N-MFP2 0000763852 XXXXXXXX 2019-12-31 0000763852 S000003905 8 N N 002-95973 J.P. Morgan Investment Management Inc. 801-21011 PricewaterhouseCoopers, LLP New York NY J.P. Morgan Investment Management Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime Y 37 71 2559982487.29 1988199808.62 2284558140.86 1944066736.63 4011240153.55 3776466454.94 3899877730.72 3855332273.24 0.2629 0.2043 0.2332 0.1964 0.4119 0.3881 0.3982 0.3894 15000003.62 9812184667.55 9811153946.60 10398761.06 16124948.07 9820427763.21 9820463492.88 1.0000 0.0191 1.0001 1.0001 1.0001 1.0001 C000010925 10000000.00 3848186.11 3848539.64 1.0001 1.0000 1.0000 1.0000 6167.33 114.23 14410.45 26856.21 1086.33 84671.92 19183.40 0.00 45207.70 111642.36 0.0121 Y JPM Inv Mgmt, Inv Adv Contract, 1.42; JPM Dist Svcs, Shareholder Servicing Contract, 7.36; C000010927 1000000.00 7872983.80 7873173.10 1.0001 1.0001 1.0001 1.0001 14392.51 60167.28 19234.35 4662.24 24656.51 49710.60 9829.22 808.00 820960.50 115348.12 0.0141 Y JPM Inv Mgmt, Inv Adv Contract, 2.64; C000010921 1000.00 19494165.47 19495466.71 1.0001 1.0001 1.0000 1.0000 305324.56 123128.44 441682.06 110904.22 403452.79 267973.00 132725.03 668923.50 1327910.28 1471560.40 0.0094 Y JPM Inv Mgmt, Inv Adv Contract, 7.39; JPM Dist Svcs, Shareholder Servicing Contract, 3290.20; C000010922 50000000.00 2111240137.22 2111240371.82 1.0002 1.0001 1.0001 1.0001 112154612.77 32403878.71 34069156.00 28559783.03 81352904.02 34480201.03 24659722.63 80437853.93 266188705.08 191426447.98 0.0173 Y JPM Inv Mgmt, Inv Adv Contract, 791.11; JPM Dist Svcs, Shareholder Servicing Contract, 42428.25; C000010923 1000.00 411778314.86 411784154.15 1.0001 1.0001 1.0001 1.0001 8856364.23 6405732.78 8381514.65 7507562.39 7441216.00 11527233.10 5693836.09 4324622.77 30881669.49 30863360.72 0.0132 Y JPM Inv Mgmt, Inv Adv Contract, 150.93; JPM Dist Svcs, Shareholder Servicing Contract, 10575.15; C000010924 1000000.00 2803297043.50 2803305770.86 1.0001 1.0001 1.0001 1.0001 76005266.25 59853223.60 93184539.81 72111442.82 90514949.97 66495735.25 79986784.77 72196544.94 365014034.35 294037727.39 0.0146 Y JPM Inv Mgmt, Inv Adv Contract, 1020.90; JPM Dist Svcs, Shareholder Servicing Contract, 8408.55; C000010918 10000000.00 3163842226.12 3163858908.42 1.0001 1.0001 1.0001 1.0001 38566834.44 61663203.72 75179185.09 84237902.69 71489650.17 153357237.68 77203783.58 33690099.72 290271399.84 358229803.46 0.0170 Y JPM Inv Mgmt, Inv Adv Contract, 1156.51; JPM Dist Svcs, Shareholder Servicing Contract, 125576.14; C000010926 5000000.00 1299054706.13 1299057108.18 1.0001 1.0001 1.0001 1.0001 83296223.42 30746320.55 76056415.82 30914183.71 92980002.70 32826482.74 48707344.81 28083134.38 336317470.88 131674576.27 0.0165 Y JPM Inv Mgmt, Inv Adv Contract, 447.90; JPM Dist Svcs, Shareholder Servicing Contract, 47156.93; AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.300 00851BDZ5 549300E7TSGLCOVSY746 US00851BDZ58 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-10 2020-03-10 2020-03-10 N N N 0.0230 25003873.50 25003873.50 0.0025 N N N N ALPINE SECURITIZATION ALPINE SECURITIZATION 2.046 02088WBM1 5493002FS5SZRATKZR12 US02088WBM10 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-02-21 2020-02-21 2020-02-21 N Y CREDIT SUISSE AG 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0205 110695527.00 110695527.00 0.0113 N N N N AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 1.850 0PY002MX8 0000310673 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-03 2020-01-03 2020-01-03 N N N 0.0185 150000000.00 150000000.00 0.0153 N N Y N BANK NEDERLANDSE GEMEENTEN (BNG) BANK NEDERLANDSE GEMEENTEN (BNG) 1.986 09657RC39 529900GGYMNGRQTDOO93 US09657RC396 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2020-03-03 2020-03-03 2020-03-03 N N N 0.0199 39881420.00 39881420.00 0.0041 N N N N BANK NEDERLANDSE GEMEENTEN (BNG) BANK NEDERLANDSE GEMEENTEN (BNG) 1.880 09660XAC3 US09660XAC39 Non-Financial Company Commercial Paper Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AAA Standard & Poor's Short Rating A-1+ 2020-01-09 2020-04-09 2020-04-09 N N N 0.0191 50001463.50 50001463.50 0.0051 N N N N BANK OF CHINA HONG KONG BRANCH BANK OF CHINA HONG KONG BRANCH 2.306 06119QA80 549300OGSFI8KL1WUU09 US06119QA800 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0231 24990116.75 24990116.75 0.0025 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001IY0 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2022-04-15 0.125000 56806900.00 60008620.02 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 30600.00 31633.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 5998300.00 6315013.81 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2048-02-15 3.000000 31183400.00 35723391.21 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-08-31 1.875000 168500.00 170753.41 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-15 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 100000000.00 100000000.00 0.0102 N N Y N BANK OF MONTREAL (REPO) BANK OF MONTREAL (REPO) 1.600 0QH001IX2 NQQ6HPCNCCU6TUTQYE16 0000009622 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2020-05-21 0.000000 6200.00 6162.27 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-16 0.000000 100.00 99.15 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2028-02-15 2.750000 100.00 107.78 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-09-30 2.125000 100.00 101.41 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-01-31 2.250000 18749500.00 19356920.42 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-03-12 0.000000 11786100.00 11749822.38 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-12-31 2.500000 1700.00 1714.43 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-11-15 2.000000 100.00 101.48 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-01-30 0.000000 300.00 299.62 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-04-15 0.625000 800.00 842.24 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-05-15 3.125000 24400.00 24992.95 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-11-15 2.750000 200.00 208.87 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-02-27 0.000000 700.00 698.28 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-01-31 2.375000 100.00 103.25 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-05-15 2.375000 99900.00 104332.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-07-15 1.500000 900000.00 905603.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2027-08-15 2.250000 100.00 103.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-10-31 2.250000 100.00 102.99 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-09-30 1.875000 900.00 910.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-04-23 0.000000 300.00 298.54 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-06-30 1.125000 9242000.00 9176270.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-04-30 2.875000 100.00 106.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-01-15 1.125000 100.00 119.34 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2022-02-15 2.000000 100.00 101.56 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-11-15 2.000000 4782900.00 4831477.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2020-01-09 0.000000 269900.00 269799.60 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-04-15 0.500000 183600.00 190418.39 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2021-04-30 1.700136 800.00 801.70 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2024-08-15 2.375000 59600.00 61961.90 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-07-15 0.125000 4182700.00 4505517.51 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2023-05-31 2.750000 100.00 103.93 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2029-08-15 1.625000 200.00 196.43 U.S. Treasuries (including strips) Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-02-12 Y BANK OF MONTREAL (REPO) 1.0000 7 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0160 50000000.00 50000000.00 0.0051 N N Y N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.890 06417LMN4 L3I9ZG2KFGXZ61BMYR72 US06417LMN46 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-08-07 2020-08-07 N N N 0.0192 20003498.60 20003498.60 0.0020 N N N N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.750 0BNS01EU7 0000009631 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0175 75000000.00 75000000.00 0.0076 N N Y N BANK OF NOVA SCOTIA - (SCOTIABANK) BANK OF NOVA SCOTIA - (SCOTIABANK) 1.700 0BNS01ET0 0000009631 Non-Negotiable Time Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0170 225000000.00 225000000.00 0.0229 N Y Y N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.880 06417MAM7 L3I9ZG2KFGXZ61BMYR72 US06417MAM73 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-07-23 2020-07-23 N N N 0.0191 40008743.20 40008743.20 0.0041 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 2.023 06417MEZ4 L3I9ZG2KFGXZ61BMYR72 US06417MEZ41 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-19 2020-11-19 2020-11-19 N N N 0.0205 39999860.00 39999860.00 0.0041 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 2.141 06417G4D7 L3I9ZG2KFGXZ61BMYR72 US06417G4D74 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-16 2020-01-16 2020-01-16 N N N 0.0217 12000743.16 12000743.16 0.0012 N N N N BANK OF NOVA SCOTIA-HOUSTON BANK OF NOVA SCOTIA-HOUSTON 1.883 06417G6T0 L3I9ZG2KFGXZ61BMYR72 US06417G6T09 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-05-06 2020-05-06 N N N 0.0191 9998947.40 9998947.40 0.0010 N N N N BANK OF NOVA SCOTIA-NEW YORK BANK OF NOVA SCOTIA-NEW YORK 2.038 06417MEM3 L3I9ZG2KFGXZ61BMYR72 US06417MEM38 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-06 2020-11-06 2020-11-06 N N N 0.0207 50008190.50 50008190.50 0.0051 N N N N BANQUE ET CAISSE D'EPARGNE DE L'ETAT BANQUE ET CAISSE D'EPARGNE DE L'ETAT 1.915 0667K0F24 R7CQUF1DQM73HUTV1078 US0667K0F240 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-06-02 2020-06-02 2020-06-02 N N N 0.0192 24806323.50 24806323.50 0.0025 N N N N BANQUE ET CAISSE D'EPARGNE DE L'ETAT BANQUE ET CAISSE D'EPARGNE DE L'ETAT 2.180 0667K0D34 R7CQUF1DQM73HUTV1078 US0667K0D344 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-04-03 2020-04-03 2020-04-03 N N N 0.0218 4976721.95 4976721.95 0.0005 N N N N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.914 06742VBD2 G5GSEF7VJP5I7OUK5573 US06742VBD29 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-10 2020-02-10 2020-02-10 N N N 0.0191 19956198.40 19956198.40 0.0020 N N N N BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 1.965 0RI001C64 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N LHOME MTG TR 2019-TRL 549300VCHJCK9EK5QK41 2023-10-25 4.580000 27324630.00 27608945.81 Private Label Collateralized Mortgage Obligations NEW RESIDENTIAL MTG L 2026-05-25 4.715000 5816110.00 4791054.36 Private Label Collateralized Mortgage Obligations Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-03 2020-02-03 2020-02-03 Y BARCLAYS CAPITAL INC 1.0000 34 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0199 30000000.00 30000000.00 0.0031 N N N Y BARCLAYS CAPITAL INC BARCLAYS CAPITAL INC 1.894 0RI001C31 AC28XWWI3WIBK2824319 0000851376 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal National Mort 2039-10-25 3.892000 10714098.00 10800000.07 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-06-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N N 0.0192 10000000.00 10000000.00 0.0010 N N N Y BARTON CAPITAL S.A. BARTON CAPITAL S.A. 2.003 06945LAV0 549300KOFKIMD0C37W24 US06945LAV09 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-29 2020-01-29 2020-01-29 N Y SOCIETE GENERALE 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0200 79878973.60 79878973.60 0.0081 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 1.975 07645RCF1 US07645RCF10 0001381399 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-28 2020-05-28 2020-05-28 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0167 24991702.25 24991702.25 0.0025 N N N N BEDFORD ROW FUNDING CORP. BEDFORD ROW FUNDING CORP. 2.027 07644DHR2 US07644DHR26 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-08 2020-04-08 2020-04-08 N Y ROYAL BANK OF CANADA 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ N 0.0206 20001562.20 20001562.20 0.0020 N N N N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.640 0RH002CY2 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALBERTA PROV CDA SR G LQPXMHHNJKIPJYE53543 2028-03-15 3.300000 12.00 13.12 Corporate Debt Securities COMM S&L / CSL CAPITA 2023-04-15 6.000000 2000.00 1945.00 Corporate Debt Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 5000000.00 50.00 Asset-Backed Securities KEHE DISTRS LLC/ KEHE 2026-10-15 8.625000 1301000.00 1382204.08 Corporate Debt Securities PHEAA STUDENT LN TR 2 2042-11-25 2.542000 530000.00 209620.66 Asset-Backed Securities BARCLAYS PLC ALT TIER 213800LBQA1Y9L22JB70 2099-01-01 7.750000 67096.00 73519.04 Corporate Debt Securities CHENIERE CORPUS CHRIS 549300I7CIEWU1BBLQ53 2025-03-31 5.875000 198000.00 222643.08 Corporate Debt Securities DRIVE AUTO RECV TR 20 2022-09-15 2.630000 300000.00 191663.71 Asset-Backed Securities Federal National Mort 2029-12-01 2.340000 32444.00 32324.38 Agency Mortgage-Backed Securities FIELDSTONE MTG INV 20 2035-12-25 2.752000 8000000.00 3137.78 Asset-Backed Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 6717000.00 67.17 Asset-Backed Securities ACCREDITED MTG LN TR 2035-09-25 2.715050 1000000.00 387.09 Asset-Backed Securities ALBERTA PROV CDA GLBL LQPXMHHNJKIPJYE53543 2023-11-01 3.350000 1897948.00 2013894.17 Corporate Debt Securities DISCOVER CARD EXE TR 549300CKCX1QE4RUW216 2024-07-15 3.040000 165000.00 169194.41 Asset-Backed Securities Federal National Mort 2049-12-01 2.500000 1620605.00 1606500.69 Agency Mortgage-Backed Securities MSCI INC SR GLBL 144A 549300HTIN2PD78UB763 2029-11-15 4.000000 5.00 5.10 Corporate Debt Securities MILL CITY SOLAR LN 20 2043-07-20 3.690000 2511408.00 2404429.07 Asset-Backed Securities CCG RECV TRUST 2019-1 2026-09-14 3.570000 265000.00 270928.49 Asset-Backed Securities CPPIB CAPITAL INC FR 2027-11-02 2.750000 250000.00 261800.14 Other Instrument international debt NGL ENERGY PARTNERS L 2023-11-01 7.500000 3000000.00 3036875.00 Corporate Debt Securities SPECIALTY UNDRWR FIN 2036-06-25 2.767000 5.00 3.03 Asset-Backed Securities VECTOR GROUP LTD SR S 549300TUIF4WWN6NDN50 2025-02-01 6.125000 1465000.00 1479987.97 Corporate Debt Securities ACCREDITED MTG LN TR 2037-02-25 3.092000 500000.00 219.72 Asset-Backed Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2022-03-28 3.339000 988000.00 1006043.84 Corporate Debt Securities CANADA GOVT SR GLBL F 2020-01-13 1.986130 596.00 598.64 Other Instrument international debt CDN IMPERIAL BK COMM 2022-06-27 3.150000 6413000.00 6537299.97 Corporate Debt Securities ICON BRAND HLDGS LLC 2043-01-25 4.229000 7000000.00 1898922.36 Asset-Backed Securities PARK PLACE SECS 2005- 2035-09-25 2.402000 10.00 2.84 Asset-Backed Securities SOFI CONSUMER LN PRGR 5493000RZZ85L9YT5K31 2028-02-25 3.240000 700000.00 394991.27 Asset-Backed Securities CENTENE CORP DEL SR G 549300Z7JJ4TQSQGT333 2029-12-15 4.625000 234402.00 247501.17 Corporate Debt Securities ASCENTIUM EQUIP RECV 2021-12-10 2.310000 171000.00 159129.02 Asset-Backed Securities CHESAPEAKE FDG II LLC 2030-04-15 2.189750 499999.00 316646.12 Asset-Backed Securities CPPIB CAPITAL INC SR 2022-01-25 2.250000 643000.00 655993.42 Other Instrument international debt CPPIB CAPITAL INC FR 2023-09-25 3.125000 2025000.00 2135942.72 Other Instrument international debt MOODYS CORP SR NT 2.7 549300GCEDD8YCF5WU84 2021-12-15 2.750000 3000000.00 3049277.50 Corporate Debt Securities ACE SECS HEQ 2003-HS1 2033-07-25 7.792000 876.00 9.90 Asset-Backed Securities EXPORT DEV CDA GLBL B Z6MHCSLXHKYG4B6PHW02 2023-01-24 2.500000 50000.00 51735.67 Other Instrument international debt FIELDSTONE MTG INV 20 2037-04-25 0.000000 7000000.00 70.00 Asset-Backed Securities ML-CFC COML MTG TR 20 2039-02-12 0.000000 900000000.00 50.85 Private Label Collateralized Mortgage Obligations GM FINL CON AUTO REC 2022-12-16 2.810000 209474.00 211462.49 Asset-Backed Securities NAVIENT STUDENT LN TR 2067-03-25 2.428000 480000.00 470247.95 Asset-Backed Securities QUICKEN LNS INC SR 14 549300FGXN1K3HLB1R50 2028-01-15 5.250000 1050000.00 1112015.63 Corporate Debt Securities VERIZON OWNER TR 2019 549300P0XXSIS1ESEJ26 2023-12-20 2.330000 2870592.00 2893706.64 Asset-Backed Securities CSFB COML MTG PTC 200 2039-12-15 0.883613 4815000.00 1293.54 Private Label Collateralized Mortgage Obligations HERTZ CORP SR 144A NT 549300PD0C69OJ0NLB27 2028-01-15 6.000000 1500000.00 1508825.00 Corporate Debt Securities MARLETTE FDG TR 2018- 549300ZOVOBV0NZDYW87 2028-07-17 3.060000 375000.00 37178.46 Asset-Backed Securities WACHOVIA CMBS 2006-C2 2045-01-18 0.000000 75414433.00 6.14 Private Label Collateralized Mortgage Obligations AAMES MTG TR 2005-4 M 2035-10-25 0.000000 1000000.00 10.00 Asset-Backed Securities CCG RECV TR 2018-1 C 2025-06-16 3.420000 275000.00 278680.60 Asset-Backed Securities AAMES MTG TR 2005-2 M 2035-07-25 0.000000 3321000.00 33.21 Asset-Backed Securities CNH EQUIPMENT TR 2018 2024-05-15 3.370000 1.00 1.03 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2026-06-15 2.650000 265000.00 212646.67 Asset-Backed Securities HESS CORP SR GLBL NT4 UASVRYNXNK17ULIGK870 2027-04-01 4.300000 350000.00 377268.69 Corporate Debt Securities KORN FERRY SR GLBL 14 549300FOD20OM0GT5G40 2027-12-15 4.625000 418386.00 422276.41 Corporate Debt Securities SG COML MTG SECS TR 2 2048-10-13 3.379000 5.00 5.09 Private Label Collateralized Mortgage Obligations AMERICREDIT AUTO RECV 2021-11-18 2.860000 336089.00 79393.56 Asset-Backed Securities CITIGRP COML MTG TR 2 2049-05-12 3.514000 3.00 3.14 Private Label Collateralized Mortgage Obligations Federal National Mort B1V7KEBTPIMZEU4LTD58 2038-10-17 6.300000 646402.00 14777.97 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2027-06-25 2.892000 197816.00 164088.25 Agency Collateralized Mortgage Obligation FORD CREDIT FLRPLN TR 5493001DTG5N7T8BG747 2030-11-15 4.060000 2086413.00 2279105.06 Asset-Backed Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-03-18 3.336000 1575000.00 1601006.40 Corporate Debt Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.000000 1704140.00 1755134.12 Agency Mortgage-Backed Securities GTE SOUTHWEST INC 1ST 2031-11-15 8.500000 477000.00 491608.13 Corporate Debt Securities GENESIS ENERGY LP/ GE 2024-06-15 5.625000 787000.00 761299.53 Corporate Debt Securities JP MORGAN COM MTG 200 2041-07-15 0.512000 123946589.00 162.67 Private Label Collateralized Mortgage Obligations AMERICAN MIDSTREAM PA 2021-12-15 9.500000 968000.00 908911.67 Corporate Debt Securities AAMES MTG TR 2005-2 B 2035-07-25 0.000000 1500000.00 15.00 Asset-Backed Securities EXPORT DEV CDA GLBL B Z6MHCSLXHKYG4B6PHW02 2022-05-17 2.000000 125000.00 126158.61 Other Instrument international debt FIELDSTONE MTG INV 20 2036-11-25 0.000000 4207000.00 42.07 Asset-Backed Securities FIELDSTONE MTG INV 20 2036-05-25 2.152000 4500000.00 1390.00 Asset-Backed Securities FIELDSTONE MTG INV 20 2036-05-25 2.172000 5500000.00 1714.17 Asset-Backed Securities FIELDSTONE MTG INV 20 2037-04-25 0.000000 2994756.00 29.95 Asset-Backed Securities FRONTIER COMMUNICATIO 549300ZCZ76HYCS0H445 2026-04-01 8.500000 932269.00 963512.96 Corporate Debt Securities ML MTG TRUST 2005-CIP 2038-07-12 0.010000 184662000.00 118.48 Private Label Collateralized Mortgage Obligations ROCKWELL COLLINS INC XO75O7GICH1NPWLBRL05 2022-03-15 2.800000 42797.00 43895.03 Corporate Debt Securities WILSHIRE MTG LN TR 97 2028-05-25 7.425000 64.00 0.60 Asset-Backed Securities CHESAPEAKE FDG II LLC 2031-01-15 2.219750 222000.00 186492.98 Asset-Backed Securities GREENWICH CAP CMBS 20 2039-03-10 0.632003 3411000.00 20.17 Private Label Collateralized Mortgage Obligations CSFB COML MTG PTC 200 2039-06-17 0.000000 2684790000.00 210.96 Private Label Collateralized Mortgage Obligations EDUCATION LOAN SL 201 5493000CKEJUMJ3IL355 2026-06-25 2.592000 51.00 6.27 Asset-Backed Securities FLAGSHIP CR AUTO TR 2 2023-08-15 3.110000 10.00 6.27 Asset-Backed Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-11-01 4.063000 2988000.00 3065176.47 Corporate Debt Securities LB CMBS 2007-C3 X 204 2044-07-15 0.000000 808448543.00 318.16 Private Label Collateralized Mortgage Obligations LIMITED BRANDS INC SR 2037-07-15 7.600000 21000.00 18896.71 Corporate Debt Securities MOODYS CORP SR NT 4.5 549300GCEDD8YCF5WU84 2022-09-01 4.500000 2900000.00 3109945.50 Corporate Debt Securities SANTANDER DRIVE AUTO 2022-04-15 3.090000 365000.00 12160.54 Asset-Backed Securities PHEAA STUDENT LN TR 2 2068-10-25 2.092000 800000.00 361932.80 Asset-Backed Securities SECURITIZED ASSET REC 2035-03-25 3.592000 1.00 0.04 Asset-Backed Securities WESTLAKE AUTO RECV TR 2022-12-15 2.590000 103000.00 82644.78 Asset-Backed Securities QUEBEC PROV CDA MTN B 549300WN65YFEQH74Y36 2026-01-30 6.350000 19000.00 23264.71 Corporate Debt Securities SLM PRIVATE ST LN TR 549300FE2YWO5PJ3Q820 2039-06-15 2.223630 1530328.00 1162267.28 Asset-Backed Securities AAMES MTG TR 2005-4 M 2035-10-25 0.000000 17964000.00 179.64 Asset-Backed Securities AMERICAN EXPRESS CRED 2024-04-15 3.180000 1950000.00 1996452.90 Asset-Backed Securities EXPORT DEV CDA SR GLB Z6MHCSLXHKYG4B6PHW02 2024-02-21 2.625000 1840000.00 1917217.90 Other Instrument international debt FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2020-06-12 2.425000 3000000.00 3001777.50 Corporate Debt Securities Government National M 549300M8ZYFG0OCMTT87 2049-12-20 3.500000 1079865.00 1122000.73 Agency Mortgage-Backed Securities LB COMMERCIAL MTG TR 2030-02-18 0.947500 175000000.00 280.14 Private Label Collateralized Mortgage Obligations LEVEL 3 FING INC SR S 2029-11-15 3.875000 750000.00 758127.60 Corporate Debt Securities MERC- BENZ AUTO REC T 2022-06-15 1.919750 3000000.00 3002768.69 Asset-Backed Securities NAVIENT PRIV ED LN TR 2059-12-15 2.459750 500000.00 498566.95 Asset-Backed Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 1242000.00 1084227.19 Corporate Debt Securities SOFI PRFSSNAL LN PRGR 2048-06-15 3.180000 800000.00 485904.85 Asset-Backed Securities TITAN ACQUISITION LTD 2026-04-15 7.750000 709000.00 716774.78 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 65000000.00 65000000.00 0.0066 N Y Y N BMO CAPITAL MARKETS CORP BMO CAPITAL MARKETS CORP 1.860 0RH002CC0 0000772028 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SOFI PRFSSNAL LN PRGR 2048-06-15 3.690000 11683598.00 12098500.09 Asset-Backed Securities Federal Home Loan Mor 2026-07-25 2.539000 9863957.00 9917363.48 Agency Collateralized Mortgage Obligation ASCENTIUM EQUIP RECV 2021-11-10 2.850000 4274238.00 4309241.16 Asset-Backed Securities OCWEN LN SERVICING LL 2022-11-15 8.375000 22000.00 19205.31 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-03-19 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N N 0.0186 25000000.00 25000000.00 0.0025 N N Y N BNP PARIBAS BNP PARIBAS 1.740 0BNP01AN3 R0MUWSFPU8MPRO8K5P83 0000872786 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWABS INC 2006-12 1-A 2036-12-25 1.922000 14260000.00 2018301.95 Asset-Backed Securities CWABS INC 2007-9 1-A 2036-02-25 1.992000 17800000.00 4789314.71 Asset-Backed Securities CITIGROUP MTG LN TR 2 2037-03-25 2.052000 21500000.00 4645863.00 Asset-Backed Securities CWABS INC 2006-24 1-A 2035-07-25 1.932000 121215.00 23675.30 Asset-Backed Securities C-BASS TRUST 2007-CB1 2037-01-25 3.484588 15460000.00 5137511.96 Asset-Backed Securities PACIFIC GAS & ELEC CO 2023-11-15 0.000000 44000.00 44550.00 Corporate Debt Securities AMER CR ACCEPT RECV T 2025-01-13 5.380000 2992938.00 3112891.96 Asset-Backed Securities ME FUNDING LLC 2019 A 2049-07-30 6.448000 5253.00 5459.72 Asset-Backed Securities TIDEWATER INC NEW SR 2022-08-01 8.000000 1516777.00 1595438.74 Corporate Debt Securities ACIS CLO 2014-3 F 202 2026-02-02 7.509130 5000000.00 4831361.08 Asset-Backed Securities ASCENT RES UTICA HLDG 2022-04-01 10.000000 380000.00 386552.04 Corporate Debt Securities CWABS INC 2006-SD4 A- 2036-12-25 2.132000 41457.00 3972.26 Asset-Backed Securities DEAN FOODS CO NEW SR 2023-03-15 0.000000 1955000.00 283475.00 Corporate Debt Securities CWABS INC 2005-BC5 M- 2035-11-25 2.552000 608828.00 589084.59 Asset-Backed Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0174 25000000.00 25000000.00 0.0025 N N Y N BNP PARIBAS BNP PARIBAS 2.009 09660YBJ5 US09660YBJ55 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-25 2020-08-25 2020-08-25 N N N 0.0204 49999831.50 49999831.50 0.0051 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.920 05586FAT4 R0MUWSFPU8MPRO8K5P83 US05586FAT49 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-09 2020-05-07 2020-05-07 N N N 0.0195 25002092.75 25002092.75 0.0025 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 1.988 05586FKX4 R0MUWSFPU8MPRO8K5P83 US05586FKX41 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-08-03 2020-08-03 N N N 0.0202 20003690.80 20003690.80 0.0020 N N N N BNP PARIBAS NY BRANCH BNP PARIBAS NY BRANCH 2.193 05586FFX0 R0MUWSFPU8MPRO8K5P83 US05586FFX06 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-07-07 2020-07-07 N N N 0.0222 16004048.64 16004048.64 0.0016 N N N N BOFA SECURITIES INC (REPO) BOFA SECURITIES INC (REPO) 1.630 0SB001LD4 0001675365 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National M 2046-05-20 2.750000 39156319.00 25322935.19 Agency Collateralized Mortgage Obligation Government National M 2049-02-20 2.000000 36035464.00 33168156.68 Agency Collateralized Mortgage Obligation Federal Home Loan Mor 2031-10-15 4.500000 18016983.00 18607705.82 Agency Collateralized Mortgage Obligation Federal National Mort 2059-11-25 2.500000 32518307.00 30897209.45 Agency Collateralized Mortgage Obligation Federal National Mort 2059-11-25 2.292000 32518304.00 31063394.51 Agency Collateralized Mortgage Obligation Government National M 2069-03-20 3.000000 31664088.00 31874263.42 Agency Collateralized Mortgage Obligation Government National M 2045-11-20 2.750000 50000000.00 35066335.36 Agency Collateralized Mortgage Obligation Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 Y BOFA SECURITIES INC (REPO) 1.0000 8 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0163 200000000.00 200000000.00 0.0204 N N Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 2.080 0SC001NW9 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N STARBUCKS CORP COM OQSJ1DU9TAOC51A47K68 2099-01-01 0.000000 57182.00 4999994.08 Equities TELEPHONE & DATA SYS 2061-12-01 5.875000 30.00 753.30 Equities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2099-01-01 5.200000 30.00 785.10 Equities CAPITAL ONE FINL CORP 2099-01-01 6.000000 30.00 762.90 Equities DISNEY WALT CO COM DI 549300GZKULIZ0WOW665 2099-01-01 0.000000 34777.00 4999889.29 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2099-01-01 0.000000 17151.00 4999859.52 Equities GOLDMAN SACHS GROUP I 2099-01-01 4.000000 1020.00 23368.20 Equities PUBLIC STORAGE DEPSH1 2099-01-01 5.200000 25.00 632.61 Equities GILEAD SCIENCES INC C 549300WTZWR07K8MNV44 2099-01-01 0.000000 77006.00 4999999.58 Equities NEW YORK CMNTY BANCOR 2099-01-01 6.375000 30.00 840.00 Equities QUALCOMM INC COM H1J8DDZKZP6H7RWC0H53 2099-01-01 0.000000 56541.00 4999920.63 Equities BANC OF CALIFORNIA IN 2099-01-01 7.375000 30.00 767.40 Equities FACEBOOK INC CL A BQ4BKCS1HXDV9HN80Z93 2099-01-01 0.000000 24460.00 4999868.60 Equities HOME DEPOT INC COM QEKMOTMBBKA8I816DO57 2099-01-01 0.000000 23008.00 4999868.48 Equities MCDONALDS CORP COM UE2136O97NLB5BYP9H04 2099-01-01 0.000000 25392.00 4999938.72 Equities AMAZON COM INC COM ZXTILKJKG63JELOEG630 2099-01-01 0.000000 2707.00 4999531.23 Equities LULULEMON ATHLETICA I 549300D9GZ4BMLDW5T40 2099-01-01 0.000000 21660.00 4999777.80 Equities PITNEY BOWES INC NT 4 2043-03-07 6.700000 30.00 547.80 Equities LEGG MASON INC JR SUB 2056-03-15 6.375000 25.00 668.00 Equities SCE TR II TR PFD SECS 2099-01-01 5.100000 25.00 625.00 Equities ALPHABET INC CAP STK 5493006MHB84DD0ZWV18 2099-01-01 0.000000 3732.00 4999797.72 Equities MASTERCARD INC CL A AR5L2ODV9HN37376R084 2099-01-01 0.000000 16794.00 4999909.68 Equities ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2099-01-01 0.000000 100220.00 4999975.80 Equities CIGNA CORP NEW COM 549300VIWYMSIGT1U456 2099-01-01 0.000000 24634.00 4999962.98 Equities STATE STR CORP DEP SH 549300ZFEEJ2IP5VME73 2099-01-01 5.900000 30.00 825.30 Equities BOEING CO COM RVHJWBXLJ1RFUBSY1F30 2099-01-01 0.000000 15318.00 4999795.20 Equities MERCADOLIBRE INC COM 549300DKPDN9M5S8GB14 2099-01-01 0.000000 8563.00 4999507.55 Equities BERKSHIRE HATHAWAY IN 5493000C01ZX7D35SD85 2099-01-01 0.000000 22147.00 4999906.72 Equities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-01-01 7.600000 30.00 757.20 Equities NEWMONT GOLDCORP CORP 549300VSP3RIX7FGDZ51 2099-01-01 0.000000 114285.00 4999968.75 Equities PPL CAP FDG INC JR SU 2073-04-30 5.900000 30.00 779.70 Equities MORGAN STANLEY DEP SH 2099-01-01 6.875000 30.00 850.80 Equities UNITED TECHNOLOGIES C I07WOS4YJ0N7YRFE7309 2099-01-01 0.000000 19809.00 2968972.92 Equities WYNN RESORTS LTD COM 254900CEKKWIHTEAB172 2099-01-01 0.000000 35873.00 4999978.74 Equities COSTCO WHSL CORP NEW 29DX7H14B9S6O3FD6V18 2099-01-01 0.000000 16941.00 4999966.74 Equities RAYTHEON CO COM NEW YR6K3WJN0KKLUPZSNL57 2099-01-01 0.000000 22707.00 4999854.33 Equities STERLING BANCORP DEL 2099-01-01 6.500000 30.00 800.40 Equities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 Y BOFA SECURITIES INC. 1.0000 3 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0208 100000000.00 100000000.00 0.0102 N N Y N BOFA SECURITIES INC. BOFA SECURITIES INC. 1.940 0MLP03AI8 8NAV47T0Y26Q87Y0QP81 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PACIFIC GAS & ELEC CO 2025-06-15 0.000000 2923000.00 2923000.00 Corporate Debt Securities PACIFIC GAS & ELEC CO 2046-03-15 0.000000 3000000.00 3045000.00 Corporate Debt Securities TWIN REEFS PASS-THROU 2099-01-01 0.000000 4300000.00 685402.80 Corporate Debt Securities FIRSTENERGY SOLUTIONS 2039-08-15 0.000000 1789000.00 1583265.00 Corporate Debt Securities ULTRA RESOURCES INC S VZ4O3I6KP00FINKB5W86 2025-04-15 7.125000 7288000.00 691221.25 Corporate Debt Securities GRUPO FAMSA SA DE CV 2020-06-01 7.250000 900000.00 825381.25 Corporate Debt Securities JOHNSON CTLS INC MTNS 2064-07-02 4.950000 480000.00 522813.60 Corporate Debt Securities GRUPO FAMSA 2024-12-15 9.750000 1400000.00 1221971.57 Corporate Debt Securities PACIFIC GAS & ELEC CO 2021-09-15 0.000000 335000.00 335837.50 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2024-11-29 8.000000 883000.00 432670.00 Corporate Debt Securities ODEBRECHT DRILLING NO 549300YNW6BY570L6488 2026-12-01 7.350000 578478.00 318701.37 Corporate Debt Securities LEHMAN BROS INC SR SU 2026-08-01 0.000000 61570000.00 980861.15 Corporate Debt Securities CHC GROUP LLC / CHC F 2024-04-01 5.000000 9343259.00 1401488.85 Corporate Debt Securities SSL ROBOTICS LLC SR S 2023-12-31 9.750000 290000.00 319111.17 Corporate Debt Securities CB SANDRIDGE ENERGY I 2022-10-15 0.000000 27599000.00 342834.78 Corporate Debt Securities ODEBRECHT OFFSHORE DR 549300L7LF2PIRAWID66 2026-12-01 7.720000 6923298.00 1739332.46 Corporate Debt Securities JOHNSON CTLS INC SR N 2041-03-01 5.700000 555000.00 650250.02 Corporate Debt Securities SANCHEZ ENERGY CORP S 2021-06-15 0.000000 23057000.00 926660.83 Corporate Debt Securities INDUSTRIAS META PES M 2025-12-30 8.500000 1148411.00 196502.31 Corporate Debt Securities PACIFIC GAS & ELEC CO 2046-12-01 0.000000 2001000.00 1975987.50 Corporate Debt Securities TIDEWATER INC NEW SR 2022-08-01 8.000000 1066575.00 1121888.76 Corporate Debt Securities ASSOCIATED MATLS / AM 2024-01-01 9.000000 418000.00 384455.50 Corporate Debt Securities CHUKCHANSI ECONOMIC D 2020-05-30 0.000000 3556000.00 1767419.34 Corporate Debt Securities SANCHEZ ENERGY CORP S 2023-01-15 0.000000 23103000.00 924120.00 Corporate Debt Securities CONSTELLATION OIL SVC 2030-11-09 0.000000 1973726.00 1683823.15 Corporate Debt Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-10 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0197 25000000.00 25000000.00 0.0025 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.940 0MLP03AH0 8NAV47T0Y26Q87Y0QP81 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CONAGRA BRANDS INC SR 54930035UDEIH090K650 2025-11-01 4.600000 25135000.00 27963664.97 Corporate Debt Securities ONEOK INC NEW SR NT 4 2T3D6M0JSY48PSZI1Q41 2047-07-13 4.950000 25750000.00 29074131.88 Corporate Debt Securities STEEL DYNAMICS INC SR 549300HGGKEL4FYTTQ83 2023-04-15 5.250000 24076000.00 24818443.65 Corporate Debt Securities BROOKFIELD FIN INC SR 2028-01-25 3.900000 5231000.00 5703786.50 Corporate Debt Securities GENERAL MTRS CO SR GL 54930070NSV60J38I987 2035-04-01 5.000000 26616000.00 27940707.89 Corporate Debt Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-10 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0197 110000000.00 110000000.00 0.0112 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.950 0MLP03AD9 8NAV47T0Y26Q87Y0QP81 0000065100 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2050-01-23 7.690000 8371000.00 9295077.02 Other Instrument international debt PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 5650000.00 6356656.49 Other Instrument international debt PERU LNG S.R.L. SR GL 2030-03-22 5.375000 8600000.00 8553834.72 Other Instrument international debt PARAGUAY (REPUBLIC OF 529900UXKJTJPCU0HK83 2050-03-30 5.400000 3993214.00 4630131.63 Other Instrument international debt PARAGUAY (REPUBLIC OF 2023-01-25 4.625000 12347000.00 13284300.21 Other Instrument international debt Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-06 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0198 39000000.00 39000000.00 0.0040 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.900 0MLP03AE7 8NAV47T0Y26Q87Y0QP81 0000065100 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GENERAL MTRS CO SR GL 54930070NSV60J38I987 2049-04-01 5.950000 924000.00 1042890.82 Corporate Debt Securities ALTRIA GROUP INC SR G XSGZFLO9YTNO9VCQV219 2049-02-14 5.950000 12315027.00 15232306.38 Corporate Debt Securities WELLS FARGO CAP X EXT 2086-12-01 5.950000 13914000.00 17080675.66 Corporate Debt Securities AT&T INC SR GLBL NT 4 549300Z40J86GGSTL398 2049-03-09 4.550000 14443000.00 16314511.90 Corporate Debt Securities CITIGROUP INC SR GLBL 6SHGI4ZSSLCXXQSBB395 2023-07-24 2.876000 15359000.00 15808445.30 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2026-04-05 4.800000 15725000.00 17664259.42 Corporate Debt Securities CELULOSA ARAUCO Y CON 2050-01-29 5.150000 13631494.00 13634580.02 Corporate Debt Securities BNP PARIBAS FR 3.375% R0MUWSFPU8MPRO8K5P83 2025-01-09 3.375000 10642898.00 11226142.11 Corporate Debt Securities INTL PAPER CO CR SEN 824LMFJDH41EY779Q875 2039-11-15 7.300000 8836000.00 12282614.34 Corporate Debt Securities BRASKEM NETH FIN B V 2028-01-10 4.500000 10767000.00 10963605.42 Corporate Debt Securities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-02-04 2020-02-06 Y BOFA SECURITIES INC. 1.0000 35 N Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 N N 0.0193 125000000.00 125000000.00 0.0127 N N N Y BOFA SECURITIES INC. BOFA SECURITIES INC. 1.640 0SC001O24 0001675365 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CIGNA CORP NEW COM 549300VIWYMSIGT1U456 2099-01-01 0.000000 12317.00 2499981.49 Equities DISNEY WALT CO COM DI 549300GZKULIZ0WOW665 2099-01-01 0.000000 17388.00 2499872.76 Equities FACEBOOK INC CL A BQ4BKCS1HXDV9HN80Z93 2099-01-01 0.000000 12230.00 2499934.30 Equities US BANCORP DEL PFD B N1GZ7BBF3NP8GI976H15 2099-01-01 3.500000 30139.00 648591.28 Equities ENERGY TRANSFER OPERA 5493008K8W3OKZE54J59 2099-01-01 7.600000 30.00 757.20 Equities UNITED TECHNOLOGIES C I07WOS4YJ0N7YRFE7309 2099-01-01 0.000000 5478.00 821042.64 Equities ALPHABET INC CAP STK 5493006MHB84DD0ZWV18 2099-01-01 0.000000 1866.00 2499898.86 Equities ALTRIA GROUP INC COM XSGZFLO9YTNO9VCQV219 2099-01-01 0.000000 50110.00 2499987.90 Equities MERCADOLIBRE INC COM 549300DKPDN9M5S8GB14 2099-01-01 0.000000 4281.00 2499461.85 Equities WYNN RESORTS LTD COM 254900CEKKWIHTEAB172 2099-01-01 0.000000 17936.00 2499919.68 Equities COSTCO WHSL CORP NEW 29DX7H14B9S6O3FD6V18 2099-01-01 0.000000 8470.00 2499835.80 Equities NEW YORK CMNTY BANCOR 2099-01-01 6.375000 30.00 840.00 Equities BANK NEW YORK MELLON WFLLPEPC7FZXENRZV188 2099-01-01 5.200000 30.00 785.10 Equities STERLING BANCORP DEL 2099-01-01 6.500000 30.00 800.40 Equities TELEPHONE & DATA SYS 2061-12-01 5.875000 30.00 753.30 Equities NEWMONT GOLDCORP CORP 549300VSP3RIX7FGDZ51 2099-01-01 0.000000 57142.00 2499962.50 Equities QUALCOMM INC COM H1J8DDZKZP6H7RWC0H53 2099-01-01 0.000000 28270.00 2499916.10 Equities RAYTHEON CO COM NEW YR6K3WJN0KKLUPZSNL57 2099-01-01 0.000000 11353.00 2499817.07 Equities STARBUCKS CORP COM OQSJ1DU9TAOC51A47K68 2099-01-01 0.000000 28591.00 2499997.04 Equities STATE STR CORP DEP SH 549300ZFEEJ2IP5VME73 2099-01-01 5.900000 30.00 825.30 Equities LULULEMON ATHLETICA I 549300D9GZ4BMLDW5T40 2099-01-01 0.000000 10830.00 2499888.90 Equities MASTERCARD INC CL A AR5L2ODV9HN37376R084 2099-01-01 0.000000 8397.00 2499954.84 Equities PPL CAP FDG INC JR SU 2073-04-30 5.900000 30.00 779.70 Equities APPLE INC COM HWUPKR0MPOU8FGXBT394 2099-01-01 0.000000 8575.00 2499784.00 Equities BERKSHIRE HATHAWAY IN 5493000C01ZX7D35SD85 2099-01-01 0.000000 11073.00 2499840.48 Equities LEGG MASON INC JR SUB 2056-03-15 6.375000 25.00 668.00 Equities MCDONALDS CORP COM UE2136O97NLB5BYP9H04 2099-01-01 0.000000 12696.00 2499969.36 Equities MORGAN STANLEY DEP SH 2099-01-01 6.875000 30.00 850.80 Equities PUBLIC STORAGE DEPSH1 2099-01-01 5.200000 25.00 632.61 Equities SCE TR II TR PFD SECS 2099-01-01 5.100000 25.00 625.00 Equities CAPITAL ONE FINL CORP 2099-01-01 6.000000 30.00 762.90 Equities PITNEY BOWES INC NT 4 2043-03-07 6.700000 30.00 547.80 Equities AMAZON COM INC COM ZXTILKJKG63JELOEG630 2099-01-01 0.000000 1353.00 2498842.17 Equities GILEAD SCIENCES INC C 549300WTZWR07K8MNV44 2099-01-01 0.000000 38503.00 2499999.79 Equities HOME DEPOT INC COM QEKMOTMBBKA8I816DO57 2099-01-01 0.000000 11504.00 2499934.24 Equities BANC OF CALIFORNIA IN 2099-01-01 7.375000 30.00 767.40 Equities BOEING CO COM RVHJWBXLJ1RFUBSY1F30 2099-01-01 0.000000 7659.00 2499897.60 Equities GOLDMAN SACHS GROUP I 2099-01-01 4.000000 1020.00 23368.20 Equities Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0164 50000000.00 50000000.00 0.0051 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH CANADIAN IMPERIAL BANK OF COMMERCE NY BRANCH 1.860 13606B4G8 2IGI19DL77OX0HC3ZE78 US13606B4G89 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-04-29 2020-04-29 N N N 0.0189 25004009.50 25004009.50 0.0025 N N N N CANADIAN IMPERIAL BANK OF COMMERCE-LONDON CANADIAN IMPERIAL BANK OF COMMERCE-LONDON 1.913 6E9487N 2IGI19DL77OX0HC3ZE78 XS1993059564 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-05-04 2020-05-04 N N N 0.0194 14999482.65 14999482.65 0.0015 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.300 16955AVR6 US16955AVR66 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N N N 0.0230 30000010.80 30000010.80 0.0031 N N N N CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.300 16955AWE4 US16955AWE45 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-27 2020-03-27 2020-03-27 N N N 0.0230 99997936.00 99997936.00 0.0102 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 1.965 20272AH33 MSFSBD3QN1GSN7Q6C537 US20272AH337 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-30 2020-01-30 2020-01-30 N N N 0.0199 20000050.20 20000050.20 0.0020 N N N N COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH COMMONWEALTH BANK OF AUSTRALIA - LONDON BRANCH 1.877 8E4728B MSFSBD3QN1GSN7Q6C537 XS2024656766 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-05 2020-07-02 2020-07-02 N N N 0.0190 24999998.00 24999998.00 0.0025 N N N N CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES CONCORD MINUTEMEN SERIES A COMMERCIAL PAPER NOTES 1.737 2063C0A28 549300B4YYZ4SNU1JB49 US2063C0A288 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N Y BNP PARIBAS 0.2920 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE AG 0.1140 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 CREDIT SUISSE INTERNATIONAL 0.0580 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 DBS BANK LIMITED SINGAPORE 0.0610 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 MUFG SECURITIES EMEA PLC(REPO) 0.2100 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 NATIXIS 0.0300 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 SOCIETE GENERALE 0.0120 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 STATE STREET BANK & TRUST CO. (BOSTON) 0.1360 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 UBS AG 0.0870 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0174 149985574.50 149985574.50 0.0153 N Y Y N CREDIT AGRICOLE CIB NEW YORK CREDIT AGRICOLE CIB NEW YORK 1.540 0QV003IC8 0001330437 Non-Negotiable Time Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0154 189286000.00 189286000.00 0.0193 N Y Y N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.860 22536UWL0 N4JDFKKH2FTD8RKFXO39 US22536UWL06 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-05-05 2020-05-05 N N N 0.0189 26000875.42 26000875.42 0.0026 N N N N CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 1.860 22536UWY2 N4JDFKKH2FTD8RKFXO39 US22536UWY27 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-05-21 2020-05-21 N N N 0.0189 18001369.80 18001369.80 0.0018 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.600 6E6928N N4JDFKKH2FTD8RKFXO39 XS1987125660 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-21 2020-01-21 2020-01-21 N N N 0.0260 9990850.00 9990850.00 0.0010 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 1.961 0F3365N N4JDFKKH2FTD8RKFXO39 XS2066565222 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-04-14 2020-04-14 2020-04-14 N N N 0.0196 64651153.45 64651153.45 0.0066 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.336 7E7029N N4JDFKKH2FTD8RKFXO39 XS2012086455 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-11 2020-03-11 2020-03-11 N N N 0.0234 24917783.00 24917783.00 0.0025 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.555 7E2821N N4JDFKKH2FTD8RKFXO39 XS2003565350 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-20 2020-02-20 2020-02-20 N N N 0.0256 14966711.55 14966711.55 0.0015 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 1.925 0F9643N N4JDFKKH2FTD8RKFXO39 XS2080338242 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-05-12 2020-05-12 2020-05-12 N N N 0.0193 49660583.50 49660583.50 0.0051 N N N N CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.255 8E2327N N4JDFKKH2FTD8RKFXO39 XS2019329478 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-24 2020-03-24 2020-03-24 N N N 0.0226 19916629.00 19916629.00 0.0020 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.906 2254EABU6 ANGGYXNX0JLX3X63JN86 US2254EABU61 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-28 2020-02-28 2020-02-28 N N N 0.0191 16946841.00 16946841.00 0.0017 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 2.018 22549LD77 ANGGYXNX0JLX3X63JN86 US22549LD779 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-03 2020-08-03 2020-08-03 N N N 0.0205 60018427.80 60018427.80 0.0061 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 2.105 22534E2M9 549300W0VPMVBI8GTK70 US22534E2M98 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-16 2020-09-15 2020-09-15 N N N 0.0213 14999997.45 14999997.45 0.0015 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 1.890 22534E2J6 549300W0VPMVBI8GTK70 US22534E2J69 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-05-29 2020-05-29 N N N 0.0192 50010114.50 50010114.50 0.0051 N N N N CREDIT SUISSE AG - NEW YORK BRANCH CREDIT SUISSE AG - NEW YORK BRANCH 2.180 22549LN68 ANGGYXNX0JLX3X63JN86 US22549LN687 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-16 2020-07-16 2020-07-16 N N N 0.0221 50005218.50 50005218.50 0.0051 N N N N CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.900 0CSN01M40 1V8Y6QCX6YMJ2OELII46 0001230485 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CWALT INC 2005-J13 2- 2035-11-25 2.272000 2954700.00 170025.01 Private Label Collateralized Mortgage Obligations BEAR STEARNS ARM TR 2 2047-02-25 4.499401 244354994.00 22770440.14 Private Label Collateralized Mortgage Obligations BCAP LLC TR 2014-RR3 2036-11-26 1.848000 6568684.00 4144871.20 Asset-Backed Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0190 25000000.00 25000000.00 0.0025 N N Y N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 2.173 23305DAT2 ATUEL7OJR5057F2PV266 US23305DAT28 0001501323 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-01-27 2020-01-27 N N N 0.0217 49934975.00 49934975.00 0.0051 N N N N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 1.940 23305DDD4 US23305DDD49 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-13 2020-04-13 2020-04-13 N N N 0.0194 9946295.60 9946295.60 0.0010 N N N N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 1.940 23305DD77 ATUEL7OJR5057F2PV266 US23305DD772 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-07 2020-04-07 2020-04-07 N N N 0.0194 9949502.80 9949502.80 0.0010 N N N N DBS BANK LIMITED SINGAPORE DBS BANK LIMITED SINGAPORE 2.231 23305DA70 ATUEL7OJR5057F2PV266 US23305DA703 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-07 2020-01-07 2020-01-07 N N N 0.0223 3998740.00 3998740.00 0.0004 N N Y N DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) DEXIA CREDIT LOCAL NY BRANCH (SOVEREIGN GUARANTEE) 1.894 25215VD14 US25215VD146 Financial Company Commercial Paper Y Fitch Long Rating BBB+ Fitch Short Rating F1+ Moody's Long Rating Baa3 Moody's Short Rating P-1 Standard & Poor's Long Rating BBB Standard & Poor's Short Rating A-2 2020-04-01 2020-04-01 2020-04-01 N N N 0.0189 74647333.50 74647333.50 0.0076 N N N N DNB BANK ASA DNB BANK ASA 1.965 2332K4KB9 549300GKFG0RYRRQ1414 US2332K4KB91 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-04-24 2020-04-24 N N N 0.0199 50002224.50 50002224.50 0.0051 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.925 9E2802N XS2045011496 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-05-15 2020-05-15 2020-05-15 N N N 0.0193 14897011.95 14897011.95 0.0015 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 1.907 1F6319P 529900HNOAA1KXQJUQ27 XS2093164395 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-04-27 2020-04-27 2020-04-27 N N N 0.0191 49701871.50 49701871.50 0.0051 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 2.288 7E8795N XS2014455310 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0229 24907572.25 24907572.25 0.0025 N N N N DZ BANK AG - LONDON BRANCH DZ BANK AG - LONDON BRANCH 2.228 8E9839N 529900HNOAA1KXQJUQ27 XS2037384398 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-03 2020-02-03 2020-02-03 N N N 0.0223 24956866.25 24956866.25 0.0025 N N N N ERSTE FINANCE (DELAWARE) LLC ERSTE FINANCE (DELAWARE) LLC 1.700 2960E2A37 US2960E2A377 Financial Company Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0170 99990555.42 99990555.42 0.0102 N N Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 2.226 31428FAA3 549300B2Q47IR0CR5B54 US31428FAA30 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0223 7996468.88 7996468.88 0.0008 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 2.211 31849HA69 2138002Y3WMK6RZS8H90 US31849HA693 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-06 2020-01-06 2020-01-06 N N N 0.0221 49986966.50 49986966.50 0.0051 N N Y N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.903 31849HB68 2138002Y3WMK6RZS8H90 US31849HB683 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-06 2020-02-06 2020-02-06 N N N 0.0190 59894303.40 59894303.40 0.0061 N N N N FIRST ABU DHABI BANK PJSC FIRST ABU DHABI BANK PJSC 1.915 31849HBQ4 2138002Y3WMK6RZS8H90 US31849HBQ48 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-24 2020-02-24 2020-02-24 N N N 0.0192 24933159.75 24933159.75 0.0025 N N N N FIXED INCOME CLEARING CORPORATION (REPO) FIXED INCOME CLEARING CORPORATION (REPO) 1.550 OSA001P45 0001232861 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasur 254900HROIFWPRGM1V77 2025-11-30 2.875000 28595000.00 30466456.97 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2025-12-31 2.625000 129925000.00 136334979.80 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-31 2.625000 380000000.00 403023440.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-02-28 2.500000 9095000.00 9559709.03 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-03-31 2.250000 400000000.00 413576800.00 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-04-30 2.375000 3305000.00 3436995.09 U.S. Treasuries (including strips) United States Treasur 254900HROIFWPRGM1V77 2026-01-15 0.625000 21100000.00 23601869.20 U.S. Treasuries (including strips) Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0155 1000000000.00 1000000000.00 0.1018 N Y Y N HSBC BANK PLC HSBC BANK PLC 1.965 40433FQH5 MP6I5ZYZBEU3UXPYFY54 US40433FQH54 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-03 2020-06-03 2020-06-03 N N N 0.0199 49999857.00 49999857.00 0.0051 N N N N HSBC BANK USA HSBC BANK USA 2.230 40435RDV0 1IE8VN30JCEQV1H4R804 US40435RDV06 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-22 2020-01-22 2020-01-22 N N N 0.0223 20004449.60 20004449.60 0.0020 N N N N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.650 0HSN22IP3 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EXPORT IMPORT BK KORE 549300APVP4R32PI3Y06 2022-06-25 2.471630 1330000.00 1333849.85 Other Instrument international debt ING BANK NV SR GLBL R 2021-08-15 2.050000 200000.00 202043.50 Corporate Debt Securities CITADEL LIMITED PARTN 2027-01-15 4.875000 750000.00 803942.50 Corporate Debt Securities AON PLC SR GLBL NT 45 VVT2B79I2Z4U3R6BY589 2045-05-15 4.750000 10000000.00 11896275.00 Corporate Debt Securities BANQUE FED DU CRED MU VBHFXSYT7OG62HNT8T76 2020-10-15 2.750000 275000.00 278250.27 Corporate Debt Securities MDC GMTN BV GLBL GTD 213800L53ZH5KG593W13 2049-11-07 3.700000 6930000.00 7234138.45 Corporate Debt Securities BRITISH TELECOMMUNICA 549300OWFMSO9NYV4H90 2049-11-08 4.250000 8210000.00 8548407.08 Corporate Debt Securities SANTANDER UK PLC SR G 549300F5XIFGNNW4CF72 2028-11-03 3.823000 4067440.00 4319267.75 Corporate Debt Securities BANCO SANTANDER SA SN 5493006QMFDDMYWIAM13 2028-02-23 3.800000 2600000.00 2774682.44 Corporate Debt Securities CPPIB CAPITAL INC FR 2027-11-02 2.750000 2567000.00 2688163.83 Other Instrument international debt MALAYSIA SUKUK GLOBAL 2026-04-27 3.179000 243864.00 253612.04 Other Instrument international debt ENTERPRISE PRODS OPER 5493004LGN656HWLDA30 2024-02-15 3.900000 77000.00 82851.62 Corporate Debt Securities LLOYDS BANKING GROUP 549300PPXHEU2JF0AM85 2023-08-16 4.050000 200000.00 214307.00 Corporate Debt Securities UBS AG LONDON BRH SR BFM8T61CT2L1QCEMIK50 2020-12-01 2.450000 200000.00 201088.72 Corporate Debt Securities MORGAN STANLEY FR 4.4 IGJSJL3JD5P30I6NJZ34 2030-01-23 4.431000 84000.00 96721.30 Corporate Debt Securities TOYOTA MOTOR CREDIT C Z2VZBHUMB7PWWJ63I008 2024-10-07 2.000000 196000.00 196588.22 Corporate Debt Securities ADVOCATE HEALTH & HOS 2049-10-15 3.387000 1890100.00 1896182.03 Corporate Debt Securities SANTANDER HLDGS USA I 549300SMVCQN2P0O6I58 2026-10-05 3.244000 33000.00 33575.18 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 41000000.00 41000000.00 0.0042 N Y Y N HSBC SECURITIES (USA) INC HSBC SECURITIES (USA) INC 1.800 0HSN22IN8 CYYGQCGNHMHPSMRL3R97 0001092524 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BARCLAYS PLC LW TIER 213800LBQA1Y9L22JB70 2030-06-20 5.088000 1897810.00 2121207.54 Corporate Debt Securities CENTENE CORP DEL SR G 549300Z7JJ4TQSQGT333 2025-01-15 4.750000 10.00 10.58 Corporate Debt Securities GHANA REP FR 8.125%03 213800PP4399SNNXZ126 2032-03-26 8.125000 861850.00 888209.20 Other Instrument international debt HCA INC SR SEC GLBL N L3CJ6J7LJ2DX62FTXD46 2047-06-15 5.500000 2000.00 2315.00 Corporate Debt Securities INTESA SANPAOLO S P A 2W8N8UU78PMDQKZENC08 2024-06-26 5.017000 6700000.00 7044496.88 Corporate Debt Securities VICI PPTYS INC SR GLB 2029-12-01 4.625000 20.00 20.99 Corporate Debt Securities WARRIOR MET COAL INC 549300152B1S9YKBYV79 2024-11-01 8.000000 2000.00 2056.22 Corporate Debt Securities AVON PRODS INC CR SEN 2043-03-15 8.950000 1767000.00 2237206.06 Corporate Debt Securities HERTZ FLEET LEASE FD 2033-01-10 2.185130 968300.00 969088.83 Asset-Backed Securities NISSAN MTR ACCEP CORP 2023-09-21 3.875000 81245.00 85463.75 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2029-11-01 3.754000 7.00 7.19 Corporate Debt Securities LAND O LAKES INC 7% 2099-01-01 7.000000 364660.00 339741.57 Corporate Debt Securities METHANEX CORP SR GLBL 549300TSJHRXT9QXRD13 2029-12-15 5.250000 110.00 114.18 Corporate Debt Securities CCO HLDGS LLC / CCO H 2027-05-01 5.125000 198000.00 210741.16 Corporate Debt Securities SSL ROBOTICS LLC SR S 2023-12-31 9.750000 47500.00 52268.21 Corporate Debt Securities CHESAPEAKE FDG II LLC 2029-05-15 1.990000 5704990.00 1941199.96 Asset-Backed Securities CONOCOPHILLIPS CO SR 6VJJ5GQWIRDQ06DUXG89 2026-03-15 4.950000 243000.00 282989.90 Corporate Debt Securities GLAXOSMITHKLINE CAP P 549300U0LV41VX7LEP38 2024-06-01 3.000000 30000.00 31313.90 Corporate Debt Securities AIR LEASE CORP SR GLB 2028-10-01 4.625000 950.00 1059.95 Corporate Debt Securities NATIONAL AUSTRALIA BK F8SB4JFBSYQFRQEH3Z21 2022-05-22 2.618750 343960.00 348282.54 Corporate Debt Securities PUERTO RICO PUB FIN C 2031-08-01 0.000000 16.00 0.60 Other Instrument municipal debt VIASAT INC SR SEC 144 UFC8NYMNFSYIHNSM2I38 2027-04-15 5.625000 1890.00 2043.98 Corporate Debt Securities ALTRIA GROUP INC 4.8% XSGZFLO9YTNO9VCQV219 2029-02-14 4.800000 1439000.00 1632377.62 Corporate Debt Securities BMW US CAP LLC SR GLB 2024-04-18 3.150000 80.00 83.27 Corporate Debt Securities BERKSHIRE HATHAWAY IN 5493000C01ZX7D35SD85 2043-02-11 4.500000 97000.00 119949.72 Corporate Debt Securities EAGLE HOLDING CO. II 2022-05-15 7.750000 2000000.00 2050135.00 Corporate Debt Securities EQUINIX INC SR NT 5.8 549300EVUN2BTLJ3GT74 2026-01-15 5.875000 280000.00 304448.78 Corporate Debt Securities MORGAN STANLEY SR NT IGJSJL3JD5P30I6NJZ34 2028-07-22 3.591000 6.00 6.48 Corporate Debt Securities AIR LEASE CORP SR GLB 5493004NW4M4P8TMMK63 2022-07-01 2.625000 37.00 37.91 Corporate Debt Securities ALTICE S A SR GLBL 14 2221006ZDZREFLFIFQ42 2027-05-15 10.500000 2859000.00 3314653.13 Corporate Debt Securities GENERAL MLS INC SR GL 2TGYMUGI08PO8X8L6150 2023-10-17 3.700000 54000.00 57316.83 Corporate Debt Securities IHEARTCOMMUNICATIONS 54930076J6KDZL504O62 2026-05-01 6.375000 99841.00 112677.85 Corporate Debt Securities PAR PETROLEUM LLC / P 2025-12-15 7.750000 3892500.00 4041307.03 Corporate Debt Securities SELECT MEDICAL CORP S 2026-08-15 6.250000 1921640.00 2137763.11 Corporate Debt Securities AMERICAN HONDA FIN CO 2021-01-08 2.497000 10.00 10.09 Corporate Debt Securities INTREPID AVIATION GRO 2021-08-15 8.500000 6260.00 6647.34 Corporate Debt Securities ROYAL BK SCOTLAND GRO 2138005O9XJIJN4JPN90 2023-12-19 6.000000 2000.00 2228.63 Corporate Debt Securities MALAYSIA SUKUK GLOBAL 2026-04-27 3.179000 135.00 140.40 Other Instrument international debt CINCINNATI BELL INC N 549300JYVZOCUJOHL272 2024-07-15 7.000000 1725000.00 1847187.50 Corporate Debt Securities FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2024-11-01 4.063000 458000.00 469829.59 Corporate Debt Securities CALPINE CORP SR SEC G 43R4VPJBXTU2O15HEF41 2028-02-15 4.500000 510.00 515.48 Corporate Debt Securities DT AUTO OWNER TR 2016 2023-06-15 4.520000 1450.00 925.12 Asset-Backed Securities INTELSAT JACKSON HLDG 8XJ8KF85PBKK1TLMFN29 2025-07-15 9.750000 1330000.00 1289684.38 Corporate Debt Securities TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 2025-08-01 7.000000 526770.00 571662.51 Corporate Debt Securities APX GROUP INC SR NT 8 549300OMQVKPRU98OE64 2020-12-01 8.750000 135000.00 136120.31 Corporate Debt Securities AVON PRODS INC CR SEN 5493007RY69UEB1F1B45 2023-03-15 7.000000 1440000.00 1595400.00 Corporate Debt Securities GOODMAN US FIN FOUR L 2037-10-15 4.500000 307767.00 335107.48 Corporate Debt Securities Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-01-02 2020-01-02 N N N 0.0180 34000000.00 34000000.00 0.0035 N Y Y N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.320 45580DF58 US45580DF589 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-31 2020-03-31 2020-03-31 N N N 0.0232 99996582.00 99996582.00 0.0102 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.260 45580DD92 5493002ERZU2K9PZDL40 US45580DD923 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-07 2020-02-07 2020-02-07 N N N 0.0226 50016144.50 50016144.50 0.0051 N N N N INDUSTRIAL & COMMERCIAL BK OF CHINA NY INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.260 45580DD84 5493002ERZU2K9PZDL40 US45580DD840 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0226 25008024.25 25008024.25 0.0025 N N N N INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH INDUSTRIAL AND COMMERCIAL BANK OF CHINA LIMITED- LONDON BRANCH 2.242 0F8105N 5493002ERZU2K9PZDL40 XS2078378499 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0224 14971906.95 14971906.95 0.0015 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.930 0INB03FT7 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-27 2020-07-27 2020-07-27 N N N 0.0193 90010421.10 90010421.10 0.0092 N N N N ING BANK N V - AMSTERDAM ING BANK N V - AMSTERDAM 1.905 0INB03FY6 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-31 2020-07-31 2020-07-31 N N N 0.0191 24999200.00 24999200.00 0.0025 N N N N ING BANK NV ING BANK NV 1.915 PPQD33NM0 3TK20IVIUJ8J3ZU0QE75 0001114446 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-10 2020-02-10 2020-02-10 N N N 0.0194 15002753.40 15002753.40 0.0015 N N N N ING BANK NV ING BANK NV 2.030 05586FFT9 R0MUWSFPU8MPRO8K5P83 US05586FFT93 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-07-07 2020-07-07 N N N 0.0206 16007635.52 16007635.52 0.0016 N N N N ING BANK NV ING BANK NV 2.084 PP9FC7KS5 70UN1RCXO6LO7KWNC831 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-10 2020-11-09 2020-11-09 N N N 0.0211 44999820.90 44999820.90 0.0046 N N N N ING BANK NV/LONDON ING BANK NV/LONDON 2.045 AAY9966Y9 3TK20IVIUJ8J3ZU0QE75 0001017255 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-12 2020-07-10 2020-07-10 N N N 0.0207 25013503.25 25013503.25 0.0025 N N N N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 1.690 0IFX04TD6 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N AGILENT TECHNOLOGIES QUIX8Y7A2WP0XRMW7G29 2029-09-15 2.750000 376.00 376.72 Corporate Debt Securities BARCLAYS PLC SR GLBL 213800LBQA1Y9L22JB70 2025-05-07 3.932000 11.00 11.63 Corporate Debt Securities HERSHEY CO GLBL NT 3. 21X2CX66SU2BR6QTAD08 2049-11-15 3.125000 1.00 0.99 Corporate Debt Securities PETROLEOS MEXICANOS S 2027-01-23 6.490000 29823186.00 32327944.27 Other Instrument international debt TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 10968000.00 8871969.50 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2040-05-30 6.750000 29530000.00 29834306.65 Other Instrument international debt VOLKSWAGEN GROUP AMER 5493002SQ1AVQBY41K40 2023-11-13 4.250000 10.00 10.71 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 19734808.00 21608723.95 Other Instrument international debt AXIS SPECIALTY FINANC 2040-01-15 4.900000 231.00 235.21 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2023-01-05 2.625000 14522000.00 14714567.77 Other Instrument international debt ALLY FINL INC GTD SR 549300JBN1OSM8YNAI90 2020-03-15 8.000000 23000.00 23782.77 Corporate Debt Securities MCDONALDS CORP MED TE UE2136O97NLB5BYP9H04 2029-09-01 2.625000 3000.00 3020.14 Corporate Debt Securities WILLIS-KNIGHTON MED C 2048-09-01 4.813000 10.00 12.17 Corporate Debt Securities BMW US CAPITAL LLC SR 2021-09-15 1.850000 433.00 434.33 Corporate Debt Securities RIO OIL FIN TR SR SEC 549300V5D1W52HY8NO65 2024-07-06 9.250000 26841000.00 17712389.52 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.000000 1880.00 1997.50 Corporate Debt Securities HYUNDAI CAP AMER INC 2024-02-01 4.300000 4.00 4.29 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 16000.00 18214.11 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 31508959.00 35070125.18 Corporate Debt Securities REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2024-11-14 5.600000 882436.00 903310.51 Other Instrument international debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0169 150000000.00 150000000.00 0.0153 N Y Y N ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 2.000 0IFX04SP0 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Federal Home Loan Mor 2049-04-01 4.000000 1000.00 911.96 Agency Mortgage-Backed Securities ANHEUSER-BUSCH INBEV 549300CRGMZK3K53BF92 2029-01-23 4.750000 1.00 1.18 Corporate Debt Securities AXIS SPECIALTY FINANC 2040-01-15 4.900000 699.00 711.75 Corporate Debt Securities WELLS FARGO & CO FR 2 PBLD0EJDB5FWOLXP3B76 2030-10-30 2.879000 14000.00 14179.60 Corporate Debt Securities ERAC USA FIN CO SR GL LTKX5ODQW6Z7BQ2K1V47 2037-10-15 7.000000 3000.00 4295.56 Corporate Debt Securities Federal Home Loan Mor 2040-05-01 5.500000 29860.00 4652.84 Agency Mortgage-Backed Securities Federal National Mort 2051-05-01 4.000000 2442.00 2011.85 Agency Mortgage-Backed Securities HYUNDAI CAP AMER INC 2024-02-01 4.300000 1.00 1.07 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 67000.00 76271.59 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2028-01-13 4.625000 56.00 61.32 Other Instrument international debt PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 19840.00 22082.33 Corporate Debt Securities CAPITAL ONE NATL ASSN 207ALC1P1YM0OVDV0K75 2022-08-08 2.724250 2330.00 2356.82 Corporate Debt Securities NOVARTIS CAPITAL CORP 5493002KF87V5RSRQS84 2044-05-06 4.400000 6000.00 7403.28 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2025-06-01 3.950000 50000.00 50662.10 Corporate Debt Securities WILLIS-KNIGHTON MED C 2048-09-01 4.813000 255.00 310.26 Corporate Debt Securities RIO OIL FIN TR SR SEC 549300V5D1W52HY8NO65 2024-07-06 9.250000 250000.00 164975.13 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 19910000.00 20908602.64 Other Instrument international debt Federal National Mort 2058-05-01 4.000000 5109.00 4825.23 Agency Mortgage-Backed Securities HERSHEY CO GLBL NT 3. 21X2CX66SU2BR6QTAD08 2049-11-15 3.125000 1.00 0.99 Corporate Debt Securities BANCO NACIONAL DE DES 254900DCL95WTK6VYD35 2023-09-26 5.750000 5183000.00 5779116.99 Other Instrument international debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-09 2020-01-09 2020-01-09 N N N 0.0200 25000000.00 25000000.00 0.0025 N N N Y ING FINANCIAL MARKETS LLC ING FINANCIAL MARKETS LLC 2.000 0IFX04SM7 0000877559 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TRANSOCEAN INC CR SEN DOL4HJ22ADYSIWES4H94 2041-12-15 9.350000 57000.00 46107.06 Corporate Debt Securities BRAZIL FEDERATIVE REP 2025-02-04 8.750000 748000.00 981178.61 Other Instrument international debt FORD MOTOR CREDIT CO UDSQCVRUX5BONN0VY111 2021-08-02 5.875000 200000.00 214192.56 Corporate Debt Securities WILLIS-KNIGHTON MED C 2048-09-01 4.813000 8.00 9.73 Corporate Debt Securities PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 279000.00 313895.07 Other Instrument international debt BANCO NACIONAL DE DES 254900DCL95WTK6VYD35 2023-09-26 5.750000 23624000.00 26341088.11 Other Instrument international debt POSCO SR GLBL REGS 24 2024-07-15 2.750000 4765.00 4841.36 Corporate Debt Securities AXIS SPECIALTY FINANC 2040-01-15 4.900000 80.00 81.46 Corporate Debt Securities PETROBRAS GLBL FIN B 549300FNENFFSMO3GT38 2025-01-27 5.299000 106784.00 118852.81 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.000000 160.00 170.00 Corporate Debt Securities ALLY FINL INC GTD SR 549300JBN1OSM8YNAI90 2020-03-15 8.000000 3000.00 3102.10 Corporate Debt Securities WESTERN GAS PARTNERS L6D8A6MLSY454J2JXJ60 2025-06-01 3.950000 16000.00 16211.87 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2037-01-20 7.125000 297000.00 390957.93 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2023-01-05 2.625000 931000.00 943345.45 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2021-01-22 4.875000 267000.00 280391.61 Other Instrument international debt RIO OIL FIN TR SR SEC 549300V5D1W52HY8NO65 2024-07-06 9.250000 251000.00 165635.03 Corporate Debt Securities PETROBRAS GLBL FIN B 2024-03-17 6.250000 30000.00 34151.46 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2045-02-17 6.625000 42362000.00 42710456.87 Other Instrument international debt PETROLEOS MEXICANOS S 2027-01-23 6.490000 31944113.00 34627001.44 Other Instrument international debt Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2020-01-08 N N N 0.0200 100000000.00 100000000.00 0.0102 N N Y Y KBC BANK NV - LONDON KBC BANK NV - LONDON 2.026 9E6385N 96QM9M0BWQYBMDQH8L02 XS2051789373 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N N N 0.0203 19933521.80 19933521.80 0.0020 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 2.007 48803NCT2 US48803NCT28 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-03-11 2020-03-11 2020-03-11 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ N 0.0201 49819541.50 49819541.50 0.0051 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 1.901 48803NEA1 US48803NEA19 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-04-17 2020-04-17 2020-04-17 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ N 0.0190 24858400.00 24858400.00 0.0025 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 1.961 48803TMR2 US48803TMR22 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-04-09 2020-04-09 2020-04-09 N Y GERMANY (FEDERAL REPUBLIC OF) 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA Standard & Poor's Short Rating A-1+ N 0.0196 39785499.89 39785499.89 0.0041 N N N N LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON) 2.225 8E4491N DIZES5CFO5K3I5R58746 XS2023755452 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0223 24996667.00 24996667.00 0.0025 N N Y N LLOYDS BANK PLC LLOYDS BANK PLC 1.960 53946BDY4 H7FNTJ4851HG0EXQ1Z70 US53946BDY48 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-24 2020-01-24 2020-01-24 N N N 0.0199 25003649.50 25003649.50 0.0025 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 2.011 53944QD80 US53944QD807 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-04-08 2020-04-08 2020-04-08 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0201 29842012.50 29842012.50 0.0030 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.905 53944QBJ8 US53944QBJ85 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-02-18 2020-02-18 2020-02-18 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 9974642.50 9974642.50 0.0010 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.912 53944QE48 US53944QE482 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-05-04 2020-05-04 2020-05-04 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 49772958.22 49772958.22 0.0051 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 2.172 53944QAF7 US53944QAF72 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-01-15 2020-01-15 2020-01-15 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0217 49959583.50 49959583.50 0.0051 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 1.915 53944QF21 US53944QF216 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-06-02 2020-06-02 2020-06-02 N Y CREDIT AGRICOLE CIB 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0192 42753380.32 42753380.32 0.0044 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.916 55607KBT2 4ZHCHI4KYZG2WVRT8631 US55607KBT25 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-27 2020-02-27 2020-02-27 N N N 0.0192 49854516.50 49854516.50 0.0051 N N N N MACQUARIE BANK LIMITED MACQUARIE BANK LIMITED 1.905 55607KBS4 4ZHCHI4KYZG2WVRT8631 US55607KBS42 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-02-26 2020-02-26 2020-02-26 N N N 0.0191 24928591.75 24928591.75 0.0025 N N N N MATCHPOINT FINANCE PLC MATCHPOINT FINANCE PLC 1.896 57666AC34 635400YCKMVA7GIA6Q33 US57666AC345 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-03 2020-03-03 2020-03-03 N Y BNP PARIBAS 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0190 74772543.75 74772543.75 0.0076 N N N N MICHIGAN ST FIN AUTH REVENUE MICHIGAN ST FIN AUTH REVENUE 1.690 59447TXC2 54930022O46HOX5J1D14 US59447TXC25 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2049-09-01 Y MICHIGAN ST FIN AUTH REVENUE 1.0000 7 N Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1 Y MICHIGAN ST FIN AUTH REVENUE 1.0000 Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1 N 0.0169 29000000.00 29000000.00 0.0030 N N Y N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 1.947 1F4763N JBONEPAGQXF4QP29B387 XS2082879151 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-19 2020-03-19 2020-03-19 N N N 0.0195 49791196.50 49791196.50 0.0051 N N N N MITSUBISHI UFJ TRUST & BANKING CORP-LONDON MITSUBISHI UFJ TRUST & BANKING CORP-LONDON 1.973 1F8481N XS2096042051 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-20 2020-04-20 2020-04-20 N N N 0.0197 59644148.40 59644148.40 0.0061 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 2.125 9E6620N 549300IJV8X2BVHFN697 XS2052256927 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-10 2020-03-10 2020-03-10 N N N 0.0213 24905566.50 24905566.50 0.0025 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 2.055 0F3000N RB0PEZSDGCO3JS6CEU02 XS2065955580 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0206 24986465.75 24986465.75 0.0025 N N N N MIZUHO BANK LIMITED-LONDON MIZUHO BANK LIMITED-LONDON 2.125 9E6029N 549300IJV8X2BVHFN697 XS2051468739 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-06 2020-03-06 2020-03-06 N N N 0.0213 49821887.00 49821887.00 0.0051 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.600 0NC002AY8 0001512734 Non-Negotiable Time Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0160 150000000.00 150000000.00 0.0153 N Y Y N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.940 60710AFJ6 RB0PEZSDGCO3JS6CEU02 US60710AFJ60 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-20 2020-07-20 2020-07-20 N N N 0.0194 25007288.00 25007288.00 0.0025 N N N N MIZUHO BANK LIMITED-NEW YORK MIZUHO BANK LIMITED-NEW YORK 1.600 0NC002AX0 0001512734 Non-Negotiable Time Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0160 177891000.00 177891000.00 0.0181 N Y Y N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.975 55379WP34 C3GTMMZIHMY46P4OIX74 US55379WP343 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-28 2020-02-28 2020-02-28 N N N 0.0200 50011727.00 50011727.00 0.0051 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.930 55379W4S2 C3GTMMZIHMY46P4OIX74 US55379W4S27 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-07-28 2020-07-28 2020-07-28 N N N 0.0193 25003386.75 25003386.75 0.0025 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 2.230 55379WT55 C3GTMMZIHMY46P4OIX74 US55379WT550 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-13 2020-03-13 2020-03-13 N N N 0.0223 9006987.96 9006987.96 0.0009 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 1.926 55379WW51 C3GTMMZIHMY46P4OIX74 US55379WW513 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-12 2020-03-12 2020-03-12 N N N 0.0195 25006269.50 25006269.50 0.0025 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 2.267 62479LC52 C3GTMMZIHMY46P4OIX74 US62479LC525 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-05 2020-03-05 2020-03-05 N N N 0.0227 60800648.34 60800648.34 0.0062 N N N N MUFG BANK LTD NEW YORK BRANCH MUFG BANK LTD NEW YORK BRANCH 2.247 62479LC60 US62479LC608 Financial Company Commercial Paper Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-06 2020-03-06 2020-03-06 N N N 0.0225 44850510.00 44850510.00 0.0046 N N N N NATIONAL AUSTRALIA BANK LIMITED NATIONAL AUSTRALIA BANK LIMITED 1.888 63254GLK9 F8SB4JFBSYQFRQEH3Z21 US63254GLK93 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-01 2020-07-01 N N N 0.0192 24997904.25 24997904.25 0.0025 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 2.049 1F3306B F8SB4JFBSYQFRQEH3Z21 XS2087642174 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-27 2020-11-27 2020-11-27 N N N 0.0208 29994496.80 29994496.80 0.0031 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 2.040 1F2502B F8SB4JFBSYQFRQEH3Z21 XS2085849524 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-25 2020-11-25 2020-11-25 N N N 0.0207 24995439.75 24995439.75 0.0025 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.909 6E8797N F8SB4JFBSYQFRQEH3Z21 XS1991242345 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-03 2020-04-30 2020-04-30 N N N 0.0194 25004842.50 25004842.50 0.0025 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.928 4E9744N F8SB4JFBSYQFRQEH3Z21 XS1945294731 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-29 2020-01-29 2020-01-29 N N N 0.0196 19999582.00 19999582.00 0.0020 N N N N NATIONAL AUSTRALIA BANK LIMITED-LONDON NATIONAL AUSTRALIA BANK LIMITED-LONDON 1.910 7E0204N F8SB4JFBSYQFRQEH3Z21 XS1995779219 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-10 2020-05-11 2020-05-11 N N N 0.0194 30006123.60 30006123.60 0.0031 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.960 63873N5Y3 KX1WK48MPD4Y2NCUIZ63 US63873N5Y37 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-05 2020-06-05 2020-06-05 N N N 0.0196 21000237.09 21000237.09 0.0021 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.000 63873N7A3 KX1WK48MPD4Y2NCUIZ63 US63873N7A33 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-04-08 2020-04-08 2020-04-08 N N N 0.0200 60008526.60 60008526.60 0.0061 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 1.980 63873N6B2 KX1WK48MPD4Y2NCUIZ63 US63873N6B25 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-05 2020-06-05 2020-06-05 N N N 0.0198 25002442.25 25002442.25 0.0025 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.020 63873N6Q9 KX1WK48MPD4Y2NCUIZ63 US63873N6Q93 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-12 2020-06-12 2020-06-12 N N N 0.0202 20005335.40 20005335.40 0.0020 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.010 63873QBJ2 US63873QBJ22 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-04 2020-09-04 2020-09-04 N N N 0.0204 74999778.00 74999778.00 0.0076 N N N N NATIXIS - NEW YORK BRANCH NATIXIS - NEW YORK BRANCH 2.250 63873N2F7 KX1WK48MPD4Y2NCUIZ63 US63873N2F74 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-03-18 2020-03-18 2020-03-18 N N N 0.0225 60038628.60 60038628.60 0.0061 N N N N NEW YORK STATE HOUSING FINANCE AGENCY NEW YORK STATE HOUSING FINANCE AGENCY 1.800 64987B4K1 5493000LS7KCDB02O506 US64987B4K10 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2050-05-01 Y BANK OF CHINA-NEW YORK 1.0000 2 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0180 21390000.00 21390000.00 0.0022 N Y Y N NEW YORK STATE HOUSING FINANCE AGENCY NEW YORK STATE HOUSING FINANCE AGENCY 1.870 64987B6G8 5493000LS7KCDB02O506 US64987B6G89 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2049-11-01 Y BANK OF CHINA-NEW YORK 1.0000 2 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0187 10000000.00 10000000.00 0.0010 N Y Y N NORDEA BANK ABP NEW YORK BRANCH NORDEA BANK ABP NEW YORK BRANCH 2.300 65558TJH9 529900ODI3047E2LIV03 US65558TJH95 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-09 2020-03-09 2020-03-09 N N N 0.0230 50045478.50 50045478.50 0.0051 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.650 65602VWL6 US65602VWL60 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-01-02 2020-01-02 N N N 0.0165 50000146.00 50000146.00 0.0051 N Y Y N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.900 65602VWA0 5493007VSMFZCPV1NB83 US65602VWA06 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-03-11 2020-03-11 2020-03-11 N N N 0.0190 25001967.00 25001967.00 0.0025 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 2.250 65602VNZ5 5493007VSMFZCPV1NB83 US65602VNZ57 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0225 25003920.25 25003920.25 0.0025 N N N N NORINCHUKIN BANK-NEW YORK NORINCHUKIN BANK-NEW YORK 1.900 65602VTT3 5493007VSMFZCPV1NB83 US65602VTT34 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-05-05 2020-05-05 2020-05-05 N N N 0.0190 24999686.25 24999686.25 0.0025 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.900 67984YGK4 5493004QSN8OZAIU2J90 US67984YGK47 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-27 2020-07-27 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0193 25008442.50 25008442.50 0.0025 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 1.990 67984RHM4 5493004QSN8OZAIU2J90 US67984RHM43 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1+ Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1+ 2020-01-26 2020-05-26 2020-05-26 N N Y ROYAL BANK OF CANADA Liquidity/Partial C/E 1.0000 Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 0.0202 75005985.75 75005985.75 0.0076 N N N N OVERSEA-CHINESE BANKING CORPORATION LIMITED OVERSEA-CHINESE BANKING CORPORATION LIMITED 1.996 69034CKE7 5493007O3QFXCPOGWK22 US69034CKE74 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-28 2020-08-28 2020-08-28 N N N 0.0202 24999939.75 24999939.75 0.0025 N N N N OVERSEA-CHINESE BANKING CORPORATION NY AGENCY OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 2.183 69033L6L8 5493007O3QFXCPOGWK22 US69033L6L89 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-19 2020-06-19 2020-06-19 N N N 0.0203 50046270.50 50046270.50 0.0051 N N N N OVERSEA-CHINESE BANKING CORPORATION-LONDON OVERSEA-CHINESE BANKING CORPORATION-LONDON 1.900 1F0135N 5493007O3QFXCPOGWK22 XS2081019510 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-14 2020-02-14 2020-02-14 N N N 0.0190 74817632.25 74817632.25 0.0076 N N N N OVERSEA-CHINESE BANKING CORPORATION-LONDON OVERSEA-CHINESE BANKING CORPORATION-LONDON 2.270 7E8800N 5493007O3QFXCPOGWK22 XS2014323674 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-13 2020-03-13 2020-03-13 N N N 0.0227 24901535.25 24901535.25 0.0025 N N N N RABOBANK LONDON RABOBANK LONDON 1.955 7E2118N DG3RU1DBUFHT4ZF9WN62 XS2001330302 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-20 2020-05-18 2020-05-18 N N N 0.0198 74997117.75 74997117.75 0.0076 N N N N RABOBANK LONDON RABOBANK LONDON 1.898 6E8746N DG3RU1DBUFHT4ZF9WN62 XS1991242261 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-04-30 2020-04-30 N N N 0.0193 24999170.00 24999170.00 0.0025 N N N N RABOBANK LONDON RABOBANK LONDON 2.008 4E9971N DG3RU1DBUFHT4ZF9WN62 XS1946054555 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-29 2020-01-29 2020-01-29 N N N 0.0204 55003443.00 55003443.00 0.0056 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.915 78014XCZ8 ES7IP3U3RHIGC71XBU11 US78014XCZ87 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-12 2020-07-10 2020-07-10 N N N 0.0194 14997510.00 14997510.00 0.0015 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.970 78014XDZ7 ES7IP3U3RHIGC71XBU11 US78014XDZ78 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-05 2020-08-05 2020-08-05 N N N 0.0200 50002781.50 50002781.50 0.0051 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 2.237 78014XAV9 ES7IP3U3RHIGC71XBU11 US78014XAV91 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-08 2020-01-08 2020-01-08 N N N 0.0227 30001001.70 30001001.70 0.0031 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.910 78014XDR5 ES7IP3U3RHIGC71XBU11 US78014XDR52 0001000275 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-31 2020-07-31 N N N 0.0194 23007976.40 23007976.40 0.0023 N N N N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 2.146 78014XBB2 ES7IP3U3RHIGC71XBU11 US78014XBB29 Financial Company Commercial Paper Y Fitch Long Rating AA Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-14 2020-01-14 2020-01-14 N N N 0.0218 10000584.50 10000584.50 0.0010 N N N N SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE 1.880 79765PDJ9 549300RA28ZEFOB6M782 US79765PDJ93 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2056-11-01 Y BANK OF CHINA-NEW YORK 1.0000 8 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0188 1175000.00 1175000.00 0.0001 N N Y N SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE SAN FRANCISCO CITY & COUNTY MULTIFAMILY HOUSING REVENUE 1.820 79765PDK6 549300RA28ZEFOB6M782 US79765PDK66 Variable Rate Demand Note Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating VMIG1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-01-08 2056-11-01 Y BANK OF CHINA-NEW YORK 1.0000 8 N Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 Y BANK OF CHINA-NEW YORK 1.0000 Fitch Long Rating A Fitch Short Rating F1+ Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 N 0.0182 1170000.00 1170000.00 0.0001 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 1.907 82124LC91 549300MYF6MOTU9T3G29 US82124LC911 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N Y BARCLAYS BANK PLC 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0191 119573810.40 119573810.40 0.0122 N N N N SHIZUOKA BANK NEW YORK BRANCH SHIZUOKA BANK NEW YORK BRANCH 1.950 82487BCN3 549300TJ1GRR4PX8GJ82 US82487BCN38 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-03 2020-02-03 2020-02-03 N N N 0.0195 25001479.00 25001479.00 0.0025 N N N N SHIZUOKA BANK NEW YORK BRANCH SHIZUOKA BANK NEW YORK BRANCH 1.950 82487BCP8 549300TJ1GRR4PX8GJ82 US82487BCP85 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-02-04 2020-02-04 2020-02-04 N N N 0.0195 33001903.77 33001903.77 0.0034 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.910 83050PEB1 F3JS33DEI6XQ4ZBPTN86 US83050PEB13 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-06-05 2020-06-05 2020-06-05 N N N 0.0191 17003420.06 17003420.06 0.0017 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.910 83050PFG9 F3JS33DEI6XQ4ZBPTN86 US83050PFG90 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-07-23 2020-07-23 2020-07-23 N N N 0.0191 50009906.00 50009906.00 0.0051 N N N N SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 2.079 83050PFT1 F3JS33DEI6XQ4ZBPTN86 US83050PFT12 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa2 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-29 2020-07-31 2020-07-31 N N N 0.0211 34998200.65 34998200.65 0.0036 N N N N SOCIETE GENERALE SOCIETE GENERALE 2.050 0SOC01IV8 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMC STACR 2017-HQA1 2029-08-27 5.342000 250000.00 261578.24 Agency Collateralized Mortgage Obligation GOGO INTER HLDGS LLC/ 2024-05-01 9.875000 55990.00 60238.75 Corporate Debt Securities NORTHERN OIL & GAS IN OKFF0PIZDDMNH4UCYE51 2023-05-15 8.500000 6.00 6.34 Corporate Debt Securities CENTRAIS ELECTRICAS B 2021-10-27 5.750000 3891000.00 4095754.15 Corporate Debt Securities COSTA RICA REP SR GLB 2044-04-04 7.000000 200000.00 213094.44 Other Instrument international debt MINERAL RES LTD SR GL 5299007V1ACKFFX2P066 2027-05-01 8.125000 693.00 769.80 Corporate Debt Securities SPRINGLEAF FINANCE CO 5493008I795YYBFWFU90 2024-03-15 6.125000 192425.00 214146.82 Corporate Debt Securities BAUSCH HEALTH COMPANI B3BS7ACMDUWISF18KY76 2025-11-01 5.500000 2675000.00 2819487.15 Corporate Debt Securities ONEMAIN FINL TR 2018- 2029-03-14 5.520000 368521.00 376452.06 Asset-Backed Securities WHITING PETE CORP NEW 52990028CHK9KUB1B293 2026-01-15 6.625000 12.00 8.61 Corporate Debt Securities AERCAP HLDGS N V JR S 549300SZYINBBLJQU475 2079-10-10 5.875000 669730.00 725736.54 Corporate Debt Securities CVR REFNG LLC/COFFEYV 2022-11-01 6.500000 7000.00 7162.07 Corporate Debt Securities L3HARRIS TECHNOLOGIES 549300UTE50ZMDBG8A20 2028-06-15 4.400000 741.00 828.27 Corporate Debt Securities REPUBLIC OF TURKEY SR 2030-01-15 11.875000 2333000.00 3463168.39 Other Instrument international debt REPUBLIC OF TURKEY GL 5493000PCHOG3B6S3Q85 2047-05-11 5.750000 5867000.00 5238212.42 Other Instrument international debt ENLINK MIDSTREAM LLC 54930000GY1H533OBE23 2029-06-01 5.375000 848997.00 802038.86 Corporate Debt Securities SEALED AIR CORP NEW S Q0M0CZB4YN6JZ65WXI09 2033-07-15 6.875000 2000.00 2423.02 Corporate Debt Securities ORBCOMM INC SR SEC 14 529900PSC8WVCY267I23 2024-04-01 8.000000 5033000.00 4931221.56 Corporate Debt Securities EL SALVADOR REP SR GL 529900AKDMUSFSDOM949 2029-02-28 8.625000 111520.00 136804.84 Other Instrument international debt HARLAND CLARKE HLDGS 549300J73P7FL8TVF308 2022-08-15 8.375000 2000.00 1697.81 Corporate Debt Securities HORIZON AIRCRAFT FINA 2039-11-15 6.900000 4.00 4.00 Asset-Backed Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2027-03-25 6.000000 7059000.00 7256816.71 Other Instrument international debt ADIENT US LLC SR SEC 213800SOTRCDGZUHL712 2026-05-15 7.000000 32.00 35.16 Corporate Debt Securities EXPEDIA GROUP INC SR 2030-02-15 3.250000 2.00 1.95 Corporate Debt Securities PETSMART INC SR SEC 1 2025-06-01 5.875000 170000.00 174417.05 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2041-01-14 6.000000 8121000.00 7777211.00 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 200000.00 212143.89 Other Instrument international debt ZAYO GROUP LLC/ZAYO C 2027-01-15 5.750000 181000.00 188937.60 Corporate Debt Securities VOTO-VOTORANTIM LTD S 2021-04-05 6.750000 1041000.00 1107038.44 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 58462000.00 63515081.77 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 9827036.00 11632688.35 Other Instrument international debt CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2023-03-31 6.250000 2492000.00 2568317.50 Corporate Debt Securities FELCOR LODGING LTD PA 2025-06-01 6.000000 866000.00 909155.67 Corporate Debt Securities PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2028-02-12 5.350000 1.00 1.01 Other Instrument international debt AMSTED INDS INC SR 14 2024-09-15 5.375000 43000.00 44856.61 Corporate Debt Securities COLOMBIA TELECOMUNICA 2049-12-29 8.500000 152000.00 156751.52 Corporate Debt Securities EVEREST ACQ LLC/FINAN 2026-05-15 7.750000 2000.00 1425.00 Corporate Debt Securities MADISON PARK FDG XV 2 2026-01-27 7.375630 2104260.00 2131535.90 Asset-Backed Securities MASTR ASSET BKD SECS 2036-02-25 1.972000 28394490.00 6140101.16 Asset-Backed Securities CHS / CMNTY HEALTH SY 5493007X5NC5XI1BB106 2024-01-15 8.625000 2000.00 2199.06 Corporate Debt Securities GS MTG COML 2006-GG8 2039-11-14 5.622000 8521.00 2827.09 Private Label Collateralized Mortgage Obligations NOBLE HOLD INT LTD CR 549300GNEZBJHMST9U32 2045-04-01 8.950000 2702000.00 1194625.50 Corporate Debt Securities SM ENERGY CO SR GLBL 84BUTVXV5ODI6BXNMH43 2024-01-15 5.000000 228000.00 222395.00 Corporate Debt Securities AKBANK T A S SR REGS 2022-10-24 5.000000 163000.00 165165.73 Corporate Debt Securities AZURE POWER ENERGY LI 2022-11-03 5.500000 798.00 820.54 Corporate Debt Securities ATENTO LUXCO 1 S.A. S 2022-08-10 6.125000 2.00 2.02 Corporate Debt Securities JBS USA LUX S A / JBS 2028-02-15 6.750000 3000.00 3398.47 Corporate Debt Securities EXPORT CR BK TURKEY I 789000JVRVYLAXGDWR11 2024-01-24 8.250000 200000.00 224610.00 Other Instrument international debt DRAX FINCO PLC SR SEC 5493000MW6H7G7JFNQ88 2025-11-01 6.625000 5450000.00 5847074.13 Corporate Debt Securities MOTEL 6 TR 2017-MTL6 2034-08-15 5.989750 1084577.00 875075.48 Private Label Collateralized Mortgage Obligations TRANSOCEAN INC 7.25%2 DOL4HJ22ADYSIWES4H94 2025-11-01 7.250000 1.00 0.99 Corporate Debt Securities VALARIS PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 7.750000 1002.00 610.80 Corporate Debt Securities CONTINENTAL TR SR SEC 2040-10-07 7.375000 3125000.00 3303167.10 Corporate Debt Securities SOUTH AFRICA REP SR G 2029-09-30 4.850000 229970.00 232521.52 Other Instrument international debt REPUBLIC OF TURKEY 5. 5493000PCHOG3B6S3Q85 2028-02-17 5.125000 14030105.00 13675620.76 Other Instrument international debt ALLISON TRANSMISSION MWKQ3I0U1GXP2YDSZW75 2029-06-01 5.875000 960.00 1060.36 Corporate Debt Securities COMM MTG TR 2014-CCRE 2047-11-13 3.220000 7806294.00 6794503.75 Private Label Collateralized Mortgage Obligations WOORI BK KOREA FR 4.2 549300VUVMRL6RE7R376 2099-01-01 4.250000 574964.00 577299.95 Corporate Debt Securities CITIGROUP INC PERP SU 6SHGI4ZSSLCXXQSBB395 2099-01-01 5.950000 462000.00 501090.59 Corporate Debt Securities CITIGROUP MTG LN TR 2 2046-11-25 2.192000 1798022.00 283874.78 Asset-Backed Securities HILL ROM HLDGS INC SR JLZ01A0E2071OH26RE45 2027-09-15 4.375000 1.00 1.04 Corporate Debt Securities BANCO DO BRASIL S A G 2025-01-15 4.625000 931000.00 990302.76 Corporate Debt Securities Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0205 150000000.00 150000000.00 0.0153 N N Y N SOCIETE GENERALE SOCIETE GENERALE 2.050 0SOC01IW6 O2RNE8IBXP4R0TD8PU41 0000865845 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ACE CASH EXPRESS INC 2022-12-15 12.000000 124864.00 107383.04 Corporate Debt Securities JBS USA LUX S A / JBS 2028-02-15 6.750000 2000.00 2265.65 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2026-04-07 6.000000 38778421.00 45903697.34 Other Instrument international debt MASTR SPEC LN TR 2006 2046-07-25 2.052000 24952296.00 3963399.02 Asset-Backed Securities MEREDITH CORP SR GLBL 549300YC8BC386CCTS24 2026-02-01 6.875000 985.00 1055.76 Corporate Debt Securities PETROLEOS MEXICANOS F 549300CAZKPF4HKMPX17 2047-09-21 6.750000 10000.00 10219.33 Other Instrument international debt REPUBLIC OF TURKEY 5. 5493000PCHOG3B6S3Q85 2028-02-17 5.125000 1003829.00 978466.28 Other Instrument international debt ACRISURE LLC / ACRISU 2025-11-15 7.000000 20.00 19.38 Corporate Debt Securities ARCHROCK PARTNERS L P 2027-04-01 6.875000 50656.00 54493.02 Corporate Debt Securities BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2029-05-30 4.500000 13.00 13.82 Other Instrument international debt CWABS INC 2005-4 MF-2 2035-08-25 5.136000 4200000.00 4262224.40 Asset-Backed Securities ONEMAIN FINL TR 2018- 2029-03-14 5.520000 4307277.00 4399975.34 Asset-Backed Securities BEAZER HOMES USA INC 549300DUPYT2T0F60I45 2027-10-15 5.875000 1.00 1.02 Corporate Debt Securities ONEMAIN FINL ISSUE TR 549300KQ3WN93FBBU117 2032-09-14 4.520000 67120.00 67777.63 Asset-Backed Securities STRUCTURED ASSET SEC 2037-01-25 1.982000 6230661.00 2205416.67 Asset-Backed Securities WESTERN DIGITAL CORP 549300QQXOOYEF89IC56 2026-02-15 4.750000 1.00 1.06 Corporate Debt Securities WOORI BK KOREA FR 4.2 549300VUVMRL6RE7R376 2099-01-01 4.250000 336449.00 337815.92 Corporate Debt Securities BX COML MTG TR 2019-X 2036-10-15 4.389750 11488.00 11528.74 Private Label Collateralized Mortgage Obligations COLOMBIA TELECOMUNICA 2049-12-29 8.500000 141000.00 145407.66 Corporate Debt Securities MASTR ASSET BKD SECS 2036-02-25 1.972000 1.00 0.22 Asset-Backed Securities POST HLDGS INC SR 144 JM1I5YUAURL6DC8N1468 2028-01-15 5.625000 7000.00 7722.97 Corporate Debt Securities TERVITA ESCROW CORPOR 2021-12-01 7.625000 14000.00 14173.49 Corporate Debt Securities COMM MTG TR 2014-CCRE 2047-07-17 3.600000 1241284.00 1012237.31 Private Label Collateralized Mortgage Obligations ALTICE S A SR GLBL 14 2221006ZDZREFLFIFQ42 2027-05-15 10.500000 220.00 255.06 Corporate Debt Securities ATENTO LUXCO 1 S.A. S 2022-08-10 6.125000 2.00 2.02 Corporate Debt Securities REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2022-09-26 6.250000 200000.00 212143.89 Other Instrument international debt REPUBLIC OF TURKEY SR 5493000PCHOG3B6S3Q85 2036-03-17 6.875000 2000.00 2102.74 Other Instrument international debt BRAZIL FEDERATIVE REP 254900ZFY40OYEADAP90 2025-01-07 4.250000 16205000.00 17605656.67 Other Instrument international debt HILL ROM HLDGS INC SR JLZ01A0E2071OH26RE45 2027-09-15 4.375000 1.00 1.04 Corporate Debt Securities MINERAL RES LTD SR GL 5299007V1ACKFFX2P066 2027-05-01 8.125000 689.00 765.35 Corporate Debt Securities NGL ENERGY PARTNERS L 2026-04-15 7.500000 1.00 0.98 Corporate Debt Securities NUSTAR LOGISTICS L P N62BF2PKP51FIIOIUN20 2026-06-01 6.000000 9583.00 10181.30 Corporate Debt Securities ONEMAIN FINL ISSUE TR 2028-11-18 6.940000 117952.00 120708.81 Asset-Backed Securities TRIUMPH GROUP INC NEW 5493007L6S47Q14SL582 2024-09-15 6.250000 95740.00 102258.96 Corporate Debt Securities CITIGROUP MTG LN TR 2 2046-11-25 2.192000 41.00 6.47 Asset-Backed Securities FMG RESOURCES AUGUST 549300EFD6S2NFE9D745 2027-09-15 4.500000 3944350.00 4074513.55 Corporate Debt Securities PETROLEOS MEXICANOS S 549300CAZKPF4HKMPX17 2026-08-04 6.875000 10000.00 11250.72 Other Instrument international debt STAPLES INC SR 144A N XQM2JINI1UL7642TU573 2027-04-15 10.750000 1.00 1.04 Corporate Debt Securities FHLMC STACR 2017-HQA1 2029-08-27 5.342000 4903912.00 5131026.60 Agency Collateralized Mortgage Obligation Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0205 84000000.00 84000000.00 0.0086 N N Y N SOCIETE GENERALE SOCIETE GENERALE 1.837 83368YCY1 O2RNE8IBXP4R0TD8PU41 US83368YCY14 0000865845 Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0186 50001437.50 50001437.50 0.0051 N N Y N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 1.940 85325T5S0 RILFO74KP1CM8P6PCT96 US85325T5S03 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-09 2020-02-07 2020-02-07 N N N 0.0197 10002122.70 10002122.70 0.0010 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 2.280 85325T5A9 RILFO74KP1CM8P6PCT96 US85325T5A94 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-10 2020-01-10 2020-01-10 N N N 0.0228 20003099.80 20003099.80 0.0020 N N N N STANDARD CHARTERED BANK - NEW YORK STANDARD CHARTERED BANK - NEW YORK 2.025 85325V2T6 RILFO74KP1CM8P6PCT96 US85325V2T68 Certificate of Deposit Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-18 2020-05-18 2020-05-18 N N N 0.0205 50002117.00 50002117.00 0.0051 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.970 86565BV32 5U0XI89JRFVHWIBS4F54 US86565BV326 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-08 2020-04-08 2020-04-08 N N N 0.0200 14999796.45 14999796.45 0.0015 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.974 86565B2G5 5U0XI89JRFVHWIBS4F54 US86565B2G57 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-05 2020-05-05 2020-05-05 N N N 0.0200 24999829.25 24999829.25 0.0025 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.978 86565B2D2 5U0XI89JRFVHWIBS4F54 US86565B2D27 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-06-01 2020-06-01 N N N 0.0201 29999997.60 29999997.60 0.0031 N N N N SUMITOMO MITSUI BANKING CORP-NY SUMITOMO MITSUI BANKING CORP-NY 1.960 86565B2S9 5U0XI89JRFVHWIBS4F54 US86565B2S95 Certificate of Deposit Y Fitch Long Rating A Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-09 2020-06-09 2020-06-09 N N N 0.0199 4999653.50 4999653.50 0.0005 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.000 0F3047N 2138007LMTICB1DAU493 XS2066000121 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-09 2020-04-09 2020-04-09 N N N 0.0200 24867305.25 24867305.25 0.0025 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.000 0F3400N 5493006GGLR4BTEL8O61 XS2066433827 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-14 2020-04-14 2020-04-14 N N N 0.0200 24860635.50 24860635.50 0.0025 N N N N SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.167 9E9682N 5493006GGLR4BTEL8O61 XS2057281128 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-31 2020-01-31 2020-01-31 N N N 0.0217 79873994.40 79873994.40 0.0081 N N N N SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 1.750 86564FQ97 5493006GGLR4BTEL8O61 US86564FQ973 Certificate of Deposit Y Fitch Long Rating A- Fitch Short Rating F1 Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-02 2020-02-28 2020-02-28 N N N 0.0177 15003698.85 15003698.85 0.0015 N N N N THE CHIBA BANK LTD-NEW YORK THE CHIBA BANK LTD-NEW YORK 1.950 16706CJA5 FGJPAKKCTZVSKZXNBS63 US16706CJA53 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-17 2020-01-17 2020-01-17 N N N 0.0195 6000305.52 6000305.52 0.0006 N N N N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 1.972 0F4916N 5493007VSMFZCPV1NB83 XS2068162366 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-04-17 2020-04-17 2020-04-17 N N N 0.0197 24855712.50 24855712.50 0.0025 N N N N THE NORINCHUKIN BANK-LONDON BRANCH THE NORINCHUKIN BANK-LONDON BRANCH 2.275 8E6315N 5493007VSMFZCPV1NB83 XS2028884539 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating A1 Moody's Short Rating P-1 Standard & Poor's Long Rating A Standard & Poor's Short Rating A-1 2020-01-13 2020-01-13 2020-01-13 N N N 0.0228 9993251.80 9993251.80 0.0010 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 1.999 89119ACQ9 PT3QB789TSUIDF371261 US89119ACQ94 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-24 2020-03-24 2020-03-24 N N N 0.0200 49781366.50 49781366.50 0.0051 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 2.137 89120D2A6 PT3QB789TSUIDF371261 US89120D2A68 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-03-27 2020-09-28 2020-09-28 N N N 0.0217 100072798.00 100072798.00 0.0102 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 2.018 89119AFJ2 PT3QB789TSUIDF371261 US89119AFJ25 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-06-18 2020-06-18 2020-06-18 N N N 0.0202 99110806.00 99110806.00 0.0101 N N N N THE TORONTO DOMINION BANK THE TORONTO DOMINION BANK 2.032 89114M3H8 PT3QB789TSUIDF371261 US89114M3H80 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-07-27 2020-07-27 N N N 0.0206 25001048.50 25001048.50 0.0025 N N N N TORONTO DOMINION BANK LONDON BRANCH TORONTO DOMINION BANK LONDON BRANCH 2.265 8E6132N PT3QB789TSUIDF371261 XS2028892805 Certificate of Deposit Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0227 34977012.35 34977012.35 0.0036 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 2.233 89114N6H3 PT3QB789TSUIDF371261 US89114N6H36 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-08 2020-10-07 2020-10-07 N N N 0.0226 30020325.60 30020325.60 0.0031 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.898 89114MW94 PT3QB789TSUIDF371261 US89114MW945 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-02 2020-07-02 2020-07-02 N N N 0.0193 16998374.97 16998374.97 0.0017 N N N N TORONTO DOMINION BANK-NEW YORK TORONTO DOMINION BANK-NEW YORK 1.979 89114MM79 PT3QB789TSUIDF371261 US89114MM797 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-28 2020-06-03 2020-06-03 N N N 0.0201 39995765.20 39995765.20 0.0041 N N N N TOYOTA FINANCE AUSTRALIA LTD TOYOTA FINANCE AUSTRALIA LTD 1.940 89237BBG7 3UKPTDP5PGQRH8AUK042 US89237BBG77 Non-Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-09 2020-05-05 2020-05-05 N N N 0.0197 50006026.00 50006026.00 0.0051 N N N N TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. TOYOTA MOTOR FINANCE (NETHERLANDS) B.V. 2.130 89233LCD5 724500OPA8GZSQUNSR96 US89233LCD55 Non-Financial Company Commercial Paper Y Fitch Long Rating A+ Fitch Short Rating F1 Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-10 2020-07-06 2020-07-06 N N N 0.0216 10002014.40 10002014.40 0.0010 N N N N US TREASURY US TREASURY 1.896 912796TL3 254900HROIFWPRGM1V77 US912796TL32 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-03-19 2020-03-19 2020-03-19 N N N 0.0190 99683088.00 99683088.00 0.0101 N Y Y N US TREASURY US TREASURY 1.561 912796TW9 254900HROIFWPRGM1V77 US912796TW96 U.S. Treasury Debt Y Fitch Long Rating AAA Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2020-05-28 2020-05-28 2020-05-28 N N N 0.0156 49686553.00 49686553.00 0.0051 N Y Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 1.897 92512LC90 US92512LC907 Asset Backed Commercial Paper Y Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 2020-03-09 2020-03-09 2020-03-09 N Y NATIXIS 1.0000 Fitch Long Rating NR Fitch Short Rating F1 Moody's Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating NR Standard & Poor's Short Rating A-1 N 0.0190 49818971.00 49818971.00 0.0051 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 2.319 94989R4E5 KB1H1DSPRFMYMCUFXT09 US94989R4E55 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-03 2020-01-03 2020-01-03 N N N 0.0235 5000000.00 5000000.00 0.0005 N N Y N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.910 95001KCF9 KB1H1DSPRFMYMCUFXT09 US95001KCF93 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-02 2020-07-29 2020-07-29 N N N 0.0194 25009950.00 25009950.00 0.0025 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 2.050 95001KES9 KB1H1DSPRFMYMCUFXT09 US95001KES96 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-08 2020-10-07 2020-10-07 N N N 0.0208 24017293.44 24017293.44 0.0024 N N N N WELLS FARGO BANK NATIONAL ASSOCIATION WELLS FARGO BANK NATIONAL ASSOCIATION 1.890 94989R7A0 KB1H1DSPRFMYMCUFXT09 US94989R7A07 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa1 Moody's Short Rating P-1 Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-09 2020-04-09 2020-04-09 N N N 0.0192 7001445.36 7001445.36 0.0007 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.690 0QY002HW4 0001224385 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N HYUNDAI CAP AMER INC 2020-03-11 0.000000 27233852.00 27117400.05 Money Market BANK CHINA LTD HONG K 2020-03-20 0.000000 11218674.00 11165160.93 Money Market CAMPBELL SOUP CO 2020-03-13 0.000000 1300000.00 1294283.90 Money Market CRANE CO 2020-03-19 0.000000 13000000.00 12940408.00 Money Market Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-07 2020-01-07 2020-01-07 N N N 0.0169 50000000.00 50000000.00 0.0051 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.690 0QY002HU8 0001470801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TELUS CORP 2020-03-11 0.000000 23367.00 23267.08 Money Market GENERAL MTRS FINL CO 2020-02-25 0.000000 44275589.00 44091225.45 Money Market Y Fitch Long Rating NR Fitch Short Rating NR Moody's Long Rating NR Moody's Short Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 2020-01-06 2020-01-06 2020-01-06 N N N 0.0169 42000000.00 42000000.00 0.0043 N N Y N WESTPAC BANKING CORPORATION WESTPAC BANKING CORPORATION 1.968 9612C4D57 EN5TNI6CI43VEPAMHL14 US9612C4D574 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-27 2020-01-27 2020-01-27 N N N 0.0200 25001053.50 25001053.50 0.0025 N N N N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 1.847 96130ACP1 EN5TNI6CI43VEPAMHL14 US96130ACP12 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-03 2020-06-03 2020-06-03 N N N 0.0187 49988899.00 49988899.00 0.0051 N N N N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 1.941 96130ABT4 EN5TNI6CI43VEPAMHL14 US96130ABT43 Certificate of Deposit Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-02-11 2020-02-11 2020-02-11 N N N 0.0198 15000886.80 15000886.80 0.0015 N N N N WESTPAC BANKING CORPORATION - NEW YORK BRANCH WESTPAC BANKING CORPORATION - NEW YORK BRANCH 2.116 9612C4D32 EN5TNI6CI43VEPAMHL14 US9612C4D327 Financial Company Commercial Paper Y Fitch Long Rating AA- Fitch Short Rating F1+ Moody's Long Rating Aa3 Moody's Short Rating P-1 Standard & Poor's Long Rating AA- Standard & Poor's Short Rating A-1+ 2020-01-13 2020-01-13 2020-01-13 N N N 0.0215 12000504.72 12000504.72 0.0012 N N N N JPMorgan Liquid Assets Money Market Fund 2020-01-08 Timothy J. Clemens Timothy J. Clemens Treasurer