N-MFP2 0001403166 XXXXXXXX 2024-05-31 0001403166 S000019502 1 N N UBS ASSET MANAGEMENT (AMERICAS) LLC 801-34910 Ernst & Young LLP New York NY UBS ASSET MANAGEMENT (AMERICAS) LLC None N Y 0001060517 UBS Select Prime Institutional Fund 333-52965 S000002681 0001060517 UBS Select Prime Preferred Fund 333-52965 S000018676 N Prime N 14 17 12514199296.20 12387825750.48 13061674883.67 13568576805.84 13494432385.48 14371405076.64 14426481824.48 14568742807.03 14892547414.05 14948537202.97 0.5843 0.5853 0.6170 0.6458 0.6316 0.6710 0.6816 0.6882 0.7088 0.6996 199294570.48 21140728677.17 7030400000.00 23406097.13 498870528.84 20864558815.94 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 C000054151 1.00 20864558815.94 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.0000 N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 0018A2GV2 213800VD256NU2D97H12 US0018A2GV28 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-29 2024-07-29 2024-07-29 N N N 0.0529 51548862.04 51548862.04 0.0025 N N N N ANZ New Zealand Int'l Ltd/London ANZ New Zealand Int'l Ltd/London 0018A2HL3 213800VD256NU2D97H12 US0018A2HL37 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-20 2024-08-20 2024-08-20 N N N 0.0529 69166825.00 69166825.00 0.0033 N N N N Bank of America Tri Party Repo Bank of America Tri Party Repo 5.970000% 9DJT3UXIJIZJI4WXO774 0001102113 03199P000_5.97_0903 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y AMERICAN EXPRESS CO SR GLBL NT 26 2026-10-30 6.338000 100000.00 101500.17 Corporate Debt Securities AON CORP SR GLBL NT 29 2029-05-02 3.750000 58000.00 54228.89 Corporate Debt Securities ARES CAPITAL CORP SR GLBL NT 29 2029-07-15 5.950000 15000.00 14813.32 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 32 2032-11-24 2.894000 239000.00 196532.74 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 27 2027-10-29 7.149000 91000.00 94454.78 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 26 2026-03-01 5.250000 9000.00 9058.82 Corporate Debt Securities KEYCORP FR 4.1%043028 2028-04-30 4.100000 6000.00 5652.94 Corporate Debt Securities NORFOLK SOUTHN CORP NT 4.45%33 2033-03-01 4.450000 5000.00 4745.28 Corporate Debt Securities REPUBLIC SVCS INC GLBL NT 2.375%33 2033-03-15 2.375000 222000.00 176548.58 Corporate Debt Securities SOCIETE GENERALE SUB COCO 55 2055-01-19 7.132000 2700000.00 2745906.90 Corporate Debt Securities SUNNOVA ENERGY INTL INC. SR GLBL COCO 28 2028-02-15 2.625000 11000.00 3786.63 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 28 2028-02-01 4.750000 385000.00 383118.63 Corporate Debt Securities T MOBILE USA INC SR GLBL NT3.5%31 2031-04-15 3.500000 6000.00 5354.23 Corporate Debt Securities REINSURANCE GRP OF AMERICA INC 3.9%29 2029-05-15 3.900000 40000.00 37312.93 Corporate Debt Securities REPUBLIC SVCS INC SR GLBL NT 25 2025-11-15 0.875000 97000.00 90821.96 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 1%25 2025-09-15 1.000000 5000.00 4726.96 Corporate Debt Securities RYDER SYS INC FR 4.3%061527 2027-06-15 4.300000 95000.00 93893.99 Corporate Debt Securities RYDER SYS INC FR 5.65%030128 2028-03-01 5.650000 60000.00 61373.70 Corporate Debt Securities SLM CORP SR GLBL NT 26 2026-11-02 3.125000 14000.00 13005.68 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR GLBL AMZ NT37 2037-09-15 5.900000 88000.00 90281.45 Corporate Debt Securities SEAGATE HDD CAYMAN SR GLBL COCO 28 2028-06-01 3.500000 5353000.00 6810354.25 Corporate Debt Securities SOLARIS MIDSTREAM HLDGS LLC SR 144A NT 26 2026-04-01 7.625000 83000.00 84297.15 Corporate Debt Securities STARBUCKS CORP SR GLBL NT3.8%25 2025-08-15 3.800000 14000.00 13878.74 Corporate Debt Securities STARBUCKS CORP SR GLBL NT 26 2026-02-15 4.750000 99000.00 99395.61 Corporate Debt Securities STEEL DYNAMICS INC SR GLBL NT 50 2050-10-15 3.250000 770000.00 501926.64 Corporate Debt Securities SYSCO CORP SR NT 3.75%25 2025-10-01 3.750000 80000.00 78575.20 Corporate Debt Securities SYSCO CORP CR SEN SR GLBL30 2030-04-01 5.950000 80000.00 83437.33 Corporate Debt Securities SYSCO CORP SR GLBL NT 51 2051-12-14 3.150000 69000.00 45788.57 Corporate Debt Securities T MOBILE USA INC SR SEC GLBL NT51 2051-02-15 3.300000 90000.00 60958.50 Corporate Debt Securities T MOBILE USA INC SR GLBL NT 26 2026-02-15 2.250000 70000.00 66655.05 Corporate Debt Securities TAKE-TWO INTERACTIVE SOFTWARE SR GLBL NT3.7%27 2027-04-14 3.700000 613000.00 589522.44 Corporate Debt Securities TAKE-TWO INTERACTIVE SOFTWARE SR GLBL NT 5%26 2026-03-28 5.000000 5000.00 5002.80 Corporate Debt Securities TALLGRASS ENERGY PARTNERS LP/ SR GLBL 144A 28 2028-01-15 5.500000 100000.00 97391.78 Corporate Debt Securities TAMPA ELEC CO GLBL NT 4.9%29 2029-03-01 4.900000 108000.00 108152.64 Corporate Debt Securities TAYLOR MORRISON CMNTYS INC SR GLBL 144A 27 2027-06-15 5.875000 69000.00 70107.47 Corporate Debt Securities TECK RESOURCES LTD SR GLBL NT3.9%30 2030-07-15 3.900000 50000.00 46587.17 Corporate Debt Securities TEGNA INC SR GLBL 144A 26 2026-03-15 4.750000 107000.00 104580.49 Corporate Debt Securities TELECOM ITALIA CAP GTD SR NT 6%34 2034-09-30 6.000000 122000.00 104310.00 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL NT30 2030-06-15 6.125000 360000.00 365613.50 Corporate Debt Securities 3M CO FR 3.625%101547 2047-10-15 3.625000 95000.00 68823.88 Corporate Debt Securities TIME WARNER CABLE INC SR DEB 4.5%42 2042-09-15 4.500000 49000.00 36250.69 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR NT 5.4%41 2041-08-15 5.400000 95000.00 93351.75 Corporate Debt Securities TRANSOCEAN INC SR GLBL NT6.8%38 2038-03-15 6.800000 201000.00 169219.00 Corporate Debt Securities TYSON FOODS INC SR NT 5.15%44 2044-08-15 5.150000 116000.00 102879.69 Corporate Debt Securities V F CORP SR GLBL NT 30 2030-04-23 2.950000 1652000.00 1333765.14 Corporate Debt Securities BAUSCH HEALTH COS INC SR GLBL 144A 25 2025-12-15 9.000000 1105000.00 1092292.50 Corporate Debt Securities VALERO ENERGY CORP 4%29 2029-04-01 4.000000 104000.00 99086.69 Corporate Debt Securities VALERO ENERGY CORP SR GLBL NT 4%52 2052-06-01 4.000000 95000.00 71155.00 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 45 2045-02-01 4.375000 70000.00 55951.93 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 4%28 2028-03-01 4.000000 35000.00 33519.15 Corporate Debt Securities VERISIGN INC SR GLBL NT 27 2027-07-15 4.750000 33000.00 32845.38 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT4.5%33 2033-08-10 4.500000 94000.00 88964.89 Corporate Debt Securities VIAVI SOLUTIONS INC SR GLBL 144A 29 2029-10-01 3.750000 115000.00 96174.50 Corporate Debt Securities PARAMOUNT GLOBAL SR GLBL NT4.2%32 2032-05-19 4.200000 33000.00 27344.79 Corporate Debt Securities PARAMOUNT GLOBAL JR SB GLBL DB 62 2062-03-30 6.375000 20000.00 18338.50 Corporate Debt Securities VICI PPTYS INC SR GLBL 144A 29 2029-12-01 4.625000 98000.00 93808.05 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL -D NT 37 2037-11-30 6.350000 78000.00 81738.54 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR -D NT 4.65%43 2043-08-15 4.650000 103000.00 91116.03 Corporate Debt Securities VIRGINIA ELEC & PWR CO -2014B 4.45%44 2044-02-15 4.450000 116000.00 99584.00 Corporate Debt Securities VIRGINIA ELEC & PWR CO SR GLBL -D NT 53 2053-08-15 5.700000 89000.00 89649.11 Corporate Debt Securities WALGREEN CO SR NT 4.4%42 2042-09-15 4.400000 95000.00 78600.99 Corporate Debt Securities WEATHERFORD INTL LTD BERMUDA SR GLBL 144A 30 2030-04-30 8.625000 38000.00 40871.11 Corporate Debt Securities WELLS FARGO & CO FR 5.013%040451 2051-04-04 5.013000 3000.00 2739.71 Corporate Debt Securities WELLS FARGO & CO FR 3.068%043041 2041-04-30 3.068000 3000.00 2197.67 Corporate Debt Securities WELLS FARGO & CO SR GLBL NT 28 2028-07-25 4.808000 95000.00 94717.66 Corporate Debt Securities WELLTOWER INC SR GLBL NT2.7%27 2027-02-15 2.700000 7000.00 6610.73 Corporate Debt Securities WESTERN MIDSTREAM OPER LP CR SEN SR GLBL25 2025-02-01 3.100000 5000.00 4948.07 Corporate Debt Securities WESTERN UN CO CR SEN SR GLBL25 2025-01-10 2.850000 93000.00 92297.15 Corporate Debt Securities WESTLAKE CORPORATION 3.6%26 2026-08-15 3.600000 90000.00 87248.70 Corporate Debt Securities WILLIAMS COS INC SR GLBL NT 33 2033-03-15 5.650000 9000.00 9121.75 Corporate Debt Securities TRAVEL PLUS LEISURE CO CR SEN SR SEC 25 2025-10-01 6.600000 177000.00 180076.26 Corporate Debt Securities WYNN MACAU LTD SR 144A NT5.5%27 2027-10-01 5.500000 200000.00 191870.78 Corporate Debt Securities XCEL ENERGY INC GLBL NT 2.35%31 2031-11-15 2.350000 80000.00 64046.76 Corporate Debt Securities YARA INTL ASA SR GLBL 144A 28 2028-06-01 4.750000 64000.00 63085.32 Corporate Debt Securities FRESNILLO PLC SR GLBL REGS 50 2050-10-02 4.250000 126000.00 95922.19 Corporate Debt Securities MILLICOM INTL CELLULAR S A SR GLBL REGS 28 2028-01-15 5.125000 1485000.00 1288758.55 Corporate Debt Securities BANCO DO BRASIL S A GRAND CAYM FR 4.875%011129 2029-01-11 4.875000 200000.00 194392.58 Corporate Debt Securities AT&T INC GLBL NT 3.65%51 2051-06-01 3.650000 9000.00 6467.22 Corporate Debt Securities AT&T INC GLBL NT 3.5%61 2061-02-01 3.500000 16000.00 10575.31 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29 2029-04-20 5.750000 686000.00 664774.40 Corporate Debt Securities AIR LEASE CORP SR GLBL NT 28 2028-10-01 4.625000 10000.00 9718.58 Corporate Debt Securities AIR LEASE CORP FR 1.875%081526 2026-08-15 1.875000 160000.00 148433.73 Corporate Debt Securities AIR LEASE CORP FR 5.3%020128 2028-02-01 5.300000 6000.00 6061.12 Corporate Debt Securities AKAMAI TECHNOLOGIES INC SR GLBL COCO 29 2029-02-15 1.125000 8268000.00 7774503.75 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT3.8%26 2026-04-15 3.800000 7000.00 6801.38 Corporate Debt Securities ALLY FINL INC SR NT 4.625% 25 2025-03-30 4.625000 5000.00 4988.69 Corporate Debt Securities ALTERYX INC SR GLBL 144A 28 2028-03-15 8.750000 587000.00 612553.41 Corporate Debt Securities ALTRIA GROUP INC SR NT 6.875%33 2033-11-01 6.875000 48000.00 51727.64 Corporate Debt Securities AMERICAN ELEC PWR CO INC GLBL -Q NT 33 2033-03-01 5.625000 8000.00 8019.54 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 25 2025-03-04 2.250000 114000.00 111764.18 Corporate Debt Securities AMERICAN EXPRESS CO SR GLBL NT 27 2027-07-28 5.389000 200000.00 203232.48 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT2.4%25 2025-03-15 2.400000 50000.00 48976.33 Corporate Debt Securities AMERICAN TOWER CORP SR GLBL NT5.5%28 2028-03-15 5.500000 75000.00 75990.08 Corporate Debt Securities AMERIGAS PARTNERS L P SR GLBL NT5.5%25 2025-05-20 5.500000 80000.00 78933.64 Corporate Debt Securities ELEVANCE HEALTH INC SR GLBL NT 25 2025-01-15 2.375000 30000.00 29661.07 Corporate Debt Securities AON CORP SR GLBL NT4.5%28 2028-12-15 4.500000 75000.00 73973.25 Corporate Debt Securities APPALACHIAN PWR CO SR GLBL CC NT 34 2034-04-01 5.650000 75000.00 74372.48 Corporate Debt Securities APPLIED OPTOELECTRONICS INC SR GLBL 144A 26 2026-12-15 5.250000 3750000.00 3844375.00 Corporate Debt Securities ARCELORMITTAL SA LUXEMBOURG SR GLBL -2027 27 2027-11-29 6.550000 52000.00 53631.96 Corporate Debt Securities ARCH CAPITAL FINANCE LLC SR NT 5.031%46 2046-12-15 5.031000 200000.00 182417.70 Corporate Debt Securities ARDAGH METAL PACKAGING FIN PLC SR GLBL 144A 29 2029-09-01 4.000000 231000.00 191105.53 Corporate Debt Securities GALLAGHER ARTHUR J & CO SR GLBL NT6.5%34 2034-02-15 6.500000 64000.00 68494.65 Corporate Debt Securities AVOLON HLDGS FDG LTD SR GLBL 144A 26 2026-05-01 4.375000 87000.00 84706.18 Corporate Debt Securities BARINGS BDC INC SR GLBL NT 7%29 2029-02-15 7.000000 80000.00 81777.96 Corporate Debt Securities BAUSCH HEALTH COS INC SR SEC GLBL 28 2028-06-01 4.875000 10000000.00 7618750.00 Corporate Debt Securities BENTLEY SYS INC SR GLBL COCO 26 2026-01-15 0.125000 1020000.00 1004671.67 Corporate Debt Securities BERKLEY W R CORP SR GLBL NT 52 2052-03-30 3.550000 90000.00 61241.10 Corporate Debt Securities BGC GROUP INC CR SEN SR GLBL28 2028-05-25 8.000000 85000.00 89431.33 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT2.5%30 2030-06-15 2.500000 74000.00 62247.90 Corporate Debt Securities BLACKLINE INC SR GLBL COCO 26 2026-03-15 0.00 3050000.00 2741187.50 Corporate Debt Securities BLACKROCK TCP CAPITAL CORP SR GLBL NT 26 2026-02-09 2.850000 97000.00 92082.75 Corporate Debt Securities BOEING CO SR GLBL NT 24 2024-10-30 2.850000 70000.00 69169.45 Corporate Debt Securities BOEING CO CR SEN SR GLBL50 2050-05-01 5.805000 40000.00 35778.70 Corporate Debt Securities BOSTON PPTYS LTD PARTNERSHIP SR GLBL NT 31 2031-01-30 3.250000 100000.00 85057.33 Corporate Debt Securities BOSTON SCIENTIFIC CORP SR GLBL NT4.7%49 2049-03-01 4.700000 22000.00 19656.12 Corporate Debt Securities BOSTON SCIENTIFIC CORP SR GLBL NT 30 2030-06-01 2.650000 15000.00 13215.75 Corporate Debt Securities BRIGHTSTAR ESCROW CORPORATION SR SEC GLBL 25 2025-10-15 9.750000 91000.00 92757.97 Corporate Debt Securities BRINKS CO SR GLBL 144A 25 2025-07-15 5.500000 91000.00 92391.19 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 25 2025-01-15 3.125000 30000.00 29891.27 Corporate Debt Securities BROADCOM INC SR GLBL NT 5%30 2030-04-15 5.000000 494000.00 492280.33 Corporate Debt Securities BROADCOM INC SR GLBL 144A 31 2031-02-15 2.450000 19000.00 15944.68 Corporate Debt Securities BURLINGTON STORES INC SR GLBL COCO 25 2025-04-15 2.250000 1329000.00 1554630.98 Corporate Debt Securities C H ROBINSON WORLDWIDE IN SR GLBL NT4.2%28 2028-04-15 4.200000 81000.00 78293.52 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 27 2027-03-15 5.625000 65000.00 62150.72 Corporate Debt Securities CIGNA CORP NEW SR GLBL NT3.4%50 2050-03-15 3.400000 102000.00 69536.23 Corporate Debt Securities THE CIGNA GROUP SR GLBL NT 31 2031-05-15 5.125000 80000.00 78912.62 Corporate Debt Securities CSC HLDGS LLC SR GLBL 144A 27 2027-04-15 5.500000 4326000.00 3328977.17 Corporate Debt Securities CSX CORP SR GLBL NT 27 2027-06-01 3.250000 27000.00 26001.54 Corporate Debt Securities CAMPBELL SOUP CO SR GLBL NT5.2%27 2027-03-19 5.200000 1054000.00 1062559.65 Corporate Debt Securities CANADIAN PAC RY CO NEW SR NT 2.9%25 2025-02-01 2.900000 100000.00 99195.67 Corporate Debt Securities CANADIAN PAC RY CO NEW SR NT 4.8%35 2035-09-15 4.800000 25000.00 23742.58 Corporate Debt Securities CARDINAL HEALTH INC SR NT 4.6%43 2043-03-15 4.600000 40000.00 34314.04 Corporate Debt Securities CARNIVAL CORP SR SEC GLBL 28 2028-08-01 4.000000 3499000.00 3274197.03 Corporate Debt Securities CARPENTER TECHNOLOGY CORP SR GLBL NT 28 2028-07-15 6.375000 56000.00 57199.71 Corporate Debt Securities CARROLS RESTAURANT GROUP INC. SR GLBL 144A 29 2029-07-01 5.875000 100000.00 105412.92 Corporate Debt Securities CATALENT PHARMA SOLUTIONS INC SR GLBL 144A 27 2027-07-15 5.000000 20000.00 19957.78 Corporate Debt Securities CELANESE US HLDGS LLC CR SEN SR GLBL27 2027-07-15 6.165000 160000.00 165556.80 Corporate Debt Securities CHART INDS INC SR SEC 144A NT31 2031-01-01 9.500000 140000.00 156376.27 Corporate Debt Securities CHEESECAKE FACTORY INC SR GLBL COCO 26 2026-06-15 0.375000 3387000.00 3059237.19 Corporate Debt Securities CHOICE HOTELS INTL INC CR SEN SR GLBL31 2031-01-15 3.700000 90000.00 79493.20 Corporate Debt Securities CHURCH & DWIGHT CO INC SR GLBL NT5.6%32 2032-11-15 5.600000 97000.00 100106.80 Corporate Debt Securities CITADEL LIMITED PARTNERSHIP SR GLBL 144A 27 2027-01-15 4.875000 84000.00 83010.97 Corporate Debt Securities CITIGROUP INC SR GLBL NT3.7%26 2026-01-12 3.700000 35000.00 34523.51 Corporate Debt Securities CITIGROUP INC SR NT FXD/FLT 28 2028-07-24 3.668000 863000.00 828980.44 Corporate Debt Securities CITIGROUP INC SR GLBL NT 26 2026-04-08 3.106000 720000.00 707005.96 Corporate Debt Securities CITIGROUP INC SR GLBL NT 26 2026-09-29 5.610000 30000.00 30251.45 Corporate Debt Securities CITGO PETE CORP SR SEC GLBL 25 2025-06-15 7.000000 82000.00 84593.48 Corporate Debt Securities CONSOLIDATED COMMUNICATIONS SR SEC GLBL 28 2028-10-01 5.000000 144000.00 119248.32 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 5%26 2026-02-02 5.000000 8000.00 8110.22 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR GLBL NT 34 2034-01-15 6.125000 52000.00 55047.14 Corporate Debt Securities CRESTWOOD MIDSTREAM PRTNRS LP SR GLBL 144A 29 2029-02-01 6.000000 22000.00 22518.10 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT3.8%28 2028-02-15 3.800000 185000.00 176086.49 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT 50 2050-07-01 4.150000 104000.00 81939.69 Corporate Debt Securities CUBESMART L P SR GLBL NT 29 2029-02-15 4.375000 70000.00 67328.94 Corporate Debt Securities DATADOG INC SR GLBL COCO 25 2025-06-15 0.125000 7698000.00 10377492.04 Corporate Debt Securities DELEK LOGISTICS PARTNERS LP SR GLBL 144A 28 2028-06-01 7.125000 70000.00 71614.55 Corporate Debt Securities DEVON ENERGY CORP NEW SR NT 5.6%41 2041-07-15 5.600000 72000.00 68800.72 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT3.5%29 2029-12-01 3.500000 221000.00 205693.54 Corporate Debt Securities DICKS SPORTING GOODS INC GLBL NT 4.1%52 2052-01-15 4.100000 75000.00 53671.42 Corporate Debt Securities DIGITAL RLTY TR LP SR GLBL NT 28 2028-07-15 4.450000 74000.00 72522.30 Corporate Debt Securities DIGITAL RLTY TR LP SR GLBL NT 28 2028-01-15 5.550000 60000.00 61483.60 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR GLBL NT 5%37 2037-09-20 5.000000 107000.00 93215.31 Corporate Debt Securities DISH NETWORK CORPORATION GLBL COCO 25 2025-12-15 0.00 65000.00 49367.50 Corporate Debt Securities DISH DBS CORP SR GLBL NT 24 2024-11-15 5.875000 8275000.00 7859024.94 Corporate Debt Securities DISH DBS CORPORATION SR SEC GLBL 26 2026-12-01 5.250000 10418000.00 8592766.40 Corporate Debt Securities DUPONT DE NEMOURS INC SR GLBL NT 25 2025-11-15 4.493000 18000.00 17785.02 Corporate Debt Securities KEURIG DR PEPPER INC SR GLBL NT 27 2027-06-15 3.430000 200000.00 192771.22 Corporate Debt Securities DRAFTKINGS INC NEW SR GLBL COCO 28 2028-03-15 0.00 490000.00 396410.00 Corporate Debt Securities EPR PPTYS SR NT 4.5%25 2025-04-01 4.500000 50000.00 49722.50 Corporate Debt Securities EASTMAN CHEM CO SR GLBL NT3.8%25 2025-03-15 3.800000 63000.00 62620.25 Corporate Debt Securities EBAY INC. SR GLBL NT1.9%25 2025-03-11 1.900000 5000.00 4883.06 Corporate Debt Securities EBAY INC. SR GLBL NT6.3%32 2032-11-22 6.300000 80000.00 84284.40 Corporate Debt Securities ECOPETROL S A SR NT 5.875%45 2045-05-28 5.875000 86000.00 61171.49 Corporate Debt Securities ECOPETROL S A SR GLBL NT 26 2026-06-26 5.375000 95000.00 95069.64 Corporate Debt Securities EDISON INTL SR GLBL NT 28 2028-03-15 4.125000 88000.00 84361.93 Corporate Debt Securities EDISON INTL SR GLBL NT 28 2028-11-15 5.250000 95000.00 93987.62 Corporate Debt Securities EMERALD DEBT MERGER SUB LLC SR SEC 144A NT30 2030-12-15 6.625000 53000.00 54459.55 Corporate Debt Securities ENBRIDGE INC SUB GLBL COCO 77 2077-07-15 5.500000 85000.00 81587.06 Corporate Debt Securities ENBRIDGE INC SR GLBL NT2.5%25 2025-01-15 2.500000 40000.00 39597.78 Corporate Debt Securities ENBRIDGE ENERGY PARTNERS L P SR NT 7.5%38 2038-04-15 7.500000 95000.00 108775.32 Corporate Debt Securities ENERGY TRANSFER L P SR NT 6.625%36 2036-10-15 6.625000 88000.00 91997.42 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 33 2033-12-01 6.550000 44000.00 47589.52 Corporate Debt Securities ENTERGY CORP NEW SR GLBL 50 2050-06-15 3.750000 50000.00 35865.58 Corporate Debt Securities ESSENTIAL PPTYS LP SR GLBL NT 31 2031-07-15 2.950000 228000.00 186605.33 Corporate Debt Securities EXELON CORP SR GLBL NT 46 2046-04-15 4.450000 73000.00 60830.62 Corporate Debt Securities FEDEX CORP SR NT 5.1%44 2044-01-15 5.100000 110000.00 101400.93 Corporate Debt Securities FEDEX CORP SR GLBL NT4.2%28 2028-10-17 4.200000 65000.00 62965.07 Corporate Debt Securities FIDELITY NATL FINL INC SR GLBL NT4.5%28 2028-08-15 4.500000 90000.00 87290.10 Corporate Debt Securities FIFTH THIRD BANCORP PERP JR H NT5.1% 2024-06-30 8.596520 650000.00 650485.11 Corporate Debt Securities FIFTH THIRD BANCORP SR GLBL NT 27 2027-11-01 1.707000 10000.00 9135.32 Corporate Debt Securities FIRSTENERGY CORP SR GLBL -A NT 25 2025-03-01 2.050000 120000.00 117143.40 Corporate Debt Securities FLEX INTER HOLDCO LLC SR SEC 144A NT31 2031-06-30 3.363000 130000.00 108289.02 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.4%46 2046-11-01 7.400000 1985000.00 2159256.53 Corporate Debt Securities FORD MTR CO DEL SR GLBL NT 26 2026-12-08 4.346000 60000.00 59412.30 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL NT29 2029-11-01 5.875000 1710.00 1478.12 Corporate Debt Securities GATX CORP SR NT 5.2%44 2044-03-15 5.200000 65000.00 59432.61 Corporate Debt Securities GFL ENVIRONMENTAL INC SR SEC GLBL 25 2025-08-01 3.750000 71000.00 70305.62 Corporate Debt Securities GENERAL MILLS INC GLBL NT 2.25%31 2031-10-14 2.250000 9000.00 7367.47 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.4%29 2029-10-15 5.400000 155000.00 154217.25 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 28 2028-01-05 3.850000 71000.00 68014.02 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT5.8%29 2029-01-07 5.800000 70000.00 72226.93 Corporate Debt Securities GOLDMAN SACHS GROUP INC SUB NT 6.45%36 2036-05-01 6.450000 14000.00 14879.69 Corporate Debt Securities GRAN TIERRA ENERGY INC SR SEC GLBL 29 2029-10-15 9.500000 940000.00 907236.30 Corporate Debt Securities GULFPORT ENERGY CORP SR GLBL NT 26 2026-05-17 8.000000 82860.00 87297.15 Corporate Debt Securities HCA INC. SR SEC GLBL NT26 2026-06-15 5.250000 14000.00 14242.74 Corporate Debt Securities HP INC SR GLBL NT 3%27 2027-06-17 3.000000 5000.00 4741.78 Corporate Debt Securities HANOVER INS GROUP INC SR GLBL NT4.5%26 2026-04-15 4.500000 55000.00 54091.95 Corporate Debt Securities HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 30 2030-09-15 3.750000 78000.00 68420.17 Corporate Debt Securities HERTZ CORP SR GLBL 144A 29 2029-12-01 5.000000 2781000.00 1915274.70 Corporate Debt Securities HILLENBRAND INC SR GLBL NT 25 2025-06-15 5.750000 90000.00 91938.95 Corporate Debt Securities HOWMET AEROSPACE INC GLBL NT 6.875%25 2025-05-01 6.875000 86000.00 87311.43 Corporate Debt Securities HOWMET AEROSPACE INC SR GLBL NT 3%29 2029-01-15 3.000000 34000.00 30984.65 Corporate Debt Securities HUBBELL INC SR GLBL NT 26 2026-03-01 3.350000 90000.00 87531.75 Corporate Debt Securities HUMANA INC SR GLBL NT 27 2027-03-15 3.950000 65000.00 63060.33 Corporate Debt Securities HUMANA INC SR GLBL NT5.7%26 2026-03-13 5.700000 10000.00 10121.00 Corporate Debt Securities HUNT J B TRANS SVCS INC 3.875%26 2026-03-01 3.875000 35000.00 34431.51 Corporate Debt Securities HUNTINGTON BANCSHARES INC GLBL NT 5.023%33 2033-05-17 5.023000 111000.00 104555.72 Corporate Debt Securities HYUNDAI CAP AMER SR 144A NT 25 2025-02-10 2.650000 75000.00 73929.06 Corporate Debt Securities ILLUMINA INC GLBL NT 5.75%27 2027-12-13 5.750000 80000.00 82390.67 Corporate Debt Securities INGREDION INC SR GLBL NT3.9%50 2050-06-01 3.900000 92000.00 68160.04 Corporate Debt Securities INSMED INC SR GLBL COCO 28 2028-06-01 0.750000 680000.00 1248310.00 Corporate Debt Securities INTERNATIONAL FLAVORS&FRAGRANC SR 144A NT2.3%30 2030-11-01 2.300000 1864000.00 1539415.47 Corporate Debt Securities INTERNATIONAL PAPER CO SR NT 5%35 2035-09-15 5.000000 95000.00 90868.03 Corporate Debt Securities INTL GAME TECH PLC SR SEC GLBL 26 2026-04-15 4.125000 200000.00 194715.25 Corporate Debt Securities INVESCO FINANCE PLC SR GLBL NT 43 2043-11-30 5.375000 100000.00 93777.00 Corporate Debt Securities IRON MTN INC DEL SR GLBL 144A 31 2031-02-15 4.500000 360000.00 324140.40 Corporate Debt Securities JACKSON FINANCIAL INC SR GLBL NT 32 2032-06-08 5.670000 107000.00 109698.27 Corporate Debt Securities ZIFF DAVIS INC SR GLBL COCO 26 2026-11-01 1.750000 1614000.00 1506408.07 Corporate Debt Securities KENNEDY WILSON INC SR GLBL NT 5%31 2031-03-01 5.000000 242000.00 194938.26 Corporate Debt Securities KEYSIGHT TECHNOLOGIES INC SR GLBL NT4.6%27 2027-04-06 4.600000 85000.00 83730.76 Corporate Debt Securities KINDER MORGAN ENERGY PARTNERS SR GLBL NT 41 2041-03-01 6.375000 82000.00 84016.18 Corporate Debt Securities KYNDRYL HLDGS INC SR GLBL NT 31 2031-10-15 3.150000 47000.00 39446.86 Corporate Debt Securities L BRANDS INC SR GLBL NT 36 2036-07-01 6.750000 124000.00 126696.38 Corporate Debt Securities LYB INTERNATIONAL FIN III LLC SR GLBL NT4.2%49 2049-10-15 4.200000 552000.00 422857.76 Corporate Debt Securities LEIDOS INC SR GLBL NT 33 2033-03-15 5.750000 20000.00 20329.18 Corporate Debt Securities LENNOX INTL INC SR GLBL NT5.5%28 2028-09-15 5.500000 94000.00 95189.20 Corporate Debt Securities LEVEL 3 FING INC GLBL 144A NT 27 2027-09-15 4.625000 55000.00 28587.01 Corporate Debt Securities LEVEL 3 FING INC SR SEC GLBL 27 2027-03-01 3.400000 100000.00 56850.00 Corporate Debt Securities LIFEPOINT HEALTH INC SR SEC GLBL 27 2027-02-15 4.375000 25000.00 23960.30 Corporate Debt Securities LOWES COS INC SR GLBL NT 31 2031-04-01 2.625000 111000.00 94352.78 Corporate Debt Securities LOWES COS INC SR GLBL NT 53 2053-04-15 5.625000 45000.00 43520.29 Corporate Debt Securities MEG ENERGY CORP SR GLBL 144A 29 2029-02-01 5.875000 80000.00 78743.47 Corporate Debt Securities MPH ACQUISITION HLDGS LLC SR 144A NT 28 2028-11-01 5.750000 104000.00 62931.61 Corporate Debt Securities MPLX LP SR GLBL NT 25 2025-06-01 4.875000 94000.00 95483.79 Corporate Debt Securities MPLX LP SR NT 5.2%47 2047-12-01 5.200000 104000.00 94672.24 Corporate Debt Securities MPT OPER PTSHP LP/MPT FIN CORP SR GLBL NT3.5%31 2031-03-15 3.500000 158000.00 104245.06 Corporate Debt Securities MACQUARIE GROUP LIMITED FR 5.108%080926 2026-08-09 5.108000 93000.00 93863.94 Corporate Debt Securities MARKEL CORP SR GLBL NT 5%49 2049-05-20 5.000000 117000.00 102918.79 Corporate Debt Securities MARRIOTT INTL INC NEW CR SEN SR GLBL30 2030-06-15 4.625000 498000.00 488680.62 Corporate Debt Securities MASCO CORP SR GLBL NT4.5%47 2047-05-15 4.500000 70000.00 57551.90 Corporate Debt Securities MASCO CORP SR GLBL NT 2%31 2031-02-15 2.000000 1146000.00 935031.59 Corporate Debt Securities MASCO CORP SR GLBL NT 51 2051-02-15 3.125000 27000.00 17452.84 Corporate Debt Securities MATTEL INC SR GLBL 144A 26 2026-04-01 3.375000 60000.00 57723.30 Corporate Debt Securities MCDONALDS CORP FR 3.7%013026 2026-01-30 3.700000 7000.00 6905.73 Corporate Debt Securities MCDONALDS CORP FR 4.7%120935 2035-12-09 4.700000 200000.00 191907.11 Corporate Debt Securities MCDONALDS CORP FR 5.45%081453 2053-08-14 5.450000 57000.00 55803.49 Corporate Debt Securities MERITAGE HOMES CORP SR GLBL NT 27 2027-06-06 5.125000 189000.00 189703.68 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 51 2051-11-01 3.477000 22000.00 15141.00 Corporate Debt Securities MILLENNIUM ESCROW CORPORATION SR SEC 144A NT26 2026-08-01 6.625000 375000.00 199831.25 Corporate Debt Securities MOODYS CORP SR GLBL NT 2%31 2031-08-19 2.000000 107000.00 86539.10 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT5.5%44 2044-09-01 5.500000 90000.00 87655.50 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL NT4.6%28 2028-02-23 4.600000 70000.00 69281.26 Corporate Debt Securities THE MOUNT SINAI HOSPITAL -2017 3.981%48 2048-07-01 3.981000 80000.00 63971.00 Corporate Debt Securities MOZART DEBT MERGER SUB INC SR SEC 144A NT29 2029-04-01 3.875000 884000.00 807594.41 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL34 2034-02-15 5.550000 64000.00 64530.67 Corporate Debt Securities NATIONAL FUEL GAS CO CR SEN SR GLBL28 2028-09-01 4.750000 77000.00 75291.76 Corporate Debt Securities NNN REIT INC 4.3%28 2028-10-15 4.300000 94000.00 90417.14 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN SUB GLBL NT 53 2053-09-15 7.125000 50000.00 52117.08 Corporate Debt Securities NEWMONT CORP GLBL NT 5.875%35 2035-04-01 5.875000 90000.00 92627.25 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC DEB 3.55%27 2027-05-01 3.550000 50000.00 47696.42 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC GLBL -60 DEB3%52 2052-01-15 3.000000 18000.00 11479.20 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 5%32 2032-07-15 5.000000 76000.00 75189.00 Corporate Debt Securities NEXTERA ENERGY OPER PARTNER LP SR GLBL 144A 27 2027-09-15 4.500000 83000.00 78747.08 Corporate Debt Securities NISOURCE INC SR GLBL NT 47 2047-05-15 4.375000 109000.00 88043.05 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT4.7%33 2033-03-15 4.700000 84000.00 81140.83 Corporate Debt Securities BRUNDAGE-BONE CONCRETE PUMPING SR SEC GLBL 26 2026-02-01 6.000000 87000.00 87818.67 Corporate Debt Securities NUCOR CORP SR GLBL NT 25 2025-05-23 3.950000 85000.00 83815.76 Corporate Debt Securities NUTRIEN LTD SR GLBL NT 3%25 2025-04-01 3.000000 33000.00 32445.27 Corporate Debt Securities OREILLY AUTOMOTIVE INC SR GLBL NT3.6%27 2027-09-01 3.600000 13000.00 12454.52 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT7.5%31 2031-05-01 7.500000 144000.00 158901.12 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 36 2036-09-15 6.450000 10000.00 10495.87 Corporate Debt Securities OCHSNER LSU HEALTH SYS NORTH SR -2021 BD 31 2031-05-15 2.510000 90000.00 62168.00 Corporate Debt Securities OMNICOM GROUP INC SR GLBL NT2.6%31 2031-08-01 2.600000 54000.00 45627.66 Corporate Debt Securities OMEGA HEALTHCARE INVS INC SR GLBL NT4.5%27 2027-04-01 4.500000 99000.00 96154.74 Corporate Debt Securities ORACLE CORP SR NT 5.375%40 2040-07-15 5.375000 110000.00 105965.81 Corporate Debt Securities ORACLE CORP SR GLBL NT3.6%40 2040-04-01 3.600000 130000.00 100150.70 Corporate Debt Securities ORIX CORP NT 2.25%31 2031-03-09 2.250000 80000.00 66738.80 Corporate Debt Securities PPG INDS INC SR GLBL NT1.2%26 2026-03-15 1.200000 58000.00 53901.33 Corporate Debt Securities PALO ALTO NETWORKS INC SR GLBL COCO 25 2025-06-01 0.375000 4272000.00 12593322.00 Corporate Debt Securities PENNSYLVANIA ELEC CO SR GLBL 144A 29 2029-06-01 3.600000 1333000.00 1251953.60 Corporate Debt Securities PENSKE TRUCK LEASING CO L P SR 144A NT 27 2027-11-15 5.875000 30000.00 30374.13 Corporate Debt Securities PERKINELMER INC SR GLBL NT 24 2024-09-15 0.850000 65000.00 64159.19 Corporate Debt Securities PHYSICIANS RLTY LP SR GLBL NT 31 2031-11-01 2.625000 86000.00 70524.94 Corporate Debt Securities PICASSO FINANCE SUB INC SR SEC GLBL 25 2025-06-15 6.125000 91000.00 93228.87 Corporate Debt Securities PIEDMONT NAT GAS CO INC SR GLBL NT3.5%29 2029-06-01 3.500000 109000.00 101869.22 Corporate Debt Securities PILGRIMS PRIDE CORP SR NT 6.25%33 2033-07-01 6.250000 70000.00 72510.32 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT4.7%44 2044-06-15 4.700000 30000.00 25308.07 Corporate Debt Securities PRINCIPAL FINANCIAL GROUP INC SR GLBL NT3.7%29 2029-05-15 3.700000 57000.00 52709.86 Corporate Debt Securities PUGET ENERGY INC SR SEC GLBL NT28 2028-06-15 2.379000 13000.00 11632.14 Corporate Debt Securities RACKSPACE FIN LLC SR SEC GLBL 28 2028-05-15 3.500000 69999.00 28174.64 Corporate Debt Securities RADIAN GROUP INC 4.5%24 2024-10-01 4.500000 26000.00 26070.98 Corporate Debt Securities A P MOELLER MAERSK A S SR 144A NT 33 2033-09-14 5.875000 39000.00 39771.14 Corporate Debt Securities APTIV PLC / APTIV CORP SR GLBL NT 52 2052-05-01 4.150000 48000.00 35804.08 Corporate Debt Securities ALEXANDRIA REAL ESTATE EQ INC SR GLBL NT 4%50 2050-02-01 4.000000 45000.00 33530.55 Corporate Debt Securities ALLIANT ENERGY FIN LLC SR GLBL 144A 29 2029-03-30 5.950000 63000.00 64804.11 Corporate Debt Securities AMERICAN ELEC PWR CO INC GLBL P NT5.95%32 2032-11-01 5.950000 65000.00 66422.09 Corporate Debt Securities AMERICAN EXPRESS CO SUB GLBL NT 34 2034-07-28 5.625000 28000.00 28279.96 Corporate Debt Securities AMGEN INC SR GLBL NT 29 2029-08-18 4.050000 21000.00 20144.62 Corporate Debt Securities ELEVANCE HEALTH INC SR GLBL NT1.5%26 2026-03-15 1.500000 5000.00 4680.78 Corporate Debt Securities ELEVANCE HEALTH INC GLBL NT 6.1%52 2052-10-15 6.100000 99000.00 103499.00 Corporate Debt Securities AON NORTH AMERICA INC. SR GLBL NT 29 2029-03-01 5.150000 36000.00 36165.78 Corporate Debt Securities ASHTEAD CAP INC SR GLBL 144A 31 2031-08-12 2.450000 1145000.00 926600.47 Corporate Debt Securities ATLASSIAN CORPORATION SR GLBL NT5.5%34 2034-05-15 5.500000 10000000.00 9894744.44 Corporate Debt Securities AUTOZONE INC SR GLBL NT 26 2026-04-21 3.125000 65000.00 62461.89 Corporate Debt Securities BAT CAPITAL CORP GLBL NT 6%34 2034-02-20 6.000000 475000.00 485366.08 Corporate Debt Securities BANCO SANTANDER S.A. LW TIER II GLBL 2033-08-08 6.921000 1400000.00 1495261.95 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 29 2029-09-13 6.490000 620000.00 647839.03 Corporate Debt Securities BAXALTA INC SR NT 4%25 2025-06-23 4.000000 80000.00 80062.84 Corporate Debt Securities BERKLEY W R CORP SR NT 4.75%44 2044-08-01 4.750000 40000.00 35657.73 Corporate Debt Securities BIO RAD LABS INC SR GLBL NT3.7%32 2032-03-15 3.700000 65000.00 57535.47 Corporate Debt Securities BLACK HILLS CORP SR GLBL NT 6%35 2035-01-15 6.000000 80000.00 79852.00 Corporate Debt Securities BOOZ ALLEN HAMILTON INC SR GLBL NT 33 2033-08-04 5.950000 85000.00 88851.14 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27 2027-01-15 3.875000 5000.00 4890.36 Corporate Debt Securities CAMPBELL SOUP CO SR GLBL NT5.4%34 2034-03-21 5.400000 32000.00 31810.88 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT 31 2031-10-30 7.624000 100000.00 109592.33 Corporate Debt Securities CARNIVAL CORP SR GLBL COCO 24 2024-10-01 5.750000 1215000.00 1882561.84 Corporate Debt Securities CARRIER GLOBAL CORPORATION GLBL NT 2.7%31 2031-02-15 2.700000 8000.00 6877.92 Corporate Debt Securities CARRIER GLOBAL CORPORATION SR GLBL NT 27 2027-02-15 2.493000 78000.00 73045.48 Corporate Debt Securities CARRIER GLOBAL CORPORATION GLBL NT 5.9%34 2034-03-15 5.900000 154000.00 161004.78 Corporate Debt Securities CENCOSUD S A GLBL 144A NT 31 2031-05-28 5.950000 500000.00 494665.28 Corporate Debt Securities LEIGHTON FINANCE (USA) PTY LTD CR SEN GLBL 34 2034-03-25 7.000000 108000.00 109673.88 Corporate Debt Securities COLUMBIA PIPELINES OPER CO LLC SR 144A NT 53 2053-11-15 6.544000 190000.00 200406.00 Corporate Debt Securities CONCENTRIX CORP GLBL NT 6.85%33 2033-08-02 6.850000 1702000.00 1702958.32 Corporate Debt Securities CONSTELLATION ENERGY GENERATI SR GLBL NT 54 2054-03-15 5.750000 15000.00 14653.48 Corporate Debt Securities CROWN CASTLE INC SR GLBL NT 26 2026-07-15 1.050000 48000.00 43859.36 Corporate Debt Securities CUSHMAN & WAKEFIELD U S BRRWR SR SEC GLBL 31 2031-09-01 8.875000 48000.00 51416.04 Corporate Debt Securities DIAMONDBACK ENERGY INC SR GLBL NT5.4%34 2034-04-18 5.400000 2534000.00 2502578.40 Corporate Debt Securities FORESEA HLDG S A SR SEC GLBL 30 2030-06-15 7.500000 25123.00 23744.88 Corporate Debt Securities EBAY INC. SR GLBL NT2.7%30 2030-03-11 2.700000 79000.00 69365.16 Corporate Debt Securities ELEVANCE HEALTH INC SR GLBL NT4.9%26 2026-02-08 4.900000 1000.00 1005.41 Corporate Debt Securities EMERA US FINANCE LP SR GLBL NT 31 2031-06-15 2.639000 118000.00 97427.73 Corporate Debt Securities ENBRIDGE INC SR GLBL NT 4%49 2049-11-15 4.000000 3291000.00 2469526.18 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT7.5%38 2038-07-01 7.500000 85000.00 98601.70 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 26 2026-12-01 6.050000 6000.00 6251.40 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT6.1%28 2028-12-01 6.100000 85000.00 89677.55 Corporate Debt Securities ENERGY TRANSFER L P SR GLBL NT 5%50 2050-05-15 5.000000 32000.00 27018.63 Corporate Debt Securities EQUIFAX INC SR GLBL NT5.1%28 2028-06-01 5.100000 42000.00 42632.52 Corporate Debt Securities ESSEX PORTFOLIO L P SR GLBL NT3.5%25 2025-04-01 3.500000 23000.00 22706.60 Corporate Debt Securities EVERSOURCE ENERGY SR GLBL -Q NT 25 2025-08-15 0.800000 56000.00 52843.03 Corporate Debt Securities EVERSOURCE ENERGY GLBL -CC NT 29 2029-02-01 5.950000 9000.00 9327.09 Corporate Debt Securities EVERSOURCE ENERGY GLBL -FF NT 31 2031-04-15 5.850000 80000.00 80878.20 Corporate Debt Securities FEDEX CORP SR GLBL NT 30 2030-05-15 4.250000 21000.00 20041.54 Corporate Debt Securities FISERV INC SR GLBL NT4.2%28 2028-10-01 4.200000 25000.00 24023.75 Corporate Debt Securities GEORGIA PWR CO SR GLBL 2010C 40 2040-09-01 4.750000 65000.00 58714.18 Corporate Debt Securities GILEAD SCIENCES INC SR GLBL NT 46 2046-03-01 4.750000 109000.00 97168.60 Corporate Debt Securities GOEASY LTD 144A NT 7.625%29 2029-07-01 7.625000 1313000.00 1362430.44 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 26 2026-02-25 3.750000 70000.00 68777.10 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT3.5%26 2026-11-16 3.500000 1050000.00 1004291.75 Corporate Debt Securities GOLDMAN SACHS BDC INC SR GLBL NT 26 2026-01-15 2.875000 70000.00 67372.28 Corporate Debt Securities HF SINCLAIR CORP SR GLBL 144A 28 2028-02-01 5.000000 62000.00 60912.31 Corporate Debt Securities HCA INC. SR SEC GLBL NT52 2052-03-15 4.625000 61000.00 49222.97 Corporate Debt Securities HASBRO INC CR SEN SR GLBL29 2029-11-19 3.900000 632000.00 577268.80 Corporate Debt Securities HUMANA INC SR GLBL NT 34 2034-03-15 5.950000 457000.00 469357.79 Corporate Debt Securities HUMANA INC SR GLBL NT 54 2054-04-15 5.750000 12000.00 11615.62 Corporate Debt Securities HYATT HOTELS CORP SR GLBL NT 27 2027-01-30 5.750000 70000.00 71767.97 Corporate Debt Securities HYUNDAI CAP AMER FR 5.5%033026 2026-03-30 5.500000 6000.00 6034.78 Corporate Debt Securities ILIAD HLDG S A S SR SEC 144A NT26 2026-10-15 6.500000 290000.00 290288.55 Corporate Debt Securities INGERSOLL RAND INC SR GLBL NT 31 2031-06-15 5.314000 86000.00 85994.83 Corporate Debt Securities INTERNATIONAL FLAVORS&FRAGRANC SR GLBL 144A 50 2050-12-01 3.468000 95000.00 63269.05 Corporate Debt Securities INTERPUBLIC GROUP COS INC SR GLBL NT 33 2033-06-15 5.375000 109000.00 109598.92 Corporate Debt Securities INTESA SANPAOLO S P A FR 7.2%112833 2033-11-28 7.200000 610000.00 653310.00 Corporate Debt Securities JBS USA LUX S A / JBS USA FOOD SR GLBL NT 28 2028-02-01 5.125000 23000.00 22915.15 Corporate Debt Securities JBS USA LUX S A / JBS USA FOOD SR 144A NT 53 2053-11-15 7.250000 37000.00 40001.84 Corporate Debt Securities JOHNSON CTLS INTL PLC/ TYCO GLBL NT 5.5%29 2029-04-19 5.500000 40000.00 40528.67 Corporate Debt Securities KELLANOVA GLBL NT 5.25%33 2033-03-01 5.250000 5000.00 5012.18 Corporate Debt Securities KEURIG DR PEPPER INC GLBL NT 5.1%27 2027-03-15 5.100000 101000.00 101735.28 Corporate Debt Securities KROGER CO SR GLBL NT2.2%30 2030-05-01 2.200000 11000.00 9292.18 Corporate Debt Securities LEAR CORP SR GLBL NT 29 2029-05-15 4.250000 96000.00 90847.57 Corporate Debt Securities M & T BK CORP GLBL NT 5.053%34 2034-01-27 5.053000 40000.00 37347.39 Corporate Debt Securities MARATHON OIL CORP GLBL NT 5.7%34 2034-04-01 5.700000 89000.00 90878.34 Corporate Debt Securities MARATHON PETE CORP SR GLBL NT4.5%48 2048-04-01 4.500000 75000.00 60454.50 Corporate Debt Securities MCDONALDS CORP FR 4.95%081433 2033-08-14 4.950000 50000.00 49516.62 Corporate Debt Securities MCDONALDS CORP FR 5.2%051734 2034-05-17 5.200000 1303000.00 1289842.60 Corporate Debt Securities MELLON CAP IV PERP JR SB GLBL 2079-12-31 6.159120 465000.00 407069.48 Corporate Debt Securities MICRON TECHNOLOGY INC SR GLBL NT 33 2033-09-15 5.875000 60000.00 61945.97 Corporate Debt Securities THE MOUNT SINAI HOSPITAL SR GLBL -2020 50 2050-07-01 3.391000 80000.00 54177.53 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL26 2026-06-30 3.850000 20000.00 19705.03 Corporate Debt Securities NASDAQ INC CR SEN SR GLBL53 2053-08-15 5.950000 9000.00 9229.04 Corporate Debt Securities NNN REIT INC SR GLBL NT5.5%34 2034-06-15 5.500000 85000.00 83369.32 Corporate Debt Securities NETAPP INC SR GLBL NT 27 2027-06-22 2.375000 50000.00 46247.98 Corporate Debt Securities NEWELL BRANDS INC SR GLBL NT 27 2027-09-15 6.375000 5000.00 4960.64 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DEB 29 2029-11-01 2.750000 17000.00 15013.92 Corporate Debt Securities NISOURCE INC SR GLBL NT 34 2034-04-01 5.350000 5000.00 4925.32 Corporate Debt Securities NORFOLK SOUTHN CORP SR GLBL NT 46 2046-01-15 4.650000 100000.00 88026.67 Corporate Debt Securities NORTHROP GRUMMAN CORP SR GLBL NT4.9%34 2034-06-01 4.900000 12000.00 11722.84 Corporate Debt Securities OREILLY AUTOMOTIVE INC SR GLBL NT 26 2026-11-20 5.750000 65000.00 65636.15 Corporate Debt Securities OAKTREE STRATEGIC CREDIT FUND SR GLBL 144A 28 2028-11-14 8.400000 85000.00 89971.37 Corporate Debt Securities OMEGA HEALTHCARE INVS INC SR GLBL NT 33 2033-04-15 3.250000 15000.00 12012.19 Corporate Debt Securities BLUE OWL CR INCOME CORP SR GLBL NT 27 2027-09-16 7.750000 76000.00 79662.12 Corporate Debt Securities PACIFIC GAS & ELEC CO 1M GLBL BD5.8%34 2034-05-15 5.800000 5000.00 5026.62 Corporate Debt Securities PACKAGING CORP AMER GLBL NT 5.7%33 2033-12-01 5.700000 117000.00 121360.59 Corporate Debt Securities PARKER-HANNIFIN CORP FR 4.2%112134 2034-11-21 4.200000 1100000.00 1000875.33 Corporate Debt Securities PENTAIR FINANCE SA SR GLBL NT4.5%29 2029-07-01 4.500000 13000.00 12720.56 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR GLBL NT 29 2029-12-15 3.550000 551000.00 507509.26 Corporate Debt Securities PUBLIC SVC CO OKLA SR GLBL -K NT 51 2051-08-15 3.150000 47000.00 30301.60 Corporate Debt Securities RADIATE HOLDCO LLC/RADIATE FI SR SEC GLBL 26 2026-09-15 4.500000 345000.00 258077.25 Corporate Debt Securities RTX CORPORATION GLBL NT 5.75%29 2029-01-15 5.750000 98000.00 103260.01 Corporate Debt Securities RTX CORPORATION SR NT 6.4%54 2054-03-15 6.400000 44000.00 48176.97 Corporate Debt Securities ROPER TECHNOLOGIES INC SR GLBL NT 2%30 2030-06-30 2.000000 183000.00 152935.54 Corporate Debt Securities ROYALTY PHARMA PLC SR GLBL NT2.2%30 2030-09-02 2.200000 325000.00 268995.28 Corporate Debt Securities SAFEHOLD OPER PARTNERSHIP LP SR GLBL NT 32 2032-01-15 2.850000 95000.00 78499.13 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 31 2031-11-09 7.660000 87000.00 94123.66 Corporate Debt Securities SANTANDER HOLDINGS USA INC SR GLBL NT 27 2027-05-31 6.124000 945000.00 947551.50 Corporate Debt Securities SEMPRA JR SB GLBL NT 54 2054-10-01 6.875000 10000.00 9891.80 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT 25 2025-08-01 3.450000 87000.00 85789.83 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT 25 2025-08-08 4.250000 14000.00 13975.50 Corporate Debt Securities SIRIUSPOINT LTD SR GLBL NT 7%29 2029-04-05 7.000000 23000.00 23400.30 Corporate Debt Securities SMUCKER J M CO GLBL NT 6.5%53 2053-11-15 6.500000 45000.00 47969.05 Corporate Debt Securities SMURFIT KAPPA TREAS UNLIMITED SR GLBL 144A 34 2034-04-03 5.438000 1991000.00 1964838.59 Corporate Debt Securities SOLVENTUM CORP SR GLBL 144A 29 2029-03-01 5.400000 1573000.00 1580141.42 Corporate Debt Securities SOUTHERN COPPER CORP SR GLBL NT 25 2025-04-23 3.875000 20000.00 19762.05 Corporate Debt Securities SOUTHERN CO GAS CAP SR GLBL 2020A 31 2031-01-15 1.750000 60000.00 48610.27 Corporate Debt Securities SPECTRA ENERGY PARTNERS LP SR NT 5.95%43 2043-09-25 5.950000 88000.00 87449.85 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 25 2025-11-01 3.375000 15000.00 14600.59 Corporate Debt Securities SUNOCO LOGISTICS PARTNERS SR NT 5.35%45 2045-05-15 5.350000 23000.00 20493.87 Corporate Debt Securities T MOBILE USA INC GLBL NT 5.65%53 2053-01-15 5.650000 85000.00 84689.28 Corporate Debt Securities TPG OPER GROUP II LP SR GLBL NT 34 2034-03-05 5.875000 65000.00 65521.61 Corporate Debt Securities TANDEM DIABETES CARE INC SR GLBL COCO 29 2029-03-15 1.500000 25000.00 43011.46 Corporate Debt Securities UNUM GROUP SR NT 5.75%42 2042-08-15 5.750000 102000.00 99282.78 Corporate Debt Securities VALE OVERSEAS LTD GLBL NT 6.125%33 2033-06-12 6.125000 685000.00 705565.98 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 29 2029-12-03 4.016000 22000.00 21106.29 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 56 2056-10-30 2.987000 58000.00 35182.75 Corporate Debt Securities VIATRIS INC SR GLBL NT2.3%27 2027-06-22 2.300000 29000.00 26554.38 Corporate Debt Securities WEC ENERGY GROUP INC SR GLBL COCO 27 2027-06-01 4.375000 4525000.00 4483662.24 Corporate Debt Securities WRKCO INC 3.9%28 2028-06-01 3.900000 82000.00 79127.54 Corporate Debt Securities WELLS FARGO & CO FR 3.908%042526 2026-04-25 3.908000 22000.00 21718.58 Corporate Debt Securities WHIRLPOOL CORP SR GLBL NT 29 2029-02-26 4.750000 5000.00 4894.57 Corporate Debt Securities WILLIS NORTH AMER INC SR GLBL NT 27 2027-06-15 4.650000 10000.00 9990.52 Corporate Debt Securities XPO INC SR GLBL 144A 31 2031-06-01 7.125000 22000.00 23165.23 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC SR GLBL NT 25 2025-04-01 3.550000 80000.00 79078.13 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC SR GLBL NT 26 2026-01-15 3.050000 27000.00 26262.96 Corporate Debt Securities DIGICEL INTER HLDGS LTD / DIG SR SEC PIK NT 27 2027-05-25 12.000000 303000.00 297473.28 Corporate Debt Securities KIMCO RLTY CORP DP CV CL N 7.25% 0.00 940.00 50600.20 Equities RBC BEARINGS INC 5% CNV PFD SR A 0.00 94854.00 12395805.28 Equities Y 2024-06-03 2024-09-03 2024-09-03 N N N 0.0597 175000000.00 175000000.00 0.0084 N N N Y Antalis SA Antalis SA 03664AG28 US03664AG288 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-02 2024-07-02 2024-07-02 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0538 51751293.88 51751293.88 0.0025 N N N N Antalis SA Antalis SA 03664AG93 US03664AG932 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-09 2024-07-09 2024-07-09 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0538 63626778.88 63626778.88 0.0030 N N N N Antalis SA Antalis SA 03664AGB8 US03664AGB89 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-11 2024-07-11 2024-07-11 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0538 44773780.43 44773780.43 0.0021 N N N N Antalis SA Antalis SA 03664AH19 US03664AH195 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-01 2024-08-01 2024-08-01 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0543 44579123.55 44579123.55 0.0021 N N N N Antalis SA Antalis SA 03664AH27 US03664AH278 Asset Backed Commercial Paper Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-02 2024-08-02 2024-08-02 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0543 69235652.93 69235652.93 0.0033 N N N N Antalis SA Antalis SA 03664AH68 US03664AH682 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-06 2024-08-06 2024-08-06 N Y Societe Generrale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Societe Generrale Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0543 33656253.88 33656253.88 0.0016 N N N N Antalis SA Antalis SA 03664AH76 US03664AH765 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-07 2024-08-07 2024-08-07 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0543 34640840.50 34640840.50 0.0017 N N N N Antalis SA Antalis SA 04821TFC4 US04821TFC45 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-12 2024-06-12 2024-06-12 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0535 53903722.32 53903722.32 0.0026 N N N N Antalis SA Antalis SA 04821TFE0 US04821TFE01 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-14 2024-06-14 2024-06-14 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0535 53887602.78 53887602.78 0.0026 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 05253AGF1 JHE42UYNWWTJB8YTTU19 US05253AGF12 0000859994 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-15 2024-07-15 2024-07-15 N N N 0.0535 30321054.84 30321054.84 0.0015 N N N N Australia & New Zealand Banking Group Ltd. Australia & New Zealand Banking Group Ltd. 05253AH94 JHE42UYNWWTJB8YTTU19 US05253AH948 0000859994 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-09 2024-08-09 2024-08-09 N N N 0.0529 92043391.77 92043391.77 0.0044 N N N N Bank of Montreal Bank of Montreal 06369LFB6 NQQ6HPCNCCU6TUTQYE16 US06369LFB62 0000009622 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-11 2024-06-11 2024-06-11 N N N 0.0531 105827901.58 105827901.58 0.0051 N N N N Bank of Nova Scotia Bank of Nova Scotia 5.960000% 06417M3E3 L3I9ZG2KFGXZ61BMYR72 US06417M3E31 0001041839 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-26 2024-06-26 N N N 0.0542 65022699.30 65022699.30 0.0031 N N N N Barclays Bank PLC Tri Party Repo Barclays Bank PLC Tri Party Repo 5.330000% 0001484219 0673PA005_5.33_0603 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-11-15 5.000000 73211702.00 15521443.21 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2051-01-25 2.000000 125000000.00 11935322.68 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2048-07-01 3.500000 154054922.00 4595232.71 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2051-10-25 2.000000 15000000.00 1773156.13 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2052-08-25 4.500000 41560342.00 7637371.70 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2053-01-01 5.000000 11619075.00 2434299.84 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2052-06-01 2.000000 200611345.00 24986878.06 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2052-04-01 2.000000 6087343.00 672178.04 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2053-09-01 6.000000 118394156.00 24682356.43 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2053-03-01 3.500000 62150144.00 10752203.16 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2053-05-01 4.500000 25469583.00 5340907.37 Agency Mortgage-Backed Securities FNMA B1V7KEBTPIMZEU4LTD58 2053-01-01 3.000000 46752497.00 8100560.80 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2053-03-25 4.500000 44006575.00 9566383.49 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2052-04-25 1.500000 13940869.00 1228479.82 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-06-15 4.500000 55393100.00 3576159.98 Agency Mortgage-Backed Securities GNMA 2046-10-20 3.000000 958075000.00 141634465.27 Agency Mortgage-Backed Securities GNMA 2052-05-20 3.500000 58459006.00 45832521.70 Agency Mortgage-Backed Securities GNMA 2053-02-20 4.000000 96802340.00 87730079.87 Agency Mortgage-Backed Securities Y 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 400000000.00 400000000.00 0.0192 N N N N Barclays Bank PLC Barclays Bank PLC 06741FF51 G5GSEF7VJP5I7OUK5573 US06741FF514 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-05 2024-06-05 2024-06-05 N N N 0.0532 124907676.25 124907676.25 0.0060 N N Y N Barclays Bank PLC Barclays Bank PLC 06741FG92 G5GSEF7VJP5I7OUK5573 US06741FG926 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-09 2024-07-09 2024-07-09 N N N 0.0536 49709656.00 49709656.00 0.0024 N N N N Barclays Bank PLC Barclays Bank PLC 06741FGR2 G5GSEF7VJP5I7OUK5573 US06741FGR29 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-25 2024-07-25 2024-07-25 N N N 0.0537 74384878.50 74384878.50 0.0036 N N N N Barclays Bank PLC Barclays Bank PLC 06741FH59 G5GSEF7VJP5I7OUK5573 US06741FH593 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-05 2024-08-05 2024-08-05 N N N 0.0538 60398806.57 60398806.57 0.0029 N N N N Barclays Bank PLC Barclays Bank PLC 06741FJC2 G5GSEF7VJP5I7OUK5573 US06741FJC23 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-09-12 2024-09-12 2024-09-12 N N N 0.0540 98439557.00 98439557.00 0.0047 N N N N Barton Capital LLC Barton Capital LLC 06945LFE3 549300KOFKIMD0C37W24 US06945LFE39 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-14 2024-06-14 2024-06-14 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0535 53887602.78 53887602.78 0.0026 N N N N Barton Capital SA Barton Capital SA 06945LGG7 US06945LGG77 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-16 2024-07-16 2024-07-16 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0540 29792846.70 29792846.70 0.0014 N N N N Barton Capital SA Barton Capital SA 06945LGV4 US06945LGV45 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-29 2024-07-29 2024-07-29 N Y Societe Generale 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y SOCIETE GENERALE Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 29734942.50 29734942.50 0.0014 N N N N Cabot Trail Funding LLC Cabot Trail Funding LLC 12710GFJ4 25490002FPRX2W8W9V23 US12710GFJ40 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-18 2024-06-18 2024-06-18 N Y Toronto Dominion 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Toronto Dominion Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0538 34905780.00 34905780.00 0.0017 N N N N Cabot Trail Funding LLC Cabot Trail Funding LLC 12710GFL9 25490002FPRX2W8W9V23 US12710GFL95 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-20 2024-06-20 2024-06-20 N Y Toronto Dominion 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Toronto Dominion Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0539 74775389.25 74775389.25 0.0036 N N N N Cabot Trail Funding LLC Cabot Trail Funding LLC 12710GFT2 25490002FPRX2W8W9V23 US12710GFT22 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-27 2024-06-27 2024-06-27 N Y Toronto Dominion 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Toronto Dominion Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0541 37845777.00 37845777.00 0.0018 N N N N Cabot Trail Funding LLC Cabot Trail Funding LLC 12710GH86 25490002FPRX2W8W9V23 US12710GH861 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-08 2024-08-08 2024-08-08 N Y Toronto Dominion 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Toronto Dominion Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0544 44531058.60 44531058.60 0.0021 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 13608AF50 2IGI19DL77OX0HC3ZE78 US13608AF509 0000800030 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-05 2024-06-05 2024-06-05 N N N 0.0532 164878165.65 164878165.65 0.0079 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce 13608AFM3 2IGI19DL77OX0HC3ZE78 US13608AFM36 0000800030 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-21 2024-06-21 2024-06-21 N N N 0.0530 199381200.00 199381200.00 0.0096 N N N N Cooperatieve Centrale Cooperatieve Centrale 5.900000% 21684XK70 DG3RU1DBUFHT4ZF9WN62 US21684XK700 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-03 2024-07-03 2024-07-03 N N N 0.0532 80026892.00 80026892.00 0.0038 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 21687AF65 DG3RU1DBUFHT4ZF9WN62 US21687AF651 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-06 2024-06-06 2024-06-06 N N N 0.0529 47508110.83 47508110.83 0.0023 N N Y N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 21687AFD0 DG3RU1DBUFHT4ZF9WN62 US21687AFD00 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-13 2024-06-13 2024-06-13 N N N 0.0528 60179977.64 60179977.64 0.0029 N N N N Cooperatieve Rabobank UA Cooperatieve Rabobank UA 21687AH14 DG3RU1DBUFHT4ZF9WN62 US21687AH145 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0529 48554004.94 48554004.94 0.0023 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DGV1 ATUEL7OJR5057F2PV266 US23305DGV10 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-29 2024-07-29 2024-07-29 N N N 0.0532 74345960.25 74345960.25 0.0036 N N N N DBS Bank Ltd. DBS Bank Ltd. 23305DH65 ATUEL7OJR5057F2PV266 US23305DH658 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-06 2024-08-06 2024-08-06 N N N 0.0532 52475011.15 52475011.15 0.0025 N N N N DZ Bank AG Deutsche Zentral-Genossenschaftsbank DZ Bank AG Deutsche Zentral-Genossenschaftsbank 26821LF34 US26821LF344 0000800178 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 424811635.75 424811635.75 0.0204 N Y Y N Erste Finance LLC Erste Finance LLC 2960E2F40 US2960E2F400 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-04 2024-06-04 2024-06-04 N N N 0.0533 229863752.60 229863752.60 0.0110 N N Y N Erste Finance LLC Erste Finance LLC 2960E2F57 US2960E2F574 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-05 2024-06-05 2024-06-05 N N N 0.0533 294781443.35 294781443.35 0.0141 N N Y N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 5.650000% 0001325347 299992008_5.65_0705 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CREDIT AGRICOLE S A ALT TIER I PERP 2024-09-23 6.875000 1149000.00 1164127.86 Corporate Debt Securities AFFIRM HLDGS INC SR GLBL COCO 26 2026-11-15 0.00 2000.00 1658.60 Corporate Debt Securities CITIGROUP INC SUB NT 3.875%25 2025-03-26 3.875000 11000.00 10907.89 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 082522-082562 2062-08-25 5.054660 2000.00 1936.08 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 092822-092862 2062-09-28 5.452888 1000.00 984.14 Corporate Debt Securities ENBRIDGE INC SR GLBL NT 6%28 2028-11-15 6.000000 89000.00 91297.68 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 35 2035-04-25 5.851000 1000.00 1021.11 Corporate Debt Securities INFINERA CORP SR GLBL COCO 27 2027-03-01 2.500000 8000.00 7902.00 Corporate Debt Securities NRG ENERGY INC SR GLBL COCO 48 2048-06-01 2.750000 15520000.00 32427332.80 Corporate Debt Securities STARWOOD PPTY TR INC SR GLBL COCO 27 2027-07-15 6.750000 1000.00 1046.00 Corporate Debt Securities WELLS FARGO & CO FR 6.491%102334 2034-10-23 6.491000 6068000.00 6458364.22 Corporate Debt Securities XEROX HOLDINGS CORP SR GLBL COCO 30 2030-03-15 3.750000 1000.00 871.33 Corporate Debt Securities ZIMMER BIOMET HOLDINGS INC SR GLBL NT 39 2039-11-30 5.750000 41000.00 40496.93 Corporate Debt Securities ASCENSION HEALTH ALLIANCE SR -2019B BD 39 2039-11-15 3.106000 162000.00 123239.95 Corporate Debt Securities BAE SYSTEMS PLC SR 144A NT 5%27 2027-03-26 5.000000 401000.00 400378.00 Corporate Debt Securities BNP PARIBAS FR 5.894%120534 2034-12-05 5.894000 917000.00 965877.37 Corporate Debt Securities BANK AMERICA CORP VR 083118-083058 2058-08-30 5.304770 3530000.00 3512745.10 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 1.6%042425 2025-04-24 1.600000 1000.00 967.58 Corporate Debt Securities TRUIST BK SUB GLBL NT 29 2029-09-17 2.636000 1309000.00 1278105.56 Corporate Debt Securities BLUE OWL CR INCOME CORP SR 144A NT6.6%29 2029-09-15 6.600000 6860000.00 6806377.67 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 102022-102057 2057-10-20 5.451919 1000.00 987.70 Corporate Debt Securities EIDP INC VR 062901-062141 2041-06-21 5.294610 2000.00 1996.60 Corporate Debt Securities GE AEROSPACE SR FLT NT 48 2048-09-01 0.010000 1000.00 1049.00 Corporate Debt Securities HERSHEY CO GLBL NT 0.9%25 2025-06-01 0.900000 177000.00 170123.55 Corporate Debt Securities MERCK & CO INC VR 112700-112740 2040-11-27 5.147500 782000.00 775797.93 Corporate Debt Securities MERCK & CO INC VR 082302-082242 2042-08-22 5.138330 2000.00 1974.67 Corporate Debt Securities MORGAN STANLEY FR 5.652%041328 2028-04-13 5.652000 1000.00 1011.94 Corporate Debt Securities MOTOROLA SOLUTIONS INC SR GLBL DB7.5%25 2025-05-15 7.500000 1000.00 1020.96 Corporate Debt Securities PROCTER & GAMBLE CO SR GLBL FL NT 63 2063-08-15 5.283990 1000.00 994.13 Corporate Debt Securities STRYKER CORPORATION SR GLBL NT 46 2046-03-15 4.625000 1210000.00 1070092.41 Corporate Debt Securities Y 2024-06-03 2024-07-05 2024-07-05 N N N 0.0565 50000000.00 50000000.00 0.0024 N N N Y Fairway Finance Corp. Fairway Finance Corp. 30601VF48 549300GKD6SUOVFV4H89 US30601VF483 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-04 2024-06-04 2024-06-04 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0533 41975146.50 41975146.50 0.0020 N N Y N Fairway Finance Corp. Fairway Finance Corp. 30601VFA4 549300GKD6SUOVFV4H89 US30601VFA44 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-10 2024-06-10 2024-06-10 N Y Bank of Montreal 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF MONTREAL Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0534 26959957.38 26959957.38 0.0013 N N N N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 31428FF42 549300B2Q47IR0CR5B54 US31428FF426 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-04 2024-06-04 2024-06-04 N N N 0.0532 134920178.55 134920178.55 0.0065 N N Y N Federation des Caisses Desjardins du Quebec Federation des Caisses Desjardins du Quebec 31428FG33 549300B2Q47IR0CR5B54 US31428FG333 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-03 2024-07-03 2024-07-03 N N N 0.0537 69655360.60 69655360.60 0.0033 N N N N Gotham Funding Corp. Gotham Funding Corp. 38346LG83 549300Z2ZR7VTUMRPR17 US38346LG833 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-08 2024-07-08 2024-07-08 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 23863504.08 23863504.08 0.0011 N N N N Gotham Funding Corp. Gotham Funding Corp. 38346LH17 549300Z2ZR7VTUMRPR17 US38346LH179 38346LH17 Asset Backed Commercial Paper Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-01 2024-08-01 2024-08-01 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 49535803.50 49535803.50 0.0024 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TGV9 549300F33VRHM10B9391 US53127TGV98 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-29 2024-07-29 2024-07-29 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0538 80285760.63 80285760.63 0.0038 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TH55 549300F33VRHM10B9391 US53127TH556 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-05 2024-08-05 2024-08-05 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0538 26733491.91 26733491.91 0.0013 N N N N Liberty Street Funding LLC Liberty Street Funding LLC 53127TH71 549300F33VRHM10B9391 US53127TH713 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-07 2024-08-07 2024-08-07 N Y Bank of Nova Scotia 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BANK OF NOVA SCOTIA Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 26725347.90 26725347.90 0.0013 N N N N LMA Americas LLC LMA Americas LLC 53944QF62 969500DWS97CYSHCPT49 US53944QF620 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-06 2024-06-06 2024-06-06 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0534 26376510.34 26376510.34 0.0013 N N Y N LMA Americas LLC LMA Americas LLC 53944QFD7 969500DWS97CYSHCPT49 US53944QFD79 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-13 2024-06-13 2024-06-13 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0537 26947613.25 26947613.25 0.0013 N N N N LMA SADIR LMA SADIR 53944QGH7 969500DWS97CYSHCPT49 US53944QGH74 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-17 2024-07-17 2024-07-17 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 14893969.35 14893969.35 0.0007 N N N N LMA SADIR LMA SADIR 53944QGJ3 969500DWS97CYSHCPT49 US53944QGJ31 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-18 2024-07-18 2024-07-18 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 29783439.90 29783439.90 0.0014 N N N N LMA SADIR LMA SADIR 53944QH11 969500DWS97CYSHCPT49 US53944QH113 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-01 2024-08-01 2024-08-01 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 49534196.50 49534196.50 0.0024 N N N N LMA Americas LLC LMA Americas LLC 53944QH60 969500DWS97CYSHCPT49 US53944QH600 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-06 2024-08-06 2024-08-06 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 36924602.73 36924602.73 0.0018 N N N N LMA SADIR LMA SADIR 53944QH78 969500DWS97CYSHCPT49 US53944QH782 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-07 2024-08-07 2024-08-07 N Y Credit Agricole 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Credit Agricole Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 49489307.50 49489307.50 0.0024 N N N N MUFG Bank Ltd. MUFG Bank Ltd. 5.560000% 55380USJ7 C3GTMMZIHMY46P4OIX74 US55380USJ78 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-11 2024-07-11 N N N 0.0541 95011941.50 95011941.50 0.0046 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 60682WG10 JBONEPAGQXF4QP29B387 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 199082768.00 199082768.00 0.0095 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp. 5.630000% 60683DRT8 JBONEPAGQXF4QP29B387 US60683DRT80 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-14 2024-06-14 N N N 0.0539 72004838.40 72004838.40 0.0035 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689PF50 RB0PEZSDGCO3JS6CEU02 US60689PF509 0000812291 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-05 2024-06-05 2024-06-05 N N N 0.0535 100924891.35 100924891.35 0.0048 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 60689PH66 RB0PEZSDGCO3JS6CEU02 US60689PH661 0000812291 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-06 2024-08-06 2024-08-06 N N N 0.0539 105926044.21 105926044.21 0.0051 N N N N Mizuho Bank Ltd. Mizuho Bank Ltd. 5.520000% 60710TMR9 RB0PEZSDGCO3JS6CEU02 US60710TMR94 0000812291 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-23 2024-07-23 N N N 0.0544 100012068.00 100012068.00 0.0048 N N N N NRW Bank NRW Bank 62939LG37 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-03 2024-07-03 2024-07-03 N N N 0.0530 298541949.00 298541949.00 0.0143 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 63254EH60 F8SB4JFBSYQFRQEH3Z21 US63254EH608 0000833029 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-06 2024-08-06 2024-08-06 N N N 0.0535 32671748.34 32671748.34 0.0016 N N N N National Australia Bank Ltd. National Australia Bank Ltd. 5.500000% 63254GB61 F8SB4JFBSYQFRQEH3Z21 US63254GB614 0000833029 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-03 2024-07-23 2024-07-23 N N N 0.0546 100005978.00 100005978.00 0.0048 N N N N Nieuw Amsterdam Receivables Corp. BV Nieuw Amsterdam Receivables Corp. BV 65409RGR5 724500BM7HQ28ZIB2058 US65409RGR57 Asset Backed Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-25 2024-07-25 2024-07-25 N Y RABOBANK 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Rabobank Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0537 96203949.13 96203949.13 0.0046 N N N N Nordea Bank Abp Nordea Bank Abp 5.900000% 65558U3N0 529900ODI3047E2LIV03 US65558U3N08 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-15 2024-07-15 2024-07-15 N N N 0.0534 82036963.96 82036963.96 0.0039 N N N N Nordea Bank Abp Nordea Bank Abp 5.245000% 65558U5X6 529900ODI3047E2LIV03 US65558U5X61 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-01 2024-08-01 2024-08-01 N N N 0.0533 51983826.44 51983826.44 0.0025 N N N N Old Line Funding LLC Old Line Funding LLC 67983TFA9 5493004QSN8OZAIU2J90 US67983TFA97 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-10 2024-06-10 2024-06-10 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.0700 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0534 15976287.84 15976287.84 0.0008 N N N N Old Line Funding LLC Old Line Funding LLC 5.570000% 67985BHX4 5493004QSN8OZAIU2J90 US67985BHX47 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-03 2024-07-31 2024-07-31 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.0700 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0548 38002864.82 38002864.82 0.0018 N N N N Old Line Funding LLC Old Line Funding LLC 67985EHD2 5493004QSN8OZAIU2J90 US67985EHD22 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-13 2024-06-13 2024-06-13 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.0700 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0534 30940216.19 30940216.19 0.0015 N N N N Old Line Funding LLC Old Line Funding LLC 5.570000% 67985FEB6 5493004QSN8OZAIU2J90 US67985FEB67 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-03 2024-07-18 2024-07-18 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.0700 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0542 25004815.00 25004815.00 0.0012 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 5.530000% 69033M6T9 US69033M6T97 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-03 2024-07-16 2024-07-16 N N N 0.0540 77008936.62 77008936.62 0.0037 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 5.520000% 69033M6W2 US69033M6W27 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-03 2024-07-18 2024-07-18 N N N 0.0540 36003835.80 36003835.80 0.0017 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 69034AGV8 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-29 2024-07-29 2024-07-29 N N N 0.0532 198255414.00 198255414.00 0.0095 N N N N Oversea-Chinese Banking Corp. Ltd. Oversea-Chinese Banking Corp. Ltd. 69034AHC9 US69034AHC99 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-12 2024-08-12 2024-08-12 N N N 0.0534 106830306.00 106830306.00 0.0051 N N N N Podium Funding Trust Podium Funding Trust 5.560000% 73044BAW0 US73044BAW00 Financial Company Commercial Paper Y Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-09 2024-07-09 N N N 0.0545 51005769.12 51005769.12 0.0024 N N N N Royal Bank of Canada Royal Bank of Canada 5.960000% 78015JXE2 ES7IP3U3RHIGC71XBU11 US78015JXE27 0000352613 Certificate of Deposit Y Fitch, Inc. F1+ Standard and Poor's Ratings Services A-1+ 2024-06-03 2024-06-26 2024-06-26 N N N 0.0545 66021607.74 66021607.74 0.0032 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LF31 549300MYF6MOTU9T3G29 US82124LF310 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0533 59973328.80 59973328.80 0.0029 N Y Y N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LF49 549300MYF6MOTU9T3G29 US82124LF492 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-04 2024-06-04 2024-06-04 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0534 57965614.12 57965614.12 0.0028 N N Y N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LFH0 549300MYF6MOTU9T3G29 US82124LFH06 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-17 2024-06-17 2024-06-17 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0537 44885944.35 44885944.35 0.0022 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LG97 549300MYF6MOTU9T3G29 US82124LG979 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-09 2024-07-09 2024-07-09 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 54678666.90 54678666.90 0.0026 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LH13 549300MYF6MOTU9T3G29 US82124LH134 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-01 2024-08-01 2024-08-01 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 116900703.74 116900703.74 0.0056 N N N N Sheffield Receivables Co. LLC Sheffield Receivables Co. LLC 82124LH62 549300MYF6MOTU9T3G29 US82124LH621 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-06 2024-08-06 2024-08-06 N Y Barclays Bank Plc 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Barclays Bank PLC Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0541 79194858.40 79194858.40 0.0038 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.510000% 83050P4D8 F3JS33DEI6XQ4ZBPTN86 US83050P4D88 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-18 2024-07-18 N N N 0.0543 45004546.80 45004546.80 0.0022 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 5.230000% 83050P4X4 F3JS33DEI6XQ4ZBPTN86 US83050P4X43 0000917311 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-30 2024-08-30 2024-08-30 N N N 0.0543 102924465.98 102924465.98 0.0049 N N N N Skandinaviska Enskilda Banken AB Skandinaviska Enskilda Banken AB 83050TFH9 F3JS33DEI6XQ4ZBPTN86 US83050TFH95 0000917311 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-17 2024-06-17 2024-06-17 N N N 0.0527 81795985.64 81795985.64 0.0039 N N N N Starbird Funding Corp. Starbird Funding Corp. 85520LH57 549300A8DDPP6QJBB522 US85520LH577 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-05 2024-08-05 2024-08-05 N Y BNP Paribas 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y BNP Paribas Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 64357453.55 64357453.55 0.0031 N N N N Fixed Income Clearing Corp. Fixed Income Clearing Corp. 5.330000% 0000093748 85748R009_5.33_0603 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-30 4.875000 1300000000.00 1295886735.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-12-31 4.250000 1095000000.00 1100916843.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-11-15 2.250000 225000000.00 216308000.30 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-12-31 0.375000 518252200.00 482522924.20 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-10-31 0.250000 642930000.00 600898239.10 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-10-31 5.000000 503782100.00 505156211.00 U.S. Treasuries (including strips) U.S. Treasury Note 254900HROIFWPRGM1V77 2025-12-15 4.000000 896000000.00 898311160.30 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2024-08-29 0.00 252971300.00 249654216.40 U.S. Treasuries (including strips) U.S. Treasury Inflation Index Note 254900HROIFWPRGM1V77 2024-07-15 0.125000 4115000000.00 5408365775.00 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2024-07-05 0.00 4186500.00 4165044.94 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2024-07-11 0.00 350000000.00 347901316.00 U.S. Treasuries (including strips) U.S. Treasury Bill 254900HROIFWPRGM1V77 2024-07-16 0.00 200000000.00 198653736.00 U.S. Treasuries (including strips) Y 2024-06-03 2024-06-03 2024-06-03 N N N 0.0533 11087000000.00 11087000000.00 0.5314 N Y Y N Sumitomo Mitsui Trust Bank Ltd/ New York Sumitomo Mitsui Trust Bank Ltd/ New York 86563GH13 5493006GGLR4BTEL8O61 US86563GH139 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-01 2024-08-01 2024-08-01 N N N 0.0534 102053536.09 102053536.09 0.0049 N N N N Sumitomo Mitsui Trust Bank Ltd/ New York Sumitomo Mitsui Trust Bank Ltd/ New York 5.520000% 86564PNR8 5493006GGLR4BTEL8O61 US86564PNR81 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-23 2024-07-23 N N N 0.0543 100013446.00 100013446.00 0.0048 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564YF31 5493006GGLR4BTEL8O61 US86564YF316 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0529 106952850.45 106952850.45 0.0051 N Y Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564YG30 5493006GGLR4BTEL8O61 US86564YG306 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-03 2024-07-03 2024-07-03 N N N 0.0530 54732771.50 54732771.50 0.0026 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564YGQ9 5493006GGLR4BTEL8O61 US86564YGQ98 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-24 2024-07-24 2024-07-24 N N N 0.0533 49600640.00 49600640.00 0.0024 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd. 86564YH70 5493006GGLR4BTEL8O61 US86564YH700 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-07 2024-08-07 2024-08-07 N N N 0.0535 54444596.25 54444596.25 0.0026 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 5.630000% 86565F4N9 5U0XI89JRFVHWIBS4F54 US86565F4N99 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-07 2024-06-07 N N N 0.0544 101003327.95 101003327.95 0.0048 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp. 5.570000% 86565F5H1 5U0XI89JRFVHWIBS4F54 US86565F5H13 0001184915 Certificate of Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-12 2024-07-12 N N N 0.0545 94012729.48 94012729.48 0.0045 N N N N Svenska Handelsbanken Svenska Handelsbanken 86960JGW9 NHBDILHZTYCNBV5UYZ31 US86960JGW99 0001448613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-07-30 2024-07-30 2024-07-30 N N N 0.0526 68394754.77 68394754.77 0.0033 N N N N Svenska Handelsbanken Svenska Handelsbanken 86960JH65 NHBDILHZTYCNBV5UYZ31 US86960JH651 0001448613 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-06 2024-08-06 2024-08-06 N N N 0.0528 35646534.72 35646534.72 0.0017 N N N N Swedbank AB Swedbank AB 5.540000% 87019YGV7 M312WZV08Y7LYUC71685 US87019YGV74 0001367624 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-08-02 2024-08-02 N N N 0.0544 97016693.70 97016693.70 0.0046 N N N N Thunder Bay Funding LLC Thunder Bay Funding LLC 88603GQG8 US88603GQG81 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-06-18 2024-06-18 2024-06-18 N Y Royal Bank of Canada 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Y Royal Bank of Canada Liquidity 1.0000 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ Royal Bank of Canada LOC 0.0500 Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 0.0535 32911741.50 32911741.50 0.0016 N N N N Toronto-Dominion Bank Toronto-Dominion Bank 89119AHE1 PT3QB789TSUIDF371261 US89119AHE10 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-14 2024-08-14 2024-08-14 N N N 0.0534 100865462.16 100865462.16 0.0048 N N N N Bank of America Tri Party Repo Bank of America Tri Party Repo 5.320000% 9DJT3UXIJIZJI4WXO774 0001102113 922URC004_5.32_0603 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA B1V7KEBTPIMZEU4LTD58 2042-12-01 3.500000 37815672.00 4488000.06 Agency Mortgage-Backed Securities Y 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 4400000.00 4400000.00 0.0002 N Y Y N Versailles Commercial Paper LLC Versailles Commercial Paper LLC 5.510000% 92513HTH2 US92513HTH20 Asset Backed Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-07-05 2024-07-22 N Y Natixis 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Natixis Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0547 75004580.25 75004580.25 0.0036 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646KGG1 549300D0F37QF0LP7F94 US92646KGG13 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-16 2024-07-16 2024-07-16 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0540 52634660.93 52634660.93 0.0025 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646KGJ5 549300D0F37QF0LP7F94 US92646KGJ51 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-18 2024-07-18 2024-07-18 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 52618824.00 52618824.00 0.0025 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646KGQ9 549300D0F37QF0LP7F94 US92646KGQ94 Asset Backed Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-07-24 2024-07-24 2024-07-24 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 99191200.00 99191200.00 0.0048 N N N N Victory Receivables Corp. Victory Receivables Corp. 92646KH21 549300D0F37QF0LP7F94 US92646KH219 Asset Backed Commercial Paper Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-08-02 2024-08-02 2024-08-02 N Y Mitsubishi UFJ 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 Y Mitsubishi UFJ Liquidity 1.0000 Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 0.0539 62899934.56 62899934.56 0.0030 N N N N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 5.550000% 0001325347 930TTD003_5.55_0607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACCELERATE360 HOLDINGS LLC SR SEC GLBL 28 2028-03-01 8.000000 38981000.00 40930050.00 Corporate Debt Securities FIRST QUANTUM MINERALS LTD SR SEC 144A NT29 2029-03-01 9.375000 7834000.00 8356041.44 Corporate Debt Securities GLOBAL AIRCRAFT LEASING CO LTD SR GLBL PIK 24 2024-09-15 6.500000 3281000.00 3179885.05 Corporate Debt Securities SPIRIT AIRLINES 2017-1 AA 20310815 3.37500 2031-08-15 3.375000 5000.00 3028.19 Corporate Debt Securities RADIOLOGY PARTNERS INC SR SEC GLBL 30 2030-02-15 9.781000 35304149.00 28530968.58 Corporate Debt Securities Y 2024-06-03 2024-06-07 2024-06-07 N N N 0.0555 75000000.00 75000000.00 0.0036 N N Y N Westpac Banking Corp. Westpac Banking Corp. 9612C0H51 EN5TNI6CI43VEPAMHL14 US9612C0H516 Financial Company Commercial Paper Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1+ 2024-08-05 2024-08-05 2024-08-05 N N N 0.0527 27481705.51 27481705.51 0.0013 N N N N Credit Agricole Corporate & Investment Bank Credit Agricole Corporate & Investment Bank 5.300000% 1VUV7VQFKUOQSJ21A208 0001330437 Non-Negotiable Time Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0530 462000000.00 462000000.00 0.0221 N Y Y N J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 5.690000% 0001325347 976WZM905_5.69_0829 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y DETROIT MICH REGL CONVENTION F TAXABLE SPL SUB LIEN OBL 2024 2039-10-01 8.750000 62325000.00 63000256.75 Corporate Debt Securities Y 2024-06-03 2024-08-29 2024-08-29 N N N 0.0569 60000000.00 60000000.00 0.0029 N N N Y J.P. Morgan Securities Tri Party Repo J.P. Morgan Securities Tri Party Repo 5.550000% 0001325347 976XAW908_5.55_0607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N INFINERA CORP SR GLBL COCO 27 2027-03-01 2.500000 2000.00 1975.50 Corporate Debt Securities WESTERN DIGITAL CORP. SR CV 144A NT 28 2028-11-15 3.000000 35242000.00 55905559.33 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN VR 102622-102662 2062-10-26 5.420000 1000.00 990.99 Corporate Debt Securities EMERSON ELEC CO VR 032700-032740 2040-03-27 5.139360 2379000.00 2351477.44 Corporate Debt Securities ENTERGY GULF STS LA LLC 1M BD 3.78%25 2025-04-01 3.780000 1000.00 991.57 Corporate Debt Securities SOUTHERN PWR CO SR -2013A NT 43 2043-07-15 5.250000 1000.00 930.95 Corporate Debt Securities WESTPAC BKG CORP VR 051624-041629 2029-04-16 6.150764 974000.00 979408.45 Corporate Debt Securities Y 2024-06-03 2024-06-07 2024-06-07 N N N 0.0555 54000000.00 54000000.00 0.0026 N N Y N Mizuho Bank Ltd. Mizuho Bank Ltd. 5.320000% RB0PEZSDGCO3JS6CEU02 0000812291 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0532 475000000.00 475000000.00 0.0228 N Y Y N BNP Paribas SA Tri Party Repo BNP Paribas SA Tri Party Repo 5.450000% 0001197610 99VDDX004_5.45_0603 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LEVEL 3 FING INC GLBL 144A NT 29 2029-11-15 11.000000 74643.00 77808.11 Corporate Debt Securities LEVEL 3 FING INC GLBL 144A NT 30 2030-12-15 10.750000 536.00 534.32 Corporate Debt Securities SABRE GLBL INC SR SEC GLBL 27 2027-06-01 8.625000 2000.00 1878.68 Corporate Debt Securities ARD FIN S A SR SEC GLBL 27 2027-06-30 6.500000 1.00 0.26 Corporate Debt Securities ARD FIN S A SR SEC GLBL 27 2027-06-30 6.500000 238.00 61.54 Corporate Debt Securities AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 26 2026-04-20 5.500000 6257000.00 4149355.04 Corporate Debt Securities AERCAP GLOBAL AVIATION TR JR SB 144A NT 45 2045-06-15 6.500000 6769000.00 6953605.67 Corporate Debt Securities AMERICAN NEWS CO LLC SR SEC GLBL 26 2026-09-01 8.500000 335.00 379.81 Corporate Debt Securities ABS CORP HEQ OOMC 2006-HE5 M1 20360725 FLT 2036-07-25 2.599245 679331.00 536808.45 Corporate Debt Securities ASSURANT INC SUB GLBL NT 7%48 2048-03-27 7.000000 2000000.00 2045868.89 Corporate Debt Securities BK OF AMERICA CORP ALT TIER I PERP 2079-12-31 6.250000 4854000.00 4838418.66 Corporate Debt Securities BANK AMER CORP ALT TIER I PERP 2079-12-31 5.875000 2195000.00 2151429.25 Corporate Debt Securities BK OF AMERICA CORP ALT TIER I PERP 2024-06-20 5.125000 155000.00 154398.60 Corporate Debt Securities BOMBARDIER INC SR 144A NT 6%28 2028-02-15 6.000000 2000.00 1999.41 Corporate Debt Securities COMMUNITY HEALTH SYS INC NEW SR SEC GLBL 29 2029-01-15 6.000000 1664000.00 1523602.77 Corporate Debt Securities CWABS INC 2006-6 M-1 20350925 FLT 2035-09-25 5.919360 4000000.00 3143488.55 Corporate Debt Securities CWABS INC 2004-7 MV-6 20341025 FLT 2034-10-25 3.720737 949000.00 146059.62 Corporate Debt Securities CAPITAL ONE FINL CORP PERP SUB -M NT 2024-09-01 3.950000 1000.00 905.96 Corporate Debt Securities CARNIVAL CORP SR GLBL 144A 30 2030-06-01 10.500000 2000.00 2275.56 Corporate Debt Securities CARVANA CO SR SEC GLBL 30 2030-06-01 13.000000 2000.00 2128.86 Corporate Debt Securities CELANESE US HLDGS LLC CR SEN SR GLBL27 2027-07-15 6.165000 3000.00 3104.19 Corporate Debt Securities CENTENE CORP DEL SR GLBL NT 29 2029-12-15 4.625000 900000.00 863699.75 Corporate Debt Securities CHARTER COMMUNICATIONS OPER SR SEC GLBL NT61 2061-12-01 4.400000 192000.00 127850.88 Corporate Debt Securities MULTIPLAN CORPORATION SR GLBL PIK 27 2027-10-15 6.000000 11300000.00 7996633.33 Corporate Debt Securities CITIGROUP INC PERP -M NT 6.3% 2024-08-15 9.006990 2000.00 2007.77 Corporate Debt Securities CITIGROUP INC PERP SR -P BD 2099-12-31 5.950000 1000.00 993.50 Corporate Debt Securities CITIGROUP INC PERP -Z NT7.375% 2024-08-15 7.375000 1866000.00 1918001.27 Corporate Debt Securities CITIGROUP MTG LN TR 2006-HE1 M-5 20360125 FLT 2036-01-25 6.189360 650127.00 584958.68 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AMC1 A-2B 20361225 FLT 2036-12-26 5.739360 12610948.00 2369335.79 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AMC1 A1 144 20361225 FLT 2036-12-26 5.759360 5500000.00 536757.61 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AMC2 A-3A 20370125 FLT 2037-01-25 5.519360 75350570.00 2259350.87 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AMC2 A-3B 20370125 FLT 2037-01-25 5.619360 13121000.00 2900825.23 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AHL3 A-3B 20450725 FLT 2045-07-25 5.609360 1000000.00 269293.11 Corporate Debt Securities CLOUD SOFTWARE GROUP INC SR SEC GLBL 29 2029-09-30 9.000000 2858000.00 2789779.54 Corporate Debt Securities COGENT COMMUNICATIONS GROUP IN SR GLBL 144A 27 2027-06-15 7.000000 50000.00 51335.39 Corporate Debt Securities COMMSCOPE INC SR SEC GLBL 29 2029-09-01 4.750000 1230000.00 897328.05 Corporate Debt Securities DAVE & BUSTERS INC SR SEC GLBL 25 2025-11-01 7.625000 97000.00 97997.56 Corporate Debt Securities ECOPETROL S A SR GLBL NT 30 2030-04-29 6.875000 1000.00 956.60 Corporate Debt Securities EDISON INTL PERP SR GLBL -B 2024-09-15 5.000000 1000.00 961.28 Corporate Debt Securities ELDORADO GOLD CORP NEW SR 144A NT 29 2029-09-01 6.250000 2000.00 1931.72 Corporate Debt Securities ENOVA INTL INC SR GLBL 144A 28 2028-12-15 11.250000 4413000.00 4985222.68 Corporate Debt Securities FIRST FRANKLIN MTG 2006-FF14 A6 20361025 FLT 2036-10-25 5.749360 414944.00 316736.76 Corporate Debt Securities FTAI AVIATION LTD SR GLBL 144A 30 2030-12-01 7.875000 245000.00 264921.56 Corporate Debt Securities FRONTIER COMMUNICATIONS HLDGS SR SEC GLBL 31 2031-03-15 8.625000 50000.00 51970.42 Corporate Debt Securities GOLDMAN SACHS GROUP INC ALT TIER I PERP 2024-08-10 3.650000 2000.00 1863.23 Corporate Debt Securities GRAND CANYON UNIVERSITY GLBL 2021B BD 24 2024-10-01 4.125000 6770000.00 6698068.75 Corporate Debt Securities GRAY TELEVISION INC 7%27 2027-05-15 7.000000 596000.00 527848.06 Corporate Debt Securities HSI ASSET SEC TR 2007-HE1 II-A-3 20370125 FLT 2037-01-25 5.629360 7535000.00 2874783.28 Corporate Debt Securities HAT HLDGS I LLC / HAT HLDGS II SR GLBL 144A 30 2030-09-15 3.750000 73000.00 64034.26 Corporate Debt Securities HILTON GRAND VACATIONS BORROWE SR SEC GLBL 29 2029-06-01 5.000000 998000.00 942950.32 Corporate Debt Securities J.P.MORGAN MTG TR 2022-LTV1 XS 20520725 FLT 2052-07-25 0.224420 64076.00 444.93 Corporate Debt Securities JPMORGAN CHASE & CO 6.1% 2099-12-31 6.100000 84000.00 84125.16 Corporate Debt Securities JPMORGAN CHASE & CO ALT TIER I PERP 2079-12-31 5.000000 656000.00 654340.32 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL HH 2079-12-31 4.600000 1500000.00 1472310.00 Corporate Debt Securities JPMORGAN CHASE & CO PERP SUB GLBL II 2024-10-01 4.000000 119000.00 115137.26 Corporate Debt Securities LABL ESCROW ISSUER LLC SR SEC GLBL 26 2026-07-15 6.750000 12000.00 12153.00 Corporate Debt Securities LAND O LAKES INC PERP SUB -A 144A 2079-12-31 8.000000 3000.00 2645.67 Corporate Debt Securities LD HOLDINGS GROUP LLC SR GLBL 144A 28 2028-04-01 6.125000 4253000.00 2962377.53 Corporate Debt Securities LEGENDS HOSPITALITY HLDG CO SR SEC GLBL 26 2026-02-01 5.000000 62000.00 62579.49 Corporate Debt Securities LITHIA MTRS INC SR GLBL 144A 31 2031-01-15 4.375000 100000.00 89429.78 Corporate Debt Securities LIVE NATION ENTERTAINMENT INC SR SEC GLBL 28 2028-01-15 3.750000 800000.00 746061.33 Corporate Debt Securities MACQUARIE AIRFINANCE HLDGS LTD SR 144A NT6.4%29 2029-03-26 6.400000 212000.00 216061.45 Corporate Debt Securities MATADOR RES CO SR GLBL 144A 28 2028-04-15 6.875000 1046000.00 1063891.54 Corporate Debt Securities MAV ACQUISITION CORP SR 144A NT 8%29 2029-08-01 8.000000 27000.00 25307.01 Corporate Debt Securities ML MTG INVESTORS 2005-AR1 M-2 20360625 FLT 2036-06-25 6.444360 4061079.00 2133466.18 Corporate Debt Securities NABORS INDS INC SR GLBL 144A 27 2027-05-15 7.375000 2000.00 2000.22 Corporate Debt Securities OCCIDENTAL PETE CORP SR GLBL NT 45 2045-06-15 4.625000 5000.00 4034.88 Corporate Debt Securities OPENDOOR TECHNOLOGIES INC SR GLBL COCO 26 2026-08-15 0.250000 20424000.00 16313386.33 Corporate Debt Securities PG&E CORP SR SEC GLBL 2027-12-01 4.250000 225000.00 235439.06 Corporate Debt Securities PENNYMAC CORP SR GLBL COCO 26 2026-03-15 5.500000 10063000.00 9642176.52 Corporate Debt Securities RENAISSANCE HEQ 2005-3 M-1 20351125 FLT 2035-11-25 5.256000 2560560.00 836492.67 Corporate Debt Securities RESIDENTIAL ASSET 2005-EFC2 M-7 20350725 FLT 2035-07-25 7.239360 2719000.00 2327592.55 Corporate Debt Securities SIJ LLC SR SEC GLBL 27 2027-07-15 11.000000 166.00 184.40 Corporate Debt Securities SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT 2032-06-15 1.581000 50000.00 50002.70 Corporate Debt Securities SEAWORLD PKS & ENTMT INC SR GLBL 144A 29 2029-08-15 5.250000 567000.00 535870.75 Corporate Debt Securities SECURITIZED ASSET REC 2006-FR2 A-3 20360325 FLT 2036-03-25 5.939360 2400000.00 849722.19 Corporate Debt Securities SIMMONS FOODS INC / SIMMONS P SR SEC GLBL 29 2029-03-01 4.625000 347000.00 305256.77 Corporate Debt Securities SPECIALTY UNDRWR FIN 2005-BC2 M-4 20351226 FLT 2035-12-26 6.504360 1985336.00 1688760.61 Corporate Debt Securities STRUCTURED ASSET SECS 2007-OSI A4 20370625 FLT 2037-06-25 5.639360 2852499.00 1351814.01 Corporate Debt Securities TENET HEALTHCARE CORP SR SEC GLBL NT27 2027-02-01 6.250000 2000.00 2038.51 Corporate Debt Securities TRANSOCEAN INC SR GLBL 144A 27 2027-02-01 8.000000 2000.00 2053.31 Corporate Debt Securities TRANSOCEAN INC SR SEC GLBL 30 2030-02-15 8.750000 2000.00 1921.88 Corporate Debt Securities TWO HARBORS INVENTMENT CORPOR SR GLBL CV NT 26 2026-01-15 6.250000 16392000.00 16246293.33 Corporate Debt Securities USB REALTY CORP -A 6.091% 2024-07-15 6.737170 9047000.00 7043270.44 Corporate Debt Securities UBER TECHNOLOGIES INC SR GLBL COCO 28 2028-12-01 0.875000 230000.00 253585.38 Corporate Debt Securities UNITI GROUP INC SR GLBL COCO 27 2027-12-01 7.500000 2583000.00 2459016.00 Corporate Debt Securities UNITI GROUP LP / UNITI FIBER/ SR SEC GLBL 28 2028-02-15 10.500000 2000.00 2046.21 Corporate Debt Securities URBAN ONE INC SR SEC GLBL 28 2028-02-01 7.375000 2000.00 1643.41 Corporate Debt Securities VECTOR GROUP LTD SR GLBL 144A 26 2026-11-01 10.500000 3000.00 3048.72 Corporate Debt Securities VIKING CRUISES LTD SR 144A NT 25 2025-05-15 6.250000 2000.00 2002.71 Corporate Debt Securities VIRGIN MEDIA FIN PLC SR GLBL 144A 30 2030-07-15 5.000000 225000.00 189191.25 Corporate Debt Securities VISTRA OPERATIONS CO LLC SR GLBL 144A 31 2031-10-15 7.750000 2108000.00 2208494.22 Corporate Debt Securities VONTIER CORPORATION SR GLBL NT 31 2031-04-01 2.950000 820000.00 677251.67 Corporate Debt Securities VONTIER CORPORATION SR GLBL NT 31 2031-04-01 2.950000 200000.00 165183.33 Corporate Debt Securities WINDSTREAM ESCROW LLC / WINDST SR 144A NT 28 2028-08-15 7.750000 2000.00 1929.34 Corporate Debt Securities WORLDWIDE MEDIA SVCS GROUP INC SUB GLBL PIK 27 2027-10-31 13.000000 3.00 3.69 Corporate Debt Securities XEROX HOLDINGS CORP SR GLBL 144A 28 2028-08-15 5.500000 374000.00 333819.10 Corporate Debt Securities ZAYO GROUP HLDGS INC SR SEC GLBL 27 2027-03-01 4.000000 3000.00 2358.75 Corporate Debt Securities ABRA GLOBAL FIN SR SEC GLBL 2028-03-02 5.000000 748582.00 717293.77 Corporate Debt Securities CSN ISLANDS XI CORP. SR GLBL REGS 28 2028-01-28 6.750000 200000.00 197137.00 Corporate Debt Securities PERU LNG S.R.L. SR GLBL REGS 30 2030-03-22 5.375000 10669000.00 9153924.95 Corporate Debt Securities PERU LNG S.R.L. SR GLBL REGS 30 2030-03-22 5.375000 200000.00 171598.56 Corporate Debt Securities ACE SECS HEQ 2006-OP1 M-1 20360425 FLT 2036-04-25 5.859360 1258378.00 903011.15 Corporate Debt Securities AEGIS ABS 2005-5 M2 20351226 FLT 2035-12-26 6.114360 3000000.00 1728996.95 Corporate Debt Securities ALLIED UNVL HOLDCO LLC/ALLIED SR SEC GLBL 31 2031-02-15 7.875000 2000.00 2036.52 Corporate Debt Securities ARGENT SECS INC 2005-W4 A-2D 20360225 FLT 2036-02-25 6.199360 7868367.00 2505611.93 Corporate Debt Securities BAIN CAPITAL CREDIT CLO 2020-1 SUB 20330418 FLT 2033-04-18 0.00 3000000.00 1590000.00 Corporate Debt Securities BELLEMEADE RE 2023-1 LTD M-1C 20331025 FLT 2033-10-25 10.173740 1333493.00 1399477.98 Corporate Debt Securities BLUE RACER MIDSTREAM LLC/ BLUE SR 144A NT 32 2032-07-15 7.250000 1000.00 1016.73 Corporate Debt Securities BRANDYWINE OPER PARTNERSHIP L SR GLBL NT 27 2027-11-15 3.950000 51000.00 45989.53 Corporate Debt Securities BRAVO MTG ASSET TR 2006-1 M-2 20360725 FLT 2036-07-25 6.114360 15582875.00 2218882.62 Corporate Debt Securities CSC HLDGS LLC SR 144A NT 31 2031-02-15 3.375000 1643000.00 964321.88 Corporate Debt Securities CHAMPIONS FING INC SR SEC 144A NT29 2029-02-15 8.750000 3079000.00 3235503.86 Corporate Debt Securities CITIGROUP MTG LN TR 2007-AMC2 A-3C 20370125 FLT 2037-01-25 5.689360 10000000.00 2210835.26 Corporate Debt Securities CLEVELAND-CLIFFS INC NEW SR 144A NT 30 2030-04-15 6.750000 1283000.00 1282698.50 Corporate Debt Securities DELEK LOGISTICS PARTNERS LP SR GLBL 144A 29 2029-03-15 8.625000 998000.00 1033755.84 Corporate Debt Securities DENALI CAPITAL CLO XI 2015-11 E-R 20281020 FLT 2028-10-20 13.836170 1599247.00 976361.08 Corporate Debt Securities ENLINK MIDSTREAM LLC SR GLBL 144A 30 2030-09-01 6.500000 96000.00 99288.96 Corporate Debt Securities GMACM HEQ LN TR 2005-HE1 A2 20350825 FLT 2035-08-25 5.939360 83459000.00 565370.39 Corporate Debt Securities GOL FIN SR SEC GLBL 25 2025-01-29 15.829200 1000.00 1078.38 Corporate Debt Securities GARRETT MOTION HLDGS INC /GARR SR GLBL 144A 32 2032-05-31 7.750000 1479000.00 1488721.14 Corporate Debt Securities GENESIS ENERGY LP SR GLBL NT 29 2029-01-15 8.250000 46000.00 48775.41 Corporate Debt Securities HOME EQUITY MTG INABS 2007-A 2A-3 20370425 FLT 2037-04-25 5.679360 4365093.00 1442819.74 Corporate Debt Securities HOME EQUITY MTG INABS 2007-A 2A-4A 20370425 FLT 2037-04-25 5.759360 6500000.00 2062390.03 Corporate Debt Securities HOWDEN UK REFIN PLC & US RE SR SEC 144A NT31 2031-02-15 7.250000 200000.00 202277.17 Corporate Debt Securities MGM CHINA HOLDINGS LIMITED SR GLBL 144A 26 2026-05-15 5.875000 200000.00 198019.58 Corporate Debt Securities MAGNETITE XVIII LTD 2016-18 SUB NT 20281115 FLT 2028-11-15 0.00 3796410.00 2308069.22 Corporate Debt Securities MASTR ASSET BKD SECS 2003-OPT1 M-4 20321225 FLT 2032-12-25 11.289360 3200000.00 884416.69 Corporate Debt Securities MASTR ABS TRUST 2006-AM3 M-1 20361025 FLT 2036-10-25 5.829360 3560443.00 1628267.83 Corporate Debt Securities MASTR ABS TRUST 2006-AM2 A-3 20360625 FLT 2036-06-25 5.779360 7418178.00 1174337.44 Corporate Debt Securities NOMURA HEQ LOAN 2005-HE1 M-6 20350925 FLT 2035-09-25 6.519360 3105698.00 2565114.86 Corporate Debt Securities POPULAR ABS 2006-A M-2 20360225 FLT 2036-02-25 6.309360 2763930.00 2536623.79 Corporate Debt Securities SURGERY CTR HLDGS INC SR GLBL 144A 32 2032-04-15 7.250000 364000.00 369143.62 Corporate Debt Securities U S ACUTE CARE SOLUTIONS LLC SR SEC 144A NT29 2029-05-15 9.750000 2000.00 1935.06 Corporate Debt Securities U S ACUTE CARE SOLUTIONS LLC SR SEC 144A NT29 2029-05-15 9.750000 2000.00 1935.06 Corporate Debt Securities U S ACUTE CARE SOLUTIONS LLC SR SEC 144A NT29 2029-05-15 9.750000 2000.00 1935.06 Corporate Debt Securities VIKING CRUISES LTD SR 144A NT 31 2031-07-15 9.125000 424000.00 469350.51 Corporate Debt Securities VIRGIN MEDIA SECD FIN PLC SR SEC GLBL 30 2030-08-15 4.500000 3364000.00 2860594.22 Corporate Debt Securities VODAFONE GROUP PLC SR GLBL NT 25 2025-05-30 4.125000 4000.00 3943.24 Corporate Debt Securities PAN AMERN ENERGY S L ARGENTINE GLBL AMZ REGS 32 2032-04-30 8.500000 3000.00 3144.28 Corporate Debt Securities CSN RESOURCES SA SR REGS NT 31 2031-06-10 4.625000 1499000.00 1219092.15 Corporate Debt Securities SAMARCO MINERACAO SA GLBL STEP PIK 31 2031-06-30 9.000000 2873.00 2722.63 Corporate Debt Securities Y 2024-06-03 2024-06-03 2024-06-03 N N N 0.0545 175000000.00 175000000.00 0.0084 N Y Y N ABN AMRO Bank NV ABN AMRO Bank NV 5.310000% 0001245022 Non-Negotiable Time Deposit Y Fitch, Inc. F1 Moody's Investors Service, Inc. P1 Standard and Poor's Ratings Services A-1 2024-06-03 2024-06-03 2024-06-03 N N N 0.0531 100000000.00 100000000.00 0.0048 N Y Y N UBS Master Trust 2024-06-07 /s/Rose Ann Bubloski Rose Ann Bubloski Vice President