.00 1088.71 Corporate Debt Securities CALUMET SPECIALTY PRO 2023-04-15 7.750000 6000.00 5611.92 Corporate Debt Securities CENTENNIAL RESOURCE P 5493004CTVUMQLRPOE23 2026-01-15 5.375000 718000.00 323020.22 Corporate Debt Securities CF INDS INC SR SEC GL 2026-12-01 4.500000 1.00 1.13 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2024-01-15 8.625000 1247000.00 1286072.67 Corporate Debt Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2027-12-15 8.000000 3000010.00 3060676.87 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2041-03-26 5.316000 1.00 1.46 Corporate Debt Securities CLEVELAND-CLIFFS INC 2025-10-15 6.375000 2043.00 1692.30 Corporate Debt Securities CLIFFS NATURAL RESOUR 2025-10-15 6.375000 348000.00 288412.25 Corporate Debt Securities CLIFFS NATURAL RESOUR 2027-03-15 7.000000 1627000.00 1344625.11 Corporate Debt Securities CLIFFS NATURAL RESOUR 549300TM2WLI2BJMDD86 2025-03-01 5.750000 175000.00 154692.71 Corporate Debt Securities COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 2023-05-15 4.875000 2000.00 2090.58 Corporate Debt Securities COMMONWEALTH BANK OF MSFSBD3QN1GSN7Q6C537 2039-09-12 3.743000 50.00 57.04 Corporate Debt Securities COTY INC 6.5%26 549300BO9IWPF3S48F93 2026-04-15 6.500000 2.00 1.62 Corporate Debt Securities CREDIT SUISSE GRP FDG 2020-12-10 3.125000 970.00 983.39 Corporate Debt Securities CREDIT SUISSE INTERNA 549300506SI9CRFV9Z86 2026-06-05 2.193000 5767095.00 5951010.06 Corporate Debt Securities CRESTWOOD MIDSTREAM P 2023-04-01 6.250000 887000.00 876030.77 Corporate Debt Securities CSVC ACQUISITION CORP 2025-06-15 7.750000 8.00 3.40 Corporate Debt Securities DELL INC SR NT 4.625% 2021-04-01 4.625000 1320000.00 1357180.00 Corporate Debt Securities DEUTSCHE BK AG N Y LW 7LTWFZYICNSX8D621K86 2032-12-01 4.875000 18456.00 17787.25 Corporate Debt Securities DEVON ENERGY CORP NEW 54930042348RKR3ZPN35 2025-12-15 5.850000 544000.00 612220.32 Corporate Debt Securities DEVON FING CORP U L C 2031-09-30 7.875000 8163000.00 10181546.64 Corporate Debt Securities DIGICEL HLDGS BERMUDA 2026-12-31 8.000000 28101.00 21028.91 Corporate Debt Securities DISH DBS CORPORATION 2024-11-15 5.875000 25000.00 26304.82 Corporate Debt Securities ENDO DESIGNATED ACT C 2028-06-30 6.000000 5707000.00 4393438.83 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-12-31 6.625000 2.00 1.50 Corporate Debt Securities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-01-01 7.125000 1247000.00 1055325.71 Corporate Debt Securities ENERGY VENTURES GOM L 2023-02-15 11.000000 70000.00 62350.56 Corporate Debt Securities ENOVA INTL INC 8.5%25 549300O8XOCQSB49UO63 2025-09-15 8.500000 670000.00 627656.74 Corporate Debt Securities ENTERCOM MEDIA CORP 6 549300S5JUSXRHNCHD80 2027-05-01 6.500000 495000.00 451068.75 Corporate Debt Securities EXXON MOBIL CORP SR G J3WHBG0MTS7O8ZVMDC91 2049-08-16 3.095000 4.00 4.62 Corporate Debt Securities FMG RESOURCES AUGUST 549300EFD6S2NFE9D745 2023-03-15 5.125000 1103045.00 1184911.62 Corporate Debt Securities FORD HOLDINGS INC SR 2030-03-01 9.300000 2000.00 2417.50 Corporate Debt Securities FREEPORT-MCMORAN COPP 2027-11-01 7.125000 1000.00 1167.81 Corporate Debt Securities FREEPORT-MCMORAN COPP 2034-03-15 6.125000 16000.00 16890.22 Corporate Debt Securities GENWORTH HLDGS INC EX PXDECZED7L8SRUP41R09 2066-11-15 2.394880 4114000.00 1399263.48 Corporate Debt Securities GENWORTH HLDGS INC SR 2024-02-15 4.800000 1213000.00 994215.23 Corporate Debt Securities GENWORTH HLDGS INC SR 2024-02-15 4.800000 2270000.00 2008117.67 Corporate Debt Securities GLOBAL MARINE INC SR 2028-06-01 7.000000 595000.00 256841.67 Corporate Debt Securities GRINDING MEDIA INC/MC 2023-12-15 7.375000 48000.00 49232.33 Corporate Debt Securities GRINDING MEDIA INC/MC 2023-12-15 7.375000 100000.00 102567.36 Corporate Debt Securities GRINDING MEDIA INC/MC 2023-12-15 7.375000 100001.00 102568.39 Corporate Debt Securities GUITAR CTR ESCROW ISS 2021-10-15 9.500000 10.00 7.52 Corporate Debt Securities HCA INC. SR SEC GLBL L3CJ6J7LJ2DX62FTXD46 2039-06-15 5.125000 2633000.00 3364733.37 Corporate Debt Securities HCA INC. SR SEC GLBL L3CJ6J7LJ2DX62FTXD46 2047-06-15 5.500000 20163000.00 27081283.75 Corporate Debt Securities HESS CORP SR GLBL NT5 UASVRYNXNK17ULIGK870 2047-04-01 5.800000 1286000.00 1525277.45 Corporate Debt Securities HESS CORP SR NT 5.6%4 UASVRYNXNK17ULIGK870 2041-02-15 5.600000 2000.00 2330.58 Corporate Debt Securities IHEARTCOMMUNICATIONS 54930076J6KDZL504O62 2027-05-01 8.375000 4972000.00 5018923.25 Corporate Debt Securities INTERCONTINENTAL EXCH 5493000F4ZO33MV32P92 2030-06-15 2.100000 5000000.00 5291558.33 Corporate Debt Securities INTERNATIONAL GAME TE 549300UQ6KHRCZDRGZ76 2022-02-15 6.250000 4453000.00 4765019.24 Corporate Debt Securities IRB HLDG CORP SR GLBL 549300HVW4WNWYBXN830 2026-02-15 6.750000 10.00 10.22 Corporate Debt Securities JAGUAR LAND ROVER PLC 2023-02-01 5.625000 221000.00 213921.09 Corporate Debt Securities JUNEAU INVTS LLC MTN 2020-11-09 1.197630 12500000.00 1136415.44 Asset-Backed Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2030-04-01 3.750000 3370000.00 3692239.40 Corporate Debt Securities KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 2040-02-09 6.500000 2000.00 2576.43 Corporate Debt Securities KRAFT HEINZ FOODS CO 2027-05-15 3.875000 1200000.00 1299081.17 Corporate Debt Securities LEVEL 3 FING INC SR S 2027-03-01 3.400000 1371000.00 1496647.58 Corporate Debt Securities LIMITED BRANDS INC SR GR3KVMWVCR54YWQNXU90 2036-07-01 6.750000 5148000.00 4919557.50 Corporate Debt Securities LIMITED BRANDS INC SR GR3KVMWVCR54YWQNXU90 2022-02-15 5.625000 5516000.00 5744845.05 Corporate Debt Securities MACYS RETAIL HLDGS IN 2022-01-15 3.875000 1865000.00 1756349.24 Corporate Debt Securities MELCO RESORTS FIN LTD 2028-07-21 5.750000 3250000.00 3305371.88 Corporate Debt Securities MIZUHO BANK LTD. CD 0 2020-11-23 0.000000 15000000.00 14999700.00 Money Market MIZUHO FINANCIAL GROU 353800CI5L6DDAN5XZ33 2022-09-11 1.194630 5.00 5.05 Corporate Debt Securities MOSS CREEK RES HLDGS 54930037SLMSPWKYIX36 2027-05-15 10.500000 775218.00 482314.80 Corporate Debt Securities MOSS CREEK RES HLDGS 54930037SLMSPWKYIX36 2026-01-15 7.500000 2568000.00 1433800.00 Corporate Debt Securities MPLX LP PERP -B BD6.8 5493000CZJ19CK4P3G36 2099-01-01 6.875000 46000.00 41751.50 Corporate Debt Securities NAVIOS MARITIME HLDGS 2022-01-15 7.375000 4750000.00 1962096.35 Corporate Debt Securities NETFLIX INC. SR BD 5. 549300Y7VHGU0I7CE873 2024-03-01 5.750000 2000.00 2292.92 Corporate Debt Securities NORTONLIFELOCK INC SR YF6ZV0M6AU4FY94MK914 2020-09-15 4.200000 1158000.00 1177821.10 Corporate Debt Securities NUFARM AUSTRALIA LTD 2026-04-30 5.750000 776000.00 787155.00 Corporate Debt Securities NUFARM AUSTRALIA LTD 2026-04-30 5.750000 64000.00 64920.00 Corporate Debt Securities OASIS PETROLEUM INC S 529900FA4V2YNIKZ0M71 2026-05-01 6.250000 120000.00 23175.00 Corporate Debt Securities OASIS PETROLEUM INC S 2026-05-01 6.250000 290000.00 56006.25 Corporate Debt Securities OASIS PETROLEUM INC S 529900FA4V2YNIKZ0M71 2022-03-15 6.875000 6000.00 1267.93 Corporate Debt Securities PBF HLDG CO LLC / PBF 2028-02-15 6.000000 630000.00 531321.00 Corporate Debt Securities PEABODY SECS FIN CORP EJCO258LNNVSKAR2JX59 2022-03-31 6.000000 233000.00 157275.00 Corporate Debt Securities PEABODY SECS FIN CORP EJCO258LNNVSKAR2JX59 2025-03-31 6.375000 869000.00 452966.25 Corporate Debt Securities PERFORMANCE FOOD GROU 549300OMUOGBYK0FFO76 2024-06-01 5.500000 9000.00 9161.25 Corporate Debt Securities PRESIDIO HLDGS INC SR 2027-02-01 4.875000 20000.00 20887.50 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2029-06-01 4.091000 324000.00 347542.76 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2025-01-01 4.750000 130000.00 141976.68 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2027-06-01 4.875000 17198000.00 19312236.13 Corporate Debt Securities SEAGATE HDD CAYMAN SR 2022-03-01 4.250000 75000.00 79056.77 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2023-06-01 4.750000 204000.00 218897.44 Corporate Debt Securities SEAGATE HDD CAYMAN SR 529900BD50TRWEG1SF63 2024-03-01 4.875000 631475.00 695574.19 Corporate Debt Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2026-09-15 6.750000 4434000.00 2363322.00 Corporate Debt Securities SM ENERGY COMPANY SR 84BUTVXV5ODI6BXNMH43 2024-01-15 5.000000 5967000.00 3354780.00 Corporate Debt Securities SOCIETE GENERALE FR 3 O2RNE8IBXP4R0TD8PU41 2030-01-22 3.000000 50.00 52.73 Corporate Debt Securities STAPLES INC SR 144A N XQM2JINI1UL7642TU573 2027-04-15 10.750000 2000000.00 1357905.56 Corporate Debt Securities SUNCOKE ENERGY PARTNE 2025-06-15 7.500000 3.00 2.79 Corporate Debt Securities SYNGENTA FIN N V CR S 2025-04-24 4.892000 1000000.00 1084405.33 Corporate Debt Securities SYNGENTA FIN N V CR S 54930042S3BYCEGOCN86 2021-04-23 3.933000 2779000.00 2845245.80 Corporate Debt Securities SYNGENTA FIN N V CR S 2028-04-24 5.182000 3756813.00 4130836.29 Corporate Debt Securities SYNGENTA FIN N V CR S 2025-04-24 4.892000 9054000.00 9818205.89 Corporate Debt Securities SYNGENTA FIN N V SR N 54930042S3BYCEGOCN86 2022-03-28 3.125000 978000.00 1011699.03 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2024-09-01 4.625000 683017.00 709839.65 Corporate Debt Securities TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2022-10-15 5.800000 558000.00 288529.40 Corporate Debt Securities TRANSOCEAN INC SR GLB 2038-03-15 6.800000 397000.00 111433.49 Corporate Debt Securities TRONOX FIN PLC SR 144 2025-10-01 5.750000 64549.00 65143.94 Corporate Debt Securities TRONOX INC SR SEC GLB 549300EPZ4YXC7E5P181 2025-05-01 6.500000 175000.00 191509.50 Corporate Debt Securities UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2026-11-01 8.000000 1.00 1.07 Corporate Debt Securities UBER TECHNOLOGIES INC 549300B2FTG34FILDR98 2025-05-15 7.500000 1465000.00 1568770.83 Corporate Debt Securities UBS AG LONDON 2020-10-23 0.000000 730588.00 730514.94 Money Market UBS AG LONDON BRANCH BFM8T61CT2L1QCEMIK50 2048-06-26 4.500000 361000.00 534312.49 Corporate Debt Securities UBS AG LONDON BRANCH BFM8T61CT2L1QCEMIK50 2020-12-01 0.830000 13197000.00 13230696.34 Corporate Debt Securities UBS AG LONDON BRH COM BFM8T61CT2L1QCEMIK50 2021-01-28 0.000000 1000000.00 999950.00 Money Market UBS AG STAMFORD BRH C 2021-04-12 1.550000 1957000.00 1981772.94 Money Market UBS GROUP AG 4.125%26 549300SZJ9VS8SGXAN81 2026-04-15 4.125000 3075000.00 3581025.84 Corporate Debt Securities UBS GROUP AG SR GLBL 549300SZJ9VS8SGXAN81 2021-04-15 3.000000 400000.00 410752.00 Corporate Debt Securities UBS GROUP FDG SWITZ A 549300SZJ9VS8SGXAN81 2023-08-15 1.342380 370000.00 371987.34 Corporate Debt Securities UBS GROUP FDG SWITZ A 549300SZJ9VS8SGXAN81 2022-02-01 1.781000 8220000.00 8403741.89 Corporate Debt Securities UBS GROUP FDG SWITZ A 2023-05-23 3.491000 1826000.00 1925073.54 Corporate Debt Securities UBS-BARCLY COML MTG T 2063-05-11 4.888802 14978600.00 14258833.36 Private Label Collateralized Mortgage Obligations UNICREDIT S.P.A FR 5. 549300TRUWO2CD2G5692 2035-06-30 5.459000 1200000.00 1233971.00 Corporate Debt Securities UNICREDIT S.P.A FR 7. 549300TRUWO2CD2G5692 2034-04-02 7.296000 540000.00 640415.52 Corporate Debt Securities United States Treasur 254900HROIFWPRGM1V77 2026-12-31 1.750000 400.00 435.82 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 100.00 109.08 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-01-15 0.250000 2700.00 3108.89 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-31 1.250000 600.00 629.04 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-02-15 2.750000 100.00 110.40 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.250000 200.00 214.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2045-02-15 0.750000 3000.00 4246.66 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-05-15 1.625000 500.00 539.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-09-22 0.000000 100.00 99.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2040-02-15 2.125000 1000.00 1843.79 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-07-15 0.125000 500.00 569.80 U.S. Treasuries (including strips) UNITEDHEALTH GROUP IN 549300GHBMY8T5GXDE41 2028-06-15 3.850000 3216.00 3879.11 Corporate Debt Securities US FOODS INC SR SEC G 5493000JOOFAOUY1JZ87 2025-04-15 6.250000 254000.00 275881.04 Corporate Debt Securities US WEST COMMUNICATION 549300R2L4N683OO1509 2025-09-15 7.250000 130000.00 153598.76 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2030-02-01 5.050000 4251000.00 4389327.54 Corporate Debt Securities WYNN LAS VEGAS LLC / 2027-05-15 5.250000 16.00 14.42 Corporate Debt Securities WYNN RESORTS FIN LLC 2025-04-15 7.750000 6650000.00 7121050.90 Corporate Debt Securities ZAYO GROUP HLDGS INC 529900Z6OTS7RT0V0I47 2027-03-01 4.000000 230107.00 235302.30 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 2020-08-03 2020-08-07 2049-12-31 N N N 0.0030 300000000.00 300000000.00 0.0036 N N Y N US TREASURY US TREASURY 0.119 9127963A5 254900HROIFWPRGM1V77 US9127963A52 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+ 2020-11-19 2020-11-19 2020-11-19 N N N 0.0012 1599508000.00 1599508000.00 0.0193 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 399952500.00 399952500.00 0.0048 N Y Y N US TREASURY US TREASURY 0.100 9127963Z0 254900HROIFWPRGM1V77 US9127963Z04 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+ 2020-09-22 2020-09-22 2020-09-22 N N N 0.0010 799888888.00 799888888.00 0.0096 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 274973187.50 274973187.50 0.0033 N Y Y N US TREASURY US TREASURY 0.220 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+ 2020-08-03 2021-01-31 2021-01-31 N N N 0.0024 649931193.02 649931193.02 0.0078 N Y 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 524998797.75 524998797.75 0.0063 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 349997375.00 349997375.00 0.0042 N Y Y N US TREASURY US TREASURY 0.150 9127964J5 254900HROIFWPRGM1V77 US9127964J52 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+ 2020-10-20 2020-10-20 2020-10-20 N N N 0.0015 649873250.00 649873250.00 0.0078 N Y Y N US TREASURY US TREASURY 0.115 9127964R7 254900HROIFWPRGM1V77 US9127964R78 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+ 2020-11-10 2020-11-10 2020-11-10 N N N 0.0012 99979375.00 99979375.00 0.0012 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 699889169.00 699889169.00 0.0084 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 199980472.00 199980472.00 0.0024 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 899870004.00 899870004.00 0.0108 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 199988588.00 199988588.00 0.0024 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.210 92512LL58 US92512LL585 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 2020-11-05 2020-11-05 2020-11-05 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 0.0021 73953143.94 73953143.94 0.0009 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 0.414 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 2020-10-06 2021-01-04 2021-01-04 N N N 0.0042 55000000.00 55000000.00 0.0007 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.290 0QY002NL1 0001224385 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ABACUS FED SVGS BK NY 2021-08-31 2.900000 95000.00 97852.85 Money Market ACCESS BK OMAHA NEB C 2022-04-20 2.700000 250000.00 262833.80 Money Market ALLY BK MIDVALE UTAH 2022-08-22 1.900000 300000.00 313148.63 Money Market ALLY BK MIDVALE UTAH 2022-06-27 2.250000 250000.00 260473.97 Money Market AMERICAN EXP FED SVGS 2022-12-05 2.500000 15000.00 15816.83 Money Market AXOS BK SAN DIEGO CAL 2024-03-26 1.650000 85000.00 89179.96 Money Market BANK BARODA NEW YORK 2020-09-30 1.000000 3000.00 3014.82 Money Market BANK OF THE WEST INST 2023-02-03 0.000000 162000.00 196943.40 Money Market BANK OF THE WEST INST 2022-12-05 0.000000 4021000.00 5248209.20 Money Market BANK OF THE WEST INST 2023-10-04 0.000000 710000.00 772764.00 Money Market BANK OF THE WEST INST 2023-09-05 0.000000 480000.00 540624.00 Money Market BANK OF THE WEST INST 2023-01-05 0.000000 1273000.00 1668521.10 Money Market BANK OF THE WEST INST 2025-06-04 0.000000 1600000.00 1615040.00 Money Market BARCLAYS BK DEL CD 2. 2021-11-15 2.150000 10000.00 10306.06 Money Market BRISTOL CNTY SVGS BK 2021-04-19 2.700000 10000.00 10196.02 Money Market CAPITAL ONE BK USA NA 2021-11-15 2.150000 10000.00 10306.06 Money Market CAPITAL ONE NATL ASSN 2023-04-24 1.350000 150000.00 155222.79 Money Market CAPITAL ONE NATL ASSN 2024-08-21 2.000000 37000.00 39771.37 Money Market CAPITAL ONE NATL ASSN 2024-08-14 2.100000 170000.00 183532.98 Money Market CAPITAL ONE NATL ASSN 2022-11-15 2.400000 10000.00 10558.13 Money Market CATHAY BK LOS ANGEL C 2021-05-14 0.300000 200000.00 200410.58 Money Market CATHAY BK LOS ANGEL C 2021-08-30 1.600000 250000.00 255667.67 Money Market CELTIC BK SALT LAKE C 2022-06-06 2.400000 100000.00 104510.22 Money Market CENTERSTATE BK FLA NA 2025-04-30 1.000000 25000.00 25646.01 Money Market CIT BK NATL ASSN PASA 2022-08-23 1.900000 126000.00 131520.91 Money Market COMENITY CAP BK UTAH 2022-09-15 2.350000 50000.00 52356.01 Money Market CREDIT AGRICOLE CORP 254900BN8XS34XZDJ223 2021-09-17 0.779000 220000.00 220653.86 Money Market CREDIT AGRICOLE CORP 2021-02-01 0.521000 500000.00 501274.01 Money Market DISCOVER BK 2.8%27 2027-02-16 2.800000 5000.00 5717.16 Money Market DISCOVER BK CD 2.25%2 2022-02-08 2.250000 5000.00 5213.33 Money Market DISCOVER BK CD 2.35%2 2022-09-13 2.350000 25000.00 26375.84 Money Market EAGLEBANK BETHESDA MD 2023-01-17 1.700000 250000.00 259413.01 Money Market ENCORE BK LITTLE ROCK 2025-03-25 1.150000 33000.00 34020.00 Money Market ENERBANK USA UT CD 0. 2023-06-19 0.400000 525000.00 527830.54 Money Market EVERGREEN BK GROUP IL 2023-03-20 0.350000 5000.00 5019.72 Money Market FEDERAL SVGS BK CHICA 2021-05-28 2.500000 49000.00 49970.13 Money Market FIRST BK HAMILTON NEW 2022-01-24 1.950000 200000.00 205416.79 Money Market FLAGSTAR BK FSB TROY 2021-06-28 2.350000 15000.00 15338.32 Money Market FORD MOTOR CREDIT CO 2021-01-06 0.000000 1000000.00 982329.00 Money Market FRONTIER BK MADISON N 2021-10-29 2.300000 100000.00 103205.60 Money Market GENERAL MTRS FINL CO 2020-12-02 0.000000 32351000.00 32030304.54 Money Market GOLDMAN SACHS BK USA 2023-06-05 2.600000 20000.00 21436.58 Money Market GOLDMAN SACHS BK USA 2022-11-22 2.400000 10000.00 10557.53 Money Market GOLDMAN SACHS BK USA 2023-08-29 3.350000 15000.00 16649.86 Money Market HANMI BK LOS ANGELES 2021-04-26 2.450000 1000.00 1017.67 Money Market HARLEY-DAVIDSON FDG C 2021-03-02 0.000000 10819000.00 10707023.35 Money Market HARLEY-DAVIDSON FDG C 2021-04-06 3.050000 11500000.00 11359447.00 Money Market HSBC BANK USA NA CD C 2023-06-05 0.000000 72000.00 92721.60 Money Market HSBC BANK USA NA CD Z 2022-10-05 0.000000 25000.00 25860.00 Money Market HSBC BANK USA NA CD Z 2022-12-05 0.000000 12000.00 13341.60 Money Market HSBC BK USA N A MC LE 2023-07-03 0.000000 25000.00 27722.50 Money Market HSBC BK USA N A MC LE 2024-11-05 0.000000 50000.00 53865.00 Money Market HSBC BK USA N A MC LE 2023-10-04 0.000000 85000.00 90474.00 Money Market HSBC BK USA N A MC LE 2023-12-05 0.000000 30000.00 32190.00 Money Market HSBC BK USA N A MC LE 2024-02-05 0.000000 51000.00 53927.40 Money Market HSBC BK USA N A MC LE 2024-12-05 0.000000 3000.00 3165.00 Money Market HSBC BK USA N A MC LE 2024-01-05 0.000000 44000.00 46169.20 Money Market HSBC BK USA N A MC LE 2024-09-05 0.000000 75000.00 83355.00 Money Market HSBC BK USA N A MC LE 2024-09-05 0.000000 66000.00 66462.00 Money Market HSBC BK USA N A MC LE 2024-10-04 0.000000 60000.00 65436.00 Money Market HSBC BK USA N A MC LE 2024-08-05 0.000000 48000.00 53880.00 Money Market HSBC BK USA N A MC LE 2024-02-05 0.000000 113000.00 117350.50 Money Market HSBC BK USA N A MC LE 2024-03-04 0.000000 40000.00 46332.00 Money Market HSBC BK USA N A MC LE 2024-05-03 0.000000 10000.00 10315.00 Money Market INVESTORS BK SHORT HI 2022-02-28 1.600000 250000.00 257390.17 Money Market IUKA ST BK ILL CD CLL 2021-02-26 1.800000 249000.00 251212.08 Money Market KS STATEBANK MANHATTA 2022-07-29 2.100000 161000.00 167193.67 Money Market LAKELAND BK NFLD N J 2023-06-12 0.400000 45000.00 45261.85 Money Market LANDESBANK BADEN WURT 2020-08-21 0.000000 625000.00 625012.50 Money Market LANDESBANK BADEN WURT 2020-08-12 0.000000 975000.00 975029.25 Money Market MARRIOTT INTL INC DIS 2020-12-08 0.000000 16847550.00 16702559.98 Money Market MERRICK BK SOUTH JORD 2023-01-17 1.700000 250000.00 259413.01 Money Market MORGAN STANLEY PVT BK 2021-09-07 1.800000 6000.00 6154.49 Money Market MORTON CMNTY BK ILL C 2023-01-13 0.300000 15000.00 15040.35 Money Market NATIXIS N Y BRH CD FL 2020-11-06 0.480000 3900000.00 3907228.00 Money Market NORDEN BK AB PUBL NY 529900ODI3047E2LIV03 2020-08-10 0.717630 1000000.00 1001674.67 Money Market PEOPLES UNITED BANK C 2020-10-14 1.000000 200000.00 200977.78 Money Market SAFRA NATL BANK NEW Y 2021-05-05 0.300000 235000.00 235492.76 Money Market SALLIE MAE BK SLT LAK 2022-08-29 1.900000 250000.00 260956.61 Money Market SALLIE MAE BK SLT LAK 2024-11-06 1.950000 42000.00 44943.55 Money Market SALLIE MAE BK SLT LAK 2022-05-09 2.550000 250000.00 262089.62 Money Market SAVOY BANK NEW YORK N 2021-11-12 0.500000 235000.00 236141.30 Money Market SKANDINAVISKA ENSKILD 2020-11-23 0.335750 7750000.00 7753058.24 Money Market SOUTHERN CALIF BANCOR 2022-09-27 1.850000 249000.00 249376.67 Money Market STATE BK INDIA NEW YO 2021-12-13 1.750000 250000.00 256095.34 Money Market STATE BK INDIA NEW YO 2022-02-09 2.350000 248000.00 259075.27 Money Market SYNCHRONY BANK CD 2.3 2023-02-10 2.350000 5000.00 5326.62 Money Market SYNCHRONY BANK CD 2.4 2022-04-07 2.400000 249000.00 260305.01 Money Market TCF NATL BK CD 0.65%2 2021-01-29 0.650000 10000.00 10044.46 Money Market TORONTO DOMINION BK N 2020-09-08 0.252630 4460106.00 4461213.98 Money Market TRUIST BK CHARLOTTE N 2021-04-20 1.150000 250000.00 252683.05 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 2020-08-06 2020-08-06 2020-08-06 N N N 0.0029 104000000.00 104000000.00 0.0013 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 0.290 0QY002NK3 0001224385 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORD MOTOR CREDIT CO 2020-10-01 0.000000 6231000.00 6191246.22 Money Market MARRIOTT INTL INC DIS 2020-12-08 0.000000 13152450.00 13039260.02 Money Market STARBUCKS CORP 2021-01-05 0.000000 31556584.00 31393657.36 Money Market WHEELS INC 2021-06-25 0.000000 4000000.00 3978916.00 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 2020-08-05 2020-08-05 2020-08-05 N N N 0.0029 52000000.00 52000000.00 0.0006 N N 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 AT&T INC 2020-12-17 0.000000 2500000.00 2497307.50 Money Market AT&T INC 2020-12-31 0.000000 500000.00 499390.50 Money Market BASF SE 2020-09-17 0.000000 750000.00 749660.25 Money Market CRANE CO 2020-10-01 0.000000 423000.00 422546.12 Money Market FMC TECHNOLOGIES INC 2020-10-20 0.000000 6000000.00 5995572.00 Money Market GENERAL MTRS FINL CO 2020-08-24 0.000000 6985000.00 6978196.61 Money Market GENERAL MTRS FINL CO 2020-08-20 0.000000 3800000.00 3797309.60 Money Market GENERAL MTRS FINL CO 2020-08-21 0.000000 2233000.00 2231278.36 Money Market GLOBE LIFE INC 2020-12-09 0.000000 4000000.00 3993384.00 Money Market HSBC USA INC 2021-02-09 0.000000 53280000.00 53197043.04 Money Market HSBC USA INC 2020-11-02 0.000000 500000.00 499754.50 Money Market HYUNDAI CAP AMER INC 2020-10-06 0.000000 19000000.00 18974046.00 Money Market HYUNDAI CAP AMER INC 2020-11-03 0.000000 4500000.00 4489776.00 Money Market NUTRIEN LTD DISC COML 2020-10-05 0.000000 38000000.00 37979214.00 Money Market NUTRIEN LTD DISC COML 2020-10-06 0.000000 9500000.00 9494689.50 Money Market OGLETHORPE PWR CORP E 2020-08-25 0.000000 93706950.00 93681930.24 Money Market PARKER HANNIFIN CORP 2020-09-10 0.000000 5000000.00 4998625.00 Money Market STARBUCKS CORP 2021-01-05 0.000000 8443416.00 8399822.64 Money Market WHEELS INC 2021-05-24 0.000000 4000000.00 3981392.00 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 2020-09-21 2020-09-21 2020-09-21 N N N 0.0055 250000000.00 250000000.00 0.0030 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 199589600.00 199589600.00 0.0024 N N N N JPMorgan Prime Money Market Fund 2020-08-07 Timothy J. Clemens Timothy J. Clemens Treasurer