Form N-MFP2 JPMorgan Trust I For: May 31

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June 7, 2018 12:51 PM EDT
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    N-MFP2
    
      
        
          0001217286
          XXXXXXXX
        
      
      
    
  
  
    
      2018-05-31
      0001217286
      S000002969
      8
      N
      N
    
    
      333-103022
      
        J.P. Morgan Investment Management Inc.
        801-21011
      
      
        PricewaterhouseCoopers, LLP
        New York
        NY
      
      
        J.P. Morgan Investment Management Inc.
      
      
        DST Asset Manager Solutions, Inc.
        0000275143
        084-00896
      
      N
      N
      N
      Prime
      N
      18
      61
      
        11912807042.94
        12521144911.31
        12373342121.53
        13142396586.63
      
      
        16569134146.75
        17121042271.27
        15783668155.25
        16624500430.52
      
      
        0.3079
        0.3018
        0.3126
        0.3317
      
      
        0.4282
        0.4127
        0.3988
        0.4196
      
      600000212.69
      38045211221.65
      820000000.00
      32178881.85
      162308402.88
      38515081913.31
      38505679306.92
      0.0209
      
        1.0001
        1.0002
        1.0002
        1.0002
      
    
    
      C000008130
      10000000.00
      9565836032.78
      9563503326.09
      
        1.0001
        1.0002
        1.0002
        1.0002
      
      
        998940226.40
        869243019.52
      
      
        788841918.93
        974053210.15
      
      
        1456148376.38
        974960456.71
      
      
        1208087024.74
        772786580.71
      
      
        4734904407.06
        3878082806.93
      
      0.0188
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 400874.58;
    
    
      C000008135
      1000.00
      980269557.54
      980051517.28
      
        1.0001
        1.0001
        1.0002
        1.0002
      
      
        3171756033.14
        3198911638.69
      
      
        3184046685.83
        3169779004.08
      
      
        3336530364.53
        3303164164.38
      
      
        3505706782.92
        3474718824.21
      
      
        14724759198.18
        14665858917.60
      
      0.0157
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 25959.76;
    
    
      C000008137
      10000000.00
      25044467.47
      25038930.28
      
        1.0001
        1.0001
        1.0002
        1.0002
      
      
        86372362.91
        86460955.36
      
      
        86277255.72
        86278450.32
      
      
        86277231.45
        86285877.08
      
      
        86274136.97
        86274277.25
      
      
        379612817.16
        379720103.78
      
      0.0139
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 3669.78;
    
    
      C000008136
      1000000.00
      1148587853.31
      1148315859.04
      
        1.0001
        1.0001
        1.0002
        1.0002
      
      
        616865934.49
        601833390.83
      
      
        526470879.59
        522028834.37
      
      
        606341506.23
        579216892.84
      
      
        610104062.19
        582749400.17
      
      
        2621893651.92
        2517720274.67
      
      0.0164
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 15104.86;
    
    
      C000008138
      5000000.00
      1547979495.97
      1547573205.12
      
        1.0001
        1.0002
        1.0002
        1.0002
      
      
        3958825618.25
        3985608502.06
      
      
        3884676009.43
        3904769684.21
      
      
        3906768362.52
        3903752164.71
      
      
        4029271865.35
        3981869376.17
      
      
        17292187406.56
        17330488536.37
      
      0.0183
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 69557.40;
    
    
      C000008133
      1000.00
      1876491.72
      1876035.86
      
        1.0001
        1.0002
        1.0002
        1.0002
      
      
        1634.58
        7354.71
      
      
        0.00
        748.29
      
      
        0.00
        14661.00
      
      
        0.79
        0.00
      
      
        0.00
        22696.18
      
      0.0112
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 2627.99;
    
    
      C000008134
      50000000.00
      23125625283.40
      23120005699.59
      
        1.0001
        1.0002
        1.0002
        1.0002
      
      
        3544053748.14
        2904293504.90
      
      
        4313895001.79
        1607762495.12
      
      
        3071163104.72
        5342591299.00
      
      
        3796707372.44
        4470218491.54
      
      
        15516107774.88
        16119951291.77
      
      0.0191
      Y
      JPM Dist Svcs, Shareholder Servicing Contract, 655877.03;
    
    
      C000115390
      50000000.00
      2119862731.12
      2119314733.66
      
        1.0002
        1.0002
        1.0002
        1.0002
      
      
        168879373.68
        176618989.23
      
      
        147405621.46
        63370661.55
      
      
        101641235.15
        115652269.71
      
      
        93800549.28
        99062342.56
      
      
        726885974.38
        545113749.57
      
      0.0193
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH
      AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.450
      00851BBC8
      549300E7TSGLCOVSY746
      US00851BBC81
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-31
      2018-08-31
      2018-08-31
      N
      N
      N
      0.0245
      77998382.28
      77998382.28
      0.0020
      N
      N
      N
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH
      AGRICULTURAL BANK OF CHINA LIMITED - NEW YORK BRANCH 2.620
      00851BAT2
      549300E7TSGLCOVSY746
      US00851BAT26
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0262
      25002546.50
      25002546.50
      0.0006
      N
      N
      Y
      N
    
    
      AGRICULTURAL BANK OF CHINA LIMITED HONG KONG BRANCH
      AGRICULTURAL BANK OF CHINA LIMITED HONG KONG BRANCH 2.501
      9D0376N
      549300E7TSGLCOVSY746
      XS1649192181
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-17
      2018-07-17
      2018-07-17
      N
      N
      N
      0.0250
      106704386.82
      106704386.82
      0.0028
      N
      N
      N
      N
    
    
      ALASKA HOUSING FINANCE CORP
      ALASKA HOUSING FINANCE CORP 1.850
      011839RX7
      549300HJ8NOJNYW6ER36
      US011839RX71
      Variable Rate Demand Note
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        VMIG1
      
      
        Standard & Poor's Long Rating
        AA+
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-07
      2018-06-07
      2043-12-01
      Y
      
        ALASKA ST HSG FIN CORP - GOVTL PURPOSE GEN HSG PURPOSE GEN MTG II OR STATE CAP PROJ (GENERAL OBLI
        1.0000
        7
        N
        
          Fitch Long Rating
          AA+
        
        
          Fitch Short Rating
          F1+
        
        
          Moody's Long Rating
          Aa2
        
        
          Moody's Short Rating
          VMIG1
        
        
          Standard & Poor's Long Rating
          AA+
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      N
      0.0188
      45000000.00
      45000000.00
      0.0012
      N
      N
      Y
      N
    
    
      ALPINE SECURITIZATION
      ALPINE SECURITIZATION 2.361
      02088XHE1
      US02088XHE13
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-14
      2018-08-14
      2018-08-14
      N
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0236
      49768229.00
      49768229.00
      0.0013
      N
      N
      N
      N
    
    
      ALPINE SECURITIZATION
      ALPINE SECURITIZATION 2.198
      02089XAE7
      US02089XAE76
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-21
      2018-07-05
      2018-08-21
      Y
      
        ALPINE SECURITIZATION
        1.0000
        35
        N
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      Y
      
        CREDIT SUISSE AG
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0223
      150067369.50
      150067369.50
      0.0039
      N
      N
      N
      N
    
    
      ANTALIS SA
      ANTALIS SA 2.405
      03664BGA8
      549300G2LM2ZKZ0X4Y50
      US03664BGA89
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-10
      2018-07-10
      2018-07-10
      N
      Y
      
        SOCIETE GENERALE SA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0241
      38912900.13
      38912900.13
      0.0010
      N
      N
      N
      N
    
    
      AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON
      AUSTRALIA & NEW ZEALAND BANKING GR LTD-LONDON 1.770
      0PY001ZT5
      0000859994
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-05
      2018-06-05
      2018-06-05
      N
      N
      N
      0.0177
      300000000.00
      300000000.00
      0.0078
      N
      N
      Y
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 2.502
      05253MKK9
      JHE42UYNWWTJB8YTTU19
      US05253MKK98
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-27
      2019-01-28
      2019-01-28
      N
      N
      N
      0.0254
      175000000.00
      175000000.00
      0.0045
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 2.061
      05253MJM7
      JHE42UYNWWTJB8YTTU19
      US05253MJM73
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-11
      2018-08-31
      2018-08-31
      N
      N
      N
      0.0209
      100018176.00
      100018176.00
      0.0026
      N
      N
      N
      N
    
    
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
      AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED 2.118
      05253MJD7
      JHE42UYNWWTJB8YTTU19
      US05253MJD74
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-29
      2018-08-29
      2018-08-29
      N
      N
      N
      0.0215
      75013295.25
      75013295.25
      0.0019
      N
      N
      N
      N
    
    
      BANCO DEL ESTADO DE CHILE NEW YORK BRANCH
      BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 2.270
      05971XCE9
      5493004R4EJC0W0XVQ72
      US05971XCE94
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0227
      40018668.40
      40018668.40
      0.0010
      N
      N
      N
      N
    
    
      BANCO DEL ESTADO DE CHILE NEW YORK BRANCH
      BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 2.300
      05971XCX7
      5493004R4EJC0W0XVQ72
      US05971XCX75
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-10
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0230
      80037689.60
      80037689.60
      0.0021
      N
      N
      N
      N
    
    
      BANCO DEL ESTADO DE CHILE NEW YORK BRANCH
      BANCO DEL ESTADO DE CHILE NEW YORK BRANCH 2.300
      05971XBQ3
      US05971XBQ34
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-02
      2018-07-02
      2018-07-02
      N
      N
      N
      0.0230
      56021722.96
      56021722.96
      0.0015
      N
      N
      N
      N
    
    
      BANK OF CHINA - LONDON
      BANK OF CHINA - LONDON 2.441
      8D9962N
      XS1809007302
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-13
      2018-07-13
      2018-07-13
      N
      N
      N
      0.0244
      149636101.50
      149636101.50
      0.0039
      N
      N
      N
      N
    
    
      BANK OF CHINA HONG KONG BRANCH
      BANK OF CHINA HONG KONG BRANCH 2.490
      06119RH73
      549300OGSFI8KL1WUU09
      0001127449
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-07
      2018-08-07
      2018-08-07
      N
      N
      N
      0.0249
      547693668.50
      547693668.50
      0.0142
      N
      N
      N
      N
    
    
      BANK OF MONTREAL-CHICAGO
      BANK OF MONTREAL-CHICAGO 2.282
      06366HFK8
      NQQ6HPCNCCU6TUTQYE16
      US06366HFK86
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-19
      2018-06-19
      2018-06-19
      N
      N
      N
      0.0228
      99900144.00
      99900144.00
      0.0026
      N
      N
      N
      N
    
    
      BANK OF MONTREAL-CHICAGO
      BANK OF MONTREAL-CHICAGO 2.278
      06371ENY9
      NQQ6HPCNCCU6TUTQYE16
      US06371ENY94
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-18
      2018-06-18
      2018-06-18
      N
      N
      N
      0.0231
      25005845.50
      25005845.50
      0.0006
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA-HOUSTON
      BANK OF NOVA SCOTIA-HOUSTON 2.225
      06417GYL6
      L3I9ZG2KFGXZ61BMYR72
      US06417GYL66
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-15
      2018-06-15
      2018-06-15
      N
      N
      N
      0.0226
      84014898.24
      84014898.24
      0.0022
      N
      N
      N
      N
    
    
      BANK OF NOVA SCOTIA-HOUSTON
      BANK OF NOVA SCOTIA-HOUSTON 2.123
      06417GVY1
      L3I9ZG2KFGXZ61BMYR72
      US06417GVY15
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-07-06
      2018-07-06
      N
      N
      N
      0.0215
      55017462.50
      55017462.50
      0.0014
      N
      N
      N
      N
    
    
      BARCLAYS BANK PLC-NEW YORK
      BARCLAYS BANK PLC-NEW YORK 2.341
      06743MHD5
      G5GSEF7VJP5I7OUK5573
      US06743MHD56
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-13
      2018-08-13
      2018-08-13
      N
      N
      N
      0.0234
      189096253.60
      189096253.60
      0.0049
      N
      N
      N
      N
    
    
      BARCLAYS CAPITAL INC
      BARCLAYS CAPITAL INC 2.257
      0RI001AE9
      AC28XWWI3WIBK2824319
      0001197490
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          UBS COML MTG TR 2018-
          
            2051-02-17
          
          3.983000
          3350950.00
          3421833.39
          Private Label Collateralized Mortgage Obligations
        
        
          TOCU HLDGS TR 2018 1
          
            2047-10-25
          
          0.000000
          108565752.00
          96807893.15
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU PTC WMALT 2006-A
          
            2036-02-25
          
          0.750000
          259050705.00
          300092.68
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO CO MTG TR
          
            2050-09-16
          
          3.157000
          57210.00
          55133.63
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO CO TR 201
          
            2050-12-16
          
          3.330000
          1500000.00
          1458702.00
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO CO TR 201
          
            2051-05-17
          
          4.212000
          4000000.00
          4163868.00
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2046-07-17
          
          4.218000
          113753.00
          118498.96
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2050-08-17
          
          3.250000
          3956998.00
          2245495.24
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2048-02-18
          
          2.663000
          1500000.00
          1491818.33
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2048-02-18
          
          1.274200
          2631000.00
          155681.79
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2048-12-17
          
          4.224000
          4890920.00
          4927818.73
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2049-11-18
          
          3.811000
          1420000.00
          1405615.08
          Private Label Collateralized Mortgage Obligations
        
        
          WF-RBS COML MTG TR 20
          
            2044-02-18
          
          4.869000
          1400000.00
          1427787.87
          Private Label Collateralized Mortgage Obligations
        
        
          WF-RBS COML MTG TR 20
          
            2044-02-18
          
          0.782360
          32125417.00
          271270.06
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2045-12-15
          
          2.453000
          57210.00
          52327.58
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2045-04-17
          
          3.440000
          53342.00
          53942.14
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2045-05-17
          
          3.001000
          57210.00
          56469.17
          Private Label Collateralized Mortgage Obligations
        
        
          WF CR RISK TR SEC TR
          
            2025-11-25
          
          7.459690
          6.00
          6.96
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2047-08-16
          
          3.494000
          26675000.00
          14667059.06
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2047-08-16
          
          1.072480
          53349723.00
          2916451.05
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2057-09-17
          
          1.479000
          500000.00
          124061.38
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2057-09-17
          
          1.009830
          63223793.00
          2853846.99
          Private Label Collateralized Mortgage Obligations
        
        
          PRIME MTG TR 2007-1
          
            2037-03-25
          
          0.272839
          452742102.00
          399956.29
          Private Label Collateralized Mortgage Obligations
        
        
          PRIME MTG TR 2007-2
          
            2037-04-25
          
          0.304767
          221266017.00
          252171.26
          Private Label Collateralized Mortgage Obligations
        
        
          RESIDENTIAL ASSET SEC
          
            2035-06-25
          
          5.500000
          2.00
          0.13
          Private Label Collateralized Mortgage Obligations
        
        
          RESIDENTIAL ASSET SEC
          
            2037-05-25
          
          4.140310
          31915000.00
          1961970.94
          Private Label Collateralized Mortgage Obligations
        
        
          RESIDENTIAL ASSET SEC
          
            2037-09-25
          
          4.490310
          76.00
          7.49
          Private Label Collateralized Mortgage Obligations
        
        
          SEQUOIA MTG TR 2013-9
          
            2043-07-25
          
          0.000000
          4538273.00
          2137033.43
          Private Label Collateralized Mortgage Obligations
        
        
          Federal Home Loan Mor
          
            2023-07-25
          
          9.109690
          4.00
          4.85
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC SCRTT SERIES 20
          
            2056-01-25
          
          4.000000
          5843000.00
          5320622.17
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC STACR 2014-DN1
          
            2024-02-26
          
          6.459690
          5000000.00
          5773858.07
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC STACR 2017-HQA2
          
            2029-12-26
          
          6.709690
          705370.00
          766030.61
          Agency Collateralized Mortgage Obligation
        
        
          FHLMC STACR 2018-HRP1
          
            2043-05-25
          
          13.688750
          2189000.00
          2419887.91
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2028-04-25
          
          7.509690
          28745063.00
          27540992.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2029-09-25
          
          5.609690
          35509257.00
          38853410.46
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2029-10-25
          
          6.809690
          2885000.00
          3176168.48
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2029-11-26
          
          7.009690
          19138000.00
          21141773.13
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2030-02-25
          
          6.109690
          11419000.00
          11888084.32
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2030-10-25
          
          5.709690
          2242100.00
          2233186.79
          Agency Collateralized Mortgage Obligation
        
        
          GAHR COML MTG TR 2015
          
            2034-12-15
          
          0.000000
          64898600.00
          6489.86
          Private Label Collateralized Mortgage Obligations
        
        
          GE CAP CMBS 2005-C4
          
            2045-11-10
          
          0.000000
          55651606.00
          32.90
          Private Label Collateralized Mortgage Obligations
        
        
          GMACM MTG LN TR 2006-
          
            2036-04-25
          
          0.401416
          247195790.00
          142519.14
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2013-G
          
            2046-02-12
          
          3.279000
          98817.00
          97937.41
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2013-G
          
            2046-07-12
          
          4.048280
          68545.00
          71603.10
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2013-G
          
            2046-11-13
          
          3.033000
          28579000.00
          24605481.48
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2013-G
          
            2046-11-13
          
          4.649000
          89215.00
          94312.92
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2014-G
          
            2047-09-12
          
          0.822200
          29030000.00
          1020849.60
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2014-G
          
            2047-11-13
          
          3.306000
          438.00
          277.58
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2015-G
          
            2048-07-10
          
          3.062000
          60010.00
          60043.98
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2016-G
          
            2049-10-13
          
          1.429000
          25000.00
          17981.57
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2017-G
          
            2050-03-11
          
          3.218000
          52009.00
          52072.56
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2017-G
          
            2050-08-12
          
          1.950000
          55000.00
          48703.18
          Private Label Collateralized Mortgage Obligations
        
        
          GSR MTG LN TR 2006-OA
          
            2046-08-25
          
          2.219690
          29871165.00
          10782246.99
          Private Label Collateralized Mortgage Obligations
        
        
          HILTON USA TRUST 2016
          
            2035-11-07
          
          2.828438
          25000000.00
          24428094.02
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC INDX MORTGAGE
          
            2035-06-25
          
          1.148613
          1002727016.00
          2518291.63
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MAD AVE 201
          
            2025-10-27
          
          7.459690
          5.00
          5.57
          Private Label Collateralized Mortgage Obligations
        
        
          JPMBB COML MTG SEC TR
          
            2045-07-17
          
          0.584280
          30000000.00
          456737.35
          Private Label Collateralized Mortgage Obligations
        
        
          JPMBB COML MTG SEC TR
          
            2046-08-17
          
          4.132700
          1000000.00
          1038829.76
          Private Label Collateralized Mortgage Obligations
        
        
          JPMBB COML MTG SEC TR
          
            2048-10-19
          
          3.227400
          6396000.00
          6290417.39
          Private Label Collateralized Mortgage Obligations
        
        
          JPMDB COML MTG SEC TR
          
            2049-12-17
          
          2.994100
          1000000.00
          976415.71
          Private Label Collateralized Mortgage Obligations
        
        
          LB COMMERCIAL MTG TR
          
            2036-06-15
          
          0.230000
          5570000.00
          2.53
          Private Label Collateralized Mortgage Obligations
        
        
          MFRA TR 2015 2
          
            2057-01-25
          
          4.677200
          21573572.00
          13010043.16
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 20
          
            2047-09-17
          
          5.033000
          3500000.00
          3608688.38
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP I
          
            2050-06-17
          
          3.530000
          68545.00
          68017.95
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2013
          
            2046-10-17
          
          4.259000
          10268.00
          10710.98
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2013
          
            2048-12-17
          
          3.134000
          34272.00
          34072.43
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2014
          
            2047-10-18
          
          3.389000
          8.00
          6.03
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2015
          
            2048-02-18
          
          3.069000
          250000.00
          249361.50
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2015
          
            2048-10-19
          
          4.069000
          57210.00
          58838.68
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFAML TRUST 2014-
          
            2047-02-15
          
          3.669000
          76680.00
          77872.35
          Private Label Collateralized Mortgage Obligations
        
        
          MS CAPITAL I TR 2015-
          
            2048-05-15
          
          3.510000
          85748.00
          85900.63
          Private Label Collateralized Mortgage Obligations
        
        
          AMERICAN TOWER TR 201
          
            2048-03-15
          
          3.070000
          600000.00
          592597.47
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2014
          
            2044-07-25
          
          4.000000
          1708608.00
          365031.03
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2015
          
            2045-09-25
          
          0.112871
          287608000.00
          965727.76
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2015
          
            2045-10-25
          
          0.263444
          309637000.00
          2152287.81
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2016
          
            2045-12-25
          
          0.290411
          279224000.00
          1956704.56
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2016
          
            2046-03-25
          
          0.310137
          308756000.00
          2667261.75
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2016
          
            2046-08-25
          
          0.335697
          352533000.00
          4506595.97
          Private Label Collateralized Mortgage Obligations
        
        
          AGATE BAY MTG TR 2016
          
            2046-08-25
          
          0.500000
          41000000.00
          792547.26
          Private Label Collateralized Mortgage Obligations
        
        
          BA ALTERNATIVE LN TR
          
            2035-06-25
          
          5.500000
          2493000.00
          48921.77
          Private Label Collateralized Mortgage Obligations
        
        
          BAMLL COML MTG TR 201
          
            2050-02-17
          
          3.748000
          62811.00
          62465.78
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2017-BNK8
          
            2050-11-17
          
          3.229000
          57210.00
          55410.58
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2018-BNK12
          
            2061-05-17
          
          3.053750
          1414000.00
          637643.01
          Private Label Collateralized Mortgage Obligations
        
        
          BBCMS MTG TR 2018-TAL
          
            2037-03-16
          
          2.640710
          6000000.00
          6003285.89
          Private Label Collateralized Mortgage Obligations
        
        
          BBCMS TR 2015-SRCH
          
            2035-08-10
          
          3.312000
          680000.00
          673856.20
          Private Label Collateralized Mortgage Obligations
        
        
          BBCMS TR 2018-RR1
          
            2033-02-15
          
          3.168710
          1192379.00
          1196850.80
          Private Label Collateralized Mortgage Obligations
        
        
          BCAP LLC TR 2012-RR6
          
            2036-11-26
          
          0.000000
          8545529.00
          5483546.32
          Private Label Collateralized Mortgage Obligations
        
        
          BCP VOYAGER MSTR FND
          
            2036-09-26
          
          2.041500
          140400000.00
          5585845.15
          Private Label Collateralized Mortgage Obligations
        
        
          BCP VOYAGER MSTR FND
          
            2038-02-26
          
          28.791725
          15000000.00
          6373246.40
          Private Label Collateralized Mortgage Obligations
        
        
          CFCRE COML MTG TR 201
          
            2050-06-17
          
          3.571900
          57210.00
          56829.75
          Private Label Collateralized Mortgage Obligations
        
        
          CITGRP COML MTG TR 20
          
            2047-10-11
          
          3.298000
          10693000.00
          4997628.40
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP MTG LN TR 2
          
            2036-03-25
          
          6.000000
          1453846.00
          896133.11
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2046-11-13
          
          2.962000
          5000000.00
          5008334.17
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2058-09-12
          
          4.114000
          57210.00
          58566.73
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2048-09-17
          
          3.039000
          200000.00
          200493.53
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2049-02-12
          
          3.616000
          34272.00
          34416.13
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2049-04-16
          
          2.743000
          66678.00
          66259.34
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2049-10-13
          
          1.410000
          100000.00
          71760.79
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGRP COML MTG TR 2
          
            2049-10-13
          
          3.000000
          1433044.00
          1141392.32
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2016-CCRE
          
            2049-02-12
          
          4.646780
          1660000.00
          1729259.55
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2016-DC2
          
            2049-02-12
          
          3.765000
          3670000.00
          3714609.77
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2013-CCRE
          
            2046-10-15
          
          1.295000
          715000.00
          5063.39
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2013-CCRE
          
            2046-06-12
          
          2.367000
          9599000.00
          876951.72
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2013-CCRE
          
            2045-07-12
          
          0.143570
          4769000.00
          20358.69
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2013-LC13
          
            2046-08-10
          
          1.254200
          96000000.00
          2914164.74
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2014-LC17
          
            2047-10-11
          
          1.381000
          104253.00
          18666.77
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2014-UBS2
          
            2047-03-12
          
          2.820000
          4653000.00
          4662571.22
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL COML MTG TR 201
          
            2048-08-17
          
          3.448100
          250000.00
          251531.12
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL COML MTG TR 201
          
            2050-06-17
          
          3.391950
          66678.00
          65304.87
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL COML MTG TR 201
          
            2050-11-17
          
          3.457800
          57210.00
          56336.85
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL COML MTG TR 201
          
            2050-09-16
          
          2.024800
          55000.00
          48494.98
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2005-1CB
          
            2035-03-25
          
          6.000000
          4761040.00
          78094.85
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2006-29T1
          
            2036-10-25
          
          59.674005
          814764.00
          614530.02
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2006-29T1
          
            2036-10-25
          
          33.737013
          1898124.00
          842574.04
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2006-40T1
          
            2036-12-25
          
          4.640310
          10099000.00
          600979.07
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC 2007-18CB
          
            2037-08-25
          
          27.241860
          16000000.00
          6282989.49
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC ALT LN TR 2
          
            2036-07-25
          
          3.540310
          80000000.00
          1555018.29
          Private Label Collateralized Mortgage Obligations
        
        
          CWMBS CHL MTG TR 2006
          
            2036-05-25
          
          6.000000
          5000000.00
          1537847.58
          Private Label Collateralized Mortgage Obligations
        
        
          CWMBS CHL MTG TR 2007
          
            2037-09-25
          
          5.140310
          17203000.00
          329148.63
          Private Label Collateralized Mortgage Obligations
        
        
          CWMBS CHL MTG TR 2007
          
            2037-06-25
          
          5.750000
          4000001.00
          390174.60
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-07-05
      2018-08-01
      Y
      
        BARCLAYS CAPITAL INC
        1.0000
        35
        N
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          NR
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      N
      0.0229
      400000000.00
      400000000.00
      0.0104
      N
      N
      N
      Y
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.159
      07646KBN9
      US07646KBN90
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-22
      2018-08-17
      2018-08-17
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0219
      20007638.60
      20007638.60
      0.0005
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.377
      07645RBM7
      US07645RBM79
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-11
      2019-04-04
      2019-04-04
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0241
      50069948.00
      50069948.00
      0.0013
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.188
      07646KBS8
      US07646KBS87
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-02
      2018-09-27
      2018-09-27
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0222
      25002237.75
      25002237.75
      0.0006
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.173
      07645RBA3
      US07645RBA32
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-22
      2018-08-22
      2018-08-22
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0220
      50018923.00
      50018923.00
      0.0013
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.143
      07646KBP4
      US07646KBP49
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-11
      2018-09-06
      2018-09-06
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0217
      20005788.40
      20005788.40
      0.0005
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.188
      07646KBY5
      US07646KBY55
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-29
      2018-11-20
      2018-11-20
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0222
      99991374.00
      99991374.00
      0.0026
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.154
      07645RAZ9
      US07645RAZ91
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-21
      2018-08-16
      2018-08-16
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0218
      25009937.25
      25009937.25
      0.0006
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.213
      07644DEY0
      US07644DEY04
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-15
      2019-02-08
      2019-02-08
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0224
      20003359.00
      20003359.00
      0.0005
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.183
      07646KCB4
      US07646KCB44
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-18
      2019-01-08
      2019-01-08
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0221
      100008416.00
      100008416.00
      0.0026
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.158
      07645RBD7
      US07645RBD70
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-18
      2018-10-12
      2018-10-12
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0219
      20002590.60
      20002590.60
      0.0005
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.157
      07645RBC9
      US07645RBC97
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-13
      2018-10-04
      2018-10-04
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0219
      85012972.70
      85012972.70
      0.0022
      N
      N
      N
      N
    
    
      BEDFORD ROW FUNDING CORP.
      BEDFORD ROW FUNDING CORP. 2.230
      07646KCE8
      US07646KCE82
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-30
      2019-01-25
      2019-01-25
      N
      Y
      
        ROYAL BANK OF CANADA
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      N
      0.0226
      69007754.91
      69007754.91
      0.0018
      N
      N
      N
      N
    
    
      BMO CAPITAL MARKETS CORP
      BMO CAPITAL MARKETS CORP 1.800
      0RH001EV8
      0000772028
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CUMBERLAND FARMS INC
          
            2025-05-01
          
          6.750000
          822375.00
          849616.17
          Corporate Debt Securities
        
        
          DAIMLER FINANCE NORTH
          
            2024-08-01
          
          3.250000
          1229000.00
          1213469.54
          Corporate Debt Securities
        
        
          COOKE OMEGA INVESTMEN
          
            2022-12-15
          
          8.500000
          645000.00
          676273.54
          Corporate Debt Securities
        
        
          CLEARWATER SEAFOODS I
          
            2025-05-01
          
          6.875000
          1750000.00
          1681276.04
          Corporate Debt Securities
        
        
          CENTRAL GARDEN & PET
          
            2028-02-01
          
          5.125000
          1046263.00
          998047.71
          Corporate Debt Securities
        
        
          CDN IMPERIAL BK COMM
          
            2020-10-05
          
          2.100000
          5468000.00
          5369065.65
          Corporate Debt Securities
        
        
          CDN IMPERIAL BK COMM
          
            2022-07-27
          
          2.350000
          98723844.00
          96470417.36
          Corporate Debt Securities
        
        
          CDN IMPERIAL BK COMM
          
            2022-06-16
          
          2.550000
          461006.00
          453988.34
          Corporate Debt Securities
        
        
          CDP FINANCIAL INC.
          
            2024-07-24
          
          3.150000
          6329000.00
          6344775.03
          Corporate Debt Securities
        
        
          AXA EQUITABLE HLDGS I
          
            2028-04-20
          
          4.350000
          10.00
          9.83
          Corporate Debt Securities
        
        
          BANK AMER CORP
          
            2023-12-20
          
          3.004000
          1236990.00
          1218737.66
          Corporate Debt Securities
        
        
          BANK AMER CORP
          
            2022-05-17
          
          3.499000
          186955.00
          187753.43
          Corporate Debt Securities
        
        
          BANK AMER CORP
          
            2024-03-05
          
          3.550000
          112.00
          111.84
          Corporate Debt Securities
        
        
          BANK NOVA SCOTIA
          
            2019-09-11
          
          2.125000
          60571000.00
          60462712.51
          Corporate Debt Securities
        
        
          BANK OF NOVA SCOTIA
          
            2018-10-30
          
          2.050000
          162000.00
          162132.08
          Corporate Debt Securities
        
        
          BANK OF NOVA SCOTIA
          
            2022-09-19
          
          2.450000
          3293625.00
          3192214.29
          Corporate Debt Securities
        
        
          BAXTER INTL INC
          
            2046-08-15
          
          3.500000
          54000.00
          47018.64
          Corporate Debt Securities
        
        
          BRITISH COLUMBIA PROV
          
            2026-06-02
          
          2.250000
          81000.00
          76620.94
          Corporate Debt Securities
        
        
          BRITISH COLUMBIA PROV
          
            2022-10-23
          
          2.000000
          10000.00
          9637.01
          Corporate Debt Securities
        
        
          BROADCOM CORP/BROADCO
          
            2023-01-15
          
          2.650000
          1.00
          0.96
          Corporate Debt Securities
        
        
          BLUELINE RENT FIN COR
          
            2024-03-15
          
          9.250000
          1500000.00
          1625366.67
          Corporate Debt Securities
        
        
          3M CO
          
            2025-08-07
          
          3.000000
          3376000.00
          3323401.92
          Corporate Debt Securities
        
        
          ACCO BRANDS CORP
          
            2024-12-15
          
          5.250000
          1111000.00
          1134984.64
          Corporate Debt Securities
        
        
          ALBERTA PROV
          
            2020-08-26
          
          1.750000
          787000.00
          772124.17
          Corporate Debt Securities
        
        
          AIR LEASE CORP
          
            2022-07-01
          
          2.625000
          97965.00
          95391.21
          Corporate Debt Securities
        
        
          AMERICAN AXLE & MFG I
          
            2026-03-15
          
          6.250000
          1000000.00
          983958.33
          Corporate Debt Securities
        
        
          AMERICAN EXPRESS CO
          
            2019-05-20
          
          8.125000
          148000.00
          155897.67
          Corporate Debt Securities
        
        
          ALTRIA GROUP INC
          
            2039-02-06
          
          10.200000
          1573000.00
          2637155.47
          Corporate Debt Securities
        
        
          NORBORD INC
          
            2023-04-15
          
          6.250000
          409000.00
          430781.75
          Corporate Debt Securities
        
        
          NORTHWELL HEALTHCARE
          
            2046-11-01
          
          3.979000
          3613000.00
          3322138.45
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          
            2020-06-16
          
          2.800000
          704000.00
          708388.27
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          
            2019-05-13
          
          7.300000
          450000.00
          470542.50
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          
            2020-07-24
          
          5.500000
          490000.00
          523370.36
          Corporate Debt Securities
        
        
          MOSS CREEK RES HLDGS
          
            2026-01-15
          
          7.500000
          2374000.00
          2427909.58
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BK
          
            2019-09-09
          
          2.125000
          3876000.00
          3867202.56
          Corporate Debt Securities
        
        
          KEHE DISTRS LLC/ KEHE
          
            2021-08-15
          
          7.625000
          793000.00
          792961.45
          Corporate Debt Securities
        
        
          MACYS RETAIL HLDGS IN
          
            2043-02-15
          
          4.300000
          3035000.00
          2457503.57
          Corporate Debt Securities
        
        
          MANITOBA PROV CDA
          
            2019-05-30
          
          1.750000
          16959000.00
          16829918.46
          Corporate Debt Securities
        
        
          HIGH RIDGE BRANDS CO
          
            2025-03-15
          
          8.875000
          1665000.00
          822070.62
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GRP INC
          
            2019-02-15
          
          7.500000
          24000.00
          25320.56
          Corporate Debt Securities
        
        
          GENESIS ENERGY LP/ GE
          
            2025-10-01
          
          6.500000
          2000000.00
          1944766.67
          Corporate Debt Securities
        
        
          DISCOVER CARD EXE TR
          
            2022-01-18
          
          1.670000
          20.00
          19.79
          Asset-Backed Securities
        
        
          DISCOVER CARD EXE TR
          
            2023-02-15
          
          1.880000
          2090488.00
          2052914.73
          Asset-Backed Securities
        
        
          EXPORT DEV CDA
          
            2019-08-19
          
          1.750000
          130000.00
          129512.28
          Other Instrument
          International Debt
        
        
          EXPORT DEV CDA
          
            2018-10-03
          
          1.500000
          575000.00
          574980.83
          Other Instrument
          International Debt
        
        
          FORD MTR CO DEL
          
            2031-07-16
          
          7.450000
          1051000.00
          1273599.17
          Corporate Debt Securities
        
        
          PDC ENERGY INC
          
            2026-05-15
          
          5.750000
          211968.00
          210390.02
          Corporate Debt Securities
        
        
          ONEOK INC NEW
          
            2027-07-13
          
          4.000000
          4512383.00
          4480811.36
          Corporate Debt Securities
        
        
          ONTARIO PROV CDA
          
            2019-09-27
          
          1.650000
          475000.00
          470712.33
          Corporate Debt Securities
        
        
          ONTARIO PROV CDA
          
            2019-01-30
          
          2.000000
          729000.00
          731487.51
          Corporate Debt Securities
        
        
          ONTARIO TEACHERS FINA
          
            2021-04-16
          
          2.750000
          1059230.00
          1059492.16
          Corporate Debt Securities
        
        
          PROVINCE OF ONTARIO
          
            2018-09-27
          
          2.000000
          71000.00
          71207.00
          Corporate Debt Securities
        
        
          POST HLDGS INC
          
            2027-03-01
          
          5.750000
          569000.00
          557605.78
          Corporate Debt Securities
        
        
          QEP RES INC
          
            2026-03-01
          
          5.625000
          1000000.00
          974062.50
          Corporate Debt Securities
        
        
          QUEBEC PROV CDA
          
            2018-09-04
          
          2.254570
          1420000.00
          1428546.33
          Corporate Debt Securities
        
        
          QUEBEC PROV CDA
          
            2020-09-21
          
          2.352490
          111000.00
          111658.71
          Corporate Debt Securities
        
        
          SMUCKER J M CO
          
            2035-03-15
          
          4.250000
          1268000.00
          1240043.42
          Corporate Debt Securities
        
        
          SM ENERGY CO
          
            2026-09-15
          
          6.750000
          500000.00
          514625.00
          Corporate Debt Securities
        
        
          SOUTHERN STS COOP INC
          
            2021-08-15
          
          10.000000
          2420000.00
          2600155.56
          Corporate Debt Securities
        
        
          SANTANDER DRIVE AUTO
          
            2021-04-15
          
          3.240000
          532000.00
          534652.02
          Asset-Backed Securities
        
        
          SANTANDER DRIVE AUTO
          
            2021-11-15
          
          2.660000
          540000.00
          539919.12
          Asset-Backed Securities
        
        
          SANTANDER DRIVE AUTO
          
            2020-11-16
          
          2.100000
          2999990.00
          2994216.02
          Asset-Backed Securities
        
        
          ROYAL BANK OF CANADA
          
            2021-02-05
          
          1.875000
          1096000.00
          1086521.43
          Corporate Debt Securities
        
        
          ROYAL BK CDA
          
            2020-09-23
          
          2.200000
          1853000.00
          1849211.64
          Corporate Debt Securities
        
        
          ROYAL BK CDA
          
            2019-04-15
          
          1.625000
          411000.00
          408359.90
          Corporate Debt Securities
        
        
          VODAFONE GROUP PLC NE
          
            2024-01-16
          
          3.750000
          5000000.00
          4976370.83
          Corporate Debt Securities
        
        
          WELLS FARGO CO MTN BE
          
            2020-01-30
          
          2.150000
          1176000.00
          1169327.83
          Corporate Debt Securities
        
        
          WESTLAKE AUTO RECV TR
          
            2021-05-17
          
          2.830000
          1209990.00
          1211526.42
          Asset-Backed Securities
        
        
          TORONTO DOMINION BK O
          
            2019-09-25
          
          2.250000
          4614000.00
          4605302.61
          Corporate Debt Securities
        
        
          TORONTO DOMINION BK O
          
            2022-01-18
          
          2.500000
          3926000.00
          3883505.41
          Corporate Debt Securities
        
        
          US BANK ASSN CINCINNA
          
            2021-05-21
          
          2.612583
          1999458.00
          1999054.11
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0180
      255000000.00
      255000000.00
      0.0066
      N
      Y
      Y
      N
    
    
      BNP PARIBAS GRAND CAYMAN BRANCH
      BNP PARIBAS GRAND CAYMAN BRANCH 1.740
      0BNP06CF7
      0001456945
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-05
      2018-06-05
      2018-06-05
      N
      N
      N
      0.0174
      150000000.00
      150000000.00
      0.0039
      N
      N
      Y
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.451
      05582W2Y9
      R0MUWSFPU8MPRO8K5P83
      US05582W2Y96
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-05
      2018-10-05
      2018-10-05
      N
      N
      N
      0.0248
      135035478.00
      135035478.00
      0.0035
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.209
      05582W4C5
      R0MUWSFPU8MPRO8K5P83
      US05582W4C58
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-11
      2018-11-13
      2018-11-13
      N
      N
      N
      0.0224
      100026451.00
      100026451.00
      0.0026
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.269
      05582W2A1
      R0MUWSFPU8MPRO8K5P83
      US05582W2A11
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-17
      2018-09-17
      2018-09-17
      N
      N
      N
      0.0230
      110057951.30
      110057951.30
      0.0029
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.542
      05582W2S2
      R0MUWSFPU8MPRO8K5P83
      US05582W2S29
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-12-27
      2018-12-27
      N
      N
      N
      0.0258
      100088955.00
      100088955.00
      0.0026
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.113
      05582WM68
      R0MUWSFPU8MPRO8K5P83
      US05582WM688
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-08-06
      2018-08-06
      N
      N
      N
      0.0214
      100037206.00
      100037206.00
      0.0026
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.113
      05582WP99
      R0MUWSFPU8MPRO8K5P83
      US05582WP996
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0214
      65003835.00
      65003835.00
      0.0017
      N
      N
      Y
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.161
      05582WL69
      R0MUWSFPU8MPRO8K5P83
      US05582WL698
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-24
      2018-07-23
      2018-07-23
      N
      N
      N
      0.0219
      200312518.57
      200312518.57
      0.0052
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.107
      05582WU77
      R0MUWSFPU8MPRO8K5P83
      US05582WU772
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-08-01
      2018-08-01
      N
      N
      N
      0.0214
      214083085.50
      214083085.50
      0.0056
      N
      N
      N
      N
    
    
      BNP PARIBAS NY BRANCH
      BNP PARIBAS NY BRANCH 2.536
      05582W2L7
      R0MUWSFPU8MPRO8K5P83
      US05582W2L75
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-26
      2018-12-21
      2018-12-21
      N
      N
      N
      0.0257
      137118999.57
      137118999.57
      0.0036
      N
      N
      N
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.890
      0BNP04AD9
      R0MUWSFPU8MPRO8K5P83
      0000872786
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CREDIT SUISSE GROUP
          
            2028-01-09
          
          4.282000
          32396000.00
          32016970.38
          Corporate Debt Securities
        
        
          COTY INC
          
            2026-04-15
          
          6.500000
          1527211.00
          1489200.42
          Corporate Debt Securities
        
        
          CHURCH & DWIGHT INC
          
            2022-10-01
          
          2.875000
          5000.00
          4926.06
          Corporate Debt Securities
        
        
          APPLE INC
          
            2019-11-13
          
          1.800000
          33803.00
          33550.49
          Corporate Debt Securities
        
        
          AERCAP IRELAND CAPITA
          
            2027-07-21
          
          3.650000
          60.00
          55.95
          Corporate Debt Securities
        
        
          ALBERTA PROV
          
            2026-08-17
          
          2.050000
          41128000.00
          37771635.31
          Corporate Debt Securities
        
        
          ALBERTSONS COS LLC/SA
          
            2024-06-15
          
          6.625000
          54968.00
          53486.54
          Corporate Debt Securities
        
        
          BMW US CAP LLC
          
            2027-04-06
          
          3.300000
          26000.00
          25241.62
          Corporate Debt Securities
        
        
          BP CAP MKTS P L C
          
            2022-09-19
          
          2.520000
          64000.00
          62539.52
          Corporate Debt Securities
        
        
          AT&T INC
          
            2025-01-15
          
          3.950000
          9000.00
          9031.70
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          
            2025-03-16
          
          3.650000
          11478000.00
          10825293.97
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          
            2021-04-21
          
          3.761560
          45435000.00
          46861683.33
          Corporate Debt Securities
        
        
          LOCKWOOD GROVE CLO LT
          
            2030-01-25
          
          3.529540
          566900.00
          570346.49
          Asset-Backed Securities
        
        
          L BRANDS INC
          
            2035-11-01
          
          6.875000
          443000.00
          403453.02
          Corporate Debt Securities
        
        
          MADISON PRK FDG XVIII
          
            2030-10-21
          
          3.551560
          2978.00
          2996.13
          Asset-Backed Securities
        
        
          JOHN DEERE OWNER TR 2
          
            2021-10-15
          
          1.820000
          400000.00
          394649.56
          Asset-Backed Securities
        
        
          INTELSAT JACKSON HLDG
          
            2022-09-30
          
          9.500000
          1800000.00
          2094475.00
          Corporate Debt Securities
        
        
          FORD CREDIT FLRPLN TR
          
            2021-07-15
          
          1.550000
          275000.00
          271456.87
          Asset-Backed Securities
        
        
          FNMA CONN AVE SECS 20
          
            2030-08-26
          
          5.959690
          843.00
          832.55
          Agency Collateralized Mortgage Obligation
        
        
          FNMA CONN AVE SECS 20
          
            2030-08-26
          
          4.159690
          148.00
          148.74
          Agency Collateralized Mortgage Obligation
        
        
          FIRST NATL MASTR NT T
          
            2022-04-18
          
          2.318710
          275000.00
          275627.97
          Asset-Backed Securities
        
        
          Federal National Mort
          
            2018-07-20
          
          1.125000
          616000.00
          617781.78
          Agency Debentures and Agency Strips
        
        
          DT AUTO OWNER TRUST 2
          
            2022-11-15
          
          3.550000
          47000.00
          47201.85
          Asset-Backed Securities
        
        
          DUKE ENERGY FLA LLC
          
            2027-01-15
          
          3.200000
          13000.00
          12705.28
          Corporate Debt Securities
        
        
          EUROPEAN INVT BK
          
            2020-05-15
          
          1.750000
          54000.00
          53153.16
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC
          
            2099-12-31
          
          5.625000
          1297000.00
          1319292.19
          Corporate Debt Securities
        
        
          HOME DEPOT INC
          
            2022-06-01
          
          2.625000
          6000.00
          6002.01
          Corporate Debt Securities
        
        
          REPUBLIC OF TURKEY
          
            2038-03-05
          
          7.250000
          6350000.00
          6561133.97
          Other Instrument
          International Debt
        
        
          PEMEX PROJ FDG MASTER
          
            2035-06-15
          
          6.625000
          33420000.00
          33856084.54
          Corporate Debt Securities
        
        
          ROYAL BK SCOTLAND GRO
          
            2026-04-05
          
          4.800000
          31882000.00
          32319952.43
          Corporate Debt Securities
        
        
          SAUDI ARABIA (KINGDOM
          
            2028-03-04
          
          3.625000
          300000.00
          286128.13
          Other Instrument
          International Debt
        
        
          SANTANDER DRIVE AUTO
          
            2020-02-18
          
          1.490000
          21000.00
          2228.40
          Asset-Backed Securities
        
        
          United States Treasur
          
            2023-07-31
          
          1.250000
          950600.00
          888442.78
          U.S. Treasuries (including strips)
        
        
          TEVA PHARMACEUTICAL F
          
            2022-12-18
          
          2.950000
          12000.00
          10871.72
          Corporate Debt Securities
        
        
          TIDEWATER INC NEW
          
            2022-08-01
          
          8.000000
          756731.00
          780694.15
          Corporate Debt Securities
        
        
          TORONTO DOMINION BANK
          
            2020-12-14
          
          2.500000
          327000.00
          326541.29
          Corporate Debt Securities
        
        
          TEVA PHARMACEUTICAL F
          
            2026-10-01
          
          3.150000
          25000.00
          20430.00
          Corporate Debt Securities
        
        
          TELECOM ITALIA CAP S.
          
            2019-06-18
          
          7.175000
          50000.00
          53380.34
          Corporate Debt Securities
        
        
          WELLS FARGO CO NEW
          
            2021-07-26
          
          2.100000
          38000.00
          36901.10
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-06-07
      2018-06-07
      N
      N
      N
      0.0189
      200000000.00
      200000000.00
      0.0052
      N
      N
      Y
      N
    
    
      BNP PARIBAS SA
      BNP PARIBAS SA 1.890
      0BNP04AB3
      R0MUWSFPU8MPRO8K5P83
      0000872786
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          WEATHERFORD INTL LTD
          
            2022-04-15
          
          4.500000
          150000.00
          136612.50
          Corporate Debt Securities
        
        
          WEBSTER PK CLO LTD
          
            2027-01-20
          
          0.000000
          12869946.00
          8297202.71
          Asset-Backed Securities
        
        
          WACHOVIA BANK NATL AS
          
            2030-04-17
          
          8.652810
          112262.00
          114336.11
          Asset-Backed Securities
        
        
          THL CR WIND RIVER CLO
          
            2026-01-20
          
          0.000000
          16000000.00
          9200000.00
          Asset-Backed Securities
        
        
          TEVA PHARMACEUTICAL F
          
            2022-12-18
          
          2.950000
          7000.00
          6341.84
          Corporate Debt Securities
        
        
          TEVA PHARMACEUTICAL F
          
            2026-10-01
          
          3.150000
          3000.00
          2451.60
          Corporate Debt Securities
        
        
          TAYLOR MORRISON COMMU
          
            2024-03-01
          
          5.625000
          212000.00
          210677.65
          Corporate Debt Securities
        
        
          TIDEWATER INC NEW
          
            2022-08-01
          
          8.000000
          17136.00
          17678.64
          Corporate Debt Securities
        
        
          VENTURE XXV CLO LTD
          
            2029-04-20
          
          9.558660
          2219.00
          2271.65
          Asset-Backed Securities
        
        
          SYNGENTA FIN N V
          
            2028-04-24
          
          5.182000
          456613.00
          449519.95
          Corporate Debt Securities
        
        
          STEWART PARK CLO 2015
          
            2026-04-15
          
          0.000000
          4499940.00
          1462480.50
          Asset-Backed Securities
        
        
          PARK PLACE SECS 2004-
          
            2035-02-25
          
          3.684690
          419259.00
          285440.38
          Asset-Backed Securities
        
        
          PROGRESS RESI TR 2016
          
            2033-09-19
          
          5.788750
          9000000.00
          9101872.63
          Asset-Backed Securities
        
        
          PROGRESS RESI TR 2017
          
            2034-08-17
          
          5.350000
          3000000.00
          3076390.67
          Asset-Backed Securities
        
        
          GENON ESCROW CORP
          
            2020-10-15
          
          9.875000
          704000.00
          630080.00
          Corporate Debt Securities
        
        
          ENTERPRISE FLEET FNC
          
            2018-10-22
          
          1.500000
          380000.00
          117895.07
          Asset-Backed Securities
        
        
          ENOVA INTL INC
          
            2021-06-01
          
          9.750000
          27000.00
          29632.50
          Corporate Debt Securities
        
        
          ELETSON HLDGS INC / E
          
            2022-01-15
          
          9.625000
          128000.00
          85294.22
          Corporate Debt Securities
        
        
          FREEPORT-MCMORAN INC
          
            2023-03-15
          
          3.875000
          25000.00
          24173.26
          Corporate Debt Securities
        
        
          LIBERTY MUT GROUP INC
          
            2067-03-07
          
          5.029500
          91000.00
          90146.22
          Corporate Debt Securities
        
        
          LIFEPOINT HEALTH INC
          
            2024-05-01
          
          5.375000
          120000.00
          116637.50
          Corporate Debt Securities
        
        
          OAKTOWN RE LTD
          
            2027-04-25
          
          5.959690
          3820000.00
          3949548.74
          Asset-Backed Securities
        
        
          NATHANS FAMOUS INC NE
          
            2025-11-01
          
          6.625000
          325.00
          330.04
          Corporate Debt Securities
        
        
          ATHABASCA OIL CORP
          
            2022-02-24
          
          9.875000
          211000.00
          220623.21
          Corporate Debt Securities
        
        
          BANCO DO BRASIL S A
          
            2022-10-10
          
          3.875000
          50000000.00
          47571979.16
          Corporate Debt Securities
        
        
          BRAZIL FEDERATIVE REP
          
            2028-01-13
          
          4.625000
          972486.00
          923112.08
          Other Instrument
          International Debt
        
        
          BEACON ROOFING SUPPLY
          
            2025-11-01
          
          4.875000
          300000.00
          275718.75
          Corporate Debt Securities
        
        
          BLUELINE RENT FIN COR
          
            2024-03-15
          
          9.250000
          8481000.00
          9189823.14
          Corporate Debt Securities
        
        
          ALBERTSONS COS LLC/SA
          
            2024-06-15
          
          6.625000
          18386.00
          17890.47
          Corporate Debt Securities
        
        
          ALCOA NEDERLAND HLDG
          
            2028-05-15
          
          6.125000
          57000.00
          58566.47
          Corporate Debt Securities
        
        
          ABE INVT HLDGS INC /
          
            2020-10-16
          
          10.500000
          222000.00
          239408.50
          Corporate Debt Securities
        
        
          ARES XLIII CLO LTD
          
            2029-10-15
          
          0.000000
          5000000.00
          3925000.00
          Asset-Backed Securities
        
        
          APIDOS CLO XVIII 2014
          
            2026-07-22
          
          0.000000
          2500000.00
          1387500.00
          Asset-Backed Securities
        
        
          CAIXA ECONOMICA FEDER
          
            2018-10-03
          
          4.500000
          32560000.00
          32843923.21
          Corporate Debt Securities
        
        
          CARLYLE 2013-4 INCOME
          
            2025-10-15
          
          0.000000
          2219902.00
          1565030.91
          Asset-Backed Securities
        
        
          CARLYLE US CLO 2017-1
          
            2031-04-21
          
          0.000000
          1375000.00
          1230625.00
          Asset-Backed Securities
        
        
          BRUCE MANSFIELD UNIT
          
            2034-06-01
          
          6.850000
          1999940.00
          625073.31
          Asset-Backed Securities
        
        
          CATHEDRAL LAKE III LT
          
            2026-01-15
          
          0.000000
          5360000.00
          4760360.72
          Asset-Backed Securities
        
        
          CITIGROUP INC
          
            2049-01-01
          
          5.950000
          3081000.00
          3174966.22
          Corporate Debt Securities
        
        
          CITIGROUP INC
          
            2022-04-25
          
          2.750000
          1718.00
          1673.95
          Corporate Debt Securities
        
        
          COVEY PARK ENERGY LLC
          
            2025-05-15
          
          7.500000
          19998.00
          20014.67
          Corporate Debt Securities
        
        
          CRESTWOOD MIDSTREAM P
          
            2025-04-01
          
          5.750000
          820452.00
          813956.76
          Corporate Debt Securities
        
        
          CSMC TRUST 2015-RPL4
          
            2055-06-25
          
          3.750000
          738548.00
          494018.90
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0189
      135000000.00
      135000000.00
      0.0035
      N
      N
      Y
      N
    
    
      BNZ INTERNATIONAL FUNDING LTD
      BNZ INTERNATIONAL FUNDING LTD 2.319
      0556X4FA9
      549300HVMZ89HDMELW08
      US0556X4FA98
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-17
      2018-10-17
      2018-10-17
      N
      N
      N
      0.0235
      40026349.20
      40026349.20
      0.0010
      N
      N
      N
      N
    
    
      BPCE SA
      BPCE SA 2.526
      05571CKX8
      9695005MSX1OYEMGDF46
      US05571CKX82
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-10-31
      2018-10-31
      2018-10-31
      N
      N
      N
      0.0253
      98958750.00
      98958750.00
      0.0026
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 2.155
      13608CDR0
      2IGI19DL77OX0HC3ZE78
      US13608CDR07
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-08-24
      2018-08-24
      N
      N
      N
      0.0219
      50015324.50
      50015324.50
      0.0013
      N
      N
      N
      N
    
    
      CANADIAN IMPERIAL BANK OF COMMERCE
      CANADIAN IMPERIAL BANK OF COMMERCE 2.079
      13608CDL3
      2IGI19DL77OX0HC3ZE78
      US13608CDL37
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-03
      2018-08-03
      2018-08-03
      N
      N
      N
      0.0211
      20006842.40
      20006842.40
      0.0005
      N
      N
      N
      N
    
    
      CHARTA LLC
      CHARTA LLC 1.926
      16115WGP6
      5493000FNFK79LCM6M65
      US16115WGP68
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-23
      2018-07-23
      2018-07-23
      N
      N
      Y
      
        CITIBANK N.A - LONDON BRANCH
        Liquidity/Partial C/E
        1.0000
        
          Fitch Long Rating
          AA-
        
        
          Fitch Short Rating
          F1+
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      0.0193
      58819242.29
      58819242.29
      0.0015
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION LUXEMBOURG BRANCH
      CHINA CONSTRUCTION BANK CORPORATION LUXEMBOURG BRANCH 2.515
      9D6740N
      XS1821436349
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-09
      2018-08-09
      2018-08-09
      N
      N
      N
      0.0252
      69690091.80
      69690091.80
      0.0018
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.720
      16891NF10
      5493001KQW6DM7KEDR62
      US16891NF105
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0172
      118993702.52
      118993702.52
      0.0031
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 1.730
      0RW002UD1
      0001456945
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0173
      800000000.00
      800000000.00
      0.0208
      N
      Y
      Y
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.480
      16891U7D7
      5493001KQW6DM7KEDR62
      US16891U7D76
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-10
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0248
      100040028.00
      100040028.00
      0.0026
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.480
      16891U7E5
      5493001KQW6DM7KEDR62
      US16891U7E59
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-13
      2018-08-13
      2018-08-13
      N
      N
      N
      0.0248
      125047015.00
      125047015.00
      0.0032
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.750
      16891U5T4
      5493001KQW6DM7KEDR62
      US16891U5T47
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-19
      2018-06-19
      2018-06-19
      N
      N
      N
      0.0275
      50019617.50
      50019617.50
      0.0013
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.600
      16891U5X5
      5493001KQW6DM7KEDR62
      US16891U5X58
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-02
      2018-07-02
      2018-07-02
      N
      N
      N
      0.0260
      100047147.00
      100047147.00
      0.0026
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.536
      16891NGB7
      5493001KQW6DM7KEDR62
      US16891NGB73
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-11
      2018-07-11
      2018-07-11
      N
      N
      N
      0.0254
      124700330.00
      124700330.00
      0.0032
      N
      N
      N
      N
    
    
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH
      CHINA CONSTRUCTION BANK CORPORATION NEW YORK BRANCH 2.620
      16891U5S6
      5493001KQW6DM7KEDR62
      US16891U5S63
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0262
      75008493.75
      75008493.75
      0.0019
      N
      N
      Y
      N
    
    
      CITIBANK NA-PUERTO RICO
      CITIBANK NA-PUERTO RICO 1.740
      0CPR01KQ7
      0000036684
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-06-07
      2018-06-07
      N
      N
      N
      0.0174
      400000000.00
      400000000.00
      0.0104
      N
      N
      Y
      N
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 2.601
      0CGL03AD6
      82VOJDD5PTRDMVVMGV31
      0000091154
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          ARGENTINA REP
          
            2046-04-22
          
          7.625000
          18973000.00
          17299020.12
          Other Instrument
          International Debt
        
        
          ARGENTINE REPUBLIC
          
            2117-06-28
          
          7.125000
          5638175.00
          4929407.08
          Other Instrument
          International Debt
        
        
          DOMINICAN REPUBLIC
          
            2045-01-27
          
          6.850000
          19997000.00
          20483615.89
          Other Instrument
          International Debt
        
        
          United States Treasur
          
            2021-06-30
          
          1.125000
          40449900.00
          38926907.85
          U.S. Treasuries (including strips)
        
        
          United States Treasur
          
            2020-02-29
          
          2.250000
          58374500.00
          58563925.25
          U.S. Treasuries (including strips)
        
        
          United States Treasur
          
            2019-07-15
          
          0.750000
          105598500.00
          104114068.05
          U.S. Treasuries (including strips)
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-07-18
      2018-07-18
      Y
      
        CITIGROUP GLOBAL MARKETS INC.
        1.0000
        48
        N
        
          Fitch Long Rating
          A+
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A2
        
        
          Moody's Short Rating
          NR
        
        
          Standard & Poor's Long Rating
          A+
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      N
      0.0264
      237200000.00
      237200000.00
      0.0062
      N
      N
      N
      Y
    
    
      CITIGROUP GLOBAL MARKETS INC.
      CITIGROUP GLOBAL MARKETS INC. 2.921
      0CGL03AF1
      82VOJDD5PTRDMVVMGV31
      0000831001
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          COMM MTG TR 2014-UBS5
          
            2047-09-12
          
          3.495000
          30226000.00
          24233264.78
          Private Label Collateralized Mortgage Obligations
        
        
          COMM MTG TR 2014-LC15
          
            2047-04-12
          
          3.500000
          20505000.00
          11306204.10
          Private Label Collateralized Mortgage Obligations
        
        
          BX COML MTG TR 2018-B
          
            2037-03-16
          
          4.389760
          34148681.00
          34172892.57
          Private Label Collateralized Mortgage Obligations
        
        
          BANC AMERICA FDG 2015
          
            2037-06-29
          
          3.122358
          26042000.00
          15209234.87
          Private Label Collateralized Mortgage Obligations
        
        
          MS RESEC TR 2014-R7
          
            2051-01-26
          
          3.428000
          17837204.00
          17497483.71
          Private Label Collateralized Mortgage Obligations
        
        
          ML MTG TRUST 2007-C1
          
            2050-06-12
          
          5.775410
          40000000.00
          12041925.31
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG TR 2017-
          
            2057-08-25
          
          0.944212
          447545000.00
          14139018.89
          Private Label Collateralized Mortgage Obligations
        
        
          LSTAR COML MTG TR 201
          
            2048-04-22
          
          3.110800
          2984389.00
          2220858.51
          Private Label Collateralized Mortgage Obligations
        
        
          LSTAR COML MTG TR 201
          
            2049-03-12
          
          4.548790
          5542496.00
          3907312.59
          Private Label Collateralized Mortgage Obligations
        
        
          LSTAR COML MTG TR 201
          
            2049-03-12
          
          4.548790
          30021000.00
          18434498.94
          Private Label Collateralized Mortgage Obligations
        
        
          LSTAR COML MTG TR 201
          
            2050-03-11
          
          4.869710
          39836000.00
          31568781.70
          Private Label Collateralized Mortgage Obligations
        
        
          HYATT HOTEL PORT TR 2
          
            2032-08-16
          
          4.969450
          23741000.00
          23994830.33
          Private Label Collateralized Mortgage Obligations
        
        
          SUTHERLAND COML MTG L
          
            2039-06-27
          
          6.750000
          20902000.00
          15846537.77
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2047-05-17
          
          3.250000
          15000000.00
          10352556.67
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2005-AR
          
            2045-01-25
          
          2.489690
          28962250.00
          10450599.72
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-09-04
      2019-03-27
      Y
      
        CITIGROUP GLOBAL MARKETS INC.
        1.0000
        96
        N
        
          Fitch Long Rating
          A+
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A2
        
        
          Moody's Short Rating
          NR
        
        
          Standard & Poor's Long Rating
          A+
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      N
      0.0296
      227200000.00
      227200000.00
      0.0059
      N
      N
      N
      Y
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.208
      20272AZM1
      MSFSBD3QN1GSN7Q6C537
      0000008565
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-29
      2018-12-21
      2018-12-21
      N
      N
      N
      0.0224
      125041550.00
      125041550.00
      0.0032
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.119
      20272AYB6
      MSFSBD3QN1GSN7Q6C537
      US20272AYB69
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-23
      2018-08-17
      2018-08-17
      N
      N
      N
      0.0216
      87396953.65
      87396953.65
      0.0023
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.178
      20272AZE9
      MSFSBD3QN1GSN7Q6C537
      US20272AZE99
      0000008565
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-01
      2018-11-26
      2018-11-26
      N
      N
      N
      0.0221
      125015876.25
      125015876.25
      0.0032
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.153
      20272AZJ8
      MSFSBD3QN1GSN7Q6C537
      US20272AZJ86
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-14
      2018-12-07
      2018-12-07
      N
      N
      N
      0.0218
      50010667.00
      50010667.00
      0.0013
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.129
      20272AYV2
      MSFSBD3QN1GSN7Q6C537
      US20272AYV24
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-16
      2018-10-10
      2018-10-10
      N
      N
      N
      0.0216
      83002092.43
      83002092.43
      0.0022
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.118
      20272AYU4
      MSFSBD3QN1GSN7Q6C537
      US20272AYU41
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-17
      2018-10-12
      2018-10-12
      N
      N
      N
      0.0215
      165002722.50
      165002722.50
      0.0043
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.091
      20272AYG5
      MSFSBD3QN1GSN7Q6C537
      US20272AYG56
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-08
      2018-08-31
      2018-08-31
      N
      N
      N
      0.0212
      45011846.70
      45011846.70
      0.0012
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.119
      20272AYX8
      MSFSBD3QN1GSN7Q6C537
      US20272AYX89
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-15
      2018-10-15
      2018-10-15
      N
      N
      N
      0.0215
      30000506.70
      30000506.70
      0.0008
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA
      COMMONWEALTH BANK OF AUSTRALIA 2.107
      20272AZB5
      MSFSBD3QN1GSN7Q6C537
      US20272AZB50
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-06
      2018-11-01
      2018-11-01
      N
      N
      N
      0.0214
      87004518.78
      87004518.78
      0.0023
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA-NEW YORK
      COMMONWEALTH BANK OF AUSTRALIA-NEW YORK 2.558
      20271ENJ4
      MSFSBD3QN1GSN7Q6C537
      US20271ENJ46
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2019-04-03
      2019-04-03
      2019-04-03
      N
      N
      N
      0.0256
      50061266.50
      50061266.50
      0.0013
      N
      N
      N
      N
    
    
      COMMONWEALTH BANK OF AUSTRALIA-NEW YORK
      COMMONWEALTH BANK OF AUSTRALIA-NEW YORK 2.569
      20271ENH8
      MSFSBD3QN1GSN7Q6C537
      US20271ENH89
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-30
      2019-01-28
      2019-01-28
      N
      N
      N
      0.0260
      125112903.75
      125112903.75
      0.0032
      N
      N
      N
      N
    
    
      COOPERATIEVE RABOBANK U.A
      COOPERATIEVE RABOBANK U.A 1.700
      0RAB01NF6
      0001098062
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      405000000.00
      405000000.00
      0.0105
      N
      Y
      Y
      N
    
    
      COOPERATIEVE RABOBANK U.A
      COOPERATIEVE RABOBANK U.A 2.349
      9D0338N
      DG3RU1DBUFHT4ZF9WN62
      XS1810083425
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-17
      2018-11-19
      2018-11-19
      N
      N
      N
      0.0238
      250000000.00
      250000000.00
      0.0065
      N
      N
      N
      N
    
    
      CREDIT AGRICOLE CIB NEW YORK
      CREDIT AGRICOLE CIB NEW YORK 1.700
      0QV002CG7
      0001330437
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      567655000.00
      567655000.00
      0.0147
      N
      Y
      Y
      N
    
    
      CREDIT AGRICOLE CIB NEW YORK
      CREDIT AGRICOLE CIB NEW YORK 1.700
      0QV002CD4
      0001330437
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      225000000.00
      225000000.00
      0.0058
      N
      Y
      Y
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.266
      22536USC5
      N4JDFKKH2FTD8RKFXO39
      US22536USC52
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-02
      2019-03-01
      2019-03-01
      N
      N
      N
      0.0230
      45994013.10
      45994013.10
      0.0012
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.156
      22536UQN3
      N4JDFKKH2FTD8RKFXO39
      US22536UQN36
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-28
      2018-07-30
      2018-07-30
      N
      N
      N
      0.0219
      90019207.80
      90019207.80
      0.0023
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.158
      22536UPD6
      N4JDFKKH2FTD8RKFXO39
      US22536UPD62
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-28
      2018-08-28
      2018-08-28
      N
      N
      N
      0.0219
      72019932.48
      72019932.48
      0.0019
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.124
      22536UQF0
      N4JDFKKH2FTD8RKFXO39
      US22536UQF02
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0215
      400035572.00
      400035572.00
      0.0104
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.223
      22536URX0
      N4JDFKKH2FTD8RKFXO39
      US22536URX09
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-08
      2019-01-08
      2019-01-08
      N
      N
      N
      0.0225
      200053538.00
      200053538.00
      0.0052
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.411
      22536URN2
      N4JDFKKH2FTD8RKFXO39
      US22536URN27
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-05
      2018-10-05
      2018-10-05
      N
      N
      N
      0.0244
      60001749.60
      60001749.60
      0.0016
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK
      CREDIT INDUSTRIEL ET COMMERCIAL-NEW YORK 2.280
      22536URM4
      N4JDFKKH2FTD8RKFXO39
      US22536URM44
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-22
      2018-06-22
      2018-06-22
      N
      N
      N
      0.0228
      50016584.50
      50016584.50
      0.0013
      N
      N
      N
      N
    
    
      CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH
      CREDIT INDUSTRIEL ET COMMERICAL - LONDON BRANCH 2.350
      8D7767N
      XS1805538946
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-06
      2018-07-06
      2018-07-06
      N
      N
      N
      0.0235
      199642242.00
      199642242.00
      0.0052
      N
      N
      N
      N
    
    
      CREDIT SUISSE AG - NEW YORK BRANCH
      CREDIT SUISSE AG - NEW YORK BRANCH 2.178
      22549LJW6
      ANGGYXNX0JLX3X63JN86
      US22549LJW63
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-07-27
      2018-07-27
      N
      N
      N
      0.0221
      100039350.00
      100039350.00
      0.0026
      N
      N
      N
      N
    
    
      CREDIT SUISSE SECURITIES (USA) LLC
      CREDIT SUISSE SECURITIES (USA) LLC 2.328
      0CSN01IN3
      1V8Y6QCX6YMJ2OELII46
      0001230485
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          WELLS FARGO COMMERCIA
          
            2043-11-15
          
          4.393000
          570000.00
          584568.52
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML MTG
          
            2050-10-15
          
          2.110000
          145000.00
          129269.72
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML MTG
          549300SGFUCMB43V8P22
          
            2059-01-15
          
          3.370000
          2000000.00
          1976370.33
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML MTG
          549300BSYX29G4VVM177
          
            2059-11-15
          
          3.065000
          2500000.00
          2405303.89
          Private Label Collateralized Mortgage Obligations
        
        
          WF-RBS COML MTG TR 20
          
            2044-02-15
          
          4.869000
          780000.00
          793830.51
          Private Label Collateralized Mortgage Obligations
        
        
          WFRBS COML MTG TR 201
          
            2047-11-15
          
          3.428000
          250000.00
          251745.45
          Private Label Collateralized Mortgage Obligations
        
        
          UBS BARCLAYS COML MTG
          549300G1IXWLFE766Q13
          
            2046-04-10
          
          2.970700
          265000.00
          260982.65
          Private Label Collateralized Mortgage Obligations
        
        
          SU CASITA TRUST
          
            2035-08-26
          
          1.791370
          126016674.00
          25124658.99
          Private Label Collateralized Mortgage Obligations
        
        
          STARBIRD FDG. CORP.
          
            2018-06-01
          
          0.000000
          1095000.00
          1094987.53
          Money Market
        
        
          SG STRUCTURED PRODUCT
          
            2026-11-15
          
          3.577500
          24175000.00
          24174999.22
          Private Label Collateralized Mortgage Obligations
        
        
          PNMAC GMSR ISSUER TR
          
            2023-02-25
          
          4.445630
          36701000.00
          36926161.78
          Private Label Collateralized Mortgage Obligations
        
        
          IMPERIAL CMB TRUST SE
          
            2035-03-25
          
          2.659690
          20000000.00
          494415.70
          Private Label Collateralized Mortgage Obligations
        
        
          HOLDINGS I LTD. SERIE
          
            2050-11-13
          
          3.332000
          140000.00
          139271.84
          Private Label Collateralized Mortgage Obligations
        
        
          GS MORTGAGE SECURITIE
          
            2043-12-10
          
          3.849000
          378000.00
          28484.46
          Private Label Collateralized Mortgage Obligations
        
        
          GREENPOINT MORTGAGE F
          
            2046-12-25
          
          1.977110
          100000000.00
          35816719.37
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2015-G
          54930070360RBP384M53
          
            2048-10-10
          
          3.506000
          70000.00
          69759.78
          Private Label Collateralized Mortgage Obligations
        
        
          GS MTG SECS TR 2016-G
          
            2049-10-10
          
          2.777000
          80000.00
          77736.10
          Private Label Collateralized Mortgage Obligations
        
        
          FEDERAL HOME LN MTG C
          S6XOOCT0IEG5ABCC6L87
          
            2023-01-25
          
          2.637000
          115000.00
          113524.17
          Private Label Collateralized Mortgage Obligations
        
        
          LCCM 2017-LC26 MTG TR
          
            2050-07-12
          
          3.551000
          26000000.00
          25639002.49
          Private Label Collateralized Mortgage Obligations
        
        
          INSTITUTIONAL SECURED
          
            2018-06-01
          
          0.000000
          14975000.00
          14974829.52
          Money Market
        
        
          MORGAN STANLEY BK AME
          549300P1YQ48837ZOI22
          
            2046-07-15
          
          3.967970
          3500000.00
          3550230.42
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP I
          
            2049-08-15
          
          2.606000
          60000.00
          57727.04
          Private Label Collateralized Mortgage Obligations
        
        
          BANC OF AMERICA FUNDI
          
            2036-08-25
          
          2.269690
          13161123.00
          105466.50
          Private Label Collateralized Mortgage Obligations
        
        
          BAYVIEW MTG FD IVC TR
          549300ZGMKIELA840327
          
            2058-01-28
          
          3.500000
          135000.00
          114367.71
          Private Label Collateralized Mortgage Obligations
        
        
          BANK 2017-BNK8
          
            2050-11-15
          
          3.314000
          83000.00
          81934.21
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK 2018-B1 MTG
          
            2051-01-15
          
          3.602000
          42000.00
          42175.52
          Private Label Collateralized Mortgage Obligations
        
        
          BENCHMARK 2018-B3 COM
          
            2051-04-10
          
          4.025000
          25000000.00
          25785956.41
          Private Label Collateralized Mortgage Obligations
        
        
          GOTHAM FDG CORP
          
            2018-08-30
          
          0.000000
          122425000.00
          122173615.00
          Money Market
        
        
          LA FAYETTE ASSET SEC
          
            2018-08-27
          
          0.000000
          51384000.00
          51283628.37
          Money Market
        
        
          SPIRE INC.
          
            2018-06-01
          
          0.000000
          9502000.00
          9501891.82
          Money Market
        
        
          ALPINE S LTD/ALPINE S
          
            2018-08-21
          
          1.845630
          7900000.00
          7903239.10
          Money Market
        
        
          CABLE & WIRELESS COMM
          549300UFJ8EKD81Y8R30
          
            2050-04-15
          
          3.351200
          250000.00
          251229.65
          Private Label Collateralized Mortgage Obligations
        
        
          CD 2017-CD4 MTG TR
          
            2050-05-10
          
          3.317000
          54000.00
          53820.28
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP COML MTG TR
          
            2048-04-10
          
          2.674000
          500000.00
          490303.91
          Private Label Collateralized Mortgage Obligations
        
        
          COMM 2012-CCRE4 MTG T
          
            2045-10-15
          
          1.801000
          4799000.00
          2098686.39
          Private Label Collateralized Mortgage Obligations
        
        
          COMM 2015-DC1 MTG TR
          
            2048-02-10
          
          3.142000
          500000.00
          498895.63
          Private Label Collateralized Mortgage Obligations
        
        
          COMM 2015-LC19 MTG TR
          
            2048-02-10
          
          2.793000
          1200000.00
          1196573.21
          Private Label Collateralized Mortgage Obligations
        
        
          CFCRE 2016-C7
          
            2054-12-10
          
          3.838500
          54000.00
          54783.89
          Private Label Collateralized Mortgage Obligations
        
        
          CHL MORTGAGE PASS-THR
          549300ZAGI6FKGY8O078
          
            2048-08-15
          
          3.718200
          79000.00
          79802.73
          Private Label Collateralized Mortgage Obligations
        
        
          CIESCO  LLC
          
            2018-09-10
          
          0.000000
          23200000.00
          23143738.27
          Money Market
        
        
          CIESCO  LLC
          
            2018-09-04
          
          0.000000
          12642000.00
          12613946.38
          Money Market
        
        
          CSAIL 2016-C5 COML MT
          549300FU8TZDHFLQZL50
          
            2048-11-15
          
          3.656100
          2000000.00
          2033462.76
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2016-C5 COML MT
          549300FU8TZDHFLQZL50
          
            2048-11-15
          
          3.532500
          40002.00
          40250.25
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2016-C6 COML MT
          549300C2HE5FJAWYZL57
          
            2049-01-15
          
          3.089800
          20000.00
          19353.89
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2016-C7 COML MT
          5493006MX7HG5PC85C29
          
            2049-11-15
          
          3.210000
          107000.00
          104100.29
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2016-C7 COML MT
          5493006MX7HG5PC85C29
          
            2049-11-15
          
          3.502000
          40007.00
          39578.40
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2017-C8 COML MT
          
            2050-06-15
          
          3.126580
          170000.00
          163303.26
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2017-CX9 COML M
          
            2050-09-15
          
          3.356600
          8000000.00
          7953443.21
          Private Label Collateralized Mortgage Obligations
        
        
          CSAIL 2018-CX11 COML
          
            2051-04-15
          
          4.033100
          46222000.00
          47172786.10
          Private Label Collateralized Mortgage Obligations
        
        
          CORE INDL TR 2015-WES
          549300JSG3BPDMG8DT46
          
            2037-02-10
          
          3.292000
          8880000.00
          8780242.48
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC 2016-NXSR COML M
          
            2049-12-15
          
          3.794800
          5040007.00
          5083769.47
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC MORGAGE-BACKED T
          
            2037-04-25
          
          2.209690
          6000000.00
          193637.33
          Private Label Collateralized Mortgage Obligations
        
        
          DBUBS 2011-LC3 MTG TR
          
            2044-08-10
          
          4.551000
          7600000.00
          7206498.90
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-05
      2018-07-05
      2018-07-09
      Y
      
        CREDIT SUISSE SECURITIES (USA) LLC
        1.0000
        35
        N
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          NR
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      N
      0.0236
      480000000.00
      480000000.00
      0.0125
      N
      N
      N
      Y
    
    
      CREDIT SUISSE SECURITIES (USA) LLC
      CREDIT SUISSE SECURITIES (USA) LLC 1.900
      0CSN01IW3
      1V8Y6QCX6YMJ2OELII46
      0001230485
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          RMAT 2015-PR2 LLC
          
            2035-11-25
          
          8.850000
          10000000.00
          5728499.61
          Asset-Backed Securities
        
        
          HANNOVER FDG CO. LLC
          
            2018-06-01
          
          0.000000
          29900000.00
          29896674.45
          Money Market
        
        
          KVK CLO 2013-1 LTD
          5493007VGL59COTLZY21
          
            2028-01-15
          
          0.000000
          10550000.00
          4940938.99
          Asset-Backed Securities
        
        
          MONDELEZ INT. INC
          
            2018-07-11
          
          0.000000
          21000000.00
          20986106.16
          Money Market
        
        
          NATIONAL COLLEGIATE I
          
            2038-03-25
          
          0.000000
          10000000.00
          3464879.69
          Asset-Backed Securities
        
        
          NBCUNIVERSAL
          
            2018-06-19
          
          0.000000
          1622000.00
          1619948.09
          Money Market
        
        
          GOTHAM FDG CORP
          
            2018-08-30
          
          0.000000
          184000.00
          183622.18
          Money Market
        
        
          CATAMARAN CLO 2015-1
          549300KB6N80OR7B9109
          
            2027-04-22
          
          0.000000
          10848000.00
          6700223.58
          Asset-Backed Securities
        
        
          CONSUMER INSTALLMENT
          
            2022-07-15
          
          5.500000
          5506000.00
          5465611.88
          Asset-Backed Securities
        
        
          DEUTSCHE BK AG FRANKF
          
            2020-07-01
          
          4.825500
          10675000.00
          10890100.95
          Asset-Backed Securities
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-04
      2018-06-04
      2018-06-04
      N
      N
      N
      0.0190
      85000000.00
      85000000.00
      0.0022
      N
      N
      Y
      N
    
    
      DANSKE CORPORATION
      DANSKE CORPORATION 2.085
      2363F7F11
      US2363F7F112
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0209
      104994808.80
      104994808.80
      0.0027
      N
      Y
      Y
      N
    
    
      DBS BANK LIMITED SINGAPORE
      DBS BANK LIMITED SINGAPORE 2.201
      23305EFD0
      ATUEL7OJR5057F2PV266
      US23305EFD04
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-13
      2018-06-13
      2018-06-13
      N
      N
      N
      0.0220
      396733347.01
      396733347.01
      0.0103
      N
      N
      N
      N
    
    
      DBS BANK LIMITED SINGAPORE
      DBS BANK LIMITED SINGAPORE 2.021
      23305EF73
      ATUEL7OJR5057F2PV266
      US23305EF734
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-07
      2018-06-07
      2018-06-07
      N
      N
      N
      0.0202
      89967975.30
      89967975.30
      0.0023
      N
      N
      Y
      N
    
    
      DNB BANK ASA
      DNB BANK ASA 2.098
      2332K4GM0
      549300GKFG0RYRRQ1414
      US2332K4GM03
      0001115828
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-06-20
      2018-06-20
      N
      N
      N
      0.0213
      100016017.00
      100016017.00
      0.0026
      N
      N
      N
      N
    
    
      DZ BANK AG - NEW YORK
      DZ BANK AG - NEW YORK 1.700
      26820QF18
      529900HNOAA1KXQJUQ27
      0001083675
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      249987985.00
      249987985.00
      0.0065
      N
      Y
      Y
      N
    
    
      DZ BANK AG - NEW YORK
      DZ BANK AG - NEW YORK 2.300
      23328AA79
      529900HNOAA1KXQJUQ27
      US23328AA792
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-03
      2018-07-03
      2018-07-03
      N
      N
      N
      0.0230
      115039463.40
      115039463.40
      0.0030
      N
      N
      N
      N
    
    
      ERSTE GROUP BANK AG
      ERSTE GROUP BANK AG 1.720
      0EBO01D75
      0001115828
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0172
      300000000.00
      300000000.00
      0.0078
      N
      Y
      Y
      N
    
    
      FIRST ABU DHABI BANK PJSC
      FIRST ABU DHABI BANK PJSC 2.302
      31849MFF3
      2138002Y3WMK6RZS8H90
      US31849MFF32
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-15
      2018-06-15
      2018-06-15
      N
      N
      N
      0.0230
      174865832.75
      174865832.75
      0.0045
      N
      N
      N
      N
    
    
      GENERAL ELECTRIC CO.
      GENERAL ELECTRIC CO. 1.710
      36960MF16
      3C7474T6CDKPR9K6YT90
      US36960MF163
      Non-Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0171
      286286695.64
      286286695.64
      0.0074
      N
      Y
      Y
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 2.094
      40433FKG3
      MP6I5ZYZBEU3UXPYFY54
      US40433FKG36
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-16
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0212
      30008552.40
      30008552.40
      0.0008
      N
      N
      N
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 2.083
      40433FKD0
      MP6I5ZYZBEU3UXPYFY54
      US40433FKD05
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-07
      2018-08-03
      2018-08-03
      N
      N
      N
      0.0211
      75023921.25
      75023921.25
      0.0019
      N
      N
      N
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 2.491
      40433FLS6
      MP6I5ZYZBEU3UXPYFY54
      US40433FLS64
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-05
      2019-01-03
      2019-01-03
      N
      N
      N
      0.0253
      210071580.60
      210071580.60
      0.0055
      N
      N
      N
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 2.133
      40433FKS7
      MP6I5ZYZBEU3UXPYFY54
      US40433FKS73
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-08
      2018-11-05
      2018-11-05
      N
      N
      N
      0.0216
      31999456.64
      31999456.64
      0.0008
      N
      N
      N
      N
    
    
      HSBC BANK PLC
      HSBC BANK PLC 2.178
      40433FKK4
      MP6I5ZYZBEU3UXPYFY54
      US40433FKK48
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-26
      2018-10-26
      2018-10-26
      N
      N
      N
      0.0221
      150000529.50
      150000529.50
      0.0039
      N
      N
      N
      N
    
    
      HSBC SECURITIES (USA) INC
      HSBC SECURITIES (USA) INC 1.950
      0HSN21AC2
      CYYGQCGNHMHPSMRL3R97
      0000853784
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CARRIAGE SERVICES  IN
          
            2026-06-01
          
          6.625000
          3000000.00
          3026249.89
          Corporate Debt Securities
        
        
          CHURCHILL DOWNS  INC.
          
            2028-01-15
          
          4.750000
          20000000.00
          18650000.05
          Corporate Debt Securities
        
        
          CITGO HLDG INC
          
            2020-02-15
          
          10.750000
          5818000.00
          6188897.05
          Corporate Debt Securities
        
        
          CEQUEL COMMUNICATIONS
          
            2028-04-01
          
          7.500000
          300000.00
          299250.00
          Corporate Debt Securities
        
        
          FBM FINANCE INC
          
            2021-08-15
          
          8.250000
          1600000.00
          1682559.99
          Corporate Debt Securities
        
        
          ADVANCED MICRO DEVICE
          R2I72C950HOYXII45366
          
            2024-07-01
          
          7.000000
          900000.00
          946125.02
          Corporate Debt Securities
        
        
          AMERICAN MIDSTREAM PA
          
            2021-12-15
          
          8.500000
          2000000.00
          1950000.00
          Corporate Debt Securities
        
        
          AMERICAN BUILDERS & C
          549300H5GQ4C1BEKG397
          
            2026-05-15
          
          5.875000
          4000000.00
          3920199.86
          Corporate Debt Securities
        
        
          ATHABASCA OIL CORP
          549300STK2KBVO6WED71
          
            2022-02-24
          
          9.875000
          9800000.00
          9986200.50
          Corporate Debt Securities
        
        
          BLUELINE RENT FIN COR
          
            2024-03-15
          
          9.250000
          7500000.00
          7980375.17
          Corporate Debt Securities
        
        
          BOMBARDIER INC
          W7L3VLU8EHQY34Z36697
          
            2024-12-01
          
          7.500000
          6155000.00
          6422434.97
          Corporate Debt Securities
        
        
          BOMBARDIER INC
          W7L3VLU8EHQY34Z36697
          
            2022-10-15
          
          6.000000
          15000000.00
          14850000.04
          Corporate Debt Securities
        
        
          BOMBARDIER INC
          W7L3VLU8EHQY34Z36697
          
            2034-05-01
          
          7.450000
          79000.00
          79987.50
          Corporate Debt Securities
        
        
          NAVIOS MARITIME HOLDI
          
            2022-08-15
          
          11.250000
          3240000.00
          3146850.11
          Corporate Debt Securities
        
        
          NAVIOS MARITIME HOLDI
          
            2022-01-15
          
          7.375000
          10000.00
          7525.00
          Corporate Debt Securities
        
        
          NOBLE HOLDING INTERNA
          549300GNEZBJHMST9U32
          
            2024-01-15
          
          7.750000
          1775000.00
          1650750.03
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP S A
          5493001ZMCICV4N02J21
          
            2022-05-15
          
          6.000000
          14500000.00
          14427500.69
          Corporate Debt Securities
        
        
          LEE ENTERPRISES INC
          
            2022-03-15
          
          9.500000
          6239000.00
          6480761.18
          Corporate Debt Securities
        
        
          LPL HOLDINGS INC
          549300Z5YF8CCRMYUL26
          
            2025-09-15
          
          5.750000
          5035000.00
          4821012.39
          Corporate Debt Securities
        
        
          MCDERMOTT ESCROW 1 IN
          
            2024-05-01
          
          10.625000
          25250000.00
          26259999.67
          Corporate Debt Securities
        
        
          INTELSAT JACKSON HOLD
          8XJ8KF85PBKK1TLMFN29
          
            2022-09-30
          
          9.500000
          2500000.00
          2868750.21
          Corporate Debt Securities
        
        
          K. HOVNANIAN ENTERPRI
          549300JJCQ0KAI7CJG32
          
            2021-11-01
          
          2.000000
          4000000.00
          3200000.06
          Corporate Debt Securities
        
        
          KINETIC CONCEPTS INC
          
            2021-02-15
          
          7.875000
          4725000.00
          4843124.98
          Corporate Debt Securities
        
        
          GLOBAL SHIP LEASE INC
          254900GLZ0J5N8UZM071
          
            2022-11-15
          
          9.875000
          5000000.00
          4937499.98
          Corporate Debt Securities
        
        
          IAMGOL INTERNATIONAL
          5493003RWIRGFJUNQG48
          
            2025-04-15
          
          7.000000
          21673000.00
          22350280.42
          Corporate Debt Securities
        
        
          HUDBAY MINERALS INC.
          549300WI524AL577IX21
          
            2023-01-15
          
          7.250000
          650000.00
          672750.03
          Corporate Debt Securities
        
        
          EP ENERGY LLC / EVERE
          
            2026-05-15
          
          7.750000
          4500000.00
          4589999.83
          Corporate Debt Securities
        
        
          FIRST QUANTUM VENTURE
          549300I7UVBGWRYMYZ18
          
            2026-03-01
          
          6.875000
          1000000.00
          947499.97
          Corporate Debt Securities
        
        
          FIRST QUANTUM VENTURE
          549300I7UVBGWRYMYZ18
          
            2023-04-01
          
          7.250000
          4850000.00
          4852425.42
          Corporate Debt Securities
        
        
          FIRST QUANTUM VENTURE
          549300I7UVBGWRYMYZ18
          
            2024-03-01
          
          6.500000
          4000000.00
          3800000.09
          Corporate Debt Securities
        
        
          FIVE PT OPER CO LP /
          
            2025-11-15
          
          7.875000
          8000000.00
          8159999.73
          Corporate Debt Securities
        
        
          FREEDOM MTG CORP
          549300LYRWPSYPK6S325
          
            2025-04-15
          
          8.250000
          2465000.00
          2458837.40
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIO
          549300ZCZ76HYCS0H445
          
            2025-01-15
          
          6.875000
          2000000.00
          1275000.02
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIO
          549300ZCZ76HYCS0H445
          
            2023-01-15
          
          7.125000
          9000000.00
          6556049.87
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIO
          549300ZCZ76HYCS0H445
          
            2024-04-15
          
          7.625000
          250000.00
          169375.01
          Corporate Debt Securities
        
        
          RITE AID CORP
          
            2023-04-01
          
          6.125000
          568000.00
          580779.99
          Corporate Debt Securities
        
        
          SBA COMMUNICATIONS CO
          
            2024-09-01
          
          4.875000
          309000.00
          289687.50
          Corporate Debt Securities
        
        
          SAFEWAY INC.
          549300NKZ6VCN5P3K723
          
            2027-09-15
          
          7.450000
          4000000.00
          3470000.18
          Corporate Debt Securities
        
        
          SUPERVALU INC.
          549300HSQOPPFG6OPF24
          
            2022-11-15
          
          7.750000
          1000000.00
          997699.95
          Corporate Debt Securities
        
        
          SRC ENERGY INC.
          549300RFZV39PJ73PH67
          
            2025-12-01
          
          6.250000
          12000000.00
          12191999.87
          Corporate Debt Securities
        
        
          ORBCOMM INCP 03312008
          
            2024-04-01
          
          8.000000
          1000000.00
          1043750.05
          Corporate Debt Securities
        
        
          RBS GLOBAL  INC. AND
          
            2025-12-15
          
          4.875000
          18000000.00
          17324999.32
          Corporate Debt Securities
        
        
          RAIN CII CARBON LLC/C
          
            2025-04-01
          
          7.250000
          4000000.00
          4099999.91
          Corporate Debt Securities
        
        
          WEIGHT WATCHERS INTER
          SGT8R1MU6ESIC7UJC518
          
            2025-12-01
          
          8.625000
          18000000.00
          19642500.08
          Corporate Debt Securities
        
        
          WILDHORSE RESOURCE DE
          549300U1ZW2M60WZ1G15
          
            2025-02-01
          
          6.875000
          1600000.00
          1631999.98
          Corporate Debt Securities
        
        
          TELESAT CANADA / TELE
          
            2024-11-15
          
          8.875000
          4320000.00
          4697999.70
          Corporate Debt Securities
        
        
          TRANSOCEAN SEDCO FORE
          DOL4HJ22ADYSIWES4H94
          
            2022-10-15
          
          3.800000
          28000.00
          27657.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0195
      255000000.00
      255000000.00
      0.0066
      N
      Y
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.720
      45581CF18
      5493002ERZU2K9PZDL40
      US45581CF183
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0172
      167462906.13
      167462906.13
      0.0043
      N
      Y
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.730
      0SF002FT0
      0001445468
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0173
      500000000.00
      500000000.00
      0.0130
      N
      Y
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.480
      45580DSB1
      5493002ERZU2K9PZDL40
      US45580DSB19
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-10
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0248
      13002617.42
      13002617.42
      0.0003
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.450
      45580DSK1
      5493002ERZU2K9PZDL40
      US45580DSK18
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-27
      2018-08-27
      2018-08-27
      N
      N
      N
      0.0245
      120002284.80
      120002284.80
      0.0031
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.480
      45580DSA3
      5493002ERZU2K9PZDL40
      US45580DSA36
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-10
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0248
      300060210.00
      300060210.00
      0.0078
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.480
      45580DRQ9
      5493002ERZU2K9PZDL40
      US45580DRQ96
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0248
      90032478.30
      90032478.30
      0.0023
      N
      N
      N
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 2.620
      45580DQY3
      5493002ERZU2K9PZDL40
      US45580DQY30
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0262
      150020506.50
      150020506.50
      0.0039
      N
      N
      Y
      N
    
    
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY
      INDUSTRIAL & COMMERCIAL BK OF CHINA NY 1.730
      0SF002FS2
      0001445468
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0173
      569000000.00
      569000000.00
      0.0148
      N
      Y
      Y
      N
    
    
      ING (US) FUNDING LLC
      ING (US) FUNDING LLC 2.108
      44988KCV9
      US44988KCV98
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-13
      2018-07-13
      2018-07-13
      N
      N
      N
      0.0214
      125039682.50
      125039682.50
      0.0032
      N
      N
      N
      N
    
    
      ING (US) FUNDING LLC
      ING (US) FUNDING LLC 2.119
      44988KDE6
      US44988KDE64
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-15
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0215
      200071250.00
      200071250.00
      0.0052
      N
      N
      N
      N
    
    
      ING (US) FUNDING LLC
      ING (US) FUNDING LLC 2.091
      44988KDM8
      US44988KDM80
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-08-31
      2018-08-31
      N
      N
      N
      0.0212
      50012780.50
      50012780.50
      0.0013
      N
      N
      N
      N
    
    
      ING (US) FUNDING LLC
      ING (US) FUNDING LLC 2.263
      4497W1FT8
      US4497W1FT87
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-06-27
      2018-06-27
      N
      N
      N
      0.0226
      127816256.00
      127816256.00
      0.0033
      N
      N
      N
      N
    
    
      ING (US) FUNDING LLC
      ING (US) FUNDING LLC 2.118
      44988KCT4
      US44988KCT43
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-13
      2018-07-09
      2018-07-09
      N
      N
      N
      0.0215
      200062784.00
      200062784.00
      0.0052
      N
      N
      N
      N
    
    
      ING BANK N V - AMSTERDAM
      ING BANK N V - AMSTERDAM 2.525
      8D7769N
      0001017255
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-06
      2019-01-04
      2019-01-04
      N
      N
      N
      0.0256
      200000000.00
      200000000.00
      0.0052
      N
      N
      N
      N
    
    
      ING BANK N V - AMSTERDAM
      ING BANK N V - AMSTERDAM 1.750
      0INB02PF8
      0001017255
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0175
      500000000.00
      500000000.00
      0.0130
      N
      N
      Y
      N
    
    
      ING BANK N V - AMSTERDAM
      ING BANK N V - AMSTERDAM 1.710
      0INB02PH4
      0001017255
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0171
      200000000.00
      200000000.00
      0.0052
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC (REPO)
      ING FINANCIAL MARKETS LLC (REPO) 1.850
      0QZ001IY0
      0000877559
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          VOLKSWAGEN GROUP AMER
          
            2020-05-22
          
          2.400000
          200000.00
          197428.00
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATION
          
            2055-03-15
          
          4.672000
          988000.00
          899132.47
          Corporate Debt Securities
        
        
          THERMO FISHER SCIENTI
          
            2027-08-15
          
          3.200000
          3900000.00
          3704540.67
          Corporate Debt Securities
        
        
          TCI COMMUNICATIONS IN
          
            2026-02-15
          
          7.875000
          1469000.00
          1861278.09
          Corporate Debt Securities
        
        
          VULCAN MATLS CO
          
            2021-03-01
          
          2.950310
          1891.00
          1909.57
          Corporate Debt Securities
        
        
          SALESFORCE COM INC
          
            2028-04-11
          
          3.700000
          8.00
          8.00
          Corporate Debt Securities
        
        
          STARBUCKS CORP
          
            2047-12-01
          
          3.750000
          5000000.00
          4832258.33
          Corporate Debt Securities
        
        
          PHILIPPINES REP
          
            2034-10-23
          
          6.375000
          30000000.00
          37081474.99
          Other Instrument
          International Debt
        
        
          PHILIPPINES REP
          
            2042-02-02
          
          3.700000
          33522999.00
          31701713.12
          Other Instrument
          International Debt
        
        
          PROCTER AND GAMBLE CO
          
            2022-08-11
          
          2.150000
          18599712.00
          18156656.53
          Corporate Debt Securities
        
        
          OKLAHOMA GAS & ELEC C
          
            2047-08-15
          
          3.850000
          24.00
          23.62
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          
            2022-03-13
          
          5.375000
          9473152.00
          9858290.89
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          
            2021-02-04
          
          6.375000
          20303000.00
          21718702.77
          Corporate Debt Securities
        
        
          PETROLEOS MEXICANOS
          
            2026-08-04
          
          6.875000
          499000.00
          542614.47
          Corporate Debt Securities
        
        
          PARKER-HANNIFIN CORP
          
            2024-11-21
          
          3.300000
          2629000.00
          2609694.38
          Corporate Debt Securities
        
        
          PEMEX PROJ FDG MASTER
          
            2035-06-15
          
          6.625000
          22000.00
          22287.07
          Corporate Debt Securities
        
        
          FISERV INC
          
            2025-06-01
          
          3.850000
          4000000.00
          4083720.00
          Corporate Debt Securities
        
        
          FRANCE TELECOM SA
          
            2019-07-08
          
          5.375000
          1499000.00
          1572482.02
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT CO
          
            2019-03-28
          
          2.262000
          202000.00
          202238.06
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT CO
          
            2026-01-08
          
          4.389000
          1807000.00
          1820017.78
          Corporate Debt Securities
        
        
          ECOLAB INC
          
            2022-08-10
          
          2.375000
          346.00
          336.58
          Corporate Debt Securities
        
        
          ECOLAB INC
          
            2047-12-01
          
          3.950000
          445.00
          434.95
          Corporate Debt Securities
        
        
          DOMINION ENERGY INC
          
            2044-12-01
          
          4.700000
          736000.00
          777208.64
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP I
          
            2029-05-01
          
          4.223000
          3594514.00
          3562370.46
          Corporate Debt Securities
        
        
          INDONESIA REP
          
            2026-01-08
          
          4.750000
          29274321.00
          30539792.96
          Other Instrument
          International Debt
        
        
          INDONESIA REP
          
            2021-05-05
          
          4.875000
          35000000.00
          36216979.17
          Other Instrument
          International Debt
        
        
          INDONESIA REP
          
            2023-10-17
          
          5.375000
          13000000.00
          13824452.78
          Other Instrument
          International Debt
        
        
          INDONESIA REP
          
            2038-01-17
          
          7.750000
          452000.00
          606198.54
          Other Instrument
          International Debt
        
        
          INDONESIA REP
          
            2045-01-15
          
          5.125000
          20000000.00
          20555222.21
          Other Instrument
          International Debt
        
        
          IBM CREDIT LLC
          
            2021-01-20
          
          1.800000
          398.00
          389.59
          Corporate Debt Securities
        
        
          HEINZ H J CO
          
            2025-02-15
          
          4.875000
          3537000.00
          3718710.43
          Corporate Debt Securities
        
        
          LYB INTL FIN II BV
          
            2027-03-02
          
          3.500000
          2684000.00
          2568944.37
          Corporate Debt Securities
        
        
          KEB HANA BANK
          
            2020-04-05
          
          3.045840
          96.00
          96.56
          Corporate Debt Securities
        
        
          KOOKMIN BANK
          
            2023-03-25
          
          2.875000
          790421.00
          765570.82
          Corporate Debt Securities
        
        
          MITSUBISHI UFJ FINL G
          
            2026-03-01
          
          3.850000
          202000.00
          204437.13
          Corporate Debt Securities
        
        
          MIZUHO FINL GROUP INC
          
            2023-03-05
          
          2.814570
          63.00
          63.53
          Corporate Debt Securities
        
        
          MICROSOFT CORP
          
            2026-08-08
          
          2.400000
          5436000.00
          5082515.04
          Corporate Debt Securities
        
        
          NATIONWIDE FINL SVCS
          
            2087-05-15
          
          6.750000
          4002000.00
          4474236.00
          Corporate Debt Securities
        
        
          APPLE INC
          
            2021-02-23
          
          2.250000
          618000.00
          613368.09
          Corporate Debt Securities
        
        
          ALPHABET INC
          
            2026-08-15
          
          1.998000
          1000000.00
          905953.00
          Corporate Debt Securities
        
        
          AMERICA MOVIL SAB DE
          
            2040-03-30
          
          6.125000
          556000.00
          657724.91
          Corporate Debt Securities
        
        
          AMERICAN HONDA FIN CO
          
            2020-09-21
          
          3.875000
          3678000.00
          3778132.53
          Corporate Debt Securities
        
        
          AT&T INC
          
            2028-02-15
          
          4.100000
          1411500.00
          1403502.28
          Corporate Debt Securities
        
        
          APPLE INC
          
            2027-09-12
          
          2.900000
          2999620.00
          2865578.65
          Corporate Debt Securities
        
        
          APPLE INC
          
            2026-02-23
          
          3.250000
          9645000.00
          9557685.96
          Corporate Debt Securities
        
        
          APPLE INC
          
            2027-02-09
          
          3.350000
          1909000.00
          1897550.24
          Corporate Debt Securities
        
        
          21ST CENTY FOX AMER I
          
            2037-11-15
          
          6.650000
          780000.00
          994847.53
          Corporate Debt Securities
        
        
          21ST CENTY FOX AMER I
          
            2023-10-01
          
          4.000000
          5000000.00
          5133383.33
          Corporate Debt Securities
        
        
          ABB FIN USA INC
          
            2023-04-03
          
          3.375000
          67.00
          67.47
          Corporate Debt Securities
        
        
          ACTAVIS FUNDING SCS
          
            2045-03-15
          
          4.750000
          30000.00
          29281.43
          Corporate Debt Securities
        
        
          BOC AVIATION PTE LTD
          
            2022-09-18
          
          2.750000
          240.00
          229.47
          Corporate Debt Securities
        
        
          BURLINGTON NORTHN SAN
          
            2045-04-01
          
          4.150000
          5000000.00
          5016933.34
          Corporate Debt Securities
        
        
          AT&T INC
          
            2026-02-17
          
          4.125000
          5068000.00
          5073861.99
          Corporate Debt Securities
        
        
          AT&T INC
          
            2048-03-09
          
          4.500000
          385000.00
          344940.75
          Corporate Debt Securities
        
        
          AT&T INC
          
            2040-09-01
          
          5.350000
          2384000.00
          2431596.56
          Corporate Debt Securities
        
        
          COLONIAL PIPELINE CO
          
            2048-04-15
          
          4.250000
          1087830.00
          1070030.38
          Corporate Debt Securities
        
        
          CISCO SYS INC
          
            2021-02-28
          
          2.200000
          98000.00
          96876.27
          Corporate Debt Securities
        
        
          CREDIT SUISSE NEW YOR
          
            2020-01-14
          
          5.400000
          3500000.00
          3696245.00
          Corporate Debt Securities
        
        
          DARDEN RESTAURANTS IN
          
            2027-05-01
          
          3.850000
          25295102.00
          24585279.28
          Corporate Debt Securities
        
        
          CSX CORP
          
            2027-06-01
          
          3.250000
          220.00
          212.30
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0185
      318000000.00
      318000000.00
      0.0083
      N
      Y
      Y
      N
    
    
      ING FINANCIAL MARKETS LLC (REPO)
      ING FINANCIAL MARKETS LLC (REPO) 1.900
      0QZ001IX2
      0000877559
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CONUMA COAL RES LTD
          
            2023-05-01
          
          10.000000
          6498.00
          6593.66
          Corporate Debt Securities
        
        
          CENTRAIS ELECTRICAS B
          
            2021-10-27
          
          5.750000
          51973000.00
          52125309.78
          Corporate Debt Securities
        
        
          CITIGROUP INC
          
            2049-01-01
          
          6.250000
          87000.00
          91102.29
          Corporate Debt Securities
        
        
          BRASKEM FINANCE LIMIT
          
            2021-04-15
          
          5.750000
          50000000.00
          52242861.12
          Corporate Debt Securities
        
        
          AES CORP
          
            2027-09-01
          
          5.125000
          631.00
          627.25
          Corporate Debt Securities
        
        
          ANADARKO PETE CORP
          
            2036-09-15
          
          6.450000
          2704000.00
          3241329.87
          Corporate Debt Securities
        
        
          MURRAY ENERGY CORP
          
            2021-04-15
          
          11.250000
          3000000.00
          1303125.00
          Corporate Debt Securities
        
        
          HUNT COS INC
          
            2026-02-15
          
          6.250000
          3596555.00
          3454441.13
          Corporate Debt Securities
        
        
          INTELSAT LUXEMBOURG S
          
            2023-06-01
          
          8.125000
          7500000.00
          5873437.49
          Corporate Debt Securities
        
        
          L BRANDS INC
          
            2035-11-01
          
          6.875000
          4528000.00
          4123781.67
          Corporate Debt Securities
        
        
          M D C HLDGS INC
          
            2043-01-15
          
          6.000000
          3309000.00
          3040695.25
          Corporate Debt Securities
        
        
          GULFPORT ENERGY CORP
          
            2024-10-15
          
          6.000000
          2958000.00
          2824495.60
          Corporate Debt Securities
        
        
          ENBRIDGE INC
          
            2078-03-01
          
          6.250000
          6189072.00
          6169793.04
          Corporate Debt Securities
        
        
          DYNEGY INC
          
            2024-02-02
          
          8.034000
          5856408.00
          6317047.68
          Corporate Debt Securities
        
        
          EMBARQ CORP
          
            2036-06-01
          
          7.995000
          56979000.00
          56407785.45
          Corporate Debt Securities
        
        
          EMBRAER OVERSEAS LTD
          
            2023-09-16
          
          5.696000
          20347000.00
          21361637.06
          Corporate Debt Securities
        
        
          FIRST QUANTUM MINERAL
          
            2026-03-01
          
          6.875000
          5161905.00
          4982582.57
          Corporate Debt Securities
        
        
          PENNEY J C CORP INC
          
            2036-10-15
          
          6.375000
          14203000.00
          8211405.27
          Corporate Debt Securities
        
        
          PENNEY J C INC
          
            2037-04-01
          
          7.400000
          3733000.00
          2285840.33
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2115-06-05
          
          6.850000
          50535000.00
          46188428.47
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2024-03-17
          
          6.250000
          114031000.00
          117263462.12
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2026-05-23
          
          8.750000
          46762000.00
          52137032.11
          Corporate Debt Securities
        
        
          OLIN CORP
          
            2030-02-01
          
          5.000000
          999995.00
          958328.54
          Corporate Debt Securities
        
        
          PITNEY BOWES INC
          
            2022-05-15
          
          4.375000
          2932000.00
          2650218.51
          Corporate Debt Securities
        
        
          QWEST CAP  FDG INC
          
            2031-02-15
          
          7.750000
          10425000.00
          9776767.71
          Corporate Debt Securities
        
        
          SYNGENTA FIN N V
          
            2025-04-24
          
          4.892000
          3999992.00
          3983583.59
          Corporate Debt Securities
        
        
          SERVICEMASTER CO LTD
          
            2027-08-15
          
          7.450000
          227000.00
          246734.50
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          
            2042-09-15
          
          4.500000
          2305000.00
          1969530.30
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICA
          
            2022-03-15
          
          6.500000
          2000.00
          2107.94
          Corporate Debt Securities
        
        
          VODAFONE GROUP PLC NE
          
            2048-05-30
          
          5.250000
          5944963.00
          5987385.27
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0190
      440000000.00
      440000000.00
      0.0114
      N
      Y
      Y
      N
    
    
      KBC BANK NV/NEW YORK NY
      KBC BANK NV/NEW YORK NY 2.140
      4823TAZJ9
      6B2PBRV1FCJDMR45RZ53
      0001411306
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-30
      2018-07-30
      2018-07-30
      N
      N
      N
      0.0214
      158097307.56
      158097307.56
      0.0041
      N
      N
      N
      N
    
    
      KBC BANK NV/NEW YORK NY
      KBC BANK NV/NEW YORK NY 1.700
      0QX003GC8
      0001411306
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      400000000.00
      400000000.00
      0.0104
      N
      Y
      Y
      N
    
    
      LLOYDS BANK PLC
      LLOYDS BANK PLC 2.229
      53946BAH4
      H7FNTJ4851HG0EXQ1Z70
      US53946BAH42
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-08
      2018-09-10
      2018-09-10
      N
      N
      N
      0.0226
      100049769.00
      100049769.00
      0.0026
      N
      N
      N
      N
    
    
      LLOYDS BANK PLC NY BRANCH
      LLOYDS BANK PLC NY BRANCH 1.700
      0NX001AW1
      0001167831
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      300000000.00
      300000000.00
      0.0078
      N
      Y
      Y
      N
    
    
      LMA AMERICAS LLC
      LMA AMERICAS LLC 2.385
      53944RJA7
      US53944RJA77
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-09-10
      2018-09-10
      2018-09-10
      N
      Y
      
        CREDIT AGRICOLE CIB
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0239
      69646558.15
      69646558.15
      0.0018
      N
      N
      N
      N
    
    
      MANHATTAN ASSET FUNDING COMPANY LLC
      MANHATTAN ASSET FUNDING COMPANY LLC 2.133
      56274TCX3
      549300S0NSJYSOB32S63
      US56274TCX37
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      Y
      
        SUMITOMO MITSUI BANKING CORPORATION
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0217
      130008102.90
      130008102.90
      0.0034
      N
      N
      Y
      N
    
    
      MERRILL LYNCH PFS INC
      MERRILL LYNCH PFS INC 1.950
      0MLP02OE4
      8NAV47T0Y26Q87Y0QP81
      0000728612
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          CORRECTIONS CORP AMER
          
            2022-10-15
          
          5.000000
          465000.00
          471509.48
          Corporate Debt Securities
        
        
          COSAN LTD
          
            2024-09-20
          
          5.950000
          700000.00
          688614.30
          Corporate Debt Securities
        
        
          CREDIVALORES - CREDIS
          
            2022-07-27
          
          9.750000
          1527000.00
          1574464.25
          Corporate Debt Securities
        
        
          CSC HLDGS INC
          
            2018-07-15
          
          7.625000
          400000.00
          413522.22
          Corporate Debt Securities
        
        
          CONCHO RES INC
          
            2027-10-01
          
          3.750000
          997000.00
          970669.23
          Corporate Debt Securities
        
        
          CONCORDIA INTL CORP
          
            2023-04-15
          
          7.000000
          24169000.00
          1666318.28
          Corporate Debt Securities
        
        
          COMPANHIA BRASILERIA
          
            2024-06-17
          
          4.750000
          1029000.00
          1012678.92
          Corporate Debt Securities
        
        
          COMPASS GROUP DIVERSI
          
            2026-05-01
          
          8.000000
          2000000.00
          1978333.33
          Corporate Debt Securities
        
        
          COMSTOCK RES INC
          
            2020-03-15
          
          10.000000
          2000000.00
          2137222.22
          Corporate Debt Securities
        
        
          CLOUD PEAK ENERGY RES
          
            2021-11-01
          
          12.000000
          150000.00
          153000.00
          Corporate Debt Securities
        
        
          CONTINENTAL RESOURCES
          
            2024-06-01
          
          3.800000
          2188000.00
          2182158.04
          Corporate Debt Securities
        
        
          CONTINENTAL RESOURCES
          
            2044-06-01
          
          4.900000
          2000000.00
          2010000.00
          Corporate Debt Securities
        
        
          COMM S&L / CSL CAPITA
          
            2024-12-15
          
          7.125000
          357000.00
          344631.44
          Corporate Debt Securities
        
        
          COMMERCIAL METALS CO
          
            2026-04-15
          
          5.750000
          363000.00
          361129.54
          Corporate Debt Securities
        
        
          CVR REFNG LLC/COFFEYV
          
            2022-11-01
          
          6.500000
          2418000.00
          2473412.50
          Corporate Debt Securities
        
        
          DIAMONDBACK ENERGY IN
          
            2025-05-31
          
          5.375000
          2150000.00
          2136883.51
          Corporate Debt Securities
        
        
          DCP MIDSTREAM LLC
          
            2043-05-21
          
          5.850000
          1100000.00
          1024787.50
          Corporate Debt Securities
        
        
          DCP MIDSTREAM LLC
          
            2037-09-15
          
          6.750000
          595000.00
          643641.25
          Corporate Debt Securities
        
        
          DCP MIDSTREAM LLC
          
            2019-03-15
          
          9.750000
          810000.00
          867172.50
          Corporate Debt Securities
        
        
          DCP MIDSTREAM LLC
          
            2020-03-15
          
          5.350000
          530000.00
          548573.56
          Corporate Debt Securities
        
        
          DCP MIDSTREAM LLC
          
            2021-09-30
          
          4.750000
          1318000.00
          1341788.07
          Corporate Debt Securities
        
        
          DCP MIDSTREAM OPERATI
          
            2022-04-01
          
          4.950000
          1678000.00
          1712818.50
          Corporate Debt Securities
        
        
          DCP MIDSTREAM OPERATI
          
            2023-03-15
          
          3.875000
          554000.00
          539142.03
          Corporate Debt Securities
        
        
          DELTA AIR LINES INC D
          
            2028-04-19
          
          4.375000
          360000.00
          354659.10
          Corporate Debt Securities
        
        
          DENBURY RES INC
          
            2022-05-01
          
          5.500000
          1045000.00
          929614.58
          Corporate Debt Securities
        
        
          CENTRAL GARDEN & PET
          
            2028-02-01
          
          5.125000
          1420000.00
          1354561.67
          Corporate Debt Securities
        
        
          CENTURYLINK INC
          
            2022-03-15
          
          5.800000
          2274000.00
          2264891.37
          Corporate Debt Securities
        
        
          CENTURYLINK INC
          
            2020-04-01
          
          5.625000
          400000.00
          409750.00
          Corporate Debt Securities
        
        
          CENTURY CMNTYS INC
          
            2025-07-15
          
          5.875000
          2549000.00
          2465378.64
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO H
          
            2024-01-15
          
          5.750000
          1000000.00
          1024222.22
          Corporate Debt Securities
        
        
          CB SANDRIDGE ENERGY I
          
            2022-10-15
          
          8.125000
          27599000.00
          1751155.04
          Corporate Debt Securities
        
        
          CD&R WTRWKS MERGER SU
          
            2025-08-15
          
          6.125000
          1565000.00
          1530624.34
          Corporate Debt Securities
        
        
          CENGAGE LEARNING INC
          
            2024-06-15
          
          9.500000
          500000.00
          433152.78
          Corporate Debt Securities
        
        
          CENOVUS ENERGY INC
          
            2043-09-15
          
          5.200000
          985000.00
          949803.76
          Corporate Debt Securities
        
        
          CEMENTOS PACASMAYO S
          
            2023-02-08
          
          4.500000
          1080000.00
          1082295.00
          Corporate Debt Securities
        
        
          CDW LLC / CDW FIN COR
          
            2024-12-01
          
          5.500000
          314000.00
          331568.30
          Corporate Debt Securities
        
        
          CABLEVISION SYS CORP
          
            2020-04-15
          
          8.000000
          2305000.00
          2449574.72
          Corporate Debt Securities
        
        
          CARMIKE CINEMAS INC
          
            2023-06-15
          
          6.000000
          230000.00
          242688.33
          Corporate Debt Securities
        
        
          CARDTRONICS INC
          
            2025-05-01
          
          5.500000
          591000.00
          539041.25
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO H
          
            2026-02-15
          
          5.750000
          939000.00
          932596.54
          Corporate Debt Securities
        
        
          CALIFORNIA RES CORP
          
            2021-09-15
          
          5.500000
          1074000.00
          925370.33
          Corporate Debt Securities
        
        
          CALPINE CORP
          
            2024-01-15
          
          5.875000
          1910000.00
          1954778.89
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PRO
          
            2021-04-15
          
          6.500000
          2000000.00
          1981611.11
          Corporate Debt Securities
        
        
          CALUMET SPECIALTY PRO
          
            2022-01-15
          
          7.625000
          1900000.00
          1930980.56
          Corporate Debt Securities
        
        
          CLEAR CHANNEL WW HLDG
          
            2022-11-15
          
          6.500000
          2426000.00
          2481528.44
          Corporate Debt Securities
        
        
          CLAIRES STORES INC
          
            2019-03-15
          
          9.000000
          798000.00
          464835.00
          Corporate Debt Securities
        
        
          COLUMBIA/HCA HEALTHCA
          
            2027-12-01
          
          7.050000
          395000.00
          426698.75
          Corporate Debt Securities
        
        
          CNX MIDSTREAM PARTNER
          
            2026-03-15
          
          6.500000
          2625000.00
          2595395.83
          Corporate Debt Securities
        
        
          COBALT INTL ENERGY IN
          
            2023-12-01
          
          7.750000
          1250000.00
          662500.00
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATION
          
            2028-03-15
          
          4.200000
          257000.00
          243753.36
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATION
          
            2035-10-23
          
          6.384000
          486000.00
          521997.37
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATION
          
            2045-10-23
          
          6.484000
          275000.00
          295422.66
          Corporate Debt Securities
        
        
          CHEMOURS CO
          
            2023-05-15
          
          6.625000
          1990000.00
          2085409.44
          Corporate Debt Securities
        
        
          CHEMOURS CO
          
            2025-05-15
          
          7.000000
          1847000.00
          1984344.97
          Corporate Debt Securities
        
        
          CHESAPEAKE ENERGY COR
          
            2022-04-15
          
          4.875000
          475000.00
          465342.85
          Corporate Debt Securities
        
        
          CHESAPEAKE ENERGY COR
          
            2021-02-15
          
          6.125000
          2041000.00
          2098218.87
          Corporate Debt Securities
        
        
          CHS / CMNTY HEALTH SY
          
            2023-03-31
          
          6.250000
          1030000.00
          970404.49
          Corporate Debt Securities
        
        
          CHURCHILL DOWNS INC
          
            2028-01-15
          
          4.750000
          1001000.00
          953904.34
          Corporate Debt Securities
        
        
          CHUKCHANSI ECONOMIC D
          
            2020-05-30
          
          9.750000
          3556000.00
          2386016.10
          Corporate Debt Securities
        
        
          CITGO PETE CORP
          
            2022-08-15
          
          6.250000
          579000.00
          583865.21
          Corporate Debt Securities
        
        
          ARDAGH PACKAGING
          
            2021-06-30
          
          6.000000
          282000.00
          293327.00
          Corporate Debt Securities
        
        
          ARAMARK SVCS INC
          
            2028-02-01
          
          5.000000
          972000.00
          953699.40
          Corporate Debt Securities
        
        
          ARAMARK SVCS INC
          
            2024-01-15
          
          5.125000
          628000.00
          648052.74
          Corporate Debt Securities
        
        
          APX GROUP INC
          
            2023-09-01
          
          7.625000
          1197000.00
          1040267.81
          Corporate Debt Securities
        
        
          ASTON MARTIN CAP HLDG
          
            2022-04-15
          
          6.500000
          543000.00
          562442.42
          Corporate Debt Securities
        
        
          ASHLAND INC NEW
          
            2022-08-15
          
          4.750000
          2670000.00
          2719357.92
          Corporate Debt Securities
        
        
          ASHTEAD CAPITAL INC
          
            2027-08-15
          
          4.375000
          2172000.00
          2037079.58
          Corporate Debt Securities
        
        
          ARGOS MERGER SUB INC
          
            2023-03-15
          
          7.125000
          3743000.00
          1852940.96
          Corporate Debt Securities
        
        
          AMERICAN ENERGY
          
            2020-11-01
          
          7.125000
          1000000.00
          675937.50
          Corporate Debt Securities
        
        
          AMERICAN ENERGY
          
            2020-11-30
          
          13.000000
          1587000.00
          1770078.08
          Corporate Debt Securities
        
        
          AMERICAN ENERGY
          
            2020-06-15
          
          8.000000
          500000.00
          513444.44
          Corporate Debt Securities
        
        
          AMERICAN EXPRESS CO
          
            2099-12-31
          
          4.900000
          221000.00
          223562.37
          Corporate Debt Securities
        
        
          AMERICAN AXLE & MFG I
          
            2026-03-15
          
          6.250000
          1347000.00
          1325391.87
          Corporate Debt Securities
        
        
          ALLY FINL INC
          
            2018-09-10
          
          4.750000
          280000.00
          283972.50
          Corporate Debt Securities
        
        
          ALTICE FINANCING S.A.
          
            2026-05-15
          
          7.500000
          2234000.00
          2207936.67
          Corporate Debt Securities
        
        
          ALTICE SA
          
            2022-05-15
          
          7.750000
          1289000.00
          1266854.26
          Corporate Debt Securities
        
        
          ALTICE US FINANCE I C
          
            2026-05-15
          
          5.500000
          200000.00
          192988.89
          Corporate Debt Securities
        
        
          AMERIGAS PARTNERS L P
          
            2026-08-20
          
          5.875000
          945000.00
          934588.59
          Corporate Debt Securities
        
        
          ANADARKO PETE CORP
          
            2019-06-15
          
          6.950000
          200000.00
          214565.44
          Corporate Debt Securities
        
        
          APOLLO INVT CORP
          
            2025-03-03
          
          5.250000
          2305000.00
          2223226.28
          Corporate Debt Securities
        
        
          ANIXTER INC
          
            2023-03-01
          
          5.500000
          590000.00
          614337.50
          Corporate Debt Securities
        
        
          ANTERO MIDSTREAM PART
          
            2024-09-15
          
          5.375000
          2647000.00
          2630713.60
          Corporate Debt Securities
        
        
          AECOM
          
            2024-10-15
          
          5.875000
          840000.00
          861005.83
          Corporate Debt Securities
        
        
          AEROPUERTOS DOMINICAN
          
            2029-03-30
          
          6.750000
          150000.00
          157528.12
          Corporate Debt Securities
        
        
          AES CORP
          
            2025-04-15
          
          5.500000
          1045000.00
          1062794.03
          Corporate Debt Securities
        
        
          ADECOAGRO S A
          
            2027-09-21
          
          6.000000
          1792000.00
          1584426.67
          Corporate Debt Securities
        
        
          ADVANCED DISP SVCS IN
          
            2024-11-15
          
          5.625000
          220000.00
          219450.00
          Corporate Debt Securities
        
        
          1011778 B.C. UNLIMITE
          
            2024-05-15
          
          4.250000
          1074000.00
          1030831.17
          Corporate Debt Securities
        
        
          ACADIA HEALTHCARE COM
          
            2022-07-01
          
          5.125000
          712000.00
          727204.17
          Corporate Debt Securities
        
        
          ACADIA HEALTHCARE COM
          
            2024-03-01
          
          6.500000
          525000.00
          551906.25
          Corporate Debt Securities
        
        
          AIRCASTLE LTD
          
            2022-02-15
          
          5.500000
          300000.00
          316483.33
          Corporate Debt Securities
        
        
          AIRCASTLE LTD
          
            2020-04-15
          
          7.625000
          161000.00
          173436.13
          Corporate Debt Securities
        
        
          AJECORP BV
          
            2022-05-14
          
          6.500000
          2463000.00
          2122784.44
          Corporate Debt Securities
        
        
          AGROMERCANTIL SENIOR
          
            2019-04-10
          
          6.250000
          1325000.00
          1351638.02
          Corporate Debt Securities
        
        
          ALERIS INTL INC
          
            2021-04-01
          
          9.500000
          150000.00
          159500.00
          Corporate Debt Securities
        
        
          ALBERTSONS COS LLC/SA
          
            2025-03-15
          
          5.750000
          294000.00
          262288.83
          Corporate Debt Securities
        
        
          ALGECO SCOTSMAN GLOBA
          
            2023-02-15
          
          8.000000
          500000.00
          509277.78
          Corporate Debt Securities
        
        
          ALIANT HLDGS CO-ISSUE
          
            2023-08-01
          
          8.250000
          400000.00
          424000.00
          Corporate Debt Securities
        
        
          BAYTEX ENERGY CORP
          
            2021-06-01
          
          5.125000
          2155000.00
          2102471.87
          Corporate Debt Securities
        
        
          BAYTEX ENERGY CORP
          
            2024-06-01
          
          5.625000
          1290000.00
          1210181.25
          Corporate Debt Securities
        
        
          BANCO MERCANTIL DO BR
          
            2020-07-16
          
          9.625000
          303000.00
          316966.41
          Corporate Debt Securities
        
        
          BANCO DE GALICIA Y BU
          
            2026-07-19
          
          8.250000
          1300000.00
          1363037.00
          Corporate Debt Securities
        
        
          BANCO DE BOGOTA SA
          
            2027-08-03
          
          4.375000
          2133000.00
          1995614.06
          Corporate Debt Securities
        
        
          BANCO DO BRASIL SA
          
            2099-12-31
          
          6.250000
          3023000.00
          2540789.52
          Corporate Debt Securities
        
        
          BACARDI LTD
          
            2048-05-15
          
          5.300000
          1000000.00
          959845.56
          Corporate Debt Securities
        
        
          ATD FIN CORP
          
            2022-03-01
          
          10.250000
          2350000.00
          1211718.75
          Corporate Debt Securities
        
        
          AXTEL S A B DE C V
          
            2024-11-14
          
          6.375000
          1920000.00
          1853972.00
          Corporate Debt Securities
        
        
          AUTOMOTORES GILDEMEIS
          
            2021-05-23
          
          7.500000
          361225.00
          333028.89
          Corporate Debt Securities
        
        
          AVIS BUDGET CAR RENT
          
            2025-03-15
          
          5.250000
          230000.00
          215299.17
          Corporate Debt Securities
        
        
          BWAY HOLDING COMPANY
          
            2024-04-15
          
          5.500000
          500000.00
          496013.89
          Corporate Debt Securities
        
        
          BRF SA
          
            2024-05-22
          
          4.750000
          300000.00
          265856.25
          Corporate Debt Securities
        
        
          BOART LONGYEAR MGMT P
          
            2022-12-31
          
          10.000000
          563712.00
          576082.35
          Corporate Debt Securities
        
        
          BRASKEM FINANCE LIMIT
          
            2024-02-03
          
          6.450000
          1322000.00
          1429930.28
          Corporate Debt Securities
        
        
          BRASKEM FINANCE LIMIT
          
            2020-05-07
          
          7.000000
          2678000.00
          2832484.89
          Corporate Debt Securities
        
        
          BOMBARDIER INC
          
            2023-01-15
          
          6.125000
          1980000.00
          2020865.00
          Corporate Debt Securities
        
        
          BOMBARDIER INC
          
            2022-10-15
          
          6.000000
          2342000.00
          2336535.33
          Corporate Debt Securities
        
        
          BOMBARDIER INC
          
            2020-03-15
          
          7.750000
          487000.00
          526783.57
          Corporate Debt Securities
        
        
          BI-LO LLC / BI-LO FIN
          
            2018-09-15
          
          8.625000
          364000.00
          212940.00
          Corporate Debt Securities
        
        
          BI-LO LLC / BI-LO FIN
          
            2018-09-15
          
          8.625000
          523000.00
          305955.00
          Corporate Debt Securities
        
        
          BERRY PETE CO LLC
          
            2026-02-15
          
          7.000000
          2266000.00
          2355003.44
          Corporate Debt Securities
        
        
          BERRY PLASTICS CORP
          
            2022-05-15
          
          5.500000
          1528000.00
          1556565.11
          Corporate Debt Securities
        
        
          MINERA MILPO SA MILPO
          
            2023-03-28
          
          4.625000
          2440000.00
          2429248.75
          Corporate Debt Securities
        
        
          MINERVA LUXEMBOURG S
          
            2028-01-19
          
          5.875000
          500000.00
          438270.83
          Corporate Debt Securities
        
        
          MINERVA LUXEMBOURG S
          
            2026-09-20
          
          6.500000
          880000.00
          818681.11
          Corporate Debt Securities
        
        
          MINSUR SA MINSUR
          
            2024-02-07
          
          6.250000
          2424000.00
          2599235.00
          Corporate Debt Securities
        
        
          MISSISSIPPI POWER CO
          
            2042-03-15
          
          4.250000
          890000.00
          867306.98
          Corporate Debt Securities
        
        
          MOMENTIVE PERFORMANCE
          
            2021-10-24
          
          3.880000
          1177000.00
          1247570.31
          Corporate Debt Securities
        
        
          NABORS INDS INC NEW
          
            2025-02-01
          
          5.750000
          345000.00
          334268.58
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC /
          
            2022-06-01
          
          6.500000
          146000.00
          154030.00
          Corporate Debt Securities
        
        
          MULTI COLOR CORP
          
            2022-12-01
          
          6.125000
          320000.00
          337800.00
          Corporate Debt Securities
        
        
          MULTI-COLOR CORP
          
            2025-11-01
          
          4.875000
          170000.00
          159215.62
          Corporate Debt Securities
        
        
          MURPHY OIL CORP
          
            2024-08-15
          
          6.875000
          213000.00
          229559.27
          Corporate Debt Securities
        
        
          NEWFIELD EXPL CO
          
            2022-01-30
          
          5.750000
          1846000.00
          1969361.51
          Corporate Debt Securities
        
        
          NGL ENERGY PARTNERS L
          
            2021-10-15
          
          6.875000
          289000.00
          290093.78
          Corporate Debt Securities
        
        
          NGL ENERGY PARTNERS L
          
            2025-03-01
          
          6.125000
          2375000.00
          2251054.69
          Corporate Debt Securities
        
        
          NIELSEN FIN LLC/ NIEL
          
            2022-04-15
          
          5.000000
          1880000.00
          1874470.71
          Corporate Debt Securities
        
        
          NINE WEST HOLDINGS IN
          
            2019-03-15
          
          8.250000
          886000.00
          158372.50
          Corporate Debt Securities
        
        
          NEWFIELD EXPL CO
          
            2026-01-01
          
          5.375000
          421000.00
          443184.95
          Corporate Debt Securities
        
        
          NEW AMETHYST CORP
          
            2024-12-01
          
          6.250000
          700000.00
          760375.00
          Corporate Debt Securities
        
        
          NEW ENTERPRISE STONE
          
            2026-03-15
          
          6.250000
          1275000.00
          1297489.58
          Corporate Debt Securities
        
        
          NEW ENTERPRISE STONE
          
            2022-04-01
          
          10.125000
          2500000.00
          2698437.50
          Corporate Debt Securities
        
        
          NAVIOS MARITIME ACQUI
          
            2021-11-15
          
          8.125000
          970000.00
          789202.78
          Corporate Debt Securities
        
        
          NVA HLDGS INC
          
            2026-04-01
          
          6.875000
          1950000.00
          1943678.75
          Corporate Debt Securities
        
        
          OASIS PETE INC NEW
          
            2022-03-15
          
          6.875000
          1691000.00
          1740907.99
          Corporate Debt Securities
        
        
          OASIS PETE INC NEW
          
            2023-01-15
          
          6.875000
          437000.00
          454904.86
          Corporate Debt Securities
        
        
          OAS FINANCE LIMITED
          
            2021-07-02
          
          8.000000
          4740000.00
          225150.00
          Corporate Debt Securities
        
        
          OAS INVTS GMBH
          
            2019-10-19
          
          8.250000
          13471000.00
          639872.50
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP SA
          
            2022-05-15
          
          6.000000
          951000.00
          963046.00
          Corporate Debt Securities
        
        
          NRG ENERGY INC
          
            2022-07-15
          
          6.250000
          2500000.00
          2630902.78
          Corporate Debt Securities
        
        
          NRG ENERGY INC
          
            2024-05-01
          
          6.250000
          2300000.00
          2386729.17
          Corporate Debt Securities
        
        
          NOBLE HOLD INT LTD
          
            2026-02-01
          
          7.875000
          2200000.00
          2290750.00
          Corporate Debt Securities
        
        
          NOBLE HOLD INT LTD
          
            2042-03-15
          
          5.250000
          3000000.00
          2028250.00
          Corporate Debt Securities
        
        
          NOVA CHEMICALS CORP
          
            2027-06-01
          
          5.250000
          1507000.00
          1463673.75
          Corporate Debt Securities
        
        
          NOVA CHEMICALS CORP
          
            2025-05-01
          
          5.000000
          998000.00
          954753.33
          Corporate Debt Securities
        
        
          NOVELIS CORP
          
            2026-09-30
          
          5.875000
          895000.00
          878049.69
          Corporate Debt Securities
        
        
          MARB BONDCO PLC
          
            2024-03-15
          
          7.000000
          2590000.00
          2511284.15
          Corporate Debt Securities
        
        
          MARB BONDCO PLC
          
            2025-01-19
          
          6.875000
          200000.00
          191417.67
          Corporate Debt Securities
        
        
          MASHANTUCKET WESTERN
          
            2036-07-01
          
          6.500000
          29106467.00
          829938.59
          Corporate Debt Securities
        
        
          MACK-CALI RLTY L P
          
            2023-05-15
          
          3.150000
          1800000.00
          1605042.00
          Corporate Debt Securities
        
        
          M D C HLDGS INC
          
            2043-01-15
          
          6.000000
          202000.00
          185621.17
          Corporate Debt Securities
        
        
          MGM GROWTH PPTYS OPER
          
            2026-09-01
          
          4.500000
          1400000.00
          1296750.00
          Corporate Debt Securities
        
        
          MGM RESORTS INTERNATI
          
            2019-02-01
          
          8.625000
          185000.00
          196793.75
          Corporate Debt Securities
        
        
          MGM RESORTS INTERNATI
          
            2020-03-31
          
          5.250000
          270000.00
          278139.37
          Corporate Debt Securities
        
        
          MGM RESORTS INTERNATI
          
            2021-12-15
          
          6.625000
          186000.00
          202842.04
          Corporate Debt Securities
        
        
          MGM RESORTS INTERNATI
          
            2020-10-01
          
          6.750000
          189000.00
          201804.75
          Corporate Debt Securities
        
        
          MGM RESORTS INTERNATI
          
            2022-03-15
          
          7.750000
          2510000.00
          2805831.39
          Corporate Debt Securities
        
        
          KLABIN FIN S A
          
            2027-09-19
          
          4.875000
          2690000.00
          2507752.50
          Corporate Debt Securities
        
        
          LENNAR CORP
          
            2027-06-15
          
          5.000000
          1000000.00
          978055.56
          Corporate Debt Securities
        
        
          LEHMAN BROS INC
          
            2026-08-01
          
          7.500000
          61570000.00
          883995.16
          Corporate Debt Securities
        
        
          LADDER CAPITAL FIN HL
          
            2025-10-01
          
          5.250000
          2294000.00
          2153492.50
          Corporate Debt Securities
        
        
          LAMAR MEDIA CORP
          
            2026-02-01
          
          5.750000
          295000.00
          304194.17
          Corporate Debt Securities
        
        
          LAMAR MEDIA CORP
          
            2023-05-01
          
          5.000000
          179000.00
          181983.33
          Corporate Debt Securities
        
        
          LIGHT SERVICOS DE ELE
          
            2023-05-03
          
          7.250000
          535000.00
          519291.81
          Corporate Debt Securities
        
        
          LITHIA MTRS INC
          
            2025-08-01
          
          5.250000
          282000.00
          282000.00
          Corporate Debt Securities
        
        
          LIVE NATION ENTERTAIN
          
            2026-03-15
          
          5.625000
          200000.00
          201750.00
          Corporate Debt Securities
        
        
          LEVEL 3 COMMUNICATION
          
            2022-12-01
          
          5.750000
          574000.00
          582251.25
          Corporate Debt Securities
        
        
          LEVEL 3 FING INC
          
            2023-05-01
          
          5.125000
          1876000.00
          1857826.25
          Corporate Debt Securities
        
        
          LEVEL 3 FING INC
          
            2024-01-15
          
          5.375000
          1350000.00
          1341975.00
          Corporate Debt Securities
        
        
          LEVEL 3 FING INC
          
            2025-05-01
          
          5.375000
          622000.00
          610143.13
          Corporate Debt Securities
        
        
          JAGUAR HLDG CO II / J
          
            2023-08-01
          
          6.375000
          114000.00
          116707.50
          Corporate Debt Securities
        
        
          JAGUAR LAND ROVER PLC
          
            2027-10-01
          
          4.500000
          200000.00
          178250.00
          Corporate Debt Securities
        
        
          JABIL INC
          
            2028-01-12
          
          3.950000
          1101000.00
          1065429.75
          Corporate Debt Securities
        
        
          JACK OHIO FIN LLC/JAC
          
            2021-11-15
          
          6.750000
          598000.00
          617734.00
          Corporate Debt Securities
        
        
          IRB HLDG CORP
          
            2026-02-15
          
          6.750000
          500000.00
          485781.25
          Corporate Debt Securities
        
        
          IRON MTN INC NEW
          
            2027-09-15
          
          4.875000
          975000.00
          915565.63
          Corporate Debt Securities
        
        
          ITAU UNIBANCO HLDG SA
          
            2022-08-06
          
          5.500000
          800000.00
          817255.56
          Corporate Debt Securities
        
        
          INGEVITY CORP
          
            2026-02-01
          
          4.500000
          1114000.00
          1070414.75
          Corporate Debt Securities
        
        
          INDUSTRIAS UNIDAS S A
          
            2023-10-31
          
          9.000000
          1725104.00
          1153612.64
          Corporate Debt Securities
        
        
          INTELSAT JACKSON HLDG
          
            2022-09-30
          
          9.500000
          1317000.00
          1532457.54
          Corporate Debt Securities
        
        
          KINROSS GOLD CORP
          
            2027-07-15
          
          4.500000
          865000.00
          807261.25
          Corporate Debt Securities
        
        
          JELD-WEN INC
          
            2027-12-15
          
          4.875000
          772000.00
          735523.00
          Corporate Debt Securities
        
        
          KINDRED HEALTHCARE IN
          
            2023-01-15
          
          8.750000
          638000.00
          701516.44
          Corporate Debt Securities
        
        
          JONES ENERGY HLDGS LL
          
            2023-03-15
          
          9.250000
          1000000.00
          1009736.11
          Corporate Debt Securities
        
        
          INVERSIONES ALSACIA S
          
            2018-12-31
          
          8.000000
          5881988.00
          157550.96
          Corporate Debt Securities
        
        
          HANESBRANDS INC
          
            2026-05-15
          
          4.875000
          300000.00
          290150.00
          Corporate Debt Securities
        
        
          GULFPORT ENERGY CORP
          
            2024-10-15
          
          6.000000
          1250000.00
          1193583.33
          Corporate Debt Securities
        
        
          GW HONOS SEC CORP
          
            2025-05-15
          
          8.750000
          295000.00
          302047.22
          Corporate Debt Securities
        
        
          GROUP 1 AUTOMOTIVE IN
          
            2023-12-15
          
          5.250000
          1326000.00
          1328265.25
          Corporate Debt Securities
        
        
          GRUPO FAMSA SA DE CV
          
            2020-06-01
          
          7.250000
          1720000.00
          1730750.00
          Corporate Debt Securities
        
        
          GRUPO IDESA S A DE C
          
            2020-12-18
          
          7.875000
          698000.00
          663558.06
          Corporate Debt Securities
        
        
          GENON ESCROW CORP
          
            2020-10-15
          
          9.875000
          2513000.00
          2249135.00
          Corporate Debt Securities
        
        
          GLOBAL A&T ELECTRONIC
          
            2023-01-12
          
          8.500000
          219000.00
          218081.66
          Corporate Debt Securities
        
        
          GLOBAL PARTNERS / GLP
          
            2022-07-15
          
          6.250000
          1100000.00
          1092972.22
          Corporate Debt Securities
        
        
          GLOBAL PARTNERS / GLP
          
            2023-06-15
          
          7.000000
          1555000.00
          1593529.44
          Corporate Debt Securities
        
        
          GLOBO COMMUNICACOESPA
          
            2025-06-08
          
          4.843000
          300000.00
          294606.99
          Corporate Debt Securities
        
        
          GLP CAP LP/GLP FING I
          
            2021-04-15
          
          4.375000
          682000.00
          687517.57
          Corporate Debt Securities
        
        
          GLP CAP LP/GLP FING I
          
            2026-04-15
          
          5.375000
          525000.00
          524011.98
          Corporate Debt Securities
        
        
          GERDAU TRADE INC
          
            2023-04-15
          
          4.750000
          1400000.00
          1398165.22
          Corporate Debt Securities
        
        
          GFL ENVIRONMENTAL INC
          
            2026-06-01
          
          7.000000
          1000000.00
          973305.56
          Corporate Debt Securities
        
        
          GENERAL SHOPPING INVT
          
            2049-01-01
          
          0.000000
          3219000.00
          2446440.00
          Corporate Debt Securities
        
        
          GENESIS ENERGY LP/ GE
          
            2026-05-15
          
          6.250000
          1681000.00
          1584809.44
          Corporate Debt Securities
        
        
          GRAPHIC PACKAGING INT
          
            2022-11-15
          
          4.875000
          255000.00
          257465.00
          Corporate Debt Securities
        
        
          GENESIS ENERGY LP/ GE
          
            2024-06-15
          
          5.625000
          470000.00
          451640.62
          Corporate Debt Securities
        
        
          GOODYEAR TIRE & RUBR
          
            2023-11-15
          
          5.125000
          1223000.00
          1215084.47
          Corporate Debt Securities
        
        
          GOLDEN NUGGET INC
          
            2024-10-15
          
          6.750000
          1660000.00
          1695067.50
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP I
          
            2049-01-01
          
          5.700000
          613000.00
          625992.53
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP I
          
            2099-12-31
          
          5.000000
          495000.00
          473550.00
          Corporate Debt Securities
        
        
          HEXION INC
          
            2022-02-01
          
          13.750000
          2975000.00
          2724604.17
          Corporate Debt Securities
        
        
          HARLAND CLARKE HLDGS
          
            2020-03-01
          
          6.875000
          1443000.00
          1475016.56
          Corporate Debt Securities
        
        
          HEALTHSOUTH CORP
          
            2025-09-15
          
          5.750000
          426000.00
          439691.17
          Corporate Debt Securities
        
        
          HCA INC
          
            2022-03-15
          
          5.875000
          1625000.00
          1725397.01
          Corporate Debt Securities
        
        
          HCA INC
          
            2025-04-15
          
          5.250000
          1300000.00
          1313595.83
          Corporate Debt Securities
        
        
          HORNBECK OFFSHORE SVC
          
            2020-04-01
          
          5.875000
          2429000.00
          1772663.96
          Corporate Debt Securities
        
        
          HOVNANIAN K ENTERPRIS
          
            2021-11-01
          
          2.000000
          1240000.00
          994066.67
          Corporate Debt Securities
        
        
          HEXION U S FIN CORP
          
            2020-04-15
          
          6.625000
          485000.00
          461218.16
          Corporate Debt Securities
        
        
          HUB INTERNATIONAL LTD
          
            2026-05-01
          
          7.000000
          2670000.00
          2684551.50
          Corporate Debt Securities
        
        
          HUGHES SATELLITE SYS
          
            2026-08-01
          
          6.625000
          2084000.00
          2077921.67
          Corporate Debt Securities
        
        
          HUGHES SATELLITE SYS
          
            2021-06-15
          
          7.625000
          1600000.00
          1760255.56
          Corporate Debt Securities
        
        
          IMS HEALTH INC
          
            2026-10-15
          
          5.000000
          1315000.00
          1267513.89
          Corporate Debt Securities
        
        
          HILLMAN COMPANY INC
          
            2022-07-15
          
          6.375000
          220000.00
          217873.33
          Corporate Debt Securities
        
        
          HUB INTL LTD
          
            2026-05-01
          
          7.000000
          1070000.00
          1074583.17
          Corporate Debt Securities
        
        
          IHEARTCOMMUNICATIONS
          
            2021-03-01
          
          11.250000
          502000.00
          394070.00
          Corporate Debt Securities
        
        
          IHEARTCOMMUNICATIONS
          
            2023-03-15
          
          10.625000
          3468000.00
          2713710.00
          Corporate Debt Securities
        
        
          IHS MARKIT LTD
          
            2022-11-01
          
          5.000000
          1932000.00
          1986514.60
          Corporate Debt Securities
        
        
          INDIGO NAT RES LLC
          
            2026-02-15
          
          6.875000
          560000.00
          535791.67
          Corporate Debt Securities
        
        
          EDGEWELL PERS CARE CO
          
            2022-05-24
          
          4.700000
          2249000.00
          2200452.84
          Corporate Debt Securities
        
        
          ELDORADO GOLD CORP NE
          
            2020-12-15
          
          6.125000
          1140000.00
          1128022.08
          Corporate Debt Securities
        
        
          EMBRAER NETHERLANDS F
          
            2025-06-15
          
          5.050000
          996000.00
          1021682.97
          Corporate Debt Securities
        
        
          EMBRAER OVERSEAS LTD
          
            2020-01-15
          
          6.375000
          395000.00
          414511.19
          Corporate Debt Securities
        
        
          ELEMENTIA  S.A. DE C.
          
            2025-01-15
          
          5.500000
          1378000.00
          1334286.78
          Corporate Debt Securities
        
        
          DYNEGY INC
          
            2024-11-01
          
          7.625000
          1000000.00
          1077994.17
          Corporate Debt Securities
        
        
          DISH DBS CORP
          
            2022-07-15
          
          5.875000
          1235000.00
          1185222.64
          Corporate Debt Securities
        
        
          ENDEAVOR ENERGY RESOU
          
            2028-01-30
          
          5.750000
          1475000.00
          1497790.80
          Corporate Debt Securities
        
        
          ENPRO INDS INC
          
            2022-09-15
          
          5.875000
          183000.00
          189615.96
          Corporate Debt Securities
        
        
          ENERGY TRANSFER EQUIT
          
            2023-03-15
          
          4.250000
          2104000.00
          2057127.56
          Corporate Debt Securities
        
        
          ENJOY SA
          
            2022-05-16
          
          10.500000
          503000.00
          565560.63
          Corporate Debt Securities
        
        
          ENLINK MIDSTREAM PART
          
            2047-06-01
          
          5.450000
          825000.00
          809193.00
          Corporate Debt Securities
        
        
          EVEREST ACQ LLC/FINAN
          
            2024-05-01
          
          9.375000
          3101000.00
          2466264.06
          Corporate Debt Securities
        
        
          EVERI PMTS INC
          
            2025-12-15
          
          7.500000
          2680000.00
          2819025.00
          Corporate Debt Securities
        
        
          EXPEDIA GROUP INC
          
            2026-02-15
          
          5.000000
          1052000.00
          1091578.58
          Corporate Debt Securities
        
        
          EQUINIX INC
          
            2025-01-01
          
          5.750000
          1291000.00
          1339681.46
          Corporate Debt Securities
        
        
          EURAMAX INTL INC
          
            2020-08-15
          
          12.000000
          275000.00
          299154.17
          Corporate Debt Securities
        
        
          FLY LEASING LTD
          
            2024-10-15
          
          5.250000
          1541000.00
          1474287.54
          Corporate Debt Securities
        
        
          FIRSTENERGY SOLUTIONS
          
            2039-08-15
          
          6.800000
          3639000.00
          1846792.50
          Corporate Debt Securities
        
        
          FIRST QUANTUM MINERAL
          
            2024-03-01
          
          6.500000
          410000.00
          396384.58
          Corporate Debt Securities
        
        
          FIRST QUANTUM MINERAL
          
            2026-03-01
          
          6.875000
          1400000.00
          1351364.58
          Corporate Debt Securities
        
        
          EXTERRAN PARTNERS LP/
          
            2022-10-01
          
          6.000000
          1792000.00
          1811174.40
          Corporate Debt Securities
        
        
          FELCOR LODGING LTD PA
          
            2025-06-01
          
          6.000000
          250000.00
          264375.00
          Corporate Debt Securities
        
        
          FIRST DATA CORP
          
            2023-08-15
          
          5.375000
          1110000.00
          1142962.99
          Corporate Debt Securities
        
        
          FTI CONSULTING INC
          
            2022-11-15
          
          6.000000
          684000.00
          701473.92
          Corporate Debt Securities
        
        
          FREEPORT-MCMORAN INC
          
            2043-03-15
          
          5.450000
          230000.00
          209071.28
          Corporate Debt Securities
        
        
          GANNETT CO INC
          
            2019-10-15
          
          5.125000
          2101000.00
          2119548.91
          Corporate Debt Securities
        
        
          GCI INC
          
            2021-06-01
          
          6.750000
          519000.00
          543652.50
          Corporate Debt Securities
        
        
          FREEDOM MORTGAGE CORP
          
            2025-04-15
          
          8.250000
          2600000.00
          2624483.33
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIO
          
            2025-01-15
          
          6.875000
          2070000.00
          1373387.50
          Corporate Debt Securities
        
        
          FREEPORT-MCMORAN INC
          
            2022-03-01
          
          3.550000
          1662000.00
          1618580.25
          Corporate Debt Securities
        
        
          FORESIGHT ENERGY LLC
          
            2023-04-01
          
          11.500000
          260000.00
          227283.33
          Corporate Debt Securities
        
        
          SAN MIGUEL INDUSTRIAS
          
            2022-09-18
          
          4.500000
          970000.00
          947326.25
          Corporate Debt Securities
        
        
          SANCHEZ ENERGY CORP
          
            2021-06-15
          
          7.750000
          640000.00
          573271.11
          Corporate Debt Securities
        
        
          SANCHEZ ENERGY CORP
          
            2023-02-15
          
          7.250000
          1621000.00
          1625210.10
          Corporate Debt Securities
        
        
          REYNOLDS GROUP ISSUER
          
            2023-07-15
          
          5.125000
          2425000.00
          2438606.94
          Corporate Debt Securities
        
        
          REYNOLDS GROUP ISSUER
          
            2020-10-15
          
          5.750000
          532000.00
          521931.10
          Corporate Debt Securities
        
        
          RHP HOTEL PPTY/ RHP F
          
            2023-04-15
          
          5.000000
          520000.00
          519422.22
          Corporate Debt Securities
        
        
          RIO ENERGY S A / UGEN
          
            2025-02-01
          
          6.875000
          500000.00
          462708.33
          Corporate Debt Securities
        
        
          RIO NEGRO (PROVINCE O
          
            2025-12-07
          
          7.750000
          425000.00
          387794.79
          Corporate Debt Securities
        
        
          ROCKIES EXPRESS PIPEL
          
            2019-01-15
          
          6.000000
          758000.00
          784656.33
          Corporate Debt Securities
        
        
          ROCKIES EXPRESS PIPEL
          
            2040-04-15
          
          6.875000
          1777000.00
          2065824.20
          Corporate Debt Securities
        
        
          ROSE ROCK MIDSTR/ROSE
          
            2023-11-15
          
          5.625000
          500000.00
          468750.00
          Corporate Debt Securities
        
        
          ROSE ROCK MIDSTREAM L
          
            2022-07-15
          
          5.625000
          689000.00
          682971.25
          Corporate Debt Securities
        
        
          ROWAN COS INC
          
            2024-01-15
          
          4.750000
          732000.00
          642655.33
          Corporate Debt Securities
        
        
          SCHAEFFLER VERWALTUNG
          
            2026-09-15
          
          4.750000
          334000.00
          316752.61
          Corporate Debt Securities
        
        
          SCOTTS MIRACLE GRO CO
          
            2023-10-15
          
          6.000000
          167000.00
          174125.33
          Corporate Debt Securities
        
        
          SEALED AIR CORP NEW
          
            2024-12-01
          
          5.125000
          229000.00
          237730.62
          Corporate Debt Securities
        
        
          SENSATA TECH BV
          
            2024-11-01
          
          5.625000
          315000.00
          329076.56
          Corporate Debt Securities
        
        
          SCHAEFFLER VERWALTUNG
          
            2021-09-15
          
          4.125000
          1101600.00
          1098111.60
          Corporate Debt Securities
        
        
          SEVEN GENERATIONS ENE
          
            2025-09-30
          
          5.375000
          625000.00
          608817.27
          Corporate Debt Securities
        
        
          SEVEN GENERATIONS ENE
          
            2023-05-01
          
          6.750000
          917000.00
          949668.13
          Corporate Debt Securities
        
        
          SPECTRUM BRANDS INC
          
            2024-12-15
          
          6.125000
          993000.00
          1033457.85
          Corporate Debt Securities
        
        
          SPRINGLEAF FINANCE CO
          
            2020-06-01
          
          6.000000
          2230000.00
          2363800.00
          Corporate Debt Securities
        
        
          SPRINT CAP CORP
          
            2028-11-15
          
          6.875000
          189000.00
          180836.25
          Corporate Debt Securities
        
        
          SPRINT CORP
          
            2021-09-15
          
          7.250000
          750000.00
          789604.17
          Corporate Debt Securities
        
        
          SPRINT NEXTEL CORP
          
            2020-03-01
          
          7.000000
          230000.00
          243800.00
          Corporate Debt Securities
        
        
          SMITHFIELD FOODS INC
          
            2027-02-01
          
          4.250000
          445000.00
          436414.47
          Corporate Debt Securities
        
        
          SOCIETE GENERALE
          
            2099-01-01
          
          6.750000
          500000.00
          475781.25
          Corporate Debt Securities
        
        
          SONIC AUTOMOTIVE INC
          
            2027-03-15
          
          6.125000
          870000.00
          839924.58
          Corporate Debt Securities
        
        
          SLM CORP
          
            2019-01-15
          
          5.500000
          240000.00
          247686.67
          Corporate Debt Securities
        
        
          SLM CORP
          
            2023-01-25
          
          5.500000
          1023000.00
          1023511.50
          Corporate Debt Securities
        
        
          SLM CORP
          
            2024-03-25
          
          6.125000
          435000.00
          439884.69
          Corporate Debt Securities
        
        
          SLM CORP
          
            2022-01-25
          
          7.250000
          1040000.00
          1124890.00
          Corporate Debt Securities
        
        
          SLM CORP
          
            2022-04-05
          
          5.125000
          285000.00
          287984.58
          Corporate Debt Securities
        
        
          SLM CORP
          
            2020-03-25
          
          8.000000
          400000.00
          431866.67
          Corporate Debt Securities
        
        
          SPX FLOW INC
          
            2026-08-15
          
          5.875000
          507000.00
          510700.40
          Corporate Debt Securities
        
        
          SRS DISTRIBUTION INC
          
            2026-07-01
          
          8.250000
          2000000.00
          1943666.67
          Corporate Debt Securities
        
        
          SYNGENTA FIN N V
          
            2048-04-24
          
          5.676000
          1400000.00
          1336865.13
          Corporate Debt Securities
        
        
          SYNGENTA FIN N V
          
            2028-04-24
          
          5.182000
          900000.00
          886019.35
          Corporate Debt Securities
        
        
          SYNGENTA FIN N V
          
            2028-04-24
          
          5.182000
          1200000.00
          1181359.13
          Corporate Debt Securities
        
        
          SUPERVALU INC
          
            2022-11-15
          
          7.750000
          375000.00
          375429.17
          Corporate Debt Securities
        
        
          SUBURBAN PROPANE PART
          
            2027-03-01
          
          5.875000
          715000.00
          684389.06
          Corporate Debt Securities
        
        
          SUNOCO LP/SUNOCO FIN
          
            2028-03-15
          
          5.875000
          202000.00
          193594.56
          Corporate Debt Securities
        
        
          PETROBRAS INTL FIN CO
          
            2040-01-20
          
          6.875000
          2681000.00
          2556380.05
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2043-05-20
          
          5.625000
          1755000.00
          1477216.41
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2115-06-05
          
          6.850000
          987000.00
          902107.03
          Corporate Debt Securities
        
        
          PENNEY J C INC
          
            2097-03-01
          
          7.625000
          1632000.00
          977670.00
          Corporate Debt Securities
        
        
          PERFORMANCE FOOD GROU
          
            2024-06-01
          
          5.500000
          990000.00
          1002375.00
          Corporate Debt Securities
        
        
          PENNEY J C CORP INC
          
            2036-10-15
          
          6.375000
          2530000.00
          1462708.96
          Corporate Debt Securities
        
        
          PENSKE AUTOMOTIVE GRP
          
            2024-12-01
          
          5.375000
          1976000.00
          2004405.00
          Corporate Debt Securities
        
        
          PENSKE AUTOMOTIVE GRP
          
            2022-10-01
          
          5.750000
          921000.00
          949397.50
          Corporate Debt Securities
        
        
          PARSLEY ENERGY LLC
          
            2024-06-01
          
          6.250000
          185000.00
          196793.75
          Corporate Debt Securities
        
        
          PBF HLDG CO LLC / PBF
          
            2025-06-15
          
          7.250000
          146000.00
          155990.86
          Corporate Debt Securities
        
        
          ORAZUL ENGY EGNOR S E
          
            2027-04-28
          
          5.625000
          2010000.00
          1844489.06
          Corporate Debt Securities
        
        
          PACIFIC DRILLING S A
          
            2020-06-01
          
          5.375000
          964000.00
          406687.50
          Corporate Debt Securities
        
        
          PARAMOUNT RES LTD
          
            2023-06-30
          
          6.875000
          225000.00
          239363.28
          Corporate Debt Securities
        
        
          OLIN CORP
          
            2030-02-01
          
          5.000000
          1246000.00
          1194083.33
          Corporate Debt Securities
        
        
          ODEBRECHT FINANCE LTD
          
            2029-06-27
          
          5.250000
          2885000.00
          966354.79
          Corporate Debt Securities
        
        
          ODEBRECHT FINANCE LTD
          
            2022-06-26
          
          5.125000
          2460000.00
          915282.29
          Corporate Debt Securities
        
        
          ODEBRECHT FINANCE LTD
          
            2025-04-25
          
          4.375000
          4756000.00
          1495167.50
          Corporate Debt Securities
        
        
          ODEBRECHT FINANCE LTD
          
            2020-04-21
          
          7.000000
          1239000.00
          492846.67
          Corporate Debt Securities
        
        
          ODEBRECHT OFFSHORE DR
          
            2026-12-01
          
          7.720000
          1673382.00
          509210.14
          Corporate Debt Securities
        
        
          ODEBRECHT OIL & GAS F
          
            2099-12-31
          
          0.000000
          19753249.00
          404941.60
          Corporate Debt Securities
        
        
          OFFSHORE DRILLING HLD
          
            2020-09-20
          
          8.375000
          1778000.00
          927257.87
          Corporate Debt Securities
        
        
          OFFSHORE GROUP INVT L
          
            2020-12-31
          
          10.000000
          764000.00
          780765.56
          Corporate Debt Securities
        
        
          PULTE GROUP INC
          
            2033-05-15
          
          6.375000
          199000.00
          203543.83
          Corporate Debt Securities
        
        
          QEP RES INC
          
            2021-03-01
          
          6.875000
          1758000.00
          1902485.63
          Corporate Debt Securities
        
        
          QGOG CONSTELLATION S
          
            2019-11-09
          
          6.250000
          800000.00
          243055.56
          Corporate Debt Securities
        
        
          QUINTILES TRANSNATION
          
            2023-05-15
          
          4.875000
          421000.00
          425663.28
          Corporate Debt Securities
        
        
          RANGE RES CORP
          
            2025-05-15
          
          4.875000
          2200000.00
          2056266.67
          Corporate Debt Securities
        
        
          REDE D OR FIN S A R L
          
            2028-01-17
          
          4.950000
          1305000.00
          1194981.97
          Corporate Debt Securities
        
        
          RENT A CTR INC NEW
          
            2021-05-01
          
          4.750000
          460000.00
          433070.83
          Corporate Debt Securities
        
        
          PROVIDENT FDG ASSOCIA
          
            2025-06-15
          
          6.375000
          250000.00
          250473.96
          Corporate Debt Securities
        
        
          PRECISION DRILLING CO
          
            2026-01-15
          
          7.125000
          523000.00
          547896.98
          Corporate Debt Securities
        
        
          PINNACLE ENTMT INC NE
          
            2024-05-01
          
          5.625000
          2015000.00
          2120157.81
          Corporate Debt Securities
        
        
          PETSMART INC
          
            2025-06-01
          
          8.875000
          1000000.00
          514675.00
          Corporate Debt Securities
        
        
          PHI INC
          
            2019-03-15
          
          5.250000
          172000.00
          164876.33
          Corporate Debt Securities
        
        
          PLAINS ALL AMERN PIPE
          
            2025-10-15
          
          4.650000
          1564000.00
          1571900.81
          Corporate Debt Securities
        
        
          PLAINS ALL AMERN PIPE
          
            2045-02-15
          
          4.900000
          600000.00
          558124.67
          Corporate Debt Securities
        
        
          PLASTIPAK HLDGS INC
          
            2025-10-15
          
          6.250000
          442000.00
          424534.86
          Corporate Debt Securities
        
        
          YUM BRANDS INC
          
            2043-11-01
          
          5.350000
          851000.00
          769694.04
          Corporate Debt Securities
        
        
          WYNN LAS VEGAS LLC /
          
            2025-03-01
          
          5.500000
          1989000.00
          1981541.25
          Corporate Debt Securities
        
        
          XPO LOGISTICS INC
          
            2023-09-01
          
          6.125000
          965000.00
          1001489.06
          Corporate Debt Securities
        
        
          YPF SOCIEDAD ANONIMA
          
            2018-12-19
          
          8.875000
          347000.00
          366844.06
          Corporate Debt Securities
        
        
          YPF SOCIEDAD ANONIMA
          
            2024-04-04
          
          8.750000
          1239000.00
          1305167.76
          Corporate Debt Securities
        
        
          VRIO FINCO 1 LLC / VR
          
            2023-04-04
          
          6.250000
          400000.00
          406958.33
          Corporate Debt Securities
        
        
          UNITYMEDIA HESSEN GMB
          
            2025-01-15
          
          5.000000
          503000.00
          518159.86
          Corporate Debt Securities
        
        
          VRX ESCROW CORP
          
            2023-05-15
          
          5.875000
          365000.00
          344053.06
          Corporate Debt Securities
        
        
          VRX ESCROW CORP
          
            2025-04-15
          
          6.125000
          500000.00
          464688.19
          Corporate Debt Securities
        
        
          WATCO COS LLC / WATCO
          
            2023-04-01
          
          6.375000
          415000.00
          429265.63
          Corporate Debt Securities
        
        
          WEATHERFORD INTL LTD
          
            2021-06-15
          
          7.750000
          434000.00
          454934.47
          Corporate Debt Securities
        
        
          WILDHORSE RESOURCE DE
          
            2025-02-01
          
          6.875000
          1500000.00
          1564375.00
          Corporate Debt Securities
        
        
          WILLIAMS COS INC DEL
          
            2023-01-15
          
          3.700000
          238000.00
          235338.63
          Corporate Debt Securities
        
        
          WINDSTREAM CORP
          
            2023-08-01
          
          6.375000
          1050000.00
          610312.50
          Corporate Debt Securities
        
        
          WMG ACQUISITION CORP
          
            2024-11-01
          
          4.875000
          178000.00
          174718.12
          Corporate Debt Securities
        
        
          WPE INTL COOPERATIEF
          
            2020-09-30
          
          10.375000
          3545000.00
          629237.50
          Corporate Debt Securities
        
        
          WINDSTREAM CORP
          
            2023-04-01
          
          7.500000
          1000000.00
          692500.00
          Corporate Debt Securities
        
        
          WINDSTREAM SVCS LLC /
          
            2025-10-31
          
          8.625000
          415000.00
          389032.24
          Corporate Debt Securities
        
        
          WESCO DISTR INC
          
            2024-06-15
          
          5.375000
          2222000.00
          2282626.65
          Corporate Debt Securities
        
        
          WESTERN GAS PARTNERS
          
            2022-07-01
          
          4.000000
          500000.00
          505648.33
          Corporate Debt Securities
        
        
          WEX INC
          
            2023-02-01
          
          4.750000
          617000.00
          626769.17
          Corporate Debt Securities
        
        
          UNIVAR USA INC
          
            2023-07-15
          
          6.750000
          626000.00
          663090.50
          Corporate Debt Securities
        
        
          USJ ACUCAR E ALCOOL S
          
            2019-11-09
          
          9.875000
          200000.00
          181206.94
          Corporate Debt Securities
        
        
          USJ ACUCAR E ALCOOL S
          
            2021-11-09
          
          9.875000
          826522.00
          707531.53
          Corporate Debt Securities
        
        
          VALE OVERSEAS LTD
          
            2021-06-10
          
          5.875000
          650000.00
          704864.06
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICA
          
            2021-08-15
          
          6.750000
          1138000.00
          1174842.75
          Corporate Debt Securities
        
        
          UNIVISION COMMUNICATI
          
            2022-09-15
          
          6.750000
          867000.00
          902937.15
          Corporate Debt Securities
        
        
          UPC HLDG BV
          
            2028-01-15
          
          5.500000
          1050000.00
          999468.75
          Corporate Debt Securities
        
        
          VIRGOLINO DE OLIVEIRA
          
            2022-02-09
          
          11.750000
          1580000.00
          158000.00
          Corporate Debt Securities
        
        
          VODAFONE GROUP PLC NE
          
            2025-05-30
          
          4.125000
          200000.00
          198930.92
          Corporate Debt Securities
        
        
          VERTIV INTER HLDG COR
          
            2022-02-15
          
          12.000000
          694000.00
          687291.33
          Corporate Debt Securities
        
        
          VIDEOTRON LTEE
          
            2027-04-15
          
          5.125000
          2224000.00
          2171844.11
          Corporate Debt Securities
        
        
          ULTRA RESOURCES INC
          
            2022-04-15
          
          6.875000
          2425000.00
          1627865.45
          Corporate Debt Securities
        
        
          UNICREDIT SPA
          
            2032-06-19
          
          5.861000
          3000000.00
          2750563.50
          Corporate Debt Securities
        
        
          UNIFIN FINANCIERA SAB
          
            2025-01-15
          
          7.000000
          2197000.00
          2134834.66
          Corporate Debt Securities
        
        
          TWIN REEFS PASS-THROU
          
            2049-01-01
          
          0.000000
          4300000.00
          622781.90
          Corporate Debt Securities
        
        
          U S G CORP
          
            2025-03-01
          
          5.500000
          2161000.00
          2274452.50
          Corporate Debt Securities
        
        
          T MOBILE USA INC
          
            2024-04-15
          
          6.000000
          1779000.00
          1863799.00
          Corporate Debt Securities
        
        
          T MOBILE USA INC
          
            2026-01-15
          
          6.500000
          1735000.00
          1847003.89
          Corporate Debt Securities
        
        
          T MOBILE USA INC
          
            2025-03-01
          
          6.375000
          675000.00
          714445.31
          Corporate Debt Securities
        
        
          TECK RESOURCES LTD
          
            2022-01-15
          
          4.750000
          855000.00
          879157.55
          Corporate Debt Securities
        
        
          TECK RESOURCES LTD
          
            2042-03-01
          
          5.200000
          1150000.00
          1051387.50
          Corporate Debt Securities
        
        
          TALEN ENERGY SUPPLY L
          
            2026-01-15
          
          10.500000
          580000.00
          568907.50
          Corporate Debt Securities
        
        
          TALEN ENERGY SUPPLY L
          
            2022-07-15
          
          9.500000
          1389000.00
          1441460.99
          Corporate Debt Securities
        
        
          TARGA RES PARTNERS /
          
            2026-04-15
          
          5.875000
          2050000.00
          2081767.88
          Corporate Debt Securities
        
        
          TARGA RES PARTNERS /
          
            2023-11-15
          
          4.250000
          1025000.00
          975686.11
          Corporate Debt Securities
        
        
          TARGA RES PARTNERS /
          
            2023-05-01
          
          5.250000
          193000.00
          195533.13
          Corporate Debt Securities
        
        
          TELECOM ITALIA CAP
          
            2036-07-18
          
          7.200000
          1515000.00
          1623474.00
          Corporate Debt Securities
        
        
          TELECOM ITALIA CAPITA
          
            2033-11-15
          
          6.375000
          146000.00
          156816.60
          Corporate Debt Securities
        
        
          TELEMAR NORTE LESTE S
          
            2019-04-23
          
          9.500000
          5000000.00
          2325000.00
          Corporate Debt Securities
        
        
          TESORO LOGISTICS LP /
          
            2024-05-01
          
          6.375000
          208000.00
          223303.08
          Corporate Debt Securities
        
        
          TEVA PHARMACEUTICAL F
          
            2022-12-18
          
          2.950000
          200000.00
          181195.39
          Corporate Debt Securities
        
        
          TEVA PHARMACEUTICAL F
          
            2024-04-15
          
          6.000000
          1348000.00
          1350736.44
          Corporate Debt Securities
        
        
          TEVA PHARMACEUTICAL F
          
            2021-11-10
          
          3.650000
          1309000.00
          1249596.49
          Corporate Debt Securities
        
        
          THC ESCROW CORPORATIO
          
            2025-08-01
          
          7.000000
          1000000.00
          1023333.34
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          
            2021-09-01
          
          4.000000
          500000.00
          507755.00
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          
            2019-02-14
          
          8.750000
          500000.00
          532818.47
          Corporate Debt Securities
        
        
          TOPBUILD COR
          
            2026-05-01
          
          5.625000
          1500000.00
          1503281.25
          Corporate Debt Securities
        
        
          TOPBUILD CORP
          
            2026-05-01
          
          5.625000
          640000.00
          638800.00
          Corporate Debt Securities
        
        
          TMX FIN LLC/TITLEMAX
          
            2018-09-15
          
          8.500000
          599000.00
          610527.42
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          
            2038-07-01
          
          7.300000
          305000.00
          363424.78
          Corporate Debt Securities
        
        
          TRANSDIGM INC
          
            2020-10-15
          
          5.500000
          710000.00
          717652.22
          Corporate Debt Securities
        
        
          TRANSDIGM INC
          
            2022-07-15
          
          6.000000
          1939000.00
          2002340.67
          Corporate Debt Securities
        
        
          TRANSOCEAN INC
          
            2023-07-15
          
          9.000000
          214000.00
          236791.00
          Corporate Debt Securities
        
        
          TRANSOCEAN PROTEUS LI
          
            2024-12-01
          
          6.250000
          1069000.00
          1009002.37
          Corporate Debt Securities
        
        
          TRANSDIGM INC
          
            2024-07-15
          
          6.500000
          998000.00
          1042466.45
          Corporate Debt Securities
        
        
          TOYS R US INC
          
            2021-09-01
          
          8.750000
          7428000.00
          742800.00
          Corporate Debt Securities
        
        
          TOYS R US INC
          
            2018-10-15
          
          7.375000
          3255000.00
          325500.00
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0195
      400000000.00
      400000000.00
      0.0104
      N
      Y
      Y
      N
    
    
      MERRILL LYNCH PFS INC
      MERRILL LYNCH PFS INC 2.180
      0MLP02NR6
      8NAV47T0Y26Q87Y0QP81
      0000728612
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          DEUTSCHE ALT-A SECS 2
          
            2047-09-25
          
          0.650000
          21250000.00
          89833.78
          Private Label Collateralized Mortgage Obligations
        
        
          DRB PRIME ST LN TR 20
          
            2034-03-25
          
          0.000000
          21.00
          12600.06
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2034-03-25
          
          0.000000
          21.00
          8915.92
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2034-03-25
          
          0.000000
          21.00
          6443.19
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2031-11-25
          
          0.000000
          4233.00
          43284.40
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2031-11-25
          
          0.000000
          4233.00
          91444.36
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2031-11-25
          
          0.000000
          4233.00
          8724.33
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2033-11-25
          
          0.000000
          8264.00
          34618.27
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2030-11-25
          
          0.000000
          8264.00
          53064.04
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2040-01-25
          
          0.000000
          3776.00
          82949.21
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2040-06-25
          
          0.000000
          5100.00
          13481.21
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2040-06-25
          
          0.000000
          5100.00
          97310.80
          Asset-Backed Securities
        
        
          DRB PRIME ST LN TR 20
          
            2036-06-25
          
          0.000000
          5100.00
          11104.99
          Asset-Backed Securities
        
        
          DRB PRIME STUDENT LN
          
            2036-04-25
          
          0.000000
          3188.00
          12597.10
          Asset-Backed Securities
        
        
          DRB PRIME STUDENT LN
          
            2040-04-25
          
          0.000000
          3188.00
          46253.09
          Asset-Backed Securities
        
        
          DRB PRIME STUDENT LN
          
            2040-04-25
          
          0.000000
          3188.00
          22227.95
          Asset-Backed Securities
        
        
          DRB PRIME STUDENT LN
          
            2036-01-25
          
          0.000000
          3776.00
          26753.35
          Asset-Backed Securities
        
        
          DRB PRIME STUDENT LN
          
            2040-01-25
          
          0.000000
          3776.00
          55162.88
          Asset-Backed Securities
        
        
          CSMC MTG TRUST 2006-4
          
            2036-05-25
          
          6.500000
          13865000.00
          471757.81
          Private Label Collateralized Mortgage Obligations
        
        
          CSMC SERIES 2015-12R
          
            2037-12-03
          
          2.371500
          500000.00
          436982.94
          Asset-Backed Securities
        
        
          CSMC TRUST 2015-GLPB
          
            2034-11-17
          
          3.639300
          4565000.00
          4653855.29
          Private Label Collateralized Mortgage Obligations
        
        
          CWABS INC NIM 2005-16
          
            2036-12-25
          
          6.000000
          49646000.00
          8940.27
          Asset-Backed Securities
        
        
          CWABS INC NIM 2005-9N
          
            2036-10-25
          
          5.500000
          20685000.00
          2168.64
          Asset-Backed Securities
        
        
          CWABS INC NIM 2006-12
          
            2037-07-25
          
          7.250000
          1500000.00
          463.56
          Asset-Backed Securities
        
        
          CWABS INC NIM 2006-17
          
            2037-05-25
          
          7.000000
          2500000.00
          1038.05
          Asset-Backed Securities
        
        
          CWABS INC NIM 2006-24
          
            2037-07-25
          
          7.000000
          500000.00
          114.04
          Asset-Backed Securities
        
        
          CWABS INC NIM 2006-6N
          
            2037-04-25
          
          6.750000
          750000.00
          199.44
          Asset-Backed Securities
        
        
          CWABS INC NIM 2006-BC
          
            2047-02-25
          
          6.500000
          1000000.00
          367.38
          Asset-Backed Securities
        
        
          CWABS INC NIM 2006-IM
          
            2036-11-25
          
          6.000000
          2000000.00
          495.93
          Asset-Backed Securities
        
        
          CWMBS CHL MTG TR 2007
          
            2037-03-25
          
          3.490310
          24709100.00
          331867.16
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT INC. 2004-2CB
          
            2035-02-25
          
          5.000000
          7500000.00
          64.52
          Private Label Collateralized Mortgage Obligations
        
        
          CWALT NIM 2006-OC1N
          
            2036-01-25
          
          6.500000
          1000000.00
          86145.41
          Asset-Backed Securities
        
        
          CWALT INC 2007-7T2
          
            2037-04-25
          
          3.640310
          6600000.00
          266392.83
          Private Label Collateralized Mortgage Obligations
        
        
          CSFB COML MTG PTC 200
          
            2034-02-25
          
          3.407420
          50929000.00
          3631975.16
          Private Label Collateralized Mortgage Obligations
        
        
          CSFB HEQ PTC 2003-5
          
            2033-12-25
          
          2.659690
          39325000.00
          442594.83
          Asset-Backed Securities
        
        
          COUNTRYWIDE ALTERNATI
          
            2037-07-25
          
          6.500000
          13893000.00
          6742.23
          Asset-Backed Securities
        
        
          COUNTRYWIDE HOME LOAN
          
            2037-08-25
          
          6.000000
          15450000.00
          7116.22
          Asset-Backed Securities
        
        
          COMM MTG TR 2017-DLTA
          
            2035-08-15
          
          2.768710
          4500000.00
          4516215.10
          Private Label Collateralized Mortgage Obligations
        
        
          CONTINENTAL AIRLINES
          
            2022-12-15
          
          6.703000
          145000.00
          10064.70
          Asset-Backed Securities
        
        
          CONTINENTAL AIRLN PT
          
            2025-10-11
          
          4.150000
          573000.00
          438763.63
          Asset-Backed Securities
        
        
          CIFC FUNDING LTD 2013
          
            2030-07-15
          
          4.747690
          3650000.00
          3676625.34
          Asset-Backed Securities
        
        
          CIM TR 2018-J1
          
            2048-03-25
          
          3.769280
          6650000.00
          6260244.92
          Private Label Collateralized Mortgage Obligations
        
        
          CIM TRUST 2016-FRE1
          
            2046-10-25
          
          0.000000
          2.00
          0.49
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP MTG LN TR 2
          
            2037-05-25
          
          4.040310
          8021000.00
          337390.89
          Private Label Collateralized Mortgage Obligations
        
        
          CITIGROUP COML MTG TR
          
            2050-09-16
          
          4.271530
          5000000.00
          4952012.29
          Private Label Collateralized Mortgage Obligations
        
        
          CAYMAN ABSC NIMS 2005
          
            2035-07-27
          
          5.050000
          3170000.00
          131.80
          Asset-Backed Securities
        
        
          CENT CLO 22 LTD 2016-
          
            2026-11-09
          
          5.313130
          2000000.00
          2009564.17
          Asset-Backed Securities
        
        
          CENTURION CDO 9 2005-
          
            2019-07-17
          
          0.000000
          5800000.00
          580.00
          Asset-Backed Securities
        
        
          CERBERUS LN FDG XVII
          
            2028-01-15
          
          4.877690
          2000000.00
          2014874.22
          Asset-Backed Securities
        
        
          CAPITAL ONE MASTER TR
          
            2028-05-15
          
          2.897690
          5287135.00
          5237907.08
          Asset-Backed Securities
        
        
          C-BASS CBO IV 2002
          
            2032-06-10
          
          3.655390
          3000000.00
          464483.17
          Other Instrument
          Collateralized Debt Obligation
        
        
          C-BASS CBO XIII 2005-
          
            2040-03-17
          
          2.228170
          2500000.00
          511390.58
          Other Instrument
          Collateralized Debt Obligation
        
        
          C-BASS CBO XIII 2005-
          
            2040-03-17
          
          3.498170
          14000000.00
          87214.77
          Other Instrument
          Collateralized Debt Obligation
        
        
          BX TRUST 2017-CQHP
          
            2034-11-15
          
          0.000000
          64505000.00
          98692.65
          Private Label Collateralized Mortgage Obligations
        
        
          BYVW OPP MST FD IVB 2
          
            2057-10-28
          
          3.500000
          5603850.00
          4860257.00
          Asset-Backed Securities
        
        
          BYVW OPP MST FD IVB 2
          
            2057-10-28
          
          4.000000
          161700.00
          161905.90
          Asset-Backed Securities
        
        
          BYVW OPP MST FD IVB 2
          
            2057-10-28
          
          2.200000
          3234000.00
          550502.26
          Asset-Backed Securities
        
        
          BYVW OPP MST FD TR 20
          
            2069-05-28
          
          4.000000
          261200.00
          264626.51
          Asset-Backed Securities
        
        
          BYVW OPP MST FD TR 20
          
            2069-05-28
          
          1.700000
          5224000.00
          526483.43
          Asset-Backed Securities
        
        
          C BASS CBO XVIII LTD
          
            2047-03-13
          
          2.956500
          170000.00
          1105.98
          Other Instrument
          Collateralized Debt Obligation
        
        
          C BASS XII LTD C BASS
          
            2040-03-15
          
          3.923890
          3000000.00
          16118.70
          Other Instrument
          Collateralized Debt Obligation
        
        
          AMER AIRLINES PT TR 2
          
            2027-01-15
          
          4.000000
          755000.00
          595549.77
          Asset-Backed Securities
        
        
          AMER AIRLINES PT TR 2
          
            2029-07-15
          
          4.100000
          820000.00
          773436.93
          Asset-Backed Securities
        
        
          ANCHORAGE CAP CLO 5-R
          
            2030-01-15
          
          4.197690
          4000000.00
          4008388.45
          Asset-Backed Securities
        
        
          ASB FINANCE LTD
          
            2018-09-12
          
          0.000000
          245000.00
          245056.35
          Money Market
        
        
          ASSET BACKED FDG NIM
          
            2035-07-26
          
          6.000000
          18280000.00
          2422.09
          Asset-Backed Securities
        
        
          ASSET BACKED FDG NIM
          
            2035-07-26
          
          5.900000
          14450000.00
          2224.40
          Asset-Backed Securities
        
        
          ASSET BACKED FDG NIM
          
            2035-07-26
          
          6.000000
          2600000.00
          2192.67
          Asset-Backed Securities
        
        
          ASSET BCKD FDG NIM 20
          
            2035-09-26
          
          6.000000
          1570000.00
          403.76
          Asset-Backed Securities
        
        
          ABFC NIM TR 2006-HE1
          
            2037-01-27
          
          6.000000
          56650000.00
          33653.12
          Asset-Backed Securities
        
        
          ABFC NIM TR 2006-OPT1
          
            2036-09-26
          
          6.000000
          26665000.00
          8229.80
          Asset-Backed Securities
        
        
          ABFC NIM TR 2006-OPT2
          
            2036-10-28
          
          6.000000
          23040000.00
          8407.72
          Asset-Backed Securities
        
        
          ABFC NIM TR 2006-OPT3
          
            2036-11-26
          
          6.000000
          26800000.00
          6753.38
          Asset-Backed Securities
        
        
          ACACIA CDO 10 2006-10
          
            2046-09-07
          
          4.701700
          3000000.00
          48404.56
          Other Instrument
          Collateralized Debt Obligation
        
        
          3C7 REG S ACA ABS 200
          
            2038-12-10
          
          5.000000
          3500000.00
          39725.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          3C7 REG S WHATELY CDO
          
            2044-06-09
          
          4.200830
          10000000.00
          133465.03
          Other Instrument
          Collateralized Debt Obligation
        
        
          3C7/REG S DUKE FDG VI
          
            2039-04-08
          
          4.376100
          9670000.00
          133543.34
          Other Instrument
          Collateralized Debt Obligation
        
        
          3C7/REG S DUKE FUNDIN
          
            2039-04-08
          
          2.176060
          3000000.00
          8999.46
          Other Instrument
          Collateralized Debt Obligation
        
        
          AIR CANADA 2017-1
          
            2031-07-15
          
          3.550000
          110000.00
          107520.64
          Asset-Backed Securities
        
        
          ALESCO PREF FDG IX 20
          
            2036-06-23
          
          2.631080
          4200000.00
          2504467.51
          Other Instrument
          Collateralized Debt Obligation
        
        
          ALESCO PREF FDG VIII
          
            2035-12-23
          
          2.651080
          5000000.00
          2148520.09
          Other Instrument
          Collateralized Debt Obligation
        
        
          BHMS MTG TR 2014-ATLS
          
            2033-07-08
          
          3.407010
          101500.00
          101749.65
          Private Label Collateralized Mortgage Obligations
        
        
          BEAR STEARNS ABS TR 2
          
            2037-10-25
          
          0.427155
          130845000.00
          159208.76
          Private Label Collateralized Mortgage Obligations
        
        
          BEAR STEARNS ASSET BK
          
            2044-08-25
          
          2.859690
          24000000.00
          1355980.37
          Asset-Backed Securities
        
        
          BECTON DICKINSON & CO
          
            2027-06-06
          
          3.700000
          22324462.00
          21684109.62
          Corporate Debt Securities
        
        
          BEDFORD ROW FUNDING C
          
            2018-11-30
          
          0.000000
          15000000.00
          14998350.00
          Money Market
        
        
          BSPRT LTD 2017-FL2
          
            2034-10-16
          
          4.068710
          500000.00
          488894.66
          Asset-Backed Securities
        
        
          BURNHAM HARBOR CD0 20
          
            2039-09-12
          
          1.948110
          5000000.00
          31375.10
          Other Instrument
          Collateralized Debt Obligation
        
        
          BAYVIEW OPP FD TR 201
          
            2033-03-28
          
          3.671800
          105000.00
          101658.36
          Asset-Backed Securities
        
        
          BAYVIEW OPP MASTR FD
          
            2033-02-28
          
          3.597900
          415000.00
          365170.82
          Asset-Backed Securities
        
        
          BAYVIEW COML TR 2006-
          
            2036-12-25
          
          0.000000
          30342000.00
          565.80
          Asset-Backed Securities
        
        
          BAYVIEW COML TR 2007-
          
            2037-07-25
          
          0.000000
          6754000.00
          172.77
          Asset-Backed Securities
        
        
          BCAP LLC TR 2011-RR3
          
            2036-11-28
          
          3.628710
          3800000.00
          367540.63
          Private Label Collateralized Mortgage Obligations
        
        
          BBCMS TR 2013-TYSN
          
            2032-09-08
          
          3.631300
          1000000.00
          1003933.61
          Private Label Collateralized Mortgage Obligations
        
        
          BANCO POP PUERTO RICO
          
            2045-08-10
          
          5.832250
          26166500.00
          312686.57
          Private Label Collateralized Mortgage Obligations
        
        
          BANC AMER CMBS 2001-3
          
            2037-04-11
          
          1.190186
          82099008.00
          31787.53
          Private Label Collateralized Mortgage Obligations
        
        
          BA ALTERNATIVE LN TR
          
            2035-03-25
          
          5.500000
          11940127.00
          255935.66
          Private Label Collateralized Mortgage Obligations
        
        
          BAML COML MTG TR 2015
          
            2033-04-15
          
          3.218000
          5000000.00
          4915493.05
          Private Label Collateralized Mortgage Obligations
        
        
          BA ALTERNATIVE LN TR
          
            2046-11-25
          
          6.000000
          582000.00
          16664.97
          Private Label Collateralized Mortgage Obligations
        
        
          BAFC 2006 NIM2 LTD
          
            2046-11-25
          
          7.250000
          7000000.00
          2218.64
          Private Label Collateralized Mortgage Obligations
        
        
          ATTENTUS CDO III 2007
          
            2042-10-11
          
          0.000000
          5000000.00
          101276.43
          Other Instrument
          Collateralized Debt Obligation
        
        
          MORGAN STANLEY CAP I
          
            2049-07-16
          
          0.000000
          110781349.00
          1107.81
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP I
          
            2033-08-11
          
          3.693300
          100000.00
          97764.28
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2015
          
            2048-04-17
          
          4.240490
          1760000.00
          1720165.33
          Private Label Collateralized Mortgage Obligations
        
        
          MS BOFA ML TRUST 2015
          
            2047-08-16
          
          4.350720
          500000.00
          507090.33
          Private Label Collateralized Mortgage Obligations
        
        
          MS RESEC TR 2014-R3
          
            2048-07-28
          
          1.244942
          41227000.00
          681518.73
          Private Label Collateralized Mortgage Obligations
        
        
          MVW OWNER TRUST 2013-
          
            2030-04-22
          
          2.150000
          175000.00
          34990.22
          Asset-Backed Securities
        
        
          MVW OWNER TRUST 2014-
          
            2031-09-22
          
          2.250000
          325000.00
          107358.50
          Asset-Backed Securities
        
        
          NATIONAL COLLEGIATE I
          
            2043-06-01
          
          3.710000
          350000.00
          143753.79
          Asset-Backed Securities
        
        
          NATIONAL COLLEGIATE I
          
            2043-06-01
          
          0.000000
          392595.00
          104878.22
          Asset-Backed Securities
        
        
          MORGAN STANLEY CAP 20
          
            2034-11-25
          
          5.500000
          5338000.00
          53336.40
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 20
          
            2044-07-14
          
          0.201930
          377000000.00
          48612.20
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STANLEY CAP 20
          
            2042-10-15
          
          6.252750
          240000.00
          18160.90
          Private Label Collateralized Mortgage Obligations
        
        
          MLMI CAYMAN NIM 2004-
          
            2035-01-25
          
          4.500000
          64000000.00
          997.64
          Asset-Backed Securities
        
        
          MMAF EQUIP FIN LLC 20
          
            2019-06-10
          
          2.400000
          350000.00
          350023.33
          Asset-Backed Securities
        
        
          MMCAPS FDS I LTD / MM
          
            2031-06-08
          
          9.480000
          12074000.00
          2988101.25
          Private Label Collateralized Mortgage Obligations
        
        
          MORGAN STAN CAP I  20
          
            2049-03-17
          
          1.250000
          9378197.00
          686507.99
          Private Label Collateralized Mortgage Obligations
        
        
          ML MTG INV NIM 2005-O
          
            2036-06-25
          
          4.500000
          4200000.00
          499.55
          Asset-Backed Securities
        
        
          ML MTG INV NIM 2005-O
          
            2036-10-25
          
          5.500000
          10925000.00
          1129.54
          Asset-Backed Securities
        
        
          ML MTG INVESTORS NIM
          
            2034-10-25
          
          4.500000
          462000.00
          2.93
          Asset-Backed Securities
        
        
          ML MTG INVESTORS NIM
          
            2036-04-25
          
          4.500000
          11975000.00
          997.39
          Asset-Backed Securities
        
        
          NEW RESI MTG TR 2018-
          
            2057-12-25
          
          4.500000
          1402000.00
          1349590.67
          Private Label Collateralized Mortgage Obligations
        
        
          NATIONSTAR NIM 2007-A
          
            2037-03-25
          
          9.790000
          200000.00
          15.24
          Asset-Backed Securities
        
        
          NAVIENT PRIV ED LN TR
          
            2058-12-16
          
          3.910000
          325000.00
          316033.83
          Asset-Backed Securities
        
        
          NEW RESI MTG LN TR 20
          
            2052-05-28
          
          0.000000
          1031471.00
          626279.55
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG LN TR 20
          
            2057-03-25
          
          4.750000
          499000.00
          469362.81
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG LN TR 20
          
            2057-03-25
          
          0.631555
          498850.00
          12668.58
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG TR 2017-
          
            2057-05-25
          
          4.750000
          604000.00
          595849.68
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG TR 2017-
          
            2057-05-25
          
          5.323221
          492970.00
          291664.35
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG TR 2017-
          
            2057-06-25
          
          0.585505
          302595000.00
          4963693.53
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG TR 2017-
          
            2057-06-25
          
          3.459690
          362000.00
          356315.86
          Private Label Collateralized Mortgage Obligations
        
        
          NEW RESI MTG TR 2017-
          
            2057-06-25
          
          3.982615
          311787.00
          206121.50
          Private Label Collateralized Mortgage Obligations
        
        
          NOMURA ASSET CO TR NI
          
            2035-10-25
          
          10.000000
          11000000.00
          13364.58
          Asset-Backed Securities
        
        
          NWALL 2005-1X C
          
            2041-12-06
          
          7.546000
          3400000.00
          123929.68
          Other Instrument
          Collateralized Debt Obligation
        
        
          INMAN SQUARE FUNDING
          
            2040-10-06
          
          1.805110
          3000000.00
          8573.42
          Other Instrument
          Collateralized Debt Obligation
        
        
          INVITATION HOMES TR 2
          
            2037-06-18
          
          3.176000
          1500000.00
          1504822.67
          Asset-Backed Securities
        
        
          JACKSON MILL CLO 2015
          
            2027-04-15
          
          0.000000
          1000000.00
          675000.00
          Asset-Backed Securities
        
        
          JPMORGAN MTG ACQ NIM
          
            2036-04-25
          
          7.867000
          250000.00
          352.79
          Asset-Backed Securities
        
        
          JPMBB COML MTG SEC TR
          
            2045-11-17
          
          5.078820
          288000.00
          299911.18
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN ALT LN TR 2
          
            2035-12-25
          
          5.500000
          258000.00
          67913.52
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN ALT LN TR 2
          
            2035-12-25
          
          5.500000
          552000.00
          47129.70
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2005
          
            2035-10-25
          
          2.259690
          1.00
          0.11
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN MTG TR 2007
          
            2037-10-25
          
          1.520000
          73451000.00
          444873.58
          Private Label Collateralized Mortgage Obligations
        
        
          JP MORGAN RESEC TR 20
          
            2037-06-26
          
          1.500000
          20565103.00
          342873.06
          Private Label Collateralized Mortgage Obligations
        
        
          KOITERE FD TR 2017-RT
          
            2057-07-28
          
          2.700000
          79074000.00
          4433431.76
          Asset-Backed Securities
        
        
          KOITERE FD TR 2017-RT
          
            2057-07-28
          
          4.250000
          140350.00
          144560.52
          Asset-Backed Securities
        
        
          KOITERE FD TR 2017-RT
          
            2057-07-28
          
          1.950000
          2807000.00
          318424.68
          Asset-Backed Securities
        
        
          LEASE INV FLIGHT TRUS
          
            2031-07-15
          
          2.354440
          4900000.00
          4438.45
          Asset-Backed Securities
        
        
          LB COMMERCIAL MTG TR
          
            2036-06-15
          
          0.230000
          170000.00
          0.08
          Private Label Collateralized Mortgage Obligations
        
        
          LEHMAN XS NIM 2006-3
          
            2036-03-28
          
          5.500000
          2450000.00
          370.24
          Asset-Backed Securities
        
        
          LEHMAN XS TRUST 2007-
          
            2037-10-25
          
          1.000000
          1176000.00
          227.57
          Private Label Collateralized Mortgage Obligations
        
        
          LNR CDO V LTD
          
            2049-12-26
          
          2.268270
          3785299.00
          1571.04
          Other Instrument
          Collateralized Debt Obligation
        
        
          MEZZ CAP COML MTG TR
          
            2040-10-17
          
          6.059670
          15422818.00
          49666.93
          Private Label Collateralized Mortgage Obligations
        
        
          MEZZ CAP COML TR 2006
          
            2045-07-17
          
          5.657000
          17030000.00
          99669.77
          Private Label Collateralized Mortgage Obligations
        
        
          MASTR CI-10 NIM 2005-
          
            2035-05-26
          
          4.750000
          1000000.00
          30.23
          Asset-Backed Securities
        
        
          MASTR CI-9 NIM 2005-W
          
            2035-03-26
          
          4.940000
          300000.00
          0.29
          Asset-Backed Securities
        
        
          MERRILL MTG INVESTORS
          
            2036-05-25
          
          4.500000
          19380000.00
          1882.53
          Asset-Backed Securities
        
        
          LONG BEACH ASSET HOLD
          
            2045-08-25
          
          4.500000
          13100000.00
          448816.86
          Asset-Backed Securities
        
        
          MADISON GAS & ELEC CO
          
            2018-06-29
          
          0.000000
          6500000.00
          6467500.00
          Money Market
        
        
          MADISON PARK FUNDING
          
            2019-05-10
          
          0.000000
          1060000.00
          106.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          FIRSTPLUS HM LN TR 19
          
            2024-05-10
          
          8.010000
          4205000.00
          29489.03
          Asset-Backed Securities
        
        
          FLAGSHIP CR AUTO TR 2
          
            2023-11-15
          
          2.920000
          4850000.00
          4782128.02
          Asset-Backed Securities
        
        
          GEMSTONE CDO II LTD
          
            2040-05-09
          
          2.618170
          5000000.00
          161959.96
          Other Instrument
          Collateralized Debt Obligation
        
        
          FORT SHERIDAN ABS CDO
          
            2041-11-05
          
          7.538000
          2600000.00
          30991.18
          Other Instrument
          Collateralized Debt Obligation
        
        
          DIVERSEY HARBOR ABS C
          
            2046-08-05
          
          3.684690
          2000000.00
          6142.83
          Other Instrument
          Collateralized Debt Obligation
        
        
          DNB NOR BK
          
            2018-08-13
          
          0.000000
          5000000.00
          5004250.00
          Money Market
        
        
          DUKE FDG HIGH GR I 20
          
            2045-01-27
          
          0.000000
          7500000.00
          750.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          DUKE FDG IX 2005-9
          
            2045-03-09
          
          2.819060
          2000000.00
          3645.52
          Other Instrument
          Collateralized Debt Obligation
        
        
          DUKE FDG IX 2005-9
          
            2045-03-09
          
          2.949060
          20000000.00
          38044.07
          Other Instrument
          Collateralized Debt Obligation
        
        
          DUKE FDG IX LTD
          
            2045-03-09
          
          2.538170
          10000000.00
          20129.32
          Other Instrument
          Collateralized Debt Obligation
        
        
          ELARA HGV TMSHR LLC 2
          
            2028-04-25
          
          2.730000
          2430000.00
          1335641.86
          Asset-Backed Securities
        
        
          ELEMENT RAIL LEASE I
          
            2044-04-19
          
          2.299000
          100000.00
          40133.40
          Asset-Backed Securities
        
        
          EVERBANK MTG LN TR 20
          
            2048-02-25
          
          3.652292
          5532000.00
          5229706.19
          Private Label Collateralized Mortgage Obligations
        
        
          GREAT AMER LEASE RECV
          
            2024-01-22
          
          2.890000
          2840000.00
          2816962.08
          Asset-Backed Securities
        
        
          GS MORTGAGE SECS CORP
          
            2030-10-18
          
          6.000000
          758426.00
          32207.47
          Private Label Collateralized Mortgage Obligations
        
        
          GREENWICH CAP CMBS 20
          
            2049-12-10
          
          0.000000
          10455725.00
          0.49
          Private Label Collateralized Mortgage Obligations
        
        
          GREYWOLF CLO IV LTD /
          
            2027-01-17
          
          4.702810
          1700000.00
          1707663.39
          Asset-Backed Securities
        
        
          GS MTG SECS TR 2015-G
          
            2048-07-10
          
          3.513000
          760236.00
          769999.90
          Private Label Collateralized Mortgage Obligations
        
        
          GSAA HEQ TR NIM 2006-
          
            2035-12-25
          
          6.000000
          250000.00
          18.19
          Asset-Backed Securities
        
        
          GSAMP NIM 2006-HE4-N
          
            2036-06-25
          
          5.750000
          6500000.00
          2598.63
          Asset-Backed Securities
        
        
          GSC PARTNERS CDO FUND
          
            2020-05-25
          
          0.000000
          250000.00
          260636.50
          Asset-Backed Securities
        
        
          GRAMERCY REAL ESTATE
          
            2056-08-15
          
          1.430110
          121000000.00
          1191.63
          Other Instrument
          Collateralized Debt Obligation
        
        
          GRAMERCY REAL ESTATE
          
            2056-08-15
          
          6.000000
          20000000.00
          55333.34
          Other Instrument
          Collateralized Debt Obligation
        
        
          GRAMERCY REAL ESTATE
          
            2056-08-15
          
          6.000000
          3500000.00
          15162.62
          Other Instrument
          Collateralized Debt Obligation
        
        
          GRAND AVE MTG LN TR 2
          
            2064-08-25
          
          3.250000
          140000.00
          133031.80
          Asset-Backed Securities
        
        
          HPS LN MGMT 2013 2 LT
          
            2029-10-20
          
          4.258660
          2250000.00
          2264557.82
          Asset-Backed Securities
        
        
          HSBC USA INC
          
            2018-07-03
          
          0.000000
          10000000.00
          9975690.00
          Money Market
        
        
          HASCO NIM CO 2006-FF1
          
            2036-08-26
          
          7.000000
          1000000.00
          1033.18
          Asset-Backed Securities
        
        
          HASCO NIM CO 2006-WMC
          
            2036-07-26
          
          7.000000
          2000000.00
          1093.51
          Asset-Backed Securities
        
        
          HASCO NIM TRUST 2005
          
            2035-11-25
          
          6.250000
          18474000.00
          3277.48
          Asset-Backed Securities
        
        
          HARBORVIEW NIM CI-8 2
          
            2038-03-19
          
          8.350000
          1000000.00
          85749.44
          Asset-Backed Securities
        
        
          HERTZ VEHICLE FIN II
          
            2022-03-25
          
          2.950000
          5101000.00
          5044015.03
          Asset-Backed Securities
        
        
          INDYMAC MBS 2004-AR10
          
            2034-05-25
          
          1.343165
          481027915.00
          493877.97
          Private Label Collateralized Mortgage Obligations
        
        
          INDY MAC BANK
          
            2032-11-25
          
          0.506703
          370529661.00
          74745.55
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC ARM TRUST 200
          
            2031-08-25
          
          0.277824
          523597054.00
          12352.30
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC ARM TRUST 200
          
            2031-08-25
          
          0.040000
          523597054.00
          1779.18
          Private Label Collateralized Mortgage Obligations
        
        
          INDYMAC INDA 2006-AR2
          
            2036-09-25
          
          3.615592
          213425.00
          32360.50
          Private Label Collateralized Mortgage Obligations
        
        
          INDEPENDENCE V 2004-5
          
            2039-03-07
          
          5.125190
          1500000.00
          24111.75
          Other Instrument
          Collateralized Debt Obligation
        
        
          PREFERRED TERM SEC 20
          
            2038-03-22
          
          2.524500
          5336000.00
          2680357.93
          Asset-Backed Securities
        
        
          PROGRESS RESI TR 2016
          
            2033-09-19
          
          4.438750
          8500000.00
          8553993.53
          Asset-Backed Securities
        
        
          PINE MOUNTAIN CDO LTD
          
            2045-11-16
          
          1.452060
          16000000.00
          12571.12
          Other Instrument
          Collateralized Debt Obligation
        
        
          PINE MOUNTAIN CDO PIN
          
            2045-11-16
          
          1.332060
          20000000.00
          14580.57
          Other Instrument
          Collateralized Debt Obligation
        
        
          PINE MTN CDO 2005
          
            2045-11-16
          
          1.611780
          12000000.00
          10333.42
          Other Instrument
          Collateralized Debt Obligation
        
        
          PINE MTN CDO 2005
          
            2045-11-16
          
          1.731780
          5000000.00
          4588.93
          Other Instrument
          Collateralized Debt Obligation
        
        
          PINE MTN CDO 2005
          
            2045-11-16
          
          0.000000
          3000000.00
          138213.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          PINE MTN CDO III LTD
          
            2047-07-07
          
          8.759280
          3500000.00
          44078.42
          Other Instrument
          Collateralized Debt Obligation
        
        
          PRIME MTG TR 2006-1
          
            2036-06-25
          
          5.190310
          6328639.00
          55776.83
          Private Label Collateralized Mortgage Obligations
        
        
          PYXIS ABS CD0 2006 1
          
            2046-11-10
          
          0.000000
          30000000.00
          3000.00
          Other Instrument
          Collateralized Debt Obligation
        
        
          RAAC TRUST 2007-SP1
          
            2037-03-25
          
          2.529690
          5460000.00
          5435296.86
          Asset-Backed Securities
        
        
          RASC NIM 2003 NT2 TRU
          
            2034-12-25
          
          4.500000
          15240000.00
          77729.73
          Asset-Backed Securities
        
        
          RBSSP RESECURITIZATIO
          
            2035-12-27
          
          3.561950
          100000.00
          77849.63
          Asset-Backed Securities
        
        
          REG S BAFC 2007 NIM10
          
            2037-03-25
          
          7.250000
          8830000.00
          1196.10
          Asset-Backed Securities
        
        
          RESIDENTIAL ASSET SEC
          
            2031-04-25
          
          7.306175
          121408.00
          25076.56
          Private Label Collateralized Mortgage Obligations
        
        
          OHA CR PARTNERS X LTD
          
            2026-07-20
          
          0.000000
          1250000.00
          631250.00
          Asset-Backed Securities
        
        
          OPTION ONE CI-4 NIM 2
          
            2035-08-26
          
          5.438000
          38300000.00
          2362.66
          Asset-Backed Securities
        
        
          ORANGE LAKE TMSHR 201
          
            2030-11-08
          
          3.350000
          4000000.00
          3677658.09
          Asset-Backed Securities
        
        
          OVERSEA-CHINESE BKG C
          
            2018-07-24
          
          0.000000
          5000000.00
          5000200.00
          Money Market
        
        
          OVERSEA-CHINESE BKG C
          
            2018-07-26
          
          0.000000
          2000000.00
          2000100.00
          Money Market
        
        
          OZLM XI LTD 2015-11R
          
            2030-10-30
          
          4.658780
          4000000.00
          4027126.91
          Asset-Backed Securities
        
        
          SEQUOIA MTG TR 2014-2
          
            2044-07-25
          
          4.084608
          4896000.00
          4501406.32
          Private Label Collateralized Mortgage Obligations
        
        
          SEQUOIA MTG TR 2013-7
          
            2043-06-25
          
          3.545622
          6577000.00
          5684920.90
          Private Label Collateralized Mortgage Obligations
        
        
          SHARPS SP I NIM 2005-
          
            2035-07-25
          
          5.250000
          8000000.00
          1139.63
          Asset-Backed Securities
        
        
          SHELLPOINT CO-ORG TR
          
            2046-11-25
          
          3.630193
          6719000.00
          6335104.98
          Private Label Collateralized Mortgage Obligations
        
        
          SIERRA RECEIVABLES FD
          
            2032-03-20
          
          2.400000
          550000.00
          102169.70
          Asset-Backed Securities
        
        
          SAIL NIM 2006-4
          
            2036-07-27
          
          6.750000
          12000000.00
          5834.18
          Asset-Backed Securities
        
        
          SANDS POINT FUNDING L
          
            2020-07-18
          
          0.000000
          330000.00
          14850.00
          Asset-Backed Securities
        
        
          SASCO ARC 2003-12
          
            2033-11-27
          
          7.350000
          5000000.00
          36.84
          Asset-Backed Securities
        
        
          SASCO ARC 2004-4
          
            2034-04-27
          
          7.500000
          3000000.00
          1553.89
          Asset-Backed Securities
        
        
          SASCO ARC SAIL NIM 20
          
            2035-06-27
          
          5.500000
          1000000.00
          84.28
          Asset-Backed Securities
        
        
          RIVERVIEW HECM TR 200
          
            2047-05-25
          
          0.688150
          1602000.00
          8612.88
          Asset-Backed Securities
        
        
          RR3 LTD 2014-R2
          
            2030-01-15
          
          4.147690
          1000000.00
          1001764.61
          Asset-Backed Securities
        
        
          S GRANT GROVE CLO LTD
          
            2021-01-25
          
          0.000000
          11250000.00
          1125.00
          Asset-Backed Securities
        
        
          SACO I INC 2000-3
          
            2040-09-25
          
          6.071050
          252700.00
          33356.21
          Private Label Collateralized Mortgage Obligations
        
        
          SACO I INC 2000-3
          
            2040-09-25
          
          6.071050
          168500.00
          12000.69
          Private Label Collateralized Mortgage Obligations
        
        
          STRAITS GLOBAL ABS CD
          
            2040-11-08
          
          0.000000
          10000000.00
          1296.97
          Other Instrument
          Collateralized Debt Obligation
        
        
          STRUCTURED ADJ RATE 2
          
            2036-08-25
          
          3.794240
          3710000.00
          556343.20
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET ADJ
          
            2035-02-25
          
          0.050000
          148000000.00
          9658.35
          Private Label Collateralized Mortgage Obligations
        
        
          STRUCTURED ASSET ADJ
          
            2035-03-25
          
          0.010000
          122583000.00
          275.20
          Private Label Collateralized Mortgage Obligations
        
        
          SVO VOI MTG LLC 2012-
          
            2029-09-20
          
          2.000000
          240000.00
          40064.42
          Asset-Backed Securities
        
        
          SOUND PT CLO XVIII LT
          
            2031-01-21
          
          3.544470
          3000000.00
          2995550.27
          Asset-Backed Securities
        
        
          SOUTH CAROLINA ST LN
          
            2036-01-25
          
          3.459690
          10000000.00
          7014408.93
          Asset-Backed Securities
        
        
          UNITED AIRLINES PT CE
          
            2027-02-15
          
          4.300000
          272000.00
          231999.69
          Asset-Backed Securities
        
        
          UNITED AIRLINES PT CE
          
            2028-03-03
          
          3.750000
          426000.00
          364446.14
          Asset-Backed Securities
        
        
          TREMAN PARK CLO LTD 2
          
            2027-04-20
          
          0.000000
          1064000.00
          601160.00
          Asset-Backed Securities
        
        
          TRITON CONTAIN FIN VI
          
            2042-08-20
          
          3.620000
          4000000.00
          3681718.05
          Asset-Backed Securities
        
        
          US RESI OPP FD III TR
          
            2037-11-27
          
          3.351500
          654000.00
          438809.48
          Asset-Backed Securities
        
        
          VERM 2004-2A A2B
          
            2039-11-06
          
          3.604063
          12950000.00
          550411.54
          Other Instrument
          Collateralized Debt Obligation
        
        
          THL CR WIND RIVER CLO
          
            2030-10-18
          
          3.585090
          5000000.00
          5035710.95
          Asset-Backed Securities
        
        
          THL CR WIND RIVER CLO
          
            2031-01-15
          
          4.297690
          8020000.00
          8051856.34
          Asset-Backed Securities
        
        
          THL CR WINDS RIVER CL
          
            2030-10-15
          
          3.597690
          4897000.00
          4934888.64
          Asset-Backed Securities
        
        
          THUNDER BAY FUNDING L
          
            2018-08-30
          
          0.000000
          1500000.00
          1500570.00
          Money Market
        
        
          TOWD PT MTG TR 2016-2
          
            2055-08-25
          
          3.000000
          2865000.00
          2727984.24
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2016-2
          
            2055-08-25
          
          3.000000
          1969000.00
          1820769.74
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2017-1
          
            2056-10-25
          
          3.750000
          6033000.00
          6068443.87
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2017-1
          
            2056-10-25
          
          3.750000
          5053000.00
          4963622.54
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2017-5
          
            2057-02-26
          
          4.459690
          368000.00
          395063.19
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2017-5
          
            2057-02-26
          
          4.459690
          368000.00
          378614.33
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2017-5
          
            2057-02-26
          
          4.459690
          405000.00
          374364.10
          Asset-Backed Securities
        
        
          TOWD PT MTG TR 2017-5
          
            2057-02-26
          
          3.159690
          847000.00
          849814.25
          Asset-Backed Securities
        
        
          TABERNA PREF FDG II 2
          
            2035-11-05
          
          4.063130
          10000000.00
          168069.29
          Other Instrument
          Collateralized Debt Obligation
        
        
          TABERNA PREF FDG VII
          
            2037-02-05
          
          5.313130
          4150000.00
          23396.80
          Other Instrument
          Collateralized Debt Obligation
        
        
          TABERNA PREFERRED FUN
          
            2038-05-05
          
          0.000000
          2000000.00
          195.51
          Other Instrument
          Collateralized Debt Obligation
        
        
          TEXTAINER MARINE V 20
          
            2042-06-20
          
          3.520000
          400000.00
          367913.90
          Asset-Backed Securities
        
        
          THL CR WIND RIV  2017
          
            2030-07-20
          
          4.808660
          600000.00
          604263.92
          Asset-Backed Securities
        
        
          THL CR WIND RIV 2012
          
            2026-01-15
          
          4.997690
          3300000.00
          3336818.47
          Asset-Backed Securities
        
        
          WFRBS COML MTG TR 201
          
            2045-05-17
          
          0.454990
          10000000.00
          216692.18
          Private Label Collateralized Mortgage Obligations
        
        
          WINWATER MTG LN TR 20
          
            2045-02-20
          
          3.908130
          190000.00
          174692.56
          Private Label Collateralized Mortgage Obligations
        
        
          WM ASSET HLDGS CI 200
          
            2046-09-25
          
          5.926000
          2000000.00
          651.32
          Asset-Backed Securities
        
        
          WM ASSET HLDGS CI 200
          
            2046-11-25
          
          12.000000
          8975000.00
          18847.50
          Asset-Backed Securities
        
        
          WELLFLEET CLO 2017 1
          
            2029-04-20
          
          4.858660
          900000.00
          908490.13
          Asset-Backed Securities
        
        
          WELLS FARGO MBS 2005-
          
            2033-07-25
          
          3.909784
          166100000.00
          5177573.65
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO MBS 2006-
          
            2036-08-25
          
          3.506663
          295000.00
          56921.75
          Private Label Collateralized Mortgage Obligations
        
        
          WELLS FARGO COML TR 2
          
            2058-09-17
          
          1.246530
          9190909.00
          512310.58
          Private Label Collateralized Mortgage Obligations
        
        
          WAMU MTG CERT 2004-RS
          
            2033-11-25
          
          5.000000
          1000000.00
          602288.60
          Private Label Collateralized Mortgage Obligations
        
        
          WASH MUTUAL WMABS
          
            2036-09-25
          
          12.000000
          1920000.00
          3922.56
          Asset-Backed Securities
        
        
          WASH MUTUAL WMABS  CI
          
            2036-09-25
          
          8.500000
          2385000.00
          3457.45
          Asset-Backed Securities
        
        
          WASH MUTUAL WMABS COR
          
            2036-09-25
          
          6.500000
          7925000.00
          2491.34
          Asset-Backed Securities
        
        
          WASHINGTON MUTUAL 200
          
            2038-08-25
          
          6.255230
          688000.00
          34184.88
          Private Label Collateralized Mortgage Obligations
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-07-05
      2018-07-13
      Y
      
        MERRILL LYNCH PFS INC
        1.0000
        35
        N
        
          Fitch Long Rating
          A+
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          NR
        
        
          Standard & Poor's Long Rating
          A+
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      N
      0.0221
      275500000.00
      275500000.00
      0.0072
      N
      N
      N
      Y
    
    
      MERRILL LYNCH PFS INC
      MERRILL LYNCH PFS INC 1.950
      0MLP02OD6
      8NAV47T0Y26Q87Y0QP81
      0000728612
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          TRANSDIGM INC
          
            2025-05-15
          
          6.500000
          3682000.00
          3747866.89
          Corporate Debt Securities
        
        
          TIME WARNER CABLE INC
          
            2038-07-01
          
          7.300000
          2095000.00
          2496311.22
          Corporate Debt Securities
        
        
          TEEKAY CORPORATION
          
            2020-01-15
          
          8.500000
          3110000.00
          3321825.56
          Corporate Debt Securities
        
        
          T MOBILE USA INC
          
            2025-04-15
          
          5.125000
          4250000.00
          4279106.60
          Corporate Debt Securities
        
        
          UNITED RENTALS NORTH
          
            2028-01-15
          
          4.875000
          3561000.00
          3404019.25
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICA
          
            2023-03-01
          
          5.500000
          4360000.00
          4125650.00
          Corporate Debt Securities
        
        
          VERITAS US INC/VERITA
          
            2023-02-01
          
          7.500000
          3750000.00
          3684375.00
          Corporate Debt Securities
        
        
          UNITYMEDIA KABELBW GM
          
            2025-01-15
          
          6.125000
          3371000.00
          3566986.20
          Corporate Debt Securities
        
        
          VODAFONE GROUP PLC NE
          
            2024-01-16
          
          3.750000
          3000000.00
          2985822.50
          Corporate Debt Securities
        
        
          WHITING PETE CORP NEW
          
            2021-03-15
          
          5.750000
          3370000.00
          3478308.06
          Corporate Debt Securities
        
        
          QGOG CONSTELLATION S
          
            2024-11-09
          
          9.500000
          10320544.00
          4394544.97
          Corporate Debt Securities
        
        
          PROVINCIA DE CORDOBA
          
            2024-09-01
          
          7.450000
          3300000.00
          3224545.50
          Corporate Debt Securities
        
        
          PDC ENERGY INC
          
            2026-05-15
          
          5.750000
          3587000.00
          3560296.78
          Corporate Debt Securities
        
        
          PENNEY J C INC
          
            2037-04-01
          
          7.400000
          5864000.00
          3590722.67
          Corporate Debt Securities
        
        
          PEABODY SECS FIN CORP
          
            2022-03-31
          
          6.000000
          4390000.00
          4544381.67
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2026-05-23
          
          8.750000
          3143000.00
          3504270.39
          Corporate Debt Securities
        
        
          PETROBRAS GLOB FIN
          
            2028-01-27
          
          5.999000
          3385000.00
          3217995.01
          Corporate Debt Securities
        
        
          SPX FLOW INC
          
            2024-08-15
          
          5.625000
          3321000.00
          3334491.56
          Corporate Debt Securities
        
        
          STANDARD INDS INC
          
            2027-02-15
          
          5.000000
          3500000.00
          3341527.78
          Corporate Debt Securities
        
        
          SPRINGLEAF FINANCE CO
          
            2025-03-15
          
          6.875000
          3030000.00
          3061141.67
          Corporate Debt Securities
        
        
          SCHAEFFLER VERWALTUNG
          
            2023-09-15
          
          4.500000
          4378629.00
          4234134.24
          Corporate Debt Securities
        
        
          SAMARCO MINERACAO SA
          
            2022-11-01
          
          4.125000
          6449000.00
          4611035.00
          Corporate Debt Securities
        
        
          SAMARCO MINERACAO SA
          
            2024-09-26
          
          5.375000
          6373000.00
          4556695.00
          Corporate Debt Securities
        
        
          FIRSTENERGY SOLUTIONS
          
            2021-08-15
          
          6.050000
          9281000.00
          4710107.50
          Corporate Debt Securities
        
        
          EVEREST ACQ LLC/FINAN
          
            2026-05-15
          
          7.750000
          4410000.00
          4505795.00
          Corporate Debt Securities
        
        
          EMPRESAS ICA SOCIEDAD
          
            2024-05-29
          
          8.875000
          19174000.00
          3067840.00
          Corporate Debt Securities
        
        
          EMPRESAS ICA SOCIEDAD
          
            2021-02-04
          
          8.900000
          21189000.00
          3464401.50
          Corporate Debt Securities
        
        
          ENDO FIN LLC / ENDO F
          
            2023-01-15
          
          5.375000
          4751000.00
          3594395.44
          Corporate Debt Securities
        
        
          DIGICEL GROUP LTD
          
            2020-09-30
          
          8.250000
          5311000.00
          4157074.60
          Corporate Debt Securities
        
        
          EMBRAER OVERSEAS LTD
          
            2023-09-16
          
          5.696000
          3895000.00
          4089230.67
          Corporate Debt Securities
        
        
          ELDORADO INTL FIN GMB
          
            2021-06-16
          
          8.625000
          3903000.00
          4237335.86
          Corporate Debt Securities
        
        
          HORNBECK OFFSHORE SVC
          
            2021-03-01
          
          5.000000
          5000000.00
          3262500.00
          Corporate Debt Securities
        
        
          HERC RENTALS INC
          
            2022-06-01
          
          7.500000
          2833000.00
          3116300.00
          Corporate Debt Securities
        
        
          HEXION INC
          
            2022-02-01
          
          10.375000
          4000000.00
          4068333.34
          Corporate Debt Securities
        
        
          GENON ESCROW CORP
          
            2018-10-15
          
          9.500000
          6177000.00
          5559300.00
          Corporate Debt Securities
        
        
          HALCON RES CORP
          
            2025-02-15
          
          6.750000
          3782000.00
          3686977.25
          Corporate Debt Securities
        
        
          INTELSAT LUXEMBOURG S
          
            2021-06-01
          
          7.750000
          4756000.00
          4000985.00
          Corporate Debt Securities
        
        
          INTELSAT JACKSON HLDG
          
            2024-02-15
          
          8.000000
          4135000.00
          4459827.22
          Corporate Debt Securities
        
        
          INTELSAT JACKSON HLDG
          
            2023-08-01
          
          5.500000
          3437000.00
          3042478.23
          Corporate Debt Securities
        
        
          INDUSTRIAS UNIDAS S A
          
            2023-10-31
          
          9.000000
          4858525.00
          3564778.06
          Corporate Debt Securities
        
        
          JBS USA LLC / JBS USA
          
            2021-06-01
          
          7.250000
          3205000.00
          3357237.50
          Corporate Debt Securities
        
        
          MATCH GROUP INC
          
            2027-12-15
          
          5.000000
          3281000.00
          3198555.76
          Corporate Debt Securities
        
        
          MASHANTUCKET WESTERN
          
            2026-07-01
          
          7.350000
          78527628.00
          14916650.24
          Corporate Debt Securities
        
        
          OASIS PETE INC NEW
          
            2026-05-01
          
          6.250000
          3450000.00
          3468807.29
          Corporate Debt Securities
        
        
          NEWFIELD EXPL CO
          
            2024-07-01
          
          5.625000
          3983000.00
          4275501.56
          Corporate Debt Securities
        
        
          MURPHY OIL USA INC
          
            2027-05-01
          
          5.625000
          3099000.00
          3082536.56
          Corporate Debt Securities
        
        
          LEHMAN BRTH HLD RICI
          
            2038-05-11
          
          7.500000
          218862000.00
          4485795.55
          Corporate Debt Securities
        
        
          MIRANT AMERICAS GENER
          
            2021-10-01
          
          8.500000
          8943000.00
          4695075.00
          Corporate Debt Securities
        
        
          MIRANT AMERICAS GENER
          
            2031-05-01
          
          9.125000
          7759000.00
          4073475.00
          Corporate Debt Securities
        
        
          MICROCHIP TECHNOLOGY
          
            2021-06-01
          
          3.922000
          4255000.00
          4279253.50
          Corporate Debt Securities
        
        
          MIDAS INTER HOLDCO II
          
            2022-10-01
          
          7.875000
          3351000.00
          3294451.87
          Corporate Debt Securities
        
        
          BMC EAST LLC
          
            2024-10-01
          
          5.500000
          2957000.00
          2891699.59
          Corporate Debt Securities
        
        
          BRASIL TELECOM SA BRA
          
            2022-02-10
          
          5.750000
          8113000.00
          3772545.00
          Corporate Debt Securities
        
        
          BUFFALO THUNDER DEV A
          
            2022-12-09
          
          11.000000
          21975403.00
          9119792.24
          Corporate Debt Securities
        
        
          BUILDING MATLS CORP A
          
            2025-10-15
          
          6.000000
          3027000.00
          3080477.00
          Corporate Debt Securities
        
        
          AVON PRODS INC
          
            2043-03-15
          
          8.950000
          4130000.00
          3504695.06
          Corporate Debt Securities
        
        
          ATHILON CAP CORP
          
            2047-06-20
          
          0.000000
          24900000.00
          17722425.60
          Corporate Debt Securities
        
        
          ATHILON CAP CORP
          
            2047-06-20
          
          0.000000
          19200000.00
          13665484.80
          Corporate Debt Securities
        
        
          ATENTO LUXCO 1 S.A.
          
            2022-08-10
          
          6.125000
          4215000.00
          4184000.43
          Corporate Debt Securities
        
        
          BANCO DE COSTA RICA
          
            2018-08-12
          
          5.250000
          3521000.00
          3584011.23
          Corporate Debt Securities
        
        
          BANISTMO SA
          
            2022-09-19
          
          3.650000
          3800000.00
          3622540.00
          Corporate Debt Securities
        
        
          ARD FIN S A
          
            2023-09-15
          
          7.125000
          3241534.00
          3288282.32
          Corporate Debt Securities
        
        
          CNH INDUSTRIAL N.V.
          
            2023-08-15
          
          4.500000
          3035000.00
          3128326.25
          Corporate Debt Securities
        
        
          CLEAR CHANNEL COMMUNI
          
            2019-12-15
          
          9.000000
          6836000.00
          5374805.00
          Corporate Debt Securities
        
        
          CLEAR CHANNEL COMMUNI
          
            2021-03-01
          
          9.000000
          9809000.00
          7675542.50
          Corporate Debt Securities
        
        
          CAIXA ECONOMICA FEDER
          
            2018-10-03
          
          4.500000
          3002000.00
          3028177.44
          Corporate Debt Securities
        
        
          CEMEX SAB DE CV
          
            2025-05-05
          
          6.125000
          3620000.00
          3672213.47
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO H
          
            2025-05-01
          
          5.375000
          3680000.00
          3595283.33
          Corporate Debt Securities
        
        
          CCO HLDGS LLC / CCO H
          
            2022-09-30
          
          5.250000
          2874000.00
          2924714.12
          Corporate Debt Securities
        
        
          CENTURYLINK INC
          
            2042-03-15
          
          7.650000
          3395000.00
          2932091.75
          Corporate Debt Securities
        
        
          CENTRUS ENERGY CORP
          
            2027-02-28
          
          8.250000
          6000253.00
          4958084.05
          Corporate Debt Securities
        
        
          DENBURY RES INC
          
            2021-08-15
          
          6.375000
          3218000.00
          3053144.54
          Corporate Debt Securities
        
        
          CSN RESOURCES SA
          
            2020-07-21
          
          6.500000
          3757000.00
          3694905.14
          Corporate Debt Securities
        
        
          CONCORDIA INTL CORP
          
            2022-10-21
          
          9.500000
          37456000.00
          3888140.85
          Corporate Debt Securities
        
        
          CREDITO REAL S A DE C
          
            2099-01-01
          
          9.125000
          3760000.00
          3657566.11
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0195
      300000000.00
      300000000.00
      0.0078
      N
      Y
      Y
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH
      MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH 2.100
      60683CF14
      JBONEPAGQXF4QP29B387
      US60683CF146
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0210
      56997237.21
      56997237.21
      0.0015
      N
      Y
      Y
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH
      MITSUBISHI UFJ TRUST & BANKING CORP LTD- SINGAPORE BRANCH 2.352
      60683CFL0
      JBONEPAGQXF4QP29B387
      US60683CFL00
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-06-20
      2018-06-20
      N
      N
      N
      0.0235
      49949083.50
      49949083.50
      0.0013
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.233
      60683BGC1
      JBONEPAGQXF4QP29B387
      US60683BGC19
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-11-06
      2018-11-06
      N
      N
      N
      0.0226
      120030356.40
      120030356.40
      0.0031
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.235
      60683BEZ2
      JBONEPAGQXF4QP29B387
      US60683BEZ22
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-26
      2018-08-24
      2018-08-24
      N
      N
      N
      0.0227
      75015098.25
      75015098.25
      0.0019
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.290
      60683BGG2
      JBONEPAGQXF4QP29B387
      US60683BGG23
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-10
      2018-08-10
      2018-08-10
      N
      N
      N
      0.0229
      100033842.00
      100033842.00
      0.0026
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.169
      60683BEB5
      JBONEPAGQXF4QP29B387
      US60683BEB53
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-08-17
      2018-08-17
      N
      N
      N
      0.0220
      60013320.00
      60013320.00
      0.0016
      N
      N
      N
      N
    
    
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF
      MITSUBISHI UFJ TRUST & BANKING CORP-NEW YORK IBF 2.129
      60683BCX9
      JBONEPAGQXF4QP29B387
      US60683BCX91
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-02
      2018-07-02
      2018-07-02
      N
      N
      N
      0.0216
      25008049.25
      25008049.25
      0.0006
      N
      N
      N
      N
    
    
      MIZUHO BANK LIMITED-LONDON
      MIZUHO BANK LIMITED-LONDON 2.392
      8D9942C
      RB0PEZSDGCO3JS6CEU02
      XS1809232686
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0239
      199462990.00
      199462990.00
      0.0052
      N
      N
      N
      N
    
    
      MIZUHO BANK LIMITED-LONDON
      MIZUHO BANK LIMITED-LONDON 2.391
      8D9536N
      RB0PEZSDGCO3JS6CEU02
      XS1808848318
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-13
      2018-07-13
      2018-07-13
      N
      N
      N
      0.0239
      49875551.00
      49875551.00
      0.0013
      N
      N
      N
      N
    
    
      MIZUHO BANK LIMITED-NEW YORK
      MIZUHO BANK LIMITED-NEW YORK 2.249
      60700AUD4
      RB0PEZSDGCO3JS6CEU02
      US60700AUD44
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-10
      2018-09-10
      2018-09-10
      N
      N
      N
      0.0228
      225085925.25
      225085925.25
      0.0058
      N
      N
      N
      N
    
    
      MIZUHO BANK LIMITED-NEW YORK
      MIZUHO BANK LIMITED-NEW YORK 1.750
      0NC001DH4
      0001512734
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-05
      2018-06-05
      2018-06-05
      N
      N
      N
      0.0175
      200000000.00
      200000000.00
      0.0052
      N
      N
      Y
      N
    
    
      MIZUHO BANK LIMITED-NEW YORK
      MIZUHO BANK LIMITED-NEW YORK 2.189
      60700ASS4
      RB0PEZSDGCO3JS6CEU02
      US60700ASS41
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-15
      2018-08-15
      2018-08-15
      N
      N
      N
      0.0222
      125040011.25
      125040011.25
      0.0032
      N
      N
      N
      N
    
    
      MIZUHO BANK LIMITED-NEW YORK
      MIZUHO BANK LIMITED-NEW YORK 1.710
      0NC001DJ0
      0001512734
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0171
      450000000.00
      450000000.00
      0.0117
      N
      Y
      Y
      N
    
    
      MIZUHO BANK LIMITED-NEW YORK
      MIZUHO BANK LIMITED-NEW YORK 2.154
      60700AQR8
      RB0PEZSDGCO3JS6CEU02
      US60700AQR85
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0218
      130030297.80
      130030297.80
      0.0034
      N
      N
      N
      N
    
    
      MUFG BANK LTD NEW YORK BRANCH
      MUFG BANK LTD NEW YORK BRANCH 2.188
      60683BCT8
      JBONEPAGQXF4QP29B387
      US60683BCT89
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-06-27
      2018-06-27
      N
      N
      N
      0.0222
      69018285.00
      69018285.00
      0.0018
      N
      N
      N
      N
    
    
      MUFG BANK LTD NEW YORK BRANCH
      MUFG BANK LTD NEW YORK BRANCH 2.340
      55379WAY2
      C3GTMMZIHMY46P4OIX74
      US55379WAY21
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0234
      200085844.00
      200085844.00
      0.0052
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      NATIONAL AUSTRALIA BANK LIMITED 2.067
      63254GGG4
      F8SB4JFBSYQFRQEH3Z21
      US63254GGG47
      0000833029
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-01
      2018-08-01
      2018-08-01
      N
      N
      N
      0.0210
      25007988.25
      25007988.25
      0.0006
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      NATIONAL AUSTRALIA BANK LIMITED 2.138
      63254GFM2
      F8SB4JFBSYQFRQEH3Z21
      US63254GFM24
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-20
      2018-10-19
      2018-10-19
      N
      N
      N
      0.0217
      124996617.50
      124996617.50
      0.0032
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED
      NATIONAL AUSTRALIA BANK LIMITED 2.239
      63254GHD0
      F8SB4JFBSYQFRQEH3Z21
      US63254GHD07
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-11
      2019-05-10
      2019-05-10
      N
      N
      N
      0.0227
      80037230.40
      80037230.40
      0.0021
      N
      N
      N
      N
    
    
      NATIONAL AUSTRALIA BANK LIMITED-LONDON
      NATIONAL AUSTRALIA BANK LIMITED-LONDON 2.128
      2D8520N
      F8SB4JFBSYQFRQEH3Z21
      XS1651865161
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-20
      2018-07-19
      2018-07-19
      N
      N
      N
      0.0216
      140003759.00
      140003759.00
      0.0036
      N
      N
      N
      N
    
    
      NATIXIS - NEW YORK BRANCH
      NATIXIS - NEW YORK BRANCH 2.253
      63873LBK0
      KX1WK48MPD4Y2NCUIZ63
      US63873LBK08
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-21
      2018-12-21
      2018-12-21
      N
      N
      N
      0.0228
      125012376.25
      125012376.25
      0.0032
      N
      N
      N
      N
    
    
      NATIXIS - NEW YORK BRANCH
      NATIXIS - NEW YORK BRANCH 2.325
      63873LBL8
      KX1WK48MPD4Y2NCUIZ63
      US63873LBL80
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-15
      2019-02-15
      2019-02-15
      N
      N
      N
      0.0236
      73018586.53
      73018586.53
      0.0019
      N
      N
      N
      N
    
    
      NATIXIS - NEW YORK BRANCH
      NATIXIS - NEW YORK BRANCH 1.710
      63873KF10
      KX1WK48MPD4Y2NCUIZ63
      US63873KF101
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0171
      151139089.60
      151139089.60
      0.0039
      N
      Y
      Y
      N
    
    
      NATIXIS - NEW YORK BRANCH
      NATIXIS - NEW YORK BRANCH 2.358
      63873LBF1
      KX1WK48MPD4Y2NCUIZ63
      US63873LBF13
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-11
      2018-09-12
      2018-09-12
      N
      N
      N
      0.0239
      200175116.00
      200175116.00
      0.0052
      N
      N
      N
      N
    
    
      NATIXIS S.A. - GRAND CAYMAN
      NATIXIS S.A. - GRAND CAYMAN 1.710
      0NGC02B35
      0001274981
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0171
      500000000.00
      500000000.00
      0.0130
      N
      Y
      Y
      N
    
    
      NEW YORK ST HSG FIN AGY
      NEW YORK ST HSG FIN AGY 1.930
      64987B6G8
      5493000LS7KCDB02O506
      US64987B6G89
      Variable Rate Demand Note
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        VMIG1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2049-11-01
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        1
        N
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0193
      18350000.00
      18350000.00
      0.0005
      N
      Y
      Y
      N
    
    
      NEW YORK STATE HOUSING FINANCE AGENCY
      NEW YORK STATE HOUSING FINANCE AGENCY 1.800
      64987BPB8
      5493000LS7KCDB02O506
      US64987BPB89
      Variable Rate Demand Note
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        VMIG1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2050-05-01
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        1
        N
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0180
      29230000.00
      29230000.00
      0.0008
      N
      Y
      Y
      N
    
    
      NIEUW AMSTERDAM RECEIVABLES CORPORATION
      NIEUW AMSTERDAM RECEIVABLES CORPORATION 1.945
      65409SGK8
      54930052Z500U6IGFJ82
      US65409SGK87
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-19
      2018-07-19
      2018-07-19
      N
      Y
      
        COOPERATIEVE RABOBANK U.A
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          NR
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0195
      59832338.40
      59832338.40
      0.0016
      N
      N
      N
      N
    
    
      NORDEA BANK AB
      NORDEA BANK AB 1.911
      65558GGQ0
      6SCPQ280AIY8EP3XFW53
      US65558GGQ01
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-24
      2018-07-24
      2018-07-24
      N
      N
      N
      0.0191
      99709000.00
      99709000.00
      0.0026
      N
      N
      N
      N
    
    
      NORDEA BANK AB/NEW YORK NY
      NORDEA BANK AB/NEW YORK NY 1.700
      ORP001B79
      0001002614
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0170
      500000000.00
      500000000.00
      0.0130
      N
      Y
      Y
      N
    
    
      NORINCHUKIN BANK-NEW YORK
      NORINCHUKIN BANK-NEW YORK 2.128
      65602UG77
      5493007VSMFZCPV1NB83
      US65602UG778
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-09
      2018-08-09
      2018-08-09
      N
      N
      N
      0.0216
      200076388.00
      200076388.00
      0.0052
      N
      N
      N
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 2.183
      67984YEA8
      5493004QSN8OZAIU2J90
      US67984YEA82
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-27
      2018-10-22
      2018-10-22
      N
      N
      Y
      
        ROYAL BANK OF CANADA
        Liquidity/Partial C/E
        1.0000
        
          Fitch Long Rating
          AA
        
        
          Fitch Short Rating
          F1+
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          AA-
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      0.0221
      40003322.40
      40003322.40
      0.0010
      N
      N
      N
      N
    
    
      OLD LINE FUNDING LLC
      OLD LINE FUNDING LLC 2.021
      67983UF73
      5493004QSN8OZAIU2J90
      US67983UF731
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-07
      2018-06-07
      2018-06-07
      N
      N
      Y
      
        ROYAL BANK OF CANADA
        Liquidity/Partial C/E
        1.0000
        
          Fitch Long Rating
          AA
        
        
          Fitch Short Rating
          F1+
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          AA-
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      0.0202
      49982889.00
      49982889.00
      0.0013
      N
      N
      Y
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
      OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 2.199
      69034CFP8
      5493007O3QFXCPOGWK22
      US69034CFP86
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-11
      2018-11-13
      2018-11-13
      N
      N
      N
      0.0223
      20001815.00
      20001815.00
      0.0005
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
      OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 2.120
      69033L4T3
      5493007O3QFXCPOGWK22
      US69033L4T34
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-09
      2018-07-09
      2018-07-09
      N
      N
      N
      0.0212
      140016234.40
      140016234.40
      0.0036
      N
      N
      N
      N
    
    
      OVERSEA-CHINESE BANKING CORPORATION NY AGENCY
      OVERSEA-CHINESE BANKING CORPORATION NY AGENCY 2.040
      69033L3Y3
      5493007O3QFXCPOGWK22
      US69033L3Y38
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-15
      2018-06-15
      2018-06-15
      N
      N
      N
      0.0204
      100007697.00
      100007697.00
      0.0026
      N
      N
      N
      N
    
    
      RABOBANK LONDON
      RABOBANK LONDON 2.128
      7D4176N
      DG3RU1DBUFHT4ZF9WN62
      XS1772116726
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-09
      2018-08-09
      2018-08-09
      N
      N
      N
      0.0216
      200010500.00
      200010500.00
      0.0052
      N
      N
      N
      N
    
    
      RABOBANK-NEW YORK
      RABOBANK-NEW YORK 2.088
      21684B3D4
      DG3RU1DBUFHT4ZF9WN62
      US21684B3D49
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-06-20
      2018-06-20
      N
      N
      N
      0.0212
      59009122.58
      59009122.58
      0.0015
      N
      N
      N
      N
    
    
      RABOBANK-NEW YORK
      RABOBANK-NEW YORK 2.109
      21684B3Y8
      DG3RU1DBUFHT4ZF9WN62
      US21684B3Y85
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-11
      2018-11-13
      2018-11-13
      N
      N
      N
      0.0214
      99989787.00
      99989787.00
      0.0026
      N
      N
      N
      N
    
    
      RABOBANK-NEW YORK
      RABOBANK-NEW YORK 2.089
      21684B4L5
      DG3RU1DBUFHT4ZF9WN62
      US21684B4L55
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-05
      2018-08-03
      2018-08-03
      N
      N
      N
      0.0212
      200071770.00
      200071770.00
      0.0052
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NY BRANCH
      ROYAL BANK OF CANADA NY BRANCH 2.418
      78012UBV6
      ES7IP3U3RHIGC71XBU11
      US78012UBV61
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-21
      2018-09-21
      2018-09-21
      N
      N
      N
      0.0245
      75015132.75
      75015132.75
      0.0019
      N
      N
      N
      N
    
    
      ROYAL BANK OF CANADA NY BRANCH
      ROYAL BANK OF CANADA NY BRANCH 2.165
      78009NX50
      ES7IP3U3RHIGC71XBU11
      US78009NX508
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-24
      2018-07-24
      2018-07-24
      N
      N
      N
      0.0220
      75028021.50
      75028021.50
      0.0019
      N
      N
      N
      N
    
    
      SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE
      SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE 1.900
      79765PDJ9
      549300RA28ZEFOB6M782
      US79765PDJ93
      Variable Rate Demand Note
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        VMIG1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-06-07
      2056-11-01
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        7
        N
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0190
      15190000.00
      15190000.00
      0.0004
      N
      N
      Y
      N
    
    
      SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE
      SAN FRANCISCO CITY & CNTY CA MF HSG REVENUE 1.850
      79765PDK6
      549300RA28ZEFOB6M782
      US79765PDK66
      Variable Rate Demand Note
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        VMIG1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-06-07
      2056-11-01
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        7
        N
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      Y
      
        BANK OF CHINA-NEW YORK
        1.0000
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0185
      24190000.00
      24190000.00
      0.0006
      N
      N
      Y
      N
    
    
      SINOPEC CENTURY BRIGHT CAPITAL INVESTMENT LIMITED
      SINOPEC CENTURY BRIGHT CAPITAL INVESTMENT LIMITED 2.207
      82937RGW0
      2138009UNXTD8EYS5M35
      US82937RGW07
      Non-Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-30
      2018-07-30
      2018-07-30
      N
      N
      N
      0.0221
      92685350.31
      92685350.31
      0.0024
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
      SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 1.910
      83050FG88
      F3JS33DEI6XQ4ZBPTN86
      US83050FG886
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-25
      2018-07-25
      2018-07-25
      N
      N
      N
      0.0191
      44996916.60
      44996916.60
      0.0012
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK
      SKANDINAVISKA ENSKILDA BANKEN AB/NEW YORK 2.203
      83050FT68
      F3JS33DEI6XQ4ZBPTN86
      US83050FT681
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-12-07
      2018-12-07
      N
      N
      N
      0.0223
      70018601.10
      70018601.10
      0.0018
      N
      N
      N
      N
    
    
      SKANDINAVISKA ENSKILDA BANKEN-GRAND CAYMAN
      SKANDINAVISKA ENSKILDA BANKEN-GRAND CAYMAN 1.690
      ORK001DT4
      0000917311
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0169
      60838000.00
      60838000.00
      0.0016
      N
      Y
      Y
      N
    
    
      SOCIETE GENERALE SA
      SOCIETE GENERALE SA 1.970
      0SOC02PT3
      O2RNE8IBXP4R0TD8PU41
      0001145665
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          VALEANT PHARMACEUTICA
          
            2021-08-15
          
          6.750000
          8532000.00
          8808223.49
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICA
          
            2025-12-15
          
          9.000000
          1811107.00
          1957806.67
          Corporate Debt Securities
        
        
          VECTOR GROUP LTD
          
            2025-02-01
          
          6.125000
          5000000.00
          5014583.34
          Corporate Debt Securities
        
        
          VERISIGN INC
          
            2025-04-01
          
          5.250000
          4989000.00
          5107488.75
          Corporate Debt Securities
        
        
          TRIBUNE MEDIA CO
          
            2022-07-15
          
          5.875000
          477000.00
          494145.50
          Corporate Debt Securities
        
        
          TRINIDAD & TOBAGO REP
          
            2026-08-04
          
          4.500000
          2960000.00
          2899690.00
          Other Instrument
          International Debt
        
        
          TURKIYE IS BANKASI A
          
            2020-04-30
          
          5.000000
          211000.00
          206105.97
          Corporate Debt Securities
        
        
          UNITED STATES STL COR
          
            2025-08-15
          
          6.875000
          1000.00
          1040.24
          Corporate Debt Securities
        
        
          UNITED MEXICAN STS MT
          
            2023-10-02
          
          4.000000
          2000.00
          2020.11
          Other Instrument
          International Debt
        
        
          TMX FIN LLC/TITLEMAX
          
            2018-09-15
          
          8.500000
          7999000.00
          8152936.31
          Corporate Debt Securities
        
        
          WINDSTREAM SVCS LLC /
          
            2025-10-31
          
          8.625000
          7739510.00
          7255226.29
          Corporate Debt Securities
        
        
          WUZHOU INTERNATIONAL
          
            2018-09-26
          
          13.750000
          5605304.00
          4791505.72
          Corporate Debt Securities
        
        
          WILDHORSE RESOURCE DE
          
            2025-02-01
          
          6.875000
          2361009.00
          2462335.64
          Corporate Debt Securities
        
        
          YPF SOCIEDAD ANONIMA
          
            2027-07-21
          
          6.950000
          12.00
          11.59
          Corporate Debt Securities
        
        
          RESOLUTE ENERGY CORP
          
            2020-05-01
          
          8.500000
          817000.00
          823808.33
          Corporate Debt Securities
        
        
          RITE AID CORP
          
            2023-04-01
          
          6.125000
          1823000.00
          1901237.09
          Corporate Debt Securities
        
        
          SCHULMAN A INC
          
            2023-06-01
          
          6.875000
          3783000.00
          4102190.63
          Corporate Debt Securities
        
        
          SHACKLETON CLO LTD 20
          
            2029-04-20
          
          8.573660
          103.00
          104.24
          Asset-Backed Securities
        
        
          SINCLAIR TELEVISION G
          
            2021-04-01
          
          5.375000
          2925000.00
          2965828.13
          Corporate Debt Securities
        
        
          SPRINGLEAF FINANCE CO
          
            2023-03-15
          
          5.625000
          669618.00
          667525.44
          Corporate Debt Securities
        
        
          SPRINGLEAF FINANCE CO
          
            2026-03-15
          
          7.125000
          1029.00
          1033.07
          Corporate Debt Securities
        
        
          SPRINT CORP
          
            2026-03-01
          
          7.625000
          4318200.00
          4499594.39
          Corporate Debt Securities
        
        
          SPRINT CORP
          
            2024-06-15
          
          7.125000
          3000000.00
          3109812.50
          Corporate Debt Securities
        
        
          SRI LANKA REP
          
            2020-10-04
          
          6.250000
          116000.00
          119331.04
          Other Instrument
          International Debt
        
        
          STERIGENICS-NORDION H
          
            2023-05-15
          
          6.500000
          1113000.00
          1128736.58
          Corporate Debt Securities
        
        
          STENA INTL SA
          
            2024-03-01
          
          5.750000
          200000.00
          186375.00
          Corporate Debt Securities
        
        
          SURGERY CTR HLDGS INC
          
            2021-04-15
          
          8.875000
          4923000.00
          5114210.69
          Corporate Debt Securities
        
        
          PROVINCIA DE ENTRE RI
          
            2025-02-08
          
          8.750000
          1850000.00
          1780560.76
          Corporate Debt Securities
        
        
          REPUBLIC OF TURKEY
          
            2047-05-11
          
          5.750000
          1625803.00
          1380021.33
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2036-03-17
          
          6.875000
          122835000.00
          122138764.42
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2040-05-30
          
          6.750000
          36780000.00
          35174093.25
          Other Instrument
          International Debt
        
        
          POST HLDGS INC
          
            2028-01-15
          
          5.625000
          2453530.00
          2375707.10
          Corporate Debt Securities
        
        
          PROCTER AND GAMBLE CO
          
            2023-08-15
          
          3.100000
          1020000.00
          1031564.53
          Corporate Debt Securities
        
        
          ORANGE
          
            2019-02-06
          
          2.750000
          1017000.00
          1026879.87
          Corporate Debt Securities
        
        
          PANCANADIAN PETE LTD
          
            2031-11-01
          
          7.200000
          697000.00
          862049.60
          Corporate Debt Securities
        
        
          PARKER DRILLING CO
          
            2020-08-01
          
          7.500000
          655000.00
          628800.00
          Corporate Debt Securities
        
        
          PAR PETROLEUM LLC / P
          
            2025-12-15
          
          7.750000
          8207661.00
          8656289.47
          Corporate Debt Securities
        
        
          PERU LNG S.R.L.
          
            2030-03-22
          
          5.375000
          10.00
          9.98
          Other Instrument
          International Debt
        
        
          FREEDOM MORTGAGE CORP
          
            2025-04-15
          
          8.250000
          3697068.00
          3731882.06
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT CO
          
            2023-02-15
          
          3.588750
          850.00
          856.92
          Corporate Debt Securities
        
        
          FXI HOLDINGS INC
          
            2024-11-01
          
          7.875000
          1796390.00
          1790214.91
          Corporate Debt Securities
        
        
          FRESH MKT INC
          
            2023-05-01
          
          9.750000
          2000.00
          1276.25
          Corporate Debt Securities
        
        
          FIRST QUANTUM MINERAL
          
            2024-03-01
          
          6.500000
          9499100.00
          9183650.72
          Corporate Debt Securities
        
        
          EVEREST ACQ LLC/FINAN
          
            2023-06-15
          
          6.375000
          1991000.00
          1332767.10
          Corporate Debt Securities
        
        
          EVEREST ACQ LLC/FINAN
          
            2024-11-29
          
          8.000000
          4428000.00
          4384704.00
          Corporate Debt Securities
        
        
          ESKOM HLDGS LTD
          
            2021-01-26
          
          5.750000
          1950000.00
          1986397.29
          Corporate Debt Securities
        
        
          ENDO FIN LLC / ENDO F
          
            2023-01-15
          
          5.375000
          1000000.00
          756555.56
          Corporate Debt Securities
        
        
          ENSCO PLC
          
            2044-10-01
          
          5.750000
          2357000.00
          1696057.92
          Corporate Debt Securities
        
        
          ENSCO PLC
          
            2025-03-15
          
          5.200000
          2700000.00
          2290890.00
          Corporate Debt Securities
        
        
          EAGLE INTER GLOBAL HL
          
            2025-05-01
          
          7.500000
          7944940.00
          8148529.09
          Corporate Debt Securities
        
        
          GENERAL CABLE CORP DE
          
            2022-10-01
          
          5.750000
          8633000.00
          8933457.18
          Corporate Debt Securities
        
        
          GPO CEM CHIHUAHUA
          
            2024-06-23
          
          5.250000
          995488.00
          1008470.82
          Corporate Debt Securities
        
        
          HALCON RES CORP
          
            2025-02-15
          
          6.750000
          2000000.00
          1949750.00
          Corporate Debt Securities
        
        
          GULFPORT ENERGY CORP
          
            2023-05-01
          
          6.625000
          1142000.00
          1156869.79
          Corporate Debt Securities
        
        
          HEXION U S FIN CORP
          
            2020-04-15
          
          6.625000
          3577000.00
          3401602.80
          Corporate Debt Securities
        
        
          HRG GROUP INC
          
            2022-01-15
          
          7.750000
          2312000.00
          2443270.22
          Corporate Debt Securities
        
        
          HEARTLAND DENTAL LLC
          
            2026-05-01
          
          8.500000
          1.00
          1.00
          Corporate Debt Securities
        
        
          HEXION INC
          
            2020-04-15
          
          10.000000
          4554000.00
          4555265.01
          Corporate Debt Securities
        
        
          HERTZ CORP
          
            2022-10-15
          
          6.250000
          3025000.00
          2754220.49
          Corporate Debt Securities
        
        
          INDIGO NAT RES LLC
          
            2026-02-15
          
          6.875000
          61713.00
          59045.20
          Corporate Debt Securities
        
        
          INFOR US INC
          
            2020-08-15
          
          5.750000
          8888000.00
          9171798.78
          Corporate Debt Securities
        
        
          MCDERMOTT ESCROW 1 IN
          
            2024-05-01
          
          10.625000
          4236857.00
          4460101.11
          Corporate Debt Securities
        
        
          JEFFERIES LN CORE LLC
          
            2020-06-01
          
          6.875000
          3010000.00
          3171411.25
          Corporate Debt Securities
        
        
          KFC HLDG CO/PIZZA HUT
          
            2026-06-01
          
          5.250000
          3308000.00
          3312135.00
          Corporate Debt Securities
        
        
          KINDRED HEALTHCARE IN
          
            2022-04-15
          
          6.375000
          5983000.00
          6196269.02
          Corporate Debt Securities
        
        
          INSTITUTO COSTARRI
          
            2021-11-10
          
          6.950000
          2630000.00
          2778737.46
          Corporate Debt Securities
        
        
          ISTAR INC
          
            2022-04-01
          
          6.000000
          161000.00
          163012.50
          Corporate Debt Securities
        
        
          INTREPID AVIATION GRO
          
            2019-02-15
          
          6.875000
          4918000.00
          4956080.35
          Corporate Debt Securities
        
        
          JEFFERIES FINANCE LLC
          
            2021-04-15
          
          7.500000
          3641000.00
          3712302.92
          Corporate Debt Securities
        
        
          MOSS CREEK RES HLDGS
          
            2026-01-15
          
          7.500000
          867310.00
          887005.16
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC /
          
            2020-10-01
          
          7.875000
          5698000.00
          5849823.21
          Corporate Debt Securities
        
        
          MOUNTAIN PROV DIAMOND
          
            2022-12-15
          
          8.000000
          1583724.00
          1635986.89
          Corporate Debt Securities
        
        
          MPLX LP
          
            2024-12-01
          
          4.875000
          782000.00
          835375.41
          Corporate Debt Securities
        
        
          MOLINA HEALTHCARE INC
          
            2025-06-15
          
          4.875000
          1240.00
          1206.66
          Corporate Debt Securities
        
        
          NRG ENERGY INC
          
            2027-01-15
          
          6.625000
          25.00
          26.47
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP SA
          
            2026-05-01
          
          7.375000
          2830000.00
          2831021.94
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP SA
          
            2022-05-15
          
          6.000000
          5000000.00
          5063333.33
          Corporate Debt Securities
        
        
          OCWEN LN SERVICING LL
          
            2022-11-15
          
          8.375000
          16493000.00
          17255343.12
          Corporate Debt Securities
        
        
          ODEBRECHT DRILLING NO
          
            2021-12-01
          
          6.350000
          1216.00
          951.10
          Corporate Debt Securities
        
        
          OASIS PETE INC NEW
          
            2026-05-01
          
          6.250000
          10.00
          10.05
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC /
          
            2021-07-01
          
          6.500000
          12636000.00
          13136174.98
          Corporate Debt Securities
        
        
          NISSAN MTR ACCEP CORP
          
            2022-01-13
          
          2.800000
          475000.00
          470593.58
          Corporate Debt Securities
        
        
          NGL ENERGY PARTNERS L
          
            2023-11-01
          
          7.500000
          2254980.00
          2235248.93
          Corporate Debt Securities
        
        
          AMERICAN EXPRESS CO
          
            2021-05-17
          
          3.375000
          282.00
          283.13
          Corporate Debt Securities
        
        
          APERGY CORP
          
            2026-05-01
          
          6.375000
          2022.00
          2047.19
          Corporate Debt Securities
        
        
          AMGEN INC
          
            2027-11-02
          
          3.200000
          5.00
          4.72
          Corporate Debt Securities
        
        
          ARAB REP EGYPT
          
            2022-01-31
          
          6.125000
          1163451.00
          1204365.69
          Other Instrument
          International Debt
        
        
          ARGENTINA REP
          
            2033-12-31
          
          8.280000
          93.00
          131.89
          Other Instrument
          International Debt
        
        
          AT&T INC
          
            2050-02-15
          
          5.150000
          78.00
          76.76
          Corporate Debt Securities
        
        
          ARGOS MERGER SUB INC
          
            2023-03-15
          
          7.125000
          3129000.00
          1548985.38
          Corporate Debt Securities
        
        
          ARAB REP EGYPT
          
            2047-01-31
          
          8.500000
          3.00
          3.30
          Other Instrument
          International Debt
        
        
          ARGENTINA REP
          
            2021-04-22
          
          6.875000
          180000.00
          183770.63
          Other Instrument
          International Debt
        
        
          ALBERTSONS INC
          
            2030-05-01
          
          8.700000
          1000.00
          879.75
          Corporate Debt Securities
        
        
          ALERIS INTL INC
          
            2021-04-01
          
          9.500000
          49000.00
          52103.33
          Corporate Debt Securities
        
        
          ALLEGHENY ENERGY SUPP
          
            2039-10-15
          
          6.750000
          3738000.00
          5583170.25
          Corporate Debt Securities
        
        
          AES ANDRES DOMINICANA
          
            2026-05-11
          
          7.950000
          3428647.00
          3623794.16
          Corporate Debt Securities
        
        
          BEAZER HOMES USA INC
          
            2022-03-15
          
          8.750000
          630864.00
          688255.10
          Corporate Debt Securities
        
        
          BMC SOFTWARE FINANCE
          
            2021-07-15
          
          8.125000
          6384000.00
          6735595.25
          Corporate Debt Securities
        
        
          BROOKFIELD RESIDENTIA
          
            2022-07-01
          
          6.125000
          1449000.00
          1500614.59
          Corporate Debt Securities
        
        
          BRISTOW GROUP INC
          
            2022-10-15
          
          6.250000
          5331000.00
          4174098.96
          Corporate Debt Securities
        
        
          BRAZIL FEDERATIVE REP
          
            2028-01-13
          
          4.625000
          862554.00
          818761.41
          Other Instrument
          International Debt
        
        
          BRAZIL FEDERATIVE REP
          
            2021-01-22
          
          4.875000
          149894000.00
          156109916.60
          Other Instrument
          International Debt
        
        
          BRAZIL FEDERATIVE REP
          
            2019-10-14
          
          8.875000
          1499000.00
          1618300.62
          Other Instrument
          International Debt
        
        
          BRAZIL FEDERATIVE REP
          
            2023-01-05
          
          2.625000
          55228000.00
          51563392.06
          Other Instrument
          International Debt
        
        
          BRAZIL FEDERATIVE REP
          
            2024-04-15
          
          8.875000
          81005000.00
          99744719.24
          Other Instrument
          International Debt
        
        
          BRAZIL FEDERATIVE REP
          
            2025-01-07
          
          4.250000
          110093000.00
          108166372.60
          Other Instrument
          International Debt
        
        
          BANK TOKYO-MITSUBISHI
          
            2024-09-08
          
          3.250000
          997000.00
          986404.94
          Corporate Debt Securities
        
        
          BANCO NACIONAL DE DES
          
            2023-09-26
          
          5.750000
          14141000.00
          14778503.78
          Other Instrument
          International Debt
        
        
          BAHIA SUL HLDGS GMBH
          
            2026-07-14
          
          5.750000
          877115.00
          911569.78
          Corporate Debt Securities
        
        
          BANCO DO NORDESTE DO
          
            2019-05-03
          
          4.375000
          5000000.00
          5007013.89
          Corporate Debt Securities
        
        
          BANCO DO BRASIL S A
          
            2022-10-10
          
          3.875000
          346000.00
          329198.10
          Corporate Debt Securities
        
        
          CENTURY CMNTYS INC
          
            2025-07-15
          
          5.875000
          1048.00
          1013.62
          Corporate Debt Securities
        
        
          CLOUD CRANE LLC
          
            2024-08-01
          
          10.125000
          1901000.00
          2136248.75
          Corporate Debt Securities
        
        
          CNX MIDSTREAM PARTNER
          
            2026-03-15
          
          6.500000
          2030362.00
          2007464.03
          Corporate Debt Securities
        
        
          CITGO HOLDING INC
          
            2020-02-15
          
          10.750000
          3592000.00
          3886419.27
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATION
          
            2028-03-15
          
          4.200000
          10.00
          9.49
          Corporate Debt Securities
        
        
          CHS / CMNTY HEALTH SY
          
            2021-08-01
          
          5.125000
          12311000.00
          11798041.67
          Corporate Debt Securities
        
        
          CHS / CMNTY HEALTH SY
          
            2023-03-31
          
          6.250000
          13561000.00
          12776364.30
          Corporate Debt Securities
        
        
          CONSOL ENERGY INC NEW
          
            2025-11-15
          
          11.000000
          1740.00
          1915.98
          Corporate Debt Securities
        
        
          CONSOLIDATED ENERGY F
          
            2019-10-15
          
          6.750000
          17812000.00
          18271994.91
          Corporate Debt Securities
        
        
          COMSTOCK RES INC
          
            2020-03-15
          
          10.000000
          9635272.00
          10296358.73
          Corporate Debt Securities
        
        
          COMM S&L / CSL CAPITA
          
            2023-10-15
          
          8.250000
          2756000.00
          2702372.83
          Corporate Debt Securities
        
        
          CRESCENT CMNTYS LLC/C
          
            2021-10-15
          
          8.875000
          113000.00
          121061.45
          Corporate Debt Securities
        
        
          DAKOTA MERGER SUB INC
          
            2024-09-01
          
          10.750000
          7611000.00
          8557618.13
          Corporate Debt Securities
        
        
          CREDITO REAL S A DE C
          
            2023-07-20
          
          7.250000
          11.00
          11.28
          Corporate Debt Securities
        
        
          DENBURY RES INC DEL
          
            2021-05-15
          
          9.000000
          795.00
          845.88
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0197
      865000000.00
      865000000.00
      0.0225
      N
      N
      Y
      N
    
    
      SOCIETE GENERALE SA
      SOCIETE GENERALE SA 1.920
      0SOC02PV8
      O2RNE8IBXP4R0TD8PU41
      0001145665
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          DENBURY RES INC DEL
          
            2021-05-15
          
          9.000000
          681.00
          724.58
          Corporate Debt Securities
        
        
          DENBURY RES INC DEL
          
            2023-07-15
          
          4.625000
          684000.00
          583091.00
          Corporate Debt Securities
        
        
          DENBURY RES INC DEL
          
            2022-03-31
          
          9.250000
          6168098.00
          6619440.01
          Corporate Debt Securities
        
        
          DENBURY RES INC
          
            2022-05-01
          
          5.500000
          50000.00
          44479.17
          Corporate Debt Securities
        
        
          DRIVETIME AUTOMOTIVE
          
            2021-06-01
          
          8.000000
          5000000.00
          5225000.00
          Corporate Debt Securities
        
        
          CRIMSON MERGER SUB /
          
            2022-05-15
          
          6.625000
          12606000.00
          12438270.16
          Corporate Debt Securities
        
        
          DAKOTA MERGER SUB INC
          
            2024-09-01
          
          10.750000
          7931000.00
          8917418.13
          Corporate Debt Securities
        
        
          CREDITO REAL S A DE C
          
            2023-07-20
          
          7.250000
          2865675.00
          2938440.06
          Corporate Debt Securities
        
        
          CRANE CO
          
            2023-12-15
          
          4.450000
          5000.00
          5300.20
          Corporate Debt Securities
        
        
          CREDIT ACCEP CORP MIC
          
            2023-03-15
          
          7.375000
          2000.00
          2101.14
          Corporate Debt Securities
        
        
          CORPORACION NACIONAL
          
            2047-08-01
          
          4.500000
          487.00
          482.70
          Corporate Debt Securities
        
        
          COVEY PARK ENERGY LLC
          
            2025-05-15
          
          7.500000
          1999990.00
          2001656.66
          Corporate Debt Securities
        
        
          COMM S&L / CSL CAPITA
          
            2023-10-15
          
          8.250000
          15952000.00
          15641600.66
          Corporate Debt Securities
        
        
          COMMERCIAL METALS CO
          
            2023-05-15
          
          4.875000
          1962000.00
          1912296.00
          Corporate Debt Securities
        
        
          COMMERCIAL METALS CO
          
            2027-07-15
          
          5.375000
          1091.00
          1066.79
          Corporate Debt Securities
        
        
          COMSTOCK RES INC
          
            2020-03-15
          
          10.000000
          383136.00
          409423.39
          Corporate Debt Securities
        
        
          CONSOL ENERGY INC NEW
          
            2025-11-15
          
          11.000000
          1086.00
          1195.84
          Corporate Debt Securities
        
        
          CONSOLIDATED ENERGY F
          
            2019-10-15
          
          6.750000
          1246000.00
          1278177.95
          Corporate Debt Securities
        
        
          COOPERATIEVE CENTRALE
          
            2025-08-04
          
          4.375000
          6657000.00
          6655194.29
          Corporate Debt Securities
        
        
          CHS / CMNTY HEALTH SY
          
            2023-03-31
          
          6.250000
          48401000.00
          45600531.58
          Corporate Debt Securities
        
        
          CHESAPEAKE ENERGY COR
          
            2021-02-15
          
          6.125000
          166000.00
          170653.76
          Corporate Debt Securities
        
        
          CHARTER COMMUNICATION
          
            2028-03-15
          
          4.200000
          1073.00
          1017.69
          Corporate Debt Securities
        
        
          CITGO HOLDING INC
          
            2020-02-15
          
          10.750000
          1500000.00
          1622947.91
          Corporate Debt Securities
        
        
          CITGO HOLDING INC
          
            2020-02-15
          
          10.750000
          26853000.00
          29054013.56
          Corporate Debt Securities
        
        
          CIT GROUP INC
          
            2028-03-09
          
          6.125000
          9724600.00
          10079075.17
          Corporate Debt Securities
        
        
          CNX MIDSTREAM PARTNER
          
            2026-03-15
          
          6.500000
          10.00
          9.89
          Corporate Debt Securities
        
        
          CITIZENS COMMUNICATIO
          
            2031-08-15
          
          9.000000
          60000.00
          40890.00
          Corporate Debt Securities
        
        
          CENTURY CMNTYS INC
          
            2025-07-15
          
          5.875000
          1502096.00
          1452818.91
          Corporate Debt Securities
        
        
          CF INDS INC
          
            2026-12-01
          
          4.500000
          225000.00
          228298.50
          Corporate Debt Securities
        
        
          CENTENNIAL RESOURCE P
          
            2026-01-15
          
          5.375000
          7752760.00
          7847139.09
          Corporate Debt Securities
        
        
          CENTRAIS ELECTRICAS B
          
            2021-10-27
          
          5.750000
          5330000.00
          5345619.86
          Corporate Debt Securities
        
        
          CEDAR FAIR L P / MAGN
          
            2024-06-01
          
          5.375000
          1236000.00
          1269217.50
          Corporate Debt Securities
        
        
          CEMEX SAB DE CV
          
            2026-04-16
          
          7.750000
          2999590.00
          3268615.73
          Corporate Debt Securities
        
        
          CATERPILLAR INC DEL
          
            2022-06-26
          
          2.600000
          875000.00
          863235.14
          Corporate Debt Securities
        
        
          CAIXA ECONOMICA FEDER
          
            2022-11-07
          
          3.500000
          150000.00
          139955.00
          Corporate Debt Securities
        
        
          BANCO NACIONAL DE DES
          
            2023-09-26
          
          5.750000
          35859000.00
          37475593.45
          Other Instrument
          International Debt
        
        
          BANCO NACIONAL DE DES
          
            2020-07-12
          
          5.500000
          30400000.00
          31719849.82
          Other Instrument
          International Debt
        
        
          BANCO NACIONAL DE DES
          
            2019-06-10
          
          6.500000
          25450000.00
          26852931.23
          Other Instrument
          International Debt
        
        
          BANCO NACIONAL DE DES
          
            2018-06-16
          
          6.369000
          10252000.00
          10545220.00
          Other Instrument
          International Debt
        
        
          BARCLAYS BK PLC GLBL
          
            2018-11-23
          
          0.000001
          3748.00
          3748.00
          Corporate Debt Securities
        
        
          BAXTER INTL INC
          
            2026-08-15
          
          2.600000
          1020000.00
          939996.87
          Corporate Debt Securities
        
        
          BRAZIL FEDERATIVE REP
          
            2027-05-15
          
          10.125000
          41000.00
          55944.50
          Other Instrument
          International Debt
        
        
          BRAZIL FEDERATIVE REP
          
            2019-10-14
          
          8.875000
          1706000.00
          1841775.09
          Other Instrument
          International Debt
        
        
          BRASKEM FINANCE LIMIT
          
            2020-05-07
          
          7.000000
          20000000.00
          21153733.34
          Corporate Debt Securities
        
        
          BOC AVIATION PTE LTD
          
            2020-03-30
          
          3.000000
          7561000.00
          7535847.07
          Corporate Debt Securities
        
        
          BOC AVIATION PTE LTD
          
            2026-04-27
          
          3.875000
          939000.00
          907909.45
          Corporate Debt Securities
        
        
          BP CAP MKTS P L C
          
            2026-05-04
          
          3.119000
          747000.00
          717985.96
          Corporate Debt Securities
        
        
          BP CAP MKTS P L C
          
            2022-05-06
          
          3.245000
          79000.00
          79318.64
          Corporate Debt Securities
        
        
          BRAZIL FEDERATIVE REP
          
            2028-01-13
          
          4.625000
          276955.00
          262893.76
          Other Instrument
          International Debt
        
        
          BRISTOW GROUP INC
          
            2022-10-15
          
          6.250000
          883000.00
          691376.74
          Corporate Debt Securities
        
        
          BROOKFIELD RESIDENTIA
          
            2022-07-01
          
          6.125000
          808000.00
          836781.63
          Corporate Debt Securities
        
        
          BROOKFIELD RESIDENTIA
          
            2020-12-15
          
          6.500000
          104000.00
          108677.11
          Corporate Debt Securities
        
        
          BLUELINE RENT FIN COR
          
            2024-03-15
          
          9.250000
          401000.00
          434514.69
          Corporate Debt Securities
        
        
          BMC SOFTWARE FINANCE
          
            2021-07-15
          
          8.125000
          32431000.00
          34217119.28
          Corporate Debt Securities
        
        
          BOOZ ALLEN & HAMILTON
          
            2025-05-01
          
          5.125000
          999988.00
          986758.99
          Corporate Debt Securities
        
        
          BOXER PARENT CO INC
          
            2019-10-15
          
          9.000000
          12671000.00
          12864232.76
          Corporate Debt Securities
        
        
          BEAZER HOMES USA INC
          
            2022-03-15
          
          8.750000
          871.00
          950.24
          Corporate Debt Securities
        
        
          AES GENER S A
          
            2073-12-18
          
          8.375000
          9600000.00
          10324033.34
          Corporate Debt Securities
        
        
          ADVANCED MICRO DEVICE
          
            2024-07-01
          
          7.000000
          98000.00
          105880.83
          Corporate Debt Securities
        
        
          ALLEGHENY ENERGY SUPP
          
            2039-10-15
          
          6.750000
          1348000.00
          2013406.50
          Corporate Debt Securities
        
        
          ALLIANCE ONE INTL INC
          
            2021-07-15
          
          9.875000
          340000.00
          328033.89
          Corporate Debt Securities
        
        
          ALERIS INTL INC
          
            2021-04-01
          
          9.500000
          1501000.00
          1596063.33
          Corporate Debt Securities
        
        
          ALBERTSONS INC
          
            2030-05-01
          
          8.700000
          10488000.00
          9226818.00
          Corporate Debt Securities
        
        
          AT&T INC
          
            2050-02-15
          
          5.150000
          136.00
          133.84
          Corporate Debt Securities
        
        
          ARGENTINA REP
          
            2033-12-31
          
          8.280000
          406.00
          575.78
          Other Instrument
          International Debt
        
        
          ARAB REP EGYPT
          
            2022-01-31
          
          6.125000
          2517130.00
          2605649.07
          Other Instrument
          International Debt
        
        
          ARAB REP EGYPT
          
            2047-01-31
          
          8.500000
          626.00
          688.16
          Other Instrument
          International Debt
        
        
          APPLE INC
          
            2046-08-04
          
          3.850000
          1215000.00
          1185126.19
          Corporate Debt Securities
        
        
          APERGY CORP
          
            2026-05-01
          
          6.375000
          1316.00
          1332.40
          Corporate Debt Securities
        
        
          AMERICAN AXLE & MFG I
          
            2026-03-15
          
          6.250000
          98.00
          96.43
          Corporate Debt Securities
        
        
          AMERICAN HONDA FIN CO
          
            2021-09-20
          
          3.800000
          1500000.00
          1539606.67
          Corporate Debt Securities
        
        
          ALPHABET INC
          
            2026-08-15
          
          1.998000
          9000.00
          8153.58
          Corporate Debt Securities
        
        
          NIGERIA FED REP
          
            2022-06-27
          
          5.625000
          6200000.00
          6411187.50
          Other Instrument
          International Debt
        
        
          NETFLIX INC
          
            2028-11-15
          
          5.875000
          1002600.00
          1012086.41
          Corporate Debt Securities
        
        
          NAVIOS MARITIME ACQUI
          
            2021-11-15
          
          8.125000
          2742000.00
          2230921.67
          Corporate Debt Securities
        
        
          NAVIENT CORPORATION
          
            2021-07-26
          
          6.625000
          1802000.00
          1913279.75
          Corporate Debt Securities
        
        
          NAVIENT CORPORATION
          
            2022-06-15
          
          6.500000
          5813000.00
          6183417.27
          Corporate Debt Securities
        
        
          OASIS PETE INC NEW
          
            2026-05-01
          
          6.250000
          10.00
          10.05
          Corporate Debt Securities
        
        
          ODEBRECHT DRILLING NO
          
            2021-12-01
          
          6.350000
          1314.00
          1027.75
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP SA
          
            2024-05-15
          
          6.250000
          583000.00
          577142.47
          Corporate Debt Securities
        
        
          NXP B V / NXP FDG LLC
          
            2021-06-01
          
          4.125000
          11745000.00
          12104690.63
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP SA
          
            2026-05-01
          
          7.375000
          1233000.00
          1233445.25
          Corporate Debt Securities
        
        
          NUMERICABLE GROUP SA
          
            2022-05-15
          
          6.000000
          13600000.00
          13772266.66
          Corporate Debt Securities
        
        
          NRG ENERGY INC
          
            2028-01-15
          
          5.750000
          1549920.00
          1577743.22
          Corporate Debt Securities
        
        
          NRG ENERGY INC
          
            2027-01-15
          
          6.625000
          16145875.00
          17094893.66
          Corporate Debt Securities
        
        
          MOLINA HEALTHCARE INC
          
            2025-06-15
          
          4.875000
          1851290.00
          1801507.27
          Corporate Debt Securities
        
        
          MORGAN STANLEY
          
            2039-04-22
          
          4.457000
          400.00
          397.79
          Corporate Debt Securities
        
        
          MINSUR SA MINSUR
          
            2024-02-07
          
          6.250000
          300000.00
          321687.50
          Corporate Debt Securities
        
        
          NATIONAL AUSTRALIA BK
          
            2018-07-23
          
          3.001560
          6842000.00
          6870519.60
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC /
          
            2020-10-01
          
          7.875000
          1223000.00
          1255586.83
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC /
          
            2018-08-01
          
          6.500000
          19449000.00
          19874090.34
          Corporate Debt Securities
        
        
          NATIONSTAR MTG LLC /
          
            2021-07-01
          
          6.500000
          5000.00
          5197.92
          Corporate Debt Securities
        
        
          MOSS CREEK RES HLDGS
          
            2026-01-15
          
          7.500000
          9132680.00
          9340067.94
          Corporate Debt Securities
        
        
          JEFFERIES LN CORE LLC
          
            2020-06-01
          
          6.875000
          14294000.00
          15060515.76
          Corporate Debt Securities
        
        
          JEFFERIES FINANCE LLC
          
            2021-04-15
          
          7.500000
          8969000.00
          9144642.92
          Corporate Debt Securities
        
        
          IRIDIUM COMMUNICATION
          
            2023-04-15
          
          10.250000
          19988200.00
          21591559.02
          Corporate Debt Securities
        
        
          ITAU UNIBANCO HLDG SA
          
            2021-12-21
          
          6.200000
          5291000.00
          5611399.43
          Corporate Debt Securities
        
        
          ITHACA ENERGY INC
          
            2019-07-01
          
          8.125000
          14663000.00
          15049431.11
          Corporate Debt Securities
        
        
          INTELSAT JACKSON HLDG
          
            2022-09-30
          
          9.500000
          9240000.00
          10751638.33
          Corporate Debt Securities
        
        
          INTERNATIONAL WIRE GR
          
            2021-08-01
          
          10.750000
          2000.00
          1931.67
          Corporate Debt Securities
        
        
          INTELSAT LUXEMBOURG S
          
            2021-06-01
          
          7.750000
          1857000.00
          1562201.25
          Corporate Debt Securities
        
        
          KINDRED HEALTHCARE IN
          
            2022-04-15
          
          6.375000
          19078000.00
          19758051.21
          Corporate Debt Securities
        
        
          KOREA EAST-WEST PWR C
          
            2022-06-19
          
          2.625000
          105.00
          102.36
          Corporate Debt Securities
        
        
          KOREA HOUSING FINANCE
          
            2020-11-15
          
          2.500000
          12851.00
          12549.14
          Other Instrument
          International Debt
        
        
          KREDITANSTALT FUR WIE
          
            2022-10-04
          
          2.000000
          619000.00
          599029.00
          Other Instrument
          International Debt
        
        
          KREDITANSTALT FUR WIE
          
            2020-09-08
          
          2.750000
          1316000.00
          1326870.53
          Other Instrument
          International Debt
        
        
          KROGER CO
          
            2029-09-15
          
          8.000000
          1000.00
          1286.43
          Corporate Debt Securities
        
        
          KENNEDY-WILSON INC
          
            2024-04-01
          
          5.875000
          2600000.00
          2586458.33
          Corporate Debt Securities
        
        
          MCDERMOTT ESCROW 1 IN
          
            2024-05-01
          
          10.625000
          7929292.00
          8347094.10
          Corporate Debt Securities
        
        
          MATTEL INC
          
            2023-03-15
          
          3.150000
          18000.00
          15554.70
          Corporate Debt Securities
        
        
          METINVEST B V
          
            2026-04-23
          
          8.500000
          3801000.00
          3760869.89
          Corporate Debt Securities
        
        
          MACYS RETAIL HLDGS IN
          
            2034-12-15
          
          4.500000
          1080000.00
          968587.20
          Corporate Debt Securities
        
        
          MASTR ASSET BKD SECS
          
            2036-08-25
          
          2.094690
          19536100.00
          3363792.91
          Asset-Backed Securities
        
        
          LSB INDS INC
          
            2023-05-01
          
          9.625000
          4000000.00
          4058500.00
          Corporate Debt Securities
        
        
          LEXMARK INTL INC
          
            2020-03-15
          
          7.125000
          142000.00
          115309.92
          Corporate Debt Securities
        
        
          LENNAR CORP
          
            2027-06-15
          
          5.000000
          1999300.00
          1955426.47
          Corporate Debt Securities
        
        
          INFOR US INC
          
            2020-08-15
          
          5.750000
          18141000.00
          18720252.22
          Corporate Debt Securities
        
        
          INDIGO NAT RES LLC
          
            2026-02-15
          
          6.875000
          11190615.00
          10706854.04
          Corporate Debt Securities
        
        
          ICBCIL FINANCE CO. LT
          
            2026-05-19
          
          3.625000
          300.00
          283.25
          Corporate Debt Securities
        
        
          HUNT COS INC
          
            2026-02-15
          
          6.250000
          580.00
          557.08
          Corporate Debt Securities
        
        
          IMMUCOR INC
          
            2022-02-15
          
          11.125000
          1004000.00
          1061987.97
          Corporate Debt Securities
        
        
          HESS CORP
          
            2027-04-01
          
          4.300000
          382000.00
          375504.73
          Corporate Debt Securities
        
        
          HEXION INC
          
            2020-04-15
          
          10.000000
          446000.00
          446123.89
          Corporate Debt Securities
        
        
          HEARTLAND DENTAL LLC
          
            2026-05-01
          
          8.500000
          3811.00
          3805.55
          Corporate Debt Securities
        
        
          HRG GROUP INC
          
            2022-01-15
          
          7.750000
          11718000.00
          12383321.99
          Corporate Debt Securities
        
        
          HUB INTERNATIONAL LTD
          
            2026-05-01
          
          7.000000
          1722685.00
          1732073.63
          Corporate Debt Securities
        
        
          HALYARD HEALTH INC
          
            2022-10-15
          
          6.250000
          5000.00
          5196.18
          Corporate Debt Securities
        
        
          GOGO INTER HLDGS LLC/
          
            2022-07-01
          
          12.500000
          11386000.00
          12690645.78
          Corporate Debt Securities
        
        
          GENERAL CABLE CORP DE
          
            2022-10-01
          
          5.750000
          3000.00
          3104.41
          Corporate Debt Securities
        
        
          E M C CORP MASS
          
            2018-06-01
          
          1.875000
          7672000.00
          7743925.00
          Corporate Debt Securities
        
        
          DOLLAR GEN CORP NEW
          
            2028-05-01
          
          4.125000
          256.00
          255.67
          Corporate Debt Securities
        
        
          ECOPETROL S A
          
            2023-09-18
          
          5.875000
          6081000.00
          6520736.53
          Corporate Debt Securities
        
        
          ENSCO PLC
          
            2044-10-01
          
          5.750000
          721000.00
          518819.58
          Corporate Debt Securities
        
        
          EVEREST ACQ LLC/FINAN
          
            2023-06-15
          
          6.375000
          2000.00
          1338.79
          Corporate Debt Securities
        
        
          EXPORT IMPORT BK KORE
          
            2019-05-26
          
          3.019380
          176.00
          176.33
          Other Instrument
          International Debt
        
        
          EXPORT IMPORT BK KORE
          
            2022-11-01
          
          3.000000
          4266.00
          4176.63
          Other Instrument
          International Debt
        
        
          FELCOR LODGING LTD PA
          
            2025-06-01
          
          6.000000
          119000.00
          125842.50
          Corporate Debt Securities
        
        
          EXTRACTION OIL AND GA
          
            2024-05-15
          
          7.375000
          7517270.00
          7923035.53
          Corporate Debt Securities
        
        
          EXTRACTION OIL AND GA
          
            2026-02-01
          
          5.625000
          5999970.00
          5900595.50
          Corporate Debt Securities
        
        
          FARMERS INS EXCHANGE
          
            2057-11-01
          
          4.747000
          10.00
          9.32
          Corporate Debt Securities
        
        
          FLATIRON CLO LTD 2015
          
            2027-04-15
          
          7.047690
          5699990.00
          5731565.74
          Asset-Backed Securities
        
        
          FRESH MKT INC
          
            2023-05-01
          
          9.750000
          3000.00
          1914.37
          Corporate Debt Securities
        
        
          FRONTIER COMMUNICATIO
          
            2026-04-01
          
          8.500000
          24941970.00
          24599918.59
          Corporate Debt Securities
        
        
          FXI HOLDINGS INC
          
            2024-11-01
          
          7.875000
          3724030.00
          3711228.65
          Corporate Debt Securities
        
        
          GABONESE REP
          
            2025-06-16
          
          6.950000
          2555000.00
          2584725.30
          Other Instrument
          International Debt
        
        
          GENERACION MEDITERRAN
          
            2023-07-27
          
          9.625000
          1790092.00
          1936293.79
          Corporate Debt Securities
        
        
          FREEDOM MORTGAGE CORP
          
            2025-04-15
          
          8.250000
          6482208.00
          6543248.79
          Corporate Debt Securities
        
        
          FORD MOTOR CREDIT CO
          
            2023-02-15
          
          4.140000
          905871.00
          913199.50
          Corporate Debt Securities
        
        
          PENNEY J C INC
          
            2023-07-01
          
          5.875000
          2000000.00
          1883958.33
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2024-03-17
          
          6.250000
          494000.00
          508003.53
          Corporate Debt Securities
        
        
          PETROBRAS GLBL FIN B
          
            2027-01-17
          
          7.375000
          4894000.00
          5143356.10
          Corporate Debt Securities
        
        
          PARK AEROSPACE HLDGS
          
            2022-08-15
          
          5.250000
          9209000.00
          9236243.29
          Corporate Debt Securities
        
        
          PAR PETROLEUM LLC / P
          
            2025-12-15
          
          7.750000
          992.00
          1046.22
          Corporate Debt Securities
        
        
          PANCANADIAN PETE LTD
          
            2031-11-01
          
          7.200000
          1185000.00
          1465608.00
          Corporate Debt Securities
        
        
          ORBITAL ATK INC
          
            2021-10-01
          
          5.250000
          9896000.00
          10155770.00
          Corporate Debt Securities
        
        
          POST HLDGS INC
          
            2028-01-15
          
          5.625000
          99996.00
          96824.25
          Corporate Debt Securities
        
        
          PETSMART INC
          
            2025-06-01
          
          5.875000
          1315.00
          942.69
          Corporate Debt Securities
        
        
          REPUBLIC OF TURKEY
          
            2038-03-05
          
          7.250000
          6725000.00
          6948602.51
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2043-04-16
          
          4.875000
          1500000.00
          1172600.62
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2045-02-17
          
          6.625000
          6430000.00
          6101805.66
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2019-11-07
          
          7.500000
          24606000.00
          25629117.48
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2025-02-05
          
          7.375000
          6000000.00
          6490763.34
          Other Instrument
          International Debt
        
        
          REPUBLIC OF TURKEY
          
            2026-10-09
          
          4.875000
          32250000.00
          29493968.76
          Other Instrument
          International Debt
        
        
          QCP SNF WEST REIT LLC
          
            2023-11-01
          
          8.125000
          18287000.00
          20056648.24
          Corporate Debt Securities
        
        
          QVC INC
          
            2043-03-15
          
          5.950000
          6770000.00
          6549102.41
          Corporate Debt Securities
        
        
          SUPERVALU INC
          
            2021-06-01
          
          6.750000
          1314000.00
          1377663.30
          Corporate Debt Securities
        
        
          STONEWAY CAP CORP
          
            2027-03-01
          
          10.000000
          8404000.00
          8907315.56
          Corporate Debt Securities
        
        
          STENA INTL SA
          
            2024-03-01
          
          5.750000
          14529000.00
          13539211.88
          Corporate Debt Securities
        
        
          STATE GRID OVERSEAS I
          
            2026-05-18
          
          2.875000
          6292739.00
          5820646.36
          Corporate Debt Securities
        
        
          SRI LANKA GOVT DEMOCR
          
            2025-06-03
          
          6.125000
          3246000.00
          3237186.21
          Other Instrument
          International Debt
        
        
          SRI LANKA REP
          
            2020-10-04
          
          6.250000
          4784000.00
          4921376.55
          Other Instrument
          International Debt
        
        
          SPRINT CORP
          
            2026-03-01
          
          7.625000
          3160228.00
          3292979.52
          Corporate Debt Securities
        
        
          SPRINT NEXTEL CORP
          
            2022-11-15
          
          6.000000
          2000.00
          1992.83
          Corporate Debt Securities
        
        
          SPRINT NEXTEL CORP
          
            2020-08-15
          
          7.000000
          1100000.00
          1163922.22
          Corporate Debt Securities
        
        
          SPRINGLEAF FINANCE CO
          
            2026-03-15
          
          7.125000
          863970.00
          867389.88
          Corporate Debt Securities
        
        
          SPRINGLEAF FINANCE CO
          
            2023-03-15
          
          5.625000
          1060.00
          1056.69
          Corporate Debt Securities
        
        
          SLM CORP
          
            2020-03-25
          
          8.000000
          3359000.00
          3626600.34
          Corporate Debt Securities
        
        
          SM ENERGY CO
          
            2022-11-15
          
          6.125000
          200000.00
          204856.44
          Corporate Debt Securities
        
        
          SLM CORP
          
            2033-08-01
          
          5.625000
          2101000.00
          1846253.75
          Corporate Debt Securities
        
        
          SLM CORP
          
            2023-01-25
          
          5.500000
          1498000.00
          1498749.00
          Corporate Debt Securities
        
        
          SINCLAIR TELEVISION G
          
            2021-04-01
          
          5.375000
          394000.00
          399499.58
          Corporate Debt Securities
        
        
          SHELF DRILLING HLDGS
          
            2025-02-15
          
          8.250000
          12081184.00
          12711167.41
          Corporate Debt Securities
        
        
          RITE AID CORP
          
            2021-06-15
          
          6.750000
          7862000.00
          8256868.95
          Corporate Debt Securities
        
        
          RITE AID CORP
          
            2023-04-01
          
          6.125000
          11790000.00
          12295987.51
          Corporate Debt Securities
        
        
          SAFEWAY INC
          
            2027-09-15
          
          7.450000
          6599000.00
          5828420.10
          Corporate Debt Securities
        
        
          SAFEWAY INC
          
            2031-02-01
          
          7.250000
          12536000.00
          11240613.35
          Corporate Debt Securities
        
        
          RIO OIL FIN TR
          
            2024-07-06
          
          9.250000
          820000.00
          612747.22
          Corporate Debt Securities
        
        
          ZAMBIA REP
          
            2022-09-20
          
          5.375000
          2000000.00
          1755201.39
          Other Instrument
          International Debt
        
        
          YPF SOCIEDAD ANONIMA
          
            2027-07-21
          
          6.950000
          1.00
          0.97
          Corporate Debt Securities
        
        
          WILDHORSE RESOURCE DE
          
            2025-02-01
          
          6.875000
          2636976.00
          2750146.22
          Corporate Debt Securities
        
        
          WILDHORSE RESOURCE DE
          
            2025-02-01
          
          6.875000
          10.00
          10.43
          Corporate Debt Securities
        
        
          WINDSTREAM CORP
          
            2023-08-01
          
          6.375000
          1733000.00
          1007306.25
          Corporate Debt Securities
        
        
          WUZHOU INTERNATIONAL
          
            2018-09-26
          
          13.750000
          1.00
          0.85
          Corporate Debt Securities
        
        
          WINDSTREAM SVCS LLC /
          
            2025-10-31
          
          8.625000
          126890.00
          118950.12
          Corporate Debt Securities
        
        
          WHITING PETE CORP NEW
          
            2026-01-15
          
          6.625000
          753795.00
          796968.09
          Corporate Debt Securities
        
        
          WERNER FINCO LP/ WERN
          
            2025-07-15
          
          8.750000
          3870850.00
          4037511.60
          Corporate Debt Securities
        
        
          VRX ESCROW CORP
          
            2020-03-15
          
          5.375000
          14725000.00
          15098237.85
          Corporate Debt Securities
        
        
          TENCENT HLDGS LTD
          
            2020-02-11
          
          2.875000
          409000.00
          411014.21
          Corporate Debt Securities
        
        
          TENET HEALTHCARE CORP
          
            2022-04-01
          
          8.125000
          1990000.00
          2111472.92
          Corporate Debt Securities
        
        
          TURKIYE VAKIFLAR BANK
          
            2022-11-01
          
          6.000000
          1313000.00
          1203364.50
          Corporate Debt Securities
        
        
          UNIT CORP
          
            2021-05-15
          
          6.625000
          2500000.00
          2513611.11
          Corporate Debt Securities
        
        
          UNION ANDINA DE CEMEN
          
            2021-10-30
          
          5.875000
          1200000.00
          1219270.83
          Corporate Debt Securities
        
        
          UNION ELEC CO
          
            2048-04-01
          
          4.000000
          20.00
          19.85
          Corporate Debt Securities
        
        
          TRONOX INC
          
            2026-04-15
          
          6.500000
          1567990.00
          1562001.15
          Corporate Debt Securities
        
        
          TTM TECHNOLOGIES  INC
          
            2025-10-01
          
          5.625000
          1751656.00
          1728665.52
          Corporate Debt Securities
        
        
          VERISIGN INC
          
            2025-04-01
          
          5.250000
          1501000.00
          1536648.75
          Corporate Debt Securities
        
        
          VALERO ENERGY CORP NE
          
            2045-03-15
          
          4.900000
          6595000.00
          6929263.91
          Corporate Debt Securities
        
        
          VISTA OUTDOOR INC
          
            2023-10-01
          
          5.875000
          100000.00
          94979.17
          Corporate Debt Securities
        
        
          VISTAJET MALTA FIN P
          
            2020-06-01
          
          7.750000
          11608000.00
          11869180.00
          Corporate Debt Securities
        
        
          VPII ESCROW CORP
          
            2021-07-15
          
          7.500000
          2000000.00
          2094166.67
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICA
          
            2025-12-15
          
          9.000000
          2.00
          2.16
          Corporate Debt Securities
        
        
          UNIVERSAL HOSPITAL SR
          
            2020-08-15
          
          7.625000
          974000.00
          999520.15
          Corporate Debt Securities
        
        
          VALEANT PHARMACEUTICA
          
            2021-08-15
          
          6.750000
          6035000.00
          6230383.12
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0192
      975000000.00
      975000000.00
      0.0253
      N
      Y
      Y
      N
    
    
      STANDARD CHARTERED BANK - NEW YORK
      STANDARD CHARTERED BANK - NEW YORK 2.178
      85325TYS8
      RILFO74KP1CM8P6PCT96
      US85325TYS85
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-07-27
      2018-07-27
      N
      N
      N
      0.0221
      300118050.00
      300118050.00
      0.0078
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK - NEW YORK
      STANDARD CHARTERED BANK - NEW YORK 2.128
      85325TXP5
      RILFO74KP1CM8P6PCT96
      US85325TXP55
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-14
      2018-06-14
      2018-06-14
      N
      N
      N
      0.0216
      200026472.00
      200026472.00
      0.0052
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK - NEW YORK
      STANDARD CHARTERED BANK - NEW YORK 2.320
      85325TZX6
      RILFO74KP1CM8P6PCT96
      US85325TZX61
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-06-20
      2018-06-20
      N
      N
      N
      0.0232
      90023047.20
      90023047.20
      0.0023
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK - NEW YORK
      STANDARD CHARTERED BANK - NEW YORK 2.312
      85324UFL2
      RILFO74KP1CM8P6PCT96
      US85324UFL26
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-06-20
      2018-06-20
      N
      N
      N
      0.0231
      49948611.00
      49948611.00
      0.0013
      N
      N
      N
      N
    
    
      STANDARD CHARTERED BANK - NEW YORK
      STANDARD CHARTERED BANK - NEW YORK 2.442
      85325TB20
      RILFO74KP1CM8P6PCT96
      US85325TB205
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A+
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-03
      2018-10-03
      2018-10-03
      N
      N
      N
      0.0248
      250089107.50
      250089107.50
      0.0065
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.288
      86565BCL3
      5U0XI89JRFVHWIBS4F54
      US86565BCL36
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-14
      2018-08-13
      2018-08-13
      N
      N
      N
      0.0232
      75038086.50
      75038086.50
      0.0019
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.183
      86563Y5N9
      5U0XI89JRFVHWIBS4F54
      US86563Y5N94
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-22
      2018-08-22
      2018-08-22
      N
      N
      N
      0.0221
      200039368.00
      200039368.00
      0.0052
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.155
      86563YZ63
      5U0XI89JRFVHWIBS4F54
      US86563YZ639
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-16
      2018-06-18
      2018-06-18
      N
      N
      N
      0.0219
      120020449.20
      120020449.20
      0.0031
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.139
      86563YZ48
      5U0XI89JRFVHWIBS4F54
      US86563YZ480
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-15
      2018-06-15
      2018-06-15
      N
      N
      N
      0.0217
      312245106.66
      312245106.66
      0.0081
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.143
      86563YX32
      5U0XI89JRFVHWIBS4F54
      US86563YX329
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-06
      2018-06-06
      2018-06-06
      N
      N
      N
      0.0217
      95999765.76
      95999765.76
      0.0025
      N
      N
      Y
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.173
      86563Y2F9
      5U0XI89JRFVHWIBS4F54
      US86563Y2F97
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-22
      2018-06-22
      2018-06-22
      N
      N
      N
      0.0220
      96519246.93
      96519246.93
      0.0025
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.248
      86565BAJ0
      5U0XI89JRFVHWIBS4F54
      US86565BAJ08
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-21
      2018-08-21
      2018-08-21
      N
      N
      N
      0.0228
      65023135.45
      65023135.45
      0.0017
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.233
      86565BED9
      5U0XI89JRFVHWIBS4F54
      US86565BED91
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-07
      2018-12-07
      2018-12-07
      N
      N
      N
      0.0226
      150031989.00
      150031989.00
      0.0039
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-NY
      SUMITOMO MITSUI BANKING CORP-NY 2.236
      86565BFL0
      5U0XI89JRFVHWIBS4F54
      US86565BFL09
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-29
      2018-11-30
      2018-11-30
      N
      N
      N
      0.0227
      79992142.40
      79992142.40
      0.0021
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI BANKING CORP-SINGAPORE
      SUMITOMO MITSUI BANKING CORP-SINGAPORE 2.324
      86564XH80
      5493006GGLR4BTEL8O61
      US86564XH801
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-08
      2018-08-08
      2018-08-08
      N
      N
      N
      0.0232
      99600950.00
      99600950.00
      0.0026
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.362
      8D9525N
      XS1808860289
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-13
      2018-07-13
      2018-07-13
      N
      N
      N
      0.0236
      74820012.00
      74820012.00
      0.0019
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.399
      8D5375N
      XS1801136067
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-26
      2018-06-26
      2018-06-26
      N
      N
      N
      0.0240
      124826276.25
      124826276.25
      0.0032
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.226
      7D1253N
      XS1764708282
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-28
      2018-07-30
      2018-07-30
      N
      N
      N
      0.0226
      74997441.00
      74997441.00
      0.0019
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.319
      9D6754N
      XS1821525448
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-11-13
      2018-11-13
      2018-11-13
      N
      N
      N
      0.0235
      195000000.00
      195000000.00
      0.0051
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED LONDON BRANCH 2.352
      8D9949N
      XS1809231522
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-16
      2018-07-16
      2018-07-16
      N
      N
      N
      0.0235
      99740774.00
      99740774.00
      0.0026
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 2.117
      86564E2B1
      5493006GGLR4BTEL8O61
      US86564E2B18
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0215
      55000576.40
      55000576.40
      0.0014
      N
      Y
      Y
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 2.145
      86564E4N3
      5493006GGLR4BTEL8O61
      US86564E4N38
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-07-18
      2018-07-18
      N
      N
      N
      0.0217
      250056367.50
      250056367.50
      0.0065
      N
      N
      N
      N
    
    
      SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH
      SUMITOMO MITSUI TRUST BANK LIMITED NEW YORK BRANCH 2.149
      86564E4M5
      5493006GGLR4BTEL8O61
      US86564E4M54
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        A-
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-20
      2018-07-17
      2018-07-17
      N
      N
      N
      0.0218
      200043428.00
      200043428.00
      0.0052
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 2.049
      86958JUJ6
      NHBDILHZTYCNBV5UYZ31
      US86958JUJ68
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-03
      2018-07-03
      2018-07-03
      N
      N
      N
      0.0208
      150037899.00
      150037899.00
      0.0039
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 2.069
      86958JUT4
      NHBDILHZTYCNBV5UYZ31
      US86958JUT41
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-13
      2018-07-11
      2018-07-11
      N
      N
      N
      0.0210
      20005337.40
      20005337.40
      0.0005
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 2.189
      86958JYY9
      NHBDILHZTYCNBV5UYZ31
      US86958JYY99
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-15
      2019-02-15
      2019-02-15
      N
      N
      N
      0.0222
      325029783.00
      325029783.00
      0.0084
      N
      N
      N
      N
    
    
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK
      SVENSKA HANDELSBANKEN AB (PUBL) - NEW YORK 2.058
      86958JVT3
      NHBDILHZTYCNBV5UYZ31
      US86958JVT32
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-13
      2018-08-13
      2018-08-13
      N
      N
      N
      0.0209
      120028740.00
      120028740.00
      0.0031
      N
      N
      N
      N
    
    
      SWEDBANK AB
      SWEDBANK AB 1.916
      87019SGT5
      M312WZV08Y7LYUC71685
      US87019SGT50
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-27
      2018-07-27
      2018-07-27
      N
      N
      N
      0.0192
      21933050.26
      21933050.26
      0.0006
      N
      N
      N
      N
    
    
      SWEDBANK AB - NEW YORK
      SWEDBANK AB - NEW YORK 2.120
      87019VCH8
      M312WZV08Y7LYUC71685
      US87019VCH87
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-26
      2018-07-25
      2018-07-25
      N
      N
      N
      0.0215
      100031056.00
      100031056.00
      0.0026
      N
      N
      N
      N
    
    
      THE CHIBA BANK LTD-NEW YORK
      THE CHIBA BANK LTD-NEW YORK 2.210
      16706B4E5
      FGJPAKKCTZVSKZXNBS63
      US16706B4E52
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-10
      2018-07-10
      2018-07-10
      N
      N
      N
      0.0221
      75010013.25
      75010013.25
      0.0019
      N
      N
      N
      N
    
    
      THE CHIBA BANK LTD-NEW YORK
      THE CHIBA BANK LTD-NEW YORK 1.730
      0GN001ND5
      0001442765
      Non-Negotiable Time Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0173
      295000000.00
      295000000.00
      0.0077
      N
      Y
      Y
      N
    
    
      THE CHIBA BANK LTD-NEW YORK
      THE CHIBA BANK LTD-NEW YORK 2.210
      16706B4D7
      FGJPAKKCTZVSKZXNBS63
      US16706B4D79
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-09
      2018-07-09
      2018-07-09
      N
      N
      N
      0.0221
      50006833.50
      50006833.50
      0.0013
      N
      N
      N
      N
    
    
      THE CHIBA BANK LTD-NEW YORK
      THE CHIBA BANK LTD-NEW YORK 2.150
      16706B3L0
      FGJPAKKCTZVSKZXNBS63
      US16706B3L05
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-14
      2018-06-14
      2018-06-14
      N
      N
      N
      0.0215
      69005499.30
      69005499.30
      0.0018
      N
      N
      N
      N
    
    
      THE NORINCHUKIN BANK-LONDON BRANCH
      THE NORINCHUKIN BANK-LONDON BRANCH 2.341
      8D7387N
      XS1805039788
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-05
      2018-07-05
      2018-07-05
      N
      N
      N
      0.0234
      74854086.75
      74854086.75
      0.0019
      N
      N
      N
      N
    
    
      THE TORONTO DOMINION BANK
      THE TORONTO DOMINION BANK 2.203
      89120DCU1
      PT3QB789TSUIDF371261
      US89120DCU19
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-23
      2019-01-22
      2019-01-22
      N
      N
      N
      0.0223
      240000129.60
      240000129.60
      0.0062
      N
      N
      N
      N
    
    
      THE TORONTO DOMINION BANK
      THE TORONTO DOMINION BANK 2.556
      89120DDZ9
      PT3QB789TSUIDF371261
      US89120DDZ96
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-26
      2019-03-26
      2019-03-26
      N
      N
      N
      0.0259
      130155638.60
      130155638.60
      0.0034
      N
      N
      N
      N
    
    
      THE TORONTO DOMINION BANK
      THE TORONTO DOMINION BANK 2.188
      89120DDK2
      PT3QB789TSUIDF371261
      US89120DDK28
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-14
      2019-02-14
      2019-02-14
      N
      N
      N
      0.0222
      200014384.00
      200014384.00
      0.0052
      N
      N
      N
      N
    
    
      THE TORONTO DOMINION BANK
      THE TORONTO DOMINION BANK 2.193
      89120DDG1
      PT3QB789TSUIDF371261
      US89120DDG16
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-08
      2019-02-08
      2019-02-08
      N
      N
      N
      0.0222
      150014746.50
      150014746.50
      0.0039
      N
      N
      N
      N
    
    
      THE TORONTO DOMINION BANK
      THE TORONTO DOMINION BANK 2.298
      89120DES4
      PT3QB789TSUIDF371261
      US89120DES45
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-07
      2019-05-10
      2019-05-10
      N
      N
      N
      0.0233
      200191346.00
      200191346.00
      0.0052
      N
      N
      N
      N
    
    
      THE TORONTO DOMINION BANK
      THE TORONTO DOMINION BANK 2.108
      89120DAV1
      PT3QB789TSUIDF371261
      US89120DAV10
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa2
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-12
      2018-09-12
      2018-09-12
      N
      N
      N
      0.0214
      50008043.00
      50008043.00
      0.0013
      N
      N
      N
      N
    
    
      THUNDER BAY FUNDING LLC
      THUNDER BAY FUNDING LLC 2.107
      88603KBF7
      US88603KBF75
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-25
      2018-09-04
      2018-09-04
      N
      N
      Y
      
        ROYAL BANK OF CANADA
        Liquidity/Partial C/E
        1.0000
        
          Fitch Long Rating
          AA
        
        
          Fitch Short Rating
          F1+
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          AA-
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      0.0214
      100024993.00
      100024993.00
      0.0026
      N
      N
      N
      N
    
    
      THUNDER BAY FUNDING LLC
      THUNDER BAY FUNDING LLC 2.153
      88603YDW8
      0001047731
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-16
      2018-10-05
      2018-10-05
      N
      N
      Y
      
        ROYAL BANK OF CANADA
        Liquidity/Partial C/E
        1.0000
        
          Fitch Long Rating
          AA
        
        
          Fitch Short Rating
          F1+
        
        
          Moody's Long Rating
          A1
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          AA-
        
        
          Standard & Poor's Short Rating
          A-1+
        
      
      0.0218
      61975115.68
      61975115.68
      0.0016
      N
      N
      N
      N
    
    
      TOYOTA FINANCE AUSTRALIA LTD
      TOYOTA FINANCE AUSTRALIA LTD 2.158
      89237BAL7
      3UKPTDP5PGQRH8AUK042
      US89237BAL71
      Non-Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-19
      2018-10-16
      2018-10-16
      N
      N
      N
      0.0219
      15000216.60
      15000216.60
      0.0004
      N
      N
      N
      N
    
    
      TOYOTA FINANCE AUSTRALIA LTD
      TOYOTA FINANCE AUSTRALIA LTD 2.158
      89237BAK9
      3UKPTDP5PGQRH8AUK042
      US89237BAK98
      Non-Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-19
      2018-10-09
      2018-10-09
      N
      N
      N
      0.0219
      30000691.50
      30000691.50
      0.0008
      N
      N
      N
      N
    
    
      TOYOTA MOTOR CREDIT CORPORATION
      TOYOTA MOTOR CREDIT CORPORATION 2.347
      89233HGT5
      Z2VZBHUMB7PWWJ63I008
      US89233HGT59
      Non-Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        A
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-07-27
      2018-07-27
      2018-07-27
      N
      N
      N
      0.0235
      49844121.00
      49844121.00
      0.0013
      N
      N
      N
      N
    
    
      UBS AG-LONDON
      UBS AG-LONDON 2.205
      90276JCK0
      BFM8T61CT2L1QCEMIK50
      US90276JCK07
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        A1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-28
      2018-08-24
      2018-08-24
      N
      N
      N
      0.0224
      90037708.20
      90037708.20
      0.0023
      N
      N
      N
      N
    
    
      UBS SECURITIES LLC
      UBS SECURITIES LLC 1.800
      0UBS02FE1
      T6FIZBDPKLYJKFCRVK44
      0000230611
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          US BANK ASSN CINCINNA
          
            2021-05-21
          
          3.104000
          10000000.00
          10029835.56
          Corporate Debt Securities
        
        
          VENTAS RLTY LTD PARTN
          
            2026-01-15
          
          4.125000
          487000.00
          490215.82
          Corporate Debt Securities
        
        
          VENTAS RLTY LTD PARTN
          
            2028-03-01
          
          4.000000
          2010000.00
          1969473.93
          Corporate Debt Securities
        
        
          VENTAS RLTY LTD PARTN
          
            2025-02-01
          
          3.500000
          1744000.00
          1700568.59
          Corporate Debt Securities
        
        
          VERIZON COMMUNICATION
          
            2024-03-15
          
          4.150000
          1146000.00
          1178421.61
          Corporate Debt Securities
        
        
          VIRGINIA ELEC & PWR C
          
            2044-02-15
          
          4.450000
          200000.00
          209228.56
          Corporate Debt Securities
        
        
          UBS AG LONDON BRH
          
            2020-06-08
          
          2.627280
          10060000.00
          10159164.84
          Corporate Debt Securities
        
        
          UBS AG LONDON BRH
          
            2020-12-01
          
          2.450000
          31945000.00
          31759594.77
          Corporate Debt Securities
        
        
          UBS AG LONDON BRH
          
            2020-06-08
          
          2.200000
          14983900.00
          14876348.89
          Corporate Debt Securities
        
        
          UBS AG STAMFORD BRH
          
            2020-03-26
          
          2.350000
          622000.00
          615707.26
          Corporate Debt Securities
        
        
          UBS GROUP AG
          
            2020-09-24
          
          2.950000
          21648000.00
          21623327.30
          Corporate Debt Securities
        
        
          UBS GROUP AG
          
            2020-09-24
          
          3.725570
          895000.00
          920436.09
          Corporate Debt Securities
        
        
          UBS GROUP AG
          
            2022-02-01
          
          2.650000
          4134000.00
          4027687.30
          Corporate Debt Securities
        
        
          UBS GROUP FDG SWITZ A
          
            2023-08-15
          
          3.292500
          29493000.00
          29681558.58
          Corporate Debt Securities
        
        
          UBS GROUP FDG SWITZ A
          
            2023-05-23
          
          3.549380
          61340000.00
          62348966.40
          Corporate Debt Securities
        
        
          UBS GROUP FDG SWITZ A
          
            2023-08-15
          
          2.859000
          915000.00
          885242.52
          Corporate Debt Securities
        
        
          UBS GROUP FDG SWITZ A
          
            2028-03-23
          
          4.253000
          1305000.00
          1297592.09
          Corporate Debt Securities
        
        
          UNION PAC CORP
          
            2025-08-15
          
          3.250000
          1770000.00
          1748068.72
          Corporate Debt Securities
        
        
          UNITED TECHNOLOGIES C
          
            2045-05-15
          
          4.150000
          110000.00
          103684.29
          Corporate Debt Securities
        
        
          TIME WARNER INC
          
            2042-06-15
          
          4.900000
          75000.00
          75004.83
          Corporate Debt Securities
        
        
          TRANSCANADA PIPELINES
          
            2067-05-15
          
          4.552500
          100000.00
          95327.33
          Corporate Debt Securities
        
        
          TRANSCANADA PIPELINES
          
            2023-10-16
          
          3.750000
          36000.00
          36380.07
          Corporate Debt Securities
        
        
          TRANSCANADA PIPELINES
          
            2043-10-16
          
          5.000000
          110000.00
          114261.40
          Corporate Debt Securities
        
        
          WELLS FARGO CO NEW
          
            2021-07-26
          
          2.100000
          430000.00
          417565.12
          Corporate Debt Securities
        
        
          WESTLAKE CHEM CORP
          
            2046-08-15
          
          5.000000
          2219000.00
          2317572.91
          Corporate Debt Securities
        
        
          WESTLAKE CHEM CORP
          
            2047-11-15
          
          4.375000
          6531000.00
          6143936.66
          Corporate Debt Securities
        
        
          WESTJET AIRLINES LTD
          
            2021-06-16
          
          3.500000
          51000.00
          51276.00
          Corporate Debt Securities
        
        
          WILLIAMS PARTNERS L P
          
            2048-03-01
          
          4.850000
          23498.00
          23034.40
          Corporate Debt Securities
        
        
          ROYAL BK SCOTLAND GRO
          
            2023-05-15
          
          3.812500
          1100429.00
          1115498.76
          Corporate Debt Securities
        
        
          ROCHE HLDGS INC
          
            2044-11-28
          
          4.000000
          200000.00
          203902.67
          Corporate Debt Securities
        
        
          RPM INTL INC
          
            2048-01-15
          
          4.250000
          1339000.00
          1245490.94
          Corporate Debt Securities
        
        
          SHERWIN WILLIAMS CO
          
            2024-06-01
          
          3.125000
          513139.00
          502437.49
          Corporate Debt Securities
        
        
          SIMON PPTY GROUP LP
          
            2042-03-15
          
          4.750000
          235000.00
          246434.58
          Corporate Debt Securities
        
        
          SIMON PPTY GROUP LP
          
            2046-11-30
          
          4.250000
          2000.00
          1949.14
          Corporate Debt Securities
        
        
          SANTANDER HLDGS USA I
          
            2023-01-18
          
          3.400000
          2143880.00
          2114656.53
          Corporate Debt Securities
        
        
          SANTANDER HLDGS USA I
          
            2025-07-17
          
          4.500000
          3000000.00
          3023670.00
          Corporate Debt Securities
        
        
          SANTANDER UK PLC
          
            2021-01-08
          
          3.125000
          150000.00
          150534.48
          Corporate Debt Securities
        
        
          SANTANDER UK PLC
          
            2021-01-05
          
          2.500000
          4000000.00
          3967315.55
          Corporate Debt Securities
        
        
          SALESFORCE COM INC
          
            2028-04-11
          
          3.700000
          1010.00
          1009.92
          Corporate Debt Securities
        
        
          SOCIETE GENERALE
          
            2025-04-14
          
          4.250000
          665000.00
          645820.48
          Corporate Debt Securities
        
        
          SOUTHERN CALIF EDISON
          
            2043-03-15
          
          3.900000
          125000.00
          121691.67
          Corporate Debt Securities
        
        
          SOUTHERN PWR CO
          
            2020-06-01
          
          2.375000
          944000.00
          944486.16
          Corporate Debt Securities
        
        
          SPECTRA ENERGY PARTNE
          
            2043-09-25
          
          5.950000
          7512000.00
          8644421.47
          Corporate Debt Securities
        
        
          STORE CAP CORP
          
            2028-03-15
          
          4.500000
          5090000.00
          5060885.20
          Corporate Debt Securities
        
        
          SUNTRUST BK ATL SR MD
          
            2023-02-02
          
          3.000000
          7.00
          6.95
          Corporate Debt Securities
        
        
          SUNTRUST BKS INC
          
            2025-05-01
          
          4.000000
          1959610.00
          1985317.91
          Corporate Debt Securities
        
        
          SWISS BK CORP N Y BRH
          
            2026-09-01
          
          7.750000
          300000.00
          369046.50
          Corporate Debt Securities
        
        
          REPUBLIC SVCS INC
          
            2027-11-15
          
          3.375000
          539000.00
          515855.34
          Corporate Debt Securities
        
        
          PNC BK N A PITTSBURGH
          
            2021-01-22
          
          2.611560
          3949165.00
          3958550.77
          Corporate Debt Securities
        
        
          PRESIDENT&FELLOW HARV
          
            2040-10-15
          
          4.875000
          125000.00
          145591.15
          Corporate Debt Securities
        
        
          PRINCIPAL FINL GROUP
          
            2042-09-15
          
          4.625000
          125000.00
          129285.49
          Corporate Debt Securities
        
        
          PROGRESSIVE CORP OHIO
          
            2099-01-01
          
          5.375000
          9834650.00
          9949182.69
          Corporate Debt Securities
        
        
          PACIFIC GAS & ELEC CO
          
            2044-02-15
          
          4.750000
          8000.00
          8235.33
          Corporate Debt Securities
        
        
          PETRONAS CAPITAL LTD
          
            2019-08-12
          
          5.250000
          525000.00
          547074.06
          Corporate Debt Securities
        
        
          PEPSICO INC
          
            2046-10-06
          
          3.450000
          95000.00
          86197.38
          Corporate Debt Securities
        
        
          FRANCE TELECOM SA
          
            2031-03-01
          
          9.000000
          300000.00
          436029.00
          Corporate Debt Securities
        
        
          FMG RESOURCES AUGUST
          
            2022-03-01
          
          9.750000
          1140000.00
          120333.74
          Corporate Debt Securities
        
        
          FEDEX CORP
          
            2028-02-15
          
          3.400000
          3340000.00
          3256277.33
          Corporate Debt Securities
        
        
          FEDEX CORP
          
            2044-01-15
          
          5.100000
          4454000.00
          4827096.73
          Corporate Debt Securities
        
        
          ESSEX PORTFOLIO L P
          
            2023-05-01
          
          3.250000
          3045000.00
          2982237.48
          Corporate Debt Securities
        
        
          ENTERPRISE PRODS OPER
          
            2045-02-15
          
          5.100000
          2645000.00
          2824137.03
          Corporate Debt Securities
        
        
          EOG RES INC
          
            2026-01-15
          
          4.150000
          1000000.00
          1038297.78
          Corporate Debt Securities
        
        
          ENERGY TRANSFER PRTNR
          
            2038-07-01
          
          7.500000
          7000.00
          8402.59
          Corporate Debt Securities
        
        
          ENEL FIN INTL S A
          
            2037-09-15
          
          6.800000
          125000.00
          151481.94
          Corporate Debt Securities
        
        
          ENBRIDGE INC
          
            2044-06-10
          
          4.500000
          1060000.00
          1037490.90
          Corporate Debt Securities
        
        
          EDF S A
          
            2044-01-22
          
          4.875000
          125000.00
          131297.34
          Corporate Debt Securities
        
        
          DOMINION ENERGY INC
          
            2035-06-15
          
          5.950000
          150000.00
          179730.92
          Corporate Debt Securities
        
        
          DUKE ENERGY PROGRESS
          
            2046-10-15
          
          3.700000
          425000.00
          401696.31
          Corporate Debt Securities
        
        
          GLAXOSMITHKLINE CAP P
          
            2021-05-14
          
          2.692500
          5.00
          5.02
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP I
          
            2039-04-23
          
          4.411000
          1500000.00
          1452804.08
          Corporate Debt Securities
        
        
          GOLDMAN SACHS GROUP I
          
            2045-10-21
          
          4.750000
          1340000.00
          1354241.22
          Corporate Debt Securities
        
        
          GRAINGER W W INC
          
            2046-05-15
          
          3.750000
          200000.00
          182991.33
          Corporate Debt Securities
        
        
          GUARDIAN LIFE INS CO
          
            2077-01-24
          
          4.850000
          159000.00
          164142.02
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC
          
            2021-05-18
          
          2.925630
          1.00
          1.00
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC
          
            2024-05-18
          
          3.325630
          20000000.00
          19952018.44
          Corporate Debt Securities
        
        
          HSBC HLDGS PLC
          
            2024-05-18
          
          3.950000
          4016015.00
          4036763.30
          Corporate Debt Securities
        
        
          HCP INC
          
            2024-03-01
          
          4.200000
          3105000.00
          3147631.65
          Corporate Debt Securities
        
        
          INDIANA MICH PWR CO
          
            2046-03-15
          
          4.550000
          260000.00
          277161.44
          Corporate Debt Securities
        
        
          LEGG MASON INC
          
            2044-01-15
          
          5.625000
          105000.00
          114064.65
          Corporate Debt Securities
        
        
          LLOYDS BKG GROUP PLC
          
            2024-11-04
          
          4.500000
          587000.00
          582635.66
          Corporate Debt Securities
        
        
          LLOYDS BKG GROUP PLC
          
            2026-03-24
          
          4.650000
          200000.00
          198442.83
          Corporate Debt Securities
        
        
          LLOYDS BKG GROUP PLC
          
            2048-01-09
          
          4.344000
          1273729.00
          1137764.37
          Corporate Debt Securities
        
        
          LIBERTY MUT GROUP INC
          
            2042-05-01
          
          6.500000
          125000.00
          156468.33
          Corporate Debt Securities
        
        
          MAGELLAN MIDSTREAM PR
          
            2042-12-01
          
          4.200000
          75000.00
          71148.00
          Corporate Debt Securities
        
        
          MAPLE ESCROW SUBSIDIA
          
            2023-05-25
          
          4.057000
          10.00
          10.07
          Corporate Debt Securities
        
        
          MARATHON PETE CORP
          
            2045-12-15
          
          5.850000
          60000.00
          67569.30
          Corporate Debt Securities
        
        
          METLIFE INC
          
            2069-08-01
          
          10.750000
          850000.00
          1356458.34
          Corporate Debt Securities
        
        
          METLIFE INC
          
            2068-04-08
          
          9.250000
          11000000.00
          15133008.61
          Corporate Debt Securities
        
        
          METLIFE INC
          
            2044-12-15
          
          4.721000
          470000.00
          498297.08
          Corporate Debt Securities
        
        
          KIMCO RLTY CORP
          
            2047-09-01
          
          4.450000
          70.00
          66.37
          Corporate Debt Securities
        
        
          KKR GROUP FINANCE LLC
          
            2043-02-01
          
          5.500000
          375000.00
          404337.50
          Corporate Debt Securities
        
        
          INTL PAPER CO
          
            2046-05-15
          
          5.150000
          2214000.00
          2279864.04
          Corporate Debt Securities
        
        
          INTERNATIONAL FLAVORS
          
            2047-06-01
          
          4.375000
          642000.00
          593615.67
          Corporate Debt Securities
        
        
          INTEL CORP
          
            2047-05-11
          
          4.100000
          1585000.00
          1611244.08
          Corporate Debt Securities
        
        
          MICROSOFT CORP
          
            2042-11-15
          
          3.500000
          125000.00
          116855.69
          Corporate Debt Securities
        
        
          MID-AMERICA APTS LP
          
            2023-10-15
          
          4.300000
          650000.00
          669652.39
          Corporate Debt Securities
        
        
          NUTRIEN LTD
          
            2035-03-15
          
          4.125000
          1030000.00
          983679.18
          Corporate Debt Securities
        
        
          OCCIDENTAL PETE CORP
          
            2046-04-15
          
          4.400000
          250000.00
          262353.06
          Corporate Debt Securities
        
        
          NATIONWIDE MUT INS CO
          
            2033-04-01
          
          7.875000
          275000.00
          376220.62
          Corporate Debt Securities
        
        
          NIAGARA MOHAWK PWR CO
          
            2042-11-28
          
          4.119000
          125000.00
          124354.16
          Corporate Debt Securities
        
        
          APPLE INC
          
            2026-02-23
          
          3.250000
          55000.00
          54502.10
          Corporate Debt Securities
        
        
          AMGEN INC
          
            2024-05-22
          
          3.625000
          230000.00
          230613.24
          Corporate Debt Securities
        
        
          ANDEAVOR
          
            2048-04-01
          
          4.500000
          1175000.00
          1105522.25
          Corporate Debt Securities
        
        
          ARCH CAPITAL GROUP IN
          
            2043-11-01
          
          5.144000
          185000.00
          201814.03
          Corporate Debt Securities
        
        
          ARCHER DANIELS MIDLAN
          
            2043-04-16
          
          4.016000
          200000.00
          197836.00
          Corporate Debt Securities
        
        
          AT&T INC
          
            2030-02-15
          
          4.300000
          10.00
          9.87
          Corporate Debt Securities
        
        
          ASCENSION HEALTH ALLI
          
            2046-11-15
          
          3.945000
          150000.00
          149766.50
          Corporate Debt Securities
        
        
          ALLSTATE CORP
          
            2035-05-09
          
          5.550000
          125000.00
          145603.96
          Corporate Debt Securities
        
        
          AIR LIQUIDE FIN S A
          
            2026-09-27
          
          2.500000
          200000.00
          184950.89
          Corporate Debt Securities
        
        
          21ST CENTY FOX AMER I
          
            2043-10-01
          
          5.400000
          210000.00
          242871.30
          Corporate Debt Securities
        
        
          BLACKSTONE HLDGS FIN
          
            2045-07-15
          
          4.450000
          244000.00
          241894.55
          Corporate Debt Securities
        
        
          BNP PARIBAS
          
            2033-03-01
          
          4.375000
          200000.00
          190613.50
          Corporate Debt Securities
        
        
          BOARDWALK PIPELINES L
          
            2027-07-15
          
          4.450000
          1210000.00
          1213098.94
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          
            2028-01-10
          
          4.337000
          14123000.00
          13634860.88
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          
            2029-05-16
          
          4.972000
          1100.00
          1087.63
          Corporate Debt Securities
        
        
          BARCLAYS PLC
          
            2021-01-12
          
          3.250000
          600000.00
          601673.17
          Corporate Debt Securities
        
        
          BANCO SANTANDER SA
          
            2028-02-23
          
          3.800000
          837.00
          770.10
          Corporate Debt Securities
        
        
          BANCO SANTANDER SA
          
            2023-02-23
          
          3.420000
          100.00
          100.75
          Corporate Debt Securities
        
        
          AUSTRALIA & NEW ZEALA
          
            2019-12-19
          
          2.427500
          2.00
          2.01
          Corporate Debt Securities
        
        
          CAPITAL ONE NATL ASSN
          
            2022-08-08
          
          2.650000
          259976.00
          251892.84
          Corporate Debt Securities
        
        
          CATERPILLAR INC DEL
          
            2064-05-15
          
          4.750000
          250000.00
          267397.78
          Corporate Debt Securities
        
        
          CAMPBELL SOUP CO
          
            2021-03-15
          
          2.775000
          10.00
          10.05
          Corporate Debt Securities
        
        
          CANADIAN NATL RY CO
          
            2036-07-15
          
          6.712000
          115000.00
          153683.29
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP
          
            2021-04-30
          
          3.450000
          1000000.00
          1003170.83
          Corporate Debt Securities
        
        
          CAPITAL ONE FINL CORP
          
            2025-04-30
          
          4.250000
          6540000.00
          6570212.98
          Corporate Debt Securities
        
        
          CITIGROUP INC
          
            2028-10-27
          
          3.520000
          320000.00
          301723.02
          Corporate Debt Securities
        
        
          CITIGROUP INC
          
            2039-07-15
          
          8.125000
          244000.00
          361145.48
          Corporate Debt Securities
        
        
          CITIGROUP INC
          
            2036-08-25
          
          2.880000
          2709000.00
          2323969.83
          Corporate Debt Securities
        
        
          COMCAST CORP NEW
          
            2026-03-01
          
          3.150000
          2326000.00
          2215642.93
          Corporate Debt Securities
        
        
          COMCAST CORP NEW
          
            2044-03-01
          
          4.750000
          120000.00
          120321.00
          Corporate Debt Securities
        
        
          CITADEL LIMITED PARTN
          
            2023-01-17
          
          5.375000
          2424000.00
          2495864.20
          Corporate Debt Securities
        
        
          CHEVRON CORP NEW
          
            2020-11-17
          
          2.419000
          2689000.00
          2666925.25
          Corporate Debt Securities
        
        
          CHEVRON CORP NEW
          
            2024-03-03
          
          2.895000
          593000.00
          585265.30
          Corporate Debt Securities
        
        
          COMMONWEALTH EDISON C
          
            2046-06-15
          
          3.650000
          150000.00
          142579.58
          Corporate Debt Securities
        
        
          COMMONWEALTH EDISON C
          
            2045-03-01
          
          3.700000
          75000.00
          71367.00
          Corporate Debt Securities
        
        
          COX COMMUNICATIONS IN
          
            2043-06-30
          
          4.500000
          125000.00
          112541.88
          Corporate Debt Securities
        
        
          CREDIT SUISSE GROUP
          
            2029-01-12
          
          3.869000
          3727980.00
          3554362.90
          Corporate Debt Securities
        
        
          CREDIT SUISSE GRP FDG
          
            2020-12-10
          
          3.125000
          125000.00
          126351.72
          Corporate Debt Securities
        
        
          CRH AMER INC
          
            2045-05-18
          
          5.125000
          200000.00
          207042.14
          Corporate Debt Securities
        
        
          CRH AMER INC
          
            2025-05-18
          
          3.875000
          231000.00
          227775.08
          Corporate Debt Securities
        
        
          DAIMLER FINANCE NORTH
          
            2021-10-30
          
          2.200000
          61012.00
          58754.22
          Corporate Debt Securities
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0180
      350000000.00
      350000000.00
      0.0091
      N
      Y
      Y
      N
    
    
      UNITED OVERSEAS BANK LIMITED
      UNITED OVERSEAS BANK LIMITED 2.021
      91127QFB0
      IO66REGK3RCBAMA8HR66
      US91127QFB05
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-11
      2018-06-11
      2018-06-11
      N
      N
      N
      0.0202
      22487625.00
      22487625.00
      0.0006
      N
      N
      N
      N
    
    
      US TREASURY
      US TREASURY 1.731
      912796PL7
      254900HROIFWPRGM1V77
      US912796PL77
      U.S. Treasury Debt
      Y
      
        Fitch Long Rating
        AAA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aaa
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA+
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-14
      2018-06-14
      2018-06-14
      N
      N
      N
      0.0173
      849515024.00
      849515024.00
      0.0221
      N
      Y
      Y
      N
    
    
      VERSAILLES COMMERCIAL PAPER LLC
      VERSAILLES COMMERCIAL PAPER LLC 2.384
      92512MG29
      US92512MG294
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-07-02
      2018-07-02
      2018-07-02
      N
      N
      Y
      
        NATIXIS FINANCIAL PRODUCTS LLC
        Liquidity/Partial C/E
        1.0000
        
          Fitch Long Rating
          A
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          A2
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          A
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      0.0238
      224605199.25
      224605199.25
      0.0058
      N
      N
      N
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 2.030
      92646LF47
      549300D0F37QF0LP7F94
      US92646LF476
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-04
      2018-06-04
      2018-06-04
      N
      Y
      
        MUFG BANK LTD
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0203
      55989129.84
      55989129.84
      0.0015
      N
      N
      Y
      N
    
    
      VICTORY RECEIVABLES CORPORATION
      VICTORY RECEIVABLES CORPORATION 2.329
      92646LH37
      549300D0F37QF0LP7F94
      US92646LH373
      Asset Backed Commercial Paper
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        F1
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        NR
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-08-03
      2018-08-03
      2018-08-03
      N
      Y
      
        MUFG BANK LTD
        1.0000
        
          Fitch Long Rating
          NR
        
        
          Fitch Short Rating
          F1
        
        
          Moody's Long Rating
          NR
        
        
          Moody's Short Rating
          P-1
        
        
          Standard & Poor's Long Rating
          NR
        
        
          Standard & Poor's Short Rating
          A-1
        
      
      N
      0.0233
      56464275.01
      56464275.01
      0.0015
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.279
      94989RK23
      KB1H1DSPRFMYMCUFXT09
      US94989RK236
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-11
      2019-05-10
      2019-05-10
      N
      N
      N
      0.0231
      100050303.00
      100050303.00
      0.0026
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.176
      94989RYG7
      KB1H1DSPRFMYMCUFXT09
      US94989RYG72
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-28
      2018-07-30
      2018-07-30
      N
      N
      N
      0.0221
      75028478.25
      75028478.25
      0.0019
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.203
      94989RXN3
      KB1H1DSPRFMYMCUFXT09
      US94989RXN33
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-22
      2019-01-22
      2019-01-22
      N
      N
      N
      0.0223
      249993632.50
      249993632.50
      0.0065
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.186
      94989RRY6
      KB1H1DSPRFMYMCUFXT09
      US94989RRY61
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-30
      2018-11-01
      2018-11-01
      N
      N
      N
      0.0222
      130003191.50
      130003191.50
      0.0034
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.198
      94989RTH1
      KB1H1DSPRFMYMCUFXT09
      US94989RTH11
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-27
      2018-11-27
      2018-11-27
      N
      N
      N
      0.0223
      99997879.00
      99997879.00
      0.0026
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.148
      94989RRH3
      KB1H1DSPRFMYMCUFXT09
      US94989RRH39
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-13
      2018-10-16
      2018-10-16
      N
      N
      N
      0.0218
      200023108.00
      200023108.00
      0.0052
      N
      N
      N
      N
    
    
      WELLS FARGO BANK NATIONAL ASSOCIATION
      WELLS FARGO BANK NATIONAL ASSOCIATION 2.246
      94989RYE2
      KB1H1DSPRFMYMCUFXT09
      US94989RYE25
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa1
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-28
      2019-01-30
      2019-01-30
      N
      N
      N
      0.0228
      195020841.60
      195020841.60
      0.0051
      N
      N
      N
      N
    
    
      WELLS FARGO SECURITIES LLC
      WELLS FARGO SECURITIES LLC 1.800
      0QY001LT8
      0001224385
      Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash
      N
      
        N
        
          PLAINS MIDSTREAM
          
            2018-06-01
          
          0.000000
          5180093.00
          5154192.54
          Money Market
        
        
          PENTAIR FINANCE S A R
          
            2018-06-01
          
          0.000000
          12000000.00
          11940000.00
          Money Market
        
        
          FORTIVE CORPORATION
          
            2018-06-28
          
          0.000000
          2000000.00
          1990000.00
          Money Market
        
        
          ENABLE MIDSTREAM
          
            2018-06-01
          
          0.000000
          11000000.00
          10945000.00
          Money Market
        
        
          GUARDIAN INDUSTRIES R
          
            2018-07-13
          
          0.000000
          5000000.00
          4975000.00
          Money Market
        
        
          NUTRIEN LTD
          
            2018-06-05
          
          0.000000
          25000000.00
          24875000.00
          Money Market
        
        
          MOLEX ELECTRONIC TECH
          
            2018-06-21
          
          0.000000
          30000000.00
          29850000.00
          Money Market
        
        
          CENTENNIAL ENERGY HLD
          
            2018-06-01
          
          0.000000
          38400000.00
          38208000.00
          Money Market
        
        
          CRANE CO
          
            2018-06-01
          
          0.000000
          16000000.00
          15920000.00
          Money Market
        
      
      Y
      
        Fitch Long Rating
        NR
      
      
        Fitch Short Rating
        NR
      
      
        Moody's Long Rating
        NR
      
      
        Moody's Short Rating
        NR
      
      
        Standard & Poor's Long Rating
        A+
      
      
        Standard & Poor's Short Rating
        A-1
      
      2018-06-01
      2018-06-01
      2018-06-01
      N
      N
      N
      0.0180
      137000000.00
      137000000.00
      0.0036
      N
      Y
      Y
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 2.114
      9612C4WN7
      EN5TNI6CI43VEPAMHL14
      US9612C4WN72
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-21
      2018-08-16
      2018-08-16
      N
      N
      N
      0.0214
      108635062.60
      108635062.60
      0.0028
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 2.158
      9612C4XD8
      EN5TNI6CI43VEPAMHL14
      US9612C4XD81
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-10
      2018-09-27
      2018-09-27
      N
      N
      N
      0.0219
      50001185.00
      50001185.00
      0.0013
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 2.113
      9612C4WW7
      EN5TNI6CI43VEPAMHL14
      US9612C4WW71
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-05
      2018-09-05
      2018-09-05
      N
      N
      N
      0.0214
      90024040.80
      90024040.80
      0.0023
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION
      WESTPAC BANKING CORPORATION 2.148
      9612C4YB1
      EN5TNI6CI43VEPAMHL14
      US9612C4YB17
      Financial Company Commercial Paper
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-19
      2019-01-14
      2019-01-14
      N
      N
      N
      0.0218
      100016006.00
      100016006.00
      0.0026
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION - NEW YORK BRANCH
      WESTPAC BANKING CORPORATION - NEW YORK BRANCH 2.128
      96121T4G0
      EN5TNI6CI43VEPAMHL14
      US96121T4G08
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-20
      2018-08-20
      2018-08-20
      N
      N
      N
      0.0216
      75014757.75
      75014757.75
      0.0019
      N
      N
      N
      N
    
    
      WESTPAC BANKING CORPORATION - NEW YORK BRANCH
      WESTPAC BANKING CORPORATION - NEW YORK BRANCH 2.165
      96121T6D5
      EN5TNI6CI43VEPAMHL14
      US96121T6D58
      Certificate of Deposit
      Y
      
        Fitch Long Rating
        AA-
      
      
        Fitch Short Rating
        F1+
      
      
        Moody's Long Rating
        Aa3
      
      
        Moody's Short Rating
        P-1
      
      
        Standard & Poor's Long Rating
        AA-
      
      
        Standard & Poor's Short Rating
        A-1+
      
      2018-06-20
      2019-01-18
      2019-01-18
      N
      N
      N
      0.0220
      100016260.00
      100016260.00
      0.0026
      N
      N
      N
      N
    
    
      JPMorgan Prime Money Market Fund
      2018-06-07
      Matthew Plastina
      Matthew Plastina
      Assistant Treasurer
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