0001145549-18-002360.txt : 20180406 0001145549-18-002360.hdr.sgml : 20180406 20180406160632 ACCESSION NUMBER: 0001145549-18-002360 CONFORMED SUBMISSION TYPE: N-MFP2 PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180406 DATE AS OF CHANGE: 20180406 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CHARLES SCHWAB FAMILY OF FUNDS CENTRAL INDEX KEY: 0000857156 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-MFP2 SEC ACT: 1940 Act SEC FILE NUMBER: 811-05954 FILM NUMBER: 18743282 BUSINESS ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 BUSINESS PHONE: 1-415-667-7000 MAIL ADDRESS: STREET 1: 211 MAIN STREET CITY: SAN FRANCISCO STATE: CA ZIP: 94105 FORMER COMPANY: FORMER CONFORMED NAME: SCHWAB CHARLES FAMILY OF FUNDS DATE OF NAME CHANGE: 19920703 0000857156 S000004508 Schwab Value Advantage Money Fund C000012383 Investor Shares SWVXX C000038267 Ultra Shares SNAXX N-MFP2 1 primary_doc.xml N-MFP2 0000857156 XXXXXXXX 2018-03-31 0000857156 549300I77JNLD629OV19 S000004508 2 N N 033-31894 Charles Schwab Investment Management, Inc. 801-35905 PricewaterhouseCoopers LLP San Francisco CA Charles Schwab Investment Management, Inc. DST Asset Manager Solutions, Inc. 0000275143 084-00896 N N N Prime Y 34 53 5503235120.68 4966413884.20 5876702402.94 6152647800.36 6356856391.87 12477619009.38 12268613879.58 13234251374.48 13305154883.61 13179584234.28 0.1740 0.1538 0.1753 0.1784 0.1833 0.3946 0.3800 0.3947 0.3857 0.3800 0.03 34646962589.15 34653532007.85 32824252.53 31508971.86 34654847288.55 34652843884.1100 1.0000 0.0193 1.0000 1.0000 1.0000 0.9999 0.9999 C000012383 0.00 19482778086.87 19481724300.6900 1.0000 1.0000 1.0000 0.9999 0.9999 661207826.96 268528807.12 719726464.61 283366757.99 867907445.59 268744523.98 844614603.84 325483301.07 649191313.67 328884431.93 3325174708.32 1317730789.98 0.0159 Y Investment Advisor and its affiliates Contractual (may include certain equalized waivers of management fees across classes) 1,807,737 C000038267 1000000.00 15172069201.68 15171119583.4200 1.0000 1.0000 1.0000 0.9999 0.9999 520593453.34 275660628.12 600093791.22 319317865.09 870486752.37 197546562.16 578268727.66 300993819.70 372271366.09 356788302.01 2642439633.01 1302465288.75 0.0174 Y Investment Advisor and its affiliates Contractual 1,428,558 ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) ABBEY NATIONAL TREASURY SERVICES PLC CO (STAMFORD BRANCH) 1.800000% 00279JUV2 R83QYRLEMH4ZSHI0L097 0000931061 Certificate of Deposit Y 2018-05-07 2018-05-07 2018-05-07 N Y Santander UK Plc 1.0000 N 0.0188 29997216.00 29997216.00 0.0009 N N N N ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.000000% 02088XDW5 Asset Backed Commercial Paper Y 2018-04-30 2018-04-30 2018-04-30 N Y Credit Suisse AG 1.0000 N 0.0196 201647530.20 201647530.20 0.0058 N N N N ALPINE SECURITIZATION LLC ALPINE SECURITIZATION LLC 0.000000% 02088XF11 Asset Backed Commercial Paper Y 2018-06-01 2018-06-01 2018-06-01 N Y Credit Suisse AG 1.0000 N 0.0214 102608321.90 102608321.90 0.0030 N N N N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UD25 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-04-02 2018-04-02 2018-04-02 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0173 101980460.88 101980460.88 0.0029 N Y Y N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UD41 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-04-04 2018-04-04 2018-04-04 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0174 49985535.00 49985535.00 0.0014 N N Y N ATLANTIC ASSET SECURITIZATION LLC ATLANTIC ASSET SECURITIZATION LLC 0.000000% 04821UE24 549300BUNY5BIX4CVW20 Asset Backed Commercial Paper Y 2018-05-02 2018-05-02 2018-05-02 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0195 35933767.20 35933767.20 0.0010 N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 1.971300% 05253MJY1 JHE42UYNWWTJB8YTTU19 Financial Company Commercial Paper Y 2018-04-10 2018-09-10 2018-09-10 N N N 0.0224 183906344.00 183906344.00 0.0053 N N N N BPCE SA BPCE SA 0.000000% 05571CFE6 9695005MSX1OYEMGDF46 Financial Company Commercial Paper Y 2018-06-14 2018-06-14 2018-06-14 N N N 0.0214 171212721.60 171212721.60 0.0049 N N N N BMO HARRIS BANK NA BMO HARRIS BANK NA 1.870000% 05574BHU7 3Y4U8VZURTYWI1W2K376 0000009622 Certificate of Deposit Y 2018-05-02 2018-05-02 2018-05-02 N N N 0.0196 21998099.20 21998099.20 0.0006 N N N N BNP PARIBAS SA (NEW YORK BRANCH) BNP PARIBAS SA (NEW YORK BRANCH) 1.550000% 05582WVK7 R0MUWSFPU8MPRO8K5P83 Certificate of Deposit Y 2018-05-29 2018-05-29 2018-05-29 N N N 0.0193 45968890.20 45968890.20 0.0013 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.896600% 06053PB22 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y 2018-04-16 2018-05-15 2018-05-15 N N N 0.0202 117997899.60 117997899.60 0.0034 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.938200% 06053PB48 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-18 2018-05-18 2018-05-18 N N N 0.0202 109999274.00 109999274.00 0.0032 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.856200% 06053PD79 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-03 2018-08-03 2018-08-03 N N N 0.0205 100001671.00 100001671.00 0.0029 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.988200% 06053PE52 B4TYDEB6GKMZO031MB27 0001102113 Certificate of Deposit Y 2018-04-17 2018-08-17 2018-08-17 N N N 0.0206 180003295.80 180003295.80 0.0052 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.988200% 06053PE60 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-17 2018-08-17 2018-08-17 N N N 0.0206 25000457.75 25000457.75 0.0007 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.970300% 06053PG27 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-13 2018-08-13 2018-08-13 N N N 0.0218 130955198.00 130955198.00 0.0038 N N N N BANK OF AMERICA NA BANK OF AMERICA NA 1.806200% 06053PZB6 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0202 90999909.00 90999909.00 0.0026 N N Y N BANK OF AMERICA NA BANK OF AMERICA NA 1.500000% 06053PZP5 B4TYDEB6GKMZO031MB27 0001102113 Other Instrument Bank Note Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0167 22998355.50 22998355.50 0.0007 N N N N BANK OF NOVA SCOTIA (NEW YORK BRANCH) BANK OF NOVA SCOTIA (NEW YORK BRANCH) 2.020000% 06417GK64 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2018-08-13 2018-08-13 2018-08-13 N N N 0.0230 55940068.80 55940068.80 0.0016 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 2.280000% 06417GP85 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0220 306056490.66 306056490.66 0.0088 N N N N BANK OF NOVA SCOTIA (HOUSTON BRANCH) BANK OF NOVA SCOTIA (HOUSTON BRANCH) 1.988200% 06417GXP8 L3I9ZG2KFGXZ61BMYR72 Certificate of Deposit Y 2018-04-18 2018-05-18 2018-05-18 N N N 0.0188 143029888.43 143029888.43 0.0041 N N N N BANK OF MONTREAL (CHICAGO BRANCH) BANK OF MONTREAL (CHICAGO BRANCH) 1.991300% 06427KWB9 NQQ6HPCNCCU6TUTQYE16 Certificate of Deposit Y 2018-04-09 2018-05-08 2018-05-08 N N N 0.0184 41012669.41 41012669.41 0.0012 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.900000% 06539RRA7 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-07-18 2018-07-18 2018-07-18 N N N 0.0234 127825728.00 127825728.00 0.0037 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.930000% 06539RRP4 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-07-23 2018-07-23 2018-07-23 N N N 0.0234 27962454.80 27962454.80 0.0008 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 1.960000% 06539RSF5 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0235 89376874.85 89376874.85 0.0026 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 2.000000% 06539RSP3 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-08-16 2018-08-16 2018-08-16 N N N 0.0237 165757324.60 165757324.60 0.0048 N N N N BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) BANK OF TOKYO-MITSUBISHI UFJ LTD (NEW YORK BRANCH) 2.000000% 06539RTF4 C3GTMMZIHMY46P4OIX74 Certificate of Deposit Y 2018-08-09 2018-08-09 2018-08-09 N N N 0.0236 123832624.80 123832624.80 0.0036 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.780000% 06742TDG8 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0160 70002009.70 70002009.70 0.0020 N N Y N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.830000% 06742TDR4 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-04-26 2018-04-26 2018-04-26 N N N 0.0173 186013040.46 186013040.46 0.0054 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.780000% 06742TDU7 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0167 72003636.72 72003636.72 0.0021 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.860000% 06742TED4 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-05-08 2018-05-08 2018-05-08 N N N 0.0181 153008309.43 153008309.43 0.0044 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 1.780000% 06742TEE2 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-04-25 2018-04-25 2018-04-25 N N N 0.0173 34001214.14 34001214.14 0.0010 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 2.100000% 06742TEY8 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0206 54003532.14 54003532.14 0.0016 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 2.100000% 06742TFC5 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-06-05 2018-06-05 2018-06-05 N N N 0.0203 47005584.07 47005584.07 0.0014 N N N N BARCLAYS BANK PLC (NEW YORK BRANCH) BARCLAYS BANK PLC (NEW YORK BRANCH) 2.330000% 06742TFP6 G5GSEF7VJP5I7OUK5573 Certificate of Deposit Y 2018-06-26 2018-06-26 2018-06-26 N N N 0.0232 46000966.00 46000966.00 0.0013 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MF43 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-06-04 2018-06-04 2018-06-04 N Y Societe Generale SA 1.0000 N 0.0215 179278740.00 179278740.00 0.0052 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MFB7 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-06-11 2018-06-11 2018-06-11 N Y Societe Generale SA 1.0000 N 0.0221 57736279.80 57736279.80 0.0017 N N N N BARTON CAPITAL SA BARTON CAPITAL SA 0.000000% 06945MFR2 549300KOFKIMD0C37W24 Asset Backed Commercial Paper Y 2018-06-25 2018-06-25 2018-06-25 N Y Societe Generale SA 1.0000 N 0.0233 12926020.90 12926020.90 0.0004 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 0.000000% 07644BDA7 Asset Backed Commercial Paper Y 2018-04-10 2018-04-10 2018-04-10 N Y Royal Bank of Canada 1.0000 N 0.0177 23985847.20 23985847.20 0.0007 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 2.056900% 07644CDZ0 Asset Backed Commercial Paper Y 2018-04-30 2018-07-30 2018-07-30 N Y Royal Bank of Canada 1.0000 N 0.0216 15994640.00 15994640.00 0.0005 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 1.790100% 07644DEK0 Asset Backed Commercial Paper Y 2018-04-03 2018-05-02 2018-05-02 N Y Royal Bank of Canada 1.0000 N 0.0182 52007904.52 52007904.52 0.0015 N N N N BEDFORD ROW FUNDING CORP BEDFORD ROW FUNDING CORP 2.115000% 07644DEZ7 Asset Backed Commercial Paper Y 2018-04-27 2018-08-27 2018-08-27 N Y Royal Bank of Canada 1.0000 N 0.0221 44982450.00 44982450.00 0.0013 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MD35 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-04-03 2018-04-03 2018-04-03 N Y Societe Generale SA 1.0000 N 0.0172 4998805.50 4998805.50 0.0001 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MD43 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-04-04 2018-04-04 2018-04-04 N Y Societe Generale SA 1.0000 N 0.0173 86974874.40 86974874.40 0.0025 N N Y N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MDJ0 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-04-18 2018-04-18 2018-04-18 N Y Societe Generale SA 1.0000 N 0.0189 2996850.00 2996850.00 0.0001 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MDP6 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-04-23 2018-04-23 2018-04-23 N Y Societe Generale SA 1.0000 N 0.0192 26921981.42 26921981.42 0.0008 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MDR2 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-04-25 2018-04-25 2018-04-25 N Y Societe Generale SA 1.0000 N 0.0194 13979672.00 13979672.00 0.0004 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MDT8 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-04-27 2018-04-27 2018-04-27 N Y Societe Generale SA 1.0000 N 0.0195 4293249.00 4293249.00 0.0001 N N N N BENNINGTON STARK CAPITAL COMPANY LLC BENNINGTON STARK CAPITAL COMPANY LLC 0.000000% 08224MEE0 549300PGDCWK6DU9QM65 Asset Backed Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N Y Societe Generale SA 1.0000 N 0.0205 32763867.30 32763867.30 0.0009 N N N N BNP PARIBAS SA (NEW YORK BRANCH) BNP PARIBAS SA (NEW YORK BRANCH) 0.000000% 09659CF11 R0MUWSFPU8MPRO8K5P83 Financial Company Commercial Paper Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0196 58794939.60 58794939.60 0.0017 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UEB3 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-05-11 2018-05-11 2018-05-11 N Y Citibank NA 1.0000 N 0.0196 14964937.50 14964937.50 0.0004 N N N N CRC FUNDING LLC CRC FUNDING LLC 0.000000% 12619UG62 549300HKCCNTZDBBEN75 Asset Backed Commercial Paper Y 2018-07-06 2018-07-06 2018-07-06 N Y Citibank NA 1.0000 N 0.0232 26827740.00 26827740.00 0.0008 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.846200% 13606BKD7 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0171 44000836.44 44000836.44 0.0013 N N Y N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.978200% 13606BLG9 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-04-17 2018-04-17 2018-04-17 N N N 0.0176 6000684.06 6000684.06 0.0002 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.992100% 13606BLP9 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0177 62008246.62 62008246.62 0.0018 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 1.920000% 13606BSQ0 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-07-26 2018-07-26 2018-07-26 N N N 0.0226 54936755.50 54936755.50 0.0016 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.073800% 13606BTL0 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-04-23 2018-08-22 2018-08-22 N N N 0.0224 27984432.00 27984432.00 0.0008 N N N N CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (NEW YORK BRANCH) 2.283800% 13606BUK0 2IGI19DL77OX0HC3ZE78 0000800030 Certificate of Deposit Y 2018-04-20 2018-09-20 2018-09-20 N N N 0.0230 72000432.72 72000432.72 0.0021 N N N N CANADIAN IMPERIAL BANK OF COMMERCE CANADIAN IMPERIAL BANK OF COMMERCE 2.041500% 13608CCP5 2IGI19DL77OX0HC3ZE78 0000800030 Financial Company Commercial Paper Y 2018-04-26 2018-04-26 2018-04-26 N N N 0.0180 72013680.72 72013680.72 0.0021 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KD20 Asset Backed Commercial Paper Y 2018-04-02 2018-04-02 2018-04-02 N Y Lloyds Bank Plc 1.0000 N 0.0169 27994744.40 27994744.40 0.0008 N Y Y N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KE29 Asset Backed Commercial Paper Y 2018-05-02 2018-05-02 2018-05-02 N Y Lloyds Bank Plc 1.0000 N 0.0192 62885818.80 62885818.80 0.0018 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KEA1 Asset Backed Commercial Paper Y 2018-05-10 2018-05-10 2018-05-10 N Y Lloyds Bank Plc 1.0000 N 0.0197 29970066.50 29970066.50 0.0009 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KEE3 Asset Backed Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N Y Lloyds Bank Plc 1.0000 N 0.0200 34910778.00 34910778.00 0.0010 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KEM5 Asset Backed Commercial Paper Y 2018-05-21 2018-05-21 2018-05-21 N Y Lloyds Bank Plc 1.0000 N 0.0207 11963518.80 11963518.80 0.0003 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KEV5 Asset Backed Commercial Paper Y 2018-05-29 2018-05-29 2018-05-29 N Y Lloyds Bank Plc 1.0000 N 0.0214 8967303.90 8967303.90 0.0003 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KF10 Asset Backed Commercial Paper Y 2018-06-01 2018-06-01 2018-06-01 N Y Lloyds Bank Plc 1.0000 N 0.0217 3486485.45 3486485.45 0.0001 N N N N CANCARA ASSET SECURITISATION LLC CANCARA ASSET SECURITISATION LLC 0.000000% 13738KFJ1 Asset Backed Commercial Paper Y 2018-06-18 2018-06-18 2018-06-18 N Y Lloyds Bank Plc 1.0000 N 0.0233 19895106.00 19895106.00 0.0006 N N N N CARGILL INC CARGILL INC 0.000000% 14178MD21 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 146670498.63 146670498.63 0.0042 N Y Y N CARGILL INC CARGILL INC 0.000000% 14178MD39 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0182 124968487.50 124968487.50 0.0036 N N Y N CARGILL INC CARGILL INC 0.000000% 14178MD54 QXZYQNMR4JZ5RIRN4T31 Non-Financial Company Commercial Paper Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0187 164941288.05 164941288.05 0.0048 N N Y N CHARIOT FUNDING LLC CHARIOT FUNDING LLC 0.000000% 15963UEM4 549300EEWRNP448AMT79 Asset Backed Commercial Paper Y 2018-05-21 2018-05-21 2018-05-21 N Y JPMorgan Chase Bank NA 1.0000 N 0.0202 149554575.00 149554575.00 0.0043 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WD95 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-04-09 2018-04-09 2018-04-09 N Y Citibank NA 1.0000 N 0.0179 24986365.00 24986365.00 0.0007 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WFS1 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-06-26 2018-06-26 2018-06-26 N Y Citibank NA 1.0000 N 0.0235 87489617.60 87489617.60 0.0025 N N N N CHARTA LLC CHARTA LLC 0.000000% 16115WGP6 5493000FNFK79LCM6M65 Asset Backed Commercial Paper Y 2018-07-23 2018-07-23 2018-07-23 N Y Citibank NA 1.0000 N 0.0238 7938700.80 7938700.80 0.0002 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.710000% 17305TVR0 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2018-04-11 2018-04-11 2018-04-11 N N N 0.0189 24998340.00 24998340.00 0.0007 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.940000% 17305TWM0 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0237 216670962.90 216670962.90 0.0063 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 1.950000% 17305TXF4 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2018-06-14 2018-06-14 2018-06-14 N N N 0.0220 197391888.50 197391888.50 0.0057 N N N N CITIBANK NA (NEW YORK BRANCH) CITIBANK NA (NEW YORK BRANCH) 2.078200% 17305TXM9 E57ODZWZ7FF32TWEFA76 Certificate of Deposit Y 2018-04-17 2018-08-17 2018-08-17 N N N 0.0219 63988992.00 63988992.00 0.0018 N N N N CITIBANK NA CITIBANK NA 2.069600% 17305TYD8 E57ODZWZ7FF32TWEFA76 0000036684 Certificate of Deposit Y 2018-04-12 2018-09-12 2018-09-12 N N N 0.0224 22995630.00 22995630.00 0.0007 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DDP3 Asset Backed Commercial Paper Y 2018-04-23 2018-04-23 2018-04-23 N Y JP Morgan Securities LLC 1.0000 N 0.0189 22969844.70 22969844.70 0.0007 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DE72 Asset Backed Commercial Paper Y 2018-05-07 2018-05-07 2018-05-07 N Y JP Morgan Securities LLC 1.0000 N 0.0196 11974507.20 11974507.20 0.0003 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 0.000000% 19422DG21 Asset Backed Commercial Paper Y 2018-07-02 2018-07-02 2018-07-02 N Y JP Morgan Securities LLC 1.0000 N 0.0238 139120352.00 139120352.00 0.0040 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GE42 Asset Backed Commercial Paper Y 2018-05-04 2018-05-04 2018-05-04 N Y JP Morgan Securities LLC 1.0000 N 0.0195 24951275.00 24951275.00 0.0007 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GEQ3 Asset Backed Commercial Paper Y 2018-05-24 2018-05-24 2018-05-24 N Y JP Morgan Securities LLC 1.0000 N 0.0203 23126776.16 23126776.16 0.0007 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 0.000000% 19422GFC3 Asset Backed Commercial Paper Y 2018-06-12 2018-06-12 2018-06-12 N Y JP Morgan Securities LLC 1.0000 N 0.0221 40811227.80 40811227.80 0.0012 N N N N COLLATERALIZED COMMERCIAL PAPER II CO LLC COLLATERALIZED COMMERCIAL PAPER II CO LLC 1.949600% 19423CFK3 Asset Backed Commercial Paper Y 2018-04-11 2018-07-11 2018-07-11 N Y JP Morgan Securities LLC 1.0000 N 0.0209 42997592.00 42997592.00 0.0012 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 2.041500% 19423EDM7 Asset Backed Commercial Paper Y 2018-04-26 2018-04-26 2018-04-26 N Y JP Morgan Securities LLC 1.0000 N 0.0180 137025757.37 137025757.37 0.0040 N N N N COLLATERALIZED COMMERCIAL PAPER CO LLC COLLATERALIZED COMMERCIAL PAPER CO LLC 2.071300% 19423EEC8 Asset Backed Commercial Paper Y 2018-04-23 2018-07-23 2018-07-23 N Y JP Morgan Securities LLC 1.0000 N 0.0214 75987612.00 75987612.00 0.0022 N N N N COMMERCE CHARTER TOWNSHIP TAXABLE LT GO REFUNDING BONDS SERIES 2008 1.820000% 200578NX6 US200578NX61 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2034-10-01 Y PNC BANK NATIONAL ASSOCIATION 1.0000 7 N N N 0.0182 19940000.00 19940000.00 0.0006 N N Y N COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) COMMONWEALTH BANK OF AUSTRALIA (NEW YORK BRANCH) 2.026900% 20271EMR7 MSFSBD3QN1GSN7Q6C537 0000008565 Certificate of Deposit Y 2018-04-30 2018-06-29 2018-06-29 N N N 0.0205 51997712.00 51997712.00 0.0015 N N N N COMMONWEALTH BANK OF AUSTRALIA COMMONWEALTH BANK OF AUSTRALIA 0.000000% 20272EDK1 MSFSBD3QN1GSN7Q6C537 0000008565 Financial Company Commercial Paper Y 2018-04-19 2018-04-19 2018-04-19 N N N 0.0189 90899563.30 90899563.30 0.0026 N N N N COOK CNTY TAXABLE GO BONDS SERIES 2004D 1.750000% 213185FW6 5493004UMR7OX4YITE10 US213185FW60 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2030-11-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0175 25000000.00 25000000.00 0.0007 N N Y N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.824200% 21684B4Q4 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y 2018-04-03 2018-08-01 2018-08-01 N N N 0.0216 6996969.00 6996969.00 0.0002 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.889000% 21684B4X9 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y 2018-04-04 2018-09-04 2018-09-04 N N N 0.0222 177898006.00 177898006.00 0.0051 N N N N COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) COOPERATIEVE RABOBANK UA (NEW YORK BRANCH) 1.980000% 21685VZ44 DG3RU1DBUFHT4ZF9WN62 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0225 195808037.60 195808037.60 0.0057 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 2.060000% 22549LGH2 ANGGYXNX0JLX3X63JN86 Certificate of Deposit Y 2018-08-06 2018-08-06 2018-08-06 N N N 0.0231 182833305.30 182833305.30 0.0053 N N N N CREDIT SUISSE AG (NEW YORK BRANCH) CREDIT SUISSE AG (NEW YORK BRANCH) 1.890000% 22549LJJ5 ANGGYXNX0JLX3X63JN86 Certificate of Deposit Y 2018-07-20 2018-07-20 2018-07-20 N N N 0.0227 61924533.60 61924533.60 0.0018 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1D42 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-04-04 2018-04-04 2018-04-04 N Y Credit Suisse AG 1.0000 N 0.0174 109968177.00 109968177.00 0.0032 N N Y N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1DK6 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-04-19 2018-04-19 2018-04-19 N Y Credit Suisse AG 1.0000 N 0.0186 34962046.00 34962046.00 0.0010 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1EX7 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-05-31 2018-05-31 2018-05-31 N Y Credit Suisse AG 1.0000 N 0.0214 141468962.60 141468962.60 0.0041 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1F73 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-06-07 2018-06-07 2018-06-07 N Y Credit Suisse AG 1.0000 N 0.0221 54763439.50 54763439.50 0.0016 N N N N CROWN POINT CAPITAL COMPANY LLC CROWN POINT CAPITAL COMPANY LLC 0.000000% 2284K1FB4 549300LXH4KLRKIKII81 Asset Backed Commercial Paper Y 2018-06-11 2018-06-11 2018-06-11 N Y Credit Suisse AG 1.0000 N 0.0225 10949034.80 10949034.80 0.0003 N N N N DBS BANK LTD DBS BANK LTD 0.000000% 23305EEV1 ATUEL7OJR5057F2PV266 Financial Company Commercial Paper Y 2018-05-29 2018-05-29 2018-05-29 N N N 0.0207 15943771.20 15943771.20 0.0005 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.260000% 23328AA46 529900HNOAA1KXQJUQ27 0001074042 Certificate of Deposit Y 2018-06-26 2018-06-26 2018-06-26 N N N 0.0224 117006494.67 117006494.67 0.0034 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (NEW YORK BRANCH) 1.720000% 23328AA61 5493005PGG4HB3CD7345 0001074042 Certificate of Deposit Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0174 185999609.40 185999609.40 0.0054 N N Y N DANSKE CORP DANSKE CORP 0.000000% 2363F7EX2 0001142175 Financial Company Commercial Paper Y 2018-05-31 2018-05-31 2018-05-31 N Y Danske Bank A/S 1.0000 N 0.0215 20921134.50 20921134.50 0.0006 N N N N DEUTSCHE BANK AG (NEW YORK BRANCH) DEUTSCHE BANK AG (NEW YORK BRANCH) 1.710000% 25158BH47 7LTWFZYICNSX8D621K86 Certificate of Deposit Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0173 345000000.00 345000000.00 0.0100 N N Y N EMF, LLC VARIABLE RATE DEMAND BONDS SERIES 2012 1.920000% 26868TAA0 US26868TAA07 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2042-06-01 Y Comerica Bank 1.0000 7 N N N 0.0192 3725000.00 3725000.00 0.0001 N N Y N ERSTE ABWICKLUNGSANSTALT ERSTE ABWICKLUNGSANSTALT 0.000000% 29604DEA4 7TG4VWERK338227TR435 0001560283 Financial Company Commercial Paper Y 2018-05-10 2018-05-10 2018-05-10 N N N 0.0203 13966794.80 13966794.80 0.0004 N N N N FAIRWAY FINANCE CO LLC FAIRWAY FINANCE CO LLC 0.000000% 30601WD97 549300GKD6SUOVFV4H89 Asset Backed Commercial Paper Y 2018-04-09 2018-04-09 2018-04-09 N Y Bank of Montreal 1.0000 N 0.0178 9994561.00 9994561.00 0.0003 N N N N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GD59 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0175 99966070.00 99966070.00 0.0029 N N Y N FEDERATION DES CAISSES DESJARDINS DU QUEBEC FEDERATION DES CAISSES DESJARDINS DU QUEBEC 0.000000% 31428GDG5 549300B2Q47IR0CR5B54 Financial Company Commercial Paper Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0182 161852499.00 161852499.00 0.0047 N N N N BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) BNP PARIBAS FORTIS SA/NV (NEW YORK BRANCH) 1.780000% 34959TMY9 KGCEPHLVVKVRZYO1T647 Certificate of Deposit Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0176 36000432.36 36000432.36 0.0010 N N N N GFRE HOLDINGS, LLC VARIABLE RATE DEMAND NOTES SERIES 2009A 1.880000% 36169XAA6 US36169XAA63 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2049-12-01 Y FEDERAL HOME LOAN BANKS 1.0000 7 N N N 0.0188 1620000.00 1620000.00 0.0000 N N Y N GENERAL ELECTRIC CO GENERAL ELECTRIC CO 0.000000% 36960MD26 3C7474T6CDKPR9K6YT90 0000040554 Non-Financial Company Commercial Paper Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0172 91982325.88 91982325.88 0.0027 N Y Y N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MEN0 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-05-22 2018-05-22 2018-05-22 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0202 55830572.00 55830572.00 0.0016 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MF17 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-06-01 2018-06-01 2018-06-01 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0209 23910868.80 23910868.80 0.0007 N N N N GOTHAM FUNDING CORP GOTHAM FUNDING CORP 0.000000% 38346MG24 549300Z2ZR7VTUMRPR17 Asset Backed Commercial Paper Y 2018-07-02 2018-07-02 2018-07-02 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0238 148560661.60 148560661.60 0.0043 N N N N HSBC BANK USA NA HSBC BANK USA NA 1.981700% 40428A6H5 1IE8VN30JCEQV1H4R804 0000083246 Certificate of Deposit Y 2018-04-09 2018-09-07 2018-09-07 N N N 0.0220 89981820.00 89981820.00 0.0026 N N N N HSBC BANK USA NA (NEW YORK BRANCH) HSBC BANK USA NA (NEW YORK BRANCH) 2.306900% 40428A6P7 1IE8VN30JCEQV1H4R804 Certificate of Deposit Y 2018-05-01 2018-10-01 2018-10-01 N N N 0.0234 75000000.00 75000000.00 0.0022 N N N N HSBC BANK PLC HSBC BANK PLC 2.115000% 40433FLH0 MP6I5ZYZBEU3UXPYFY54 0001050258 Financial Company Commercial Paper Y 2018-04-16 2018-09-14 2018-09-14 N N N 0.0222 149002534.49 149002534.49 0.0043 N N N N HSBC BANK PLC HSBC BANK PLC 2.296900% 40433FLP2 MP6I5ZYZBEU3UXPYFY54 0001050258 Financial Company Commercial Paper Y 2018-04-30 2018-09-28 2018-09-28 N N N 0.0230 395000000.00 395000000.00 0.0114 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434RD58 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0179 51981950.80 51981950.80 0.0015 N N Y N HSBC USA INC HSBC USA INC 0.000000% 40434RGR7 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-07-25 2018-07-25 2018-07-25 N N N 0.0225 38712375.00 38712375.00 0.0011 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434RH39 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-08-03 2018-08-03 2018-08-03 N N N 0.0229 15871872.00 15871872.00 0.0005 N N N N HSBC USA INC HSBC USA INC 0.000000% 40434RHG0 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-08-16 2018-08-16 2018-08-16 N N N 0.0235 16844771.30 16844771.30 0.0005 N N N N HSBC USA INC HSBC USA INC 1.938200% 40434WCB5 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-04-18 2018-05-18 2018-05-18 N N N 0.0188 100014001.00 100014001.00 0.0029 N N N N HSBC USA INC HSBC USA INC 2.053800% 40434WCG4 549300LBOHZ4QSIWU288 0000083246 Financial Company Commercial Paper Y 2018-04-23 2018-08-22 2018-08-22 N N N 0.0217 4998065.00 4998065.00 0.0001 N N N N HARTFORD HEALTHCARE CORP TAXABLE BONDS SERIES C 1.900000% 41652PAA7 US41652PAA75 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2049-07-01 Y JPMorgan Chase Bank NA 1.0000 7 N N N 0.0190 14000000.00 14000000.00 0.0004 N N Y N HOWARD UNIV TAXABLE BONDS SERIES 2016 1.750000% 442851AA9 US442851AA93 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2031-08-01 Y Barclays Bank PLC 1.0000 7 N N N 0.0175 20600000.00 20600000.00 0.0006 N N Y N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1E77 Financial Company Commercial Paper Y 2018-05-07 2018-05-07 2018-05-07 N Y ING Bank NV 1.0000 N 0.0198 2993558.40 2993558.40 0.0001 N N N N ING US FUNDING LLC ING US FUNDING LLC 0.000000% 4497W1GS9 US4497W1GS95 Financial Company Commercial Paper Y 2018-07-26 2018-07-26 2018-07-26 N Y ING Bank NV 1.0000 N 0.0227 11909838.00 11909838.00 0.0003 N N N N ING US FUNDING LLC ING US FUNDING LLC 1.806200% 44988KCR8 Financial Company Commercial Paper Y 2018-04-04 2018-04-04 2018-04-04 N Y ING Bank NV 1.0000 N 0.0171 100001601.00 100001601.00 0.0029 N N Y N ING US FUNDING LLC ING US FUNDING LLC 1.856200% 44988KDS5 Financial Company Commercial Paper Y 2018-04-05 2018-07-05 2018-07-05 N Y ING Bank NV 1.0000 N 0.0207 175985568.00 175985568.00 0.0051 N N N N ING US FUNDING LLC ING US FUNDING LLC 1.842500% 44988KEE5 Financial Company Commercial Paper Y 2018-04-02 2018-08-31 2018-08-31 N Y ING Bank NV 1.0000 N 0.0221 126453954.00 126453954.00 0.0036 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.861300% 46640CEJ7 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-04-09 2018-05-08 2018-05-08 N N N 0.0184 257041122.57 257041122.57 0.0074 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 2.083800% 46640CEW8 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-04-23 2018-08-22 2018-08-22 N N N 0.0219 87969552.00 87969552.00 0.0025 N N N N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 1.848000% 46640EGB8 ZBUT11V806EZRVTWT807 0001168163 Financial Company Commercial Paper Y 2018-04-30 2018-07-30 2018-07-30 N N N 0.0216 48986917.00 48986917.00 0.0014 N N N N JOHNSON CITY HEALTH & EDUCATIONAL FACILITIES BOARD TAXABLE HOSPITAL REFUNDING RB (MOUNTAIN STATES) SERIES 2013B 1.870000% 478271KA6 US478271KA63 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2043-08-15 Y US Bank NA 1.0000 7 N N N 0.0187 22150000.00 22150000.00 0.0006 N N Y N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48802TZB4 Asset Backed Commercial Paper Y 2018-04-30 2018-04-30 2018-04-30 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0190 99857800.00 99857800.00 0.0029 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MGP8 Asset Backed Commercial Paper Y 2018-04-18 2018-04-18 2018-04-18 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0178 34974114.00 34974114.00 0.0010 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MGT0 Asset Backed Commercial Paper Y 2018-05-02 2018-05-02 2018-05-02 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0192 189706906.00 189706906.00 0.0055 N N N N KELLS FUNDING LLC KELLS FUNDING LLC 0.000000% 48803MHF9 Asset Backed Commercial Paper Y 2018-05-21 2018-05-21 2018-05-21 N Y FMS WERTMANAGEMENT ANSTALT DES OEFFENTLICHEN RECHT 1.0000 N 0.0200 199467460.00 199467460.00 0.0058 N N N N LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) LANDESBANK HESSEN THUERINGEN GIROZENTRALE (NEW YORK BRANCH) 1.950000% 51489NX72 ZUHK7JXNDU6FLQ1O6482 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0190 100003221.00 100003221.00 0.0029 N N N N LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH) LANDESBANK HESSEN-THUERINGEN GIROZENTRALE (LONDON BRANCH) 1.710000% 51489NX80 MK13839SGLMX6JEXRB54 0000878519 Certificate of Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0169 203000529.83 203000529.83 0.0059 N Y Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 2.010000% 51500LYN5 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0180 96009869.76 96009869.76 0.0028 N N N N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.700000% 51500LYU9 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0172 2999993.40 2999993.40 0.0001 N Y Y N LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) LANDESBANK BADEN-WURTTEMBERG (NEW YORK BRANCH) 1.710000% 51500LYY1 B81CK4ESI35472RHJ606 Certificate of Deposit Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0174 246998690.90 246998690.90 0.0071 N N Y N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000% 52952ME97 5493005MSQJBO8BDMA02 Asset Backed Commercial Paper Y 2018-05-09 2018-05-09 2018-05-09 N Y Natixis SA 1.0000 N 0.0197 3991030.00 3991030.00 0.0001 N N N N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000% 52952MEE6 5493005MSQJBO8BDMA02 Asset Backed Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N Y Natixis SA 1.0000 N 0.0199 36905868.30 36905868.30 0.0011 N N N N LEXINGTON PARKER CAPITAL COMPANY LLC LEXINGTON PARKER CAPITAL COMPANY LLC 0.000000% 52952MEQ9 5493005MSQJBO8BDMA02 Asset Backed Commercial Paper Y 2018-05-24 2018-05-24 2018-05-24 N Y Natixis SA 1.0000 N 0.0205 53827718.40 53827718.40 0.0016 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RE46 Asset Backed Commercial Paper Y 2018-05-04 2018-05-04 2018-05-04 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0195 499025.50 499025.50 0.0000 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944REB0 Asset Backed Commercial Paper Y 2018-05-11 2018-05-11 2018-05-11 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0198 105749691.60 105749691.60 0.0031 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944REE4 Asset Backed Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0199 78799118.80 78799118.80 0.0023 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RF52 Asset Backed Commercial Paper Y 2018-06-05 2018-06-05 2018-06-05 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0215 10955307.00 10955307.00 0.0003 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RF60 Asset Backed Commercial Paper Y 2018-06-06 2018-06-06 2018-06-06 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0216 995854.30 995854.30 0.0000 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RFJ2 Asset Backed Commercial Paper Y 2018-06-18 2018-06-18 2018-06-18 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0231 15916948.80 15916948.80 0.0005 N N N N LMA AMERICAS LLC LMA AMERICAS LLC 0.000000% 53944RFR4 Asset Backed Commercial Paper Y 2018-06-25 2018-06-25 2018-06-25 N Y Credit Agricole Corporate and Investment Bank SA 1.0000 N 0.0239 122778179.55 122778179.55 0.0035 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LE18 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-05-01 2018-05-01 2018-05-01 N N N 0.0197 17967528.00 17967528.00 0.0005 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LEE0 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N N N 0.0202 53860480.20 53860480.20 0.0016 N N N N MACQUARIE BANK LTD MACQUARIE BANK LTD 0.000000% 55607LEM2 4ZHCHI4KYZG2WVRT8631 Financial Company Commercial Paper Y 2018-05-21 2018-05-21 2018-05-21 N N N 0.0205 6978863.50 6978863.50 0.0002 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MD41 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-04-04 2018-04-04 2018-04-04 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0177 2999139.99 2999139.99 0.0001 N N Y N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MDW9 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-04-30 2018-04-30 2018-04-30 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0193 37435766.25 37435766.25 0.0011 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274ME99 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-05-09 2018-05-09 2018-05-09 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0198 77824024.20 77824024.20 0.0022 N N N N MANHATTAN ASSET FUNDING COMPANY LLC MANHATTAN ASSET FUNDING COMPANY LLC 0.000000% 56274MF72 549300S0NSJYSOB32S63 Asset Backed Commercial Paper Y 2018-06-07 2018-06-07 2018-06-07 N Y SUMITOMO MITSUI BANKING CORPORATION 1.0000 N 0.0219 14936184.00 14936184.00 0.0004 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.480000% 60683BBM4 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0171 41498891.95 41498891.95 0.0012 N Y Y N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.720000% 60683BDQ3 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0172 49999955.00 49999955.00 0.0014 N N Y N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 1.927900% 60683BDS9 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-04-09 2018-07-09 2018-07-09 N N N 0.0208 155995632.00 155995632.00 0.0045 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 2.071300% 60683BEF6 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-04-23 2018-07-23 2018-07-23 N N N 0.0214 45992502.00 45992502.00 0.0013 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 2.020000% 60683BEL3 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-07-31 2018-07-31 2018-07-31 N N N 0.0235 31962892.80 31962892.80 0.0009 N N N N MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) MITSUBISHI UFJ TRUST AND BANKING CORP (NEW YORK BRANCH) 2.330000% 60683BFR9 JBONEPAGQXF4QP29B387 0001021565 Certificate of Deposit Y 2018-07-02 2018-07-02 2018-07-02 N N N 0.0230 114010204.14 114010204.14 0.0033 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.970000% 60700AST2 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-05-31 2018-05-31 2018-05-31 N N N 0.0204 113985351.00 113985351.00 0.0033 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.040000% 60700ATH7 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-05-29 2018-05-29 2018-05-29 N N N 0.0202 13500306.59 13500306.59 0.0004 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.060000% 60700ATK0 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-05-29 2018-05-29 2018-05-29 N N N 0.0202 48002717.28 48002717.28 0.0014 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.100000% 60700ATU8 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-06-05 2018-06-05 2018-06-05 N N N 0.0208 169005747.69 169005747.69 0.0049 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 2.150000% 60700ATX2 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-06-06 2018-06-06 2018-06-06 N N N 0.0209 106012169.86 106012169.86 0.0031 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.920000% 60700AVK7 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-05-03 2018-05-03 2018-05-03 N N N 0.0191 3000036.93 3000036.93 0.0001 N N N N MIZUHO BANK LTD (NEW YORK BRANCH) MIZUHO BANK LTD (NEW YORK BRANCH) 1.680000% 60700AVP6 RB0PEZSDGCO3JS6CEU02 Certificate of Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0173 33999700.80 33999700.80 0.0010 N N Y N NRW BANK NRW BANK 0.000000% 62939MD61 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-04-06 2018-04-06 2018-04-06 N N N 0.0178 19992497.80 19992497.80 0.0006 N N Y N NRW BANK NRW BANK 0.000000% 62939ME37 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-05-03 2018-05-03 2018-05-03 N N N 0.0186 118784812.30 118784812.30 0.0034 N N N N NRW BANK NRW BANK 0.000000% 62939ME94 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-05-09 2018-05-09 2018-05-09 N N N 0.0187 202568584.40 202568584.40 0.0058 N N N N NRW BANK NRW BANK 0.000000% 62939MEA1 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-05-10 2018-05-10 2018-05-10 N N N 0.0187 4989109.00 4989109.00 0.0001 N N N N NRW BANK NRW BANK 0.000000% 62939MG27 52990002O5KK6XOGJ020 Financial Company Commercial Paper Y 2018-07-02 2018-07-02 2018-07-02 N N N 0.0204 22379053.50 22379053.50 0.0006 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1E98 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-05-09 2018-05-09 2018-05-09 N N N 0.0208 113730207.60 113730207.60 0.0033 N N N N NATIONWIDE BUILDING SOCIETY NATIONWIDE BUILDING SOCIETY 0.000000% 6385E1F14 549300XFX12G42QIKN82 0000070696 Financial Company Commercial Paper Y 2018-06-01 2018-06-01 2018-06-01 N N N 0.0216 155400133.20 155400133.20 0.0045 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 1.810000% 63873NPU9 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-05-18 2018-05-18 2018-05-18 N N N 0.0189 109987779.00 109987779.00 0.0032 N N N N NATIXIS (NEW YORK BRANCH) NATIXIS (NEW YORK BRANCH) 2.200000% 63873NQQ7 KX1WK48MPD4Y2NCUIZ63 0001503859 Certificate of Deposit Y 2018-06-12 2018-06-12 2018-06-12 N N N 0.0210 19003855.29 19003855.29 0.0005 N N N N NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.000000% 63975VD31 JLP5FSPH9WPSHY3NIM24 Financial Company Commercial Paper Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0183 72981494.50 72981494.50 0.0021 N N Y N NEDERLANDSE WATERSCHAPSBANK NV NEDERLANDSE WATERSCHAPSBANK NV 0.000000% 63975VDG2 JLP5FSPH9WPSHY3NIM24 Financial Company Commercial Paper Y 2018-04-16 2018-04-16 2018-04-16 N N N 0.0195 91910254.00 91910254.00 0.0027 N N N N NEW YORK STATE HFA TAXABLE HOUSING RB (555 10TH AVE) SERIES 2016A 1.750000% 64987BKN7 5493000LS7KCDB02O506 US64987BKN72 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2049-11-01 Y LANDESBANK HESSEN THUERINGEN GIROZENTRALE 1.0000 7 N N N 0.0175 40000000.00 40000000.00 0.0012 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (625 W 57TH ST) SERIES 2016A 1.750000% 64987BML9 5493000LS7KCDB02O506 US64987BML98 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2049-05-01 Y BANK OF NEW YORK MELLON/THE 1.0000 7 N N N 0.0175 19000000.00 19000000.00 0.0005 N N Y N NEW YORK STATE HFA TAXABLE HOUSING RB (33 BOND ST) SERIES 2017A 1.750000% 64987BW61 5493000LS7KCDB02O506 US64987BW615 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2049-11-01 Y MANUFACTURERS AND TRADERS TRUST CO 1.0000 7 N N N 0.0175 55000000.00 55000000.00 0.0016 N N Y N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409SDC9 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2018-04-12 2018-04-12 2018-04-12 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0187 79941944.00 79941944.00 0.0023 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409SDW5 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2018-04-30 2018-04-30 2018-04-30 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0196 21961632.00 21961632.00 0.0006 N N N N NIEUW AMSTERDAM RECEIVABLES CORP NIEUW AMSTERDAM RECEIVABLES CORP 0.000000% 65409SGA0 54930052Z500U6IGFJ82 Asset Backed Commercial Paper Y 2018-07-10 2018-07-10 2018-07-10 N Y COOPERATIEVE RABOBANK UA 1.0000 N 0.0236 49663105.00 49663105.00 0.0014 N N N N NISSAN MOTOR ACCEPTANCE CORP NISSAN MOTOR ACCEPTANCE CORP 0.000000% 65475MD31 7D6DIU2QXTUJRFNNJA49 Non-Financial Company Commercial Paper Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0171 45989093.40 45989093.40 0.0013 N N Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.480000% 65590AMQ6 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0179 200955880.50 200955880.50 0.0058 N N N N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.910000% 65590ARK4 6SCPQ280AIY8EP3XFW53 0001002614 Certificate of Deposit Y 2018-07-24 2018-07-24 2018-07-24 N N N 0.0225 78911132.90 78911132.90 0.0023 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67983UFT5 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-06-27 2018-06-27 2018-06-27 N Y Royal Bank of Canada 1.0000 N 0.0234 60643912.50 60643912.50 0.0017 N N N N OLD LINE FUNDING LLC OLD LINE FUNDING LLC 0.000000% 67984XDU7 5493004QSN8OZAIU2J90 Asset Backed Commercial Paper Y 2018-06-07 2018-06-07 2018-06-07 N Y Royal Bank of Canada 1.0000 N 0.0214 89625150.00 89625150.00 0.0026 N N N N 1500 MISSION URBAN HOUSING LP TAXABLE M/F HOUSING REVENUE NOTES (1500 MISSION APTS) SERIES 2017A 1.798000% 68247TAA4 549300U31DEIOR73NJ85 US68247TAA43 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2052-12-01 Y Deutsche Bank AG 1.0000 7 N N N 0.0180 98000000.00 98000000.00 0.0028 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.710000% 69033L2X6 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0169 21000067.41 21000067.41 0.0006 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.720000% 69033L3B3 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-04-06 2018-04-06 2018-04-06 N N N 0.0175 2999996.67 2999996.67 0.0001 N N Y N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.784200% 69033LM48 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-04-03 2018-05-01 2018-05-01 N N N 0.0199 53999838.00 53999838.00 0.0016 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 2.026900% 69033LR50 5493007O3QFXCPOGWK22 US69033LR505 Certificate of Deposit Y 2018-04-30 2018-05-29 2018-05-29 N N N 0.0211 114984015.00 114984015.00 0.0033 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.720000% 69033LV55 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-04-12 2018-04-12 2018-04-12 N N N 0.0176 14999718.00 14999718.00 0.0004 N N N N OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) OVERSEA CHINESE BANKING CORPORATION LTD (NEW YORK BRANCH) 1.986400% 69033LY60 5493007O3QFXCPOGWK22 Certificate of Deposit Y 2018-04-16 2018-08-16 2018-08-16 N N N 0.0218 36983609.00 36983609.00 0.0011 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 0.000000% 69034BGW4 5493007O3QFXCPOGWK22 Financial Company Commercial Paper Y 2018-07-30 2018-07-30 2018-07-30 N N N 0.0228 61021124.10 61021124.10 0.0018 N N N N OVERSEA-CHINESE BANKING CORPORATION LTD OVERSEA-CHINESE BANKING CORPORATION LTD 2.070300% 69034CEZ7 5493007O3QFXCPOGWK22 US69034CEZ77 Financial Company Commercial Paper Y 2018-04-13 2018-09-13 2018-09-13 N N N 0.0223 126478874.50 126478874.50 0.0036 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KD24 Asset Backed Commercial Paper Y 2018-04-02 2018-04-02 2018-04-02 N Y BNP Paribas SA 1.0000 N 0.0169 51990229.20 51990229.20 0.0015 N Y Y N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KDG3 Asset Backed Commercial Paper Y 2018-04-16 2018-04-16 2018-04-16 N Y BNP Paribas SA 1.0000 N 0.0186 49953450.00 49953450.00 0.0014 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KDJ7 Asset Backed Commercial Paper Y 2018-04-18 2018-04-18 2018-04-18 N Y BNP Paribas SA 1.0000 N 0.0189 9989483.00 9989483.00 0.0003 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KE23 Asset Backed Commercial Paper Y 2018-05-02 2018-05-02 2018-05-02 N Y BNP Paribas SA 1.0000 N 0.0200 19962242.00 19962242.00 0.0006 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KEE7 Asset Backed Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N Y BNP Paribas SA 1.0000 N 0.0207 20944562.10 20944562.10 0.0006 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KEV9 Asset Backed Commercial Paper Y 2018-05-29 2018-05-29 2018-05-29 N Y BNP Paribas SA 1.0000 N 0.0210 18932489.20 18932489.20 0.0005 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KF55 Asset Backed Commercial Paper Y 2018-06-05 2018-06-05 2018-06-05 N Y BNP Paribas SA 1.0000 N 0.0218 25394947.65 25394947.65 0.0007 N N N N RIDGEFIELD FUNDING COMPANY LLC RIDGEFIELD FUNDING COMPANY LLC 0.000000% 76582KFK2 Asset Backed Commercial Paper Y 2018-06-19 2018-06-19 2018-06-19 N Y BNP Paribas SA 1.0000 N 0.0235 138256280.50 138256280.50 0.0040 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.909600% 78009N6K7 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-04-10 2018-07-10 2018-07-10 N N N 0.0209 31995168.00 31995168.00 0.0009 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 1.956400% 78009N6Q4 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-04-16 2018-07-16 2018-07-16 N N N 0.0211 13996822.00 13996822.00 0.0004 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.048200% 78009NS98 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-04-19 2018-04-19 2018-04-19 N N N 0.0177 36005832.36 36005832.36 0.0010 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.051500% 78009NT89 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-04-25 2018-05-25 2018-05-25 N N N 0.0191 171040015.71 171040015.71 0.0049 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.076900% 78009NV78 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-04-30 2018-06-28 2018-06-28 N N N 0.0204 180017641.80 180017641.80 0.0052 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.000000% 78012UAJ4 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-08-09 2018-08-09 2018-08-09 N N N 0.0234 16978751.70 16978751.70 0.0005 N N N N ROYAL BANK OF CANADA (NEW YORK BRANCH) ROYAL BANK OF CANADA (NEW YORK BRANCH) 2.175000% 78012UAW5 ES7IP3U3RHIGC71XBU11 Certificate of Deposit Y 2018-04-27 2018-11-27 2018-11-27 N N N 0.0227 121931558.00 121931558.00 0.0035 N N N N SAN FRANCISCO TAXABLE M/F HOUSING RB (1601 MARIPOSA APTS) SERIES 2017B 1.840000% 79765PDU4 549300RA28ZEFOB6M782 US79765PDU49 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2057-07-01 Y Bank of America NA 1.0000 7 N N N 0.0184 15000000.00 15000000.00 0.0004 N N Y N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MDS6 549300MYF6MOTU9T3G29 US82124MDS61 Asset Backed Commercial Paper Y 2018-04-26 2018-04-26 2018-04-26 N Y Barclays Bank Plc 1.0000 N 0.0192 49925530.00 49925530.00 0.0014 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MFC9 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-06-12 2018-06-12 2018-06-12 N Y Barclays Bank Plc 1.0000 N 0.0226 58722210.30 58722210.30 0.0017 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MFD7 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-06-13 2018-06-13 2018-06-13 N Y Barclays Bank Plc 1.0000 N 0.0227 118429228.40 118429228.40 0.0034 N N N N SHEFFIELD RECEIVABLES COMPANY LLC SHEFFIELD RECEIVABLES COMPANY LLC 0.000000% 82124MFE5 549300MYF6MOTU9T3G29 Asset Backed Commercial Paper Y 2018-06-14 2018-06-14 2018-06-14 N Y Barclays Bank Plc 1.0000 N 0.0228 58711897.10 58711897.10 0.0017 N N N N SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (NEW YORK BRANCH) 1.910000% 83050FH46 549300O01JBQJ46JL826 0000917311 Certificate of Deposit Y 2018-07-26 2018-07-26 2018-07-26 N N N 0.0224 114871188.50 114871188.50 0.0033 N N N N SOCIETE GENERALE SA SOCIETE GENERALE SA 0.000000% 83369CEX8 O2RNE8IBXP4R0TD8PU41 0001145665 Financial Company Commercial Paper Y 2018-05-31 2018-05-31 2018-05-31 N N N 0.0198 17937504.00 17937504.00 0.0005 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.939600% 86563Y4U4 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-11 2018-07-11 2018-07-11 N N N 0.0216 82977424.00 82977424.00 0.0024 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.018200% 86563Y5E9 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-17 2018-07-17 2018-07-17 N N N 0.0216 97975598.00 97975598.00 0.0028 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.018200% 86563Y5G4 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-19 2018-07-19 2018-07-19 N N N 0.0216 121968524.00 121968524.00 0.0035 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.081500% 86563Y5T6 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-24 2018-07-24 2018-07-24 N N N 0.0216 46988814.00 46988814.00 0.0014 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 2.081500% 86563Y5W9 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-25 2018-07-25 2018-07-25 N N N 0.0216 196952720.00 196952720.00 0.0057 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.866200% 86563YN90 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0171 28000616.28 28000616.28 0.0008 N N Y N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.886200% 86563YX40 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-04-03 2018-05-03 2018-05-03 N N N 0.0207 100997576.00 100997576.00 0.0029 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.765000% 86564E4T0 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-05-08 2018-05-08 2018-05-08 N N N 0.0191 55990496.80 55990496.80 0.0016 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 1.760000% 86564E4Y9 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-05-10 2018-05-10 2018-05-10 N N N 0.0192 55988990.40 55988990.40 0.0016 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.000000% 86564E6J0 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-05-21 2018-05-21 2018-05-21 N N N 0.0199 241003858.41 241003858.41 0.0070 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.300000% 86564E7E0 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0223 72011016.72 72011016.72 0.0021 N N N N SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) SUMITOMO MITSUI TRUST BANK LTD (NY BRANCH) 2.340000% 86564E7K6 5493006GGLR4BTEL8O61 Certificate of Deposit Y 2018-06-22 2018-06-22 2018-06-22 N N N 0.0223 259064467.69 259064467.69 0.0075 N N N N SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) SUMITOMO MITSUI BANKING CORP (NEW YORK BRANCH) 1.950000% 86565BAD3 5U0XI89JRFVHWIBS4F54 Certificate of Deposit Y 2018-05-17 2018-05-17 2018-05-17 N N N 0.0196 18999551.60 18999551.60 0.0005 N N N N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 1.826200% 86958JQT9 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0171 112002353.12 112002353.12 0.0032 N N Y N SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) SVENSKA HANDELSBANKEN AB (NEW YORK BRANCH) 2.091500% 86958JZJ1 NHBDILHZTYCNBV5UYZ31 0001448613 Certificate of Deposit Y 2018-04-26 2018-09-26 2018-09-26 N N N 0.0229 102900296.00 102900296.00 0.0030 N N N N SWEDBANK AB SWEDBANK AB 0.000000% 87019SGS7 M312WZV08Y7LYUC71685 0001367624 Financial Company Commercial Paper Y 2018-07-26 2018-07-26 2018-07-26 N N N 0.0213 128090459.70 128090459.70 0.0037 N N N N SWEDBANK AB (NEW YORK BRANCH) SWEDBANK AB (NEW YORK BRANCH) 1.680000% 87019VFA0 M312WZV08Y7LYUC71685 0001367624 Certificate of Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0169 460999170.20 460999170.20 0.0133 N N Y N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.550000% 89113XJD7 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-04-30 2018-04-30 2018-04-30 N N N 0.0176 79984496.00 79984496.00 0.0023 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.950000% 89113XVU5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-08-01 2018-08-01 2018-08-01 N N N 0.0225 16981852.50 16981852.50 0.0005 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.870500% 89113XWP5 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-04-06 2018-08-06 2018-08-06 N N N 0.0217 47979504.00 47979504.00 0.0014 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 1.870000% 89113XXG4 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-05-18 2018-05-18 2018-05-18 N N N 0.0186 53000561.80 53000561.80 0.0015 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.000000% 89113XXR0 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-06-18 2018-06-18 2018-06-18 N N N 0.0213 211938371.60 211938371.60 0.0061 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.190000% 89113XZG2 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-06-19 2018-06-19 2018-06-19 N N N 0.0214 209524827.85 209524827.85 0.0060 N N N N TORONTO-DOMINION BANK (NEW YORK BRANCH) TORONTO-DOMINION BANK (NEW YORK BRANCH) 2.059600% 89113XZT4 PT3QB789TSUIDF371261 Certificate of Deposit Y 2018-04-12 2018-09-12 2018-09-12 N N N 0.0222 212971458.00 212971458.00 0.0061 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 0.000000% 89119BFE1 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-06-14 2018-06-14 2018-06-14 N N N 0.0209 1493310.60 1493310.60 0.0000 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.041500% 89120DCX5 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-04-25 2018-07-25 2018-07-25 N N N 0.0215 6497946.00 6497946.00 0.0002 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.047000% 89120DDC0 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-04-30 2018-07-30 2018-07-30 N N N 0.0216 35986788.00 35986788.00 0.0010 N N N N TORONTO-DOMINION BANK/THE TORONTO-DOMINION BANK/THE 2.081300% 89120DDM8 PT3QB789TSUIDF371261 Financial Company Commercial Paper Y 2018-04-23 2018-08-23 2018-08-23 N N N 0.0219 95962656.00 95962656.00 0.0028 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153QD31 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2018-04-03 2018-04-03 2018-04-03 N Y Total SA 1.0000 N 0.0175 250938931.70 250938931.70 0.0072 N N Y N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153QDH0 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2018-04-17 2018-04-17 2018-04-17 N Y Total SA 1.0000 N 0.0188 223278466.80 223278466.80 0.0064 N N N N TOTAL CAPITAL CANADA LTD TOTAL CAPITAL CANADA LTD 0.000000% 89153QDQ0 5299005IX98ZZ9LSGK46 Non-Financial Company Commercial Paper Y 2018-04-24 2018-04-24 2018-04-24 N Y Total SA 1.0000 N 0.0196 41940637.20 41940637.20 0.0012 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DE75 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2018-05-07 2018-05-07 2018-05-07 N N N 0.0187 45906813.20 45906813.20 0.0013 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DE91 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2018-05-09 2018-05-09 2018-05-09 N N N 0.0188 49892945.00 49892945.00 0.0014 N N N N TOYOTA CREDIT CANADA INC TOYOTA CREDIT CANADA INC 0.000000% 89232DEE0 HJZQGXYTVV2NWJZLPW74 Non-Financial Company Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N N N 0.0191 49878290.00 49878290.00 0.0014 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HD27 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0163 130976236.60 130976236.60 0.0038 N Y Y N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HF66 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-06-06 2018-06-06 2018-06-06 N N N 0.0206 171320221.60 171320221.60 0.0049 N N N N TOYOTA MOTOR CREDIT CORP TOYOTA MOTOR CREDIT CORP 0.000000% 89233HF74 Z2VZBHUMB7PWWJ63I008 Non-Financial Company Commercial Paper Y 2018-06-07 2018-06-07 2018-06-07 N N N 0.0207 149395665.00 149395665.00 0.0043 N N N N UBS AG (STAMFORD BRANCH) UBS AG (STAMFORD BRANCH) 2.090700% 90275DGR5 BFM8T61CT2L1QCEMIK50 Certificate of Deposit Y 2018-04-23 2018-05-21 2018-05-21 N N N 0.0189 64020736.64 64020736.64 0.0018 N N N N US BANK NA US BANK NA 2.055000% 90333VWN6 6BYL5QZYBDK8S7L73M02 Certificate of Deposit Y 2018-04-27 2018-08-27 2018-08-27 N N N 0.0218 183908368.00 183908368.00 0.0053 N N N N US BANK NA US BANK NA 2.160000% 90333VWP1 6BYL5QZYBDK8S7L73M02 Certificate of Deposit Y 2018-08-27 2018-08-27 2018-08-27 N N N 0.0223 14995378.50 14995378.50 0.0004 N N N N US BANK NA US BANK NA 2.160000% 90333VWQ9 6BYL5QZYBDK8S7L73M02 Certificate of Deposit Y 2018-09-04 2018-09-04 2018-09-04 N N N 0.0227 137931151.80 137931151.80 0.0040 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QE47 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2018-05-04 2018-05-04 2018-05-04 N N N 0.0203 101793246.00 101793246.00 0.0029 N N N N UNITED OVERSEAS BANK LTD UNITED OVERSEAS BANK LTD 0.000000% 91127QE88 IO66REGK3RCBAMA8HR66 Financial Company Commercial Paper Y 2018-05-08 2018-05-08 2018-05-08 N N N 0.0203 90794949.70 90794949.70 0.0026 N N N N UNIVERSITY HOSPITAL HEALTH SYSTEMS HOSPITAL RB SERIES 2013C 1.750000% 914293AA3 P35YK5QO6QSHOB2Y1B40 US914293AA30 Variable Rate Demand Note Y 2018-04-05 2018-04-05 2050-01-15 Y Barclays Bank PLC 1.0000 7 N N N 0.0175 38000000.00 38000000.00 0.0011 N N Y N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MEE5 Asset Backed Commercial Paper Y 2018-05-14 2018-05-14 2018-05-14 N Y Natixis SA 1.0000 N 0.0205 9973831.00 9973831.00 0.0003 N N N N VERSAILLES COMMERCIAL PAPER LLC VERSAILLES COMMERCIAL PAPER LLC 0.000000% 92512MG29 Asset Backed Commercial Paper Y 2018-07-02 2018-07-02 2018-07-02 N Y Natixis SA 1.0000 N 0.0239 42728347.50 42728347.50 0.0012 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LE89 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-05-08 2018-05-08 2018-05-08 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0197 29934267.00 29934267.00 0.0009 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LEF3 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-05-15 2018-05-15 2018-05-15 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0199 33911532.00 33911532.00 0.0010 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LF70 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-06-07 2018-06-07 2018-06-07 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0216 18920125.90 18920125.90 0.0005 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LF88 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-06-08 2018-06-08 2018-06-08 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0217 85631438.40 85631438.40 0.0025 N N N N VICTORY RECEIVABLES CORP VICTORY RECEIVABLES CORP 0.000000% 92646LFC9 549300D0F37QF0LP7F94 Asset Backed Commercial Paper Y 2018-06-12 2018-06-12 2018-06-12 N Y BANK OF TOKYO-MITSUBISHI UFJ LTD 1.0000 N 0.0222 90579125.00 90579125.00 0.0026 N N N N WALMART INC WALMART INC 0.000000% 93114FD35 Y87794H0US1R65VBXU25 Non-Financial Company Commercial Paper Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0176 99975560.00 99975560.00 0.0029 N N Y N WALMART INC WALMART INC 0.000000% 93114FD92 Y87794H0US1R65VBXU25 Non-Financial Company Commercial Paper Y 2018-04-09 2018-04-09 2018-04-09 N N N 0.0181 5996691.00 5996691.00 0.0002 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 2.091500% 0000008565 931UGD003 Certificate of Deposit Y 2018-04-24 2018-04-24 2018-04-24 N N N 0.0182 62012152.00 62012152.00 0.0018 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.735000% MAES062Z21O4RZ2U7M96 0001142175 932FNU009 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0180 79995864.00 79995864.00 0.0023 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 1.820000% MAES062Z21O4RZ2U7M96 0001142175 932FZJ001 Certificate of Deposit Y 2018-05-08 2018-05-08 2018-05-08 N N N 0.0186 84995588.50 84995588.50 0.0025 N N N N COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) COMMONWEALTH BANK OF AUSTRALIA (LONDON BRANCH) 1.905000% 0000008565 932PFH005 Certificate of Deposit Y 2018-04-16 2018-06-14 2018-06-14 N N N 0.0270 79864254.40 79864254.40 0.0023 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.900300% 94989RKL1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-04-27 2018-05-29 2018-05-29 N N N 0.0192 142062765.42 142062765.42 0.0041 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.992100% 94989RNV6 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0177 11001463.11 11001463.11 0.0003 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.861700% 94989RQD3 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-04-09 2018-06-07 2018-06-07 N N N 0.0196 123014146.23 123014146.23 0.0035 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.015000% 94989RTJ7 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-04-27 2018-05-29 2018-05-29 N N N 0.0192 18002862.18 18002862.18 0.0005 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.076900% 94989RTW8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-04-30 2018-08-30 2018-08-30 N N N 0.0230 230790021.00 230790021.00 0.0067 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 1.940000% 94989RYA0 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-07-25 2018-07-25 2018-07-25 N N N 0.0231 9987582.00 9987582.00 0.0003 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.000000% 94989RYJ1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-08-02 2018-08-02 2018-08-02 N N N 0.0233 18978068.30 18978068.30 0.0005 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.050000% 94989RYY8 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-09-05 2018-09-05 2018-09-05 N N N 0.0239 113827005.00 113827005.00 0.0033 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.020000% 94989RZE1 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-08-09 2018-08-09 2018-08-09 N N N 0.0234 49940745.00 49940745.00 0.0014 N N N N WELLS FARGO BANK NA WELLS FARGO BANK NA 2.093800% 94989RZQ4 KB1H1DSPRFMYMCUFXT09 0000827124 Certificate of Deposit Y 2018-04-23 2018-09-05 2018-09-05 N N N 0.0230 189843440.00 189843440.00 0.0055 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 2.052100% 96121T3K2 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2018-04-20 2018-04-20 2018-04-20 N N N 0.0177 95016150.95 95016150.95 0.0027 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 1.784200% 96121T4Y1 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2018-04-03 2018-06-01 2018-06-01 N N N 0.0194 101011515.01 101011515.01 0.0029 N N N N WESTPAC BANKING CORP (NEW YORK BRANCH) WESTPAC BANKING CORP (NEW YORK BRANCH) 2.036900% 96121T5Q7 EN5TNI6CI43VEPAMHL14 Certificate of Deposit Y 2018-04-30 2018-06-29 2018-06-29 N N N 0.0205 201996366.02 201996366.02 0.0058 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 1.988200% 9612C4WP2 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2018-04-17 2018-08-17 2018-08-17 N N N 0.0219 20489360.50 20489360.50 0.0006 N N N N WESTPAC BANKING CORP WESTPAC BANKING CORP 2.016900% 9612C4WT4 EN5TNI6CI43VEPAMHL14 Financial Company Commercial Paper Y 2018-04-30 2018-05-29 2018-05-29 N N N 0.0192 101088275.01 101088275.01 0.0029 N N N N ING BANK NV (AMSTERDAM BRANCH) ING BANK NV (AMSTERDAM BRANCH) 1.540000% 3TK20IVIUJ8J3ZU0QE75 0000319432 964GAF005 Certificate of Deposit Y 2018-04-23 2018-04-23 2018-04-23 N N N 0.0177 87985224.80 87985224.80 0.0025 N N N N DANSKE BANK A/S (LONDON BRANCH) DANSKE BANK A/S (LONDON BRANCH) 2.150000% MAES062Z21O4RZ2U7M96 0001142175 964SLX008 Certificate of Deposit Y 2018-06-04 2018-06-04 2018-06-04 N N N 0.0205 157029476.75 157029476.75 0.0045 N N N N DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) DZ BANK AG DEUTSCHE ZENTRAL GENOSSENSCHAFTSBANK (LONDON BRANCH) 2.130000% 529900HNOAA1KXQJUQ27 0001074042 964SRM006 Certificate of Deposit Y 2018-06-04 2018-06-04 2018-06-04 N N N 0.0214 40999514.97 40999514.97 0.0012 N N N N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 2.250000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FS2E4_2.25_0710 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N NXT CAPITAL CLO LLC 2017-1 D 20290420 FLT 549300YAYHVI0LX76040 2029-04-20 5.844700 2000000.00 2037344.68 Asset-Backed Securities MONROE CAP MML CLO VI LTD MONROE CAP MML CLO V 2030-04-15 3.874500 5000000.00 5134575.00 Asset-Backed Securities MONROE CAP MML CLO VI LTD MONROE CAP MML CLO V 2030-04-15 4.374500 8500000.00 8733129.50 Asset-Backed Securities CERBERUS LN FDG XVI LP CERBERUS CO ISSUER 2027-11-17 7.071520 1148000.00 1178662.47 Asset-Backed Securities AMER CR ACCEPT RECV TR 2016-1 C 20220613 5.5 2022-06-13 5.550000 3000000.00 3080000.50 Asset-Backed Securities FLAGSHIP CR AUTO TR 2015-3 C 20220315 4.6 2022-03-15 4.650000 4000000.00 4085269.33 Asset-Backed Securities CENTERPOINT ENGY RES BD 2009-1 A-3 20230815 4.2 2023-08-15 4.243000 10000.00 10404.75 Asset-Backed Securities AMER HOMES 4 RENT TR 2014-SFR2 D 20361017 5.1 2036-10-17 5.149000 270000.00 289164.96 Asset-Backed Securities CATHEDRAL LAKE III RISK RETENTION LLC 2029-07-18 4.103330 1200000.00 1225639.99 Asset-Backed Securities CROWN CASTLE TOWERS 2010-4-5-6 C-2020 20400815 4.8 2040-08-15 4.883000 100000.00 103703.99 Asset-Backed Securities AMER HOMES 4 RENT TR 2015-SFR2 D 20521018 5.0 2052-10-18 5.036000 150000.00 160288.00 Asset-Backed Securities SIERRA AUTO RECV SEC TR 2016-1 B 20220118 6.8 2022-01-18 6.840000 11400000.00 11782675.20 Asset-Backed Securities WESTLAKE AUTO RECV TR 2016-2 E 20230515 6.4 2023-05-15 6.410000 14270000.00 14792136.13 Asset-Backed Securities ANCHORAGE CAP CLO 3-R 2018-3-R B 20310128 FLT 2031-01-28 3.260310 5000000.00 5028566.43 Asset-Backed Securities DRIVE AUTO REC TR 2015-D D 20230117 4.5 2023-01-17 4.590000 525000.00 537136.95 Asset-Backed Securities PROGRESS RESI TR 2015-SFR3 D 20321115 4.6 2032-11-15 4.673000 950000.00 972874.76 Asset-Backed Securities FORTRESS CREDIT BSL V 2018-5 C 20300711 FLT 254900OX5KD9FPXUUO88 2030-07-11 4.515190 5000000.00 5190220.00 Asset-Backed Securities B2R MTG TRUST 2015-2 D 20481118 FLT 549300JNS8TBD8XLZ117 2048-11-18 5.456930 5000000.00 5347305.70 Asset-Backed Securities AMER CR ACCEPT RECV TR 2016-2 C 20220512 6.0 2022-05-12 6.090000 5000000.00 5172144.17 Asset-Backed Securities ZAIS CLO 5 LTD 2016-5 C 20281016 FLT 5493001XJXUE8BZ0Q137 2028-10-16 6.221520 5150000.00 5260034.17 Asset-Backed Securities CIFC FUNDING LTD 2013-IIR A-3L-R 20301018 FLT 2030-10-18 3.684080 3000000.00 3056537.47 Asset-Backed Securities EXETER AUTO RECV TR 2016-1 C 20211015 5.5 2021-10-15 5.520000 3000000.00 3090146.00 Asset-Backed Securities EXETER AUTO RECV TR 2015-3 C 20210816 4.8 2021-08-16 4.830000 4050000.00 4131685.80 Asset-Backed Securities TOWD POINT MTG TR 2015-2 2M2 20571125 FLT 2057-11-25 4.317710 10954000.00 11621205.36 Asset-Backed Securities BARINGS CLO LTD 2017-I D 20290718 FLT 2029-07-18 5.334080 1500000.00 1536809.99 Asset-Backed Securities TOWD PT MTG TR 2016-3 M2 20560425 FLT 2056-04-25 4.000000 1968377.00 2004767.26 Asset-Backed Securities LCM XIII LTD PARTNER 2013-13R D-R 20270719 FLT 549300WD241FFLNM0E69 2027-07-19 5.789180 2000000.00 2061813.48 Asset-Backed Securities COOPERATIEVE CNT RAIFFEISEN NY FR 1.375%080919 DG3RU1DBUFHT4ZF9WN62 2019-08-09 1.375000 525000.00 515371.35 Corporate Debt Securities CREDIT SUISSE NEW YORK BRANCH FR 3%102921 ANGGYXNX0JLX3X63JN86 2021-10-29 3.000000 372000.00 372472.44 Corporate Debt Securities NATIONAL AUSTRALIA BK N Y BRH FR 2.625%011421 F8SB4JFBSYQFRQEH3Z21 2021-01-14 2.625000 390000.00 386918.51 Corporate Debt Securities US BANK ASSN CINCINNATI OH MTN SR GLBL NT2.8%25 6BYL5QZYBDK8S7L73M02 2025-01-27 2.800000 844000.00 810182.80 Corporate Debt Securities LEHMAN BRTH HLD RICI 2038-05-11 7.500000 4750000.00 96448.75 Corporate Debt Securities BANK OF NOVA SCOTIA SR IDX ZRO LKD19 L3I9ZG2KFGXZ61BMYR72 2019-07-05 0.00 219000.00 218518.20 Corporate Debt Securities OVERSEAS PRIVATE INV CORP SR ZERO 25 549300IDY55XMYWXSD28 2025-06-21 0.00 450000.00 453834.90 Corporate Debt Securities FIRST CHURCH NAZARENE SEC PROM VAR 28 2028-09-01 1.870000 260000.00 260372.45 Corporate Debt Securities CK HUTCHISON INTL 17 II LTD REGS NT 3.25%27 254900F7C0PB6TKONV55 2027-09-29 3.250000 1442380.00 1361332.67 Corporate Debt Securities MEXICO CITY ARPT TR SR SEC GLBL 47 2047-07-31 5.500000 312000.00 285124.67 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2017 SR REGS NT 4%47 5493001IPW8ZGQ181Z16 2047-09-13 4.000000 360000.00 332905.60 Corporate Debt Securities BANK OF NOVA SCOTIA SR IDX ZRO LKD20 L3I9ZG2KFGXZ61BMYR72 2020-07-06 0.00 75000.00 72652.50 Corporate Debt Securities EMPRESA NACIONAL DEL PETROLEO GLBL REGS NT 47 549300YP3P0JZBLIV197 2047-09-14 4.500000 75000.00 70003.12 Corporate Debt Securities OVERSEAS PRIVATE INV CORP 999-2012-206 25 549300IDY55XMYWXSD28 2025-06-21 0.00 77000.00 77656.19 Corporate Debt Securities SINOPEC GRP OVERSEAS DEV 2017 SR REGS NT 27 5493001IPW8ZGQ181Z16 2027-09-13 3.250000 80000.00 75129.16 Corporate Debt Securities CAMPUS RESH CORP PROM NT VAR 23 2023-06-01 1.930000 653000.00 653945.22 Corporate Debt Securities OVERSEAS PRIVATE INV CORP -5232014034 FL33 549300IDY55XMYWXSD28 2033-12-15 1.810000 1413000.00 1338681.49 Corporate Debt Securities BANK OF NOVA SCOTIA SR IDX ZRO LKD21 L3I9ZG2KFGXZ61BMYR72 2021-04-05 0.00 20000.00 20026.00 Corporate Debt Securities MASONITE INTL CORP SR REGS NT 23 549300H0H07ZFT4JYM32 2023-03-15 5.625000 60000.00 61856.25 Corporate Debt Securities BANK OF NOVA SCOTIA SR IDX ZRO LKD21 L3I9ZG2KFGXZ61BMYR72 2021-12-06 0.00 69000.00 70476.60 Corporate Debt Securities LAUREN CO LLC TAX DEM -2003 33 2033-07-01 1.930000 1215000.00 1216823.85 Corporate Debt Securities B & D ASSOCS / EYE ASSOCS BOCA TAX DEM FLT 30 2030-04-01 1.930000 1490000.00 1492156.77 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 2.4%101819 AD6GFRVSDT01YPT1CS68 2019-10-18 2.400000 9266000.00 9309395.77 Corporate Debt Securities EDUCATIONAL MGMT COR TAXDEM-03 VAR23 2023-04-01 1.930000 165000.00 165238.84 Corporate Debt Securities BNP PARIBAS FR 4.625%031327 R0MUWSFPU8MPRO8K5P83 2027-03-13 4.625000 650000.00 658798.11 Corporate Debt Securities MORGAN STANLEY FR 5.625%092319 IGJSJL3JD5P30I6NJZ34 2019-09-23 5.625000 652000.00 677172.09 Corporate Debt Securities SINOPEC GROUP OVERSEAS DEV 201 SR GLBL REGS 26 2026-09-29 2.750000 93000.00 84351.93 Corporate Debt Securities LLOYDS BKG GROUP PLC SUB GLBL NT 48 549300PPXHEU2JF0AM85 2048-01-09 4.344000 100000.00 92790.33 Corporate Debt Securities BOART LONGYEAR MGMT PTY LTD SUB PIK NT1.5%22 2022-12-31 1.500000 3.00 1.48 Corporate Debt Securities BANK OF NOVA SCOTIA SR EQTY LKD 19 L3I9ZG2KFGXZ61BMYR72 2019-04-05 0.00 10000.00 11688.00 Corporate Debt Securities CORPORATE FIN MANAGERS INC -B VAR NT 43 2043-02-02 1.880000 745000.00 746089.36 Corporate Debt Securities MARTIN JAMES A & DONNA F TAXBLE BD VAR 20 2020-07-01 1.930000 230000.00 230303.48 Corporate Debt Securities RISE INC TAX DEM VAR 22 2022-11-01 1.930000 640000.00 640926.40 Corporate Debt Securities AMER HONDA FIN CORP MTN BE144A FR 3.875%092120 B6Q2VFHD1797Q7NZ3E43 2020-09-21 3.875000 490000.00 501177.44 Corporate Debt Securities NORDEA BK AB MTN 144A SR NT 4.875%21 6SCPQ280AIY8EP3XFW53 2021-01-14 4.875000 250000.00 263631.56 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 4.5%031646 ZP5ILWVSYE4LJGMMVD57 2046-03-16 4.500000 297000.00 311103.05 Corporate Debt Securities CHINA CINDA FIN 2015 I LTD FR 3.125%042320 2020-04-23 3.125000 400000.00 401356.67 Corporate Debt Securities TOYOTA MTR CRD CORP MTN BE FR 4.25%011121 Z2VZBHUMB7PWWJ63I008 2021-01-11 4.250000 1207000.00 1259333.51 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 3.625%012223 784F5XWPLTWKTBV3E584 2023-01-22 3.625000 2462000.00 2483657.05 Corporate Debt Securities BERKSHIRE HATHAWAY FIN CORP FR 4.4%051542 2042-05-15 4.400000 11409000.00 12214678.24 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP VR 010917-011122 Z2VZBHUMB7PWWJ63I008 2022-01-11 2.394570 21456000.00 21847963.25 Corporate Debt Securities BAIDU INC SR GLBL NT 28 254900AL64IANZYI1E02 2028-03-29 4.375000 1500000.00 1501560.00 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 3.375%011022 969500TJ5KRTCJQWXH05 2022-01-10 3.375000 11252000.00 11236880.12 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 2.7%110122 AD6GFRVSDT01YPT1CS68 2022-11-01 2.700000 576000.00 563466.24 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 2.6%072120 AD6GFRVSDT01YPT1CS68 2020-07-21 2.600000 595000.00 593060.96 Corporate Debt Securities US BANK ASSN CINCINNATI OH MTN FR 2%012420 6BYL5QZYBDK8S7L73M02 2020-01-24 2.000000 670000.00 663052.84 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 2.25%070219 AD6GFRVSDT01YPT1CS68 2019-07-02 2.250000 677000.00 676429.63 Corporate Debt Securities SVENSKA HANDELSBANKEN AB FR 2.45%033021 NHBDILHZTYCNBV5UYZ31 2021-03-30 2.450000 680000.00 675819.32 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 1.95%030419 AD6GFRVSDT01YPT1CS68 2019-03-04 1.950000 336000.00 334432.28 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA FR 2.25%031319 MSFSBD3QN1GSN7Q6C537 2019-03-13 2.250000 350000.00 348841.50 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA FR 2.4%110220 MSFSBD3QN1GSN7Q6C537 2020-11-02 2.400000 415000.00 411534.75 Corporate Debt Securities US BANK ASSN CINCINNATI OH MTN VR 042616-042619 6BYL5QZYBDK8S7L73M02 2019-04-26 2.162460 470000.00 472981.82 Corporate Debt Securities ICBC LTD NEW YORK BRANCH FR 2.452%102021 5493002ERZU2K9PZDL40 2021-10-20 2.452000 250000.00 244674.92 Corporate Debt Securities CITIZENS BANK N A FR 2.5%031419 DRMSV1Q0EKMEXLAU1P80 2019-03-14 2.500000 250000.00 249370.42 Corporate Debt Securities KEYBANK NATIONAL ASSOCIATION FR 2.5%112221 HUX2X73FUCYHUVH1BK78 2021-11-22 2.500000 251000.00 247162.07 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG FR 2%111618 JHE42UYNWWTJB8YTTU19 2018-11-16 2.000000 300000.00 301136.67 Corporate Debt Securities MASSMUTUAL GLBL FDG II MTN144A SR SEC GLBL 19 549300K1IE3K7YU6VG29 2019-04-09 2.350000 468000.00 471798.86 Corporate Debt Securities PNC BK N A PITTSBURGH PA FR 2.55%120921 AD6GFRVSDT01YPT1CS68 2021-12-09 2.550000 1113000.00 1094548.31 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG FR 1.6%071519 JHE42UYNWWTJB8YTTU19 2019-07-15 1.600000 1833000.00 1811533.53 Corporate Debt Securities CITIZENS BANK N A FR 2.25%030220 DRMSV1Q0EKMEXLAU1P80 2020-03-02 2.250000 3875000.00 3814927.81 Corporate Debt Securities BNZ INTL FDG LTD FR 2.4%022120 549300HVMZ89HDMELW08 2020-02-21 2.400000 5000000.00 4953616.67 Corporate Debt Securities REGIONS BK BIRMINGHAM ALA SUB NT 7.5%18 EQTWLK1G7ODGC2MGLV11 2018-05-15 7.500000 5023000.00 5191756.04 Corporate Debt Securities CITIZENS BANK N A FR 2.3%120318 DRMSV1Q0EKMEXLAU1P80 2018-12-03 2.300000 6485000.00 6510622.96 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG FR 2.7%111620 JHE42UYNWWTJB8YTTU19 2020-11-16 2.700000 756000.00 755338.50 Corporate Debt Securities SVENSKA HANDELSBANKEN AB FR 2.25%061719 NHBDILHZTYCNBV5UYZ31 2019-06-17 2.250000 780000.00 780105.30 Corporate Debt Securities ICBC LTD NEW YORK BRANCH FR 2.635%052621 5493002ERZU2K9PZDL40 2021-05-26 2.635000 989000.00 975671.16 Corporate Debt Securities BB&T CO GLOBAL BK MTN FR 1.45%051019 JJKC32MCHWDI71265Z06 2019-05-10 1.450000 1039000.00 1029606.00 Corporate Debt Securities US BANK ASSN CINCINNATI OH MTN FR 2.125%102819 6BYL5QZYBDK8S7L73M02 2019-10-28 2.125000 1071000.00 1069728.93 Corporate Debt Securities SVENSKA HANDELSBANKEN AB FR 1.875%090721 NHBDILHZTYCNBV5UYZ31 2021-09-07 1.875000 319000.00 305166.83 Corporate Debt Securities UNION BK CALIF N A MEDIUM TERM SR NT 2.25%19 OX3PU53ZLPQKJ4700D47 2019-05-06 2.250000 323000.00 323638.73 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.75%012219 VBHFXSYT7OG62HNT8T76 2019-01-22 2.750000 1652000.00 1660636.75 Corporate Debt Securities OVERSEA-CHINESE BKG CORP LTD FR 4.25%061924 5493007O3QFXCPOGWK22 2024-06-19 4.250000 2010000.00 2060462.17 Corporate Debt Securities NORDEA BK AB MTN 144A FR 1.625%093019 6SCPQ280AIY8EP3XFW53 2019-09-30 1.625000 2098000.00 2082978.03 Corporate Debt Securities NORDEA BK AB MTN 144A VR 052716-052721 6SCPQ280AIY8EP3XFW53 2021-05-27 2.946250 9000000.00 9168543.44 Corporate Debt Securities BOC AVIATION PTE LTD FR 3.875%042726 254900H06V5RMEB3KE72 2026-04-27 3.875000 9764000.00 9643132.54 Corporate Debt Securities AUSTRALIA & NEW ZEALA BKG FR 2.05%092319 JHE42UYNWWTJB8YTTU19 2019-09-23 2.050000 250000.00 247000.42 Corporate Debt Securities BPCE GBL NT 144A FR 5.7%102223 9695005MSX1OYEMGDF46 2023-10-22 5.700000 438000.00 479841.41 Corporate Debt Securities NORDEA BK AB MTN 144A VR 091715-091718 6SCPQ280AIY8EP3XFW53 2018-09-17 3.017500 560000.00 562308.33 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 4.5%031646 ZP5ILWVSYE4LJGMMVD57 2046-03-16 4.500000 640000.00 670390.40 Corporate Debt Securities KOREA GAS CORP GLBL MTN REG S SR GLBL REGS 24 988400TFZILHBD5M3R71 2024-02-12 3.875000 645000.00 655145.22 Corporate Debt Securities AIA GROUP LTD HONG KONG FR 4.875%031144 ZP5ILWVSYE4LJGMMVD57 2044-03-11 4.875000 988000.00 1100728.33 Corporate Debt Securities MORGAN STANLEY FR 5.75%012521 IGJSJL3JD5P30I6NJZ34 2021-01-25 5.750000 1782000.00 1916562.78 Corporate Debt Securities AIR LIQUIDE FIN S A SR GLBL REGS 26 549300YGXL5Z3R14K812 2026-09-27 2.500000 2125000.00 1962307.64 Corporate Debt Securities MEXICO CITY ARPT TR SR SEC GLBL 28 2028-04-30 3.875000 480000.00 446274.33 Corporate Debt Securities Y 2018-07-02 2018-07-02 2018-07-10 Y WELLS FARGO SECURITIES LLC 1.0000 95 N N N 0.0242 214893618.00 214893618.00 0.0062 N N N Y WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 2.310000% VYVVCKR63DVZZN70PB21 0000827124 ARP0FZ265_2.31_0801 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CIFC FDG 2013 I LTD 2025-04-16 0.00 1000000.00 496162.00 Asset-Backed Securities NORTHWOODS CAP XI LTD 2014-11 SUB B 20250415 FLT 2025-04-15 0.00 1000000.00 555000.00 Asset-Backed Securities VOLT LVIII LLC 2017-NPL5 A-1 20470528 FLT 2047-05-28 3.375000 1440000.00 652983.66 Asset-Backed Securities BYVW OPP MST FD IIIA 2017-RN7 A1 20320928 FLT 2032-09-28 3.104800 1480000.00 690147.56 Asset-Backed Securities VOLT XXV LLC 2015-NPL8 A-1 20450626 FLT 2045-06-26 3.500000 1510373.00 610397.80 Asset-Backed Securities TELOS CLO LTD 2013-3 SUB NT 20240117 FLT 2024-01-17 0.00 1693000.00 956545.00 Asset-Backed Securities GCAT LLC 2017-4 A-1 20220525 FLT 2022-05-25 3.228200 5221000.00 2164485.66 Asset-Backed Securities ACAS CLO LTD 2014-2 SUB NT 20270115 FLT 2027-01-15 0.00 6149999.00 3843749.38 Asset-Backed Securities CIFC FUNDING LTD 2012-III SUB NT 20250129 FLT 2025-01-29 0.00 2740000.00 1403734.88 Asset-Backed Securities CIFC FUNDING LTD 2014-III INC NT 20260722 FLT 2026-07-22 0.00 3000000.00 1295319.00 Asset-Backed Securities LCM XV LTD 2014-15 INC 20240826 FLT 549300HV40B88JRNJD93 2024-08-26 0.00 3375000.00 2008125.00 Asset-Backed Securities AMMC CLO XII LTD 2013-12 SUB 20250510 FLT 2025-05-10 0.00 3650000.00 1843250.00 Asset-Backed Securities AVERY PT III INV LTD 2025-01-18 0.00 2000000.00 950000.00 Asset-Backed Securities NORTHWOODS CAP XI LTD 2014-11 SUB A 20250415 FLT 2025-04-15 0.00 2000000.00 1110000.00 Asset-Backed Securities DUANE STR CLO IV 2007-4 SUB NT 20211114 FLT 2021-11-14 0.00 2000000.00 1177484.00 Asset-Backed Securities VENTURE VII CDO LTD 2006-7 INCOME 20220120 0.0 2022-01-20 0.00 2250000.00 1046250.00 Asset-Backed Securities YORK CLO 2 LTD 5493009C48K5WG4EX118 2027-10-22 0.00 5000000.00 2973470.00 Asset-Backed Securities VENTURE XIX CLO LTD 2015-19 SUB NT 20270115 FLT 549300KIDQKDB48YU144 2027-01-15 0.00 7000000.00 3955000.00 Asset-Backed Securities OCEAN TRAILS CLO IV 549300TXL5AHG4X9CX68 2025-08-13 0.00 8000000.00 4920000.00 Asset-Backed Securities VENTURE XII CLO LTD 2013-12 SUB 20240228 FLT 549300C7PSULF5Z6ZE61 2024-02-28 0.00 8500000.00 6077500.00 Asset-Backed Securities ACCESS BANK PLC SUB ZERO 26 5493004PDQETMPM6YK04 2026-07-16 0.00 5000000.00 2675000.00 Asset-Backed Securities AJAX MTG LN TR 2017-A A 20570425 FLT 2057-04-25 3.470000 120000.00 104439.43 Asset-Backed Securities VENTURE XIX CLO LTD 2015-19 SUBFEE 20270115 FLT 549300KIDQKDB48YU144 2027-01-15 0.100000 273170.00 228152.34 Asset-Backed Securities TOWD PT MTG TR 2016-5 B3 20561025 FLT 2056-10-25 3.606290 733000.00 655771.63 Asset-Backed Securities TOWD PT MTG TR 2016-5 B4 20561025 FLT 2056-10-25 3.606290 1059000.00 881152.28 Asset-Backed Securities SHACKLETON CLO LTD 2017-X SUB 20290420 FLT 549300IM8C0HSUTXDD32 2029-04-20 0.00 5000000.00 4275000.00 Asset-Backed Securities ICG US CLO 2014 3 LTD 2027-01-25 0.00 2500000.00 1912500.00 Asset-Backed Securities VENTURE XXV CLO LTD 2029-04-20 0.00 4000000.00 3620000.00 Asset-Backed Securities TOWD PT MTG TR 2016-3 B4 20560425 FLT 2056-04-25 4.159500 2145000.00 1831319.85 Asset-Backed Securities TOWD PT MTG TR 2016-3 B3 20560425 FLT 2056-04-25 4.159500 2145000.00 2013172.95 Asset-Backed Securities TOWD PT MTG TR 2016-5 B5 20561025 FLT 2056-10-25 3.606290 1059000.00 723054.17 Asset-Backed Securities UPLAND CLO LTD 2028-04-20 0.00 5000000.00 3875000.00 Asset-Backed Securities VOLT LXII LLC 2017-NPL9 A-1 20470925 FLT 2047-09-25 3.125000 1000000.00 881150.56 Asset-Backed Securities US RESI OPP FD III TR 2017-1 A 20371127 FLT 2037-11-27 3.351500 10811181.00 10176418.43 Asset-Backed Securities CIFC FUNDING LTD 2014-II INC 20260524 FLT 2026-05-24 0.00 12500000.00 7812500.00 Asset-Backed Securities RCO III MTG LLC 2017-1 A-1 20220825 FLT 2022-08-25 3.375000 14330000.00 12098309.97 Asset-Backed Securities OHA CR PARTNS XI 2015-11 SUB 20281020 FLT 549300OYGEU6QQMCEG78 2028-10-20 0.00 15700000.00 12481500.00 Asset-Backed Securities US RESI OPP FD IV TR 2017-1 A 20371127 FLT 2037-11-27 3.351500 7400000.00 6934682.04 Asset-Backed Securities VENTURE XVIII CLO LTD 549300MWRVTJN0X3KI79 2026-10-15 0.00 7500000.00 5512500.00 Asset-Backed Securities CEDAR FDG II CLO LTD 2025-03-09 0.00 10000000.00 7050000.00 Asset-Backed Securities Y 2018-07-02 2018-07-02 2018-08-01 Y WELLS FARGO SECURITIES LLC 1.0000 95 N N N 0.0246 106944445.60 106944445.60 0.0031 N N N Y BNP PARIBAS SA BNP PARIBAS SA 1.970000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0G7290_1.97_0529 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMC STACR 2018-HQA1 B-1 20300925 FLT 2030-09-25 6.203820 45000000.00 44942594.77 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN2 M-3 20240425 FLT 2024-04-25 5.471500 24592309.00 27283886.67 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA4 M-3 20290425 FLT 2029-04-25 5.771500 24350744.00 27166013.33 Private Label Collateralized Mortgage Obligations Y 2018-05-03 2018-05-03 2018-05-29 Y BNP Paribas SA 1.0000 35 N N N 0.0186 86015273.60 86015273.60 0.0025 N N N Y BNP PARIBAS SA BNP PARIBAS SA 2.130000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0G72E9_2.13_0601 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N EXETER AUTO RECV TR 2015-1 D 20211215 5.8 549300XKL3D17HKP7M78 2021-12-15 5.830000 2562445.00 2634724.46 Asset-Backed Securities BEAR STEARNS ABS TR 2006-HE6 II-M-1 20360625 FLT 2036-06-25 2.171500 13287000.00 7848142.10 Asset-Backed Securities FIRST FRANKLIN MTG 2005-FF6 M-4 20360525 FLT 2036-05-25 2.846500 15752978.00 6650714.23 Asset-Backed Securities ACCESS ST LN NOTES 2004-A B-1 20390701 FLT 2039-07-01 0.00 8150000.00 7778849.00 Asset-Backed Securities NATIONAL COLL ST LN TR 2004-2 B 20331225 FLT 2033-12-25 2.160700 9310000.00 7899619.51 Asset-Backed Securities STRUCTURED ASSET SECS 2007-WF2 M1 20370825 FLT 2037-08-25 4.121500 10810000.00 7743094.30 Asset-Backed Securities SACO I TRUST 2005-9 M-1 20351225 FLT 2035-12-25 2.561500 2921799.00 2636526.71 Asset-Backed Securities ARGENT SECS INC 2004-W11 M-4 20341125 FLT 2034-11-25 3.146500 6877731.00 1799684.87 Asset-Backed Securities EQT CORP SR GLBL NT3.9%27 4NT01YGM4X7ZX86ISY52 2027-10-01 3.900000 962900.00 938891.69 Corporate Debt Securities KFC HLDG CO/PIZZA HUT HLDGS LL SR 144A NT 5%24 2024-06-01 5.000000 8060000.00 8151794.43 Corporate Debt Securities PILGRIMS PRIDE CORP NEW SR GLBL 144A 27 549300ZSLGV64ZL3HD75 2027-09-30 5.875000 8035000.00 7830414.39 Corporate Debt Securities FERROGLOBE PLC/ GLOBE SPECIALT SR GLBL 144A 22 2022-03-01 9.375000 7500000.00 7854687.50 Corporate Debt Securities WARRIOR MET COAL INC SR SEC GLBL 24 549300152B1S9YKBYV79 2024-11-01 8.000000 7431495.00 7850755.18 Corporate Debt Securities TESORO LOGISTICS LP / CORP SR GLBL NT 25 2025-01-15 5.250000 7850000.00 8082687.08 Corporate Debt Securities INTELSAT JACKSON HLDGS LTD SR NT 7.25%20 8XJ8KF85PBKK1TLMFN29 2020-10-15 7.250000 8587000.00 8194383.29 Corporate Debt Securities SEVEN GENERATIONS ENERGY LTD SR 144A NT 25 549300XZHTA2VXQWAL67 2025-09-30 5.375000 3.00 2.96 Corporate Debt Securities ENSCO PLC 7.75%26 7N0UJMJLXD0MDT5D5086 2026-02-01 7.750000 511067.00 474447.63 Corporate Debt Securities CENTENNIAL RESOURCE PRODUCT SR 144A NT 26 5493004CTVUMQLRPOE23 2026-01-15 5.375000 986085.00 985116.03 Corporate Debt Securities SCANA CORP NEW FR 4.125%020122 V8HA8TAJG10VL0G7B254 2022-02-01 4.125000 7661000.00 7650702.34 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 4.5%100318 2018-10-03 4.500000 485000.00 497610.00 Corporate Debt Securities FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT 2024-05-28 4.471500 456194.00 483367.58 Private Label Collateralized Mortgage Obligations Y 2018-05-03 2018-05-03 2018-06-01 Y BNP Paribas SA 1.0000 35 N N N 0.0218 89991630.00 89991630.00 0.0026 N N N Y JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 2.500000% ZBUT11V806EZRVTWT807 0001168163 ARP0G82T4_2.50_0828 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N BEAR STEARNS 2ND LIEN 2007-B II-A 20370825 FLT 2037-08-25 2.311500 163374407.00 5079958.07 Asset-Backed Securities SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT 2041-01-25 1.905200 33588819.00 32699320.64 Asset-Backed Securities BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT 2037-04-25 2.091500 49053271.00 14927699.75 Asset-Backed Securities NELNET ED LN FDG 2005-2 A-5 20370322 FLT 2037-03-22 2.308140 700000.00 575762.74 Asset-Backed Securities SLM STUDENT LOAN TR 2008-5 B 20730725 FLT 2073-07-25 3.595200 770991.00 803332.89 Asset-Backed Securities SLM STUDENT LOAN TR 2003-7 A-5A 20331215 FLT 549300IWUQEXD0TZWG69 2033-12-15 3.324500 1159828.00 639951.78 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-B B 20391215 FLT 549300MJYMBTZU2FTV38 2039-12-15 2.414500 1256280.00 554166.93 Asset-Backed Securities ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT 2037-08-25 2.143630 8384846.00 7621273.65 Asset-Backed Securities SLM STUDENT LOAN TR 2005-5 A-4 20281025 FLT 2028-10-25 1.885200 8985806.00 8975179.99 Asset-Backed Securities SLC STUDENT LN TR 2005-2 A-4 20391215 FLT 2039-12-15 2.284500 9735176.00 9324959.21 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 B 20270125 FLT 2027-01-25 1.945200 10737566.00 9917314.03 Asset-Backed Securities SLM STUDENT LOAN TR 2006-1 A-5 20210725 FLT 2021-07-25 1.855200 1768493.00 1648071.62 Asset-Backed Securities MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT 2034-02-25 2.651500 2281092.00 1196670.73 Asset-Backed Securities GREEN TREE FINANCIAL CO 93-3 A-7 20181015 6.4 2018-10-15 6.400000 2949961.00 887.88 Asset-Backed Securities SLM STUDENT LN TR 2007-8 B 20830425 FLT 2083-04-25 2.745200 3000000.00 2200489.60 Asset-Backed Securities SLM STUDENT LOAN TR 2003-14 A-6 20250725 FLT 5493001IJLRQI58G5Z31 2025-07-25 2.045200 3390999.00 3390598.56 Asset-Backed Securities NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT 2029-02-25 1.880700 4125121.00 1919010.82 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 B 20261025 FLT 2026-10-25 2.015200 18484848.00 17964510.21 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT 2021-01-25 1.845200 20117405.00 18997700.99 Asset-Backed Securities SOUTH CAROLINA ST LN 2014 B 20350801 FLT 549300PIO3ZMSROGFF38 2035-08-01 3.164180 21480672.00 21566941.28 Asset-Backed Securities ACCESS LNS LRNG STLN 2013-I A 20410225 FLT 2041-02-25 2.671500 30000000.00 18154966.18 Asset-Backed Securities SLM PRIVATE ST LN TR 2004-A B 20330615 FLT 54930054KUX5HFXZUQ43 2033-06-15 2.704500 5433330.00 1422249.15 Asset-Backed Securities SLM STUDENT LOAN TR 2006-7 B 20420125 FLT 2042-01-25 1.945200 6219894.00 3450251.65 Asset-Backed Securities CITIBANK CCIT 2017-A6 A 20290514 FLT R8AG6FXVDQAMDKCSJJ64 2029-05-14 2.534950 136927.00 138404.91 Asset-Backed Securities DRIVE AUTO RECV TR 2017-A D 20240515 4.1 2024-05-15 4.160000 403137.00 410448.61 Asset-Backed Securities KEYCORP STUDENT LN TR 2004-A II-C 20420427 FLT 2042-04-27 2.560310 107.00 103.92 Asset-Backed Securities PNMAC GMSR ISSUER TR 2018-GT1 NOTES 20230225 FLT 2023-02-25 4.721500 19734293.00 19819221.72 Asset-Backed Securities HSBC HLDGS PLC SR GLBL NT3.9%26 MLU0ZO3ML4LN2LL2TL39 2026-05-25 3.900000 2995000.00 3020766.98 Corporate Debt Securities AIR CDA SR 144A NT 21 4B4HI3CGXMBDC0G6BM51 2021-04-15 7.750000 2795000.00 3145229.03 Corporate Debt Securities INTELSAT LUXEMBOURG S A SR NT 8.125%23 54930027UF5LR7S2XC75 2023-06-01 8.125000 8600000.00 4357034.72 Corporate Debt Securities HSBC HLDGS PLC SUB GLBL NT 25 MLU0ZO3ML4LN2LL2TL39 2025-08-18 4.250000 600000.00 597000.17 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 45 213800LBQA1Y9L22JB70 2045-08-17 5.250000 1511000.00 1588824.06 Corporate Debt Securities AP MOLLER MAERSK AS SR GLBL 144A 25 549300D2K6PKKKXVNN73 2025-09-28 3.875000 488000.00 473988.37 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26 2026-02-01 7.850000 494000.00 612766.11 Corporate Debt Securities WILLIAMS PARTNERS L P SR NT 6.3%40 WUURD1P1N0874ONXXO03 2040-04-15 6.300000 553000.00 645196.16 Corporate Debt Securities B.A.T. INT FIN PLC SR 144A NT 25 21380041YBGOQDFAC823 2025-06-15 3.950000 821000.00 831476.87 Corporate Debt Securities BANQUE FED DU CRED MUTUEL FR 2.7%072022 VBHFXSYT7OG62HNT8T76 2022-07-20 2.700000 26705.00 26028.96 Corporate Debt Securities AIRBUS SE SR GLBL 144A 47 MINO79WLOO247M1IL051 2047-04-10 3.950000 49788.00 50599.70 Corporate Debt Securities ENTERGY CORP NEW SR GLBL NT 26 4XM3TW50JULSLG8BNC79 2026-09-01 2.950000 1079000.00 1004284.05 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 2.5%111320 EDBQKYOPJUCJKLOJDE72 2020-11-13 2.500000 17000.00 16974.41 Corporate Debt Securities CITIGROUP INC SR SB GLBL NT 46 6SHGI4ZSSLCXXQSBB395 2046-05-18 4.750000 77000.00 78989.27 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 784F5XWPLTWKTBV3E584 2027-01-26 3.850000 388000.00 384037.55 Corporate Debt Securities DR PEPPER SNAPPLE GROUP INC SR NT 3.2%21 DYTQ8KRTKO7Y2BVU5K74 2021-11-15 3.200000 7629000.00 7689048.71 Corporate Debt Securities PSEG PWR LLC SR NT 5.125%20 2020-04-15 5.125000 3233000.00 3433631.00 Corporate Debt Securities WESTPAC BNKING CRP ECN EN5TNI6CI43VEPAMHL14 2019-08-01 2.523400 485060.00 489340.89 Corporate Debt Securities ALLSTATE CORP SR GLBL NT4.2%46 OBT0W1ED8G0NWVOLOJ77 2046-12-15 4.200000 2194000.00 2221344.55 Corporate Debt Securities COMM MTG TR 2016-SAVA D 20341017 FLT 2034-10-17 6.339570 14750270.00 14815250.67 Private Label Collateralized Mortgage Obligations BBCMS TR 2014-BXO D 20270816 FLT 2027-08-16 4.776600 440.00 212.52 Private Label Collateralized Mortgage Obligations CD 2006-CD3 MTG TR A-M 20481015 5.6 2048-10-15 5.648000 2000.00 1528.70 Private Label Collateralized Mortgage Obligations Y 2018-06-27 2018-06-27 2018-08-28 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0255 215955072.00 215955072.00 0.0062 N N N Y MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 2.040000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0G8XS2_2.04_0604 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FHLMC STACR 2015-DNA1 M-3 20271025 FLT 2027-10-25 5.171500 12248851.00 13642728.73 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2017-1 M-1 20560125 FLT 2056-01-25 4.000000 13351065.00 12964878.03 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-HQA2 M-3 20281127 FLT 2028-11-27 7.021500 19931906.00 23694076.51 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA1 M-3 20280725 FLT 2028-07-25 7.170700 8905384.00 10766954.29 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C03 2M-2 20281025 FLT 2028-10-25 7.771500 11204357.00 13158704.98 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA2 M-3 20281025 FLT 2028-10-25 6.521500 13409205.00 15356739.31 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C02 1M-2B 20280925 FLT 2028-09-25 7.871500 14614399.00 13738245.48 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT 2024-05-28 4.471500 24919731.00 26404095.54 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C05 2M-2 20290125 FLT 2029-01-25 6.321500 25847798.00 28859567.63 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C01 1M-2 20290725 FLT 2029-07-25 5.421500 28645808.00 30960457.72 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2016-1 M-2 20550925 FLT 2055-09-25 3.750000 18856785.00 16775857.06 Private Label Collateralized Mortgage Obligations FHLMC STACR 2016-DNA4 M-3 20290325 FLT 2029-03-25 5.671500 19041832.00 21216926.52 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C05 1M-2 20300125 FLT 2030-01-25 4.071500 19160799.00 19400584.69 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C01 1M-2 20250225 FLT 2025-02-25 6.171500 20030000.00 16008415.28 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2016-C03 2M-2B 20281025 FLT 2028-10-25 7.771500 14712301.00 13683212.33 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN2 M-3 20240425 FLT 2024-04-25 5.471500 15110000.00 16763758.44 Private Label Collateralized Mortgage Obligations FHLMC STACR 2017-HRP1 M-2 20421226 FLT 2042-12-26 4.321500 15147663.00 15608624.06 Private Label Collateralized Mortgage Obligations FHLMC STACR 2014-DN1 M-3 20240226 FLT 2024-02-26 6.371500 15999077.00 18599582.09 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2015-C03 1M-2 20250725 FLT 2025-07-25 6.871500 16000000.00 14882710.28 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2017-2 M-2 20560825 FLT 2056-08-25 4.000000 35893407.00 33037887.07 Private Label Collateralized Mortgage Obligations FHLMC SCRTT SERIES 2018-1 M 20570525 FLT 2057-05-25 4.750000 17773124.00 14271299.20 Private Label Collateralized Mortgage Obligations FHLMC STACR 2018-HQA1 M-2 20300925 FLT 2030-09-25 4.153820 15002214.00 15004695.12 Private Label Collateralized Mortgage Obligations Y 2018-05-03 2018-05-03 2018-06-04 Y Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.0000 35 N N N 0.0220 351895350.40 351895350.40 0.0102 N N N Y CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 2.150000% 1V8Y6QCX6YMJ2OELII46 0001230485 ARP0GBXY2_2.15_0611 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N CSMC 2017-FHA1 VAR 04/47 2047-04-25 3.857900 5927000.00 5333864.98 Private Label Collateralized Mortgage Obligations CSAIL 2015-C3 VAR 08/48 549300ZAGI6FKGY8O078 2048-08-15 3.507600 19100000.00 15110033.25 Private Label Collateralized Mortgage Obligations COMM 2014-CR18 C 2047-07-15 4.734800 9000000.00 9073421.72 Private Label Collateralized Mortgage Obligations CSAIL 2016-C5 VAR 11/48 549300FU8TZDHFLQZL50 2048-11-15 4.536300 125000.00 125950.07 Private Label Collateralized Mortgage Obligations CITIGROUP 8% 08/34 549300R1KUK063S4I339 2034-08-25 8.000000 385000.00 4317.48 Private Label Collateralized Mortgage Obligations CSFB 2003-AR28 6M3 2033-12-25 4.009700 2000000.00 631294.49 Private Label Collateralized Mortgage Obligations CSMC 2016-NXSR COML MTG TR 2049-12-15 4.363800 191000.00 191562.99 Private Label Collateralized Mortgage Obligations FREMF 2016-K56 VAR 06/49 2049-06-25 3.938200 8209000.00 8247163.02 Private Label Collateralized Mortgage Obligations FREMF 2017-K61 VAR 12/26 2049-12-25 3.682400 3500000.00 3433695.08 Private Label Collateralized Mortgage Obligations FREMF MORTGAGE VAR 05/27 2027-05-25 4.072900 4000000.00 4042746.07 Private Label Collateralized Mortgage Obligations FREMF 2017-K67 VAR 09/49 2049-09-25 3.944200 7490000.00 7137688.36 Private Label Collateralized Mortgage Obligations FREMF 2016-K58 VAR 09/49 2049-09-25 3.738800 10000000.00 9760755.30 Private Label Collateralized Mortgage Obligations WELLS FARGO 4.458% 08/50 549300PX4QZK7CUM8D08 2050-08-15 4.458000 4010000.00 3998720.42 Private Label Collateralized Mortgage Obligations MSBAM 2013-C11 C 2046-08-15 4.367200 3000.00 2840.09 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FLT 08/26 2026-08-15 4.777000 57000.00 56829.96 Private Label Collateralized Mortgage Obligations MORGAN STANLEY VAR 10/46 2046-10-15 4.766800 868000.00 886899.98 Private Label Collateralized Mortgage Obligations 144A MSC 2006-T21 B 2052-10-12 5.190800 295000.00 295624.60 Private Label Collateralized Mortgage Obligations NYMT 2005-2 A 2035-08-25 2.531500 11275000.00 1134965.15 Private Label Collateralized Mortgage Obligations SPIRIT MASTER FDG LLC / SP 2047-12-20 4.360000 10000000.00 10088949.20 Private Label Collateralized Mortgage Obligations STRUCTURED VAR 04/34 2034-04-25 3.551400 3210000.00 54638.80 Private Label Collateralized Mortgage Obligations WFRBS 2012-C9 C 2045-11-15 4.543000 330000.00 333311.64 Private Label Collateralized Mortgage Obligations GSMS 2014-GC18 B 2047-01-10 4.885000 215000.00 226324.20 Private Label Collateralized Mortgage Obligations JPMCC 2012-CBX C 2045-06-15 5.206700 5000000.00 5119057.89 Private Label Collateralized Mortgage Obligations 144A JPMBB 2014-C21 D 2047-08-15 4.662200 21853000.00 18737380.91 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-LC9 E 2047-12-15 4.372300 4202318.00 3760015.26 Private Label Collateralized Mortgage Obligations 144A JPMCC 2012-C8 D 2045-10-15 4.654600 180000.00 174349.84 Private Label Collateralized Mortgage Obligations 144A JPMBB 2014-C19 CSQ 2047-04-15 4.969400 500000.00 489709.82 Private Label Collateralized Mortgage Obligations MLCC 2004-E A2A 2029-11-25 2.191000 500000.00 12097.39 Private Label Collateralized Mortgage Obligations 144A COMM 2014-UBS6 D 2047-12-10 3.963700 6809000.00 5647884.62 Private Label Collateralized Mortgage Obligations CFCRE VAR 06/50 2050-06-15 4.954500 9621000.00 9823275.24 Private Label Collateralized Mortgage Obligations MORGAN STANLEY VAR 12/49 2049-12-15 4.150100 9093000.00 8862729.53 Private Label Collateralized Mortgage Obligations MORGAN STANLEY VAR 12/48 2048-12-15 4.588700 6000000.00 6046449.42 Private Label Collateralized Mortgage Obligations MORGAN STANLEY FLT 11/26 2026-11-15 3.511600 10000000.00 9238013.63 Private Label Collateralized Mortgage Obligations CSMLT 2015-3 FLT 11/45 2045-11-25 3.670100 4727000.00 4032522.00 Private Label Collateralized Mortgage Obligations CSAIL 2015-C1 C 549300UFJ8EKD81Y8R30 2050-04-15 4.297770 5000000.00 5016940.83 Private Label Collateralized Mortgage Obligations 144A CMLTI 2009-5 5A1 2037-01-25 3.775900 2050000.00 335428.41 Private Label Collateralized Mortgage Obligations FREMF 2016-K52 VAR 01/49 2049-01-25 3.922700 5225000.00 5230668.10 Private Label Collateralized Mortgage Obligations GS MTG SECS TR 2012-GC6 2045-01-10 5.652800 800000.00 853475.67 Private Label Collateralized Mortgage Obligations GS MORTGAGE 3% 08/50 2050-08-10 3.000000 10000.00 8250.26 Private Label Collateralized Mortgage Obligations UBS COMMERCIAL VAR 11/50 2050-11-15 4.100000 125000.00 126111.87 Private Label Collateralized Mortgage Obligations GS MORTGAGE FLT 02/37 2037-02-15 2.827000 3250000.00 3253378.78 Private Label Collateralized Mortgage Obligations GS MORTGAGE FLT 02/37 2037-02-15 3.027000 4470000.00 4477656.74 Private Label Collateralized Mortgage Obligations GS MORTGAGE 5.713% 05/32 2032-05-03 5.713000 6000000.00 6784757.85 Private Label Collateralized Mortgage Obligations JP MORGAN CHASE VAR 12/49 2049-12-15 4.052600 4150000.00 4201704.52 Private Label Collateralized Mortgage Obligations MFA 2017-RPL1 VAR 02/57 2057-02-25 3.489000 280000.00 279265.45 Private Label Collateralized Mortgage Obligations BANK 3.93141% 11/50 2050-11-15 3.931200 125000.00 127111.96 Private Label Collateralized Mortgage Obligations COMM 2014-UBS6 C 2047-12-10 4.463700 13374000.00 13082440.67 Private Label Collateralized Mortgage Obligations MERRILL LYNCH FLT 11/29 2029-11-25 2.211000 31500000.00 762735.59 Private Label Collateralized Mortgage Obligations Y 2018-05-03 2018-05-03 2018-06-11 Y Credit Suisse Securities (USA) LLC 1.0000 35 N N N 0.0225 170964226.80 170964226.80 0.0049 N N N Y ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.750000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0GEN68_1.75_0405 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC REMIC SERIES T-067 1A1C 20360325 FLT 2036-03-25 3.429560 847.00 89.46 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-063 1A1 20450225 FLT 2045-02-25 2.263330 4019.00 345.90 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2043-05-15 3.500000 1142756.00 1139118.43 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2041-07-15 3.000000 1811949.00 1176514.49 Agency Collateralized Mortgage Obligation FNRM CL096VE R17F096 2038-04-25 3.500000 10464.00 10072.21 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-062 1A1 20441025 FLT 2044-10-25 2.400830 276.00 19.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-061 1A1 20440725 FLT 2044-07-25 2.531670 11297929.00 701243.20 Agency Collateralized Mortgage Obligation FMAR 2B2465 G 2044-04-01 2.926000 27277552.00 8552822.60 Agency Mortgage-Backed Securities FMAR 840725 G 2041-11-01 3.603000 2000000.00 1864924.42 Agency Mortgage-Backed Securities FMAR 840321 G 2045-11-01 2.604000 1229872.00 526995.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2002 2047-10-01 4.000000 30000000.00 28227935.15 Agency Mortgage-Backed Securities FNAR XX.XXX LB834926 2035-07-01 3.179000 18000005.00 1448820.82 Agency Mortgage-Backed Securities FNAR XX.XXX LBBK0003 2048-02-01 2.962000 197610.00 198600.36 Agency Mortgage-Backed Securities FNAR XX.XXX LBAZ7321 2045-10-01 2.762000 200000.00 126215.79 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ9269 2047-12-01 3.092000 682654.00 477208.40 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G 2031-12-01 7.000000 738272.00 539203.73 Agency Mortgage-Backed Securities FNAR XX.XXX WS618128 2033-08-01 1.996000 30729931.00 1128018.58 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ3121 2047-11-01 4.000000 13589842.00 13567906.84 Agency Mortgage-Backed Securities FNMS 04.000 CLAL0146 2041-03-01 4.000000 14708670.00 6641326.97 Agency Mortgage-Backed Securities FNMS 03.000 CIAL2605 2027-06-01 3.000000 3498351.00 1354653.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9470 2046-07-01 4.000000 4044928.00 3504601.05 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7469 2046-07-01 3.500000 5284842.00 4625826.79 Agency Mortgage-Backed Securities FNAR XX.XXX LBAW2276 2044-10-01 2.735000 15070383.00 5889787.75 Agency Mortgage-Backed Securities FMAR 2B4282 G 2045-06-01 2.733000 18411831.00 7945985.27 Agency Mortgage-Backed Securities FMAR 2B3313 G 2044-10-01 2.826000 20310052.00 7338270.08 Agency Mortgage-Backed Securities FMAR 2B3292 G 2044-10-01 2.860000 25103074.00 10228931.29 Agency Mortgage-Backed Securities FMAR 840619 G 2042-04-01 3.500000 7957582.00 6074535.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAL4961 2044-01-01 4.500000 8807277.00 5313253.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAO3267 2042-10-01 3.500000 10496728.00 6041979.59 Agency Mortgage-Backed Securities FNAR XX.XXX WSAL5100 2036-10-01 3.368000 13168064.00 5614999.10 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4364 2042-09-01 3.368000 1000.00 436.21 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0043 2053-08-01 4.500000 1000.00 840.66 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL1141 2039-03-01 3.442000 3345446.00 868130.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3935 2047-12-01 3.500000 206196.00 206087.59 Agency Mortgage-Backed Securities FNMS 03.500 CIAJ3175 2026-10-01 3.500000 1059717.00 345578.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0233 2046-02-01 4.000000 105566219.00 87837358.37 Agency Mortgage-Backed Securities FNAR XX.XXX LBBM3029 2047-10-01 2.961000 5755207.00 5639173.51 Agency Mortgage-Backed Securities 04.000 FGPC Q52653 G 2047-12-01 4.000000 6144266.00 6025632.97 Agency Mortgage-Backed Securities FMAR 2B4767 G 2045-10-01 2.368000 6173986.00 4071439.01 Agency Mortgage-Backed Securities FNMS 06.750 CLAL8553 2032-06-01 6.750000 3284091.00 2732056.25 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 4237100.00 4198396.08 U.S. Treasuries (including strips) Y 2018-04-05 2018-04-05 2018-04-05 Y Royal Bank of Canada 1.0000 7 N N N 0.0176 234999624.00 234999624.00 0.0068 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.750000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0GEXH3_1.75_0405 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 02.500 CIAV1699 2028-11-01 2.500000 2000000.00 1287286.24 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9663 2043-06-01 3.000000 1779022.00 1325121.78 Agency Mortgage-Backed Securities FNMS 05.500 CQAL2743 2041-07-01 5.500000 5713325.00 1644574.93 Agency Mortgage-Backed Securities FNMS 05.500 CLAC9983 2040-02-01 5.500000 9177816.00 2039779.22 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL2991 2043-01-01 2.180000 4600000.00 2622925.13 Agency Mortgage-Backed Securities 03.500 FGPC Q10749 G 2042-09-01 3.500000 2838736.00 1664702.43 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1000 2048-01-01 3.500000 2258139.00 2258196.75 Agency Mortgage-Backed Securities GNII SF BC5393 C 2047-09-20 3.500000 452610.00 453588.77 Agency Mortgage-Backed Securities FNMS 04.500 CLAE0635 2040-11-01 4.500000 5009299.00 1613792.06 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2003 2047-10-01 4.000000 3023797.00 2954709.92 Agency Mortgage-Backed Securities 03.500 FGPC Q42409 G 2046-08-01 3.500000 2435381.00 2217559.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2866 2042-11-01 3.500000 2556564.00 1346955.63 Agency Mortgage-Backed Securities 04.000 FGPC Q45748 G 2047-01-01 4.000000 2379361.00 2215083.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4695 2046-03-01 4.000000 168484.00 141737.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAX6481 2044-11-01 4.000000 469029.00 296305.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAX7803 2045-05-01 3.500000 548998.00 401468.19 Agency Mortgage-Backed Securities 03.000 FGPC J34443 G 2031-05-01 3.000000 582112.00 468035.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAO2973 2042-05-01 3.500000 297000.00 158647.58 Agency Mortgage-Backed Securities 03.500 FGPC J37248 G 2032-06-01 3.500000 329246.00 311495.94 Agency Mortgage-Backed Securities 04.000 FGPC V82626 G 2046-09-01 4.000000 330081.00 282045.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBD2167 2047-07-01 4.000000 344613.00 354032.37 Agency Mortgage-Backed Securities FNMS 03.500 CL890769 2046-11-01 3.500000 375232.00 340871.72 Agency Mortgage-Backed Securities 04.500 FGPC Q52107 G 2047-11-01 4.500000 2157470.00 2256229.72 Agency Mortgage-Backed Securities 04.000 FGPC Q31276 G 2045-02-01 4.000000 2202115.00 1848715.83 Agency Mortgage-Backed Securities 03.500 FGPC J29291 G 2029-09-01 3.500000 2220064.00 1348369.47 Agency Mortgage-Backed Securities FNMS 05.000 CLAU6223 2043-09-01 5.000000 2237114.00 1076267.75 Agency Mortgage-Backed Securities 02.500 FGPC J35718 G 2031-11-01 2.500000 2267944.00 1902046.47 Agency Mortgage-Backed Securities GNMI SF AT7427 X 2046-06-15 3.500000 1974209.00 1795829.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0144 2047-08-01 4.500000 2001344.00 2051291.84 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3284 2033-02-01 3.500000 2015369.00 2035796.88 Agency Mortgage-Backed Securities GNMI SF 741700 X 2041-08-15 4.000000 2015726.00 511901.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0829 2046-04-01 4.000000 2156171.00 1881279.63 Agency Mortgage-Backed Securities 04.000 FGPC V83139 G 2047-04-01 4.000000 1839924.00 1786879.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9179 2047-06-01 4.000000 1852107.00 1782472.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ6625 2048-03-01 4.000000 1861947.00 1922683.79 Agency Mortgage-Backed Securities 04.500 FGPC A96338 G 2041-01-01 4.500000 1876453.00 713699.47 Agency Mortgage-Backed Securities GNII SF AG1752 C 2043-10-20 4.000000 1885997.00 886501.97 Agency Mortgage-Backed Securities 04.000 FGPC Q39495 G 2046-03-01 4.000000 1934045.00 1676613.91 Agency Mortgage-Backed Securities 04.000 FGPC Q49138 G 2047-06-01 4.000000 1761674.00 1803182.78 Agency Mortgage-Backed Securities FNMS 03.000 CIBE7229 2032-01-01 3.000000 1768110.00 1557023.23 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN4336 2027-01-01 2.846670 1815139.00 1795853.28 Agency Mortgage-Backed Securities GNMI SF BB3345 X 2047-07-15 4.000000 1818451.00 1858653.27 Agency Mortgage-Backed Securities FNMS 03.500 CKBJ5512 2047-12-01 3.500000 1838849.00 1817308.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5580 2044-08-01 4.000000 1428433.00 1005990.27 Agency Mortgage-Backed Securities 03.500 FGPC U91454 G 2043-05-01 3.500000 1540740.00 1266154.29 Agency Mortgage-Backed Securities 04.500 FGPC G61057 G 2047-07-01 4.500000 1569417.00 1572262.10 Agency Mortgage-Backed Securities 04.500 FGPC Q49139 G 2047-06-01 4.500000 1587929.00 1663430.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0863 2047-12-01 4.000000 1662419.00 1710960.79 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7925 2046-09-01 3.500000 1234458.00 1095487.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAY9657 2045-04-01 4.000000 1278154.00 1076750.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAY0257 2045-03-01 4.000000 1299307.00 1037807.60 Agency Mortgage-Backed Securities FNMS 03.500 CIAY4343 2030-02-01 3.500000 1321323.00 983830.85 Agency Mortgage-Backed Securities GNMI SP 783471 X 2041-10-15 4.000000 1420278.00 352784.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBE5337 2047-01-01 4.000000 1427400.00 1327904.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBE1054 2046-11-01 4.000000 1153906.00 960617.73 Agency Mortgage-Backed Securities FNMS 04.000 CIAD2719 2025-03-01 4.000000 1170976.00 172424.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBD8785 2046-09-01 4.000000 1177782.00 839901.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAY6587 2045-03-01 3.500000 1199445.00 964503.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6734 2046-05-01 3.500000 1220830.00 1185089.82 Agency Mortgage-Backed Securities FNMS 03.500 CIAY2329 2030-05-01 3.500000 1221626.00 877746.80 Agency Mortgage-Backed Securities FNMS 03.500 CIBE6234 2032-03-01 3.500000 1052141.00 1016782.83 Agency Mortgage-Backed Securities FNMS 04.500 CLAX0926 2044-07-01 4.500000 1073262.00 900215.70 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2995 2047-05-01 4.000000 1110802.00 1015228.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ6628 2048-02-01 4.500000 1138631.00 1215596.44 Agency Mortgage-Backed Securities GNMI SF BB3468 X 2047-08-15 4.000000 1138785.00 1163460.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAO7447 2042-09-01 3.500000 1147424.00 542042.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7166 2046-05-01 3.500000 1029623.00 867782.26 Agency Mortgage-Backed Securities FNMS 05.000 CLAW1890 2044-05-01 5.000000 1029736.00 1043404.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAW7557 2046-09-01 3.500000 1033904.00 996550.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2617 2046-12-01 3.500000 1042244.00 1022743.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2100 2047-01-01 3.500000 1044029.00 1026974.28 Agency Mortgage-Backed Securities FNMS 03.500 CIAY5407 2030-03-01 3.500000 1046344.00 903559.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBE6820 2047-03-01 3.500000 970292.00 959471.18 Agency Mortgage-Backed Securities 03.000 FGPC V60876 G 2030-06-01 3.000000 980327.00 775768.94 Agency Mortgage-Backed Securities FNMS 03.500 CIAZ1307 2030-09-01 3.500000 1004535.00 636774.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBD7620 2046-11-01 4.500000 1008989.00 939336.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAY3107 2045-04-01 4.000000 1014962.00 896458.13 Agency Mortgage-Backed Securities FNMS 05.000 CLAO5651 2042-07-01 5.000000 1023355.00 336805.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0147 2047-08-01 4.500000 616043.00 636843.93 Agency Mortgage-Backed Securities GNMI SF AS8158 X 2046-06-15 4.000000 698978.00 658974.58 Agency Mortgage-Backed Securities GNMI SF AU9418 X 2046-09-15 4.000000 700098.00 706524.30 Agency Mortgage-Backed Securities GNII SF BC6876 C 2047-08-20 4.000000 748893.00 740870.44 Agency Mortgage-Backed Securities 04.000 FGPC J27366 G 2029-02-01 4.000000 777370.00 432267.22 Agency Mortgage-Backed Securities 03.500 FGPC Q50959 G 2047-09-01 3.500000 789564.00 786427.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAW3951 2044-09-01 4.000000 395898.00 248859.80 Agency Mortgage-Backed Securities FNMS 03.000 CIAT7123 2028-06-01 3.000000 6210219.00 2275316.98 Agency Mortgage-Backed Securities GNII SF 729578 C 2040-02-20 4.000000 6477833.00 773640.80 Agency Mortgage-Backed Securities FNMS 03.000 CIAJ9826 2026-12-01 3.000000 7221006.00 2631189.82 Agency Mortgage-Backed Securities FNAR XX.XXX LB970368 2038-02-01 3.635000 10069300.00 527525.46 Agency Mortgage-Backed Securities FNMS 03.000 CIAP2348 2027-10-01 3.000000 3443263.00 1352328.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9050 2043-04-01 3.500000 4521854.00 1726410.78 Agency Mortgage-Backed Securities GNMI SF 726327 X 2039-09-15 4.500000 4556710.00 566149.42 Agency Mortgage-Backed Securities FNMS 03.000 CIAP2346 2027-10-01 3.000000 4787495.00 2073042.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAH4168 2041-01-01 4.000000 3077298.00 1325234.95 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL0592 2041-03-01 3.454000 3100000.00 271028.84 Agency Mortgage-Backed Securities 04.000 FGPC Q21487 G 2043-09-01 4.000000 3199623.00 1833434.52 Agency Mortgage-Backed Securities GNII SF BA9084 C 2047-05-20 4.000000 3218490.00 2713704.77 Agency Mortgage-Backed Securities FNMS 04.000 CRAL7383 2044-06-01 4.000000 3277575.00 2588083.95 Agency Mortgage-Backed Securities FNMS 03.000 CIAK6374 2027-04-01 3.000000 3312710.00 1314043.37 Agency Mortgage-Backed Securities GNII SF 766647 C 2042-04-20 3.500000 2823086.00 1660710.05 Agency Mortgage-Backed Securities FNMS 03.000 CLAU3811 2043-08-01 3.000000 2853258.00 1518805.27 Agency Mortgage-Backed Securities FNMS 04.500 CLAL2066 2041-04-01 4.500000 2929312.00 870083.17 Agency Mortgage-Backed Securities 03.500 FGPC J28206 G 2029-05-01 3.500000 3000528.00 1608204.06 Agency Mortgage-Backed Securities FNMS 04.500 CIAI1928 2026-04-01 4.500000 2543445.00 581598.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBAI6950 2042-05-01 2.924000 2725493.00 951950.57 Agency Mortgage-Backed Securities 04.000 FGPC Q33497 G 2045-05-01 4.000000 2777669.00 2166557.93 Agency Mortgage-Backed Securities 04.500 FGPC Q37904 G 2045-12-01 4.500000 2800996.00 2207109.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2966 2046-07-01 3.500000 2278778.00 1998155.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3983 2048-02-01 3.500000 2304307.00 2307819.48 Agency Mortgage-Backed Securities FNMS 04.000 CLBE9180 2047-06-01 4.000000 2356020.00 2408108.62 Agency Mortgage-Backed Securities 04.000 FGPC Q49113 G 2047-06-01 4.000000 2363516.00 2320331.63 Agency Mortgage-Backed Securities FNAR XX.XXX LBAJ0353 2041-09-01 3.084000 2400000.00 388765.00 Agency Mortgage-Backed Securities 04.000 FGPC Q48561 G 2047-06-01 4.000000 380422.00 389674.38 Agency Mortgage-Backed Securities 03.000 FGPC V60874 G 2030-06-01 3.000000 177508.00 118951.55 Agency Mortgage-Backed Securities 04.000 FGPC Q25992 G 2044-05-01 4.000000 198579.00 107476.83 Agency Mortgage-Backed Securities 04.000 FGPC Q28441 G 2044-09-01 4.000000 223931.00 145919.22 Agency Mortgage-Backed Securities 02.500 FGPC J21025 G 2027-11-01 2.500000 228804.00 90775.75 Agency Mortgage-Backed Securities 04.000 FGPC Q26233 G 2044-05-01 4.000000 246547.00 154821.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAX3853 2045-04-01 3.500000 248622.00 205832.95 Agency Mortgage-Backed Securities 04.500 FGPC Q26988 G 2044-07-01 4.500000 43867.00 16411.29 Agency Mortgage-Backed Securities FNMS 04.500 CLAS1584 2044-01-01 4.500000 60124.00 39871.02 Agency Mortgage-Backed Securities GNMI SF 755874 X 2040-12-15 4.500000 96103.00 55983.32 Agency Mortgage-Backed Securities FNMS 03.000 CIAX5476 2030-09-01 3.000000 111497.00 96296.93 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN5806 2027-07-01 2.970000 120220.00 118121.56 Agency Mortgage-Backed Securities 03.000 FGPC U70282 G 2028-02-01 3.000000 1004.00 429.20 Agency Mortgage-Backed Securities GNII SF AX6687 C 2047-07-20 4.000000 1093.00 1118.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0024 2047-06-01 4.000000 6906.00 7065.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3935 2047-12-01 3.500000 12476.00 12469.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBC9017 2046-11-01 4.000000 13181.00 11529.66 Agency Mortgage-Backed Securities GNII SF BC0744 C 2047-09-20 4.000000 43186.00 44196.84 Agency Mortgage-Backed Securities FNMS 02.500 CIAO4401 2027-07-01 2.500000 1454876.00 523642.97 Agency Mortgage-Backed Securities FNMS 07.000 NPAE0796 2038-11-01 7.000000 14665687.00 694952.62 Agency Mortgage-Backed Securities FNAR XX.XXX LBAL4515 2038-06-01 3.513000 472850.00 263080.45 Agency Mortgage-Backed Securities Y 2018-04-05 2018-04-05 2018-04-05 Y Royal Bank of Canada 1.0000 7 N N N 0.0176 140999788.50 140999788.50 0.0041 N N Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.800000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0GGMB3_1.80_0403 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 03.500 FGPC U90887 G 2043-02-01 3.500000 1600000.00 1160223.58 Agency Mortgage-Backed Securities 03.000 FGPC Q15638 G 2043-02-01 3.000000 584018.00 335262.75 Agency Mortgage-Backed Securities GNMI SP 781083 X 2029-09-15 7.500000 100000000.00 568635.22 Agency Mortgage-Backed Securities GNMI SP 781231 X 2030-12-15 7.000000 128214016.00 1207652.87 Agency Mortgage-Backed Securities 03.000 FGPC U41220 G 2029-02-01 3.000000 1081187.00 845284.33 Agency Mortgage-Backed Securities FNMS 04.000 CRAO6760 2042-05-01 4.000000 891825.00 512753.71 Agency Mortgage-Backed Securities 04.000 FGPC Q06531 G 2042-03-01 4.000000 116000.00 63161.07 Agency Mortgage-Backed Securities 05.000 FGPC Q02462 G 2041-08-01 5.000000 1200355.00 685174.11 Agency Mortgage-Backed Securities 05.000 FGPC U64136 G 2044-07-01 5.000000 1310418.00 1214212.46 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9085 2048-02-01 4.500000 2287076.00 2442019.43 Agency Mortgage-Backed Securities FNMS 03.500 CTBC5896 2036-06-01 3.500000 1947166.00 1089381.19 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ2844 2048-01-01 4.500000 1662278.00 1767420.52 Agency Mortgage-Backed Securities GNMI SP 781190 X 2030-06-15 7.500000 39943170.00 231977.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBE4357 2046-12-01 3.500000 190058.00 168597.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4572 2048-01-01 4.500000 34398.00 36128.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2101 2046-11-01 3.500000 50655.00 49706.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3361 2046-11-01 3.500000 1068922.00 925570.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBD6217 2046-10-01 4.000000 1000000.00 798705.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBD7079 2047-03-01 5.000000 1400001.00 1380167.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8783 2047-06-01 4.500000 3337986.00 3512933.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBD0561 2046-09-01 4.000000 3474497.00 3294767.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBE7103 2047-01-01 4.000000 3939325.00 3941161.43 Agency Mortgage-Backed Securities FNMS 04.000 CLBD9047 2047-07-01 4.000000 4177995.00 4283872.91 Agency Mortgage-Backed Securities FNMS 03.500 CRBM3474 2048-01-01 3.500000 1012522.00 1017449.65 Agency Mortgage-Backed Securities 03.000 FGPC J38430 G 2033-02-01 3.000000 1017642.00 1009885.66 Agency Mortgage-Backed Securities 03.500 FGPC Q43105 G 2046-09-01 3.500000 2581293.00 2052089.45 Agency Mortgage-Backed Securities 03.500 FGPC K92814 G 2035-06-01 3.500000 2601844.00 1552229.05 Agency Mortgage-Backed Securities FNMS 03.500 CTBH8515 2037-12-01 3.500000 2818513.00 2844045.19 Agency Mortgage-Backed Securities 04.500 FGPC Q39445 G 2046-03-01 4.500000 2850047.00 2498398.73 Agency Mortgage-Backed Securities 04.500 FGPC Q51605 G 2047-10-01 4.500000 2127481.00 2258014.67 Agency Mortgage-Backed Securities 04.500 FGPC Q52210 G 2047-11-01 4.500000 2183435.00 2290327.60 Agency Mortgage-Backed Securities 04.500 FGPC Q51904 G 2047-11-01 4.500000 2254678.00 2193621.49 Agency Mortgage-Backed Securities FNMS 04.000 CLAL3516 2043-04-01 4.000000 2360123.00 1209596.07 Agency Mortgage-Backed Securities 03.500 FGPC J38467 G 2033-03-01 3.500000 2388234.00 2436267.58 Agency Mortgage-Backed Securities 04.500 FGPC Q50532 G 2047-09-01 4.500000 1821879.00 1739959.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ5283 2048-02-01 4.000000 1873939.00 1940841.55 Agency Mortgage-Backed Securities 04.000 FGPC Q52653 G 2047-12-01 4.000000 1878141.00 1841877.99 Agency Mortgage-Backed Securities 04.000 FGPC Q34857 G 2045-07-01 4.000000 1968389.00 1524963.07 Agency Mortgage-Backed Securities 03.000 FGPC Q41620 G 2046-07-01 3.000000 2000000.00 1738264.40 Agency Mortgage-Backed Securities 04.000 FGPC K91516 G 2034-01-01 4.000000 1662559.00 526144.40 Agency Mortgage-Backed Securities 04.000 FGPC Q52586 G 2047-12-01 4.000000 1746497.00 1800759.15 Agency Mortgage-Backed Securities 03.000 FGPC K94042 G 2037-09-01 3.000000 1749146.00 1708313.02 Agency Mortgage-Backed Securities 04.000 FGPC Q44956 G 2046-12-01 4.000000 1758158.00 1666537.92 Agency Mortgage-Backed Securities 04.500 FGPC Q27932 G 2044-08-01 4.500000 1759219.00 1044585.70 Agency Mortgage-Backed Securities 03.500 FGPC J38608 G 2033-02-01 3.500000 1601233.00 1632370.52 Agency Mortgage-Backed Securities 05.000 FGPC A24473 G 2034-07-01 5.000000 1603435.00 108016.40 Agency Mortgage-Backed Securities 04.000 FGPC Q46613 G 2047-02-01 4.000000 1607684.00 1635494.69 Agency Mortgage-Backed Securities 04.000 FGPC Q40184 G 2046-04-01 4.000000 1630969.00 1508728.42 Agency Mortgage-Backed Securities 05.000 FGPC Q22943 G 2043-11-01 5.000000 1642764.00 952058.79 Agency Mortgage-Backed Securities 04.500 FGPC Q52003 G 2047-11-01 4.500000 1479251.00 1475258.54 Agency Mortgage-Backed Securities 05.000 FGPC U92329 G 2044-01-01 5.000000 1506001.00 1438746.70 Agency Mortgage-Backed Securities 05.000 FGPC Q43573 G 2036-11-01 5.000000 1019396.00 952387.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ8864 2047-12-01 4.500000 1036122.00 1098159.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5696 2045-08-01 3.500000 535000.00 359012.13 Agency Mortgage-Backed Securities 04.000 FGPC Q37848 G 2045-12-01 4.000000 575000.00 422269.28 Agency Mortgage-Backed Securities FNMS 03.500 CIAL7567 2029-07-01 3.500000 214648.00 126878.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBH7796 2047-08-01 4.000000 220000.00 212915.35 Agency Mortgage-Backed Securities 03.500 FGPC Q15847 G 2043-02-01 3.500000 221084.00 122920.30 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4882 2048-03-01 3.500000 242062.00 242700.16 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5786 2030-09-01 2.500000 289952.00 210769.61 Agency Mortgage-Backed Securities 03.000 FGPC Q43878 G 2046-10-01 3.000000 300000.00 265323.62 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4488 2030-02-01 2.500000 214225.00 132546.04 Agency Mortgage-Backed Securities 05.000 FGPC Q02812 G 2041-08-01 5.000000 5105497.00 1084854.30 Agency Mortgage-Backed Securities 04.000 FGPC V83097 G 2047-04-01 4.000000 5352285.00 5222797.41 Agency Mortgage-Backed Securities 02.000 FGPC J34931 G 2031-07-01 2.000000 172719.00 149175.18 Agency Mortgage-Backed Securities 03.500 FGPC Q46931 G 2042-03-01 3.500000 1000.00 934.07 Agency Mortgage-Backed Securities FNMS 03.500 CJMA0569 2025-09-01 3.500000 1285.00 40.12 Agency Mortgage-Backed Securities 05.000 FGPC Q01121 G 2041-06-01 5.000000 84000.00 29003.66 Agency Mortgage-Backed Securities 04.500 FGPC Q33767 G 2045-05-01 4.500000 86003.00 43141.50 Agency Mortgage-Backed Securities 03.000 FGPC Q17039 G 2043-03-01 3.000000 600000.00 352877.52 Agency Mortgage-Backed Securities 04.500 FGPC U99076 G 2043-12-01 4.500000 630000.00 467800.99 Agency Mortgage-Backed Securities 04.500 FGPC Q49731 G 2047-08-01 4.500000 714000.00 716126.70 Agency Mortgage-Backed Securities 03.500 FGPC K93523 G 2036-05-01 3.500000 718364.00 591710.93 Agency Mortgage-Backed Securities 04.500 FGPC Q50127 G 2047-07-01 4.500000 752538.00 790750.87 Agency Mortgage-Backed Securities 03.000 FGPC Q44664 G 2046-11-01 3.000000 1000.00 902.43 Agency Mortgage-Backed Securities FNMS 04.000 CLAP7363 2042-10-01 4.000000 330000.00 170266.03 Agency Mortgage-Backed Securities 03.000 FGPC V82942 G 2047-02-01 3.000000 350000.00 324724.99 Agency Mortgage-Backed Securities 05.000 FGPC Q46881 G 2047-03-01 5.000000 421065.00 439585.42 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6989 2046-04-01 4.000000 1072718.00 919807.40 Agency Mortgage-Backed Securities FNMS 03.000 CLAR7353 2043-10-01 3.000000 1126534.00 876078.88 Agency Mortgage-Backed Securities 03.000 FGPC Q43172 G 2046-09-01 3.000000 940000.00 827083.22 Agency Mortgage-Backed Securities 03.000 FGPC Q36134 G 2045-08-01 3.000000 763700.00 552688.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0129 2047-08-01 4.000000 804467.00 806459.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ7192 2043-07-01 3.000000 818746.00 450004.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0831 2048-02-01 4.000000 829553.00 853098.74 Agency Mortgage-Backed Securities 03.500 FGPC Q17646 G 2043-04-01 3.500000 843653.00 456425.40 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5540 2044-07-01 4.500000 200000.00 123523.13 Agency Mortgage-Backed Securities FNMS 04.500 CLAL9254 2046-10-01 4.500000 114763.00 84864.64 Agency Mortgage-Backed Securities 04.500 FGPC G60641 G 2042-01-01 4.500000 115000.00 81080.87 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8978 2047-03-01 4.500000 131034.00 127141.83 Agency Mortgage-Backed Securities 03.500 FGPC J38564 G 2033-02-01 3.500000 1436793.00 1467530.17 Agency Mortgage-Backed Securities 04.000 FGPC Q50426 G 2047-09-01 4.000000 1470880.00 1514806.59 Agency Mortgage-Backed Securities 03.500 FGPC J37211 G 2032-06-01 3.500000 1471751.00 1443853.60 Agency Mortgage-Backed Securities 04.500 FGPC Q47841 G 2047-05-01 4.500000 1210066.00 1255167.94 Agency Mortgage-Backed Securities 03.000 FGPC U41301 G 2029-06-01 3.000000 1217402.00 705101.87 Agency Mortgage-Backed Securities 04.500 FGPC Q50716 G 2047-09-01 4.500000 1235786.00 1311678.53 Agency Mortgage-Backed Securities 04.500 FGPC Q50457 G 2047-09-01 4.500000 1238914.00 1306298.14 Agency Mortgage-Backed Securities 04.500 FGPC Q27173 G 2044-07-01 4.500000 1244689.00 666352.92 Agency Mortgage-Backed Securities 03.500 FGPC K93767 G 2036-12-01 3.500000 1132917.00 996129.89 Agency Mortgage-Backed Securities 03.500 FGPC Q54421 G 2048-02-01 3.500000 1133048.00 1135554.74 Agency Mortgage-Backed Securities 03.000 FGPC U71006 G 2030-05-01 3.000000 1139925.00 883631.99 Agency Mortgage-Backed Securities 03.500 FGPC J38655 G 2033-03-01 3.500000 1149254.00 1178746.41 Agency Mortgage-Backed Securities 04.000 FGPC U70734 G 2028-12-01 4.000000 1174262.00 710347.77 Agency Mortgage-Backed Securities 03.500 FGPC U20001 G 2046-12-01 3.500000 1192853.00 1173816.33 Agency Mortgage-Backed Securities 04.000 FGPC Q50072 G 2047-08-01 4.000000 1064719.00 974160.51 Agency Mortgage-Backed Securities 04.500 FGPC Q54842 G 2048-03-01 4.500000 1067465.00 1121496.88 Agency Mortgage-Backed Securities 04.000 FGPC U90590 G 2042-12-01 4.000000 1544641.00 592092.70 Agency Mortgage-Backed Securities 04.000 FGPC Q39824 G 2046-04-01 4.000000 1552883.00 1539304.16 Agency Mortgage-Backed Securities 03.500 FGPC Q07087 G 2042-03-01 3.500000 1585417.00 724026.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAR7662 2043-02-01 3.500000 1296397.00 787088.32 Agency Mortgage-Backed Securities 05.500 FGPC A32383 G 2035-04-01 5.500000 3300000.00 131844.75 Agency Mortgage-Backed Securities 03.500 FGPC Q37216 G 2045-11-01 3.500000 3321273.00 1752505.43 Agency Mortgage-Backed Securities 04.000 FGPC Q41487 G 2046-07-01 4.000000 2394949.00 2166262.70 Agency Mortgage-Backed Securities FNMS 03.000 CIAL8240 2031-03-01 3.000000 2520220.00 1893777.91 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9925 2047-07-01 4.500000 16977922.00 17110799.45 Agency Mortgage-Backed Securities 04.000 FGPC V83149 G 2047-04-01 4.000000 17046865.00 16715215.41 Agency Mortgage-Backed Securities FNMS 06.500 CLAL1704 2040-05-01 6.500000 18546240.00 2100911.20 Agency Mortgage-Backed Securities 05.000 FGPC Q02019 G 2041-07-01 5.000000 4185839.00 679910.68 Agency Mortgage-Backed Securities 03.000 FGPC J23914 G 2028-05-01 3.000000 4757869.00 2119901.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3773 2047-07-01 4.000000 2938205.00 2920236.14 Agency Mortgage-Backed Securities FNMS 02.500 CIAR4825 2028-01-01 2.500000 3107959.00 1627406.50 Agency Mortgage-Backed Securities 05.000 FGPC Q02293 G 2041-07-01 5.000000 3162224.00 695773.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3100 2044-08-01 4.000000 3202153.00 1968708.71 Agency Mortgage-Backed Securities 03.500 FGPC U91433 G 2043-05-01 3.500000 1575316.00 947967.82 Agency Mortgage-Backed Securities GNMI SF 738538 X 2041-07-15 4.000000 25813476.00 6518194.79 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2021-08-15 2.125000 921400.00 912983.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 13285200.00 12913541.11 U.S. Treasuries (including strips) Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0175 186001248.06 186001248.06 0.0054 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.800000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0GH2T4_1.80_0404 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N FNMA REMIC TRUST 2003-W18 1-A-7 20430825 5.8 2043-08-25 5.807000 2695.00 2007.86 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2001-79 BA 20450325 7.0 2045-03-25 7.000000 22999961.00 909417.00 Agency Collateralized Mortgage Obligation OCTAGON INV PTNS XXI 2014-21R B-R 20261116 FLT 2026-11-16 4.433380 7595768.00 7631405.26 Asset-Backed Securities BRISTOL PK CLO LTD 2016-1 B 20290416 FLT 2029-04-16 3.621520 5230922.00 5300669.22 Asset-Backed Securities RES XXVIII VLO LTD 2024-10-17 6.631330 5989859.00 6053786.72 Asset-Backed Securities RADNOR RE LTD 2018-1 M-2 20280325 FLT 549300ED4YNDE7SVU538 2028-03-25 4.553820 6203345.00 6234333.59 Asset-Backed Securities CPS AUTO RECV TR 2014-D B 20201116 2.9 2020-11-16 2.950000 6799095.00 3677318.95 Asset-Backed Securities SACO I TRUST 2005-9 M-1 20351225 FLT 2035-12-25 2.561500 2817432.00 2542349.67 Asset-Backed Securities JMP CR ADVISORS CLO III R LTD JMP CR ADVISORS CL 254900CF9PN2ZUP3VA26 2028-01-17 2.566870 3056000.00 3062503.69 Asset-Backed Securities SKOPOS AUTO RECEIVABLES TR 2018-1 2024-12-16 7.250000 3197835.00 3282456.11 Asset-Backed Securities WESTLAKE AUTO RECV TR 2017-1 E 20240815 5.0 549300CLH5NTWN3BHD63 2024-08-15 5.050000 4265324.00 4321267.52 Asset-Backed Securities SLM PRIVATE ST LN TR 2003-C A-4 20320915 FLT 549300IQIXBXDNPLSE92 2032-09-15 0.00 9504872.00 9497515.23 Asset-Backed Securities SLM PRIVATE ST LN TR 2006-A A-5 20390615 FLT 549300I2YWZ9E1B0EY33 2039-06-15 2.414500 12553919.00 12069991.49 Asset-Backed Securities CWABS INC 2006-24 2-A-4 20350725 FLT 2035-07-25 2.091500 922.00 741.92 Asset-Backed Securities WEBSTER PK CLO LTD 2027-01-20 0.00 7715763.00 4753835.90 Asset-Backed Securities OHA CR PARTNERS X LTD 2026-07-20 6.894700 1435591.00 1449566.25 Asset-Backed Securities EXETER AUTO RECV TR 2015-1 D 20211215 5.8 549300XKL3D17HKP7M78 2021-12-15 5.830000 1489821.00 1531844.71 Asset-Backed Securities EATON VANCE CLO LTD 2015-1R E-R 20300122 FLT 5493008YP5U5LTXAO749 2030-01-22 7.077250 1928910.00 1972302.46 Asset-Backed Securities STRUCTURED ASSET SEC 2007-GEL1 A2 20370125 FLT 2037-01-25 2.061500 376065.00 249011.34 Asset-Backed Securities ACE SECS HEQ 2006-SD1 M-1 20360225 FLT 2036-02-25 2.491500 884.00 667.32 Asset-Backed Securities MADISON PARK FDG X 2012-10R B-R 20290122 FLT 2029-01-22 3.644700 29154533.00 29506302.12 Asset-Backed Securities OCTAGON INV PTNS XXI 2014-21R A-2R 20261116 FLT 2026-11-16 3.733380 29998559.00 30130154.42 Asset-Backed Securities VOYA CLO LTD 2017-4 C-2 20301015 FLT 2030-10-15 3.133660 2000000.00 2136136.73 Asset-Backed Securities STEWART PARK CLO 2015-1 SUB 20260415 FLT 549300FC1IHOM4H6GL63 2026-04-15 0.00 2089346.00 720824.37 Asset-Backed Securities AMER CR ACCEPT RECV TR 2016-3 D 20230512 6.7 2023-05-12 6.720000 2350000.00 2440637.93 Asset-Backed Securities CPS AUTO RECV TR 2018-A E 20250317 5.1 2025-03-17 5.170000 2584334.00 2585875.70 Asset-Backed Securities TGIF FUNDING LLC 2017-1 A-2 20470430 6.2 2047-04-30 6.202000 14995986.00 14997994.33 Asset-Backed Securities SLM PRIVATE ST LN TR 2003-A A-4 20320615 FLT 2032-06-15 1.260000 53450198.00 53449129.00 Asset-Backed Securities PARK PLACE SECS 2005-WLL1 M-5 20350325 FLT 2035-03-25 2.906500 5000000.00 4584349.72 Asset-Backed Securities VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC 2027-10-18 0.00 16827147.00 16856594.51 Asset-Backed Securities GILEAD SCIENCES INC SR GLBL NT 19 549300WTZWR07K8MNV44 2019-09-20 1.850000 825000.00 815044.31 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27 2027-01-15 3.875000 2854223.00 2784823.36 Corporate Debt Securities UNION PAC CORP NT 3.75%24 549300LMMRSZZCZ8CL11 2024-03-15 3.750000 3000.00 3065.07 Corporate Debt Securities UNITED TECHNOLOGIES CORP SR GLBL NT2.8%24 I07WOS4YJ0N7YRFE7309 2024-05-04 2.800000 733991.00 708145.55 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR NT 3.25%23 L2Z2MO2EQURH3BREWI15 2023-04-01 3.250000 1850000.00 1835531.97 Corporate Debt Securities SANTANDER HLDGS USA INC SR GLBL NT4.5%25 549300SMVCQN2P0O6I58 2025-07-17 4.500000 2000000.00 2044780.00 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 22 5493008B6JBRUJ90QL97 2022-01-14 3.450000 2376000.00 2379367.98 Corporate Debt Securities LOUISIANA PAC CORP SR GLBL NT 24 549300C7E2UAO5BVRR75 2024-09-15 4.875000 1689000.00 1683757.06 Corporate Debt Securities QUEBEC PROV CDA SR GLBL QS NT 27 549300WN65YFEQH74Y36 2027-04-12 2.750000 473562.00 464174.55 Corporate Debt Securities HARTFORD FINL SVCS GROUP INC D SR NT 5.125%22 IU7C3FTM7Y3BQM112U94 2022-04-15 5.125000 1860000.00 2021126.64 Corporate Debt Securities ANHEUSER BUSCH INBEV WORLDWIDE CR SEN SR NT 40 549300CRGMZK3K53BF92 2040-01-15 6.375000 1000000.00 1264924.17 Corporate Debt Securities WALGREENS BOOTS ALLIANCE INC SR GLBL NT 26 549300RPTUOIXG4LIH86 2026-06-01 3.450000 1173000.00 1119016.58 Corporate Debt Securities EVEREST ACQ LLC/FINANCE SR SEC GLBL 25 2025-02-15 8.000000 1334000.00 900153.56 Corporate Debt Securities ANADARKO PETE CORP SR GLBL NT 26 B78FQ7XBQFLP4AYJ6F79 2026-03-15 5.550000 1501000.00 1638624.19 Corporate Debt Securities CONSTELLATION BRANDS INC SR GLBL NT 25 5493005GKEG8QCVY7037 2025-12-01 4.750000 1569000.00 1673369.01 Corporate Debt Securities JPMORGAN CHASE & CO SR NT 4.25%20 8I5DZWZKVSZI1NUHU748 2020-10-15 4.250000 186000.00 194926.35 Corporate Debt Securities ALTRIA GROUP INC CR SEN SR GLBL39 XSGZFLO9YTNO9VCQV219 2039-02-06 10.200000 205000.00 348300.47 Corporate Debt Securities HEINEKEN N V SR GLBL 144A 28 724500K5PTPSST86UQ23 2028-01-29 3.500000 248000.00 241649.55 Corporate Debt Securities MCGRAW-HILL GLOBAL EDU HLDGS SR 144A NT 24 2024-05-15 7.875000 465000.00 460030.31 Corporate Debt Securities UNITEDHEALTH GROUP INC SR GLBL NT 22 549300GHBMY8T5GXDE41 2022-03-15 2.875000 595000.00 588388.39 Corporate Debt Securities COOPERATIEVE CENTRALE RAIFFEI FR 3.875%020822 DG3RU1DBUFHT4ZF9WN62 2022-02-08 3.875000 1730000.00 1772038.28 Corporate Debt Securities BORDEN CHEMICAL INC SR DEB 9.2%21 54930030FZF8HYAEHM46 2021-03-15 9.200000 2140000.00 1585906.44 Corporate Debt Securities HOME BANCSHARES INC SB NT FXD/FLT 27 2027-04-15 5.625000 3249000.00 3443143.99 Corporate Debt Securities BANK AMER CORP FR 5.875%010521 9DJT3UXIJIZJI4WXO774 2021-01-05 5.875000 11170000.00 12136633.20 Corporate Debt Securities ENTERGY CORP NEW SR GLBL NT 26 4XM3TW50JULSLG8BNC79 2026-09-01 2.950000 2743000.00 2553059.44 Corporate Debt Securities BANK AMER CORP FR 3.248%102127 9DJT3UXIJIZJI4WXO774 2027-10-21 3.248000 4000000.00 3818900.44 Corporate Debt Securities FORD MOTOR CREDIT CO LLC GLBL NT 3.339%22 UDSQCVRUX5BONN0VY111 2022-03-28 3.339000 2000000.00 1965705.50 Corporate Debt Securities COMM S&L / CSL CAPITAL SR NT 8.25%23 2023-10-15 8.250000 1875000.00 1832968.76 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR NT 1.75%21 2S72QS2UO2OESLG6Y829 2021-08-15 1.750000 2205000.00 2107161.70 Corporate Debt Securities MOLSON COORS BREWING CO SR GLBL NT2.1%21 54930073LBBH6ZCBE225 2021-07-15 2.100000 2371000.00 2283952.69 Corporate Debt Securities NEWELL BRANDS INC CR SEN SR GLBL26 549300LWGYFM1TVO1Z12 2026-04-01 4.200000 1642000.00 1656033.63 Corporate Debt Securities ONEOK PARTNERS LP GTD SR NT 19 T4DHW82NMF6BXJT50795 2019-03-01 8.625000 1649000.00 1741786.48 Corporate Debt Securities INTL PAPER CO SR GLBL NT4.4%47 824LMFJDH41EY779Q875 2047-08-15 4.400000 1815000.00 1723247.72 Corporate Debt Securities UNION PAC CORP SR GLBL NT 51 549300LMMRSZZCZ8CL11 2051-10-01 3.799000 37000.00 35479.45 Corporate Debt Securities CONOCO FDG CO SR GLBL NT 31 XX71EBFZWSRCIL200314 2031-10-15 7.250000 453000.00 619132.21 Corporate Debt Securities JPMORGAN CHASE & CO SR NT FXD/FLT 28 8I5DZWZKVSZI1NUHU748 2028-02-01 3.782000 10000.00 9961.93 Corporate Debt Securities INTL PAPER CO SR GLBL NT 48 824LMFJDH41EY779Q875 2048-08-15 4.350000 40000.00 37759.47 Corporate Debt Securities SEVEN GENERATIONS ENERGY LTD SR 144A NT 25 549300XZHTA2VXQWAL67 2025-09-30 5.375000 1.00 0.99 Corporate Debt Securities CENTENNIAL RESOURCE PRODUCT SR 144A NT 26 5493004CTVUMQLRPOE23 2026-01-15 5.375000 889.00 888.13 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829 549300XFX12G42QIKN82 2029-03-08 4.302000 11372217.00 11315009.06 Corporate Debt Securities IMPERIAL TOB FIN PLC SR 144A NT 22 2138008L3B3MCG1DFS50 2022-07-21 3.750000 2500000.00 2525208.33 Corporate Debt Securities JOHNSON S C & SON INC SR 144A NT 46 PH5ZFDENRYXEVLP50443 2046-10-15 4.750000 2400000.00 2733333.33 Corporate Debt Securities BPCE SA FR 2.5%071519 9695005MSX1OYEMGDF46 2019-07-15 2.500000 2974000.00 2973966.96 Corporate Debt Securities BPCE SA FR 2.75%120221 9695005MSX1OYEMGDF46 2021-12-02 2.750000 3000000.00 2963152.50 Corporate Debt Securities BANK AMER CORP FR 5.625%070120 9DJT3UXIJIZJI4WXO774 2020-07-01 5.625000 2200000.00 2350986.00 Corporate Debt Securities SPRINT NEXTEL CORP SR NT 11.5%21 549300JKU50UT08ZWD77 2021-11-15 11.500000 64000.00 76960.36 Corporate Debt Securities ALTRIA GROUP INC CR SEN SR GLBL38 XSGZFLO9YTNO9VCQV219 2038-11-10 9.950000 1145000.00 1940349.12 Corporate Debt Securities ENEL FIN INTL S A SR GLBL 144A 37 0YQH6LCEF474UTUV4B96 2037-09-15 6.800000 379000.00 478667.31 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 3.5%110722 2022-11-07 3.500000 1338000.00 1297599.83 Corporate Debt Securities INTERPUBLIC GROUP COS INC SR NT 3.75%23 5493008IUOJ5VWTRC333 2023-02-15 3.750000 2000000.00 2015086.67 Corporate Debt Securities UBS GROUP FDG SWITZ AG SR GLBL 144A 23 506700Q800G1L95S7805 2023-08-15 2.859000 10296.00 9978.62 Corporate Debt Securities CAIXA ECONOMICA FEDERAL FR 4.5%100318 2018-10-03 4.500000 4839000.00 4964814.00 Corporate Debt Securities CHS / CMNTY HEALTH SYS INC SR SEC GLBL NT23 5493007X5NC5XI1BB106 2023-03-31 6.250000 864000.00 819570.00 Corporate Debt Securities NEW RESI MTG TR 2017-4 B-6 20570525 FLT 2057-05-25 5.331220 7233241.00 4331475.61 Private Label Collateralized Mortgage Obligations COLT LLC 2018-1 M-1 20480225 FLT 2048-02-25 3.661000 1638.00 1638.64 Private Label Collateralized Mortgage Obligations CWALT INC 2004-8CB M-1 20340625 FLT 2034-06-25 2.371500 1451.00 984.84 Private Label Collateralized Mortgage Obligations PMT CR RISK TRANSFER TR 2015-1 2025-08-25 6.871500 2876.00 2513.53 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2014-C02 1M-2 20240528 FLT 2024-05-28 4.471500 78400.00 83069.96 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2014-C01 M-2 20240125 FLT 2024-01-25 6.271500 234.00 267.07 Private Label Collateralized Mortgage Obligations NEW RESI MTG TR 2017-3 B-6 20570425 FLT 2057-04-25 5.445350 11395798.00 7814213.66 Private Label Collateralized Mortgage Obligations Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0192 304993778.00 304993778.00 0.0088 N N Y N JP MORGAN SECURITIES LLC JP MORGAN SECURITIES LLC 2.770000% ZBUT11V806EZRVTWT807 0001168163 ARP0GH3K2_2.77_0924 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N TOWD POINT MTG TR 2015-2 1-B1 20601125 FLT 2060-11-25 3.570010 816030.00 837954.01 Asset-Backed Securities BEAR STEARNS ABS TR 2007-HE3 III-A 20370425 FLT 2037-04-25 2.091500 4533762.00 1379696.74 Asset-Backed Securities NATIONAL COLL ST LN TR 2006-4 A-3 20290225 FLT 2029-02-25 1.880700 5299254.00 2465218.78 Asset-Backed Securities SLM STUDENT LOAN TR 2008-5 B 20730725 FLT 2073-07-25 3.595200 11032962.00 11495777.84 Asset-Backed Securities MASTR ASSET BKD SECS 2004-OPT1 M-1 20340225 FLT 2034-02-25 2.651500 1832.00 961.08 Asset-Backed Securities SLM STUDENT LOAN TR 2005-10 B 20261025 FLT 2026-10-25 2.015200 3760.00 3654.16 Asset-Backed Securities SLM STUDENT LOAN TR 2006-7 B 20420125 FLT 2042-01-25 1.945200 5729.00 3177.95 Asset-Backed Securities ACCESS FEDERAL ST LN 2006-1 A-3 20370825 FLT 2037-08-25 2.143630 38729.00 35202.11 Asset-Backed Securities SLM STUDENT LOAN TR 2006-9 A-6 20410125 FLT 2041-01-25 1.905200 118083.00 114955.93 Asset-Backed Securities SLM STUDNET LOAN TR 2006-3 A-5 20210125 FLT 2021-01-25 1.845200 346688.00 327391.88 Asset-Backed Securities DRIVE AUTO RECV TR 2017-A D 20240515 4.1 2024-05-15 4.160000 23601863.00 24029924.74 Asset-Backed Securities GOLDMAN SACHS GROUP INC SR GLBL NT 27 784F5XWPLTWKTBV3E584 2027-01-26 3.850000 3138000.00 3105953.17 Corporate Debt Securities HSBC HLDGS PLC SUB GLBL NT 25 MLU0ZO3ML4LN2LL2TL39 2025-08-18 4.250000 1000000.00 995000.28 Corporate Debt Securities ROYAL CARIBBEAN CRUISES LTD SR GLBL NT7.5%27 K2NEH8QNVW44JIWK7Z55 2027-10-15 7.500000 23000.00 29012.35 Corporate Debt Securities MANULIFE FINL CORP SB NT FXD/FLT 32 5493007GBX87QOZACS27 2032-02-24 4.061000 2000.00 1953.94 Corporate Debt Securities TRANSCONTINENTAL GAS PIPE LINE SR GLBL NT 26 2026-02-01 7.850000 167000.00 207149.68 Corporate Debt Securities NTC CAP II CAP-B PSTH FLT27 2027-04-15 2.310190 340000.00 319514.57 Corporate Debt Securities PSEG PWR LLC SR NT 5.125%20 2020-04-15 5.125000 613000.00 651041.08 Corporate Debt Securities Y 2018-06-27 2018-06-27 2018-09-24 Y JP MORGAN SECURITIES LLC 1.0000 90 N N N 0.0266 40021288.00 40021288.00 0.0012 N N N Y CREDIT SUISSE SECURITIES (USA) LLC CREDIT SUISSE SECURITIES (USA) LLC 1.880000% 1V8Y6QCX6YMJ2OELII46 0001230485 ARP0GH4B1_1.88_0404 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N 144A JPMCC 2010-C1 A3 2043-06-15 5.058000 301000.00 314347.74 Private Label Collateralized Mortgage Obligations LCCM 3.551% 07/50 2050-07-12 3.551000 15000000.00 14850544.63 Private Label Collateralized Mortgage Obligations 144A SCGT 2013-SRP1 A 2026-11-15 3.435500 31495000.00 31537012.82 Private Label Collateralized Mortgage Obligations BANK 3.314% 11/50 2050-11-15 3.314000 83000.00 82411.86 Private Label Collateralized Mortgage Obligations COMM 3.706% 11/46 2046-11-10 3.706000 1375000.00 1407183.45 Private Label Collateralized Mortgage Obligations CITIGROUP 1.643% 09/58 2058-09-10 1.643000 840000.00 514037.43 Private Label Collateralized Mortgage Obligations GS MORTGAGE 3.801% 01/47 2047-01-10 3.801000 800000.00 820244.60 Private Label Collateralized Mortgage Obligations JPMBB 2.8164% 11/48 2048-11-15 2.816400 700000.00 698740.46 Private Label Collateralized Mortgage Obligations JP MORGAN 2.9332% 09/32 2032-09-05 2.933200 700000.00 699716.74 Private Label Collateralized Mortgage Obligations WFRBS 3.428% 11/47 2047-11-15 3.428000 250000.00 250347.14 Private Label Collateralized Mortgage Obligations 144A WFRBS 2011-C3 A4 2044-03-15 4.375000 1750000.00 1815129.58 Private Label Collateralized Mortgage Obligations 144A WFRBS 2011-C2 A4 2044-02-15 4.869000 560000.00 576228.34 Private Label Collateralized Mortgage Obligations CSAIL 2.98551% 06/50 2050-06-15 2.985500 886000.00 883639.88 Private Label Collateralized Mortgage Obligations CSAIL 3.12658% 06/50 2050-06-15 3.126500 170000.00 164202.48 Private Label Collateralized Mortgage Obligations CSAIL 3.39195% 06/50 2050-06-15 3.391900 185000.00 182012.43 Private Label Collateralized Mortgage Obligations CSAIL 3.5325% 11/48 549300FU8TZDHFLQZL50 2048-11-15 3.532500 146000.00 147493.21 Private Label Collateralized Mortgage Obligations CORE INDL TR 2015-WEST 549300JSG3BPDMG8DT46 2037-02-10 3.292000 3700000.00 3708201.78 Private Label Collateralized Mortgage Obligations Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0206 50998510.80 50998510.80 0.0015 N N Y N RBC CAPITAL MARKETS LLC RBC CAPITAL MARKETS LLC 1.770000% 549300LCO2FLSSVFFR64 0000050916 ARP0GH4F2_1.77_0404 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N Fannie Mae S6XOOCT0IEG5ABCC6L87 2037-08-25 2.341500 12400000.00 646548.50 Agency Collateralized Mortgage Obligation 04.000 FGPC Q37889 G 2045-12-01 4.000000 10680661.00 8858838.45 Agency Mortgage-Backed Securities 03.500 FGPC Q52307 G 2047-11-01 3.500000 10978262.00 10902915.56 Agency Mortgage-Backed Securities 04.000 FGPC Q34765 G 2045-07-01 4.000000 2155000.00 1866767.92 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ4395 2048-01-01 2.949000 2226350.00 2226481.27 Agency Mortgage-Backed Securities FNMS 03.000 CLBM3564 2047-07-01 3.000000 2840846.00 2760266.55 Agency Mortgage-Backed Securities 03.500 FGPC G60080 G 2045-06-01 3.500000 3000000.00 2193957.47 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1126 2048-02-01 4.500000 5249787.00 5545256.98 Agency Mortgage-Backed Securities 03.500 FGPC Q43882 G 2046-10-01 3.500000 6000000.00 5509101.27 Agency Mortgage-Backed Securities 03.000 FGPC G08799 G 2048-02-01 3.000000 650000.00 628498.88 Agency Mortgage-Backed Securities 04.000 FGPC Q50648 G 2047-09-01 4.000000 753978.00 773251.23 Agency Mortgage-Backed Securities 04.000 FGPC G08780 G 2047-09-01 4.000000 1036809.00 1006060.17 Agency Mortgage-Backed Securities 03.500 FGPC G60238 G 2045-10-01 3.500000 1370000.00 1056915.40 Agency Mortgage-Backed Securities 04.500 FGPC V83157 G 2047-04-01 4.500000 1841036.00 1629799.72 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ5268 2047-12-01 2.943000 74553.00 74454.12 Agency Mortgage-Backed Securities 03.500 FGPC C91872 G 2036-04-01 3.500000 100000.00 77367.23 Agency Mortgage-Backed Securities FMAR 2B6710 G 2047-12-01 2.938000 280533.00 278281.14 Agency Mortgage-Backed Securities 04.500 FGPC V82006 G 2045-10-01 4.500000 310904.00 152827.36 Agency Mortgage-Backed Securities 03.000 FGPC G18670 G 2032-12-01 3.000000 515532.00 500095.54 Agency Mortgage-Backed Securities 03.000 FGPC J38271 G 2033-01-01 3.000000 570645.00 561672.55 Agency Mortgage-Backed Securities 04.000 FGPC V80615 G 2043-11-01 4.000000 1012.00 560.57 Agency Mortgage-Backed Securities FNAR XX.XXX LBBJ8944 2048-02-01 2.882000 3037.00 2967.83 Agency Mortgage-Backed Securities 04.000 FGPC V83761 G 2047-12-01 4.000000 807656.00 823513.10 Agency Mortgage-Backed Securities 06.000 FGPC G30546 G 2026-03-01 6.000000 10099.00 1885.32 Agency Mortgage-Backed Securities FNMS 03.500 CIBM1231 2031-11-01 3.500000 8625000.00 7099392.98 Agency Mortgage-Backed Securities 04.500 FGPC G08759 G 2047-04-01 4.500000 9528237.00 8177228.25 Agency Mortgage-Backed Securities 03.000 FGPC G08741 G 2047-01-01 3.000000 21505.00 19463.21 Agency Mortgage-Backed Securities 03.000 FGPC G08537 G 2043-07-01 3.000000 6770969.00 4385257.04 Agency Mortgage-Backed Securities 04.500 FGPC G07977 G 2040-12-01 4.500000 5441.00 3446.14 Agency Mortgage-Backed Securities FNMS 03.500 CIAH6596 2026-03-01 3.500000 34711953.00 10214846.03 Agency Mortgage-Backed Securities 04.500 FGPC G08810 G 2048-03-01 4.500000 9659244.00 10159786.02 Agency Mortgage-Backed Securities LLOYDS BANKING GROUP PLC SR GLBL NT 28 549300PPXHEU2JF0AM85 2028-11-07 3.574000 12700000.00 12110941.54 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR NT 4.6%21 2S72QS2UO2OESLG6Y829 2021-04-01 4.600000 4810000.00 5120603.07 Corporate Debt Securities BANK OF MONTREAL FR 1.5%071819 NQQ6HPCNCCU6TUTQYE16 2019-07-18 1.500000 15805000.00 15586548.55 Corporate Debt Securities BANK AMER CORP FR 3.97%030529 9DJT3UXIJIZJI4WXO774 2029-03-05 3.970000 416000.00 416302.29 Corporate Debt Securities AMERICAN HONDA FIN CORP MTN FR 2%111319 B6Q2VFHD1797Q7NZ3E43 2019-11-13 2.000000 25000.00 24936.47 Corporate Debt Securities SOCIETE GENERALE MTN 144A FR 2.625%091620 O2RNE8IBXP4R0TD8PU41 2020-09-16 2.625000 5000000.00 4941039.58 Corporate Debt Securities BANK AMER CORP FR 4.2%082624 9DJT3UXIJIZJI4WXO774 2024-08-26 4.200000 2739000.00 2780358.90 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT 46 54930070NSV60J38I987 2046-04-01 6.750000 3140000.00 3743680.70 Corporate Debt Securities AT&T INC SR GLBL NT 5%21 549300Z40J86GGSTL398 2021-03-01 5.000000 4864000.00 5123391.72 Corporate Debt Securities VERIZON COMMUNICATIONS INC SR GLBL NT 43 2S72QS2UO2OESLG6Y829 2043-09-15 6.550000 6702000.00 8193042.34 Corporate Debt Securities DISCOVERY COMMUNICATIONS LLC SR NT 3.25%23 L2Z2MO2EQURH3BREWI15 2023-04-01 3.250000 1428000.00 1416832.25 Corporate Debt Securities MOODYS CORP SR NT 4.5%22 549300GCEDD8YCF5WU84 2022-09-01 4.500000 1636000.00 1710928.80 Corporate Debt Securities GENERAL MTRS CO SR GLBL NT5.2%45 54930070NSV60J38I987 2045-04-01 5.200000 1734000.00 1718257.20 Corporate Debt Securities EQT CORP SR GLBL NT3.9%27 4NT01YGM4X7ZX86ISY52 2027-10-01 3.900000 45000.00 43878.00 Corporate Debt Securities FORD MTR CO DEL SR GLBL DB7.4%46 20S05OYHG0MQM4VUIC57 2046-11-01 7.400000 1375000.00 1743791.81 Corporate Debt Securities BANK AMER CORP FR 5%051321 9DJT3UXIJIZJI4WXO774 2021-05-13 5.000000 2045000.00 2192237.73 Corporate Debt Securities COOPERATIEVE CENTRALE RAIFFEI FR 3.95%110922 DG3RU1DBUFHT4ZF9WN62 2022-11-09 3.950000 1106000.00 1130631.85 Corporate Debt Securities CDP FINANCIAL INC. GTD SR NT 144A39 2039-11-25 5.600000 5890000.00 7664179.26 Corporate Debt Securities ONTARIO PROV CDA SR GLBL BD 4%19 C7PVKCRGLG18EBQGZV36 2019-10-07 4.000000 23000.00 23952.92 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT3.5%22 2022-05-26 3.500000 845000.00 841728.44 Corporate Debt Securities BNP PARIBAS FR 4.625%031327 R0MUWSFPU8MPRO8K5P83 2027-03-13 4.625000 885000.00 896978.97 Corporate Debt Securities DOW CHEM CO SR INTERNOTES FR 3.6%061525 ZQUIP1CSZO8LXRBSOU78 2025-06-15 3.600000 14000.00 14146.72 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 3%111521 784F5XWPLTWKTBV3E584 2021-11-15 3.000000 15000.00 14922.70 Corporate Debt Securities HEINZ H J CO SR GLBL DEB 28 5493003STKEZ2S0RNU91 2028-07-15 6.375000 23000.00 26795.10 Corporate Debt Securities QUEBEC PROV CDA SR GLBL NT 18 549300WN65YFEQH74Y36 2018-05-14 4.625000 10000.00 10198.14 Corporate Debt Securities WATSON PHARMACEUTICALS INC SR NT 3.25%22 2549006TBOV0H6GV7T12 2022-10-01 3.250000 2000.00 1988.50 Corporate Debt Securities MICROSOFT CORP SR NT 4.875%43 INR2EJN1ERAN0W5ZP974 2043-12-15 4.875000 690000.00 801354.50 Corporate Debt Securities AVALONBAY CMNTYS INC MTN BE FR 6.1%031520 K9G90K85RBWD2LAGQX17 2020-03-15 6.100000 841000.00 892454.25 Corporate Debt Securities CITIGROUP INC SB GLBL NT5.3%44 6SHGI4ZSSLCXXQSBB395 2044-05-06 5.300000 114000.00 126483.32 Corporate Debt Securities CITIGROUP INC FR 5.875%013042 6SHGI4ZSSLCXXQSBB395 2042-01-30 5.875000 140000.00 172912.39 Corporate Debt Securities ENTERPRISE PRODS OPER LLC SR NT 6.125%39 5493004LGN656HWLDA30 2039-10-15 6.125000 276000.00 335487.05 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3%012221 PBLD0EJDB5FWOLXP3B76 2021-01-22 3.000000 310000.00 309997.93 Corporate Debt Securities CANADIAN NAT RES LTD NT 3.85%27 549300T15RIMIKZC5Q38 2027-06-01 3.850000 3110000.00 3072211.77 Corporate Debt Securities SABINE PASS LIQUEFACTION LLC SR SEC GLBL NT26 549300KJYBG7C6WJYZ11 2026-06-30 5.875000 3625000.00 3997810.61 Corporate Debt Securities CSX CORP SR GLBL NT 68 549300JVQR4N1MMP3Q88 2068-03-01 4.650000 4796000.00 4693697.32 Corporate Debt Securities ASTRAZENECA PLC NT FLT 22 PY6ZZQWO2IZFZC3IOL08 2022-06-10 2.691400 750000.00 753889.28 Corporate Debt Securities TOYOTA MOTOR CREDIT CORP FR 2.15%090822 Z2VZBHUMB7PWWJ63I008 2022-09-08 2.150000 1405000.00 1352599.35 Corporate Debt Securities CDN IMPERIAL BK COMM TORONTO O SR GLBL NT2.7%21 2IGI19DL77OX0HC3ZE78 2021-02-02 2.700000 1999923.00 1981873.70 Corporate Debt Securities HUMANA INC SR GLBL NT 27 2027-03-15 3.950000 161000.00 159865.93 Corporate Debt Securities CHEVRON CORP NEW SR GLBL NT2.1%21 2021-05-16 2.100000 248000.00 244205.19 Corporate Debt Securities BANK AMER CORP FR 4.25%102226 9DJT3UXIJIZJI4WXO774 2026-10-22 4.250000 279000.00 284997.03 Corporate Debt Securities MICROSOFT CORP SR NT 3.75%45 INR2EJN1ERAN0W5ZP974 2045-02-12 3.750000 364000.00 360660.60 Corporate Debt Securities ABBOTT LABS SR NT 2%18 HQD377W2YR662HK5JX27 2018-09-15 2.000000 380000.00 379349.36 Corporate Debt Securities COMCAST CORP NEW SR GLBL NT4.6%45 51M0QTTNCGUN7KFCFZ59 2045-08-15 4.600000 35000.00 36121.13 Corporate Debt Securities ONEOK INC NEW SR NT 4.25%22 2T3D6M0JSY48PSZI1Q41 2022-02-01 4.250000 4000.00 4103.79 Corporate Debt Securities AON CORP SR NT 5%20 LTS3U8DGK38SETRUWX71 2020-09-30 5.000000 22000.00 23517.58 Corporate Debt Securities AON PLC SR NT 4.25%42 VVT2B79I2Z4U3R6BY589 2042-12-12 4.250000 24000.00 22975.73 Corporate Debt Securities DEUTSCHE BK AG VR 011917-011819 7LTWFZYICNSX8D621K86 2019-01-18 3.184080 2277000.00 2307488.38 Corporate Debt Securities PENSKE TRUCK LEASING CO L P SR GLBL 144A 22 2022-07-11 4.875000 4697000.00 4988648.47 Corporate Debt Securities UNION PAC CORP SR GLBL NT 45 549300LMMRSZZCZ8CL11 2045-11-15 4.050000 500000.00 508602.50 Corporate Debt Securities AERCAP IRELAND CAPITAL LIMITED SR GLBL NT 27 2027-07-21 3.650000 4950000.00 4657427.50 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 27 2027-01-15 3.875000 5166000.00 5040390.15 Corporate Debt Securities BANCO SANTANDER SA SR GLBL NT 27 5493006QMFDDMYWIAM13 2027-04-11 4.250000 7800000.00 7881068.00 Corporate Debt Securities STARBUCKS CORP SR GLBL NT 47 OQSJ1DU9TAOC51A47K68 2047-12-01 3.750000 8762981.00 8500872.94 Corporate Debt Securities AT&T INC SR GLBL 144A 46 549300Z40J86GGSTL398 2046-11-15 5.150000 2774000.00 2836721.68 Corporate Debt Securities KOHLS CORP SR GLBL NT 45 549300JF6LPRTRJ0FH50 2045-07-17 5.550000 1777000.00 1732521.69 Corporate Debt Securities LAND O LAKES INC SR 144A NT 6%22 4ONCJWH5BBCYSJIJYX61 2022-11-15 6.000000 1796000.00 1995505.67 Corporate Debt Securities GILEAD SCIENCES INC SR NT 3.7%24 549300WTZWR07K8MNV44 2024-04-01 3.700000 1040000.00 1072733.42 Corporate Debt Securities WILTON RE FIN LLC CR SEN SR 144A33 54930013IJH3HK0K5051 2033-03-30 5.875000 1146000.00 1233911.73 Corporate Debt Securities ANHEUSER BUSCH INBEV WORLDWIDE CR SEN SR NT 39 549300CRGMZK3K53BF92 2039-01-15 8.200000 1159000.00 1731737.88 Corporate Debt Securities TIME WARNER INC SR GLBL DEB 45 KNG3XRAA0RHN9H62OK76 2045-07-15 4.850000 1286000.00 1276225.69 Corporate Debt Securities BURLINGTON NORTHN SANTA FE CP SR DEB 4.375%42 2042-09-01 4.375000 478000.00 499630.83 Corporate Debt Securities SOUTHERN CO SR GLBL NT4.4%46 549300FC3G3YU2FBZD92 2046-07-01 4.400000 500000.00 502182.78 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT3.7%23 5493008B6JBRUJ90QL97 2023-05-09 3.700000 528000.00 530665.81 Corporate Debt Securities SHIRE ACQUISITIONS INVTS IRELA SR GLBL NT2.4%21 549300XK5HGW68R8K327 2021-09-23 2.400000 600000.00 579546.00 Corporate Debt Securities SUNCOR ENERGY INC NEW SR GLBL NT6.5%38 549300W70ZOQDVLCHY06 2038-06-15 6.500000 625000.00 815611.11 Corporate Debt Securities FRANCE TELECOM SA CR SEN SR GLBL31 969500MCOONR8990S771 2031-03-01 9.000000 600000.00 876486.00 Corporate Debt Securities BANCO SANTANDER SA SR 24 NT3.125%23 5493006QMFDDMYWIAM13 2023-02-23 3.125000 1400000.00 1358441.00 Corporate Debt Securities MARATHON PETE CORP SR NT 6.5%41 3BNYRYQHD39K4LCKQF12 2041-03-01 6.500000 123000.00 150401.39 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR GLBL NT 26 784F5XWPLTWKTBV3E584 2026-02-25 3.750000 990000.00 974003.25 Corporate Debt Securities BANK OF AMERICA CORP SR FIX/FLT NT 33 9DJT3UXIJIZJI4WXO774 2033-09-23 0.268000 5000.00 3000.22 Corporate Debt Securities BANK OF AMERICA CORP SR -L STEP 31 9DJT3UXIJIZJI4WXO774 2031-03-28 3.000000 10000.00 9584.83 Corporate Debt Securities DISCOVER FINL SVCS FR 3.85%061528 Z1YLO2USPORE63VVUL20 2028-06-15 3.850000 10000.00 9589.82 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD 144A SR GLBL 144A 20 F8SB4JFBSYQFRQEH3Z21 2020-01-10 2.298020 500000.00 504951.44 Corporate Debt Securities CAPITAL ONE BK USA NATL ASSN SUB NT 3.375%23 LKE37K2B8CFZUR7F9816 2023-02-15 3.375000 1070000.00 1046807.75 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA 144A FR 2.125%072221 MSFSBD3QN1GSN7Q6C537 2021-07-22 2.125000 1829000.00 1806603.64 Corporate Debt Securities NATIONAL AUSTRALIA BK LTD 144A FR 2.4%120919 F8SB4JFBSYQFRQEH3Z21 2019-12-09 2.400000 14595000.00 14563377.50 Corporate Debt Securities BARCLAYS PLC SR GLBL NT 23 213800LBQA1Y9L22JB70 2023-01-10 3.684000 460000.00 458773.79 Corporate Debt Securities LLOYDS BKG GROUP PLC SR GLBL NT 27 549300PPXHEU2JF0AM85 2027-01-11 3.750000 4250000.00 4122648.75 Corporate Debt Securities US BANCORP DEL PERP FXD/FLT NT N1GZ7BBF3NP8GI976H15 2049-12-29 5.300000 39000.00 40721.63 Corporate Debt Securities BANK OF AMERICA CORP CLL FIX/FLT NT31 9DJT3UXIJIZJI4WXO774 2031-05-27 0.988000 40000.00 24057.13 Corporate Debt Securities MORGAN STANLEY D W DISC SRMTNS FR 10%093031 IGJSJL3JD5P30I6NJZ34 2031-09-30 2.260000 100000.00 64458.72 Corporate Debt Securities JPMORGAN CHASE & CO SR GLBL E STP 36 8I5DZWZKVSZI1NUHU748 2036-10-31 3.000000 20000.00 17484.33 Corporate Debt Securities MORGAN STANLEY RGE ACCRL 10%33 IGJSJL3JD5P30I6NJZ34 2033-07-31 3.276000 20000.00 14932.38 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 9.5%102528 784F5XWPLTWKTBV3E584 2028-10-25 1.264800 25000.00 17336.21 Corporate Debt Securities BANK OF AMERICA CORP SR FIX/FLT NT 33 9DJT3UXIJIZJI4WXO774 2033-07-11 1.632000 25000.00 16338.40 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT FXD/FLT 29 784F5XWPLTWKTBV3E584 2029-02-05 1.259500 30000.00 20966.68 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 4.25%081525 784F5XWPLTWKTBV3E584 2025-08-15 4.250000 12000.00 12334.11 Corporate Debt Securities GE CAPITAL INTERNOTES FR 5%051522 3C7474T6CDKPR9K6YT90 2022-05-15 5.000000 15000.00 15937.37 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 5%031522 784F5XWPLTWKTBV3E584 2022-03-15 5.000000 15000.00 15805.87 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 9%081528 784F5XWPLTWKTBV3E584 2028-08-15 1.565000 20000.00 13638.26 Corporate Debt Securities CHEVRON PHILLIPS CHEM CO LLC SR GLBL 144A 23 2023-05-01 3.300000 3210.00 3226.26 Corporate Debt Securities ANGLO AMERICAN CAPITAL PLC SR GLBL 144A 28 TINT358G1SSHR3L3PW36 2028-03-15 4.500000 5172.00 5153.85 Corporate Debt Securities TORONTO DOMINION BANK FR 1.85%091120 PT3QB789TSUIDF371261 2020-09-11 1.850000 11000.00 10714.61 Corporate Debt Securities CITIGROUP GLOBAL MKTS HLDGS IN FR 3.15%042727 82VOJDD5PTRDMVVMGV31 2027-04-27 3.150000 17000.00 16453.62 Corporate Debt Securities CITIGROUP INC SUB GLBL D NT 26 6SHGI4ZSSLCXXQSBB395 2026-11-20 4.300000 633000.00 641576.10 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 4.6%052645 UE2136O97NLB5BYP9H04 2045-05-26 4.600000 1312000.00 1380285.23 Corporate Debt Securities WELLS FARGO CO MTN BE FR 2.15%011519 PBLD0EJDB5FWOLXP3B76 2019-01-15 2.150000 124000.00 124002.41 Corporate Debt Securities BANK NEW YORK MELLON CORP PERP JR GLBL -F WFLLPEPC7FZXENRZV188 2049-12-29 4.625000 160000.00 155785.00 Corporate Debt Securities MORGAN STANLEY RGE ACCRL10.5%28 IGJSJL3JD5P30I6NJZ34 2028-06-28 1.480000 30000.00 21076.23 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 8%080629 784F5XWPLTWKTBV3E584 2029-08-06 2.268000 32000.00 22436.77 Corporate Debt Securities GOLDMAN SACHS GROUP INC -D 8%29 784F5XWPLTWKTBV3E584 2029-09-15 0.657000 35000.00 23224.44 Corporate Debt Securities CATERPILLAR FINL CORP PWRNTSBE FR 2.4%031520 EDBQKYOPJUCJKLOJDE72 2020-03-15 2.400000 3648000.00 3599214.08 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 3.45%031325 E0KSF7PFQ210NWI8Z391 2025-03-13 3.450000 3774940.00 3780086.50 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 24 2024-01-15 3.625000 730000.00 718802.81 Corporate Debt Securities BROADCOM CORP/BROADCOM CAYMAN SR GLBL NT 20 2020-01-15 2.375000 1234552.00 1223221.21 Corporate Debt Securities PROGRESSIVE CORP OHIO PERP SR GLBL NT 2049-12-29 5.375000 123000.00 124197.97 Corporate Debt Securities TORONTO DOMINION BANK FR 2.55%012521 PT3QB789TSUIDF371261 2021-01-25 2.550000 293000.00 290422.58 Corporate Debt Securities JP MORGAN CHASE BANK NA SR GLBL NT 48 8I5DZWZKVSZI1NUHU748 2048-11-15 3.964000 300000.00 289990.63 Corporate Debt Securities SUMITOMO MITSUI FINL GROUP INC SR GLBL NT 27 35380028MYWPB6AUO129 2027-07-12 3.364000 338408.00 327394.59 Corporate Debt Securities GOLDMAN SACHS GROUP SR GLBL FL NT 22 784F5XWPLTWKTBV3E584 2022-10-31 2.552250 375000.00 375882.32 Corporate Debt Securities GENERAL MTRS FINL CO INC SR GLBL NT 4%25 5493008B6JBRUJ90QL97 2025-01-15 4.000000 25000.00 24858.06 Corporate Debt Securities AMERICAN EXPRESS CR CORP MTNBE FR 2.375%052620 9ET6B8VCXWW51H8Z3M54 2020-05-26 2.375000 75000.00 74518.09 Corporate Debt Securities AT&T INC SR GLBL NT 46 549300Z40J86GGSTL398 2046-05-15 4.750000 112000.00 108005.02 Corporate Debt Securities ANALOG DEVICES INC SR GLBL NT5.3%45 GYVOE5EZ4GDAVTU4CQ61 2045-12-15 5.300000 114000.00 129745.81 Corporate Debt Securities GENERAL ELEC CAP CORP FR 5.3%021121 3C7474T6CDKPR9K6YT90 2021-02-11 5.300000 5000000.00 5282283.34 Corporate Debt Securities AON PLC SR GLBL NT 45 VVT2B79I2Z4U3R6BY589 2045-05-15 4.750000 3000.00 3152.64 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 2.625%030123 EDBQKYOPJUCJKLOJDE72 2023-03-01 2.625000 2110000.00 2048138.32 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.45%021323 PBLD0EJDB5FWOLXP3B76 2023-02-13 3.450000 2226000.00 2202578.77 Corporate Debt Securities CATERPILLAR FINL SVCS MTNS BE FR 1.9%032219 EDBQKYOPJUCJKLOJDE72 2019-03-22 1.900000 2451000.00 2435483.81 Corporate Debt Securities EL PASO ENERGY CORP MTN BE FR 7.8%080131 549300WR7IX8XE0TBO16 2031-08-01 7.800000 3500000.00 4477538.34 Corporate Debt Securities SHELL INTERNATIONAL FIN BV SR GLBL NT 38 213800ITMMKU4Z7I4F78 2038-12-15 6.375000 430000.00 575897.57 Corporate Debt Securities COMMONWEALTH BK AUSTRALIA 144A VR 031618-031623 MSFSBD3QN1GSN7Q6C537 2023-03-16 2.845000 6091198.00 6078329.50 Corporate Debt Securities MIZUHO FINL GROUP INC 4.018%28 353800CI5L6DDAN5XZ33 2028-03-05 4.018000 10854837.00 10868825.27 Corporate Debt Securities ORACLE CORP NT 5.375%40 1Z4GXXU7ZHVWFCD8TV52 2040-07-15 5.375000 1754000.00 2124389.74 Corporate Debt Securities BB&T CORP SR MEDIUM TERM NTS FR 2.45%011520 549300DRQQI75D2JP341 2020-01-15 2.450000 1101000.00 1096613.74 Corporate Debt Securities KRAFT HEINZ FOODS CO SR GLBL NT 25 5493003STKEZ2S0RNU91 2025-07-15 3.950000 146000.00 146034.96 Corporate Debt Securities Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0188 297994457.20 297994457.20 0.0086 N N Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.840000% VYVVCKR63DVZZN70PB21 0000827124 ARP0GH4K1_1.84_0404 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N UBS GROUP AG SR GLBL REGS 22 506700Q800G1L95S7805 2022-02-01 2.650000 50000.00 48609.97 Corporate Debt Securities KOREA EAST-WEST PWR CO LTD SR GLBL REGS 22 549300VDRGYGX9NBTB52 2022-06-19 2.625000 100000.00 97159.17 Corporate Debt Securities CORP NACIONAL DEL COBRE CHILE GLBL REGS NT 27 549300UVMBCBCIPSUI70 2027-08-01 3.625000 438000.00 426331.80 Corporate Debt Securities MEXICO CITY ARPT TR SR SEC GLBL 26 2026-10-31 4.250000 1300000.00 1266317.36 Corporate Debt Securities FENIX PWR PERU S A SR GLBL REGS 27 549300VBTI7WLU4G4642 2027-09-20 4.317000 5000.00 4867.90 Corporate Debt Securities BANCO SANTANDER SA SR 24 NT3.125%23 5493006QMFDDMYWIAM13 2023-02-23 3.125000 4227887.00 4102382.17 Corporate Debt Securities JPMORGAN CHASE -CC 4.625% 8I5DZWZKVSZI1NUHU748 2049-12-29 4.625000 42000.00 40763.33 Corporate Debt Securities BP CAP MKTS P L C SR GLBL NT 22 549300CRVT18MXX0AG93 2022-09-19 2.520000 296000.00 287564.00 Corporate Debt Securities CHINA STHRN PWR GRID INTL FIN SR GLBL REGS 27 2027-05-08 3.500000 750000.00 730393.75 Corporate Debt Securities AXIS SPECIALTY FINANCE PLC 4%27 2027-12-06 4.000000 12380326.00 12062715.61 Corporate Debt Securities EUROPEAN INVT BK 2%22 5493006YXS1U5GIHE750 2022-12-15 2.000000 15859000.00 15445238.69 Corporate Debt Securities Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0204 29999025.00 29999025.00 0.0009 N N Y N MERRILL LYNCH PIERCE FENNER & SMITH INC MERRILL LYNCH PIERCE FENNER & SMITH INC 1.810000% 8NAV47T0Y26Q87Y0QP81 0000065100 ARP0GHH50_1.81_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 03.500 I4BF0168 2057-02-01 3.500000 40055958.00 37956555.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2002 2047-10-01 4.000000 15347569.00 14441006.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9250 2048-02-01 3.500000 256050353.00 256602438.45 Agency Mortgage-Backed Securities Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 300000000.00 300000000.00 0.0087 N Y Y N BNP PARIBAS SA BNP PARIBAS SA 1.840000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0GHHD3_1.84_0405 Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash N N GALAXY XVII CLO LTD 2026-07-15 0.00 2891962.00 2889503.83 Asset-Backed Securities HERTZ FIN II 2017-1 B 20211025 3.5 549300FPK70TCB78NG05 2021-10-25 3.560000 323963.00 323952.17 Asset-Backed Securities BRISTOL PK CLO LTD 2016-1 C 20290416 FLT 2029-04-16 4.321520 26000000.00 26506040.12 Asset-Backed Securities VOYA CLO 2016 3 LTD VOYA CLO 2016 3 LLC 2027-10-18 0.00 32236400.00 32292813.70 Asset-Backed Securities WELLS FARGO CO MTN BE FR 4.1%060326 PBLD0EJDB5FWOLXP3B76 2026-06-03 4.100000 38000.00 38253.88 Corporate Debt Securities BANK AMER CORP VR 020518-020526 9DJT3UXIJIZJI4WXO774 2026-02-05 2.556980 1583066.00 1555668.53 Corporate Debt Securities MORGAN STANLEY FR 4.375%012247 IGJSJL3JD5P30I6NJZ34 2047-01-22 4.375000 12156000.00 12451662.63 Corporate Debt Securities WELLS FARGO CO MTN BE FR 3.5%030822 PBLD0EJDB5FWOLXP3B76 2022-03-08 3.500000 402000.00 403544.35 Corporate Debt Securities MORGAN STANLEY FR 5.625%092319 IGJSJL3JD5P30I6NJZ34 2019-09-23 5.625000 6770000.00 7031372.78 Corporate Debt Securities BANK AMER CORP FR 2.625%101920 9DJT3UXIJIZJI4WXO774 2020-10-19 2.625000 4759000.00 4774736.43 Corporate Debt Securities MORGAN STANLEY FR 5.5%012620 IGJSJL3JD5P30I6NJZ34 2020-01-26 5.500000 1805000.00 1899970.07 Corporate Debt Securities ICBC LTD NEW YORK BRANCH VR 110817-110820 5493002ERZU2K9PZDL40 2020-11-08 2.540700 174307.00 174889.07 Corporate Debt Securities BANK AMER CORP SR NT FXD/FLT 21 9DJT3UXIJIZJI4WXO774 2021-10-01 2.328000 1010000.00 1000128.26 Corporate Debt Securities NATIONWIDE BLDG SOC MTN SUB NT FR 4.125%101832 549300XFX12G42QIKN82 2032-10-18 4.125000 10750000.00 10383832.61 Corporate Debt Securities BANK AMER CORP FR 3.248%102127 9DJT3UXIJIZJI4WXO774 2027-10-21 3.248000 1260000.00 1202953.64 Corporate Debt Securities GOLDMAN SACHS GRP INC MTN BE FR 4.8%070844 784F5XWPLTWKTBV3E584 2044-07-08 4.800000 1270000.00 1374013.00 Corporate Debt Securities WILLIAMS PARTNERS L P NEW FR 4%091525 WUURD1P1N0874ONXXO03 2025-09-15 4.000000 3391000.00 3330319.94 Corporate Debt Securities MORGAN STANLEY FR 4.35%090826 IGJSJL3JD5P30I6NJZ34 2026-09-08 4.350000 1674000.00 1684207.21 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 4.45%030147 UE2136O97NLB5BYP9H04 2047-03-01 4.450000 2567000.00 2623476.85 Corporate Debt Securities MORGAN STANLEY FR 4.1%052223 IGJSJL3JD5P30I6NJZ34 2023-05-22 4.100000 4182000.00 4294093.86 Corporate Debt Securities MORGAN STANLEY VR 012017-012022 IGJSJL3JD5P30I6NJZ34 2022-01-20 2.924700 5998000.00 6100037.68 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.25%061024 UE2136O97NLB5BYP9H04 2024-06-10 3.250000 75000.00 75028.52 Corporate Debt Securities MORGAN STANLEY FR 2.8%061620 IGJSJL3JD5P30I6NJZ34 2020-06-16 2.800000 300000.00 300369.33 Corporate Debt Securities AT&T INC SR GLBL NT3.9%27 549300Z40J86GGSTL398 2027-08-14 3.900000 110.00 110.78 Corporate Debt Securities KEB HANA BANK VR 040517-040520 6RPK2YDJN6L35AS0M510 2020-04-05 2.420930 4081815.00 4103688.78 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 3.35%040123 UE2136O97NLB5BYP9H04 2023-04-01 3.350000 9500000.00 9551012.36 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE FR 3.05%010628 E0KSF7PFQ210NWI8Z391 2028-01-06 3.050000 1499467.00 1443668.50 Corporate Debt Securities TELEFONICA EMISIONES S A U FR 4.665%030638 549300Y5MFC4SW5Z3K71 2038-03-06 4.665000 1925000.00 1939592.30 Corporate Debt Securities MORGAN STANLEY SR NT FIX/FLT 38 IGJSJL3JD5P30I6NJZ34 2038-07-22 3.971000 1130000.00 1106101.03 Corporate Debt Securities ONEOK INC NEW SR NT 4.95%47 2T3D6M0JSY48PSZI1Q41 2047-07-13 4.950000 19499912.00 19831605.50 Corporate Debt Securities BANK AMER CORP FR 4.875%040144 9DJT3UXIJIZJI4WXO774 2044-04-01 4.875000 1000000.00 1120754.17 Corporate Debt Securities BANK AMER CORP FR 5.875%010521 9DJT3UXIJIZJI4WXO774 2021-01-05 5.875000 7495000.00 8143604.82 Corporate Debt Securities NATNWIDE BLDG SOC SRMTN BEREGS FR 2.45%072721 549300XFX12G42QIKN82 2021-07-27 2.450000 550000.00 539450.69 Corporate Debt Securities SOCIETE GENERALE MTN REG S SR NT 5.2%21 O2RNE8IBXP4R0TD8PU41 2021-04-15 5.200000 1465000.00 1579151.17 Corporate Debt Securities SVENSKA HANDELSBANKEN AB FR 2.45%033021 NHBDILHZTYCNBV5UYZ31 2021-03-30 2.450000 1181000.00 1173739.15 Corporate Debt Securities BPCE SA FR 4%041524 9695005MSX1OYEMGDF46 2024-04-15 4.000000 1231000.00 1269902.34 Corporate Debt Securities CREDIT AGRICOLE SA LONDON BRH FR 3.375%011022 969500TJ5KRTCJQWXH05 2022-01-10 3.375000 12784000.00 12766821.50 Corporate Debt Securities AMERICAN EXPRESS CR CORP MTNBE FR 2.25%081519 9ET6B8VCXWW51H8Z3M54 2019-08-15 2.250000 5224000.00 5202633.84 Corporate Debt Securities GOLDMAN SACHS GROUP INC FR 4%030324 784F5XWPLTWKTBV3E584 2024-03-03 4.000000 12757000.00 12952167.93 Corporate Debt Securities MEAD JOHNSON NUTRITION CO SR GLBL NT4.6%44 E4BJRFT3MF4GJDY1SC50 2044-06-01 4.600000 17298000.00 17957534.29 Corporate Debt Securities GOLDMAN SACHS GROUP INC SR NT 3.75%25 784F5XWPLTWKTBV3E584 2025-05-22 3.750000 21779000.00 21767438.97 Corporate Debt Securities BANK AMER CORP FR 2.503%102122 9DJT3UXIJIZJI4WXO774 2022-10-21 2.503000 375000.00 363770.77 Corporate Debt Securities BANK AMER CORP SR FIX/FLT 23 9DJT3UXIJIZJI4WXO774 2023-07-21 2.816000 600000.00 586391.47 Corporate Debt Securities MCDONALDS CORP MED TERM NT BE FR 4.875%120945 UE2136O97NLB5BYP9H04 2045-12-09 4.875000 426000.00 463145.43 Corporate Debt Securities CITIGROUP INC SR NT FXD/FLT 28 6SHGI4ZSSLCXXQSBB395 2028-01-10 3.887000 474000.00 472909.71 Corporate Debt Securities MORGAN STANLEY FR 3.7%102324 IGJSJL3JD5P30I6NJZ34 2024-10-23 3.700000 879000.00 885006.50 Corporate Debt Securities MORGAN STANLEY SR NT 5.5%21 IGJSJL3JD5P30I6NJZ34 2021-07-28 5.500000 1518000.00 1633018.02 Corporate Debt Securities DEERE JOHN CAP CORP MTNS BE SR NT-E 3.9%21 E0KSF7PFQ210NWI8Z391 2021-07-12 3.900000 1613000.00 1671215.86 Corporate Debt Securities NATIONWIDE BLDG SOC GLOBAL COV FR 4.302%030829 549300XFX12G42QIKN82 2029-03-08 4.302000 177783.00 176888.66 Corporate Debt Securities WELLS FARGO CO MTN BE FR 4.9%111745 PBLD0EJDB5FWOLXP3B76 2045-11-17 4.900000 2634000.00 2783391.70 Corporate Debt Securities VERUS SEC TR 2018-1 B-1 20580125 FLT 2058-01-25 3.801000 10000000.00 10003753.33 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2018-C02 2M-2 20300826 FLT 2030-08-26 4.071500 2000000.00 2000680.58 Private Label Collateralized Mortgage Obligations COLT LLC 2018-1 M-1 20480225 FLT 2048-02-25 3.661000 2637110.00 2638132.61 Private Label Collateralized Mortgage Obligations CWALT INC 2004-8CB M-1 20340625 FLT 2034-06-25 2.371500 15457523.00 10491562.05 Private Label Collateralized Mortgage Obligations FNMA CONN AVE SECS 2017-C04 2B-1 20291126 FLT 2029-11-26 6.921500 1384681.00 1474094.08 Private Label Collateralized Mortgage Obligations Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0184 260000000.00 260000000.00 0.0075 N N Y N BNP PARIBAS SA BNP PARIBAS SA 1.810000% R0MUWSFPU8MPRO8K5P83 0001197610 ARP0GHHE1_1.81_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2008-27 FC 549300M8ZYFG0OCMTT87 2038-03-20 2.502070 2933.00 131.17 Agency Collateralized Mortgage Obligation FNRM CL063BD R14F063 2033-06-25 2.500000 2418624.00 1053509.77 Agency Collateralized Mortgage Obligation FNRM CL027AP R15F027 2043-06-25 3.000000 15842700.00 11274226.02 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2045-08-15 3.000000 38182164.00 17381891.08 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2042-02-15 1.500000 2837931.00 1364619.31 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2029-03-15 7.000000 61.00 29.20 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-02-15 6.000000 1.00 0.07 Agency Collateralized Mortgage Obligation FNAR XX.XXX JUBM1943 2048-05-01 6.063000 3769522.00 3779912.10 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2932 2047-01-01 3.000000 1001.00 949.37 Agency Mortgage-Backed Securities GNAR AT 082239 M 2038-12-20 3.125000 1023.00 44.83 Agency Mortgage-Backed Securities GNAR AS 082149 M 2038-08-20 2.750000 1095.00 8.10 Agency Mortgage-Backed Securities FNMS 04.500 CL730474 2033-08-01 4.500000 3196470.00 208731.38 Agency Mortgage-Backed Securities GNAR FT 082717 M 2041-01-20 2.375000 494416.00 63583.24 Agency Mortgage-Backed Securities GNAR AT MA1242 M 2043-08-20 2.750000 515000.00 139554.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBC0167 2046-01-01 3.500000 610000.00 514096.63 Agency Mortgage-Backed Securities FNMS 06.500 CL675601 2032-01-01 6.500000 2460.00 25.40 Agency Mortgage-Backed Securities GNAR AF MA4793 M 2047-10-20 4.000000 97000.00 98649.12 Agency Mortgage-Backed Securities GNAR AF MA4465 M 2047-05-20 3.000000 140011.00 122409.61 Agency Mortgage-Backed Securities GNAR AT MA3689 M 2046-05-20 2.500000 199999.00 85778.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ6391 2048-03-01 4.500000 238225.00 254094.13 Agency Mortgage-Backed Securities GNAR AT 082857 M 2041-06-20 2.625000 295928.00 58026.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2905 2045-11-01 4.000000 320101.00 233070.88 Agency Mortgage-Backed Securities FNMS 05.000 CLAV9084 2044-03-01 5.000000 322431.00 84487.18 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD3787 2040-05-01 3.474000 1232.00 94.86 Agency Mortgage-Backed Securities GNAR FT MA0495 M 2042-10-20 3.125000 1343347.00 135304.94 Agency Mortgage-Backed Securities FNMS 06.500 CL792635 2034-08-01 6.500000 1348331.00 72474.37 Agency Mortgage-Backed Securities GNAR FB 082867 M 2041-06-20 3.250000 1785.00 101.06 Agency Mortgage-Backed Securities GNAR AS 082202 M 2038-10-20 3.625000 2253.00 49.37 Agency Mortgage-Backed Securities FNMS 06.500 CL995378 2039-01-01 6.500000 1053.00 42.41 Agency Mortgage-Backed Securities FNMS 05.500 CI995422 2023-11-01 5.500000 1119.00 52.01 Agency Mortgage-Backed Securities GNAR AF 082682 M 2040-12-20 3.125000 721820.00 135980.32 Agency Mortgage-Backed Securities FNMS 05.000 CL735484 2035-05-01 5.000000 1208000.00 56930.26 Agency Mortgage-Backed Securities GNAR FT 082398 M 2039-09-20 2.750000 493444.00 24576.63 Agency Mortgage-Backed Securities GNAR AF MA0101 M 2042-05-20 2.625000 940527.00 128489.47 Agency Mortgage-Backed Securities Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 35604519.00 35604519.00 0.0010 N Y Y N CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK SA 1.750000% 1VUV7VQFKUOQSJ21A208 0001330437 ARP0GHHQ4_1.75_0402 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2046-05-15 2.500000 94374200.00 85976231.00 U.S. Treasuries (including strips) Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0175 84273951.00 84273951.00 0.0024 N Y Y N MIZUHO SECURITIES USA LLC MIZUHO SECURITIES USA LLC 1.810000% 7TK5RJIZDFROZCA6XF66 0000812291 ARP0GHHR2_1.81_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 5.25 TVBD 39 C 549300HE1ISW43LNKM54 2039-09-15 5.250000 785000.00 1026043.41 Agency Debentures and Agency Strips 2.875 TVBD 27 A 549300HE1ISW43LNKM54 2027-02-01 2.875000 800000.00 795313.56 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2026-09-24 1.875000 197000.00 181228.26 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2022-04-05 1.875000 1000000.00 981882.50 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-04-15 1.125000 7000.00 6959.23 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-10-02 1.250000 10000.00 9913.16 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2020-06-22 1.500000 11000.00 10826.55 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2020-07-30 1.500000 27000.00 26520.16 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2019-09-09 1.500000 81000.00 80139.24 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-01-17 1.500000 118000.00 116594.62 Agency Debentures and Agency Strips Farm Federal Credit Bank 2022-05-10 5.250000 4277000.00 4795803.66 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2019-09-12 1.750000 121000.00 120239.68 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2020-01-21 1.625000 390000.00 386458.58 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2038-08-06 6.210000 23000.00 33480.24 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2032-07-15 6.250000 26000.00 35604.67 Agency Debentures and Agency Strips Farm Federal Credit Bank 2023-12-08 1.628900 3424000.00 3448487.07 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2024-09-06 2.625000 4000.00 3964.99 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2021-08-17 1.250000 5000.00 4797.39 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-04-20 1.375000 6000.00 5917.28 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-10-13 2.180000 100000.00 93100.22 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2022-12-05 2.190000 100000.00 48825.75 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2026-07-13 2.400000 9710000.00 9233109.53 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2021-10-07 1.375000 1020000.00 986176.23 Agency Debentures and Agency Strips Freddie Mac S6XOOCT0IEG5ABCC6L87 2020-05-01 1.375000 3450000.00 3400019.08 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2020-12-28 1.875000 3810000.00 3769117.11 Agency Debentures and Agency Strips Fannie Mae S6XOOCT0IEG5ABCC6L87 2019-02-19 1.875000 5000000.00 4999466.67 Agency Debentures and Agency Strips 2.250 TVBD 20 A 549300HE1ISW43LNKM54 2020-03-15 2.250000 16458000.00 16403910.78 Agency Debentures and Agency Strips Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 50000000.00 50000000.00 0.0014 N Y Y N ROYAL BANK OF CANADA ROYAL BANK OF CANADA 1.810000% ES7IP3U3RHIGC71XBU11 0000352613 ARP0GHHZ4_1.81_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNRA 2009-008 FC 549300M8ZYFG0OCMTT87 2039-02-16 2.686380 4410923.00 613338.22 Agency Collateralized Mortgage Obligation FNRM RC072NA R13F072 2042-08-25 2.500000 827903.00 396351.80 Agency Collateralized Mortgage Obligation GNRA 2017-26 W 549300M8ZYFG0OCMTT87 2046-08-20 6.973110 833495.00 674983.36 Agency Collateralized Mortgage Obligation GNRM 2018-05 GA 549300M8ZYFG0OCMTT87 2047-12-20 3.000000 1106897.00 1086281.84 Agency Collateralized Mortgage Obligation FNRM CL136KB R13F136 2029-01-25 3.500000 292933.00 297162.72 Agency Collateralized Mortgage Obligation Freddie Mac S6XOOCT0IEG5ABCC6L87 2038-10-15 1.924000 1432447.00 964062.14 Agency Collateralized Mortgage Obligation FNRM RC061BA R13F061 2043-01-25 3.000000 2743477.00 1403977.40 Agency Collateralized Mortgage Obligation FNRM RC133HC R12F133 2041-09-25 2.500000 4723284.00 2223381.86 Agency Collateralized Mortgage Obligation FNAR XX.XXX LBAE5414 2040-10-01 3.450000 60869.00 5348.03 Agency Mortgage-Backed Securities GNCL CL BC7435 2057-08-15 3.900000 197162.00 211126.66 Agency Mortgage-Backed Securities GNCL CL AQ9263 2058-07-15 3.230000 338497.00 336264.69 Agency Mortgage-Backed Securities GNCL CL AP0238 2057-06-15 3.930000 528467.00 551136.47 Agency Mortgage-Backed Securities GNII SF MA4587 M 2047-06-20 4.000000 5218109.00 4830907.52 Agency Mortgage-Backed Securities FNAR XX.XXX LBAE0165 2036-08-01 3.397000 6278181.00 1380115.92 Agency Mortgage-Backed Securities GNII SF MA3597 M 2046-04-20 3.500000 7695193.00 5545544.75 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD7834 2040-06-01 3.557000 2688605.00 541555.86 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3182 2047-11-01 3.500000 58694625.00 57680607.55 Agency Mortgage-Backed Securities GNII SF MA1921 M 2044-04-20 4.500000 121260986.00 39805495.58 Agency Mortgage-Backed Securities GNII SF MA2602 M 2045-02-20 4.000000 298348285.00 126107664.24 Agency Mortgage-Backed Securities GNMI MH 455995 X 2029-04-15 5.250000 3461679.00 1134092.50 Agency Mortgage-Backed Securities FNMS 03.000 CIAE8434 2025-11-01 3.000000 1001.00 156.45 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD4958 2040-06-01 3.569000 3006.00 761.92 Agency Mortgage-Backed Securities GNII SF MA2304 M 2044-10-20 4.000000 186480142.00 66005832.52 Agency Mortgage-Backed Securities GNII SF MA3244 M 2045-11-20 3.500000 2435046.00 1550550.32 Agency Mortgage-Backed Securities GNPL PN BA5571 2052-12-15 2.980000 750000.00 748757.08 Agency Mortgage-Backed Securities GNCL CL AR8015 2058-08-15 3.380000 772207.00 786615.52 Agency Mortgage-Backed Securities GNCL CL AZ1226 2059-04-15 3.580000 775453.00 792659.10 Agency Mortgage-Backed Securities GNCL CL BC7439 2059-11-15 3.330000 83624.00 83414.69 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0851 2047-12-01 3.500000 2799188.00 2785098.70 Agency Mortgage-Backed Securities GNCL CL AY2840 2059-02-15 3.650000 2960412.00 3071906.71 Agency Mortgage-Backed Securities GNII SF AY2379 C 2047-07-20 3.750000 3346636.00 3367455.67 Agency Mortgage-Backed Securities GNCL CL BD1268 2059-06-15 3.600000 2780066.00 2855072.18 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3121 2047-09-01 4.000000 1482797.00 1449625.46 Agency Mortgage-Backed Securities GNCL CL AZ6150 2059-02-15 3.700000 1849722.00 1922097.51 Agency Mortgage-Backed Securities GNCL CL BB4606 2060-02-15 3.350000 2724262.00 2717929.60 Agency Mortgage-Backed Securities GNII SF BB4816 C 2047-08-20 4.000000 1382322.00 1412779.88 Agency Mortgage-Backed Securities GNHF RF AR7518 H 2066-02-20 4.560000 1395930.00 1285172.11 Agency Mortgage-Backed Securities GNCL CL AW2872 2058-11-15 3.730000 1407759.00 1461158.27 Agency Mortgage-Backed Securities GNCL CL AR0046 2058-09-15 3.550000 1415205.00 1458384.48 Agency Mortgage-Backed Securities GNCL CL AY0295 2059-04-15 3.430000 1419382.00 1427895.14 Agency Mortgage-Backed Securities FNMS 03.500 CVMA2998 2032-04-01 3.500000 1000.00 967.80 Agency Mortgage-Backed Securities GNII SF BE2210 C 2047-12-20 3.500000 2000.00 2017.60 Agency Mortgage-Backed Securities GNII SF BC6876 C 2047-08-20 4.000000 72721.00 71941.97 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3276 2048-01-01 3.500000 50645265.00 50544341.67 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3306 2048-03-01 4.000000 4630000.00 4753364.86 Agency Mortgage-Backed Securities GNCL CL AU4018 2058-04-15 3.290000 528140.00 534820.91 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2995 2047-05-01 4.000000 28154374.00 25731965.13 Agency Mortgage-Backed Securities United States Treasury 254900HROIFWPRGM1V77 2022-02-28 1.875000 69708500.00 68128736.80 U.S. Treasuries (including strips) Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 477000000.00 477000000.00 0.0138 N Y Y N BANK OF NOVA SCOTIA BANK OF NOVA SCOTIA 1.790000% L3I9ZG2KFGXZ61BMYR72 0001041839 ARP0GHJC3_1.79_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N 04.000 FGPC G07925 G 2045-02-01 4.000000 1958911.00 1361733.10 Agency Mortgage-Backed Securities Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0179 1321808.00 1321808.00 0.0000 N Y Y N WELLS FARGO SECURITIES LLC WELLS FARGO SECURITIES LLC 1.810000% VYVVCKR63DVZZN70PB21 0000827124 ARP0GHJE9_1.81_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMS 04.000 CLBJ8539 2048-02-01 4.000000 4569595.00 4699833.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8548 2048-02-01 4.000000 4731075.00 4865708.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3286 2047-11-01 4.500000 191812052.00 197232750.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ4634 2048-03-01 4.000000 198843553.00 204478722.79 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1378 2048-03-01 4.000000 231831292.00 238489639.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ8546 2048-02-01 4.000000 5244740.00 5394211.61 Agency Mortgage-Backed Securities Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0181 629835705.00 629835705.00 0.0182 N Y Y N BARCLAYS BANK PLC BARCLAYS BANK PLC 1.780000% G5GSEF7VJP5I7OUK5573 0001484212 ARP0GHJJ8_1.78_0402 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N United States Treasury 254900HROIFWPRGM1V77 2018-10-31 1.750000 100.00 100.56 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2019-07-31 0.875000 48783600.00 47989488.97 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-07-31 2.000000 68355700.00 68026168.88 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 6.750000 13632100.00 17841276.59 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-03-31 1.125000 25000000.00 24558079.67 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-11-15 6.125000 25000000.00 32637141.30 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-08-15 8.125000 3736600.00 4457258.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-06-15 1.125000 2899000.00 2904288.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-11-15 9.000000 800000.00 862211.93 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-06-30 2.125000 1241300.00 1226908.05 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-08-15 6.250000 100.00 118.94 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-04-05 0.00 51900.00 51881.89 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-04-30 1.625000 71436600.00 68594033.10 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2019-06-30 1.625000 87937000.00 87666090.39 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-05-31 1.375000 103004800.00 100084118.70 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2044-11-15 3.000000 64700.00 65335.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-04-12 0.00 662700.00 662252.68 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-07-31 1.246900 750000.00 752604.13 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-02-29 2.125000 121100000.00 117712178.14 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-04-30 1.375000 137493000.00 135591407.24 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-06-30 1.625000 100.00 98.82 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2022-03-31 1.875000 100.00 98.44 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2046-02-15 2.500000 100.00 90.54 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-12-31 2.000000 48340000.00 47689434.40 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2027-02-15 6.625000 33999500.00 44694432.50 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-12-15 1.250000 35360000.00 35281869.55 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-01-31 2.250000 45060900.00 44226048.49 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-05-31 1.375000 14509200.00 14276257.58 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-05-17 0.00 19796300.00 19751481.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2043-08-15 3.625000 20200000.00 22534631.18 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-07-31 1.125000 22547900.00 21619860.20 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-07-12 0.00 23871200.00 23748907.84 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2019-05-15 0.875000 25250000.00 24964875.74 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-06-30 1.125000 3249500.00 3123727.47 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-12-31 1.750000 3427000.00 3382942.98 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-02-29 2.250000 9264800.00 9276502.35 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2041-02-15 4.750000 9523700.00 12410972.03 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2024-05-31 2.000000 12985700.00 12565384.86 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2026-08-15 1.500000 2892200.00 2623486.66 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2021-03-31 2.250000 807100.00 812044.60 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2018-06-30 0.625000 1158900.00 1157114.53 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2023-03-31 1.500000 1292000.00 1235368.52 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2019-03-31 1.625000 2873000.00 2880825.23 U.S. Treasuries (including strips) United States Treasury 254900HROIFWPRGM1V77 2020-12-31 2.375000 50000.00 50265.17 U.S. Treasuries (including strips) Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0178 1039000000.00 1039000000.00 0.0300 N Y Y N RBC DOMINION SECURITIES INC RBC DOMINION SECURITIES INC 1.790000% 549300QJJX6CVVUXLE15 0000050916 ARP0GHJO7_1.79_0402 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF MA3736 M 2046-06-20 3.500000 317729070.00 246798251.21 Agency Mortgage-Backed Securities GNII SF MA4452 M 2047-04-20 4.000000 755993.00 633156.19 Agency Mortgage-Backed Securities GNII SF MA4451 M 2047-05-20 3.500000 3893497.00 3580431.22 Agency Mortgage-Backed Securities GNII SF MA4837 M 2047-11-20 3.500000 20656329.00 20650177.68 Agency Mortgage-Backed Securities GNII SF MA4511 M 2047-06-20 4.000000 37785923.00 32986595.26 Agency Mortgage-Backed Securities GNII SF MA4510 M 2047-03-20 3.500000 58897170.00 55546424.91 Agency Mortgage-Backed Securities 04.500 FGPC Q51590 G 2047-10-01 4.500000 1727491.00 1801682.40 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3129 2037-09-01 4.000000 9464739.00 9280351.50 Agency Mortgage-Backed Securities GNII SF MA4068 M 2046-10-20 3.000000 105130772.00 92315115.13 Agency Mortgage-Backed Securities Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0179 450000000.00 450000000.00 0.0130 N Y Y N ROYAL BANK OF CANADA (TORONTO BRANCH) ROYAL BANK OF CANADA (TORONTO BRANCH) 1.700000% ES7IP3U3RHIGC71XBU11 0000352613 ATD0PCM62 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0170 168000001.68 168000001.68 0.0048 N Y Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.710000% B4TYDEB6GKMZO031MB27 0000947263 ATD0PCM70 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0171 199000001.99 199000001.99 0.0057 N Y Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.690000% 0001498632 ATD0PCM96 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0169 342000003.42 342000003.42 0.0099 N Y Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.700000% 0000926171 ATD0PCME5 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0170 286000002.86 286000002.86 0.0083 N Y Y N TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) TORONTO DOMINION BANK (GRAND CAYMAN BRANCH) 1.720000% B4TYDEB6GKMZO031MB27 0000947263 ATD0PD8R0 Non-Negotiable Time Deposit Y 2018-04-03 2018-04-03 2018-04-03 N N N 0.0172 200000002.00 200000002.00 0.0058 N N Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.730000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0PDWN2 Non-Negotiable Time Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0173 55000000.00 55000000.00 0.0016 N N Y N NORDEA BANK AB (NEW YORK BRANCH) NORDEA BANK AB (NEW YORK BRANCH) 1.670000% 6SCPQ280AIY8EP3XFW53 0001002614 ATD0PDWP7 Non-Negotiable Time Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0167 150000000.00 150000000.00 0.0043 N N Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.670000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD0PDX27 Non-Negotiable Time Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0167 143000000.00 143000000.00 0.0041 N N Y N NATIONAL BANK OF CANADA (MONTREAL BRANCH) NATIONAL BANK OF CANADA (MONTREAL BRANCH) 1.700000% 0000926171 ATD0PDX92 Non-Negotiable Time Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0170 12000000.00 12000000.00 0.0003 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.710000% 0001245022 ATD0PDXB7 Non-Negotiable Time Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0171 92000000.00 92000000.00 0.0027 N N Y N SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) SKANDINAVISKA ENSKILDA BANKEN AB (GRAND CAYMAN BRANCH) 1.680000% F3JS33DEI6XQ4ZBPTN86 0000917311 ATD0PDXP6 Non-Negotiable Time Deposit Y 2018-04-04 2018-04-04 2018-04-04 N N N 0.0168 372000000.00 372000000.00 0.0107 N N Y N ABN AMRO BANK NV (AMSTERDAM BRANCH) ABN AMRO BANK NV (AMSTERDAM BRANCH) 1.710000% 0001245022 ATD0PEL36 Non-Negotiable Time Deposit Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0171 213995120.80 213995120.80 0.0062 N N Y N LLOYDS BANK PLC (NEW YORK BRANCH) LLOYDS BANK PLC (NEW YORK BRANCH) 1.650000% H7FNTJ4851HG0EXQ1Z70 0001167831 ATD0PEL85 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0165 999990.90 999990.90 0.0000 N Y Y N NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) NATIONAL AUSTRALIA BANK LTD (CAYMAN ISLANDS BRANCH) 1.640000% 0000833029 ATD0PELD4 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0164 865991859.60 865991859.60 0.0250 N Y Y N NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) NORTHERN TRUST CO (CAYMAN ISLANDS BRANCH) 1.600000% 6PTKHDJ8HDUF78PFWH30 0000073124 ATD0PELE2 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0160 231997564.00 231997564.00 0.0067 N Y Y N SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) SVENSKA HANDELSBANKEN AB (CAYMAN ISLANDS BRANCH) 1.650000% NHBDILHZTYCNBV5UYZ31 0001448613 ATD0PELN2 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0165 39999636.00 39999636.00 0.0012 N Y Y N CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) CANADIAN IMPERIAL BANK OF COMMERCE (GRAND CAYMAN BRANCH) 1.640000% 2IGI19DL77OX0HC3ZE78 0000800030 ATD0PELU6 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0164 4999953.00 4999953.00 0.0001 N Y Y N DNB BANK ASA (GRAND CAYMAN BRANCH) DNB BANK ASA (GRAND CAYMAN BRANCH) 1.650000% 0001498632 ATD0PELW2 Non-Negotiable Time Deposit Y 2018-04-02 2018-04-02 2018-04-02 N N N 0.0165 349996815.00 349996815.00 0.0101 N Y Y N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD (LONDON BRANCH) 1.730000% JHE42UYNWWTJB8YTTU19 0000859994 ATD0PEM68 Non-Negotiable Time Deposit Y 2018-04-05 2018-04-05 2018-04-05 N N N 0.0173 724985065.00 724985065.00 0.0209 N N Y N The Charles Schwab Family of Funds 2018-04-06 Mark Fischer Mark Fischer Chief Financial Officer