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P-1 Standard and Poor's Ratings Services A-1 N N 0.0167 3000000.00 3000000.00 0.0308 N N Y N ABN Amro Securities LLC ABN Amro Securities LLC 1.680000% 549300FIFV1C 0001245022 ARP0M6QM0_1.68_0203 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N JPMORGAN CHASE & CO SR NT 4.4 2020-07-22 4.400000 10000.00 10134.38 Other Instrument Corporate Bond GLAXOSMITHKLINE CAP PLC SR GLBL N 2021-05-14 3.125000 2000.00 2049.37 Other Instrument Corporate Bond ABB TREASURY CENTER USA INC SR GLBL 1 2021-06-15 4.000000 239000.00 247764.13 Other Instrument Corporate Bond CAPITAL ONE FINL CORP SR NT 4.7 2021-07-15 4.750000 10000.00 10431.29 Other Instrument Corporate Bond TYSON FOODS INC SR GLBL N 2021-08-23 2.250000 5705.00 5805.48 Other Instrument Corporate Bond AMERICAN HONDA FIN CORP MTN FR 1.7%09 2021-09-09 1.700000 296000.00 298077.43 Other Instrument Corporate Bond U.S. Treasury Note 254900HROIFW 2023-02-28 2.625000 266200.00 279191.53 U.S. Treasuries (including strips) MORGAN STANLEY FR 4%0723 2025-07-23 4.000000 16000.00 17562.68 Other Instrument Corporate Bond JOHNSON & JOHNSON SR GLBL N 2028-01-15 2.900000 22000.00 23454.16 Other Instrument Corporate Bond CSX CORP SR GLBL N 2028-03-01 3.800000 8000.00 9026.78 Other Instrument Corporate Bond WELLS FARGO & CO FR 3.584% 2028-05-22 3.584000 7701.00 8371.37 Other Instrument Corporate Bond CIMAREX ENERGY CO SR GLBL N 2029-03-15 4.375000 7000.00 7577.68 Other Instrument Corporate Bond SHELL INTERNATIONAL FIN BV SR GLBL N 2029-11-07 2.375000 14985.00 15175.39 Other Instrument Corporate Bond KILROY RLTY L P SR GLBL N 2030-02-15 3.050000 9596.00 9941.06 Other Instrument Corporate Bond TRANSCANADA PIPELINES LTD SR GLBL N 2038-05-15 4.750000 866.00 1018.97 Other Instrument Corporate Bond ENERGY TRANSFER PRTNRS L P SR GLBL N 2038-07-01 7.500000 90000.00 119146.65 Other Instrument Corporate Bond FLORIDA POWER CORP 1MTG BD 5 2040-04-01 5.650000 50000.00 70679.82 Other Instrument Corporate Bond OCCIDENTAL PETE CORP SR GLBL N 2044-07-15 4.500000 165000.00 171062.93 Other Instrument Corporate Bond ENTERGY LA LLC 4.2%48 2048-09-01 4.200000 2170.00 2713.44 Other Instrument Corporate Bond WILLIS-KNIGHTON MED CTR SR GLBL S 2048-09-01 4.813000 180599.00 232039.10 Other Instrument Corporate Bond NORTHERN NAT GAS CO DEL SR GLBL 1 2049-01-15 4.300000 8000.00 9596.81 Other Instrument Corporate Bond DUKE ENERGY CAROLINAS LLC 1M GLBL B 2049-08-15 3.200000 8000.00 8530.76 Other Instrument Corporate Bond ARIZONA PUB SVC CO SR GLBL N 2049-12-01 3.500000 70000.00 76184.89 Other Instrument Corporate Bond WACHOVIA BK NATL ASSN MTN SUB FR 6.6%01 2038-01-15 6.600000 250000.00 375187.50 Other Instrument Corporate Bond WISCONSIN PUB SVC CORP SR NT 3.6 2042-12-01 3.671000 34000.00 37203.36 Other Instrument Corporate Bond AFLAC INC SR GLBL N 2049-01-15 4.750000 34196.00 43953.46 Other Instrument Corporate Bond Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0168 2000000.00 2000000.00 0.0206 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.680000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0M6QO6_1.68_0203 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N O-I GLASS INC COM 2099-01-01 0.00 0.00 49992.36 Other Instrument Common Stock SOUTH MTN MERGER CORP COM CL A 2099-01-01 0.00 0.00 50000.00 Other Instrument Common Stock NETFIN ACQUISITION CORP SHS CL A 2099-01-01 0.00 0.00 49999.95 Other Instrument Common Stock INSURANCE ACQUISITION CORP CL A 2099-01-01 0.00 0.00 49998.20 Other Instrument Common Stock MEGALITH FINL ACQUISITION CORP CL A COM 2099-01-01 0.00 0.00 49991.64 Other Instrument Common Stock AMCI ACQUISITION CORP CLASS A 2099-01-01 0.00 0.00 15172.91 Other Instrument Common Stock ALLEGRO MERGER CORP COM 2099-01-01 0.00 0.00 49999.50 Other Instrument Common Stock EDTECHX HLDGS ACQUISITION CORP COM 2099-01-01 0.00 0.00 49999.11 Other Instrument Common Stock FINTECH ACQUISITION CORP III COM CL A 2099-01-01 0.00 0.00 49994.01 Other Instrument Common Stock FORUM MERGER II CORP CL A 2099-01-01 0.00 0.00 49993.90 Other Instrument Common Stock MCKESSON CORP COM 2099-01-01 0.00 0.00 49900.80 Other Instrument Common Stock MONOCLE ACQUISITION CORP COM 2099-01-01 0.00 0.00 49996.24 Other Instrument Common Stock PROFICIENT ALPHA ACQUSTN CORP COM 2099-01-01 0.00 0.00 49998.90 Other Instrument Common Stock SCHULTZE SPL PURP ACQUSTN CORP COM 2099-01-01 0.00 0.00 49991.55 Other Instrument Common Stock SPARTAN ENERGY ACQUISITON CORP CL A COM 2099-01-01 0.00 0.00 27007.54 Other Instrument Common Stock TEXAS INSTRS INC COM 2099-01-01 0.00 0.00 49892.42 Other Instrument Common Stock ACT II GLOBAL ACQUISITION CORP CL A SHS 2099-01-01 0.00 0.00 49990.20 Other Instrument Common Stock AGBA ACQUISITION LTD SHS 2099-01-01 0.00 0.00 48851.36 Other Instrument Common Stock ANDINA ACQUISITION CORP III SHS 2099-01-01 0.00 0.00 49998.90 Other Instrument Common Stock DD3 ACQUISITION CORP SHS 2099-01-01 0.00 0.00 49996.24 Other Instrument Common Stock 8I ENTERPRISES ACQUISITIN CORP SHS 2099-01-01 0.00 0.00 49998.75 Other Instrument Common Stock HL ACQUISITIONS CORP SHS 2099-01-01 0.00 0.00 9252.90 Other Instrument Common Stock WEALTHBRIDGE ACQUISITION LTD SHS 2099-01-01 0.00 0.00 49990.20 Other Instrument Common Stock Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0168 1000000.00 1000000.00 0.0103 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.730000% VYVVCKR63DVZ 0000072971 ARP0M6R15_1.73_0203 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CRESCENT ACQUISITION CORP COM CL A 2099-01-01 NA 0.00 24996.40 Other Instrument Common Stock HAYMAKER ACQUISITION CORP II COM CL A 2099-01-01 NA 0.00 24991.90 Other Instrument Common Stock TORTOISE ACQUISITION CORP CL A 2099-01-01 NA 0.00 24994.76 Other Instrument Common Stock ALIBABA GROUP HLDG LTD SPONSORED 2099-01-01 NA 0.00 24821.02 Other Instrument Common Stock BAIDU INC SPON ADR 2099-01-01 NA 0.00 24896.52 Other Instrument Common Stock BOXWOOD MERGER CORP COM CL A 2099-01-01 NA 0.00 24997.86 Other Instrument Common Stock GRAF INDL CORP COM 2099-01-01 NA 0.00 24991.90 Other Instrument Common Stock MEGALITH FINL ACQUISITION CORP CL A COM 2099-01-01 NA 0.00 24990.68 Other Instrument Common Stock ASPEN INSURANCE HOLDINGS LTD PFD SHS 5 2099-01-01 5.950000 0.00 24987.66 Other Instrument Preferred Stock MORGAN STANLEY DEP SHS 1 2099-01-01 6.875000 0.00 866.40 Other Instrument Preferred Stock AZUL S A SPONSR AD 2099-01-01 NA 0.00 24965.82 Other Instrument Common Stock GOL LINHAS AEREAS INTLG S A SPON ADR 2099-01-01 NA 0.00 24990.03 Other Instrument Common Stock IQIYI INC SPONSORED 2099-01-01 NA 0.00 24987.02 Other Instrument Common Stock VIPSHOP HLDGS LTD SPONSORED 2099-01-01 NA 0.00 24993.76 Other Instrument Common Stock AMCI ACQUISITION CORP CLASS A 2099-01-01 NA 0.00 24996.07 Other Instrument Common Stock FINTECH ACQUISITION CORP III COM CL A 2099-01-01 NA 0.00 24991.89 Other Instrument Common Stock FORUM MERGER II CORP CL A 2099-01-01 NA 0.00 24991.78 Other Instrument Common Stock HENNESSY CAP ACQUSTION CORP IV CL A COM 2099-01-01 NA 0.00 24991.89 Other Instrument Common Stock SCHULTZE SPL PURP ACQUSTN CORP COM 2099-01-01 NA 0.00 24990.71 Other Instrument Common Stock SPARTAN ENERGY ACQUISITON CORP CL A COM 2099-01-01 NA 0.00 24991.90 Other Instrument Common Stock VECTOIQ ACQUISITION CORP COM 2099-01-01 NA 0.00 20389.50 Other Instrument Common Stock DD3 ACQUISITION CORP SHS 2099-01-01 NA 0.00 24998.12 Other Instrument Common Stock 8I ENTERPRISES ACQUISITIN CORP SHS 2099-01-01 NA 0.00 4190.85 Other Instrument Common Stock Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0173 500000.00 500000.00 0.0051 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 1.680000% RUC0QBLBRPRCU4W1NE59 0000009622 ARP0M6R56_1.68_0203 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N COMMONWEALTH BK AUSTRALIA FR 2.55%0 2021-03-15 2.550000 250000.00 255073.12 Other Instrument Corporate Bond VOLKSWAGEN GROUP AMER FIN LLC SR GLBL 1 2021-11-12 4.000000 247465.00 258266.03 Other Instrument Corporate Bond CATERPILLAR FINL SVCS MTNS BE FR 2.95%0 2022-02-26 2.950000 2277.00 2364.80 Other Instrument Corporate Bond ONTARIO PROV CDA SR GLBL B 2023-01-24 1.750000 52768.00 53129.02 Other Instrument Corporate Bond ANHEUSER BUSCH INBEV FIN INC SR GLBL N 2023-02-01 3.300000 27000.00 28588.09 Other Instrument Corporate Bond HALLIBURTON CO SR GLBL N 2023-08-01 3.500000 61000.00 64745.57 Other Instrument Corporate Bond BOSTON SCIENTIFIC CORP 3.45%24 2024-03-01 3.450000 259623.00 277505.62 Other Instrument Corporate Bond MANITOBA PROV CDA SR GLBL G 2024-04-16 2.600000 41941.00 43839.29 Other Instrument Corporate Bond MANITOBA PROV CDA SR GLBL G 2024-05-14 3.050000 34000.00 36145.70 Other Instrument Corporate Bond GOLDMAN SACHS GRP INC MTN BE FR 6%0615 2020-06-15 6.000000 30000.00 30683.70 Other Instrument Corporate Bond NOVA SCOTIA PROV CDA SR DEB 8. 2022-04-01 8.750000 85000.00 99376.36 Other Instrument Corporate Bond QUEBEC PROV CDA SR QM NT2 2023-02-13 2.625000 2000.00 2090.21 Other Instrument Corporate Bond MCDONALDS CORP MED TERM NT BE FR 3.35%0 2023-04-01 3.350000 56000.00 59145.16 Other Instrument Corporate Bond NEWFOUNDLAND PROV CDA SR DEB 7. 2023-10-13 7.320000 51000.00 61731.76 Other Instrument Corporate Bond BRITISH COLUMBIA PROV CDA SR GLBL-B 2026-06-02 2.250000 44000.00 45609.30 Other Instrument Corporate Bond QUEBEC PROV CDA SR GLBL P 2029-09-15 7.500000 36000.00 54287.82 Other Instrument Corporate Bond HYDRO-QUEBEC DB-HH TAG 2029-12-01 8.500000 3000.00 4657.59 Other Instrument Corporate Bond QUEBEC PROV CDA SR DEB 7. 2023-07-15 7.500000 165000.00 197761.57 Other Instrument Corporate Bond Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0168 1500000.00 1500000.00 0.0154 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 1.780000% CYYGQCGNHMHP 0000083246 ARP0M6R80_1.78_0203 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PBF HLDG CO LLC / PBF FIN CORP FR 7.25%0 2025-06-15 7.250000 1984000.00 2121020.00 Other Instrument Corporate Bond Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0178 2000000.00 2000000.00 0.0206 N Y Y N BNP Paribas Prime Brokerage, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0181 1000000.00 1000000.00 0.0103 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 1.590000% ZBUT11V806EZ 0001168163 ARP0M72F9_1.59_0203 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2037-12-15 6.000000 569238.00 14864.06 Agency Mortgage-Backed Securities Government National Mortgage Association 2041-10-15 4.000000 503359.00 42625.17 Agency Mortgage-Backed Securities U.S. Treasury Strip 2043-08-15 NA 24719800.00 15245096.18 U.S. Treasuries (including strips) Y Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 15000000.00 15000000.00 0.1542 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.590000% VYVVCKR63DVZ 0000072971 ARP0M7368_1.59_0203 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 2034-07-01 3.500000 2816481.00 2913218.23 Agency Mortgage-Backed Securities Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 2049-12-01 4.000000 9023416.00 9387188.55 Agency Mortgage-Backed Securities Y Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0159 12000000.00 12000000.00 0.1234 N Y Y N MORGAN STANLEY INSTITUTIONAL FUND TRUST 2020-02-07 Lonnie Bae Lonnie Bae Vice President