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NR Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A 2017-01-10 2017-01-10 2017-01-10 N N N 0.0096 77165624.15 77165662.70 0.0018 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD 144A 0.000000% 86563GNC2 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-01-12 2017-01-12 2017-01-12 N N N 0.0065 599207952.00 599208000.00 0.0143 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP. (NY) 1.000000% 86563Q4Z0 Certificate of Deposit Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-01-06 2017-01-06 2017-01-06 N N N 0.0060 100074932.00 100075000.00 0.0024 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP. (NY) 1.254000% 86563YDG5 Certificate of Deposit Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2017-01-04 2017-01-04 2017-01-04 N N N 0.0083 54118481.57 54118700.00 0.0013 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK) 1.071000% 86958JDY2 US86958JDY29 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-15 2017-05-15 2017-05-15 N N N 0.0099 100042600.00 100043000.00 0.0024 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK) 1.075000% 86958JEA3 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-16 2017-05-16 2017-05-16 N N N 0.0100 241601171.60 241601430.00 0.0057 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO DOMINION BANK (NEW YORK) 0.877000% 89113EK39 Certificate of Deposit Y Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0039 130001769.30 130001300.00 0.0031 N Y Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP. 1.162000% 89233AQQ5 Z2VZBHUMB7PWWJ63I008 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. (P)P-1 Standard and Poor's Ratings Services A-1+ 2017-01-18 2017-07-11 2017-07-11 N N N 0.0113 160033052.80 160033600.00 0.0038 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP. 1.158000% 89233AQR3 Z2VZBHUMB7PWWJ63I008 Financial Company Commercial Paper Y Fitch, Inc. F1 Moody's Investors Service, Inc. (P)P-1 Standard and Poor's Ratings Services A-1+ 2017-01-19 2017-07-12 2017-07-12 N N N 0.0114 300057399.00 300057000.00 0.0071 N N N N TOYOTA CREDIT DE PUERTO RICO CORP TOYOTA CREDIT PUERTO RICO 0.000000% 8923A0QA4 549300C3PZBB11ZOEC65 Financial Company Commercial Paper Y DBRS Ltd. NR Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2017-03-10 2017-03-10 2017-03-10 N N N 0.0088 10965163.66 10965130.00 0.0003 N N N N TRIBOROUGH BRIDGE & TUNNEL AUTHORITY TRIBOROUGH BRDG & TUNL AUTH 0.600000% 89602N2A1 54930020ZN4LQF7K3456 US89602N2A15 Variable Rate Demand Note Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services A-1+ 2016-11-07 2016-11-07 2035-11-01 N N N 0.0060 53965000.00 53965000.00 0.0013 N N Y N TUSCALOOSA CNTY ALA INDL DEV AUTH TUSCALOOSA CNTY ALA INDL DEV 0.630000% 90068FAJ5 US90068FAJ57 Variable Rate Demand Note Y DBRS Ltd. NR Fitch, Inc. NR Moody's Investors Service, Inc. VMIG1 Standard and Poor's Ratings Services NR 2016-11-07 2016-11-07 2028-06-01 N N N 0.0063 56800000.00 56800000.00 0.0014 N N Y N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 0.927000% 90267R7E3 Certificate of Deposit Y DBRS Ltd. NR Fitch, Inc. F1 Moody's Investors Service, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2017-01-11 2017-01-11 2017-01-11 N N N 0.0085 160727588.00 160727910.00 0.0038 N N N N WACO TEX EDL FIN CORP WACO TEX EDL FIN CORP REV 0.640000% 929833AE1 US929833AE15 Variable Rate Demand Note Y DBRS Ltd. NR Fitch, Inc. F1+ Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-07 2016-11-07 2032-02-01 N N N 0.0064 38065000.00 38065000.00 0.0009 N N Y N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.045000% 94988ER67 KB1H1DSPRFMYMCUFXT09 0001488662 Certificate of Deposit Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-16 2017-02-15 2017-02-15 N N N 0.0087 125065601.25 125066250.00 0.0030 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 0.885000% 94988EVC9 KB1H1DSPRFMYMCUFXT09 0001488662 Certificate of Deposit Y DBRS Ltd. R-1H Fitch, Inc. F1+ Moody's Investors Service, Inc. 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NR Fitch, Inc. NR Moody's Investors Service, Inc. 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NR Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0049 67000000.00 67000000.00 0.0016 N Y Y N RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.490000% 549300LCO2FLSSVFFR64 0000895502 BRT5A43R6 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BAXTER INTERNATIONAL INC. 2046-08-15 3.500000 1000.00 901.57 Corporate Debt Securities QUALCOMM INC 2020-05-20 1.361000 2000.00 2005.93 Corporate Debt Securities NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP 4NYF266XZC35SCTGX023 2029-07-15 3.000000 4000.00 3893.73 Corporate Debt Securities CATERPILLAR FINANCIAL SERVICES CORPORATION 2023-06-15 2.250000 5000.00 4975.78 Corporate Debt Securities BANK OF AMERICA CORP 2019-02-15 5.400000 10000.00 10855.80 Corporate Debt Securities GENERAL ELECTRIC CO 2028-09-15 4.250000 10000.00 10870.81 Corporate Debt Securities PROSPECT CAPITAL CORP 2018-11-15 5.000000 10000.00 10201.66 Corporate Debt Securities 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HOLDINGS PLC 2022-01-05 2.650000 190000.00 189153.34 Corporate Debt Securities PROSPECT CAPITAL CORP 2021-10-15 5.000000 248000.00 247391.30 Corporate Debt Securities PROSPECT CAPITAL CORP 2019-11-15 5.125000 278000.00 283899.70 Corporate Debt Securities CITIGROUP INC 2031-10-15 3.100000 297000.00 293761.05 Corporate Debt Securities DEUTSCHE BANK AG 2021-10-14 4.250000 375000.00 377620.10 Corporate Debt Securities NISSAN MOTOR ACCEPTANCE CORP 7D6DIU2QXTUJRFNNJA49 2021-09-14 1.900000 700000.00 692853.39 Corporate Debt Securities PHILLIPS 66 PARTNERS LP 2026-10-01 3.550000 750000.00 752877.29 Corporate Debt Securities BANK OF AMERICA CORP 2027-10-21 3.248000 950000.00 950686.11 Corporate Debt Securities CREDIT AGRICOLE SA (LONDON BRANCH) 2021-07-01 2.025610 1150000.00 1164533.71 Corporate Debt Securities ABBVIE INC 2045-05-14 4.700000 1592000.00 1676603.30 Corporate Debt Securities WELLS FARGO & COMPANY 2020-12-07 1.843440 1843000.00 1865186.45 Corporate Debt Securities ECOLAB INC 2046-11-01 3.700000 2000000.00 1951672.22 Corporate Debt Securities HSBC HOLDINGS PLC 2026-03-08 4.300000 2015016.00 2155443.58 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC 2023-06-01 3.100000 2123148.00 2180826.85 Corporate Debt Securities STANDARD CHARTERED PLC 2027-02-19 4.300000 2542548.00 2528157.18 Corporate Debt Securities CREDIT AGRICOLE SA (LONDON BRANCH) 2020-06-10 1.815440 2680000.00 2697130.22 Corporate Debt Securities MEAD JOHNSON NUTRITION CO 2020-11-15 3.000000 3300000.00 3455936.00 Corporate Debt Securities UNITED PARCEL SERVICE INC 2046-11-15 3.400000 5550000.00 5362749.17 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2046-09-12 3.750000 7502615.00 7200340.90 Corporate Debt Securities NIKE INC 2046-11-01 3.375000 10000000.00 9637375.00 Corporate Debt Securities BANK OF AMERICA CORP 2022-10-21 2.060670 10570000.00 10592645.26 Corporate Debt Securities NIKE INC 2026-11-01 2.375000 12000000.00 11863916.67 Corporate Debt Securities HEWLETT PACKARD ENTERPRISE CO 2020-10-15 3.600000 17815000.00 18734432.15 Corporate Debt Securities ECOLAB INC 2026-11-01 2.700000 21790000.00 21601407.55 Corporate Debt Securities CSX CORP 2066-11-01 4.250000 22461017.00 21624899.40 Corporate Debt Securities PREMIER HEALTH PARTNERS 2026-11-15 2.911000 5000000.00 4930462.64 Corporate Debt Securities ALPHABET INC 5493006MHB84DD0ZWV18 2026-08-15 1.998000 9820000.00 9511323.03 Corporate Debt Securities NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 2020-02-25 6.250000 120000.00 136903.00 Corporate Debt Securities BANK OF AMERICA CORP 2017-08-15 6.050000 1000.00 1043.93 Corporate Debt Securities LLOYDS TSB BANK PLC -A STEP 26 2026-07-28 5.000000 1000.00 1043.84 Corporate Debt Securities BELLSOUTH CORP 2034-11-15 6.000000 5000.00 5493.18 Corporate Debt Securities GOLDMAN SACHS GROUP INC/THE 2021-09-30 2.000000 5000.00 4978.76 Corporate Debt Securities PROSPECT CAP CORP 2043-04-15 6.000000 5000.00 4786.28 Corporate Debt Securities CORP 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NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0053 220000000.00 220000000.00 0.0052 N Y Y N CREDIT SUISSE SECURITIES (USA) LLC TRI-PARTY CREDIT SUISSE SECURITIES 0.750000% 1V8Y6QCX6YMJ2OELII46 0001230485 BRT5JXY32 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y CMO 073BQ3 0.0100 2018-12-01 0.00 10550000.00 9676.00 Agency Collateralized Mortgage Obligation CMO 261AN4 0.0800 2019-01-01 0.00 17000000.00 6544.27 Agency Collateralized Mortgage Obligation CMOT 55 B 2018-11-01 0.00 88407.00 24.75 Agency Collateralized Mortgage Obligation STRUCTURED FLT 05/47 2047-05-25 3.524390 5520000.00 2959351.79 Asset-Backed Securities ABS ALF 12/27/44 2044-12-27 0.00 2500.00 2384774.02 Asset-Backed Securities SERIES RRX_14-1 2044-08-26 0.00 810000.00 630180.05 Asset-Backed Securities Countrywide Home Loan Trust 2027-07-25 5.750000 3000000.00 7030.02 Asset-Backed Securities ABS NCC 06/01/43 2043-06-01 0.00 9171630.00 3686995.35 Asset-Backed Securities ABS NCC 06/01/45 3.700 A 2045-06-01 0.00 4562771.00 1715601.84 Asset-Backed Securities ABS NCC 06/01/45 3.700 2045-06-01 0.00 4562771.00 1720164.69 Asset-Backed Securities MORGAN STANLEY VAR 12/48 2048-12-15 1.465950 1700000.00 68099.00 Private Label Collateralized Mortgage Obligations CMO 149AS9 2048-10-15 0.466240 2499460376.00 12150706.73 Private Label Collateralized Mortgage Obligations CMO 125BB5 1.3670 2047-02-10 1.297580 1500000.00 73347.24 Private Label Collateralized Mortgage Obligations COMM_14-UBS4 2047-08-10 1.255420 21325000.00 1340873.62 Private Label Collateralized Mortgage Obligations CMO 125AP6 0.0100 2044-11-15 0.147510 247811752.00 124430.00 Private Label Collateralized Mortgage Obligations CMO 073BW0 0.0200 2018-12-01 0.00 17650000.00 10938.66 Private Label Collateralized Mortgage Obligations Wells Fargo Alternative Loan Trust 2037-03-25 6.146000 167095500.00 8781134.81 Private Label Collateralized Mortgage Obligations 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WELLS FARGO 3.718% 12/48 2048-12-15 3.718000 70000.00 75434.28 Private Label Collateralized Mortgage Obligations UBS COML MTG TR 2012-C1 2045-05-10 2.089350 6715000.00 525608.59 Private Label Collateralized Mortgage Obligations NRZT_162 2035-11-25 1.935760 219511255.00 12004134.15 Private Label Collateralized Mortgage Obligations MLMI 1998-C1 IO 2026-11-15 0.577570 10500000.00 25636.87 Private Label Collateralized Mortgage Obligations 144A CMLTI 2014-J1 AIO 2044-06-25 0.183810 204143000.00 702448.58 Private Label Collateralized Mortgage Obligations CSMC TR 2013-6 2043-08-25 0.056160 362569000.00 558505.41 Private Label Collateralized Mortgage Obligations 144A CSMC 2015-3 AX3 2045-03-25 0.439700 251046000.00 1249653.84 Private Label Collateralized Mortgage Obligations Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0076 137000000.00 137000000.00 0.0033 N Y Y N CITIGROUP GLOBAL MARKETS INC TRI-PARTY CITIGROUP GLOBAL MARKETS 1.387000% MBNUM2BPBDO7JBLYG310 0000091154 BRT5PWHS1 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N ALESC_15 2037-12-23 1.143330 116000.00 61557.93 Asset-Backed Securities PREFERRED TERM SECURITIES XXVI LTD 2037-09-22 1.150280 319000.00 139701.70 Asset-Backed Securities TURBN _13-1A 2048-12-15 5.125000 1790000.00 1547948.29 Asset-Backed Securities CITI HELD FOR ASSET ISSUANCE CHA 2025-04-15 4.650000 1825000.00 1194667.57 Asset-Backed Securities ALESC_13 2037-09-23 1.263330 2067000.00 992063.92 Asset-Backed Securities ABS SLM 12/15/39 0.480 2039-12-15 0.852500 2440000.00 2247445.71 Asset-Backed Securities DRIVEN BRANDS FUNDING LLC HONK_1 2045-07-20 5.216000 5000000.00 4833905.63 Asset-Backed Securities TACO BELL FUNDING BELL_16-1A 2046-05-25 4.377000 5500000.00 5692277.25 Asset-Backed Securities FRASR_12-7A 2023-04-20 3.381220 5800000.00 5709383.31 Asset-Backed Securities ALESC_6A 2035-03-23 1.333330 5940280.00 1898023.58 Asset-Backed Securities ICG_14-2 2026-10-15 4.330000 7000000.00 6437548.44 Asset-Backed Securities TBELL_16-1A 2046-05-25 4.970000 7000000.00 7189871.11 Asset-Backed Securities ICES_07-1X 2022-08-15 2.903950 7020000.00 5652199.06 Asset-Backed Securities HOUSEHOLD HOME EQUITY LOAN TRUST HFCHC_07-2 2036-07-20 0.895670 7385000.00 7052945.85 Asset-Backed Securities VOYA_12-2AR 2022-10-15 3.830000 6370000.00 6375690.82 Asset-Backed Securities ABS ICE 08/15/22 1.238 2022-08-15 2.053950 8000000.00 7756552.50 Asset-Backed Securities ALESCO PREFERRED FUNDING LTD 2036-06-23 1.223330 20000000.00 9243606.91 Asset-Backed Securities USCAP_06-5A 2040-10-10 1.156060 20000000.00 6256331.75 Asset-Backed Securities REGIONAL DIVERSIFIED FUNDING LTD 2034-02-15 1.367000 27372075.00 8054711.54 Asset-Backed Securities IRWHE_05-1 2025-06-25 0.974000 39000000.00 6466585.14 Asset-Backed Securities GMACM HOME EQUITY LN TR 2034-10-25 1.034000 58642000.00 8717874.06 Asset-Backed Securities CWHEL_06-F 2036-07-15 0.674560 81700000.00 9849469.05 Asset-Backed Securities ATTENTUS CDO II, LTD./ATTENTUS 2041-10-09 1.111560 100000000.00 3759279.52 Asset-Backed Securities JPA_07-CH1 2036-11-25 0.674000 132054067.00 10767287.39 Asset-Backed Securities TURBN_13-1A 2048-12-13 6.375000 9000000.00 6316877.79 Asset-Backed Securities OMFIT_14-2A 2024-09-18 3.020000 9515000.00 9504909.87 Asset-Backed Securities FAIRWAY OUTDOOR FDG LLC 2042-10-15 4.212000 10000000.00 8942089.47 Asset-Backed Securities GPMF_06-HE1 2037-03-12 0.699000 10981453.00 485782.75 Asset-Backed Securities EART_16-3A 2022-06-15 4.220000 7941.00 7987.53 Asset-Backed Securities TAH_16SFR1 2033-11-18 3.487000 6250000.00 6243162.50 Asset-Backed Securities SHACK_13-4A 2025-01-13 3.877500 6600000.00 6639762.03 Asset-Backed Securities FIRST FRANKLIN MTG LOAN ASSET BACKED CERT_05-FF12 2036-11-25 0.864000 6946500.00 6802110.05 Asset-Backed Securities CITI HELD FOR ASSET ISSUANCE CHA 2022-03-15 4.000000 7342000.00 7368657.18 Asset-Backed Securities TRMPK_15-1A 2027-04-20 0.00 11500000.00 8280023.00 Asset-Backed Securities AMERICAN AIRLINES P-T TR 2025-07-15 5.250000 5870000.00 6219587.98 Corporate Debt Securities PREFERRED TERM SECURITIES XXIII 2038-03-22 1.200280 18000000.00 8184424.39 Corporate Debt Securities AMERICAN AIRLINES 2027-05-01 3.375000 7695000.00 7615780.36 Corporate Debt Securities Crown Castle International 2020-08-15 4.883000 1000000.00 1082964.22 Corporate Debt Securities PREFERRED TERM SECURITIES XXIII 2036-12-22 1.050280 1000000.00 242033.22 Corporate Debt Securities A_16-SFR1 2033-11-17 2.777000 5500000.00 5665415.49 Private Label Collateralized Mortgage Obligations SILVER BAY REALTY SBY_14-1 2031-09-17 2.584560 6000000.00 6002589.36 Private Label Collateralized Mortgage Obligations IHSFR_13-SFR1 2030-12-17 2.385000 8020000.00 8018712.34 Private Label Collateralized Mortgage Obligations IHSFR_15-SFR3 2032-08-17 3.285000 6500000.00 6555203.08 Private Label Collateralized Mortgage Obligations Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-01 2017-02-03 2017-02-03 N N N 0.0138 222500000.00 222500000.00 0.0053 N N N Y GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.370000% FOR8UP27PHTHYVLBNG30 0000769993 BRT638K45 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_41-56 2033-01-15 4.827336 2500000.00 1627159.58 Agency Collateralized Mortgage Obligation FNMA_34820 2035-11-25 18.705780 2932500.00 1587714.26 Agency Collateralized Mortgage Obligation FNMA_13-41 2043-05-25 5.199000 3000000.00 2665229.47 Agency Collateralized Mortgage Obligation FHLMC_3864 2041-05-15 8.145560 3000000.00 1145689.50 Agency Collateralized Mortgage Obligation FGRA 4370CS 09/15/41 2041-09-15 7.630880 3360007.00 269826.08 Agency Collateralized Mortgage Obligation FNMA_11-146 2042-01-25 6.252400 6000000.00 2832364.30 Agency Collateralized Mortgage Obligation FNMA_12-82A 2042-08-25 6.602360 3000000.00 1611710.07 Agency Collateralized Mortgage Obligation FHLMC_41-55 2033-01-15 4.827336 4559868.00 3465768.85 Agency Collateralized Mortgage Obligation FHLMC_3905A 2041-08-15 20.113900 8500000.00 1326489.75 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4217B 2043-06-15 4.638528 17000000.00 14608705.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHR_4223 2043-07-15 4.794734 20000000.00 16098611.75 Agency Collateralized Mortgage Obligation FHLMC_41-50 2043-01-15 4.758528 25000000.00 23270191.36 Agency Collateralized Mortgage Obligation FNMA_13-9 2043-02-25 4.827330 30000000.00 18942992.87 Agency Collateralized Mortgage Obligation FANNIE MAE 2025-07-01 3.040000 8851000.00 9355952.50 Agency Mortgage-Backed Securities FANNIE MAE 2025-09-01 2.980000 8880000.00 9313293.68 Agency Mortgage-Backed Securities FANNIE MAE 2020-10-01 3.540000 9700000.00 10317647.50 Agency Mortgage-Backed Securities FANNIE MAE 2023-01-01 2.170000 10433000.00 10611199.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2045-05-01 3.500000 10796243.00 9588460.09 Agency Mortgage-Backed Securities FANNIE MAE 2045-10-01 2.619000 11761028.00 8963713.06 Agency Mortgage-Backed Securities FREDDIE MAC 2044-07-01 3.286000 15000000.00 10395568.37 Agency Mortgage-Backed Securities FREDDIE MAC 2045-01-01 2.389000 15003461.00 9383946.17 Agency Mortgage-Backed Securities FREDDIE MAC 2045-04-01 2.381000 15003860.00 9874572.46 Agency Mortgage-Backed Securities FREDDIE MAC 2045-01-01 2.475000 15947446.00 8469887.18 Agency Mortgage-Backed Securities FANNIE MAE 2042-07-01 2.483000 25115623.00 8640611.75 Agency Mortgage-Backed Securities FANNIE MAE 2040-11-01 3.498000 34590623.00 8834978.70 Agency Mortgage-Backed Securities FANNIE MAE 2041-08-01 3.209000 50011246.00 9014135.40 Agency Mortgage-Backed Securities FANNIE MAE 2045-11-01 2.732000 10974997.00 10018884.95 Agency Mortgage-Backed Securities FGPC C91336 4.5000 2030-09-01 4.500000 39436187.00 10010428.74 Agency Mortgage-Backed Securities FANNIE MAE 2041-12-01 3.063000 40010056.00 9481815.05 Agency Mortgage-Backed Securities 04.500 FGPC A90269 G 2039-12-01 4.500000 40364726.00 10451804.85 Agency Mortgage-Backed Securities FREDDIE MAC 2036-01-01 2.360000 86637749.00 8664664.41 Agency Mortgage-Backed Securities Y Fitch, Inc. F1 Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1 2016-11-01 2016-11-01 2016-11-01 N N N 0.0037 250000000.00 250000000.00 0.0059 N Y Y N RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.440000% 15499K002 549300LCO2FLSSVFFR64 0000895502 BRT639NN8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2019-09-12 1.375000 789.00 783.68 Corporate Debt Securities WALT DISNEY CO 2026-07-30 1.850000 14966.00 14073.15 Corporate Debt Securities ALTRIA GROUP INC 2046-09-16 3.875000 107930.00 106710.80 Corporate Debt Securities UNION PACIFIC CORPORATION 2051-10-01 3.799000 241970.00 239659.00 Corporate Debt Securities SHELL INTERNATIONAL FINANCE BV 213800ITMMKU4Z7I4F78 2046-09-12 3.750000 332385.00 318993.48 Corporate Debt Securities CHEVRON CORP 2021-05-16 1.768250 337000.00 339929.83 Corporate Debt Securities ABBVIE INC 2036-05-14 4.300000 1051831.00 1074830.46 Corporate Debt Securities ABBVIE INC 2045-05-14 4.700000 1259000.00 1325906.75 Corporate Debt Securities MPLX LP 2023-07-15 4.500000 1512985.00 1576136.99 Corporate Debt Securities 21ST CENTURY FOX AMERICA INC 2045-10-15 4.950000 3753000.00 4116740.76 Corporate Debt Securities DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV 2023-09-19 2.485000 4151936.00 4119049.20 Corporate Debt Securities ECOLAB INC 2046-11-01 3.700000 9049490.00 8830819.13 Corporate Debt Securities PHILLIPS 66 PARTNERS LP 2026-10-01 3.550000 10307940.00 10347485.26 Corporate Debt Securities MONDELEZ INTERNATIONAL HOLDINGS 549300CW356R8I7N8D33 2021-10-28 2.000000 3439109.00 3410002.67 Corporate Debt Securities ALPHABET INC 5493006MHB84DD0ZWV18 2026-08-15 1.998000 7889189.00 7641204.18 Corporate Debt Securities COX COMMUNICATIONS INC 2026-09-15 3.350000 105.00 104.35 Corporate Debt Securities Diageo Capital PLC 2036-09-30 5.875000 116000.00 150226.85 Corporate Debt Securities UNITED TECH CORP 2022-06-01 3.100000 258000.00 276069.46 Corporate Debt Securities ENEL FINANCE INTERNATIONAL NV 2017-09-15 6.250000 1590000.00 1667061.12 Corporate Debt Securities REYNOLDS AMERICAN INC 2020-06-12 3.250000 2203000.00 2330132.07 Corporate Debt Securities AMGEN INC 2051-06-15 4.663000 2798000.00 2938633.08 Corporate Debt Securities CORP 012AK0 2038-02-15 6.400000 3305000.00 4185620.93 Corporate Debt Securities HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 2026-09-27 2.750000 3909210.00 3779687.02 Corporate Debt Securities VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 2018-09-14 3.650000 4015000.00 4185738.99 Corporate Debt Securities GENERAL DYNAMICS CORP 2022-11-15 2.250000 4409000.00 4508797.72 Corporate Debt Securities BERKSHIRE HATHAWAY ENERGY CO 2037-09-15 6.500000 4957000.00 6767770.07 Corporate Debt Securities ENERGY TRANSFER PARTNERS LP 2043-10-01 5.950000 5513000.00 5679869.32 Corporate Debt Securities MEDTRONIC INC 2022-03-15 3.150000 8900000.00 9415710.50 Corporate Debt Securities DAIMLER FINANCE NORTH AMERICA LLC 2018-03-02 1.259330 14190000.00 14255187.47 Corporate Debt Securities WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 2019-01-17 1.490000 562000.00 563404.83 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP Z2VZBHUMB7PWWJ63I008 2019-10-18 1.550000 833362.00 833661.78 Corporate Debt Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0044 100000000.00 100000000.00 0.0024 N Y Y N HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.910000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT64AJJ8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TESCO PLC 2017-11-15 5.500000 80000.00 84675.87 Corporate Debt Securities SPRINT SPECTRUM CO I/ II /III/ L 2021-09-20 3.360000 29845000.00 30002582.13 Corporate Debt Securities BALL CORP 2022-03-15 5.000000 31000.00 33673.75 Corporate Debt Securities CORP 343AA2 V 2023-02-01 5.625000 396000.00 416851.89 Corporate Debt Securities BARCLAYS BANK 2022-11-21 7.625000 500000.00 575638.53 Corporate Debt Securities MECCANICA HLDGS USA INC 2019-07-15 6.250000 725000.00 807091.14 Corporate Debt Securities TELECOM ITALIA CAP 2034-09-30 6.000000 1210000.00 1210000.00 Corporate Debt Securities CHARTER COMMUNICATIONS OPERATING 2022-07-23 4.464000 1287000.00 1386842.82 Corporate Debt Securities CONSTELLATION BRANDS INC 2023-05-01 4.250000 1500000.00 1624124.94 Corporate Debt Securities FREEPORT-MCMORAN COPPER & GOLD INC. 2018-03-15 2.375000 1946000.00 1928029.57 Corporate Debt Securities CORP 660AA9 L 2023-09-19 8.125000 2826000.00 3288004.04 Corporate Debt Securities MDC HOLDINGS INC 2020-02-01 5.625000 4000000.00 4335625.17 Corporate Debt Securities CORP 127AN0 G 2020-11-15 6.500000 4000000.00 4239166.74 Corporate Debt Securities CHARTER COMMUNICATIONS OPERATING 2020-07-23 3.579000 4030000.00 4218698.23 Corporate Debt Securities ONEOK Inc 2023-09-01 7.500000 5040000.00 5832749.92 Corporate Debt Securities L-3 COMMUNICATIONS CORP 2021-02-15 4.950000 8160000.00 9013882.88 Corporate Debt Securities CHARTER COMMUNICATIONS OPERATING 2035-10-23 6.384000 8372000.00 9751967.48 Corporate Debt Securities KINROSS GOLD CORP 2024-03-15 5.950000 11500000.00 12201867.28 Corporate Debt Securities TI CAPITAL 2019-06-18 7.175000 15460000.00 17808811.60 Corporate Debt Securities ACCESS MIDSTREAM PARTNERS LP/ACM 2022-07-15 6.125000 17000000.00 17954289.91 Corporate Debt Securities WILLIAMS PRTNRS 2025-01-15 3.900000 28536000.00 28762431.10 Corporate Debt Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-12-01 2016-12-01 N N N 0.0091 150000000.00 150000000.00 0.0036 N N N Y HSBC SECURITIES (USA) INC TRI-PARTY HSBC SECURITIES (USA) INC 0.610000% CYYGQCGNHMHPSMRL3R97 0000853784 BRT65GWG5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y LAMAR MEDIA CORP. 2026-02-01 5.750000 945000.00 1029031.54 Corporate Debt Securities STEEL DYNAMICS INC 2024-10-01 5.500000 3950000.00 4284804.16 Corporate Debt Securities HUNTINGTON INGALLS INDUSTRIES INC 2025-11-15 5.000000 5100000.00 5497374.77 Corporate Debt Securities DIAMOND 1 FINANCE CORPORATION/DI 2021-06-15 5.875000 250000.00 269354.73 Corporate Debt Securities TBG GLOBAL PTE LTD 2018-04-03 4.625000 900000.00 913201.94 Corporate Debt Securities SCHAEFFLER VERWALTUNG ZWEI GMBH 529900JL0HDVGZMUJF32 2023-09-15 4.500000 1000000.00 1017249.94 Corporate Debt Securities DANA FINANCING LUXEMBOURG SARL 222100DKCE3D036DQU13 2026-06-01 6.500000 1800000.00 1955475.00 Corporate Debt Securities RICE ENERGY INC 549300LDPUXMYY867B73 2022-05-01 6.250000 19963000.00 20879356.18 Corporate Debt Securities LENNAR CORP 2019-06-15 4.500000 55000.00 58540.63 Corporate Debt Securities UNITED RENTALS (NORTH AMERICA) INC 2023-07-15 4.625000 70000.00 73744.27 Corporate Debt Securities CORP 180AP0 2026-01-15 6.500000 73000.00 81683.96 Corporate Debt Securities INTERNATIONAL GAME TECHNOLOGY PL 2022-02-15 6.250000 100000.00 107552.09 Corporate Debt Securities ZF NORTH AMERICA CAPITAL INC 2020-04-29 4.000000 150000.00 158266.66 Corporate Debt Securities DISH DBS CORP 2024-11-15 5.875000 193000.00 202056.93 Corporate Debt Securities BANCO DO BRASIL SA (GRAND CAYMAN 2022-01-26 5.875000 200000.00 204908.06 Corporate Debt Securities CIT GROUP INC NEW 2017-08-15 4.250000 221000.00 225719.28 Corporate Debt Securities SPECTRUM BRANDS INC 2025-07-15 5.750000 236000.00 260257.79 Corporate Debt Securities BANCO VOTORANTIM SA 2020-01-21 7.375000 250000.00 266870.32 Corporate Debt Securities BANCO BRADESCO SA/CAYMAN ISLANDS 2019-09-29 6.750000 300000.00 325278.75 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC 2024-05-15 5.750000 300000.00 325810.58 Corporate Debt Securities SERVICE CORPORATION INTERNATIONAL 2024-05-15 5.375000 325000.00 350881.50 Corporate Debt Securities ITAU UNIBANCO HLDG SA CAYMAN ISL 2020-04-15 6.200000 400000.00 422533.32 Corporate Debt Securities FIAT CHRYSLER AUTOMOBILES NV 2020-04-15 4.500000 500000.00 514687.48 Corporate Debt Securities PULTE HOMES INC FORMERLY PULTE CORP TO 05/17/200 2033-05-15 6.375000 600000.00 635531.26 Corporate Debt Securities LENNAR CORP 2018-12-01 4.125000 635000.00 655736.68 Corporate Debt Securities NRG ENERGY INC 2027-01-15 6.625000 716000.00 690599.50 Corporate Debt Securities MGM GROWTH PROP OPERATING PARTNE 2026-09-01 4.500000 790000.00 791287.75 Corporate Debt Securities GENWORTH HOLDINGS INC 2023-08-15 4.900000 880000.00 732783.36 Corporate Debt Securities MICRON TECHNOLOGY INC 2024-01-15 5.250000 1000000.00 999062.48 Corporate Debt Securities ALTICE US FIN I CORP 2023-07-15 5.375000 1146000.00 1196913.52 Corporate Debt Securities HDS ACQUISITION SUBSIDIARY INC 2021-12-15 5.250000 1265000.00 1368967.23 Corporate Debt Securities UNITED RENTALS (NORTH AMERICA) INC 2025-07-15 5.500000 1266000.00 1308463.77 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP 2025-01-15 6.875000 1290000.00 1115272.18 Corporate Debt Securities SABINE PASS LNG LP 2020-11-01 6.500000 1621000.00 1684399.15 Corporate Debt Securities GENWORTH HOLDINGS INC 2024-02-15 4.800000 1922000.00 1583247.54 Corporate Debt Securities DEAN FOODS CO. 2023-03-15 6.500000 2000000.00 2141249.90 Corporate Debt Securities DOLLAR TREE INC 549300PMSTQITB1WHR43 2023-03-01 5.750000 2211000.00 2393438.30 Corporate Debt Securities LUCENT TECHNOLOGIES INC 2029-03-15 6.450000 2300000.00 2537043.77 Corporate Debt Securities CORP 056AK6 A 2018-11-15 9.000000 2454000.00 2800627.54 Corporate Debt Securities 144A KCG HOLDINGS 6.875 2020-03-15 6.875000 2500000.00 2493359.45 Corporate Debt Securities VECTOR GRP LTD. 2021-02-15 7.750000 2700000.00 2868468.69 Corporate Debt Securities DPL INC 2021-10-15 7.250000 3000000.00 3142528.30 Corporate Debt Securities INTESA SANPAOLO SPA 2026-01-15 5.710000 3000000.00 2910612.52 Corporate Debt Securities UNITED RENTALS (NORTH AMERICA) INC 2026-09-15 5.875000 3000000.00 3112031.22 Corporate Debt Securities IRON MOUNTAIN INC 2020-10-01 6.000000 3100000.00 3285483.19 Corporate Debt Securities TRANSOCEAN INC FORMERLY TRANSOCEAN SEDCO FOREX I 2018-04-15 7.375000 4000000.00 4072291.37 Corporate Debt Securities GENWORTH FINL INC 2020-06-15 7.700000 4419000.00 4447170.93 Corporate Debt Securities KINETIC CONCEPTS INC / KCI USA I 2021-02-15 7.875000 4725000.00 5215957.14 Corporate Debt Securities COOPER TIRE & RUBR CO 2019-12-15 8.000000 5000000.00 5837500.10 Corporate Debt Securities STENA INTERNATIONAL SA 2024-03-01 5.750000 5000000.00 4197117.98 Corporate Debt Securities GENWORTH HOLDINGS INC 2021-02-15 7.200000 5100000.00 4858667.96 Corporate Debt Securities ENERGIZER HLDGS INC 2021-05-19 4.700000 5285000.00 5601051.34 Corporate Debt Securities ADT CORP 2023-06-15 4.125000 6562000.00 6540468.53 Corporate Debt Securities CALERES INC JFU6RQQJ8Z1CPOLBXQ18 2023-08-15 6.250000 7000000.00 7423646.21 Corporate Debt Securities NEWFIELD EXPL CO 2026-01-01 5.375000 8000000.00 8422138.21 Corporate Debt Securities SABINE PASS LNG LP 2016-11-30 7.500000 8685000.00 8869917.66 Corporate Debt Securities LOUISIANA PACIFIC CORP 549300C7E2UAO5BVRR75 2024-09-15 4.875000 10000000.00 9924791.46 Corporate Debt Securities CORP 754AC2 G 2024-03-31 7.000000 10100000.00 8568166.92 Corporate Debt Securities INTERNATIONAL GAME TECHNOLOGY PL 2025-02-15 6.500000 10300000.00 11366478.61 Corporate Debt Securities FRONTIER COMMUNICATIONS CORP 2025-09-15 11.000000 10400000.00 10855000.50 Corporate Debt Securities UNITED STATES STEEL CORP JNLUVFYJT1OZSIQ24U47 2021-07-01 8.375000 12955000.00 14312018.20 Corporate Debt Securities CORP 372AP1 2021-09-24 7.625000 15040000.00 14195879.33 Corporate Debt Securities TOYS R US PPTY CO II LLC 2017-12-01 8.500000 16519000.00 17170813.21 Corporate Debt Securities ONEOK Inc 2023-09-01 7.500000 16575000.00 19182109.11 Corporate Debt Securities NEWFIELD EXPL CO 2024-07-01 5.625000 19000000.00 20291500.93 Corporate Debt Securities MTN SLM 03/25/24 6.125 2024-03-25 6.125000 24000000.00 21982917.31 Corporate Debt Securities ADT CORP 2022-07-15 3.500000 29153000.00 27727336.39 Corporate Debt Securities CORP 032AB6 2019-04-08 9.375000 40465000.00 46567493.02 Corporate Debt Securities Y Fitch, Inc. NR Moody's Investors Service, Inc. NR Standard and Poor's Ratings Services A-1+ 2016-11-01 2016-11-01 2016-11-01 N N N 0.0061 350000000.00 350000000.00 0.0083 N Y Y N MERRILL LYNCH PIERCE FENNER & SMITH INC TRI-PARTY MERRILL LYNCH, PIERCE, FENNER & SMITH 0.400000% 8NAV47T0Y26Q87Y0QP81 0000728612 BRT65M2W0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHSTR_342H 2045-02-15 5.575440 13662800.00 2636666.63 Agency Collateralized Mortgage Obligation GNMA_16-107 2045-02-20 4.000000 14016375.00 2129703.10 Agency Collateralized Mortgage Obligation FNMA_16-22 2044-06-25 4.000000 15011000.00 1671788.07 Agency Collateralized Mortgage Obligation FNRA CL094YS R12F094 2039-06-25 6.116000 16338809.00 1778612.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2027-05-15 3.000000 17514922.00 919023.34 Agency Collateralized Mortgage Obligation GNMA_16-99 2046-01-20 4.000000 17994878.00 2215091.98 Agency Collateralized Mortgage Obligation GNMA_15-74 2039-10-16 3.000000 19622851.00 1886195.95 Agency Collateralized Mortgage Obligation FHLMC_4483D 2045-01-15 3.500000 20773651.00 2002878.21 Agency Collateralized Mortgage Obligation FNMA_12-137 2042-12-25 3.000000 29000000.00 1936063.73 Agency Collateralized Mortgage Obligation FHLMC_4127 2042-07-15 4.500000 29060586.00 1911578.33 Agency Collateralized Mortgage Obligation GNMA_14-10 2044-01-16 5.515440 29437575.00 2640841.94 Agency Collateralized Mortgage Obligation FMAC 2030-12-15 3.000000 30644194.00 1662498.92 Agency Collateralized Mortgage Obligation GNMA_14-H09A 2064-01-20 1.440540 30892109.00 2064254.58 Agency Collateralized Mortgage Obligation GNMA_15-H04A 2065-01-20 1.715030 31203313.00 1785055.55 Agency Collateralized Mortgage Obligation FGRA 4322SH 03/15/44 2044-03-15 5.465440 31429000.00 2609697.26 Agency Collateralized Mortgage Obligation GNMA_15-191B 2045-01-20 4.000000 32157446.00 1958260.47 Agency Collateralized Mortgage Obligation FHSTR_304 2041-10-15 4.000000 32397229.00 2524961.53 Agency Collateralized Mortgage Obligation GNMA_12-H28 2062-01-20 3.765060 33300000.00 2563831.68 Agency Collateralized Mortgage Obligation GNMA_14-8D 2044-01-16 5.015440 33309159.00 2764812.96 Agency Collateralized Mortgage Obligation GNMA_16-77F 2045-11-20 3.000000 33318355.00 2707670.76 Agency Collateralized Mortgage Obligation GNMA_15-39 2045-03-20 5.074330 33571428.00 2139027.89 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-12-16 5.535440 36363636.00 2275189.54 Agency Collateralized Mortgage Obligation FHLMC_4403C 2032-07-15 3.500000 36552141.00 2450768.17 Agency Collateralized Mortgage Obligation GNMA_11-13 2041-01-16 5.415440 37689186.00 1695298.71 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 5.524330 38631422.00 2703697.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD HECM MBS REMIC PASS 2062-06-20 1.556590 38901739.00 1759058.51 Agency Collateralized Mortgage Obligation FNMA_12-71 2041-03-25 6.116000 39053000.00 2002431.83 Agency Collateralized Mortgage Obligation GNMA_13-99 2043-07-20 6.174330 39156311.00 2232621.71 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 5.466000 40000000.00 1953445.36 Agency Collateralized Mortgage Obligation GNMA_13-186 2043-12-16 6.085440 40449156.00 2785370.12 Agency Collateralized Mortgage Obligation GNMA_16-H14B 2063-08-20 3.565750 40488080.00 2082992.73 Agency Collateralized Mortgage Obligation FGRA 3988PS 2040-01-15 6.065440 41000000.00 2329902.87 Agency Collateralized Mortgage Obligation GNMA_15-H13A 2065-04-20 1.651340 41392530.00 2530074.25 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 5.524330 45000000.00 2452350.18 Agency Collateralized Mortgage Obligation GNMA_14-H18 2064-07-20 1.621380 46027889.00 2107368.18 Agency Collateralized Mortgage Obligation GNMA_14-H13B 2064-05-20 1.598340 46127680.00 2495241.47 Agency Collateralized Mortgage Obligation FHLMC_3758 2040-11-15 5.465440 46403814.00 2657123.23 Agency Collateralized Mortgage Obligation GNMA_10-91 2040-07-20 6.044330 48540000.00 1775086.63 Agency Collateralized Mortgage Obligation FHLMC_3433 2038-03-15 6.315440 50000000.00 1976658.48 Agency Collateralized Mortgage Obligation GNMA_15-H01B 2064-10-20 2.129750 50000000.00 2583196.12 Agency Collateralized Mortgage Obligation GNMA_10-62 2040-05-20 5.974330 50000000.00 2231638.66 Agency Collateralized Mortgage Obligation FNMA_16-24H 2056-05-25 1.657090 50436232.00 2196216.25 Agency Collateralized Mortgage Obligation FHLMC_35-91 2039-10-15 5.615440 50814314.00 1889416.35 Agency Collateralized Mortgage Obligation FGRA 3387PS 2037-11-15 6.045440 51423428.00 2668188.28 Agency Collateralized Mortgage Obligation GNMA_14-H23A 2064-11-20 1.563350 51705156.00 2251649.86 Agency Collateralized Mortgage Obligation GNMA_11-H05 2060-12-20 1.595120 52006180.00 2061988.09 Agency Collateralized Mortgage Obligation GNMA_13-H07 2063-03-20 1.750520 52894678.00 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