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072417-072222 2022-07-22 3.277060 1240000.00 1255103.38 Corporate Debt Securities MORGAN STANLEY SR NT FIX/FLT 38 2038-07-22 3.971000 2000000.00 1890363.83 Corporate Debt Securities MORGAN STANLEY SR NT-F 3.75%23 2023-02-25 3.750000 1787000.00 1798177.68 Corporate Debt Securities MORGAN STANLEY VR 012017-012022 2022-01-20 3.527500 961000.00 979696.66 Corporate Debt Securities MORGAN STANLEY FR 3.95%042327 2027-04-23 3.950000 2200000.00 2150971.78 Corporate Debt Securities NATIONAL FUEL GAS CO N J SR GLBL NT 28 2028-09-01 4.750000 1000000.00 989217.22 Corporate Debt Securities NEXTERA ENERGY CAP HLDGS INC SR GLBL DB2.3%19 2019-04-01 2.300000 970000.00 977035.73 Corporate Debt Securities PACIFIC GAS & ELEC CO SR NT 6.25%39 2039-03-01 6.250000 1000000.00 1167560.00 Corporate Debt Securities PEMEX PROJ FDG MASTER TR SR GLBL BD 38 2038-06-15 6.625000 1226000.00 1175716.97 Corporate Debt Securities PENNSYLVANIA ELEC CO SR 144A NT 25 2025-04-15 4.150000 1015000.00 1029085.94 Corporate Debt Securities PERRIGO CO LTD SR GLBL NT 4%23 2023-11-15 4.000000 1000000.00 999717.78 Corporate Debt Securities PETROLEOS MEXICANOS FR 6.75%092147 2047-09-21 6.750000 1162000.00 1112615.00 Corporate Debt Securities REALTY INCOME CORP SR NT 3.25%22 2022-10-15 3.250000 997000.00 999998.75 Corporate Debt Securities REPUBLIC SVCS INC SR GLBL NT 27 2027-11-15 3.375000 1124000.00 1091019.03 Corporate Debt Securities ROYAL BK SCOTLAND GROUP PLC SR NT 3.875%23 2023-09-12 3.875000 2227000.00 2211502.25 Corporate Debt Securities SHERWIN WILLIAMS CO SR GLBL NT 22 2022-06-01 2.750000 1042000.00 1020248.25 Corporate Debt Securities SOUTHWESTERN ELEC PWR CO SR NT-I 3.55%22 2022-02-15 3.550000 101000.00 101594.67 Corporate Debt Securities VULCAN MATLS CO SR NT 144A4.7%48 2048-03-01 4.700000 1203000.00 1167770.15 Corporate Debt Securities BAE SYS PLC SR GLBL REGS 21 2021-10-11 4.750000 960000.00 1010200.53 Corporate Debt Securities SUAM FINANCE BV SR REGS NT 24 2024-04-17 4.875000 2884000.00 2965201.42 Corporate Debt Securities GAS NATURAL DE LIMA Y CALLAO SR GLBL REGS 23 2023-04-01 4.375000 1166000.00 1185797.71 Corporate Debt Securities INVERSIONES CMPC SR GLBL REGS 23 2023-05-15 4.375000 1100000.00 1113796.14 Corporate Debt Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0203 85000000.00 85000000.00 0.0062 N Y Y N Barclays Bank plc Barclays Bank plc 2.060 BRTJ6RCK5 G5GSEF7VJP5I7OUK5573 BRTJ6RCK5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y BMW US CAPITAL LLC 21 2021-08-13 2.819250 4508297.00 4529349.06 Corporate Debt Securities PETROLEOS MEXICANOS SR GLBL REGS 48 2048-02-12 6.350000 153598.00 137201.63 Corporate Debt Securities STATE GRID OVERSEAS INVT 2016 FR 2.875%051826 2026-05-18 2.875000 1000000.00 933645.70 Corporate Debt Securities WOORI BK GLBL MEDIUM TERM SUB FR 5.125%080628 2028-08-06 5.125000 1615552.00 1633143.79 Corporate Debt Securities VIACOM INC SR DEB 6.875%36 2036-04-30 6.875000 17000.00 19643.12 Corporate Debt Securities VALE OVERSEAS LTD SR GLBL NT 26 2026-08-10 6.250000 3445000.00 3804471.40 Corporate Debt Securities UNITED TECHNOLOGIES CORP 3.65%23 2023-08-16 3.650000 786992.00 791974.32 Corporate Debt Securities UBS AG STAMFORD BRH FR 2.375%081419 2019-08-14 2.375000 7227000.00 7209449.43 Corporate Debt Securities TYCO ELECTRONICS GROUP S A SR NT 2.35%19 2019-08-01 2.350000 4307000.00 4299067.94 Corporate Debt Securities TOTAL SYS SVCS INC SR GLBL NT 28 2028-06-01 4.450000 3095019.00 3187914.28 Corporate Debt Securities TORONTO DOMINION BANK FR 1.45%081319 2019-08-13 1.450000 3203000.00 3169480.61 Corporate Debt Securities SYNCHRONY FINL SR GLBL NT 3%19 2019-08-15 3.000000 1698000.00 1698362.24 Corporate Debt Securities STARBUCKS CORP SR GLBL NT4.3%45 2045-06-15 4.300000 3950000.00 3861432.22 Corporate Debt Securities ROYAL BK SCOTLAND PLC SR GLBL NT 21 2021-01-11 6.125000 22000.00 23347.43 Corporate Debt Securities REYNOLDS AMERICAN INC SR GLBL NT 45 2045-08-15 5.850000 228000.00 251737.08 Corporate Debt Securities PHILIP MORRIS INTL INC SR GLBL NT 26 2026-02-25 2.750000 1309000.00 1227473.30 Corporate Debt Securities PFIZER INC SR NT 7.2%39 2039-03-15 7.200000 2000.00 2855.10 Corporate Debt Securities PACIFIC GAS & ELEC CO SR GLBL BD 34 2034-03-01 6.050000 1951000.00 2250010.26 Corporate Debt Securities MIDAMERICAN ENERGY HLDGS NEW SR BD 6.125%36 2036-04-01 6.125000 1091000.00 1353408.23 Corporate Debt Securities METLIFE CAPITAL TRUST IV JR SB PFD TR 67 2067-12-15 7.875000 146000.00 183467.25 Corporate Debt Securities MEDTRONIC INC SR NT 5.55%40 2040-03-15 5.550000 4000.00 4832.73 Corporate Debt Securities MAPLE ESCROW SUBSIDIARY INC SR GLBL 144A 28 2028-05-25 4.597000 1.00 1.03 Corporate Debt Securities LOWES COS INC SR GLBL NT 47 2047-05-03 4.050000 96000.00 95198.88 Corporate Debt Securities KAISER FNDTN HOSP/HLTH MTN BE SR NT 4.15%47 2047-05-01 4.150000 1.00 1.04 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL FL NT 24 2024-07-23 3.237060 4265576.00 4292051.99 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 24 2024-07-23 3.797000 2000.00 2016.42 Corporate Debt Securities JPMORGAN CHASE & CO 7.9% 2049-01-01 5.808880 667000.00 675672.39 Corporate Debt Securities HUNTINGTON NB COLUMBUS OH 3.55%23 2023-10-06 3.550000 639836.00 637864.59 Corporate Debt Securities HSBC HLDGS PLC SR GLBL NT3.9%26 2026-05-25 3.900000 3222000.00 3203795.70 Corporate Debt Securities HSBC HLDGS PLC SB GLBL NT6.5%36 2036-05-02 6.500000 3490000.00 4244175.43 Corporate Debt Securities FRESENIUS MED CARE US FIN II SR 144A NT 24 2024-10-15 4.750000 3000.00 3157.54 Corporate Debt Securities FORD MTR CO DEL SR GLBL DEB 28 2028-10-01 6.625000 817000.00 895794.88 Corporate Debt Securities EASTMAN CHEM CO SR GLBL BD 44 2044-10-15 4.650000 150000.00 149341.00 Corporate Debt Securities DIAMOND 1 FIN CORP/DIAMOND 2 1LIEN SR 144A 21 2021-06-15 4.420000 1863000.00 1910508.57 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 3.75%042423 2023-04-24 3.750000 3708000.00 3708108.15 Corporate Debt Securities COMCAST CORP NEW 3.969%47 2047-11-01 3.969000 2125000.00 1957698.75 Corporate Debt Securities CITIGROUP INC SUB NT 4.6%26 2026-03-09 4.600000 300000.00 309341.33 Corporate Debt Securities CAPITAL ONE FINL CORP SR GLBL NT3.8%28 2028-01-31 3.800000 5667000.00 5412306.13 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 24 2024-01-15 3.625000 2070000.00 2015583.73 Corporate Debt Securities BOC AVIATION PTE LTD FR 3%033020 2020-03-30 3.000000 3502000.00 3511992.37 Corporate Debt Securities BANK NEW YORK MELLON CORP FR 3.25%051627 2027-05-16 3.250000 10865127.00 10659984.34 Corporate Debt Securities APPLE INC SR GLBL NT4.5%36 2036-02-23 4.500000 571000.00 622555.59 Corporate Debt Securities APACHE CORP SR GLBL NT 28 2028-10-15 4.375000 3425000.00 3395312.86 Corporate Debt Securities ANTHEM INC SR GLBL NT 48 2048-03-01 4.550000 3737000.00 3680619.05 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC SR 144A NT 25 2025-05-14 4.875000 1462000.00 1494996.73 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0206 89000000.00 89000000.00 0.0065 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.030 BRTK3MYH9 CYYGQCGNHMHPSMRL3R97 BRTK3MYH9 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WASTE MGMT INC DEL SR GLBL NT 27 2027-11-15 3.150000 16999.00 16357.37 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT5.5%47 2047-03-16 5.500000 18599000.00 20616960.54 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 21 2021-06-15 3.150000 54999.00 55361.31 Corporate Debt Securities NEWELL BRANDS INC SR GLBL NT 4%22 2022-06-15 4.000000 3820000.00 3824180.78 Corporate Debt Securities NATIONAL AUSTRALIA BK N Y BRH FR 2.5%052222 2022-05-22 2.500000 582000.00 565660.35 Corporate Debt Securities JPMORGAN CHASE CAP XXIII EXT JR SB W FL77 2077-05-15 3.313800 15056900.00 13159320.72 Corporate Debt Securities GENERAL MTRS FINL CO INC FR 4.35%040925 2025-04-09 4.350000 2699510.00 2712060.47 Corporate Debt Securities BANK AMER CORP SR GLBL NT 28 2028-12-20 3.419000 1.00 0.95 Corporate Debt Securities ANTHEM INC SR GLBL NT2.5%20 2020-11-21 2.500000 88.00 87.28 Corporate Debt Securities AT&T INC SR GLBL FL NT 24 2024-06-12 3.204000 11.00 11.02 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0203 39000000.00 39000000.00 0.0028 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 2.110 BRTK3N6N5 CYYGQCGNHMHPSMRL3R97 BRTK3N6N5 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y SIRIUS XM RADIO INC SR GLBL 144A 27 2027-08-01 5.000000 35000000.00 33997483.34 Corporate Debt Securities REYNOLDS GROUP ISSUER LLC SR SEC 144A NT23 2023-07-15 5.125000 5635000.00 5671901.43 Corporate Debt Securities PLAINS ALL AMERN PIPELINE L P SR NT 4.9%45 2045-02-15 4.900000 5000000.00 4705538.89 Corporate Debt Securities NABORS INDS INC SR NT 5%20 2020-09-15 5.000000 40000.00 41055.42 Corporate Debt Securities LAMB WESTON HLDGS INC SR GLBL 144A 26 2026-11-01 4.875000 5000000.00 5006250.00 Corporate Debt Securities IRON MTN INC NEW SR GLBL 144A 27 2027-09-15 4.875000 1000000.00 952479.17 Corporate Debt Securities HOVNANIAN K ENTERPRISES INC SR SEC GLBL 22 2022-07-15 10.000000 773000.00 782877.22 Corporate Debt Securities HCA INC SR SEC NT 5%24 2024-03-15 5.000000 4865000.00 5073394.98 Corporate Debt Securities ENLINK MIDSTREAM PARTNERS LP SR NT 5.45%47 2047-06-01 5.450000 14999598.00 13551161.81 Corporate Debt Securities ENDO LTD / ENDO FIN LLC SR 144A NT 6%23 2023-07-15 6.000000 2408000.00 2089341.33 Corporate Debt Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0211 65000000.00 65000000.00 0.0047 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 1.960 BRT5BL5U8 MBNUM2BPBDO7JBLYG310 DM3000000000 BRT5BL5U8 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y UNITED STATES TREASURY 2028-02-15 2.750000 64022500.00 63488850.19 U.S. Treasuries (including strips) SMITHFIELD FOODS INC 2018-10-05 0.000000 5000000.00 4987190.00 Money Market ENBRIDGE ENERGY PARTNERS L P 2018-10-03 0.000000 20000000.00 19956680.00 Corporate Debt Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0196 86000000.00 86000000.00 0.0062 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 2.060 BRT56D607 VYVVCKR63DVZZN70PB21 0000276523 BRT56D607 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y NEWSTAR CLARENDON FD CLO LLC 2027-07-25 0.000000 6000000.00 5978700.00 Asset-Backed Securities WORLD OMNI AUTO TR 2018-B A-4 20240617 3.03000 2024-06-17 3.030000 289000.00 288157.47 Asset-Backed Securities WORLD OMNI AUTO LEASE 2018-A B 20230515 3.06000 2023-05-15 3.060000 814000.00 811258.45 Asset-Backed Securities WFRBS COML MTG TR 2013-C16 B 20460917 FLT 2046-09-17 5.197180 8.00 8.37 Private Label Collateralized Mortgage Obligations VERIZON OWNER TR 2018-1 B 20220920 3.05000 2022-09-20 3.050000 1125000.00 1119795.69 Asset-Backed Securities VW CREDIT INC 2019-01-08 0.000000 1630.00 1614.47 Money Market TRINITAS CLO III LTD TRINITAS CLO III LLC 2027-07-15 3.739190 500000.00 496083.93 Asset-Backed Securities TICP CLO IX LTD TICP CLO IX LLC 2031-01-20 3.947500 6000000.00 5951438.75 Asset-Backed Securities STARWOOD WAYPOINT HOMES 2017-1 A 20350122 FLT 2035-01-22 3.012690 1510000.00 1500714.13 Private Label Collateralized Mortgage Obligations RR3 LTD 2014-R2 A-2-R2 20300115 FLT 2030-01-15 3.739190 998.00 986.28 Asset-Backed Securities PEAKS CLO I LTD/PEAKS CLO I LLC 2030-07-25 3.784130 27259042.00 27290431.85 Asset-Backed Securities OCTAGON INVT PARTNERS 18 R LTD OCTAGON INVT PARTN 2031-04-16 3.809190 3000000.00 2985604.46 Asset-Backed Securities OAKTREE CLO 2015-1R A-2A-R 20271020 FLT 2027-10-20 3.697500 1920000.00 1913540.40 Asset-Backed Securities NUTRIEN LTD DISC COML PAPER 4/ 2018-09-24 0.000000 10000000.00 9982520.00 Money Market NISSAN AUTO RECV 2015-A A-3 20191015 1.05000 2019-10-15 1.050000 6.00 0.01 Asset-Backed Securities NEWSTAR COML LN FDG 2016-1 D 20280225 FLT 2028-02-25 7.811380 7500000.00 7497336.85 Asset-Backed Securities NEUBERGER ERMAN LN ADVISERS CLO 27 LTD NEUBERG 2030-01-15 3.739190 4000000.00 3966031.42 Asset-Backed Securities NEUB BERMAN CLO XX 2015-20R B-R 20280118 FLT 2028-01-18 3.589190 5671000.00 5635080.95 Asset-Backed Securities LCM XXV LTD 2018-26 B 20310121 FLT 2031-01-21 3.747500 3000000.00 2971229.37 Asset-Backed Securities KVK CLO 2018 1 LTD KVK CLO 2018 1 LLC 2029-05-20 4.431250 7500000.00 7440029.95 Asset-Backed Securities JP MORGAN CHASE BANK NA CD ZERO LKD 22 2022-01-06 0.000000 225.00 210.62 Corporate Debt Securities JP MORGAN CHASE BANK NA CD ZERO LKD 20 2020-08-05 0.000000 4.00 4.94 Money Market JP MORGAN CHASE BANK NA CD ZERO LKD 20 2020-07-02 0.000000 5975.00 7856.53 Corporate Debt Securities JP MORGAN CHASE CMBS 2011-C4 C 20460717 FLT 2046-07-17 5.576870 63.00 65.95 Private Label Collateralized Mortgage Obligations HYUNDAI AUTO RECV TR 2015-B A-3 20191115 1.12000 2019-11-15 1.120000 5.00 0.21 Asset-Backed Securities GREAT AMER LEASE RECV 2018-1 A-4 20240617 2.83000 2024-06-17 2.830000 240000.00 237954.91 Asset-Backed Securities GOLUB CAP PART 2015-22R B-R 20310121 FLT 2031-01-21 3.847500 10.00 9.84 Asset-Backed Securities GM FINL AUTO LEASE TR 2017-3 C 20210920 2.73000 2021-09-20 2.730000 353000.00 349532.54 Asset-Backed Securities GARRISON FDG 2018 1 LP GARRISON FDG 2018 1 2027-03-20 3.598870 1.00 1.01 Asset-Backed Securities FORTIVE CORPORATION 2018-10-09 0.000000 12032348.00 11972186.26 Money Market FORD CREDIT AUTO LEASE 2017-B A-4 20210215 2.17000 2021-02-15 2.170000 2500000.00 2474563.61 Asset-Backed Securities FLATIRON CLO 18 2031-04-17 4.167420 3000000.00 2988400.54 Asset-Backed Securities FLAGSHIP CR AUTO TR 2016-4 C 20221115 2.71000 2022-11-15 2.710000 10200000.00 10117282.53 Asset-Backed Securities FRS I LLC 2013-1 B 20430415 3.96000 2043-04-15 3.960000 4000000.00 3974498.34 Asset-Backed Securities ENBRIDGE ENERGY PARTNERS L P 2018-09-26 0.000000 6312537.00 6301793.06 Money Market EATON VANCE CLO LTD 2015-1R C-R 20300122 FLT 2030-01-22 4.247500 1525000.00 1516690.97 Asset-Backed Securities DRIVE AUTO REC TR 2015-B D 20210715 3.84000 2021-07-15 3.840000 7780000.00 7738122.43 Asset-Backed Securities DISTRICT COLUMBIA REV VAR REV BDS 2003 2037-08-01 5.682000 1121.00 1121.71 Other Instrument MUNI CREDIT ACCEPT AUTO TR 2016-3 B 20241015 2.94000 2024-10-15 2.940000 7498000.00 7463011.83 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2016-3 A 20240415 2.15000 2024-04-15 2.150000 2295000.00 2285183.27 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2018-1 B 20270415 3.60000 2027-04-15 3.600000 4000000.00 3986332.00 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2017-2 A 20260217 2.55000 2026-02-17 2.550000 1874000.00 1858229.04 Asset-Backed Securities CREDIT ACCEPT AUTO TR 2017-1 B 20251215 3.04000 2025-12-15 3.040000 10775000.00 10685170.02 Asset-Backed Securities CATAMARAN CLO LTD 2013-1R C-R 20280127 FLT 2028-01-27 4.136880 7000000.00 6947200.59 Asset-Backed Securities CARLYLE GLOBAL MKT STRATEGIES CLO 2013 4 LTD CAR 2031-01-15 3.759190 5000000.00 4979017.05 Asset-Backed Securities CAPITAL AUTO RECV ABN 2016-2 C 20210621 2.42000 2021-06-21 2.420000 490000.00 486288.96 Asset-Backed Securities CAMPBELL SOUP CO 2018-12-19 0.000000 4060.00 4027.67 Money Market CAMPBELL SOUP CO 2018-11-08 0.000000 1034.00 1029.04 Money Market CBAM 2018 5 LTD CBAM 2018 5 LLC 2031-04-17 3.322000 3000000.00 2989680.67 Asset-Backed Securities BENEFIT ST PRT CLO XIV 2018-14 B 20310421 FLT 2031-04-21 3.797500 2040000.00 2032949.67 Asset-Backed Securities BANK CHINA LTD HONG KONG BRH D 2019-01-22 0.000000 979.00 968.27 Money Market APIDOS CLO XII 2013-12R C-R 20310415 FLT 2031-04-15 4.139190 7250000.00 7179087.50 Asset-Backed Securities ANCHORAGE CAP CLO 4-R 2018-4-R C 20310128 FLT 2031-01-28 4.188880 1140000.00 1131077.73 Asset-Backed Securities AT&T INC 2018-10-05 0.000000 226054.00 225537.24 Money Market ARI FLEET LEASE TR 2016-A A-3 20240715 2.11000 2024-07-15 2.110000 2020000.00 2011517.57 Asset-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0206 176000000.00 176000000.00 0.0128 N Y Y N RBC Capital Markets LLC RBC Capital Markets LLC 1.990 BRT591808 549300LCO2FLSSVFFR64 0000050916 BRT591808 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N Y WELLTOWER INC SR GLBL NT 28 2028-04-15 4.250000 2231193.00 2256543.69 Corporate Debt Securities US WEST COMMUNICATIONS INC SR GLBL DEB 25 2025-09-15 7.250000 9000.00 9933.75 Corporate Debt Securities UNITED STATES TREASURY 2043-11-15 3.750000 124300.00 142007.21 U.S. Treasuries (including strips) TEACHERS INS & ANNUITY ASSN AM SR SURP 144A 47 2047-05-15 4.270000 2000.00 2000.67 Corporate Debt Securities SUNTRUST BK ATL SR MD TM BK NT FR 2.59%012921 2021-01-29 2.590000 2684357.00 2667478.36 Corporate Debt Securities SUNCORP-METWAY LTD FR 2.8%050422 2022-05-04 2.800000 223000.00 218176.51 Corporate Debt Securities SANTANDER UK PLC SR GLBL NT 20 2020-11-03 2.125000 17653919.00 17350894.38 Corporate Debt Securities SANTANDER UK PLC SR GLBL NT 23 2023-01-10 3.571000 4972000.00 4890951.01 Corporate Debt Securities QUEBEC PROV CDA SR GLBL QP NT 26 2026-04-20 2.500000 33000.00 31868.01 Corporate Debt Securities ORACLE CORP SR GLBL NT1.9%21 2021-09-15 1.900000 1692000.00 1651410.80 Corporate Debt Securities NATIONAL AUSTRALIA BK N Y BRH FR 2.5%052222 2022-05-22 2.500000 463000.00 450001.27 Corporate Debt Securities MIZUHO FINL GROUP INC SR FLT NT 22 2022-09-11 3.207130 950000.00 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Morgan Securities LLC 2.701 ZBUT11V806EZRVTWT807 BRSPW5A15 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N PREFER TERM SEC XXVIII 2007-28 D 20380322 FLT 2038-03-22 4.090630 5226000.00 4060449.26 Asset-Backed Securities MORGAN STANLEY ABS 2007-NC2 A-2B 20370225 FLT 2037-02-25 2.264750 8770000.00 4177799.72 Asset-Backed Securities MS MTG LN TR 2006-1AR 4-A-2 20360225 FLT 2036-02-25 3.658810 6365000.00 1185573.18 Private Label Collateralized Mortgage Obligations MS MTG LN TR 2005-7 7-A-X 20351125 5.50000 2035-11-25 5.500000 6295344.00 130263.57 Private Label Collateralized Mortgage Obligations ALM 2015-12A ER2 2027-04-16 8.689190 3500000.00 3538894.99 Asset-Backed Securities LUMINENT MTG TR 2006-6 A-2B 20461025 FLT 2046-10-25 2.304750 59685000.00 4363230.12 Private Label Collateralized Mortgage Obligations LUMINENT MTG TR 2006-3 I-2X 20360525 1.00000 2036-05-25 1.000000 5746120.00 37146.71 Private Label Collateralized Mortgage Obligations LEHMAN XS TRUST 2007-4N 1-AX 20470325 FLT 2047-03-25 1.247460 179967200.00 1426034.09 Private Label Collateralized Mortgage Obligations LEHMAN MTG TR 2006-4 2-A1 20360825 FLT 2036-08-25 2.464750 19598000.00 1680449.78 Private Label Collateralized Mortgage Obligations IVYH 9A ER 2030-01-18 10.077500 9600000.00 9572518.00 Asset-Backed Securities FHLMC STACR 2016-HQA2 M-3 20281127 FLT 2028-11-27 7.214750 23913700.00 28480295.02 Private Label Collateralized Mortgage Obligations CODA CDO LTD 2007-1 A-1LB 20471107 FLT 2047-11-07 2.293450 20887200.00 34024.56 Asset-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-09-04 2018-11-30 2018-11-30 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA Moody's A1 Standard & Poor's A+ N N 0.0270 50000000.00 50000000.00 0.0036 N N N Y ABN AMRO Bank NV ABN AMRO Bank NV 1.970 BFXS5XCH7N0Y05NIXW11 BRTL0XSC4 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-09-04 2018-09-04 2018-09-04 N N N 0.0197 108000000.00 108000000.00 0.0078 N Y Y N Swedbank AB Swedbank AB 1.900 BRTL46732 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0190 100000000.00 100000000.00 0.0072 N Y Y N ANZ Bank New Zealand Ltd. ANZ Bank New Zealand Ltd. 1.910 HZSN7FQBPO5IEWYIGC72 BRTL467A6 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2018-09-04 2018-09-04 2018-09-04 N N N 0.0191 407448000.00 407448000.00 0.0295 N Y Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.050 MK13839SGLMX6JEXRB54 BRTL30S33 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-09-06 2018-09-06 2018-09-06 N N N 0.0205 180000000.00 180000000.00 0.0130 N N Y N BNP Paribas SA BNP Paribas SA 1.950 R0MUWSFPU8MPRO8K5P83 BRTL39L23 Non-Negotiable Time Deposit Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2018-09-06 2018-09-06 2018-09-06 N N N 0.0195 125000000.00 125000000.00 0.0091 N N Y N Landesbank Hessen-Thuringen Girozentrale Landesbank Hessen-Thuringen Girozentrale 2.050 MK13839SGLMX6JEXRB54 BRTL49NS3 Non-Negotiable Time Deposit Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2018-09-07 2018-09-07 2018-09-07 N N N 0.0205 61000000.00 61000000.00 0.0044 N N Y N U.S. Treasury Bill U.S. Treasury Bill 1.647 912796QA0 254900HROIFWPRGM1V77 US912796QA04 U.S. Treasury Debt Y Fitch Govt Moody's Govt Standard & Poor's A-1+ 2018-09-27 2018-09-27 2018-09-27 N N N 0.0165 299634876.00 299634876.00 0.0217 N Y Y N BlackRock Liquidity Funds 2018-09-07 /s/Neal J. Andrews Neal J. Andrews Chief Financial Officer