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(London) ASB Finance Ltd. (London), 2.15% 0020P5HW2 549300A8V0FZJN79NH08 CIA790000 Financial Company Commercial Paper Y N/A N/A 2018-06-29 2018-07-30 2018-07-30 N N N 0.0193 44014520.00 44014520.00 0.0014 N N N N ASB Finance Ltd. (London) ASB Finance Ltd. (London), 2.41% 0020P5HZ5 549300A8V0FZJN79NH08 DAA304000 Financial Company Commercial Paper Y N/A N/A 2018-06-25 2018-09-26 2018-09-26 N N N 0.0263 83937336.00 83937336.00 0.0027 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.09% 06417LFN2 L3I9ZG2KFGXZ61BMYR72 US06417LFN29 0000009631 Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0171 208002080.00 208002080.00 0.0067 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.16% 06417LGG6 L3I9ZG2KFGXZ61BMYR72 US06417LGG68 0000009631 Financial Company Commercial Paper Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0203 251070531.00 251070531.00 0.0081 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.77% 06742QJV5 G5GSEF7VJP5I7OUK5573 CJJ849000 Financial Company Commercial Paper Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0177 62957078.10 62957078.10 0.0020 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 1.89% 06742QJZ6 G5GSEF7VJP5I7OUK5573 DAC415000 Financial Company Commercial Paper Y N/A N/A 2018-06-29 2018-06-29 2018-06-29 N N N 0.0189 35945974.80 35945974.80 0.0012 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.31% 06742QLF7 G5GSEF7VJP5I7OUK5573 DBJ003000 Financial Company Commercial Paper Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0231 34844152.00 34844152.00 0.0011 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.36% 06742QKH4 G5GSEF7VJP5I7OUK5573 DBJ006000 Financial Company Commercial Paper Y N/A N/A 2018-08-16 2018-08-16 2018-08-16 N N N 0.0236 34825423.50 34825423.50 0.0011 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.36% 06742QLG5 G5GSEF7VJP5I7OUK5573 DBJ898000 Financial Company Commercial Paper Y N/A N/A 2018-08-17 2018-08-17 2018-08-17 N N N 0.0236 42782174.90 42782174.90 0.0014 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.38% 06742QL42 G5GSEF7VJP5I7OUK5573 DBJ900000 Financial Company Commercial Paper Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N N N 0.0238 31830368.00 31830368.00 0.0010 N N N N Barclays Bank PLC/Barclays U.S. CCP Funding LLC Barclays Bank PLC/Barclays U.S. CCP Funding LLC, 2.39% 06742QKE1 G5GSEF7VJP5I7OUK5573 US06742QKE16 Financial Company Commercial Paper Y N/A N/A 2018-08-23 2018-08-23 2018-08-23 N N N 0.0239 62652492.00 62652492.00 0.0020 N N N N Bayerische Landesbank Bayerische Landesbank, 1.79% 07274MF18 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 289160801.51 289160801.51 0.0093 N Y Y N Bayerische Landesbank Bayerische Landesbank, 1.81% 07274MF59 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0181 43989066.00 43989066.00 0.0014 N N Y N Bayerische Landesbank Bayerische Landesbank, 1.82% 07274MF75 VDYMYTQGZZ6DU0912C88 0000878519 Financial Company Commercial Paper Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0182 284850267.50 284850267.50 0.0092 N N Y N BNP Paribas Dublin Branch BNP Paribas Dublin Branch, 1.78% 09659HF10 R0MUWSFPU8MPRO8K5P83 DCC938000 Financial Company Commercial Paper Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 41997942.00 41997942.00 0.0014 N Y Y N BPCE SA BPCE SA, 1.74% 05571CFB2 9695005MSX1OYEMGDF46 CJF927000 Financial Company Commercial Paper Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0174 274855130.00 274855130.00 0.0089 N N N N BPCE SA BPCE SA, 1.75% 05571CFD8 9695005MSX1OYEMGDF46 CJG890000 Financial Company Commercial Paper Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N N N 0.0175 274828510.00 274828510.00 0.0089 N N N N BPCE SA BPCE SA, 2.05% 05571CH12 9695005MSX1OYEMGDF46 DAE781000 Financial Company Commercial Paper Y N/A N/A 2018-08-01 2018-08-01 2018-08-01 N N N 0.0205 216240586.80 216240586.80 0.0070 N N N N BPCE SA BPCE SA, 2.12% 05571CH95 9695005MSX1OYEMGDF46 DBC668000 Financial Company Commercial Paper Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N N N 0.0212 248980150.00 248980150.00 0.0080 N N N N BPCE SA BPCE SA, 2.40% 05571CJE2 9695005MSX1OYEMGDF46 DBJ414000 Financial Company Commercial Paper Y N/A N/A 2018-09-14 2018-09-14 2018-09-14 N N N 0.0240 49657120.00 49657120.00 0.0016 N N N N BPCE SA BPCE SA, 2.43% 05571CJM4 9695005MSX1OYEMGDF46 DCB051000 Financial Company Commercial Paper Y N/A N/A 2018-09-21 2018-09-21 2018-09-21 N N N 0.0243 403988851.20 403988851.20 0.0130 N N N N Caisse d'Amort de la Dette Sociale Caisse d'Amort de la Dette Sociale, 1.87% 12802WFE9 969500P04DQJS4BPM574 DBB307000 Financial Company Commercial Paper Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0187 282796494.70 282796494.70 0.0091 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.10% 13608CDQ2 2IGI19DL77OX0HC3ZE78 US13608CDQ24 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-15 2018-08-15 2018-08-15 N N N 0.0194 235072850.00 235072850.00 0.0076 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.14% 13608CEG3 2IGI19DL77OX0HC3ZE78 US13608CEG33 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-05 2018-11-05 2018-11-05 N N N 0.0218 259959180.00 259959180.00 0.0084 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.16% 13608CDS8 2IGI19DL77OX0HC3ZE78 US13608CDS89 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-28 2018-08-28 2018-08-28 N N N 0.0203 125035125.00 125035125.00 0.0040 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.20% 13608CFG2 2IGI19DL77OX0HC3ZE78 US13608CFG24 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-13 2018-11-13 2018-11-13 N N N 0.0219 153008415.00 153008415.00 0.0049 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.26% 13608CEM0 2IGI19DL77OX0HC3ZE78 US13608CEM01 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-06-26 2018-11-26 2018-11-26 N N N 0.0222 290051330.00 290051330.00 0.0094 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 2.45% 13608CFE7 2IGI19DL77OX0HC3ZE78 US13608CFE75 0001045520 Financial Company Commercial Paper Y N/A N/A 2018-07-23 2019-01-23 2019-01-23 N N N 0.0248 286944264.60 286944264.60 0.0093 N N N N Commonwealth Bank of Australia Commonwealth Bank of Australia, 2.09% 20272AZS8 MSFSBD3QN1GSN7Q6C537 US20272AZS85 0000008565 Financial Company Commercial Paper Y N/A N/A 2018-06-05 2018-07-05 2018-07-05 N N N 0.0178 134038324.00 134038324.00 0.0043 N N N N Credit Suisse AG Credit Suisse AG, 1.90% 2254EBG39 ANGGYXNX0JLX3X63JN86 0001053092 Financial Company Commercial Paper Y N/A N/A 2018-07-03 2018-07-03 2018-07-03 N N N 0.0190 639894146.80 639894146.80 0.0206 N N N N Credit Suisse AG 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Gotham Funding Corp., 1.82% 38346MFD1 549300Z2ZR7VTUMRPR17 CJH234000 Asset Backed Commercial Paper Y N/A N/A 2018-06-13 2018-06-13 2018-06-13 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0182 94938421.00 94938421.00 0.0031 N N N N Gotham Funding Corp. Gotham Funding Corp., 2.19% 38346MH98 549300Z2ZR7VTUMRPR17 DBG839000 Asset Backed Commercial Paper Y N/A N/A 2018-08-09 2018-08-09 2018-08-09 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0219 67713080.80 67713080.80 0.0022 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.81% 56274MFB3 549300S0NSJYSOB32S63 CJG504000 Asset Backed Commercial Paper Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0181 97946550.80 97946550.80 0.0032 N N N N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 1.93% 56274MFM9 549300S0NSJYSOB32S63 DAA745000 Asset Backed Commercial Paper Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0193 19977810.00 19977810.00 0.0006 N N N N Bank of Montreal Bank of Montreal, 2.11% 06371EQN0 NQQ6HPCNCCU6TUTQYE16 US06371EQN03 0000927971 Certificate of Deposit Y N/A N/A 2018-06-06 2018-07-06 2018-07-06 N N N 0.0214 198991164.40 198991164.40 0.0064 N N N N Bank of Montreal Bank of Montreal, 2.11% 06371ENM5 NQQ6HPCNCCU6TUTQYE16 US06371ENM56 0000927971 Certificate of Deposit Y N/A N/A 2018-06-14 2018-06-14 2018-06-14 N N N 0.0177 59007375.00 59007375.00 0.0019 N N N N Bank of Montreal Bank of Montreal, 2.12% 06371EUJ4 NQQ6HPCNCCU6TUTQYE16 US06371EUJ45 0000927971 Certificate of Deposit Y N/A N/A 2018-06-11 2018-08-10 2018-08-10 N N N 0.0192 230082340.00 230082340.00 0.0074 N N N N Bank of Montreal Bank of Montreal, 2.14% 06371ESD0 NQQ6HPCNCCU6TUTQYE16 US06371ESD03 0000927971 Certificate of Deposit Y N/A N/A 2018-06-20 2018-07-20 2018-07-20 N N N 0.0187 150051750.00 150051750.00 0.0048 N N N N Bank of Montreal Bank of Montreal, 2.14% 06371EPE1 NQQ6HPCNCCU6TUTQYE16 US06371EPE13 0000927971 Certificate of Deposit Y N/A N/A 2018-06-21 2018-06-21 2018-06-21 N N N 0.0179 91017199.00 91017199.00 0.0029 N N N N Bank of Nova Scotia Bank of Nova Scotia, 2.09% 06417GYA0 L3I9ZG2KFGXZ61BMYR72 US06417GYA02 Certificate of Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0171 114001140.00 114001140.00 0.0037 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 2.10% 06417GYC6 L3I9ZG2KFGXZ61BMYR72 US06417GYC67 Certificate of Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0174 205013735.00 205013735.00 0.0066 N N Y N Bank of Nova Scotia Bank of Nova Scotia, 2.12% 06417GWF1 L3I9ZG2KFGXZ61BMYR72 US06417GWF17 Certificate of Deposit Y N/A N/A 2018-06-13 2018-07-13 2018-07-13 N N N 0.0182 44014740.00 44014740.00 0.0014 N N N N Bank of Tokyo-Mitsubishi UFJ Ltd. Bank of Tokyo-Mitsubishi UFJ Ltd., 2.36% 55379WDW3 C3GTMMZIHMY46P4OIX74 DBG840000 Certificate of Deposit Y N/A N/A 2018-09-10 2018-09-10 2018-09-10 N N N 0.0227 290062640.00 290062640.00 0.0094 N N N N Bayerische Landesbank Bayerische Landesbank, 2.20% 0727MAQT1 VDYMYTQGZZ6DU0912C88 DBE584000 Certificate of Deposit Y N/A N/A 2018-06-11 2018-06-11 2018-06-11 N N N 0.0183 110011715.00 110011715.00 0.0035 N N N N Bayerische Landesbank Bayerische Landesbank, 2.30% 0727MARR4 VDYMYTQGZZ6DU0912C88 DCC960000 Certificate of Deposit Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0196 259089950.70 259089950.70 0.0084 N N N N Bayerische Landesbank Bayerische Landesbank, 2.30% 0727MART0 VDYMYTQGZZ6DU0912C88 DCD630000 Certificate of Deposit Y N/A N/A 2018-07-13 2018-07-13 2018-07-13 N N N 0.0198 259993148.16 259993148.16 0.0084 N N N N Bayerische Landesbank Bayerische Landesbank, 2.30% 0727MARW3 VDYMYTQGZZ6DU0912C88 DCE020000 Certificate of Deposit Y N/A N/A 2018-07-16 2018-07-16 2018-07-16 N N N 0.0200 282102394.20 282102394.20 0.0091 N N N N KBC Bank NV KBC Bank NV, 2.13% 4823TAXK8 6B2PBRV1FCJDMR45RZ53 DAB074000 Certificate of Deposit Y N/A N/A 2018-06-04 2018-06-04 2018-06-04 N N N 0.0172 124005294.80 124005294.80 0.0040 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LD57 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0179 306000122.40 306000122.40 0.0099 N Y Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LD73 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0182 310999471.30 310999471.30 0.0100 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LD81 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0182 305999082.00 305999082.00 0.0099 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LE23 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0183 52999750.90 52999750.90 0.0017 N N Y N Landesbank Baden-Wuerttemberg New York Branch Landesbank Baden-Wuerttemberg New York Branch, 1.82% 51500LD99 B81CK4ESI35472RHJ606 0000878519 Certificate of Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0183 254998801.50 254998801.50 0.0082 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.11% 60683BEJ8 JBONEPAGQXF4QP29B387 US60683BEJ89 Certificate of Deposit Y N/A N/A 2018-06-15 2018-06-15 2018-06-15 N N N 0.0177 120015840.00 120015840.00 0.0039 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.19% 60683BGM9 JBONEPAGQXF4QP29B387 US60683BGM90 Certificate of Deposit Y N/A N/A 2018-06-12 2018-09-12 2018-09-12 N N N 0.0217 65001820.00 65001820.00 0.0021 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.19% 60683BGL1 JBONEPAGQXF4QP29B387 US60683BGL18 Certificate of Deposit Y N/A N/A 2018-06-14 2018-09-14 2018-09-14 N N N 0.0218 69001104.00 69001104.00 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.19% 60683BGN7 JBONEPAGQXF4QP29B387 US60683BGN73 Certificate of Deposit Y N/A N/A 2018-06-18 2018-09-17 2018-09-17 N N N 0.0218 81999918.00 81999918.00 0.0026 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.20% 60683BGT4 JBONEPAGQXF4QP29B387 US60683BGT44 Certificate of Deposit Y N/A N/A 2018-06-25 2018-09-24 2018-09-24 N N N 0.0223 38995008.00 38995008.00 0.0013 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.21% 60683BGX5 JBONEPAGQXF4QP29B387 US60683BGX55 Certificate of Deposit Y N/A N/A 2018-06-26 2018-09-26 2018-09-26 N N N 0.0224 33995342.00 33995342.00 0.0011 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 2.21% 60683BGW7 JBONEPAGQXF4QP29B387 US60683BGW72 Certificate of Deposit Y N/A N/A 2018-06-28 2018-09-28 2018-09-28 N N N 0.0224 89986500.00 89986500.00 0.0029 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.19% 60700AUG7 RB0PEZSDGCO3JS6CEU02 CJF021000 Certificate of Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0177 275021147.50 275021147.50 0.0089 N N Y N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.34% 60700AWN0 RB0PEZSDGCO3JS6CEU02 DAF240000 Certificate of Deposit Y N/A N/A 2018-07-06 2018-07-06 2018-07-06 N N N 0.0192 289116264.70 289116264.70 0.0093 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 2.34% 60700AWQ3 RB0PEZSDGCO3JS6CEU02 DAF811000 Certificate of Deposit Y N/A N/A 2018-07-09 2018-07-09 2018-07-09 N N N 0.0193 231096996.90 231096996.90 0.0075 N N N N Royal Bank of Canada Royal Bank of Canada, 2.11% 78009NY26 ES7IP3U3RHIGC71XBU11 US78009NY266 Certificate of Deposit Y N/A N/A 2018-06-04 2018-08-03 2018-08-03 N N N 0.0187 69027462.00 69027462.00 0.0022 N N N N Royal Bank of Canada Royal Bank of Canada, 2.11% 78009N2R6 ES7IP3U3RHIGC71XBU11 US78009N2R66 Certificate of Deposit Y N/A N/A 2018-06-11 2018-07-10 2018-07-10 N N N 0.0181 171053181.00 171053181.00 0.0055 N N N N Royal Bank of Canada Royal Bank of Canada, 2.12% 78009N2B1 ES7IP3U3RHIGC71XBU11 US78009N2B15 Certificate of Deposit Y N/A N/A 2018-06-20 2018-06-20 2018-06-20 N N N 0.0179 221037791.00 221037791.00 0.0071 N N N N Royal Bank of Canada Royal Bank of Canada, 2.15% 78009N6V3 ES7IP3U3RHIGC71XBU11 US78009N6V33 Certificate of Deposit Y N/A N/A 2018-06-20 2018-10-18 2018-10-18 N N N 0.0214 225001800.00 225001800.00 0.0073 N N N N Royal Bank of Canada Royal Bank of Canada, 2.17% 78009N4D5 ES7IP3U3RHIGC71XBU11 US78009N4D52 Certificate of Deposit Y N/A N/A 2018-06-29 2018-08-30 2018-08-30 N N N 0.0204 249072459.00 249072459.00 0.0080 N N N N Royal Bank of Canada Royal Bank of Canada, 2.41% 78012UCH6 ES7IP3U3RHIGC71XBU11 US78012UCH68 Certificate of Deposit Y N/A N/A 2018-06-28 2018-09-28 2018-09-28 N N N 0.0239 188005226.40 188005226.40 0.0061 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.11% 86563Y6U2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0173 260013000.00 260013000.00 0.0084 N N Y N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.19% 86565BFC0 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-06-21 2018-09-24 2018-09-24 N N N 0.0218 260003120.00 260003120.00 0.0084 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.19% 86565BFH9 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-06-25 2018-09-25 2018-09-25 N N N 0.0215 217023175.60 217023175.60 0.0070 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 2.20% 86565BFK2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2018-06-29 2018-09-28 2018-09-28 N N N 0.0220 319992320.00 319992320.00 0.0103 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 2.11% 86564E5S1 5493006GGLR4BTEL8O61 US86564E5S16 0001046017 Certificate of Deposit Y N/A N/A 2018-06-08 2018-06-08 2018-06-08 N N N 0.0174 261020097.00 261020097.00 0.0084 N N N N Sumitomo Mitsui Trust Bank Ltd. 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Citigroup Global Markets, Inc., 2.90% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ICE 3 GLOBAL CR CLO LTD / ICE 3 GLOBAL CR CLO INC 54930008F56MLB71PR69 2024-04-20 2024-04-20 3.706 - 3.706 27696063.00 27770869.31 Asset-Backed Securities KOITERE FD TR 2017-SPL3 A-IOA 20531128 FLT 2053-11-28 2053-11-28 3.836 - 3.836 116086523.00 8632191.72 Asset-Backed Securities JAMESTOWN CLO X LTD JAMESTOWN CLO X CORP 2029-07-17 2029-07-17 3.603 - 3.603 19700000.00 19830875.65 Asset-Backed Securities ACIS CLO 2014 4 LTD ACIS CLO2014 4 LLC 2026-05-01 2026-05-01 3.778 - 3.778 20581452.00 20639664.07 Asset-Backed Securities LOCKWOOD GROVE CLO LTD LOCKWOOD GROVE CLO C 2030-01-25 2030-01-25 3.53 - 3.53 26683100.00 26845320.97 Asset-Backed Securities BYVW OPP MST FD TR 2017-SPL5 A-IOA 20570728 FLT 2057-07-28 2057-07-28 4.532 - 4.532 252972000.00 20655529.17 Asset-Backed Securities BYVW OPP MST FD TR 2017-SPL1 A-IOA 20641028 FLT 2064-10-28 2064-10-28 3.854 - 3.854 222332000.00 16232570.81 Asset-Backed Securities BYVW OPP MST FD IVB 2017-SPL2 A-IOA 20540628 FLT 2054-06-28 2054-06-28 4.014 - 4.014 123136000.00 9424047.98 Asset-Backed Securities VENTURE XXVIII CLO 2017-28 A-2 20300722 FLT 54930010DKR017G3JK24 2030-07-22 2030-07-22 3.469 - 3.469 29507467.00 29678032.52 Asset-Backed Securities Y N/A N/A 2018-08-20 2018-08-20 2018-08-20 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0291 170986593.60 170986593.60 0.0055 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 1.90% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2021-04-19 2048-01-20 2.503 - 5.875 16330000.00 16579196.31 Corporate Debt Securities MORGAN STANLEY GROUP INC. IGJSJL3JD5P30I6NJZ34 2026-09-08 2026-09-08 4.35 - 4.35 84000.00 84230.86 Corporate Debt Securities COOPERATIEVE CENTRALE DG3RU1DBUFHT4ZF9WN62 2022-11-09 2022-11-09 3.95 - 3.95 59000.00 58931.21 Corporate Debt Securities AMERICAN EXP CRT CP 9ET6B8VCXWW51H8Z3M54 2020-05-26 2021-05-05 2.25 - 2.375 2410000.00 2377746.25 Corporate Debt Securities AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 2028-04-06 2028-04-06 3.9 - 3.9 4500000.00 4502970.28 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2027-04-23 2027-04-23 3.95 - 3.95 2000.00 1937.32 Corporate Debt Securities MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 2023-05-22 2023-05-22 4.1 - 4.1 23000.00 23283.84 Corporate Debt Securities KEYCORP RKPI3RZGV1V1FJTH5T61 2020-09-15 2028-04-30 2.9 - 5.1 7280000.00 7303875.29 Corporate Debt Securities BPCE 9695005MSX1OYEMGDF46 2025-03-15 2025-03-15 4.5 - 4.5 18000.00 17810.37 Corporate Debt Securities LOWE'S COMPANIES, INC. WAFCR4OKGSC504WU3E95 2037-05-15 2037-05-15 7.11 - 7.11 3500000.00 4724886.18 Corporate Debt Securities CATERPLR FIN.SRV.CO. EDBQKYOPJUCJKLOJDE72 2020-05-15 2023-05-15 2.95 - 3.45 9417000.00 9477556.21 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 43000000.00 43000000.00 0.0014 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.83% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PARKER-HANNIFIN CORP MTNS BE SR GLBL -A NT 24 5493002CONDB4N2HKI23 2024-11-21 2024-11-21 3.3 - 3.3 371000.00 368275.62 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 21 VGRQXHF3J8VDLUA7XE92 2021-02-19 2039-11-30 2.25 - 5.6 20986000.00 22691700.93 Corporate Debt Securities DAIMLER FINANCE NORTH AMER LLC SR GLBL REGS 20 549300423Z16BB673J12 2020-05-05 2022-01-06 2.2 - 2.85 10639105.00 10470676.31 Corporate Debt Securities ORACLE CORP SR GLBL NT2.4%23 1Z4GXXU7ZHVWFCD8TV52 2022-05-15 2023-09-15 2.4 - 2.5 8067000.00 7885887.90 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 29 784F5XWPLTWKTBV3E584 2029-05-01 2029-05-01 4.223 - 4.223 4689181.00 4647248.52 Corporate Debt Securities COLONIAL PIPELINE CO SR GLBL 144A 48 549300Y8RLCD6IQXIT35 2048-04-15 2048-04-15 4.25 - 4.25 1100.00 1082.00 Corporate Debt Securities SIEMENS FIN NV SR REGS NT1.7%21 TAFO772JB70PDRN5VS48 2021-09-15 2021-09-15 1.7 - 1.7 1.00 0.96 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL FL NT 23 ZUE8T73ROZOF6FLBAR73 2023-01-30 2023-01-30 3.079 - 3.079 6.00 5.98 Corporate Debt Securities CVS HEALTH CORP SR GLBL NT 21 549300EJG376EN5NQE29 2021-03-09 2021-03-09 3.35 - 3.35 222209.00 224508.99 Corporate Debt Securities ENEL FIN INTL N.V. SR GLBL REGS 27 0YQH6LCEF474UTUV4B96 2027-05-25 2027-05-25 3.625 - 3.625 79462.00 73020.35 Corporate Debt Securities CRANE CO SR GLBL NT4.2%48 549300X1RO9ID7AUCA83 2048-03-15 2048-03-15 4.2 - 4.2 30.00 29.29 Corporate Debt Securities PETROLEOS MEXICANOS BD 6.5%27 549300CAZKPF4HKMPX17 2027-03-13 2027-03-13 6.5 - 6.5 1.00 1.05 Corporate Debt Securities CSX CORP SR GLBL NT 27 549300JVQR4N1MMP3Q88 2027-06-01 2027-06-01 3.25 - 3.25 250.00 241.26 Corporate Debt Securities THERMO FISHER SCIENTIFIC INC SR GLBL NT3.2%27 HCHV7422L5HDJZCRFL38 2027-08-15 2027-08-15 3.2 - 3.2 59.00 56.04 Corporate Debt Securities VULCAN MATLS CO SR GLBL FL NT 21 549300Q8LSNHAVWBNI21 2021-03-01 2021-03-01 2.95 - 2.95 379010.00 382731.67 Corporate Debt Securities SIEMENS FIN NV SR 144A NT4.4%45 TAFO772JB70PDRN5VS48 2045-05-27 2045-05-27 4.4 - 4.4 5435000.00 5689515.01 Corporate Debt Securities CNOOC FINANCE 2011 LIMITED SR REGS NT 21 2021-01-26 2021-01-26 4.25 - 4.25 6848000.00 7104573.63 Corporate Debt Securities APPLE INC SR GLBL NT2.9%27 HWUPKR0MPOU8FGXBT394 2027-09-12 2027-09-12 2.9 - 2.9 372574.00 355925.12 Corporate Debt Securities CISCO SYS INC SR GLBL NT2.2%21 8E6NF1YAL0WT6CWXXV93 2021-02-28 2021-02-28 2.2 - 2.2 1801000.00 1780348.53 Corporate Debt Securities MIZUHO FINL GROUP INC SR GLBL FL NT 23 353800CI5L6DDAN5XZ33 2023-03-05 2023-03-05 2.815 - 2.815 9646828.00 9727800.53 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0183 68000000.00 68000000.00 0.0022 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.90% KBVRJ5K57JZ3E2AVWX40 DCE473000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BUNGE LIMITED COM 5493007M0RIN8HY3MM77 2049-01-01 2049-01-01 N/A 14007.00 985392.45 Equities AMC NETWORKS INC CL A 549300VGG9K75226LR46 2049-01-01 2049-01-01 N/A 1303.00 76811.85 Equities CAVIUM INC COM 25490083AG7Q8M0CFO69 2049-01-01 2049-01-01 N/A 4768.00 401370.24 Equities BARRICK GOLD CORP COM 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2049-01-01 N/A 55448.00 2098706.80 Equities CITIZENS FINL GROUP INC COM 2138004JDDA4ZQUPFW65 2049-01-01 2049-01-01 N/A 21599.00 873463.56 Equities PROCTER AND GAMBLE CO COM 2572IBTT8CCZW6AU4141 2049-01-01 2049-01-01 N/A 12633.00 946085.37 Equities DOWDUPONT INC COM 5493004JF0SDFLM8GD76 2500-12-31 2500-12-31 N/A 31605.00 2047687.95 Equities BAXTER INTL INC COM J5OIVXX3P24RJRW5CK77 2049-01-01 2049-01-01 N/A 1.00 71.87 Equities CITRIX SYS INC COM HCTKJGUQOPZ5NBK7NP58 2049-01-01 2049-01-01 N/A 1054.00 112366.94 Equities PEPSICO INC COM FJSUNZKFNQ5YPJ5OT455 2049-01-01 2049-01-01 N/A 3295.00 335529.85 Equities BANK AMER CORP COM 9DJT3UXIJIZJI4WXO774 2049-01-01 2049-01-01 N/A 186463.00 5498793.87 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2049-01-01 2049-01-01 N/A 7691.00 1442062.50 Equities ACTIVISION BLIZZARD INC COM 549300TPQQDBP9GNOF40 2049-01-01 2049-01-01 N/A 17599.00 1244073.31 Equities PHILIP MORRIS INTL INC COM HL3H1H2BGXWVG3BSWR90 2049-01-01 2049-01-01 N/A 6453.00 518304.96 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0.0190 65000000.00 65000000.00 0.0021 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.90% KBVRJ5K57JZ3E2AVWX40 DCE574000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ENTERPRISE PRODS PARTNERS L P COM K4CDIF4M54DJZ6TB4Q48 2049-01-01 2049-01-01 N/A 995400.00 28498302.00 Equities OLD DOMINION FGHT LINES INC COM 2049-01-01 2049-01-01 N/A 17482.00 2769498.44 Equities SOUTHWESTERN ENERGY CO COM EFWMP121W54QV9MGOP87 2049-01-01 2049-01-01 N/A 77700.00 363636.00 Equities ISHARES TR CORE US AGGBD ET 549300F7VSXTKBGHJE47 2049-01-01 2049-01-01 N/A 753.00 80232.15 Equities GENWORTH FINL INC COM CL A 549300EMCG286BDNKJ33 2049-01-01 2049-01-01 N/A 75900.00 277794.00 Equities CHESAPEAKE ENERGY CORP COM X2MT1W32SPAZ9WSKLE78 2049-01-01 2049-01-01 N/A 91409.00 412254.59 Equities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 30000000.00 30000000.00 0.0010 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.98% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DYNEGY INC SR GLBL NT 24 2024-02-02 2024-02-02 8.034 - 8.034 371.00 400.18 Corporate Debt Securities ANADARKO PETE CORP SR NT 6.45%36 B78FQ7XBQFLP4AYJ6F79 2036-09-15 2036-09-15 6.45 - 6.45 2735000.00 3278490.08 Corporate Debt Securities CENTRAIS ELECTRICAS BRASILEIRA SR NT REGS 21 254900I8KYDELP4B4Z08 2021-10-27 2021-10-27 5.75 - 5.75 27827000.00 27908548.58 Corporate Debt Securities ENBRIDGE INC SUB GLBL COCO 78 98TPTUM4IVMFCZBCUR27 2078-03-01 2078-03-01 6.25 - 6.25 2141671.00 2134999.69 Corporate Debt Securities CONUMA COAL RES LTD SR SEC GLBL 23 5493002BTSOLIKR8TY08 2023-05-01 2023-05-01 10 - 10 158096.00 160423.52 Corporate Debt Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0198 31000000.00 31000000.00 0.0010 N Y Y N J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 1.82% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NORDEA BANK AB (PUBL) 2018-08-31 2018-08-31 N/A 33355000.00 33170000.13 Money Market WESTPAC BANKING CORP. 2019-05-24 2019-05-24 2.418 - 2.418 111975000.00 112062338.98 Money Market Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0182 141000000.00 141000000.00 0.0045 N Y Y N J.P. Morgan Securities, LLC J.P. 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RBS Securities, Inc., 1.87% ZE2ZWJ5BTIQJ8M0C6K34 0000808379 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BB&T CORP 549300DRQQI75D2JP341 2021-02-01 2021-02-01 2.15 - 2.15 5848000.00 5759618.85 Corporate Debt Securities ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 2020-01-14 2021-05-05 2.625 - 4.75 4600000.00 4823911.83 Corporate Debt Securities BARCLAYS PLC 213800LBQA1Y9L22JB70 2024-05-16 2029-05-16 4.337 - 4.972 26354000.00 26149461.17 Corporate Debt Securities BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2023-03-01 2023-03-01 3.5 - 3.5 525000.00 519462.74 Corporate Debt Securities BP CAPITAL MARKETS P.L.C. 549300CRVT18MXX0AG93 2020-01-15 2027-09-19 2.315 - 3.994 11480000.00 11555000.86 Corporate Debt Securities BNP PARIBAS R0MUWSFPU8MPRO8K5P83 2033-03-01 2033-03-01 4.375 - 4.375 120000.00 114353.51 Corporate Debt Securities BANQUE FEDERATIVE VBHFXSYT7OG62HNT8T76 2020-10-15 2022-07-20 2.7 - 2.75 11028000.00 10887636.68 Corporate Debt Securities PNC FUNDING CORP CFGNEKW0P8842LEUIA51 2020-02-08 2020-02-08 5.125 - 5.125 9058000.00 9534219.96 Corporate Debt Securities BANK OF NY COMPNY INC. 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EDBQKYOPJUCJKLOJDE72 2020-05-15 2023-05-15 1.85 - 3.45 28672000.00 28525634.40 Corporate Debt Securities PNC BANK NA AD6GFRVSDT01YPT1CS68 2022-11-01 2022-11-01 2.7 - 2.7 555000.00 536809.85 Corporate Debt Securities LLOYDS BKG GROUP PLC 549300PPXHEU2JF0AM85 2025-05-08 2025-05-08 4.45 - 4.45 615000.00 620756.08 Corporate Debt Securities FIFTH THIRD BANK QFROUN1UWUYU0DVIWD51 2020-10-30 2020-10-30 2.2 - 2.2 272000.00 267072.25 Corporate Debt Securities SANTANDER UK PLC PTCQB104N23FMNK2RZ28 2019-03-14 2020-03-16 2.375 - 2.5 8870000.00 8875150.38 Corporate Debt Securities MASTERCARD INCORPORATED AR5L2ODV9HN37376R084 2028-02-26 2028-02-26 3.5 - 3.5 33000.00 33344.48 Corporate Debt Securities TOYOTA MOTOR CREDIT CO Z2VZBHUMB7PWWJ63I008 2020-01-10 2028-01-11 2.2 - 3.4 15160000.00 15068068.39 Corporate Debt Securities SIEMENS TAFO772JB70PDRN5VS48 2022-05-27 2027-03-16 2.9 - 3.4 6620000.00 6530894.74 Corporate Debt Securities PEPSICO FJSUNZKFNQ5YPJ5OT455 2023-03-01 2024-03-01 2.75 - 3.6 2798000.00 2868826.12 Corporate Debt Securities TOYOTA MOTOR CREDIT CO Z2VZBHUMB7PWWJ63I008 2022-01-12 2022-01-12 3.3 - 3.3 88000.00 89646.48 Corporate Debt Securities ANZ NEW ZEALAND INTL 213800VD256NU2D97H12 2022-01-25 2022-01-25 2.875 - 2.875 4478000.00 4428439.96 Corporate Debt Securities AIRBUS GROUP MINO79WLOO247M1IL051 2027-04-10 2027-04-10 3.15 - 3.15 96000.00 93015.84 Corporate Debt Securities LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 2028-11-07 2028-11-07 3.574 - 3.574 400000.00 368965.36 Corporate Debt Securities SANTANDER UK GROUP HLDGS PLC 549300F5XIFGNNW4CF72 2024-01-05 2028-11-03 3.373 - 3.823 16322000.00 15163046.50 Corporate Debt Securities JOHN DEERE CAPITAL CO E0KSF7PFQ210NWI8Z391 2023-01-06 2028-01-06 2.7 - 3.35 6252000.00 6258930.72 Corporate Debt Securities QUALCOMM INCORPORATED H1J8DDZKZP6H7RWC0H53 2019-05-20 2020-05-20 1.85 - 2.1 5299000.00 5290689.32 Corporate Debt Securities CITIGROUP, INC. 6SHGI4ZSSLCXXQSBB395 2019-06-07 2019-06-07 1.612 - 1.612 50000000.00 50533342.36 Corporate Debt Securities BMW US CAP LLC 2019-04-11 2019-04-11 1.5 - 1.5 625000.00 620944.84 Corporate Debt Securities PHILLIP MORRIS INTERNATIONAL I HL3H1H2BGXWVG3BSWR90 2019-02-25 2022-08-22 1.375 - 2.5 885000.00 861651.38 Corporate Debt Securities TENCENT HOLDINGS LTD 254900N4SLUMW4XUYY11 2038-01-19 2038-01-19 3.925 - 3.925 3000000.00 2858017.80 Corporate Debt Securities BNP PARIBAS NEW YORK R0MUWSFPU8MPRO8K5P83 2024-01-10 2024-01-10 3.8 - 3.8 61000.00 60919.95 Corporate Debt Securities AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 2021-07-12 2021-07-12 1.65 - 1.65 4376000.00 4229950.89 Corporate Debt Securities SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 2027-01-12 2027-01-12 4 - 4 9000.00 8785.83 Corporate Debt Securities DAIMLER FIN NORTH AMER LLC 549300423Z16BB673J12 2019-07-05 2028-02-22 1.5 - 3.75 23176000.00 23137006.20 Corporate Debt Securities BANK OF AMERICA FUNDING CORPOR 9DJT3UXIJIZJI4WXO774 2022-05-17 2024-03-05 3.3 - 3.55 57000000.00 56947552.08 Corporate Debt Securities BMW US CAPITAL LLC KK5MZM9DIXLXZL9DZL15 2019-04-11 2028-04-12 1.45 - 3.75 12975000.00 12927539.37 Corporate Debt Securities UBS GROUP FDG SWITZ AG 506700Q800G1L95S7805 2023-05-23 2028-03-23 3.491 - 4.253 70000.00 68894.55 Corporate Debt Securities UBS GROUP FDG JERSEY LTD 2026-04-15 2026-04-15 4.125 - 4.125 950000.00 944400.92 Corporate Debt Securities UBS AG, LONDON BRANCH BFM8T61CT2L1QCEMIK50 2018-12-07 2018-12-07 1.54 - 1.54 36020000.00 36177097.31 Corporate Debt Securities AT & T INC 549300Z40J86GGSTL398 2021-07-15 2021-07-15 2.023 - 2.023 21050000.00 21408202.98 Corporate Debt Securities CATERPILLAR INC. 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5.375 939.00 918.16 Corporate Debt Securities BOMBARDIER INC SR GLBL REGS 23 W7L3VLU8EHQY34Z36697 2023-01-15 2023-01-15 6.125 - 6.125 8000000.00 8165111.12 Corporate Debt Securities TMX FIN LLC/TITLEMAX FIN CORP SR SEC GLBL 18 2018-09-15 2018-09-15 8.5 - 8.5 7006000.00 7140826.57 Corporate Debt Securities ARCOS DORADOS HOLDINGS INC SR GLBL REGS 27 54930023P2MIZN13DQ85 2027-04-04 2027-04-04 5.875 - 5.875 4873.00 4857.42 Corporate Debt Securities OASIS PETE INC NEW SR GLBL 144A 26 2026-05-01 2026-05-01 6.25 - 6.25 142973.00 143752.40 Corporate Debt Securities PHI INC SR GLBL NT 19 2019-03-15 2019-03-15 5.25 - 5.25 7000000.00 6710083.34 Corporate Debt Securities SCHULMAN A INC SR GLBL NT 23 5493004OGK9A7CGV3B42 2023-06-01 2023-06-01 6.875 - 6.875 5498000.00 5961893.75 Corporate Debt Securities APERGY CORP SR GLBL 144A 26 549300EP2909K6DYYP38 2026-05-01 2026-05-01 6.375 - 6.375 6988179.00 7075240.06 Corporate Debt Securities SINCLAIR TELEVISION GROUP SR NT 5.375%21 2021-04-01 2021-04-01 5.375 - 5.375 7983000.00 8094429.38 Corporate Debt Securities MEG ENERGY CORP SR 144A NT 23 5493002WXPTG5ZC1T326 2023-01-30 2023-01-30 6.375 - 6.375 9000000.00 8427843.75 Corporate Debt Securities VPII ESCROW CORP SR NT 144A 21 B3BS7ACMDUWISF18KY76 2021-07-15 2021-07-15 7.5 - 7.5 7981000.00 8356772.09 Corporate Debt Securities BOXER PARENT CO INC SR PIK 144A NT19 5493006T045HLTF7YX04 2019-10-15 2019-10-15 9 - 9 6153000.00 6246833.26 Corporate Debt Securities CSN RESOURCES SA GLBL REGS NT 20 222100ZEX458NMOXZP08 2020-07-21 2020-07-21 6.5 - 6.5 6784000.00 6671875.55 Corporate Debt Securities CONSOL ENERGY INC NEW SR GLBL 144A 25 549300YJCTPJBTK7IJ81 2025-11-15 2025-11-15 11 - 11 6114629.00 6733055.78 Corporate Debt Securities AEROPUERTOS DOMINICANOS SR SEC GLBL 29 2029-03-30 2029-03-30 6.75 - 6.75 1.00 1.05 Corporate Debt Securities CENTRAIS ELECTRICAS BRASILEIRA SR NT REGS 21 254900I8KYDELP4B4Z08 2021-10-27 2021-10-27 5.75 - 5.75 7728000.00 7750647.34 Corporate Debt Securities TENET HEALTHCARE CORP 2LIEN SR 144A22 0W9AIBT6U6ADJ2I8HK17 2022-01-01 2022-01-01 7.5 - 7.5 6000000.00 6487500.00 Corporate Debt Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0222 86998825.50 86998825.50 0.0028 N N N Y Societe Generale Societe Generale, 2.23% O2RNE8IBXP4R0TD8PU41 DCE493000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CITIBANK NA N Y SR GLBL FL NT 20 E57ODZWZ7FF32TWEFA76 2020-05-01 2020-05-01 2.678 - 2.678 7725090.00 7747892.21 Corporate Debt Securities BOC AVIATION PTE LTD VR 050218-050221 254900H06V5RMEB3KE72 2021-05-02 2021-05-02 3.413 - 3.413 233.00 234.69 Corporate Debt Securities SLM CORP FR 5.625%080133 54930067J0ZNOEBRW338 2033-08-01 2033-08-01 5.625 - 5.625 3000.00 2636.25 Corporate Debt Securities MIZUHO CORPORATE BK LTD N Y BR SR GLBL REGS 23 RB0PEZSDGCO3JS6CEU02 2023-03-21 2023-03-21 3.5 - 3.5 18711000.00 18809523.82 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA REGS SR GLBL REGS 26 MSFSBD3QN1GSN7Q6C537 2026-05-18 2026-05-18 2.85 - 2.85 20000000.00 18592583.33 Corporate Debt Securities Y N/A N/A 2018-07-02 2018-07-02 2018-07-02 N N N 0.0222 42999423.80 42999423.80 0.0014 N N N Y Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.83% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2019-03-15 2019-03-15 1.875 - 1.875 674000.00 674706.58 Other Instrument INTERNATIONAL DEBT ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-09-13 2022-09-13 1.75 - 1.75 92747000.00 89090269.18 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0183 88000000.00 88000000.00 0.0028 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 1.90% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TERADYNE INC SR COCO 23 C3X4YJ278QNZHRJULN75 2023-12-15 2023-12-15 1.25 - 1.25 5995866.00 8129937.94 Equities HERBALIFE LTD SR COCO 24 549300BA7TYPBSZZIA41 2024-03-15 2024-03-15 2.625 - 2.625 3395544.00 3471608.43 Equities CAESARS ENTMT CORP SR GLBL CV NT 24 2024-10-01 2024-10-01 5 - 5 9617086.00 18100638.13 Equities SQUARE INC SR CV NT0.375%22 549300OHIIUWSTIZME52 2022-03-01 2022-03-01 0.375 - 0.375 3358400.00 8512662.42 Equities AXA SA 7.25%21 F5WCUMTUM4RKZ1MAIE39 2021-05-15 2021-05-15 7.25 - 7.25 7349998.00 7941111.38 Equities REALPAGE INC SR CONV NT1.5%22 5493001RSFZX4122A604 2022-11-15 2022-11-15 1.5 - 1.5 190000.00 286492.77 Equities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0190 43000000.00 43000000.00 0.0014 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.80% G5GSEF7VJP5I7OUK5573 DCE641000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 260000000.00 260000000.00 0.0084 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.80% G5GSEF7VJP5I7OUK5573 DCE487000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 15000000.00 15000000.00 0.0005 N Y Y N BNP Paribas BNP Paribas, 1.75% R0MUWSFPU8MPRO8K5P83 DCC942000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0176 260999843.40 260999843.40 0.0084 N Y Y N BNP Paribas BNP Paribas, 1.75% R0MUWSFPU8MPRO8K5P83 DCD581000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0176 239999328.00 239999328.00 0.0077 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCC887000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0181 303999817.60 303999817.60 0.0098 N Y Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCD492000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0180 304999146.00 304999146.00 0.0098 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCD952000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-06 2018-06-06 2018-06-06 N N N 0.0180 305998990.20 305998990.20 0.0099 N N Y N Credit Agricole CIB Credit Agricole CIB, 1.80% 1VUV7VQFKUOQSJ21A208 DCE418000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0180 307998798.80 307998798.80 0.0099 N N Y N ING Bank NV ING Bank NV, 1.75% 3TK20IVIUJ8J3ZU0QE75 DCC934000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0176 302999818.20 302999818.20 0.0098 N Y Y N ING Bank NV ING Bank NV, 1.75% 3TK20IVIUJ8J3ZU0QE75 DCD591000 Non-Negotiable Time Deposit Y N/A N/A 2018-06-05 2018-06-05 2018-06-05 N N N 0.0176 304999146.00 304999146.00 0.0098 N N Y N Barclays Bank PLC Barclays Bank PLC, 1.79% G5GSEF7VJP5I7OUK5573 DCE428000 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 2039-12-01 2043-11-01 5.5 - 6 15426861.00 2726842.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2025-01-01 2048-03-01 2.5 - 6 196423080.00 33994983.36 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 36000421.20 36000421.20 0.0012 N N Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 1.78%, dated 5/31/2018 due 06/01/2018 CYYGQCGNHMHPSMRL3R97 DCE653000_39304 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-11-30 2048-02-15 0.875 - 8 189663135.35 195838184.21 U.S. Treasuries (including strips) U.S. TREASURY 254900HROIFWPRGM1V77 2019-07-31 2020-04-30 0 - 1.244 15120579.34 15147824.25 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 206487580.57 206487580.57 0.0067 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. In a joint trading account with Merrill Lynch, Pierce, Fenner & Smith, Inc. at 1.78%, dated 5/31/2018 due 06/01/2018 8NAV47T0Y26Q87Y0QP81 DCE653000_53651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2019-04-30 2019-10-31 1.181 - 1.25 8608960.89 8603330.48 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTAGE ASSOC 2047-07-20 2048-05-20 3.5 - 4.5 14524419.44 14982858.74 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 23122571.88 23122571.88 0.0007 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 1.78%, dated 5/31/2018 due 06/01/2018 VYVVCKR63DVZZN70PB21 DCE653000_08395 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2018-06-15 2048-02-15 0 - 8.875 3969300.96 4042708.92 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2024-08-25 2048-06-01 3.5 - 5.909 5107944.28 5240389.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTAGE ASSOC 2023-05-20 2048-05-20 1.5 - 7 15913454.16 15364647.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2033-06-01 2048-06-01 3.397 - 5 4004625.77 4123739.92 Agency Mortgage-Backed Securities Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0178 28187847.55 28187847.55 0.0009 N Y Y N Barclays Bank PLC Barclays Bank PLC, 1.78% G5GSEF7VJP5I7OUK5573 DCE424000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-05-15 2046-08-15 1.5 - 6.25 36055000.00 33726308.99 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0171 33000320.10 33000320.10 0.0011 N N Y N Commerz Markets LLC Commerz Markets LLC, 1.81% 549300IMBXQ8SGH3HJ31 DCE446000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-31 2024-02-15 1.875 - 2.75 96048800.00 96904885.70 U.S. Treasuries (including strips) Y N/A N/A 2018-06-07 2018-06-07 2018-06-07 N N N 0.0181 95000000.00 95000000.00 0.0031 N N Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 1.80% U7M81AY481YLIOR75625 DCE435000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-08-15 2020-08-15 8.75 - 8.75 26063000.00 30222619.20 U.S. Treasuries (including strips) Y N/A N/A 2018-06-01 2018-06-01 2018-06-01 N N N 0.0180 29000000.00 29000000.00 0.0009 N Y Y N U.S. Treasury Notes U.S. Treasury Notes, 2.07% 912828T75 254900HROIFWPRGM1V77 US912828T750 U.S. Treasury Debt Y N/A N/A 2018-06-01 2018-10-31 2018-10-31 N N N 0.0184 109101925.90 109101925.90 0.0035 N Y Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 2.10% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Mater Note Y N/A N/A 2018-06-06 2018-06-07 2018-08-31 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0209 459000000.00 459000000.00 0.0148 N N Y N Fidelity Colchester Street Trust: Money Market Portfolio 2018-06-04 Stephanie Dorsey Stephanie Dorsey President and Treasurer