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Collateralized Mortgage Obligations OWNIT MTG LN TR 2006-4 A-2C 20370526 FLT-Private Label Collateralized Mortgage Obligations 2037-05-26 2.415 3531477.00 1404313.79 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET SECS 2006-RF3 1-A4 20361025 7.50000-Private Label Collateralized Mortgage Obligations 2036-10-25 7.500 10000000.00 2272823.25 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MTG 2006-AR2 A-2 20360225 FLT-Private Label Collateralized Mortgage Obligations 2036-02-25 2.576 77322998.00 2621897.73 Private Label Collateralized Mortgage Obligations STRUCTURED ASSET MTG 2007-AR6 A-1 20470825 FLT-Private Label Collateralized Mortgage Obligations 2047-08-25 4.009 7600000.00 2414256.69 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR2 B-1 20450125 FLT-Private Label Collateralized Mortgage Obligations 2045-01-25 2.795 15000000.00 5657329.57 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2005-AR8 B-1 20450725 FLT-Private Label Collateralized Mortgage Obligations 2045-07-25 3.270 1119259.00 435385.57 Private Label Collateralized Mortgage Obligations WAMU MTG CERT 2006-AR1 1A-1B 20460125 FLT-Private Label Collateralized Mortgage Obligations 2046-01-25 3.579 14230500.00 1841603.67 Private Label Collateralized Mortgage Obligations Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0250 95000000.00 95000000.00 0.0076 N Y Y N - N/A - BNP PARIBAS BNP PARIBAS 3487 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash Y N ASSOCIATED MATLS / AMH NEW FIN SR SEC GLBL 24-Corporate Debt Securities 2024-01-01 9.000 10000000.00 9497500.00 Corporate Debt Securities HSBC FINANCE CORP SR SB GLBL NT 21-Corporate Debt Securities 2021-01-15 6.676 4500000.00 4742962.49 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 7.75%21-Corporate Debt Securities 2021-06-01 7.750 11242000.00 10935109.01 Corporate Debt Securities MURRAY ENERGY CORP SR SEC 144A NT21-Corporate Debt Securities 2021-04-15 11.250 4659000.00 1410803.43 Corporate Debt Securities TALOS PRODTN LLC/TALOS PROD FI SR SEC GLBL NT22-Corporate Debt Securities 2022-04-03 11.000 9301000.00 10087709.58 Corporate Debt Securities TOLL BROS FIN CORP GTD SRNT5.875%22-Corporate Debt Securities 2022-02-15 5.875 4454000.00 4852308.22 Corporate Debt Securities PACIFIC DRILLING FIRST LIEN ES SR SEC GLBL 23-Corporate Debt Securities 2023-10-01 8.375 11000000.00 10974524.30 Corporate Debt Securities Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0256 50000000.00 50000000.00 0.0040 N Y Y N - N/A - BNP PARIBAS NEW YORK BNP PARIBAS NEW YORK 05586FTE7 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-05 2019-08-05 2019-08-05 N N N 0.0269 150008656.50 150008656.50 0.0120 N N Y N - N/A - CANADIAN IMP BK COMM NY CANADIAN IMP BK COMM NY 13606BD78 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-09-18 2020-03-18 2020-03-18 N N N 0.0244 54040188.42 54040188.42 0.0043 N N N N - N/A - CANADIAN IMPERIAL BANK CANADIAN IMPERIAL BANK 13606BV29 Certificate of Deposit Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 2019-08-14 2020-04-14 2020-04-14 N N N 0.0251 141131980.23 141131980.23 0.0113 N N N N - N/A - CITIGROUP GLOBAL MARKETS INC CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 36027 0000091154 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-12-15 1.875 14096600.00 14116004.77 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 2020-10-31 2.095 100.00 100.41 Agency Collateralized Mortgage Obligation United States Treasury-U.S. Treasuries (including strips) MBNUM2BPBDO7JBLYG310 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and Agency Strips MBNUM2BPBDO7JBLYG310 2046-12-15 3.500 5061087.00 712376.49 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2048-07-15 4.000 5000000.00 735981.54 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2043-09-15 0.000 25374188.00 10407794.73 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-09-25 5.250 44149956.00 20762589.68 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-12-25 3.500 9780000.00 548047.20 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-09-25 3.500 36571840.00 1978806.94 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-12-25 3.883 28461264.00 2103679.31 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-06-25 4.000 54963920.00 2885242.33 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-05-25 4.000 200333316.00 14878435.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-07-25 3.883 38177250.00 991739.17 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-06-25 4.000 4180049.00 210117.01 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-02-25 3.984 26248737.00 1566349.34 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-06-25 3.000 5604416.00 227616.06 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-07-25 3.883 31290163.00 2449735.66 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-04-25 3.834 125000000.00 3103848.40 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-07-25 0.680 29411503.00 945908.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-11-25 3.883 27643869.00 1486588.02 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-25 3.783 9250953.00 1145651.77 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-02-25 3.834 26891448.00 2626028.29 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-02-25 3.883 31625735.00 945673.08 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-06-25 5.000 30779214.00 2118135.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-08-25 3.984 219118854.00 12847352.57 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-11-25 3.434 74109881.00 4021592.89 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-12-25 6.500 38566075.00 3994431.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-05-25 5.000 150000.00 14638.45 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-25 3.834 70959225.00 4844310.54 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-04-25 3.834 45620103.00 3266843.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-11-25 1.736 108758076.00 2617436.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-10-25 3.783 20500860.00 1722388.47 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-08-25 3.500 2924111.00 919356.41 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 3.834 35103969.00 3735396.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 3.834 23000000.00 2445684.52 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-05-25 3.000 13600000.00 1042934.15 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 1.759 86914875.00 1705412.39 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 4.000 990444.00 362366.04 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-01-25 3.500 15799.00 3987.90 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-11-25 3.000 1167198.00 1244431.56 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-12-25 3.783 83467352.00 8300204.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-03-25 3.834 50226914.00 4480413.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-04-25 6.000 17187143.00 2248411.11 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-05-25 3.000 2000.00 2125.67 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-02-25 3.500 8132361.00 574511.98 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-09-25 4.000 100000.00 26380.42 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2047-05-25 4.000 10900750.00 782403.59 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-05-25 4.000 16875000.00 1362795.44 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2041-01-01 4.500 11595215.00 193350.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2033-06-15 5.000 15998000.00 393562.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2042-05-15 4.325 63814874.00 2290509.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2040-01-15 4.325 4453818.00 239600.77 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-09-15 4.500 20722484.00 656595.17 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-11-15 3.774 174827232.00 4584135.28 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2039-07-15 3.774 251578000.00 10921044.98 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-03-15 3.825 40000000.00 1491544.96 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2041-09-15 3.500 1000.00 1203.82 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-12-15 2.926 2000000.00 778107.16 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-12-15 3.507 1315186.00 71895.24 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-12-15 3.000 15137729.00 384757.56 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-03-15 3.825 34246708.00 3018175.47 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-01-15 2.500 469049.00 449678.09 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-06-15 3.875 45378611.00 4448287.39 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2043-09-15 4.000 16417904.00 964844.44 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-03-15 4.500 27270769.00 3068863.25 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-09-15 6.000 66584812.00 6053524.19 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2046-03-15 4.000 5068113.00 342617.52 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2045-03-15 4.500 27356119.00 2527501.88 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-01-15 3.000 19100320.00 1160791.66 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2044-12-15 3.674 150019006.00 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Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2031-10-25 3.060 15.00 3.32 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2034-08-15 3.774 52943844.00 8116395.70 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2026-12-25 1.254 11397888.00 794378.62 Agency Collateralized Mortgage Obligation Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips MBNUM2BPBDO7JBLYG310 2039-07-25 3.500 40267220.00 5639730.72 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Collateralized Mortgage Obligation MBNUM2BPBDO7JBLYG310 2032-10-25 5.500 120118.00 11277.79 Agency Collateralized Mortgage Obligation Federal National Mortgage Association-Agency Debentures and Agency Strips 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RATING F1+ MOODY'S RATING P-1 S&P RATING A-1 N 0.0260 40010596.00 40010596.00 0.0032 N N N N - N/A - CREDIT AGRICOLE CIB CREDIT AGRICOLE CIB 261700PLI2HF5NCF2442 4257 0001335241 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-08-22 0.000 103191.58 103062.28 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2045-11-15 3.000 155289.25 169035.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2049-05-15 2.875 38014.75 40512.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-08-15 1.500 59753505.16 58399995.83 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-07-15 0.375 50802701.41 53650992.56 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2019-10-31 2.098 3465267.41 3484830.32 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-10-31 2.000 304166.66 307290.45 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2028-05-15 2.875 1191098.41 1279270.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-05-31 2.750 60.83 63.15 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-10-31 3.000 2612524.00 2797851.22 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-03-31 2.250 7331712.41 7532161.43 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-04-30 2.250 56098900.08 57427041.54 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2029-05-15 2.375 5841034.16 6031156.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-06-30 1.750 585411.33 583552.17 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-06-30 1.625 12166.66 12129.09 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-03-31 2.250 629673.66 637890.90 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-08-15 2.375 51000470.58 52806952.33 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2025-02-15 2.000 54687633.66 55516220.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-02-29 1.375 319350.66 319755.19 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-03-31 1.375 6.08 6.08 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-31 1.875 186867.83 188601.12 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-12-31 2.125 1518418.25 1536259.78 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-02-15 3.625 1157342.00 1206196.79 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-11-15 2.000 612105.00 616961.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2023-09-30 1.375 634175.33 625318.01 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-09-30 1.125 3594288.83 3553170.16 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2021-10-31 1.250 19703.91 19503.03 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-08-15 1.625 38385.83 38447.23 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-11-15 1.625 304166.66 303242.04 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-11-15 2.000 1297307.33 1306485.50 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-02-28 1.875 1988088.08 2005375.53 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2024-03-31 2.125 57293466.00 58399993.80 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.750 60833.33 60989.97 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-04-30 1.875 43495.83 43750.61 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2027-05-15 2.375 267301.66 276314.92 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-06-30 2.125 6.08 6.14 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2020-07-31 1.625 872648.08 869205.48 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2022-05-31 1.750 72476.83 72529.49 U.S. Treasuries (including strips) United States Treasury-U.S. Treasuries (including strips) 261700PLI2HF5NCF2442 2026-07-31 1.875 78225.58 77883.73 U.S. Treasuries (including strips) Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-08-01 2019-08-01 N N N 0.0252 365000000.00 365000000.00 0.0291 N Y Y N - N/A - CREDIT SUISSE NEW YORK CREDIT SUISSE NEW YORK 22549LSU0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-08-01 2019-10-01 2019-10-01 N N N 0.0264 200085188.00 200085188.00 0.0160 N N N N - N/A - CREDIT SUISSE NEW YORK CREDIT SUISSE NEW YORK 2254EBW31 Financial Company Commercial Paper Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-09-03 2019-09-03 2019-09-03 N N N 0.0265 149671050.00 149671050.00 0.0119 N N N N - N/A - CREDIT SUISSE NEW YORK CREDIT SUISSE NEW YORK 22549LXW0 Certificate of Deposit Y FITCH'S RATING F1 MOODY'S RATING P-1 S&P RATING A-1 2019-10-10 2019-10-10 2019-10-10 N N N 0.0262 125076655.00 125076655.00 0.0100 N N N N - N/A - DBS BANK LTD/SINGAPORE DBS BANK LTD/SINGAPORE 23305EX32 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-10-03 2019-10-03 2019-10-03 N N N 0.0256 199194666.00 199194666.00 0.0159 N N N N - N/A - DBS BANK LTD/SINGAPORE DBS BANK LTD/SINGAPORE 23305EX40 Financial Company Commercial Paper Y FITCH'S RATING F1+ MOODY'S RATING P-1 S&P RATING A-1+ 2019-10-04 2019-10-04 2019-10-04 N N N 0.0256 99591042.00 99591042.00 0.0079 N N N N - N/A - FIXED INCOME CLEARING CORP FIXED INCOME CLEARING CORP 37035 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2022-07-15 1.750 1123300000.00 1122004835.09 U.S. Treasuries (including strips) UNITED STATES TREAS BDS-U.S. Treasuries (including strips) 2045-02-15 2.500 375000.00 373995.00 U.S. Treasuries (including strips) UNITED STATES 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