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In a joint trading account with Bank Of America, N.A. at 0.02%, dated 3/31/2020 due 04/01/2020 B4TYDEB6GKMZO031MB27 FIG782000_00352 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2039-12-20 2046-10-20 3 - 5.25 120355533.09 34354922.21 Agency Collateralized Mortgage Obligation Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 33597000.00 33597000.00 0.0061 N Y Y N Bank of Nova Scotia In a joint trading account with Bank of Nova Scotia at 0.02%, dated 3/31/2020 due 04/01/2020 L3I9ZG2KFGXZ61BMYR72 FIG782000_00324 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-12-31 2029-02-15 1.375 - 7.125 3831594.56 4155481.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 4074000.00 4074000.00 0.0007 N Y Y N BNP Paribas, S.A. In a joint trading account with BNP Paribas, S.A. at 0.02%, dated 3/31/2020 due 04/01/2020 R0MUWSFPU8MPRO8K5P83 FIG782000_07651 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-02 2049-11-15 0 - 8.75 50256087.20 58429679.98 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-10-13 2037-10-26 1.68 - 3.43 957.23 972.10 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2028-03-15 2049-04-01 0 - 6.5 161013.11 1968.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2030-05-20 2048-08-20 3 - 8 381736.29 269506.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-10-25 2049-10-25 3 - 8 213410.41 63763.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 57402000.00 57402000.00 0.0105 N Y Y N Bofa Secs Inc In a joint trading account with Bofa Secs Inc at 0.02%, dated 3/31/2020 due 04/01/2020 8NAV47T0Y26Q87Y0QP81 FIG782000_00431 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 2044-03-01 2044-03-01 3.83 - 3.83 345924.59 403397.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-08-01 3 - 3 374833.97 364647.54 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2021-08-31 2048-02-15 1.5 - 3 4080328.89 4647244.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-09-01 2049-09-01 3 - 3 334718.38 334235.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2025-11-01 2025-11-01 3.73 - 3.73 276290.59 309578.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-05-01 2049-06-01 3 - 4 3356677.59 2177326.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2035-01-01 2058-05-01 0 - 5 17612152.44 9830646.68 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Bank of America Corporation 1.0000 N/A N/A N 0.0002 17699000.00 17699000.00 0.0032 N Y Y N Citibank NA In a joint trading account with Citibank NA at 0.02%, dated 3/31/2020 due 04/01/2020 E57ODZWZ7FF32TWEFA76 FIG782000_00276 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2020-09-01 2030-03-11 0.46 - 3.5 464910.23 466155.72 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2022-01-13 2046-04-01 0 - 8 53571.57 18655.46 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2020-04-15 2049-09-15 2.5 - 10.5 2533646.12 51178.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2028-09-01 2028-09-01 2 - 2 255.45 98.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-11-30 2050-03-01 1.25 - 7.5 806966.93 681437.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-12-01 3 - 4 179.58 176.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2036-10-01 2036-10-01 5 - 5 19586.72 123.90 Agency Mortgage-Backed Securities RESOLUTION FUNDING CORP 2020-10-15 2030-01-15 0 - 0 160611.10 138000.34 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2020-04-07 2050-02-15 0 - 8.125 12146637.47 13114501.26 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 3.26 - 3.26 9.29 10.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 3 - 3.5 7112.60 7547.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-01-08 2036-03-14 1.125 - 5.625 73113.88 85361.26 Agency Debentures and Agency Strips TENNESEE VALLEY AUTHORITY 549300HE1ISW43LNKM54 2021-03-15 2065-09-15 0 - 4.875 34205.33 36270.69 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-07-01 2028-07-01 3.63 - 3.63 8.55 9.55 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 14304000.00 14304000.00 0.0026 N Y Y N Citigroup Global Markets, Inc. In a joint trading account with Citigroup Global Markets, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 MBNUM2BPBDO7JBLYG310 FIG782000_00137 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2021-07-31 2050-02-15 0.22 - 3.875 14828122.87 17458905.54 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y Citigroup Inc 1.0000 N/A N/A N 0.0002 17035000.00 17035000.00 0.0031 N Y Y N HSBC Securities (USA), Inc. In a joint trading account with HSBC Securities (USA), Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 CYYGQCGNHMHPSMRL3R97 FIG782000_03556 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-05-01 2034-05-01 3.59 - 3.59 11735.45 13897.09 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2039-11-15 0.043 - 8.75 34880537.69 39888984.32 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 2049-06-01 2.96 - 3.95 277324.60 325736.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-01-01 2038-10-01 3.69 - 4.36 92348.58 107460.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-12-01 2034-02-01 3.9 - 3.96 643469.87 771571.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2028-08-01 2028-10-01 3.69 - 3.75 99842.20 116389.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-09-01 2045-09-01 3.26 - 3.26 10372.98 11243.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-09-01 2038-09-01 3.88 - 3.88 9083.17 11081.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-10-01 2043-07-01 3.685 - 4.697 1188848.66 30285.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2048-08-01 3.79 - 4.28 27340.34 32347.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 2048-09-01 4.02 - 4.02 11962.53 15225.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-06-01 2050-03-01 3 - 6 7771529.53 7829597.74 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 48190000.00 48190000.00 0.0088 N Y Y N ING Financial Markets LLC In a joint trading account with ING Financial Markets LLC at 0.02%, dated 3/31/2020 due 04/01/2020 KBVRJ5K57JZ3E2AVWX40 FIG782000_03735 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-23 2050-02-15 0 - 3 2095976.44 2333557.89 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-04-01 2031-04-01 3.605 - 3.605 11568.03 13299.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-07-01 2049-09-01 3.028 - 3.104 22429.58 21812.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2028-11-01 2058-05-01 3.5 - 5 1002955.98 745789.99 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 3052000.00 3052000.00 0.0006 N Y Y N Jp Morgan Secs Llc In a joint trading account with Jp Morgan Secs Llc at 0.02%, dated 3/31/2020 due 04/01/2020 ZBUT11V806EZRVTWT807 FIG782000_00267 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 2049-08-01 2049-09-01 3 - 4 240410.58 251251.06 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-10-31 2039-05-15 0.375 - 5.375 63630844.38 65928060.39 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2049-06-01 2049-07-01 3.5 - 4.5 2204955.60 2099887.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-04-01 2049-04-01 3.5 - 3.5 43372.47 41299.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-08-01 2049-09-01 4.5 - 5.5 172020.69 179188.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-01-01 3 - 3 1364624.17 1437452.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-03-01 2.5 - 4.5 2752057.79 2896297.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-12-01 2035-02-01 4 - 4.5 35103.40 37275.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 4 1791322.86 1885519.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-11-01 3 - 4.5 3611593.53 3648761.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2037-11-01 2048-11-01 2.624 - 4.5 1198048.83 730717.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-01-02 2050-03-01 2.5 - 3.5 4250778.07 4464574.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 2.5 225629.12 235919.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2021-04-01 2051-06-01 2.5 - 7.5 60207072.48 48995381.77 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 130227000.00 130227000.00 0.0238 N Y Y N Mitsubishi Ufj Secs Hldgs Ltd In a joint trading account with Mitsubishi Ufj Secs Hldgs Ltd at 0.02%, dated 3/31/2020 due 04/01/2020 ZOMOLU8CGIZRYZ7PFU34 FIG782000_76664 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-08-31 2046-08-15 0.5 - 3.125 20108546.90 21281724.83 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORP 2042-08-01 2042-08-01 3.5 - 3.5 10.60 4.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2041-09-01 2041-09-01 4.5 - 4.5 3521831.46 414139.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2033-05-01 2048-09-01 4 - 5.5 1752904.69 1299670.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2041-07-20 2049-10-20 3.5 - 4.5 1142884.92 550562.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2030-03-01 2050-01-01 3 - 5.5 8391893.97 6716295.57 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 29669000.00 29669000.00 0.0054 N Y Y N Mitsubishi Ufj Securities (USA In a joint trading account with Mitsubishi Ufj Securities (USA at 0.02%, dated 3/31/2020 due 04/01/2020 K5HU16E3LMSVCCJJJ255 FIG782000_12878 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N RESOLUTION FUNDING CORP 2020-10-15 2030-04-15 0 - 0 1771087.50 1587253.94 Agency Debentures and Agency Strips US TREASURY 254900HROIFWPRGM1V77 2023-07-15 2023-07-15 0.375 - 0.375 117481.23 131107.34 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2026-09-04 2026-09-04 1.4 - 1.4 142795.06 144651.40 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP S6XOOCT0IEG5ABCC6L87 2029-03-15 2029-09-15 0 - 0 181640.92 158003.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2026-12-20 2067-03-20 2 - 6 2686423.63 1498550.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2029-07-15 2030-05-15 0 - 0 217961.84 187367.14 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 3633000.00 3633000.00 0.0007 N Y Y N Mizuho Securities USA, Inc. In a joint trading account with Mizuho Securities USA, Inc. at 0.02%, dated 3/31/2020 due 04/01/2020 7TK5RJIZDFROZCA6XF66 FIG782000_08126 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 2035-03-01 2035-03-01 3 - 3.5 64452.44 67948.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2031-08-01 2031-08-01 2.6 - 2.6 55435.21 58847.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 3.5 - 3.5 12587.61 13396.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-11-01 2026-11-01 3.354 - 3.354 3933.42 4220.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 895325.06 941162.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-06-01 2031-06-01 4.04 - 4.04 7948.78 9436.00 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-30 2050-02-15 0.033 - 8.125 5535843.74 7043429.80 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2031-07-01 2.98 - 3.225 212674.85 243700.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-10-01 2048-10-01 4.59 - 4.59 6473.75 7974.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-25 2050-02-25 3 - 3 79020.68 86449.57 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-02-01 2039-02-01 4.27 - 4.27 10243.27 11956.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 3 - 3 1794168.03 1886955.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.76 - 3.76 24583.85 29644.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3 251747.99 265317.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-06-01 2033-03-01 2.31 - 2.365 98794.28 104812.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2030-01-01 2030-01-01 2.55 - 2.73 117510.78 127667.84 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 10653000.00 10653000.00 0.0019 N Y Y N Nomura Securities Internationa In a joint trading account with Nomura Securities Internationa at 0.02%, dated 3/31/2020 due 04/01/2020 OXTKY6Q8X53C9ILVV871 FIG782000_07426 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FEDERAL FARM CREDIT 2023-02-10 2023-02-10 1.6 - 1.6 47598.52 48040.37 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2035-03-01 2035-03-01 2.5 - 2.5 1192.19 1247.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-09-01 4.5 - 5 156644.53 136960.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-11-01 2049-05-01 0 - 9 4996535.19 451356.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-03-01 3 - 4 731447.19 769628.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-08-15 2070-02-20 2.378 - 7.5 7170353.14 5753169.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-02-01 2049-03-01 3.5 - 4.5 61298.80 53899.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 3.5 - 3.5 1138900.66 875747.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-01-01 2049-01-01 4 - 4 111717.97 74961.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2039-04-01 2039-04-01 5 - 5 1145774.62 26738.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2020-05-01 2057-02-01 1.25 - 8.5 19697289.16 14593152.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2048-02-01 2048-02-01 3.5 - 3.5 175.80 156.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-11-01 2050-01-01 3 - 4.5 100695.04 104298.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-05-01 2031-05-01 3.49 - 3.49 2021.73 2298.58 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2047-08-15 0 - 6.875 54629923.64 61614250.13 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-07-01 2031-07-01 3.02 - 3.25 36013.14 40467.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2026-06-01 2026-06-01 6 - 6 231502.93 5581.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2026-02-01 2031-01-01 3.575 - 3.94 130108.62 148157.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-02-01 2050-02-01 4.5 - 4.5 21056.55 23325.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2050-01-01 3 - 3.5 149843.47 157016.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2034-06-01 2034-06-01 4.5 - 4.5 39060.99 31897.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANK 2549001DPIFGXC1TOL40 2021-11-29 2024-02-13 1.875 - 2.5 5098.27 5411.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-02-01 2032-02-01 2.55 - 2.55 152618.22 166873.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-05-01 2049-05-01 4.5 - 4.5 21375.54 23314.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-08-01 2033-08-01 3.74 - 3.74 109653.18 122682.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2029-10-01 2032-01-01 2.6 - 2.6 122466.13 134144.89 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 83680000.00 83680000.00 0.0153 N Y Y N Societe Generale (PARIS) In a joint trading account with Societe Generale (PARIS) at 0.02%, dated 3/31/2020 due 04/01/2020 O2RNE8IBXP4R0TD8PU41 FIG782000_14519 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-15 2049-02-15 0 - 7.5 23855410.71 28466002.83 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 27798000.00 27798000.00 0.0051 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.01%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG860000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2044-08-15 1.125 - 3.75 443971451.96 491169839.67 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 286012569.50 270307512.63 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 745735000.00 745735000.00 0.1361 N Y Y N Sumitomo Mitsu Bk Corp Ny (DI) In a joint trading account with Sumitomo Mitsu Bk Corp Ny (DI) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG782000_10193 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N US TREASURY 254900HROIFWPRGM1V77 2022-01-15 2044-08-15 1.125 - 3.75 28302819.13 31311677.98 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2049-11-01 2.5 - 3.5 18233068.79 17231884.18 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 47540000.00 47540000.00 0.0087 N Y Y N Sumitomo Mitsui Bk Corp (REPO) In a joint trading account with Sumitomo Mitsui Bk Corp (REPO) at 0.02%, dated 3/31/2020 due 04/01/2020 5U0XI89JRFVHWIBS4F54 FIG782000_77387 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2049-08-20 2049-10-20 2.5 - 3 7683143.48 8032043.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC B1V7KEBTPIMZEU4LTD58 2049-05-01 2050-04-01 2.5 - 3.5 100951786.15 97397255.35 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 103362000.00 103362000.00 0.0189 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.01%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG860000_08395 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 2035-04-01 2035-04-01 2.5 - 2.5 22471.24 23506.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 15865.72 17454.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 11672.10 12207.08 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 8766531.16 10861287.62 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 13.77 14.07 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 284.94 297.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 126785.31 107834.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 180596.75 196714.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 4930540.44 5020783.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 157942.82 165059.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 180386.02 189405.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 2672.36 389.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 1159143.76 1209912.07 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 17438000.00 17438000.00 0.0032 N Y Y N Wells Fargo Securities LLC In a joint trading account with Wells Fargo Securities LLC at 0.02%, dated 3/31/2020 due 04/01/2020 VYVVCKR63DVZZN70PB21 FIG782000_08395 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 2035-04-01 2035-04-01 2.5 - 2.5 66685.65 69756.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-10-01 2049-10-01 5 - 5 47083.11 51799.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-07-01 2049-07-01 4.5 - 4.5 34638.13 36225.73 Agency Mortgage-Backed Securities US TREASURY 254900HROIFWPRGM1V77 2020-11-30 2048-11-15 0.115 - 6.25 26015553.44 32231951.67 U.S. Treasuries (including strips) FEDERAL FARM CREDIT 2020-06-08 2020-06-08 4.55 - 4.55 40.86 41.77 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORP 2045-01-01 2045-01-01 2.5 - 2.5 845.59 884.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2020-10-25 2049-10-25 1.67 - 5.515 376248.02 320009.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 535938.82 583769.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2023-10-15 2050-03-20 1.5 - 8.5 14631869.32 14899673.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2049-12-01 2049-12-01 3 - 3 468711.04 489829.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 2.5 - 4 535313.46 562080.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOC 2024-09-06 2036-03-25 1.757 - 2.625 7930.48 1154.82 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORP 2050-01-01 2050-03-01 2.5 - 3.5 3439874.45 3590534.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 51749000.00 51749000.00 0.0094 N Y Y N Bank of Nova Scotia Bank of Nova Scotia, 1.05% 06417LNW3 L3I9ZG2KFGXZ61BMYR72 US06417LNW36 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-04-13 2020-08-13 2020-08-13 N N N 0.0116 30986772.30 30986772.30 0.0057 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.09% 06417LPD3 L3I9ZG2KFGXZ61BMYR72 US06417LPD37 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0165 119705064.00 119705064.00 0.0218 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.73% 06417LPR2 L3I9ZG2KFGXZ61BMYR72 US06417LPR23 0000009631 Financial Company Commercial Paper Y N/A N/A 2020-05-13 2020-11-13 2020-11-13 N N N 0.0173 28999950.70 28999950.70 0.0053 N N N N BNP Paribas Fortis BNP Paribas Fortis, 0.50% 09659JD34 KGCEPHLVVKVRZYO1T647 FIF242000 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 3999996.00 3999996.00 0.0007 N N Y N BNP Paribas New York Branch BNP Paribas New York Branch, 0.50% 09659BD31 R0MUWSFPU8MPRO8K5P83 0001146028 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 10999989.00 10999989.00 0.0020 N N Y N BPCE SA BPCE SA, 1.61% 05571BFQ1 9695005MSX1OYEMGDF46 0001485022 Financial Company Commercial Paper Y N/A N/A 2020-06-24 2020-06-24 2020-06-24 N N N 0.0106 19950794.00 19950794.00 0.0036 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.40% 13608AD60 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0017 20999418.30 20999418.30 0.0038 N N Y N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.85% 13608AJA5 2IGI19DL77OX0HC3ZE78 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-09-10 2020-09-10 2020-09-10 N N N 0.0155 40719687.10 40719687.10 0.0074 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 0.98% 13608CHZ8 2IGI19DL77OX0HC3ZE78 US13608CHZ86 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-07-15 2020-07-15 N N N 0.0105 32993403.30 32993403.30 0.0060 N N N N Canadian Imperial Bank of Commerce Canadian Imperial Bank of Commerce, 1.09% 13608CJK9 2IGI19DL77OX0HC3ZE78 US13608CJK99 0001045520 Financial Company Commercial Paper Y N/A N/A 2020-06-08 2020-09-08 2020-09-08 N N N 0.0165 61849538.40 61849538.40 0.0113 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH34 MBNUM2BPBDO7JBLYG310 FHG621000 Financial Company Commercial Paper Y N/A N/A 2020-08-03 2020-08-03 2020-08-03 N N N 0.0151 24771349.17 24771349.17 0.0045 N N N N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 0.86% 17327AH59 MBNUM2BPBDO7JBLYG310 FHG630000 Financial Company Commercial Paper Y N/A N/A 2020-08-05 2020-08-05 2020-08-05 N N N 0.0151 26858649.60 26858649.60 0.0049 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 0.07% 31428FD10 549300B2Q47IR0CR5B54 FIG560000 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 4999990.00 4999990.00 0.0009 N Y Y N Federation des caisses Desjardin Federation des caisses Desjardin, 1.59% 31428FHR9 549300B2Q47IR0CR5B54 FHA297000 Financial Company Commercial Paper Y N/A N/A 2020-08-25 2020-08-25 2020-08-25 N N N 0.0147 17893792.80 17893792.80 0.0033 N N N N Federation des caisses Desjardin Federation des caisses Desjardin, 1.60% 31428FHU2 549300B2Q47IR0CR5B54 FHA293000 Financial Company Commercial Paper Y N/A N/A 2020-08-28 2020-08-28 2020-08-28 N N N 0.0148 3975833.20 3975833.20 0.0007 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% 60682YEJ9 JBONEPAGQXF4QP29B387 FGF098000 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0123 11980640.40 11980640.40 0.0022 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEB6 JBONEPAGQXF4QP29B387 FGE104000 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-05-11 2020-05-11 N N N 0.0123 10984840.90 10984840.90 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.71% 60682YEE0 JBONEPAGQXF4QP29B387 FGE105000 Financial Company Commercial Paper Y N/A N/A 2020-05-14 2020-05-14 2020-05-14 N N N 0.0123 10983732.10 10983732.10 0.0020 N N N N National Australia Bank Ltd. National Australia Bank Ltd., 2.05% 63254ED15 F8SB4JFBSYQFRQEH3Z21 0000833029 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0103 21999381.80 21999381.80 0.0040 N Y Y N National Bank of Canada National Bank of Canada, 1.60% 63307NEX1 BSGEFEIOM18Y80CKCV46 US63307NEX12 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-08-03 2020-08-03 N N N 0.0181 60954256.10 60954256.10 0.0111 N N N N National Bank of Canada National Bank of Canada, 1.90% 63307LE80 BSGEFEIOM18Y80CKCV46 FCJ599000 Financial Company Commercial Paper Y N/A N/A 2020-05-08 2020-05-08 2020-05-08 N N N 0.0124 29961144.00 29961144.00 0.0055 N N N N Ontario Teachers' Finance Trust Ontario Teachers' Finance Trust, 1.99% 68328GE10 635400ZZE5J8OXXBBY26 EJD000000 Financial Company Commercial Paper Y N/A N/A 2020-05-01 2020-05-01 2020-05-01 N N N 0.0120 12986756.90 12986756.90 0.0024 N N N N Rabobank Nederland New York Branch Rabobank Nederland New York Branch, 0.05% 21687AD18 DG3RU1DBUFHT4ZF9WN62 0001098062 Financial Company Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0000 21999956.00 21999956.00 0.0040 N Y Y N Royal Bank of Canada Royal Bank of Canada, 0.88% 78014XDF1 ES7IP3U3RHIGC71XBU11 US78014XDF15 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 N N N 0.0079 36001278.00 36001278.00 0.0066 N N N N Royal Bank of Canada Royal Bank of Canada, 0.91% 78013VJ45 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0142 49699085.00 49699085.00 0.0091 N N N N Royal Bank of Canada Royal Bank of Canada, 1.01% 78013VJE3 ES7IP3U3RHIGC71XBU11 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-09-14 2020-09-14 2020-09-14 N N N 0.0142 60609496.30 60609496.30 0.0111 N N N N Royal Bank of Canada Royal Bank of Canada, 1.76% 78014XEX1 ES7IP3U3RHIGC71XBU11 US78014XEX12 0001000275 Financial Company Commercial Paper Y N/A N/A 2020-05-26 2020-08-25 2020-08-25 N N N 0.0228 34927091.50 34927091.50 0.0064 N N N N Societe Generale Societe Generale, 0.24% 83369BD78 O2RNE8IBXP4R0TD8PU41 FIG563000 Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0016 41998693.80 41998693.80 0.0077 N N Y N Societe Generale Societe Generale, 0.29% 83369BD78 O2RNE8IBXP4R0TD8PU41 FIG544000 Financial Company Commercial Paper Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0016 41998693.80 41998693.80 0.0077 N N Y N Societe Generale Societe Generale, 0.49% 83369BD37 O2RNE8IBXP4R0TD8PU41 FIF312000 Financial Company Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0001 88999911.00 88999911.00 0.0162 N N Y N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.64% 86564YDQ2 5493006GGLR4BTEL8O61 FGJ695000 Financial Company Commercial Paper Y N/A N/A 2020-04-24 2020-04-24 2020-04-24 N N N 0.0106 16988230.90 16988230.90 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 86564YDV1 5493006GGLR4BTEL8O61 FFA970000 Financial Company Commercial Paper Y N/A N/A 2020-04-29 2020-04-29 2020-04-29 N N N 0.0114 7992763.20 7992763.20 0.0015 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.85% 86564YE57 5493006GGLR4BTEL8O61 FFB054000 Financial Company Commercial Paper Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0117 20976316.20 20976316.20 0.0038 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.90% 86564YD25 5493006GGLR4BTEL8O61 FDJ174000 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-04-02 2020-04-02 N N N 0.0013 28999799.90 28999799.90 0.0053 N N Y N Svenska Handelsbanken AB Svenska Handelsbanken AB, 0.92% 86960JJ48 NHBDILHZTYCNBV5UYZ31 0001448613 Financial Company Commercial Paper Y N/A N/A 2020-09-04 2020-09-04 2020-09-04 N N N 0.0132 52702526.90 52702526.90 0.0096 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 0.94% 89120DR43 PT3QB789TSUIDF371261 US89120DR438 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-06-16 2020-09-16 2020-09-16 N N N 0.0149 44887320.00 44887320.00 0.0082 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.75% 89120DRK7 PT3QB789TSUIDF371261 US89120DRK71 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-11 2020-11-10 2020-11-10 N N N 0.0254 31848844.80 31848844.80 0.0058 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.78% 89120DQU6 PT3QB789TSUIDF371261 US89120DQU62 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-05-18 2020-08-18 2020-08-18 N N N 0.0228 100806403.20 100806403.20 0.0184 N N N N The Toronto-Dominion Bank The Toronto-Dominion Bank, 1.93% 89120DR92 PT3QB789TSUIDF371261 0000947263 Financial Company Commercial Paper Y N/A N/A 2020-04-09 2020-10-09 2020-10-09 N N N 0.0258 27607221.62 27607221.62 0.0050 N N N N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 1.96% 89233A6K0 Z2VZBHUMB7PWWJ63I008 US89233A6K02 0000834071 Financial Company Commercial Paper Y N/A N/A 2020-04-02 2020-07-02 2020-07-02 N N N 0.0271 10978564.30 10978564.30 0.0020 N N N N Autobahn Funding Co. LLC Autobahn Funding Co. LLC, 1.60% 0527M0D12 FHE070000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y DZ BANK AG DEUT ZENT GENOSBANK 1.0000 N/A N/A N 0.0078 1999957.60 1999957.60 0.0004 N Y Y N Gotham Funding Corp. Gotham Funding Corp., 2.00% 38346LD37 549300Z2ZR7VTUMRPR17 FIF201000 Asset Backed Commercial Paper Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N Y MUFG BANK LTD 1.0000 N/A N/A N 0.0000 5000002.00 5000002.00 0.0009 N N Y N Manhattan Asset Funding Co. LLC Manhattan Asset Funding Co. LLC, 0.15% 56274LD19 549300S0NSJYSOB32S63 FIG634000 Asset Backed Commercial Paper Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y SUMITOMO MITSUI BKG CORP 1.0000 N/A N/A N 0.0000 23999880.00 23999880.00 0.0044 N Y Y N Bank of Montreal Bank of Montreal, 1.74% 06367BGR4 NQQ6HPCNCCU6TUTQYE16 US06367BGR42 0000927971 Certificate of Deposit Y N/A N/A 2020-05-18 2020-11-17 2020-11-17 N N N 0.0251 29857551.00 29857551.00 0.0054 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.55% 06417MFJ9 L3I9ZG2KFGXZ61BMYR72 US06417MFJ99 0000009631 Certificate of Deposit Y N/A N/A 2020-06-03 2020-09-03 2020-09-03 N N N 0.0211 48500740.17 48500740.17 0.0088 N N N N Bank of Nova Scotia Bank of Nova Scotia, 1.78% 06417MFC4 L3I9ZG2KFGXZ61BMYR72 US06417MFC47 0000009631 Certificate of Deposit Y N/A N/A 2020-05-20 2020-08-20 2020-08-20 N N N 0.0228 62877477.60 62877477.60 0.0115 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.85% 60683BXW8 JBONEPAGQXF4QP29B387 US60683BXW89 0001462160 Certificate of Deposit Y N/A N/A 2020-04-14 2020-05-14 2020-05-14 N N N 0.0070 15002766.00 15002766.00 0.0027 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.87% 60683BYV9 JBONEPAGQXF4QP29B387 US60683BYV97 0001462160 Certificate of Deposit Y N/A N/A 2020-04-12 2020-06-12 2020-06-12 N N N 0.0101 10996836.40 10996836.40 0.0020 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.88% 60683BYC1 JBONEPAGQXF4QP29B387 US60683BYC17 0001462160 Certificate of Deposit Y N/A N/A 2020-04-20 2020-05-19 2020-05-19 N N N 0.0079 18002070.00 18002070.00 0.0033 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 0.95% 60683BXV0 JBONEPAGQXF4QP29B387 US60683BXV07 0001462160 Certificate of Deposit Y N/A N/A 2020-04-13 2020-05-13 2020-05-13 N N N 0.0075 9002055.60 9002055.60 0.0016 N N N N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.10% 60683BYN7 JBONEPAGQXF4QP29B387 US60683BYN71 0001462160 Certificate of Deposit Y N/A N/A 2020-04-09 2020-06-08 2020-06-08 N N N 0.0113 11999040.00 11999040.00 0.0022 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.92% 60710AKD3 RB0PEZSDGCO3JS6CEU02 US60710AKD36 Certificate of Deposit Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0063 57031640.70 57031640.70 0.0104 N N N N Mizuho Corporate Bank Ltd. Mizuho Corporate Bank Ltd., 0.96% 60710AHY1 RB0PEZSDGCO3JS6CEU02 US60710AHY10 Certificate of Deposit Y N/A N/A 2020-04-13 2020-05-13 2020-05-13 N N N 0.0075 22005288.80 22005288.80 0.0040 N N N N Royal Bank of Canada Royal Bank of Canada, 0.98% 78012URZ0 ES7IP3U3RHIGC71XBU11 US78012URZ02 0001000275 Certificate of Deposit Y N/A N/A 2020-06-10 2020-09-10 2020-09-10 N N N 0.0154 29924955.00 29924955.00 0.0055 N N N N Royal Bank of Canada Royal Bank of Canada, 1.34% 78012URT4 ES7IP3U3RHIGC71XBU11 US78012URT42 0001000275 Certificate of Deposit Y N/A N/A 2020-06-04 2020-09-04 2020-09-04 N N N 0.0190 91782355.60 91782355.60 0.0167 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.74% 86565B5A5 5U0XI89JRFVHWIBS4F54 US86565B5A50 0001184915 Certificate of Deposit Y N/A N/A 2020-04-18 2020-05-18 2020-05-18 N N N 0.0069 40002384.00 40002384.00 0.0073 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 0.92% 86565B6R7 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-10 2020-06-10 2020-06-10 N N N 0.0104 27993462.00 27993462.00 0.0051 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.21% 86565B4E8 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-07 2020-05-07 2020-05-07 N N N 0.0084 40614806.82 40614806.82 0.0074 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.45% 86565B6A4 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-06 2020-06-04 2020-06-04 N N N 0.0142 27000688.50 27000688.50 0.0049 N N N N Sumitomo Mitsui Banking Corp. Sumitomo Mitsui Banking Corp., 1.47% 86565B6B2 5U0XI89JRFVHWIBS4F54 0001184915 Certificate of Deposit Y N/A N/A 2020-04-06 2020-06-05 2020-06-05 N N N 0.0145 27000275.40 27000275.40 0.0049 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.85% 86564F4K6 5493006GGLR4BTEL8O61 US86564F4K61 0001046017 Certificate of Deposit Y N/A N/A 2020-04-14 2020-05-14 2020-05-14 N N N 0.0070 17003134.80 17003134.80 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.87% 86564F4H3 5493006GGLR4BTEL8O61 US86564F4H33 0001046017 Certificate of Deposit Y N/A N/A 2020-04-11 2020-05-11 2020-05-11 N N N 0.0067 6001344.00 6001344.00 0.0011 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 0.96% 86564F4J9 5493006GGLR4BTEL8O61 US86564F4J98 0001046017 Certificate of Deposit Y N/A N/A 2020-04-01 2020-05-12 2020-05-12 N N N 0.0075 28006784.40 28006784.40 0.0051 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.04% 86564F5D1 5493006GGLR4BTEL8O61 US86564F5D10 0001046017 Certificate of Deposit Y N/A N/A 2020-04-21 2020-05-21 2020-05-21 N N N 0.0094 17002483.70 17002483.70 0.0031 N N N N Sumitomo Mitsui Trust Bank Ltd. Sumitomo Mitsui Trust Bank Ltd., 1.04% 86564F5C3 5493006GGLR4BTEL8O61 US86564F5C37 0001046017 Certificate of Deposit Y N/A N/A 2020-04-24 2020-05-22 2020-05-22 N N N 0.0095 11001414.60 11001414.60 0.0020 N N N N Svenska Handelsbanken, Inc. Svenska Handelsbanken, Inc., 0.77% 86959RFH8 NHBDILHZTYCNBV5UYZ31 US86959RFH84 0001448613 Certificate of Deposit Y N/A N/A 2020-04-13 2020-08-11 2020-08-11 N N N 0.0107 56939027.10 56939027.10 0.0104 N N N N Bank of Montreal London Branch Bank of Montreal London Branch, 1.54% NQQ6HPCNCCU6TUTQYE16 XS2130246395 Certificate of Deposit Y N/A N/A 2020-07-20 2020-07-20 2020-07-20 N N N 0.0142 15005203.50 15005203.50 0.0027 N N N N Credit Agricole SA London Branch Credit Agricole SA London Branch, 1.74% 969500TJ5KRTCJQWXH05 XS2113772086 Certificate of Deposit Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 N N N 0.0135 30010548.00 30010548.00 0.0055 N N N N DZ Bank AG London Branch DZ Bank AG London Branch, 1.91% 529900HNOAA1KXQJUQ27 XS2091113816 Certificate of Deposit Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0031 61996819.40 61996819.40 0.0113 N N Y N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123085792 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0143 59887410.00 59887410.00 0.0109 N N N N KBC Bank NV London KBC Bank NV London, 1.66% 6B2PBRV1FCJDMR45RZ53 XS2123635885 Certificate of Deposit Y N/A N/A 2020-05-19 2020-05-19 2020-05-19 N N N 0.0143 29942400.00 29942400.00 0.0055 N N N N Landesbank Hessen-Thueringen London Branch Landesbank Hessen-Thueringen London Branch, 0.70% DIZES5CFO5K3I5R58746 XS2151951048 Certificate of Deposit Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0059 97001910.90 97001910.90 0.0177 N N Y N Mitsubishi UFJ Trust & Banking Corp. Mitsubishi UFJ Trust & Banking Corp., 1.69% JBONEPAGQXF4QP29B387 XS2124965612 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0143 11976435.60 11976435.60 0.0022 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.62% RB0PEZSDGCO3JS6CEU02 XS2130065332 Certificate of Deposit Y N/A N/A 2020-06-02 2020-06-02 2020-06-02 N N N 0.0129 22949213.70 22949213.70 0.0042 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.65% RB0PEZSDGCO3JS6CEU02 XS2128009615 Certificate of Deposit Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N N N 0.0124 10978701.80 10978701.80 0.0020 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2122999019 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0117 29953791.00 29953791.00 0.0055 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.69% RB0PEZSDGCO3JS6CEU02 XS2125048400 Certificate of Deposit Y N/A N/A 2020-05-20 2020-05-20 2020-05-20 N N N 0.0119 17970742.80 17970742.80 0.0033 N N N N Mizuho Bank Ltd. London Branch Mizuho Bank Ltd. London Branch, 1.73% RB0PEZSDGCO3JS6CEU02 XS2114972032 Certificate of Deposit Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0107 11987664.00 11987664.00 0.0022 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2123401460 Certificate of Deposit Y N/A N/A 2020-06-19 2020-06-19 2020-06-19 N N N 0.0143 29906268.00 29906268.00 0.0055 N N N N Rabobank Nederland London Branch Rabobank Nederland London Branch, 1.66% DG3RU1DBUFHT4ZF9WN62 XS2125225461 Certificate of Deposit Y N/A N/A 2020-06-22 2020-06-22 2020-06-22 N N N 0.0145 29901501.00 29901501.00 0.0055 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.74% 5493006GGLR4BTEL8O61 XS2115358819 Certificate of Deposit Y N/A N/A 2020-05-07 2020-05-07 2020-05-07 N N N 0.0159 23961184.80 23961184.80 0.0044 N N N N Sumitomo Mitsui Trust Bank Ltd. London Branch Sumitomo Mitsui Trust Bank Ltd. London Branch, 1.82% 5493006GGLR4BTEL8O61 XS2106040228 Certificate of Deposit Y N/A N/A 2020-05-18 2020-05-18 2020-05-18 N N N 0.0169 73835757.00 73835757.00 0.0135 N N N N Wells Fargo Bank NA Wells Fargo Bank NA, 1.06% 95001KGQ1 KB1H1DSPRFMYMCUFXT09 US95001KGQ13 Certificate of Deposit Y N/A N/A 2020-04-27 2020-07-27 2020-07-27 N N N 0.0125 20987169.00 20987169.00 0.0038 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.41% RUC0QBLBRPRCU4W1NE59 FIG682000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL DYNAMICS CORP COM 9C1X8XOOTYY2FNYTVH06 2500-12-31 2500-12-31 N/A 22997.00 3072399.20 Equities STANLEY BLACK & DECKER INC COM 549300DJ09SMTO561131 2500-12-31 2500-12-31 N/A 23900.00 2399082.00 Equities CYPRESS SEMICONDUCTOR CORP COM 549300T2071OM26ZSE13 2500-12-31 2500-12-31 N/A 613672.00 14249463.84 Equities IRONWOOD PHARMACEUTICALS INC COM CL A 549300PC8MR6QHH6P296 2500-12-31 2500-12-31 N/A 24997.00 258219.01 Equities KINDER MORGAN INC DEL COM 549300WR7IX8XE0TBO16 2500-12-31 2500-12-31 N/A 1659778.00 22025254.06 Equities BECTON DICKINSON & CO PFD SHS CONV A ICE2EP6D98PQUILVRZ91 2020-05-01 2020-05-01 6.125 - 6.125 439981.00 23618180.08 Equities GDS HLDGS LTD SPONSORED ADS 391200MGV8DDCHTN2R77 2500-12-31 2500-12-31 N/A 6599.00 385381.60 Equities DISNEY WALT CO COM DISNEY 549300GZKULIZ0WOW665 2500-12-31 2500-12-31 N/A 12680.00 1265464.00 Equities ENERGY TRANSFER LP COM UT LTD PTN MTLVN9N7JE8MIBIJ1H73 2500-12-31 2500-12-31 N/A 2669970.00 12094964.10 Equities OGE ENERGY CORP COM CE5OG6JPOZMDSA0LAQ19 2500-12-31 2500-12-31 N/A 119979.00 3827330.10 Equities ALIBABA GROUP HLDG LTD SPONSORED ADS 5493001NTNQJDH60PM02 2500-12-31 2500-12-31 N/A 41193.00 7878985.11 Equities ADTALEM GLOBAL ED INC COM 549300Z467EZLMODV621 2500-12-31 2500-12-31 N/A 36011.00 938806.77 Equities TEXAS INSTRS INC COM WDJNR2L6D8RWOEB8T652 2500-12-31 2500-12-31 N/A 82165.00 8382473.30 Equities GFL ENVIRONMENTAL INC SUB VTG SHS 549300FYK4MBXWIVZU26 2500-12-31 2500-12-31 N/A 1172600.00 17436562.00 Equities PETIQ INC COM CL A 549300GROACFGKVYOX14 2500-12-31 2500-12-31 N/A 9997.00 232730.16 Equities PACWEST BANCORP DEL COM 549300YI8VMFO7G36V04 2500-12-31 2500-12-31 N/A 2380.00 43863.40 Equities FORUM MERGER II CORP CL A 2500-12-31 2500-12-31 N/A 737565.00 7560041.25 Equities VANGUARD INDEX FDS EXTEND MKT ETF 2500-12-31 2500-12-31 N/A 4600.00 420900.00 Equities MOOG INC CL A 549300WM2I4U7OBAHG07 2500-12-31 2500-12-31 N/A 27897.00 1394571.03 Equities IONIS PHARMACEUTICALS INC COM 549300SI4ZGLG0BLUZ92 2500-12-31 2500-12-31 N/A 78497.00 3784340.37 Equities FRESHPET INC COM 549300S4ZK8ZQ6HNPN59 2500-12-31 2500-12-31 N/A 29997.00 1921607.82 Equities HERON THERAPEUTICS INC COM 549300DR2I1DOPD2IX53 2500-12-31 2500-12-31 N/A 154997.00 1811914.93 Equities CALAMP CORP COM 5493007SIGZIX83TOW07 2500-12-31 2500-12-31 N/A 228245.00 1052209.45 Equities L3HARRIS TECHNOLOGIES INC COM 549300UTE50ZMDBG8A20 2500-12-31 2500-12-31 N/A 589.00 107174.44 Equities EOG RES INC COM XWTZDRYZPBUHIQBKDB46 2500-12-31 2500-12-31 N/A 154836.00 5416163.28 Equities ACT II GLOBAL ACQUISITION CORP CL A SHS 2500-12-31 2500-12-31 N/A 799998.00 7919980.20 Equities INTERDIGITAL INC COM 2500-12-31 2500-12-31 N/A 15797.00 732032.98 Equities KARYOPHARM THERAPEUTICS INC COM 549300J1VANRCNTYST87 2500-12-31 2500-12-31 N/A 149996.00 3002919.92 Equities EQM MIDSTREAM PARTNERS LP UNIT LTD PARTN 549300NELT611CL6XM83 2500-12-31 2500-12-31 N/A 2356732.00 24745686.00 Equities INFINERA CORP COM 549300ZOF66WPV3H0H17 2500-12-31 2500-12-31 N/A 8.00 43.84 Equities POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 2500-12-31 2500-12-31 N/A 47997.00 4079745.00 Equities ANDINA ACQUISITION CORP III SHS 2500-12-31 2500-12-31 N/A 193982.00 1953398.74 Equities MPLX LP COM UNIT REP LTD 5493000CZJ19CK4P3G36 2500-12-31 2500-12-31 N/A 2.00 20.12 Equities INTERFACE INC COM 549300VXZWQOIDFPU355 2500-12-31 2500-12-31 N/A 4.00 30.32 Equities ZAI LAB LTD ADR 549300P2UYQ9U5LY1T58 2500-12-31 2500-12-31 N/A 25000.00 1324250.00 Equities ISHARES TR U.S. REAL ES ETF 549300SJWB2CPZFPT616 2500-12-31 2500-12-31 N/A 8378.00 599864.80 Equities PROFICIENT ALPHA ACQUSTN CORP COM 549300K8CYX0YLHICY89 2500-12-31 2500-12-31 N/A 461425.00 4568107.50 Equities DOMTAR CORP COM NEW XYSIJOU3HNVROZWNA008 2500-12-31 2500-12-31 N/A 28297.00 623099.94 Equities TIFFANY & CO NEW COM 549300EJG9IEYQL5XT21 2500-12-31 2500-12-31 N/A 64865.00 8334503.85 Equities MAGELLAN HEALTH INC COM NEW 2500-12-31 2500-12-31 N/A 30575.00 1420514.50 Equities ENVISTA HOLDINGS CORPORATION COM 549300BX623VURJZ5269 2500-12-31 2500-12-31 N/A 1.00 15.09 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0041 186000000.00 186000000.00 0.0339 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp., 0.43% RUC0QBLBRPRCU4W1NE59 FIG683000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PROCTER & GAMBLE CO SR GLBL NT3.6%50 2572IBTT8CCZW6AU4141 2050-03-25 2050-03-25 3.6 - 3.6 2762621.00 3335560.97 Corporate Debt Securities FINANCIAL & RISK US HLDGS INC 8.25%26 549300NF240HXJO7N016 2026-11-15 2026-11-15 8.25 - 8.25 13000000.00 14189066.67 Corporate Debt Securities AMPHENOL CORP NEW SR GLBL NT3.2%24 549300D3L3G0R4U4VT04 2024-04-01 2024-04-01 3.2 - 3.2 2043000.00 2099754.54 Corporate Debt Securities SPRINT CORPORATION SR GLBL NT 21 549300ZTTY7CXOLJ6539 2021-09-15 2021-09-15 7.25 - 7.25 4144000.00 4302392.89 Corporate Debt Securities ALCOA INC SR NT 6.15%20 549300HO5WFZUT5N2T22 2020-08-15 2020-08-15 6.15 - 6.15 4954000.00 5054855.18 Corporate Debt Securities ADVANCED DISP SVCS INC DEL SR 144A NT 24 549300ML1GEF4BKIM713 2024-11-15 2024-11-15 5.625 - 5.625 32847000.00 33504268.47 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0043 58000000.00 58000000.00 0.0106 N Y Y N BNP Paribas BNP Paribas, 0.33% R0MUWSFPU8MPRO8K5P83 FIG684000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BANK NEW YORK MELLON CORP FR 2.6%020722 WFLLPEPC7FZXENRZV188 2022-02-07 2022-02-07 2.6 - 2.6 1039000.00 1051509.56 Corporate Debt Securities DTE ELEC CO 1M -B BD 2.95%50 9N0FWODEJVKHC2DYLO03 2050-03-01 2050-03-01 2.95 - 2.95 2.00 1.89 Corporate Debt Securities BPCE S A SR GLBL 144A 29 9695005MSX1OYEMGDF46 2029-10-01 2029-10-01 2.7 - 2.7 1.00 0.96 Corporate Debt Securities US TREASURY 254900HROIFWPRGM1V77 2025-11-15 2025-11-15 2.25 - 2.25 3076300.00 3404597.83 U.S. Treasuries (including strips) MARS INC DEL 4.2%59 54930073HKEO6GZBSS03 2059-04-01 2059-04-01 4.2 - 4.2 361.00 407.28 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 26 2026-06-15 2026-06-15 6.02 - 6.02 315000.00 336478.45 Corporate Debt Securities NEW BRUNSWICK PROV CDA SR GLBL BD 28 549300POZA55ZTGSOU44 2028-02-24 2028-02-24 3.625 - 3.625 264200.00 311308.36 Corporate Debt Securities NEVADA POWER CO SR SEC GLBL DD30 MJZFGXRJ52U8U4MKJ519 2030-05-01 2030-05-01 2.4 - 2.4 1.00 0.93 Corporate Debt Securities CREDIT SUISSE GROUP SR GLBL COCO 29 549300506SI9CRFV9Z86 2029-01-12 2029-01-12 3.869 - 3.869 5749003.00 5795701.19 Corporate Debt Securities WELLS FARGO & CO FR 2.406%103025 PBLD0EJDB5FWOLXP3B76 2025-10-30 2025-10-30 2.406 - 2.406 429000.00 424767.92 Corporate Debt Securities NATIONAL RURAL UTILS COOP FIN SR SEC GLBL BD30 4NYF266XZC35SCTGX023 2030-03-15 2030-03-15 2.4 - 2.4 4623000.00 4360613.93 Corporate Debt Securities FEDERAL HOME LOAN MORTGAGE CORP 2045-05-25 2045-05-25 0.15 - 0.15 1228299.00 2485.38 Agency Collateralized Mortgage Obligation NATIONAL AUSTRALIA BK N Y BRH SR GLBL NT 22 F8SB4JFBSYQFRQEH3Z21 2022-12-13 2022-12-13 1.875 - 1.875 14.00 13.73 Corporate Debt Securities ANHEUSER-BUSCH INBEV WLDW INC SR GLBL NT 29 549300CRGMZK3K53BF92 2029-01-23 2029-01-23 4.75 - 4.75 120.00 131.49 Corporate Debt Securities FEDERAL NATIONAL MORTGAGE ASSOC 2040-02-25 2040-02-25 4.7 - 4.7 1739.00 76.04 Agency Collateralized Mortgage Obligation NORTHN STS PWR CO MINN 1M GLBL BD2.9%50 3S1GHB0TEH85KX44SB51 2050-03-01 2050-03-01 2.9 - 2.9 4274000.00 4076014.07 Corporate Debt Securities STATOIL ASA SR NT 3.7%24 OW6OFBNCKXC4US5C7523 2024-03-01 2024-03-01 3.7 - 3.7 3000.00 3103.39 Corporate Debt Securities WELLS FARGO BANK NATL ASSN VR 091119-090922 KB1H1DSPRFMYMCUFXT09 2022-09-09 2022-09-09 1.659 - 1.659 1807755.00 1736518.17 Corporate Debt Securities ATMOS ENERGY CORP SR GLBL NT4.3%48 QVLWEGTD2S8GJMO8D383 2048-10-01 2048-10-01 4.3 - 4.3 1.00 1.12 Corporate Debt Securities AMERISOURCEBERGEN CORP SR NT 4.3%47 AI8GXW8LG5WK7E9UD086 2047-12-15 2047-12-15 4.3 - 4.3 79000.00 81928.62 Corporate Debt Securities EXXON MOBIL CORP SR GLBL NT 40 J3WHBG0MTS7O8ZVMDC91 2040-03-19 2040-03-19 4.227 - 4.227 3000000.00 3435987.00 Corporate Debt Securities DUKE ENERGY IND LLC 1M GLBL ZZZ BD50 6URPHM2EAWGJ2C6ISB97 2050-04-01 2050-04-01 2.75 - 2.75 15.00 14.09 Corporate Debt Securities ANTHEM INC SR GLBL NT 48 8MYN82XMYQH89CTMTH67 2048-03-01 2048-03-01 4.55 - 4.55 1000.00 1128.59 Corporate Debt Securities HSBC HLDGS PLC SR GLBL COCO 30 MLU0ZO3ML4LN2LL2TL39 2030-03-31 2030-03-31 4.95 - 4.95 1.00 1.08 Corporate Debt Securities SYSCO CORP SR GLBL NT3.3%50 5RGWIFLMGH3YS7KWI652 2050-02-15 2050-02-15 3.3 - 3.3 102280.00 76492.14 Corporate Debt Securities AT&T INC SR GLBL FL NT 21 549300Z40J86GGSTL398 2021-06-01 2021-06-01 2.33 - 2.33 784.00 762.73 Corporate Debt Securities ENI S P A GLBL B 144A NT28 BUCRF72VH5RBN7X3VL35 2028-09-12 2028-09-12 4.75 - 4.75 1.00 0.98 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0033 24000000.00 24000000.00 0.0044 N Y Y N BofA Securities, Inc. BofA Securities, Inc., 0.58% 549300HN4UKV1E2R3U73 FIG680000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JP MORGAN RESEC TR 2009-7 19-A-2 20370727 6.50000 2037-02-27 2037-07-27 6 - 6.5 43418210.00 12650204.03 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N Y BANK OF AMERICA CORPORATION 1.0000 N/A N/A N 0.0058 11000000.00 11000000.00 0.0020 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.01% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N DUTCH HILL FDNG I LTD 2045-12-12 2045-12-12 3.934 - 3.934 64.00 28.64 Other Instrument COLLATERALIZED DEBT OBLIGATION ORIENT PT CDO LTD 2005-1 D 20451003 FLT 5493005ONOWKNFDR6S52 2045-10-03 2045-10-03 3.558 - 3.558 2.00 0.73 Other Instrument COLLATERALIZED DEBT OBLIGATION E TRADE ABS CDO V 2006-5 A-1S 20461006 FLT 549300LSG1AJYQVQCE38 2046-10-06 2046-10-06 1.45 - 1.45 99599210.00 956930.76 Other Instrument COLLATERALIZED DEBT OBLIGATION ELANCO ANIMAL HEALTH INC 5% TNGBL EQTY UT 549300SHPNDCE059M934 2500-12-31 2500-12-31 N/A 133.00 5526.15 Equities SORIN REAL ESTATE CDO 2006-03 C-2 20460508 FLT 549300GP071UIYK73K48 2046-05-08 2046-05-08 2.005 - 2.005 308225.00 70883.67 Other Instrument COLLATERALIZED DEBT OBLIGATION SUMMER STR LTD 2005-HG1 C 144A 20451208 FLT 549300120I6CQ40Z0039 2045-12-08 2045-12-08 3.335 - 3.335 8.00 2.26 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CRE CDO 1 2006-1 E 20460107 FLT 5493002EBTUBMFFXYD63 2046-01-07 2046-01-07 4.043 - 4.043 1863.00 388.85 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 11 2007-11 D 20470315 FLT 2047-03-15 2047-03-15 5.268 - 5.268 7246606.00 2479950.51 Other Instrument COLLATERALIZED DEBT OBLIGATION ACACIA CDO 12 2007-12 A-1 20471008 FLT 2047-10-08 2047-10-08 2.302 - 2.302 167573059.00 10526564.25 Other Instrument COLLATERALIZED DEBT OBLIGATION MONTAUK POINT CDO IILTD 54930046COUSLUSBKU90 2046-04-06 2046-04-06 1.57 - 1.57 20578.00 5250.61 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-04-15 2020-04-15 2020-04-15 Y CITIGROUP INC 1.0000 15 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0101 13000000.00 13000000.00 0.0024 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.21% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TABERNA PREF FDG V 2006-5 A-1LB 20360805 FLT VZLY0S8U2GEIK6ZPGP62 2036-08-05 2036-08-05 2.241 - 2.241 36.00 16.14 Other Instrument COLLATERALIZED DEBT OBLIGATION RESIDENTIAL ASSET SEC 2007-A1 A-3 20370325 FLT 2037-03-25 2037-03-25 1.547 - 1.547 25000.00 1501.30 Private Label Collateralized Mortgage Obligations CITIGROUP MTG LN TR 2007-FS1 A-2A 20371025 FLT 2037-10-25 2037-10-25 2.197 - 2.197 12000000.00 1100065.26 Asset-Backed Securities BAYVIEW COML TR 2007-6 A-4A 20371225 FLT 5493003DOWFR7J1QCW02 2037-12-25 2037-12-25 2.447 - 2.447 267.00 216.83 Private Label Collateralized Mortgage Obligations US TREASURY 254900HROIFWPRGM1V77 2042-02-15 2042-02-15 3.125 - 3.125 8600.00 11798.21 U.S. Treasuries (including strips) TABERNA PREF FDG VII 2006-7 A1LB 1 20370205 FLT O6FH5MIKN9JCILM69649 2037-02-05 2037-02-05 2.241 - 2.241 14891890.00 8260885.07 Other Instrument COLLATERALIZED DEBT OBLIGATION CWALT INC 2007-OA11 X-P 20471125 FLT 2047-11-25 2047-11-25 0.618 - 0.618 148.00 1.27 Private Label Collateralized Mortgage Obligations TABERNA PREF FDG IX 2007-9 A-2LA 20380505 FLT 549300CT01X2OUNHMJ08 2038-05-05 2038-05-05 2.79 - 2.79 8833249.00 3229111.34 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG II 2005-2 B 144A 20351105 FLT 8Z9UQTNXEECO8ECQHB85 2035-11-05 2035-11-05 2.79 - 2.79 7902.00 2928.19 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG III 2005-3 B-1 20360205 FLT U03UUQ0VYFBPHFC9G558 2036-02-05 2036-02-05 2.691 - 2.691 418048.00 149080.30 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG IV 2005-4 B-1 20360505 FLT 7VOZI9AQK252K1Z4TJ65 2036-05-05 2036-05-05 2.541 - 2.541 375832.00 39530.79 Other Instrument COLLATERALIZED DEBT OBLIGATION TABERNA PREF FDG 2006-6 C 144A 20361205 FLT BUHFNQJBNOAUZ24NY591 2036-12-05 2036-12-05 2.591 - 2.591 2332166.00 533666.53 Other Instrument COLLATERALIZED DEBT OBLIGATION KODIAK CDO I LTD 2006-1 B 144A 20370807 FLT 2037-08-07 2037-08-07 2.543 - 2.543 9541818.00 7204498.13 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-05-05 2020-05-05 2020-05-11 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0121 19000000.00 19000000.00 0.0035 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 1.81% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WAMU MTG CERT 2004-AR2 A 20440425 FLT 2044-04-25 2044-04-25 3.366 - 3.366 118516.00 2047.79 Private Label Collateralized Mortgage Obligations VENTURE 33 CLO 2018 D 20310715 FLT 549300NQPL9XHZ20E278 2031-07-15 2031-07-15 4.991 - 4.991 158.00 116.28 Asset-Backed Securities CWALT INC 2007-5CB 2-A-7 20370425 6.00000 2037-04-25 2037-04-25 6 - 6 9000.00 2401.97 Private Label Collateralized Mortgage Obligations CWALT INC 2005-42CB A-7 20351025 FLT 2035-10-25 2035-10-25 5.5 - 5.5 82602.00 2044.15 Private Label Collateralized Mortgage Obligations ANTHRACITE COML 2005-HY2 D-FX 20450726 6.00000 2045-07-26 2045-07-26 6 - 6 2000000.00 209.18 Other Instrument COLLATERALIZED DEBT OBLIGATION WELLS FARGO COM MTG 2019-C53 D 20521018 2.50000 2052-10-18 2052-10-18 2.5 - 2.5 7000000.00 3456791.33 Private Label Collateralized Mortgage Obligations SOUND POINT CLO XXIV LTD 2019 D 20321025 FLT 2032-10-25 2032-10-25 6.207 - 6.207 1414490.00 1075916.86 Asset-Backed Securities NIAGARA PARK CLO 2019 D 20320719 FLT 2032-07-19 2032-07-19 5.386 - 5.386 66179.00 51234.56 Asset-Backed Securities CSFB COML MTG PTC 1998-C1 A-X 20400517 FLT 2040-05-17 2040-05-17 2.028 - 2.028 25500000.00 214.18 Private Label Collateralized Mortgage Obligations CITICORP MTG SEC REMIC 2006-2 B-1 20360425 FLT 2036-04-25 2036-04-25 5.5 - 5.5 6953545.00 1035.07 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2007-OA5 1A 20470625 FLT 2047-06-25 2047-06-25 2.716 - 2.716 1.00 0.22 Private Label Collateralized Mortgage Obligations CWALT INC 2007-OA3 X 20470425 FLT 2047-04-25 2047-04-25 2 - 2 1.00 0.01 Private Label Collateralized Mortgage Obligations BARINGS CLO LTD 2019-2 C 20310415 FLT 2031-04-15 2031-04-15 5.681 - 5.681 7.00 5.43 Asset-Backed Securities ML MTG INVESTORS 2003-F B-1 20281025 FLT 2028-10-25 2028-10-25 1.847 - 1.847 500.00 25.08 Private Label Collateralized Mortgage Obligations CD 2007-CD4 MTG TRUST XC 20491211 FLT 5493006ZXL5DGZK5G872 2049-12-11 2049-12-11 1.3 - 1.3 214557000.00 4279.20 Private Label Collateralized Mortgage Obligations ALLEGRO CLO 2019-10 D 20320420 FLT 2032-04-20 2032-04-20 5.619 - 5.619 3244.00 2439.54 Asset-Backed Securities TOWD PT MTG TR 2019-HY3 M2 20591027 FLT 2059-10-27 2059-10-27 2.647 - 2.647 612000.00 466001.34 Asset-Backed Securities BANK 2019-BNK19 E 20610817 FLT 2061-08-17 2061-08-17 3 - 3 11000000.00 5065335.00 Private Label Collateralized Mortgage Obligations RESIDENTIAL ASSET 2006-A3CB A-X 20460125 6.00000 2046-01-25 2046-01-25 6 - 6 101.00 2.72 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE 2007-LDP10 X 20490115 FLT 2049-01-15 2049-01-15 0.03 - 0.03 197400000.00 244.59 Private Label Collateralized Mortgage Obligations ATLAS SR LN FD X LTD 2031-01-15 2031-01-15 4.581 - 4.581 1.00 0.69 Asset-Backed Securities BANK 2019-BNK20 E 20620915 2.50000 2062-09-15 2062-09-15 2.5 - 2.5 3000000.00 1432159.00 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-05-05 2020-05-05 2020-08-31 Y CITIGROUP INC 1.0000 35 N N/A N/A Y CITIGROUP INC 1.0000 N/A N/A N 0.0202 10990309.00 10990309.00 0.0020 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc., 2.07% MBNUM2BPBDO7JBLYG310 0000315030 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PUERTO RICO ELEC PWR AUTH PWR SER 2013A-RSA-1 2013 5493003BRB67HF8ST418 2032-07-01 2040-07-01 N/A 22311250.00 16004082.25 Other Instrument MUNICIPAL DEBT US TREASURY 254900HROIFWPRGM1V77 2026-10-31 2026-10-31 1.625 - 1.625 36300.00 39096.36 U.S. Treasuries (including strips) PUERTO RICO COMWLTH GO BDS 2014 549300X44HXPLJU48U63 2032-07-01 2037-07-01 N/A 5049590.00 3435918.28 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-05-27 2020-05-27 2020-05-27 N Y CITIGROUP INC 1.0000 N/A N/A N 0.0206 18000000.00 18000000.00 0.0033 N N N Y Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIF476000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 44 549300Y0HHMFW3EVWY08 2044-10-16 2044-10-16 5.1 - 5.1 759000.00 795609.10 Corporate Debt Securities ING GROEP N.V. SR GLBL COCO 23 549300NYKK9MWM7GGW15 2023-10-02 2023-10-02 2.909 - 2.909 5063000.00 4455503.97 Corporate Debt Securities Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0080 5000000.00 5000000.00 0.0009 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIG144000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PETRONAS CAPITAL LTD SR GLBL REGS 22 549300G7YFX3540OYR85 2022-05-22 2022-05-22 7.875 - 7.875 1616000.00 1860145.28 Corporate Debt Securities NIPPON LIFE INSURANCE COMPANY SUB GLBL REGS 44 549300Y0HHMFW3EVWY08 2044-10-16 2044-10-16 5.1 - 5.1 7241000.00 7590257.57 Corporate Debt Securities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0080 9000000.00 9000000.00 0.0016 N N Y N Credit Suisse Securities (U.S.A.) LLC Credit Suisse Securities (U.S.A.) LLC, 1.66% 1V8Y6QCX6YMJ2OELII46 0000318336 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JP MORG CHASE CMBS 2016-NINE A 20380909 FLT 2038-09-09 2038-09-09 2.854 - 2.854 300000.00 305617.62 Private Label Collateralized Mortgage Obligations HOMEWARD OPT FUND I TR 2019-1 A-3 20590125 FLT 2059-01-25 2059-01-25 3.606 - 3.606 295515.00 189418.04 Private Label Collateralized Mortgage Obligations JGWPT XXXV LLC 2015-2 A 20580315 3.87000 2058-03-15 2058-03-15 3.87 - 3.87 4870000.00 4066735.04 Asset-Backed Securities MS CAP BARCLY BK TR 2016-MART A 20310915 2.20040 2031-09-15 2031-09-15 2.2 - 2.2 1070000.00 998731.22 Private Label Collateralized Mortgage Obligations JGWPT XXX LLC 2013-3 A 20730117 4.08000 2073-01-17 2073-01-17 4.08 - 4.08 690000.00 463583.69 Asset-Backed Securities JP MORGAN CHASE CMBS 2015-UES D 20320908 FLT 2032-09-08 2032-09-08 3.621 - 3.621 200000.00 197075.10 Private Label Collateralized Mortgage Obligations MARATHON CLO XI LTD 2031-04-20 2031-04-20 4.569 - 4.569 2000000.00 1710776.84 Asset-Backed Securities JP MORGAN CHASE CMBS 2013-C16 D 20461217 FLT 2046-12-17 2046-12-17 5.027 - 5.027 75000.00 63521.51 Private Label Collateralized Mortgage Obligations INVITATION HOMES TR 2018-SFR4 A 20380119 FLT 2038-01-19 2038-01-19 1.9 - 1.9 6384992.00 5592640.89 Asset-Backed Securities JPMDB COML MTG SEC TR 2018-C8 X-A 20510616 FLT 2051-06-16 2051-06-16 0.647 - 0.647 1736959.00 63077.04 Private Label Collateralized Mortgage Obligations JP MORGAN MTG TR 2014-1 2AX 20440125 FLT 2044-01-25 2044-01-25 0.076 - 0.076 158741978.00 55762.69 Private Label Collateralized Mortgage Obligations JPMCC COMM MTG SEC 2019-COR4 X-A 20520312 FLT 2052-03-12 2052-03-12 1.123 - 1.123 22940060.00 1741782.23 Private Label Collateralized Mortgage Obligations JPMBB COML MTG SEC TR 2014-C19 CSQ 20470417 4.96940 2047-04-17 2047-04-17 4.969 - 4.969 500000.00 323065.58 Private Label Collateralized Mortgage Obligations Y N/A N/A 2020-06-04 2020-06-04 2020-07-30 Y CREDIT SUISSE AG 1.0000 65 N N/A N/A Y CREDIT SUISSE AG 1.0000 N/A N/A N 0.0114 15025521.00 15025521.00 0.0027 N N N Y HSBC Securities, Inc. HSBC Securities, Inc., 0.43% CYYGQCGNHMHPSMRL3R97 0000853784 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VERIZON COMMUNICATIONS INC SR GLBL NT 30 2S72QS2UO2OESLG6Y829 2030-03-22 2030-03-22 3.15 - 3.15 1680000.00 1786264.20 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG 144A PERP JR SB COCO JHE42UYNWWTJB8YTTU19 2049-12-29 2049-12-29 6.75 - 6.75 96985.00 96166.20 Corporate Debt Securities CELULOSA ARAUCO Y CONSTITUCION 4.25%29 549300QEKV8G0AMNQD28 2029-04-30 2029-04-30 4.25 - 4.25 365000.00 313067.19 Corporate Debt Securities WESTPAC BKG CORP LW TIER II GLBL EN5TNI6CI43VEPAMHL14 2030-02-04 2030-02-04 2.894 - 2.894 59000.00 56505.09 Corporate Debt Securities CAISSE CENTRALE DESJARDINS FR 2.05%021025 549300B2Q47IR0CR5B54 2025-02-10 2025-02-10 2.05 - 2.05 1000000.00 966084.17 Corporate Debt Securities INTERNATIONAL BUSINESS MACHS SR GLBL NT 3%24 VGRQXHF3J8VDLUA7XE92 2024-05-15 2024-05-15 3 - 3 52700.00 55413.70 Corporate Debt Securities RABOBANK NEDERLAND GLBL 144A SR BD 144A 10 DG3RU1DBUFHT4ZF9WN62 2110-09-30 2110-09-30 5.8 - 5.8 3440000.00 5191579.20 Corporate Debt Securities VENTAS RLTY LTD PARTNERSHIP SR GLBL NT 3%30 32SXKSJ72K64GM3HOU64 2030-01-15 2030-01-15 3 - 3 14000.00 13160.33 Corporate Debt Securities 3M CO SR GLBL NT3.7%50 LUZQVYP4VS22CLWDAR65 2050-04-15 2050-04-15 3.7 - 3.7 3260000.00 3626395.02 Corporate Debt Securities VALERO ENERGY CORP SR NT 3.65%25 549300XTO5VR8SKV1V74 2025-03-15 2025-03-15 3.65 - 3.65 1770000.00 1675344.33 Corporate Debt Securities CREDIT SUISSE GROUP SR GLBL COCO 28 549300506SI9CRFV9Z86 2028-01-09 2028-01-09 4.282 - 4.282 900000.00 930775.05 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 6.4%38 8I5DZWZKVSZI1NUHU748 2038-05-15 2038-05-15 6.4 - 6.4 5000.00 7133.84 Corporate Debt Securities ASIAN DEVELOPMENT BANK 549300X0MVH42CY8Q105 2022-02-16 2022-02-16 2 - 2 2000000.00 2060220.00 Other Instrument INTERNATIONAL DEBT AVERY DENNISON CORP GLBL NT 2.65%30 549300PW7VPFCYKLIV37 2030-04-30 2030-04-30 2.65 - 2.65 1678000.00 1568363.21 Corporate Debt Securities PEPSICO INC SR GLBL NT 25 FJSUNZKFNQ5YPJ5OT455 2025-03-19 2025-03-19 2.25 - 2.25 6000000.00 6178380.00 Corporate Debt Securities EXPERIAN FINANCE PLC SR GLBL REGS 30 635400RKRK5EGXSPC782 2030-03-08 2030-03-08 2.75 - 2.75 500000.00 478930.28 Corporate Debt Securities ANDEAVOR 4.5%48 2048-04-01 2048-04-01 4.5 - 4.5 80000.00 59977.60 Corporate Debt Securities TRANSCANADA PIPELINES LTD FR 4.25%051528 5BV01I6231JPDAPMGH09 2028-05-15 2028-05-15 4.25 - 4.25 75000.00 75946.92 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0043 24000000.00 24000000.00 0.0044 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.25% KBVRJ5K57JZ3E2AVWX40 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ING BANK NV SR GLBL 144A 21 3TK20IVIUJ8J3ZU0QE75 2021-06-09 2021-06-09 5 - 5 200000.00 209353.11 Corporate Debt Securities EUROPEAN INVT BK SR GLBL NT 21 5493006YXS1U5GIHE750 2021-06-15 2021-06-15 1.625 - 1.625 2000.00 2035.04 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A SR SEC GLBL 24 549300K1IE3K7YU6VG29 2024-04-09 2024-04-09 3.6 - 3.6 200000.00 207012.00 Corporate Debt Securities IBM CREDIT LLC SR NT 2.2%22 549300ZNLJL43AQTG067 2022-09-08 2022-09-08 2.2 - 2.2 963000.00 976188.82 Corporate Debt Securities OMNICOM GROUP INC SR NT 3.625%22 2022-05-01 2022-05-01 3.625 - 3.625 12000.00 12239.21 Corporate Debt Securities TOTAL CAP CDA LTD SR GLBL NT 23 5299005IX98ZZ9LSGK46 2023-07-15 2023-07-15 2.75 - 2.75 574000.00 581562.77 Corporate Debt Securities PEPSICO INC SR GLBL NT 49 FJSUNZKFNQ5YPJ5OT455 2049-07-29 2049-07-29 3.375 - 3.375 311909.00 355162.20 Corporate Debt Securities ORACLE CORP SR GLBL NT 26 1Z4GXXU7ZHVWFCD8TV52 2026-07-15 2026-07-15 2.65 - 2.65 1814000.00 1857054.28 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0025 4000000.00 4000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 FIG803000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LEIDOS HOLDINGS INC COM 549300IUTGTP6EJP8124 2500-12-31 2500-12-31 N/A 41337.00 3862115.91 Equities BAXTER INTL INC COM J5OIVXX3P24RJRW5CK77 2500-12-31 2500-12-31 N/A 2267.00 186324.73 Equities MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP MZF5TI8NFVZZNUSKDL39 2500-12-31 2500-12-31 N/A 73000.00 2431630.00 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0030 6000000.00 6000000.00 0.0011 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.30% KBVRJ5K57JZ3E2AVWX40 FIG672000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2500-12-31 2500-12-31 N/A 115786.00 4319975.66 Equities NOBLE ENERGY INC COM 02VFQXG2D1LR5ZH3K186 2500-12-31 2500-12-31 N/A 18.00 95.58 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0030 4000000.00 4000000.00 0.0007 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 1.32% KBVRJ5K57JZ3E2AVWX40 FHF809000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STATE STR CORP COM 549300ZFEEJ2IP5VME73 2500-12-31 2500-12-31 N/A 11527.00 596752.79 Equities CYPRESS SEMICONDUCTOR CORP COM 549300T2071OM26ZSE13 2500-12-31 2500-12-31 N/A 36305.00 843002.10 Equities GENPACT LIMITED SHS 529900OSEC6Q0L4L5B35 2500-12-31 2500-12-31 N/A 1.00 28.51 Equities TAKE-TWO INTERACTIVE SOFTWARE COM BOMSTHHJK882EWYX3334 2500-12-31 2500-12-31 N/A 22797.00 2701672.47 Equities SNAP INC CL A 549300JNC0L6VP8A2Q35 2500-12-31 2500-12-31 N/A 36014.00 426765.90 Equities GRAPHIC PACKAGING HLDG CO COM 2500-12-31 2500-12-31 N/A 18484.00 227538.04 Equities MERCK & CO. INC COM 4YV9Y5M8S0BRK1RP0397 2500-12-31 2500-12-31 N/A 7178.00 552347.10 Equities CITIZENS FINANCIAL GROUP INC COM 2138004JDDA4ZQUPFW65 2500-12-31 2500-12-31 N/A 6851.00 134622.15 Equities TRANSDIGM GROUP INC COM 2500-12-31 2500-12-31 N/A 910.00 311902.50 Equities FORTIVE CORP COM 549300MU9YQJYHDQEF63 2500-12-31 2500-12-31 N/A 265.00 13806.50 Equities BABCOCK & WILCOX ENTERPRIS INC COM 5493006H661OZN2C0T54 2500-12-31 2500-12-31 N/A 6259.00 7260.44 Equities PINNACLE WEST CAP CORP COM TWSEY0NEDUDCKS27AH81 2500-12-31 2500-12-31 N/A 10000.00 783600.00 Equities GRAINGER W W INC COM 549300TWZSP6O1IH2V34 2500-12-31 2500-12-31 N/A 785.00 200284.90 Equities PAGSEGURO DIGITAL LTD COM CL A 2500-12-31 2500-12-31 N/A 14079.00 273977.34 Equities KINROSS GOLD CORP COM 549300UEBMAQDN0K0R06 2500-12-31 2500-12-31 N/A 106838.00 435899.04 Equities AUTOLIV INC COM A23RUXWKASG834LTMK28 2500-12-31 2500-12-31 N/A 17946.00 838437.12 Equities MICROSOFT CORP COM INR2EJN1ERAN0W5ZP974 2500-12-31 2500-12-31 N/A 33702.00 5400071.46 Equities SELECT SECTOR SPDR TR ENERGY 54930064FLK0RD4TRU75 2500-12-31 2500-12-31 N/A 1.00 28.62 Equities SQUARE INC CL A 549300OHIIUWSTIZME52 2500-12-31 2500-12-31 N/A 7784.00 428120.00 Equities CATALYST BIOSCIENCES INC COM NEW 549300TE6BBPJ0S88K48 2500-12-31 2500-12-31 N/A 218900.00 982861.00 Equities ALEXION PHARMACEUTICALS INC COM M1YXUUZR0EIMU8T0EM75 2500-12-31 2500-12-31 N/A 7734.00 674868.84 Equities DEXCOM INC COM 549300YSK3QDSFR5EU59 2500-12-31 2500-12-31 N/A 2213.00 615214.00 Equities CSX CORP COM 549300JVQR4N1MMP3Q88 2500-12-31 2500-12-31 N/A 2152.00 124859.04 Equities PRIMO WATER CORPORATION COM 5493005TMUI9D3MY9I37 2500-12-31 2500-12-31 N/A 135609.00 1220481.00 Equities NOBLE ENERGY INC COM 02VFQXG2D1LR5ZH3K186 2500-12-31 2500-12-31 N/A 3.00 15.93 Equities NVIDIA CORP COM 549300S4KLFTLO7GSQ80 2500-12-31 2500-12-31 N/A 2198.00 583766.82 Equities Y N/A N/A 2020-05-04 2020-05-04 2020-05-04 Y ING FINL MKTS LLC(NNGV RP BNY) 1.0000 34 N N/A N/A N N 0.0131 17000000.00 17000000.00 0.0031 N N N Y J.P. Morgan Securities, LLC J.P. Morgan Securities, LLC, 0.34% ZBUT11V806EZRVTWT807 0001287279 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N VANECK VECTORS ETF TR CHINAAMC CHINA B 5493002JDT4N68B3AU73 2500-12-31 2500-12-31 N/A 35593.00 788014.78 Equities COLUMBIA ETF TR I MULTI SEC MUNI 5493006QFYLERK7JEL04 2500-12-31 2500-12-31 N/A 8560.00 184040.00 Equities PRINCIPAL EXCHANGE-TRADED FDS INTL INDEX ETF 549300SFZ4OLJ52GR814 2500-12-31 2500-12-31 N/A 12076.00 250063.77 Equities AECOM COM 0EEB8GF0W0NPCIHZX097 2500-12-31 2500-12-31 N/A 2.00 57.16 Equities ARROW INVTS TR DWA COUNTRY ETF 5493008G29ZK0CM7X861 2500-12-31 2500-12-31 N/A 30.00 617.47 Equities ISHARES TR MSCI SWITZERLD 549300WTD78LI1MJW892 2500-12-31 2500-12-31 N/A 21267.00 576197.46 Equities VODAFONE GROUP PLC NEW SPONSORED ADR 213800TB53ELEUKM7Q61 2500-12-31 2500-12-31 N/A 1855312.00 26234111.68 Equities TALLGRASS ENERGY LP CLASS A SHS 2500-12-31 2500-12-31 N/A 1547622.00 26913146.58 Equities DEUTSCHE BANK AG DB GOLD DBL LNG 2500-12-31 2500-12-31 N/A 60911.00 2087937.71 Equities FIRST TR EXCHANGE TRADED FD II IPOX EUROPE EQ 549300K6WIW5LLWGNV26 2500-12-31 2500-12-31 N/A 1.00 18.57 Equities BARCLAYS BANK PLC IPATH SLVR ETN A 2500-12-31 2500-12-31 N/A 1370.00 27584.95 Equities LEGG MASON ETF INVT TR GLOBAL INFSTRU 549300NT2YJ3S0V4MG78 2500-12-31 2500-12-31 N/A 17621.00 439555.84 Equities ISHARES TR 0-5YR INVT GR CP 549300DQ0XBNCH5EKW50 2500-12-31 2500-12-31 N/A 107623.00 5385454.92 Equities FRANKLIN TEMPLETON ETF TR FTSE FRANCE 5493000IM51UNM0ZOH37 2500-12-31 2500-12-31 N/A 90112.00 1935609.18 Equities Y N/A N/A 2020-04-07 2020-04-07 2020-04-13 Y JPMORGAN SECS (NON GOV REPO) 1.0000 7 N N/A N/A N N 0.0034 60000000.00 60000000.00 0.0109 N N Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.38% K5HU16E3LMSVCCJJJ255 FIG687000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TUSCAN HOLDINGS CORP UNIT 549300J4UX9OMHSTKS35 2500-12-31 2500-12-31 N/A 150000.00 1500000.00 Equities VANECK VECTORS ETF TR GOLD MINERS ETF 54930031TORTKAM9TJ98 2500-12-31 2500-12-31 N/A 11400.00 272802.00 Equities SCVX CORP UNIT 2500-12-31 2500-12-31 N/A 100000.00 1000000.00 Equities JUNIPER INDL HLDGS INC COM CL A 2500-12-31 2500-12-31 N/A 73090.00 694355.00 Equities ALUSSA ENERGY ACQUISITION CORP SHS CL A 2500-12-31 2500-12-31 N/A 98500.00 955450.00 Equities TRINE ACQUISITION CORP UNIT EX 033121 2500-12-31 2500-12-31 N/A 281363.00 2630744.05 Equities UNION ACQUISITION CORP II UNIT 2500-12-31 2500-12-31 N/A 20100.00 194970.00 Equities MPLX LP COM UNIT REP LTD 5493000CZJ19CK4P3G36 2500-12-31 2500-12-31 N/A 675132.00 6791827.92 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0038 13000000.00 13000000.00 0.0024 N Y Y N Mitsubishi UFJ Securities (U.S.A.), Inc. Mitsubishi UFJ Securities (U.S.A.), Inc., 0.63% K5HU16E3LMSVCCJJJ255 FIG688000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FORTIVE CORP SR GLBL COCO 22 549300MU9YQJYHDQEF63 2022-02-15 2022-02-15 0.875 - 0.875 539986.00 500997.96 Equities PROSPECT CAPITAL CORPORATION 6.375%25 549300FSD8T39P5Q0O47 2025-03-01 2025-03-01 6.375 - 6.375 641895.00 549020.82 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0063 1000000.00 1000000.00 0.0002 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.53% 7TK5RJIZDFROZCA6XF66 FIG692000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 6792360.00 7140105.43 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0053 7000000.00 7000000.00 0.0013 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.58% 7TK5RJIZDFROZCA6XF66 FIG689000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 1940677.00 2040032.98 Agency Mortgage-Backed Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 2000000.00 2000000.00 0.0004 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 0.58% 7TK5RJIZDFROZCA6XF66 FIG690000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ORMAT TECHNOLOGIES INC COM 5493000TSHHWY24VHM09 2500-12-31 2500-12-31 N/A 800.00 52840.00 Equities CHEVRON CORP NEW COM 2500-12-31 2500-12-31 N/A 12100.00 870595.00 Equities J2 GLOBAL INC COM 5493008OJYGLHD7MXA18 2500-12-31 2500-12-31 N/A 15800.00 1191478.00 Equities DOMINION ENERGY INC COM ILUL7B6Z54MRYCF6H308 2500-12-31 2500-12-31 N/A 1200.00 92172.00 Equities PAYCHEX INC COM 529900K900DW6SUBM174 2500-12-31 2500-12-31 N/A 400.00 25768.00 Equities SYNNEX CORP COM 5493004HI6PFLF46NS53 2500-12-31 2500-12-31 N/A 10100.00 753763.00 Equities CHURCH & DWIGHT INC COM POOXSI30AWAQGYJZC921 2500-12-31 2500-12-31 N/A 900.00 58329.00 Equities INCYTE CORP COM 549300Z4WN6JVZ3T4680 2500-12-31 2500-12-31 N/A 8100.00 584577.00 Equities MGE ENERGY INC COM 2500-12-31 2500-12-31 N/A 14700.00 997248.00 Equities REPUBLIC SVCS INC COM NKNQHM6BLECKVOQP7O46 2500-12-31 2500-12-31 N/A 100.00 7665.00 Equities GENUINE PARTS CO COM 549300D46DQVEU651W04 2500-12-31 2500-12-31 N/A 90.00 5947.20 Equities FEDERAL REALTY INVT TR SH BEN INT NEW 549300LI6XZ51GOCJ427 2500-12-31 2500-12-31 N/A 500.00 37500.00 Equities C H ROBINSON WORLDWIDE INC COM NEW 529900WNWN5L0OVDHA79 2500-12-31 2500-12-31 N/A 100.00 6519.00 Equities AGREE REALTY CORP COM 2500-12-31 2500-12-31 N/A 14121.00 901202.22 Equities CIRRUS LOGIC INC COM 549300NKSJEM5ZZSSV18 2500-12-31 2500-12-31 N/A 27900.00 1786716.00 Equities QUALCOMM INC COM H1J8DDZKZP6H7RWC0H53 2500-12-31 2500-12-31 N/A 3800.00 262314.00 Equities PROGRESSIVE CORP OHIO COM 529900TACNVLY9DCR586 2500-12-31 2500-12-31 N/A 1500.00 114270.00 Equities PHILIP MORRIS INTL INC COM HL3H1H2BGXWVG3BSWR90 2500-12-31 2500-12-31 N/A 3900.00 282945.00 Equities EXPONENT INC COM 529900NY3F5Q2NWPUZ42 2500-12-31 2500-12-31 N/A 18100.00 1324015.00 Equities EXPEDITORS INTL WASH INC COM 984500B055A804AB6E40 2500-12-31 2500-12-31 N/A 2600.00 174122.00 Equities AMETEK INC COM 549300WZDEF9KKE40E98 2500-12-31 2500-12-31 N/A 111.00 8182.92 Equities INGREDION INC COM PKSTQ48QDN0XSVS7YK88 2500-12-31 2500-12-31 N/A 1500.00 115920.00 Equities NOVOCURE LTD ORD SHS 213800YPP55UMHWA4826 2500-12-31 2500-12-31 N/A 300.00 21012.00 Equities COLGATE PALMOLIVE CO COM YMEGZFW4SBUSS5BQXF88 2500-12-31 2500-12-31 N/A 8600.00 572588.00 Equities GILEAD SCIENCES INC COM 549300WTZWR07K8MNV44 2500-12-31 2500-12-31 N/A 700.00 53151.00 Equities ZENDESK INC COM 549300SLI6BN94BKKO36 2500-12-31 2500-12-31 N/A 500.00 32680.00 Equities OMNICELL INC COM 5493008RH0GTKHHPZI77 2500-12-31 2500-12-31 N/A 23500.00 1502590.00 Equities XYLEM INC COM 549300DF5MV96DRYLQ48 2500-12-31 2500-12-31 N/A 300.00 19872.00 Equities STARBUCKS CORP COM OQSJ1DU9TAOC51A47K68 2500-12-31 2500-12-31 N/A 9100.00 617526.00 Equities GUARDANT HEALTH INC COM 2500-12-31 2500-12-31 N/A 300.00 21375.00 Equities MARRIOTT INTL INC NEW CL A 225YDZ14ZO8E1TXUSU86 2500-12-31 2500-12-31 N/A 63600.00 4843776.00 Equities SCIENCE APPLICATNS INTL CP NEW COM 549300LZPNZIXQGZPZ48 2500-12-31 2500-12-31 N/A 272200.00 20009422.00 Equities INPHI CORP COM 549300DCMERAAZFGT726 2500-12-31 2500-12-31 N/A 5814.00 452561.76 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0058 35000000.00 35000000.00 0.0064 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 1.08% 7TK5RJIZDFROZCA6XF66 FIG705000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FEDERAL HOME LOAN MORTGAGE CORP 2050-03-01 2050-03-01 3 - 3 10772960.00 11253645.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 2030-02-25 2030-02-25 2.35 - 2.35 2936922.00 3056457.36 Agency Debentures and Agency Strips Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0107 14000000.00 14000000.00 0.0026 N Y Y N Mizuho Securities U.S.A., Inc. Mizuho Securities U.S.A., Inc., 2.08% 7TK5RJIZDFROZCA6XF66 FHA739000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N MIZUHO FLOATER / RESIDUAL TR V CTFS 2019 2046-09-01 2046-09-01 3.51 - 3.51 9442490.00 9469656.51 Other Instrument MUNICIPAL DEBT Y N/A N/A 2020-04-27 2020-04-27 2020-04-27 N N N 0.0206 9000000.00 9000000.00 0.0016 N N N Y Morgan Stanley & Co., Inc. Morgan Stanley & Co., Inc., 2.08% 9R7GPTSO7KV3UQJZQ078 0000068136 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PREDICTIVE ONCOLOGY INC COM NEW 549300UQE748N2H9LE74 2500-12-31 2500-12-31 N/A 91.00 165.62 Equities XTL BIOPHARMACEUTICALS LTD SPONSORED ADR NE 529900NDDXEAPTUTXP41 2500-12-31 2500-12-31 N/A 1.00 1.18 Equities NANO DIMENSION LTD SPONSORD ADS NEW 529900VO8AZA0A4ZUM77 2500-12-31 2500-12-31 N/A 43.00 49.45 Equities VEON LTD SPONSORED ADR 5493008CA3NMHYEVT131 2500-12-31 2500-12-31 N/A 10.00 14.80 Equities KBS FASHION GROUP LTD COM NEW 54930094TV6SSEXV2R56 2500-12-31 2500-12-31 N/A 1627.00 2635.74 Equities INTEGRATED MEDIA TECHNLOGY LTD SHS 2500-12-31 2500-12-31 N/A 34.00 104.72 Equities STEALTHGAS INC SHS 549300JCJUO3WBVVKJ89 2500-12-31 2500-12-31 N/A 199.00 378.10 Equities NEWATER TECHNOLOGY INC SHS 2500-12-31 2500-12-31 N/A 47.00 105.28 Equities CSMC 2019-ICE4 A 20360515 FLT 2036-05-15 2036-05-15 1.685 - 1.685 2833620.00 2668909.39 Private Label Collateralized Mortgage Obligations SCHMITT INDS INC ORE COM NEW 5299003BMFILFJNCJG46 2500-12-31 2500-12-31 N/A 1.00 2.74 Equities ELTEK LTD SHS 2500-12-31 2500-12-31 N/A 16.00 58.72 Equities WELLS FARGO CO NEW PERP SUB-A -S BD PBLD0EJDB5FWOLXP3B76 2500-12-31 2500-12-31 5.9 - 5.9 30000.00 29921.17 Corporate Debt Securities MONEYGRAM INTL INC COM NEW 5299002DLX0Q04KC4156 2500-12-31 2500-12-31 N/A 36.00 45.72 Equities RISE ED CAYMAN LTD SPONSORED ADR 2500-12-31 2500-12-31 N/A 83.00 309.59 Equities POWERBRIDGE TECHNLOGIES CO LTD ORD SHS 2500-12-31 2500-12-31 N/A 99.00 231.66 Equities GRINDROD SHIPPING HOLDINGS LTD SHS 5493001NNO676ANGTK65 2500-12-31 2500-12-31 N/A 1405.00 3372.00 Equities CLPS INCORPORATION COM 5493001SK6OL0NWMTW78 2500-12-31 2500-12-31 N/A 9.00 16.47 Equities PACIFIC GAS & ELEC CO SR NT 3.25%23 1HNPXZSMMB7HMBMVBS46 2023-06-15 2023-06-15 N/A 481000.00 464165.00 Corporate Debt Securities UTSTARCOM HOLDINGS CORP SHS NEW 5299004Q5INQ39MLMZ08 2500-12-31 2500-12-31 N/A 1.00 1.80 Equities MOGO INC COM 2500-12-31 2500-12-31 N/A 2671.00 2884.68 Equities Y N/A N/A 2020-05-05 2020-05-05 2020-05-05 N N N 0.0079 3003689.70 3003689.70 0.0005 N N N Y Societe Generale Societe Generale, 0.45% O2RNE8IBXP4R0TD8PU41 FIG667000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SEVEN & I HLDGS CO LTD SR GLBL 144A 21 52990037G8JRM3TWGY86 2021-09-17 2021-09-17 3.35 - 3.35 201976.00 205425.69 Corporate Debt Securities BARCLAYS PLC SR GLBL COCO 24 213800LBQA1Y9L22JB70 2024-05-16 2024-05-16 4.338 - 4.338 2800000.00 2746121.00 Corporate Debt Securities BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 2021-03-09 2021-03-09 1.15 - 1.15 135.00 134.81 Corporate Debt Securities CANADIAN IMP BK COMM GLBL COCO 25 2IGI19DL77OX0HC3ZE78 2025-01-28 2025-01-28 2.25 - 2.25 40.00 39.25 Corporate Debt Securities GOVERNMENT NATIONAL MORTAGE ASSOC 549300M8ZYFG0OCMTT87 2060-12-15 2060-12-15 4.4 - 4.4 2007032.00 2252914.83 Agency Mortgage-Backed Securities ABBVIE INC SR GLBL 144A 24 FR5LCKFTG8054YNNRU85 2024-11-21 2024-11-21 2.6 - 2.6 1500000.00 1504348.33 Corporate Debt Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 1096.00 1103.76 Corporate Debt Securities CREDIT AGRICOLE S A FR 3.25%011430 969500TJ5KRTCJQWXH05 2030-01-14 2030-01-14 3.25 - 3.25 500.00 476.33 Corporate Debt Securities VODAFONE GROUP PLC NEW SR GLBL NT 50 213800TB53ELEUKM7Q61 2050-09-17 2050-09-17 4.25 - 4.25 868000.00 867620.49 Corporate Debt Securities HYUNDAI CAP SVCS INC SR GLBL REGS 22 549300MALMDAGL2ZJJ27 2022-03-06 2022-03-06 3 - 3 5348200.00 5222570.78 Corporate Debt Securities POWER FIN LTD 6.15%28 3358003Q6D9LIJJZ1614 2028-12-06 2028-12-06 6.15 - 6.15 799.00 814.67 Corporate Debt Securities US TREASURY 254900HROIFWPRGM1V77 2043-05-15 2049-02-15 1 - 3 3837300.00 5160064.74 U.S. Treasuries (including strips) AUTOZONE INC SR GLBL NT 4%30 GA3JGKJ41LJKXDN23E90 2030-04-15 2030-04-15 4 - 4 3.00 3.07 Corporate Debt Securities ANTHEM INC SR GLBL NT 29 8MYN82XMYQH89CTMTH67 2029-09-15 2029-09-15 2.875 - 2.875 862000.00 838396.52 Corporate Debt Securities MORGAN STANLEY FR 5.597%032451 IGJSJL3JD5P30I6NJZ34 2051-03-24 2051-03-24 5.597 - 5.597 16922.00 22759.72 Corporate Debt Securities TRUIST BANK GLOBAL SUB NT 2.25%30 JJKC32MCHWDI71265Z06 2030-03-11 2030-03-11 2.25 - 2.25 90.00 81.02 Corporate Debt Securities MORGAN STANLEY VR 042417-050824 IGJSJL3JD5P30I6NJZ34 2024-05-08 2024-05-08 2.954 - 2.954 5909000.00 5695938.94 Corporate Debt Securities AT&T INC SR GLBL FL NT 21 549300Z40J86GGSTL398 2021-06-01 2021-06-01 2.33 - 2.33 100.00 97.29 Corporate Debt Securities XCEL ENERGY INC SR GLBL NT2.4%21 LGJNMI9GH8XIDG5RCM61 2021-03-15 2021-03-15 2.4 - 2.4 49000.00 48024.74 Corporate Debt Securities PEPSICO INC SR NT 5.5%40 FJSUNZKFNQ5YPJ5OT455 2040-01-15 2040-01-15 5.5 - 5.5 373000.00 466783.80 Corporate Debt Securities APPLE INC SR GLBL NT 26 HWUPKR0MPOU8FGXBT394 2026-09-11 2026-09-11 2.05 - 2.05 25.00 25.62 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV SR GLBL REGS 29 549300C6OZZ8LTVR8209 2029-11-12 2029-11-12 2.95 - 2.95 5.00 5.16 Corporate Debt Securities NVIDIA CORP SR GLBL NT 30 549300S4KLFTLO7GSQ80 2030-04-01 2030-04-01 2.85 - 2.85 105.00 107.33 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0045 24000000.00 24000000.00 0.0044 N Y Y N Societe Generale Societe Generale, 0.50% O2RNE8IBXP4R0TD8PU41 FIG668000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS PLC SR GLBL COCO 24 213800LBQA1Y9L22JB70 2024-05-16 2026-01-12 4.338 - 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6.94 378.00 403.75 Asset-Backed Securities BARCLAYS PLC GLBL COCO 23 213800LBQA1Y9L22JB70 2023-02-15 2023-02-15 3.122 - 3.122 50.00 47.25 Corporate Debt Securities INTEL CORP SR GLBL NT 50 KNX4USFCNGPY45LOCE31 2050-03-25 2050-03-25 4.75 - 4.75 300.00 388.74 Corporate Debt Securities PT PERTAMINA PERSERO FR 4.175%012150 254900NDAKGNZ2IBBL45 2050-01-21 2050-01-21 4.175 - 4.175 199121.00 173030.59 Corporate Debt Securities PT PELABUHAN INDONESIA III 4.5%23 254900Y6SH3NRN1A8R64 2023-05-02 2023-05-02 4.5 - 4.5 210.00 212.84 Corporate Debt Securities MOSS CREEK RES HLDGS INC 10.5%27 54930037SLMSPWKYIX36 2027-05-15 2027-05-15 10.5 - 10.5 1.00 0.36 Corporate Debt Securities PFIZER INC SR GLBL NT 4%49 765LHXWGK1KXCLTFYQ30 2049-03-15 2049-03-15 4 - 4 100.00 119.24 Corporate Debt Securities BANC AMERICA FDG 2007-B A-1 20470420 FLT 2047-04-20 2047-04-20 0.983 - 0.983 8.00 0.68 Private Label Collateralized Mortgage Obligations JPMCC COML MTG SEC TR 2016-JP3 E 20490817 FLT 2049-08-17 2049-08-17 4.21 - 4.21 7844343.00 3857363.44 Private Label Collateralized Mortgage Obligations WFRBS COML MTG TR 2013-C14 E 20460615 3.25000 549300GADFYEKC4OLM57 2046-06-15 2046-06-15 3.25 - 3.25 16.00 11.41 Private Label Collateralized Mortgage Obligations GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 1.00 0.65 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA 144A FR 3.61%091234 MSFSBD3QN1GSN7Q6C537 2034-09-12 2034-09-12 3.61 - 3.61 446.00 405.08 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 30 2030-08-15 2030-08-15 4.5 - 4.5 100000.00 97537.50 Corporate Debt Securities KITE RLTY GROUP L P SR GLBL NT 4%26 549300X6R2GYI8Y3OD81 2026-10-01 2026-10-01 4 - 4 1928000.00 1964805.52 Corporate Debt Securities MORGAN STANLEY FR 5.597%032451 IGJSJL3JD5P30I6NJZ34 2051-03-24 2051-03-24 5.597 - 5.597 780455.00 1049695.04 Corporate Debt Securities CWABS INC 2006-15 A-5A 20461025 FLT 2046-10-25 2046-10-25 4.566 - 4.566 5490.00 3386.63 Asset-Backed Securities LADDER CAPITAL FIN HLDGS/CORP SR GLBL 144A 27 2027-02-01 2027-02-01 4.25 - 4.25 2991785.00 2405046.10 Corporate Debt Securities WESTLAKE AUTORECV TR 2019-3 E 20250315 3.59000 2025-03-15 2025-03-15 3.59 - 3.59 136.00 119.70 Asset-Backed Securities CWABS INC 2006-17 2-A-3 20341225 FLT 2034-12-25 2034-12-25 1.187 - 1.187 517447.00 361213.50 Asset-Backed Securities JPMORGAN CHASE & CO ALT TIER I PERP 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 5 - 5 1158360.00 1097897.47 Corporate Debt Securities CWABS INC 2007-4 A-3 20321025 FLT 2032-10-25 2032-10-25 4.725 - 4.725 5504400.00 2434614.44 Asset-Backed Securities MAGNETITE VIII LTD 2014-8R2 E-R2 20310415 FLT 549300NJNSVWVLHGRY73 2031-04-15 2031-04-15 7.481 - 7.481 130.00 97.49 Asset-Backed Securities SPRINGLEAF FDG TR 2017-A D 20300715 5.02000 2030-07-15 2030-07-15 5.02 - 5.02 3.00 2.52 Asset-Backed Securities SUNCOR ENERGY INC NEW SR GLBL NT6.5%38 549300W70ZOQDVLCHY06 2038-06-15 2038-06-15 6.5 - 6.5 3000.00 3121.77 Corporate Debt Securities SOUNDVIEW HM LN 2006-NLC1 A-2 20361125 FLT 2036-11-25 2036-11-25 1.067 - 1.067 2.00 0.44 Asset-Backed Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL REGS 26 2026-05-01 2026-05-01 5.5 - 5.5 303.00 314.44 Corporate Debt Securities AVON INTL CAP P L C SR SEC GLBL 22 2022-08-15 2022-08-15 6.5 - 6.5 10.00 8.93 Corporate Debt Securities ALPHA HLDG S A DE C V SR GLBL REGS 22 549300R872G37EN6NT94 2022-12-19 2022-12-19 10 - 10 1.00 0.74 Corporate Debt Securities RASC SERIES TRUST 2006-EMX9 A-II 20361125 FLT 2036-11-25 2036-11-25 1.077 - 1.077 497.00 41.21 Asset-Backed Securities CHENIERE CORPUS CHRISTI HLDGS SR SEC NT 27 549300I7CIEWU1BBLQ53 2027-06-30 2027-06-30 5.125 - 5.125 11.00 9.31 Corporate Debt Securities NONGHYUP BANK SR REGS BD 23 988400GSDJCW3LKJBD20 2023-07-30 2023-07-30 3.875 - 3.875 1557.00 1664.20 Corporate Debt Securities OPTION ONE MTG LN TR 2007-1 II-A-3 20370125 FLT 2037-01-25 2037-01-25 1.087 - 1.087 15689900.00 6505318.19 Asset-Backed Securities JP MORGAN CHASE BANK NA GLBL NT 2.739%30 8I5DZWZKVSZI1NUHU748 2030-10-15 2030-10-15 2.739 - 2.739 400.00 402.83 Corporate Debt Securities WASHINGTON PRIME GROUP LP CR SEN SR GLBL24 549300K4BNOIQ154O537 2024-08-15 2024-08-15 6.45 - 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2.85 5869792.00 6000042.68 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0055 26000000.00 26000000.00 0.0047 N Y Y N Societe Generale Societe Generale, 0.60% O2RNE8IBXP4R0TD8PU41 FIG631000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BAUSCH HEALTH COMPANIES INC SR SEC 144A NT24 B3BS7ACMDUWISF18KY76 2024-03-15 2024-03-15 7 - 7 19000.00 19296.42 Corporate Debt Securities GTT COMMUNICATIONS INC SR GLBL 144A 24 549300ETSL7K1ZX05H30 2024-12-31 2024-12-31 7.875 - 7.875 627000.00 401084.06 Corporate Debt Securities AVIANCA HLDGS SA/ AVIANCA LEAS SR SEC GLBL 23 529900VB3L5MRBU13P27 2023-05-10 2023-05-10 9 - 9 13972671.00 3109059.02 Corporate Debt Securities TRANSDIGM INC 6.25%26 88Q84GB3X55CF5OC7582 2026-03-15 2026-03-15 6.25 - 6.25 8270.00 8283.46 Corporate Debt Securities WASHINGTON PRIME GROUP LP CR SEN SR GLBL24 549300K4BNOIQ154O537 2024-08-15 2024-08-15 6.45 - 6.45 1.00 0.60 Corporate Debt Securities DENBURY RES INC SR SEC GLBL 24 549300KCWA5W52MS5559 2024-02-15 2024-02-15 7.75 - 7.75 167.00 24.20 Corporate Debt Securities INTREPID AVIATION GROUP HLDGS SR GLBL 144A 21 2021-08-15 2021-08-15 8.5 - 8.5 948380.00 901682.82 Corporate Debt Securities GMR HYDERABAD INTL ARPT LTD SR SEC GLBL 27 335800NSPGIN89SVOU83 2027-10-27 2027-10-27 4.25 - 4.25 64.00 51.10 Corporate Debt Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 30.00 19.42 Corporate Debt Securities NIELSEN FIN LLC/ NIELSEN FIN SR NT 4.5%20 2020-10-01 2020-10-01 4.5 - 4.5 7887000.00 7887000.00 Corporate Debt Securities ELDORADO RESORTS INC SR GLBL NT 6%26 5299000BKFWWVND5L441 2026-09-15 2026-09-15 6 - 6 14.00 12.74 Corporate Debt Securities STENA INTL SA SR SEC 144A NT24 213800A4LTGG4W55QP46 2024-03-01 2024-03-01 5.75 - 5.75 1164000.00 960057.50 Corporate Debt Securities CSC HLDGS INC SR NT 6.75%21 3HG2WD2W22M120IUNG49 2021-11-15 2021-11-15 6.75 - 6.75 720000.00 753840.00 Corporate Debt Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0060 13000000.00 13000000.00 0.0024 N N Y N Societe Generale Societe Generale, 0.65% O2RNE8IBXP4R0TD8PU41 FIG666000 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BNP PARIBAS FR 2.819%111925 R0MUWSFPU8MPRO8K5P83 2025-11-19 2025-11-19 2.819 - 2.819 1.00 0.97 Corporate Debt Securities PARKER-HANNIFIN CORP MTNS BE FR 3.5%091522 5493002CONDB4N2HKI23 2022-09-15 2022-09-15 3.5 - 3.5 50000.00 50685.28 Corporate Debt Securities FORD MOTOR CREDIT CO LLC SR GLBL NT 23 UDSQCVRUX5BONN0VY111 2023-01-09 2023-01-09 3.087 - 3.087 107.00 95.85 Corporate Debt Securities GTT COMMUNICATIONS INC SR GLBL 144A 24 549300ETSL7K1ZX05H30 2024-12-31 2024-12-31 7.875 - 7.875 108000.00 69086.25 Corporate Debt Securities AVIANCA HLDGS SA/ AVIANCA LEAS SR SEC GLBL 23 529900VB3L5MRBU13P27 2023-05-10 2023-05-10 9 - 9 1.00 0.22 Corporate Debt Securities ESH HOSPITALITY INC SR 144A NT 25 54930042FMK7X7SQ2896 2025-05-01 2025-05-01 5.25 - 5.25 199000.00 171013.64 Corporate Debt Securities BANC AMERICA FDG 2007-B A-1 20470420 FLT 2047-04-20 2047-04-20 0.983 - 0.983 4170248.00 354480.90 Private Label Collateralized Mortgage Obligations AUSTRALIA&NEW ZEALAND BKG GRP COCO 26 JHE42UYNWWTJB8YTTU19 2026-05-19 2026-05-19 4.4 - 4.4 478000.00 487212.65 Corporate Debt Securities ONEMAIN FINL TR 2019-1 E 20310214 5.69000 2031-02-14 2031-02-14 5.69 - 5.69 1039541.00 851023.30 Asset-Backed Securities GOLDEN NUGGET INC SR GLBL 144A 24 91D14OD6M4H1RVBN7R43 2024-10-15 2024-10-15 6.75 - 6.75 13.00 8.42 Corporate Debt Securities MITSUBISHI UFJ FINL GROUP INC SR GLBL NT 39 353800V2V8PUY9TK3E06 2039-07-18 2039-07-18 3.751 - 3.751 89317.00 85402.79 Corporate Debt Securities NEMAK S A B DE C V 4.75%25 5493000MY3DAIB0BP706 2025-01-23 2025-01-23 4.75 - 4.75 115186.00 84500.48 Corporate Debt Securities CCO HLDGS LLC / CCO HLDGS CAP SR GLBL 144A 29 2029-06-01 2029-06-01 5.375 - 5.375 10.00 10.47 Corporate Debt Securities PRUDENTIAL FINL INC MTNS BOOK FR 4.35%022550 5PRBRS5FEH7NREC8OR45 2050-02-25 2050-02-25 4.35 - 4.35 462494.00 462507.87 Corporate Debt Securities MORGAN STANLEY FR 4%072325 IGJSJL3JD5P30I6NJZ34 2025-07-23 2025-07-23 4 - 4 262000.00 278096.12 Corporate Debt Securities MOODYS CORP SR GLBL NT 23 549300GCEDD8YCF5WU84 2023-01-15 2023-01-15 2.625 - 2.625 749997.00 738763.29 Corporate Debt Securities ALLIED UNVL HOLDCO LLC/ALLIED SR SEC GLBL 26 2026-07-15 2026-07-15 6.625 - 6.625 37.00 36.68 Corporate Debt Securities JPMORGAN CHASE & CO ALT TIER I PERP 8I5DZWZKVSZI1NUHU748 2500-12-31 2500-12-31 5 - 5 4.00 3.79 Corporate Debt Securities PETROBRAS GLBL FIN B V SR GLBL NT 22 549300FNENFFSMO3GT38 2022-01-17 2022-01-17 6.125 - 6.125 2000.00 2013.84 Corporate Debt Securities CSC HLDGS INC SR NT 6.75%21 3HG2WD2W22M120IUNG49 2021-11-15 2021-11-15 6.75 - 6.75 597000.00 625059.00 Corporate Debt Securities Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0065 4000000.00 4000000.00 0.0007 N N Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.55% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N WORLD BANK ZTMSNXROF84AHWJNKQ93 2020-08-21 2020-08-21 0.23 - 0.23 22428000.00 22440540.99 Other Instrument INTERNATIONAL DEBT Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0055 22000000.00 22000000.00 0.0040 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SESI L L C SR NT 7.125%21 XDZ56K6RXS5J1ESBZS35 2021-12-15 2021-12-15 7.125 - 7.125 676000.00 139241.92 Corporate Debt Securities GULFPORT ENERGY CORP SR NT 6%24 549300FJX18IDUFPHD40 2024-10-15 2024-10-15 6 - 6 2000000.00 510333.33 Corporate Debt Securities OASIS PETROLEUM INC SR NT 6.875%23 529900FA4V2YNIKZ0M71 2023-01-15 2023-01-15 6.875 - 6.875 600000.00 131708.33 Corporate Debt Securities PYXUS INTERNATIONAL INC SR SEC NT 21 8YFRT44YTZ40IQKXOL79 2021-07-15 2021-07-15 9.875 - 9.875 16479000.00 3144971.38 Corporate Debt Securities DENBURY RES INC SR SEC GLBL 22 549300KCWA5W52MS5559 2022-03-31 2022-03-31 9.25 - 9.25 13062000.00 3134880.00 Corporate Debt Securities DIAMOND OFFSHORE DRILLING INC SR NT 3.45%23 F14FQJ2EEHW5VPYUHL14 2023-11-01 2023-11-01 3.45 - 3.45 8396000.00 2513552.50 Corporate Debt Securities FTS INTERNATIONAL INC SR SEC NT6.25%22 549300LIZ1UTOOLOZV47 2022-05-01 2022-05-01 6.25 - 6.25 4688000.00 1751163.33 Corporate Debt Securities WHITING PETE CORP NEW SR GLBL NT 21 52990028CHK9KUB1B293 2021-03-15 2021-03-15 5.75 - 5.75 2838000.00 291052.67 Corporate Debt Securities NABORS INDS INC SR GLBL NT5.1%23 549300VFQWRKICUFNU92 2023-09-15 2023-09-15 5.1 - 5.1 6465000.00 1630904.00 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP SR NT 11%25 549300ZCZ76HYCS0H445 2023-01-15 2025-09-15 7.125 - 11 173000.00 45476.06 Corporate Debt Securities MALLINCKRODT INTL FIN SA SR GLBL 144A 23 2023-10-15 2023-10-15 5.625 - 5.625 1378000.00 390099.74 Corporate Debt Securities NGL ENERGY PARTNERS LP SR GLBL NT7.5%23 2023-11-01 2023-11-01 7.5 - 7.5 294000.00 112087.50 Corporate Debt Securities SUMMIT MIDSTREAM HLDGS LLC / SR NT 5.5%22 2022-08-15 2022-08-15 5.5 - 5.5 1310000.00 245006.39 Corporate Debt Securities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 13000000.00 13000000.00 0.0024 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 945000.00 860901.30 Equities BLACKROCK CAP INVT CORP SR CONV NT 5%22 H88PPRS67HRMQX6CRF26 2022-06-15 2022-06-15 5 - 5 220000.00 193813.89 Equities ACORDA THERAPEUTICS INC SR COCO 21 5493007NPB5YRM8QGL53 2021-06-15 2021-06-15 1.75 - 1.75 14090000.00 12352601.24 Equities LIBERTY MEDIA CORP SR EXCH DEB 4%29 549300SZUIU7Z32Q0664 2029-11-15 2029-11-15 4 - 4 32182000.00 21404605.78 Equities SEA LTD SR COCO 23 529900OM6JLLW44YKI15 2023-07-01 2023-07-01 2.25 - 2.25 5460546.00 12709598.28 Equities Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 44000000.00 44000000.00 0.0080 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.75% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AASET TR 2018-1 C 20380116 6.41300 2038-01-16 2038-01-16 6.413 - 6.413 8333361.00 3511526.23 Asset-Backed Securities SLM STUDENT LOAN TR 2003-4 A-5D 20330315 FLT 549300JLVVUXV7DNSJ85 2033-03-15 2033-03-15 1.49 - 1.49 1500000.00 511465.95 Asset-Backed Securities UNITED AIRLINES PT CERT 2007-1 A 20240102 6.63600 2024-01-02 2024-01-02 6.636 - 6.636 1000000.00 362154.61 Asset-Backed Securities JER CRE CDO 2006-2 H-FL 20450325 FLT 549300HX6FUK9WBH2U64 2045-03-25 2045-03-25 3.447 - 3.447 3000000.00 879922.32 Other Instrument COLLATERALIZED DEBT OBLIGATION CWCAPITAL COBALT II 2006-2 K 20500426 FLT 2050-04-26 2050-04-26 5.294 - 5.294 4000000.00 1161371.70 Other Instrument COLLATERALIZED DEBT OBLIGATION CBRE REALTY FIN CDO 2007-1 G 20520407 FLT 2052-04-07 2052-04-07 3.243 - 3.593 12377559.00 3149106.41 Other Instrument COLLATERALIZED DEBT OBLIGATION SPRITE LTD 2017-1 C 20371215 6.90000 2037-12-15 2037-12-15 6.9 - 6.9 1000000.00 382767.45 Asset-Backed Securities ORION LTD 2006-1 C 144A 20460910 FLT 549300MLMUOPMGCXUV63 2046-09-10 2046-09-10 3.277 - 3.277 12000000.00 4081977.98 Other Instrument COLLATERALIZED DEBT OBLIGATION Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0075 13000000.00 13000000.00 0.0024 N Y Y N Wells Fargo Securities, LLC Wells Fargo Securities, LLC, 0.80% VYVVCKR63DVZZN70PB21 0000276523 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TEVA PHARMACEUTICAL FIN LLC 0.25%26 5493006PITD7MU7WW480 2026-02-01 2026-02-01 0.25 - 0.25 7981000.00 7270744.21 Equities ALLSCRIPTS HEALTHCARE SOLUTNS SR COCO 20 Y68YJHVB1GU4TAU3C223 2020-07-01 2020-07-01 1.25 - 1.25 2709000.00 2604798.32 Equities SHIP FIN INTL LTD SR GLBL EQTY 23 549300RLYYPSB0C7RH77 2023-05-01 2023-05-01 4.875 - 4.875 50000.00 46402.98 Equities ENCORE CAP GROUP INC SR CONV NT 3%20 5493000UVC6H49CIH830 2020-07-01 2020-07-01 3 - 3 3346000.00 3332181.02 Equities THERAVANCE BIOPHARMA INC SR CV NT 3.25%23 5493007VTSXP4Z6MIW52 2023-11-01 2023-11-01 3.25 - 3.25 800000.00 776777.33 Equities CTRIP COM INTL LTD SR CONV NT 1%20 2549004RMYDSRQL4KW41 2020-07-01 2025-07-01 1 - 1.99 10023000.00 9731147.28 Equities Y N/A N/A 2020-04-06 2020-04-06 2020-04-06 N N N 0.0080 22000000.00 22000000.00 0.0040 N N Y N Barclays Bank PLC Barclays Bank PLC, 0.25% G5GSEF7VJP5I7OUK5573 FIG555000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0025 290000000.00 290000000.00 0.0529 N Y Y N Credit Agricole CIB Credit Agricole CIB, 0.06% 1VUV7VQFKUOQSJ21A208 FIG720000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0006 76000000.00 76000000.00 0.0139 N Y Y N Credit Suisse AG Credit Suisse AG, 0.10% ANGGYXNX0JLX3X63JN86 FIG584000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0010 38000000.00 38000000.00 0.0069 N Y Y N Landesbank Hessen-Thuringen London Branch Landesbank Hessen-Thuringen London Branch, 0.50% DIZES5CFO5K3I5R58746 FIF457000 Non-Negotiable Time Deposit Y N/A N/A 2020-04-03 2020-04-03 2020-04-03 N N N 0.0052 45999921.80 45999921.80 0.0084 N N Y N BNP Paribas, SA BNP Paribas, SA, 1.61% R0MUWSFPU8MPRO8K5P83 FGH714000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 254900HROIFWPRGM1V77 2020-04-21 2049-08-15 0 - 7.5 26533900.00 33858578.27 U.S. Treasuries (including strips) Y N/A N/A 2020-04-07 2020-04-07 2020-05-18 Y BNP PARIBAS (GOV REPO) 1.0000 7 N N/A N/A N N 0.0160 33000000.00 33000000.00 0.0060 N N Y N Credit Agricole CIB Credit Agricole CIB, 0.02% 1VUV7VQFKUOQSJ21A208 FIG628000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2020-09-15 2026-02-15 1.375 - 1.625 17289000.00 18413358.97 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0002 18000000.00 18000000.00 0.0033 N Y Y N HSBC Securities, Inc. HSBC Securities, Inc., 0.01% CYYGQCGNHMHPSMRL3R97 0000853784 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-15 2024-05-15 2.5 - 2.5 10329000.00 11318678.72 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 11000000.00 11000000.00 0.0020 N Y Y N ING Financial Markets LLC ING Financial Markets LLC, 0.01% KBVRJ5K57JZ3E2AVWX40 0000877559 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2023-06-30 2023-06-30 1.375 - 1.375 21680000.00 22472675.00 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 22000000.00 22000000.00 0.0040 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG630000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2024-05-31 2046-08-15 2 - 2.25 9525700.00 10231705.45 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 10000000.00 10000000.00 0.0018 N Y Y N MUFG Securities EMEA PLC MUFG Securities EMEA PLC, 0.01% U7M81AY481YLIOR75625 FIG607000 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N US TREASURY 2021-09-30 2046-08-15 1.5 - 2.25 18299300.00 19427163.78 U.S. Treasuries (including strips) Y N/A N/A 2020-04-01 2020-04-01 2020-04-01 N N N 0.0001 19000000.00 19000000.00 0.0035 N Y Y N Florida Timber Fin. III LLC Taxable Florida Timber Fin. III LLC Taxable, 1.20% LOC Wells Fargo Bank NA VRDN 343217AA3 US343217AA35 Variable Rate Demand Note Y N/A N/A 2020-04-07 2020-04-07 2024-09-03 Y WELLS FARGO BK NATL ASSN 1.0000 7 N N/A N/A Y WELLS FARGO BK NATL ASSN 1.0000 N/A N/A N 0.0120 25155000.00 25155000.00 0.0046 N N Y N Toyota Motor Credit Corp. Toyota Motor Credit Corp., 0.93% Z2VZBHUMB7PWWJ63I008 0000834071 Other Instrument Master Notes Y N/A N/A 2020-04-01 2020-04-07 2020-11-20 Y TOYOTA MOTOR CREDIT CORP 1.0000 7 N N/A N/A N N 0.0093 27000000.00 27000000.00 0.0049 N N Y N Credit AG CIB Paris Credit AG CIB Paris, 0.80% 1VUV7VQFKUOQSJ21A208 FIG739000 Other Instrument Forward Settling Repurchase Agreements Y N/A N/A 2020-04-07 2020-04-07 2020-04-07 N N N 0.0080 9000000.00 9000000.00 0.0016 N N Y N Represents a forward settling transaction and therefore no collateral securities had been allocated as of period end. The agreement contemplated the delivery of U.S. Treasury securities Fidelity Colchester Street Trust: Prime Money Market Portfolio 2020-04-03 Laura M. Del Prato Laura M. Del Prato President and Treasurer